| | |
| | |
Assessment - Insurances in Japanese yen - 14/08/17 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
14/08/17 |
⇓ Δwk |
15/05/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,433.629 |
12/08/24 |
0.30 |
26,583.009 |
|
26,705.692 |
-122.683 |
-0.46 |
|
11.65 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
383,690.143 |
12/08/24 |
0.86 |
308,588.983 |
|
297,046.644 |
11,542.339 |
3.89 |
|
13.49 |
| |  |
 |
 |
 |
|
 |
Aegon |
718.850 |
12/08/24 |
0.22 |
646.215 |
|
569.343 |
76.872 |
13.50 |
|
21.40 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,477.318 |
12/08/24 |
0.33 |
5,027.553 |
|
4,645.892 |
381.661 |
8.22 |
|
17.35 |
| |  |
 |
 |
 |
L |
 |
AIA |
727.865 |
12/08/24 |
-1.33 |
830.944 |
|
813.761 |
17.183 |
2.11 |
|
16.20 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,073.284 |
12/08/24 |
|
23,548.075 |
|
21,675.002 |
1,873.073 |
8.64 |
|
25.09 |
| |  |
 |
 |
 |
|
 |
AIG |
7,855.280 |
12/08/24 |
-0.62 |
6,897.640 |
|
7,033.532 |
-135.892 |
-1.93 |
|
0.62 |
| |  |
 |
 |
 |
|
 |
ASR |
5,667.306 |
12/08/24 |
0.46 |
4,164.856 |
|
3,484.107 |
680.749 |
19.54 |
|
47.45 |
| |  |
 |
 |
 |
|
 |
Aviva |
68,859.439 |
12/08/24 |
0.35 |
74,188.153 |
|
78,531.023 |
-4,342.870 |
-5.53 |
|
10.13 |
| |  |
 |
 |
 |
|
 |
Axa |
4,181.011 |
12/08/24 |
-0.77 |
3,200.057 |
|
3,046.486 |
153.570 |
5.04 |
|
19.32 |
| |  |
 |
 |
 |
|
 |
Beazley |
104,099.772 |
12/08/24 |
1.24 |
74,306.190 |
|
65,509.780 |
8,796.409 |
13.43 |
|
27.71 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,211.758 |
12/08/24 |
-0.30 |
19,447.879 |
|
18,636.244 |
811.635 |
4.36 |
|
10.63 |
| |  |
 |
 |
 |
L |
 |
China Life |
484.988 |
12/08/24 |
0.44 |
448.314 |
|
449.182 |
-0.868 |
-0.19 |
|
12.85 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
145.573 |
12/08/24 |
0.58 |
331.676 |
|
364.512 |
-32.836 |
-9.01 |
|
5.92 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
450.452 |
12/08/24 |
0.22 |
559.652 |
|
475.109 |
84.544 |
17.79 |
|
19.13 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,866.000 |
|
1,937.500 |
-71.500 |
-3.69 |
|
3.30 |
| |  |
 |
 |
 |
|
 |
FBD |
1,667.235 |
12/08/24 |
0.39 |
1,098.566 |
|
1,023.819 |
74.746 |
7.30 |
|
24.59 |
| |  |
 |
 |
 |
|
 |
Generali |
2,901.505 |
12/08/24 |
1.35 |
2,003.267 |
|
1,852.863 |
150.403 |
8.12 |
|
25.13 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,340.591 |
12/08/24 |
0.50 |
2,198.423 |
|
2,244.911 |
-46.487 |
-2.07 |
|
8.47 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,389.858 |
12/08/24 |
5.23 |
13,641.599 |
|
13,496.934 |
144.665 |
1.07 |
|
10.52 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,199.721 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
169,091.023 |
12/08/24 |
1.89 |
189,854.092 |
|
175,514.555 |
14,339.537 |
8.17 |
|
23.66 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
616.755 |
12/08/24 |
0.56 |
571.963 |
|
534.121 |
37.842 |
7.08 |
|
15.46 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
32,083.208 |
12/08/24 |
0.53 |
38,509.805 |
|
37,671.059 |
838.746 |
2.23 |
|
16.95 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,347.292 |
12/08/24 |
-2.02 |
8,525.518 |
|
9,692.440 |
-1,166.921 |
-12.04 |
|
2.76 |
| |
|
instrument |
freshest |
⇓ Δday |
14/08/17 |
⇓ Δwk |
15/05/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
545.405 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,957.671 |
12/08/24 |
-0.35 |
2,162.237 |
|
1,985.511 |
176.726 |
8.90 |
|
17.33 |
| |  |
 |
 |
 |
|
 |
Mapfre |
275.805 |
12/08/24 |
|
399.361 |
|
417.019 |
-17.658 |
-4.23 |
|
16.15 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
334.219 |
12/08/24 |
0.52 |
237.744 |
|
250.606 |
-12.863 |
-5.13 |
|
4.68 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,662.216 |
12/08/24 |
-0.40 |
5,219.302 |
|
5,892.375 |
-673.073 |
-11.42 |
|
-5.61 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,040.810 |
12/08/24 |
-0.15 |
6,314.061 |
|
7,686.597 |
-1,372.536 |
-17.86 |
|
2.18 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,251.670 |
|
1,240.330 |
11.340 |
0.91 |
|
7.39 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
56,763.526 |
12/08/24 |
1.01 |
22,992.330 |
|
21,849.800 |
1,142.530 |
5.23 |
|
9.27 |
| |  |
 |
 |
 |
|
 |
NN |
5,771.992 |
12/08/24 |
0.74 |
4,465.992 |
|
4,019.115 |
446.877 |
11.12 |
|
23.67 |
| |  |
 |
 |
 |
|
 |
Phoenix |
76,510.488 |
12/08/24 |
0.47 |
99,175.369 |
|
99,899.040 |
-723.671 |
-0.72 |
|
6.33 |
| |  |
 |
 |
 |
L |
 |
Ping An |
471.920 |
12/08/24 |
0.45 |
804.298 |
|
683.734 |
120.563 |
17.63 |
|
30.25 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
668.030 |
12/08/24 |
0.02 |
830.351 |
|
675.754 |
154.597 |
22.88 |
|
35.56 |
| |  |
 |
 |
 |
|
 |
Prudential |
90,362.015 |
12/08/24 |
0.41 |
257,230.252 |
|
259,042.460 |
-1,812.208 |
-0.70 |
|
17.33 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,394.591 |
12/08/24 |
0.87 |
1,007.827 |
|
1,117.182 |
-109.355 |
-9.79 |
|
4.52 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,017.383 |
12/08/24 |
-2.49 |
187.679 |
|
191.571 |
-3.892 |
-2.03 |
|
7.17 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,233.049 |
12/08/24 |
0.40 |
5,835.321 |
|
5,634.751 |
200.570 |
3.56 |
|
13.14 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,178.771 |
12/08/24 |
1.00 |
27,285.168 |
|
28,390.264 |
-1,105.096 |
-3.89 |
|
1.43 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,648.338 |
12/08/24 |
-0.33 |
11,666.097 |
|
12,538.609 |
-872.512 |
-6.96 |
|
8.11 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,911.986 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,213.933 |
12/08/24 |
1.06 |
4,623.022 |
|
4,421.151 |
201.871 |
4.57 |
|
20.68 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,429.000 |
|
1,483.330 |
-54.330 |
-3.66 |
|
10.32 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,463.493 |
12/08/24 |
0.38 |
891.212 |
|
771.560 |
119.652 |
15.51 |
|
40.55 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,682.659 |
12/08/24 |
-0.11 |
4,251.222 |
|
3,853.343 |
397.879 |
10.33 |
|
9.43 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
73,585.584 |
12/08/24 |
0.62 |
39,590.894 |
|
37,541.318 |
2,049.576 |
5.46 |
|
21.72 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,733.978 |
12/08/24 |
0.10 |
10,081.067 |
|
10,256.192 |
-175.125 |
-1.71 |
|
0.93 |
| |
|
instrument |
freshest |
⇓ Δday |
14/08/17 |
⇓ Δwk |
15/05/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,594.660 |
12/08/24 |
1.92 |
4,358.074 |
|
4,190.167 |
167.907 |
4.01 |
|
17.18 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,006.394 |
12/08/24 |
-1.29 |
14,127.657 |
|
13,681.370 |
446.287 |
3.26 |
|
7.81 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,582.531 |
12/08/24 |
0.61 |
2,446.974 |
|
2,225.798 |
221.177 |
9.94 |
|
14.17 |
| |  |
 |
 |
 |
|
 |
Uniqa |
992.586 |
12/08/24 |
0.26 |
1,077.887 |
|
1,008.836 |
69.050 |
6.84 |
|
29.66 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
62,009.653 |
12/08/24 |
1.17 |
21,249.075 |
|
19,515.720 |
1,733.355 |
8.88 |
|
21.60 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,851.441 |
12/08/24 |
1.36 |
3,278.895 |
|
3,125.146 |
153.749 |
4.92 |
|
28.56 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
52,430.575 |
12/08/24 |
0.85 |
33,171.054 |
|
32,378.959 |
792.095 |
2.45 |
|
9.96 |
| |  |
 |
 |
 |
L |
 |
DFV |
801.307 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 53 out of 57 instruments rated - 14/08/17 / 15/05/17 - 34 did rise, Market-Ratio(13) in JPY = 64.15 % |
Technical Chart
Transactions Insurances in Japanese yen * A13 - 49/16 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 2/01/06 |
7/08/06 |
217 |
|
- cash - |
| short |
7/08/06 |
21/08/06 |
14 |
 |
 |
 |
Glanbia |
100 |
31 |
|
313.834 |
336.695 |
290.974 |
-22.861 |
-7 |
9,291 |
-86 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
46 |
|
198.635 |
523.182 |
|
324.547 |
163 |
24,220 |
102 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
25 |
|
963.109 |
885.090 |
1,048.006 |
84.896 |
9 |
26,343 |
34 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
32 |
|
815.030 |
807.880 |
|
-7.150 |
-1 |
26,114 |
-4 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
0 |
|
56,160.071 |
2,237.305 |
1,409,710.919 |
1,353,550.848 |
2,410 |
26,114 |
0 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
23 |
|
1,121.478 |
1,834.049 |
|
712.571 |
64 |
42,503 |
43 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
32 |
|
1,314.040 |
1,151.966 |
1,498.917 |
184.877 |
14 |
48,419 |
99 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
24 |
|
1,964.340 |
2,171.037 |
|
206.697 |
11 |
53,380 |
13 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
72 |
|
740.501 |
391.424 |
1,400.890 |
660.389 |
89 |
100,928 |
427 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
204 |
|
493.460 |
2,358.074 |
|
1,864.614 |
378 |
481,309 |
51 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
648 |
|
742.759 |
875.227 |
610.291 |
-132.468 |
-18 |
395,470 |
-55 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
93 |
|
4,248.231 |
3,988.994 |
|
-259.237 |
-6 |
371,361 |
-31 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
577 |
|
643.142 |
557.643 |
741.749 |
98.608 |
15 |
428,258 |
86 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,659 |
|
258.022 |
221.485 |
|
-36.536 |
-14 |
367,644 |
-55 |
|
| short |
27/06/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,032 |
|
356.095 |
373.877 |
338.313 |
-17.782 |
-5 |
349,292 |
-36 |
|
| long |
8/08/16 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
117 |
|
2,964.971 |
2,787.648 |
|
-177.323 |
-6 |
328,546 |
-3 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
1,719 |
|
191.097 |
183.208 |
199.325 |
8.228 |
4 |
342,689 |
44 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
23 |
|
14,869.957 |
13,739.435 |
|
-1,130.522 |
-8 |
316,687 |
-7 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2,166,131 |
|
0.146 |
0.151 |
0.141 |
-0.005 |
-3 |
306,074 |
-12 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
142 |
|
2,152.721 |
1,603.643 |
|
-549.078 |
-26 |
228,105 |
-14 |
|
| short |
9/05/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
160 |
|
1,417.622 |
1,758.074 |
1,077.170 |
-340.452 |
-24 |
173,633 |
-97 |
|
| long |
6/06/22 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
8,651 |
|
20.070 |
19.623 |
|
-0.447 |
-2 |
169,769 |
-18 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
59 |
|
2,874.775 |
3,781.819 |
1,967.732 |
-907.044 |
-32 |
116,253 |
-92 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
2 |
|
49,665.304 |
54,558.847 |
|
4,893.542 |
10 |
126,040 |
5 |
|
| accum | 7/08/06 |
12/08/24 | 7387 |
days out of 7604 invested (97%) |
1,160 |
126,040 |
13 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| AIG | short | 30/06/08 | 26/01/09 | 210 | 56,160.07 | 2,237.31 | 1,409,710.92 | 1,353,550.85 | 2,410.17 | | | 2,410.17 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 313.83 | 336.69 | 290.97 | -22.86 | -7.28 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 815.03 | 807.88 | | -7.15 | -0.88 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 493.46 | 2,358.07 | | 1,864.61 | 377.87 | | | 339.17 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 198.63 | 523.18 | | 324.55 | 163.39 | | | 163.39 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 1,314.04 | 1,151.97 | 1,498.92 | 184.88 | 14.07 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 740.50 | 391.42 | 1,400.89 | 660.39 | 89.18 | | | 115.80 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 1,121.48 | 1,834.05 | | 712.57 | 63.54 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 1,964.34 | 2,171.04 | | 206.70 | 10.52 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 2,964.97 | 2,787.65 | | -177.32 | -5.98 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 2,874.78 | 3,781.82 | 1,967.73 | -907.04 | -31.55 | | | 16.32 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 643.14 | 557.64 | 741.75 | 98.61 | 15.33 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 356.10 | 373.88 | 338.31 | -17.78 | -4.99 | | | 9.57 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 963.11 | 885.09 | 1,048.01 | 84.90 | 8.81 | | | 8.81 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 191.10 | 183.21 | 199.32 | 8.23 | 4.31 | | | 4.31 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 14,869.96 | 13,739.44 | | -1,130.52 | -7.60 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 49,665.30 | 54,558.85 | | 4,893.54 | 9.85 | | | 1.50 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 20.07 | 19.62 | | -0.45 | -2.23 | | | -2.23 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.15 | 0.15 | 0.14 | -0.00 | -3.35 | | | -3.35 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 4,248.23 | 3,988.99 | | -259.24 | -6.10 | | | -6.10 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 258.02 | 221.49 | | -36.54 | -14.16 | | | -14.16 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 742.76 | 875.23 | 610.29 | -132.47 | -17.83 | | | -17.83 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 1,417.62 | 1,758.07 | 1,077.17 | -340.45 | -24.02 | | | -24.02 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 2,152.72 | 1,603.64 | | -549.08 | -25.51 | | | -25.51 |
Annotations
| 28/03/24 | MS&AD Insurance | | | stock split 1:3 (three for one) |
| | Sompo | | | stock split 1:3 (three for one) |
| 25/08/15 | NN | | | recording started |
| 27/07/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
| | Ping An Ins | | | forward stock split 10:20 (twenty for ten) |
| 18/05/15 | Tryg | | | forward stock split 1:5 (five for one) |
| 12/03/15 | Insurances | | | first full analysis,
the techniques are strongly influenced by the shorts of AIG and UnipolSai. |
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