| | |
| | |
Assessment - Insurances in Japanese yen - 16/10/17 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
16/10/17 |
⇓ Δwk |
17/07/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
38,275.309 |
12/08/24 |
0.30 |
27,503.407 |
|
27,561.446 |
-58.040 |
-0.21 |
|
9.41 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
400,990.317 |
12/08/24 |
0.86 |
281,198.547 |
|
297,159.165 |
-15,960.618 |
-5.37 |
|
3.27 |
| |  |
 |
 |
 |
|
 |
Aegon |
735.886 |
12/08/24 |
0.22 |
649.887 |
|
616.933 |
32.954 |
5.34 |
|
11.61 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,607.128 |
12/08/24 |
0.33 |
5,323.332 |
|
4,866.914 |
456.418 |
9.38 |
|
16.70 |
| |  |
 |
 |
 |
L |
 |
AIA |
745.617 |
12/08/24 |
-1.33 |
885.689 |
|
841.589 |
44.100 |
5.24 |
|
19.07 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,857.105 |
12/08/24 |
|
25,918.745 |
|
23,532.685 |
2,386.060 |
10.14 |
|
26.63 |
| |  |
 |
 |
 |
|
 |
AIG |
8,031.903 |
12/08/24 |
-0.62 |
7,176.109 |
|
7,216.631 |
-40.522 |
-0.56 |
|
2.40 |
| |  |
 |
 |
 |
|
 |
ASR |
5,801.618 |
12/08/24 |
0.46 |
4,344.929 |
|
4,076.671 |
268.258 |
6.58 |
|
35.74 |
| |  |
 |
 |
 |
|
 |
Aviva |
71,964.237 |
12/08/24 |
0.35 |
73,569.387 |
|
77,862.212 |
-4,292.825 |
-5.51 |
|
4.02 |
| |  |
 |
 |
 |
|
 |
Axa |
4,280.099 |
12/08/24 |
-0.77 |
3,355.942 |
|
3,252.800 |
103.141 |
3.17 |
|
15.92 |
| |  |
 |
 |
 |
|
 |
Beazley |
108,793.518 |
12/08/24 |
1.24 |
74,907.012 |
|
74,577.278 |
329.734 |
0.44 |
|
22.15 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
48,273.295 |
12/08/24 |
-0.30 |
21,081.922 |
|
19,172.240 |
1,909.683 |
9.96 |
|
13.79 |
| |  |
 |
 |
 |
L |
 |
China Life |
501.943 |
12/08/24 |
0.44 |
472.157 |
|
491.295 |
-19.138 |
-3.90 |
|
11.55 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
149.123 |
12/08/24 |
0.58 |
351.259 |
|
372.755 |
-21.497 |
-5.77 |
|
6.93 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
466.199 |
12/08/24 |
0.22 |
628.918 |
|
593.919 |
34.999 |
5.89 |
|
26.27 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,040.000 |
|
2,025.500 |
14.500 |
0.72 |
|
7.21 |
| |  |
 |
 |
 |
|
 |
FBD |
1,706.747 |
12/08/24 |
0.39 |
1,048.260 |
|
1,021.754 |
26.506 |
2.59 |
|
12.26 |
| |  |
 |
 |
 |
|
 |
Generali |
2,970.270 |
12/08/24 |
1.35 |
2,044.128 |
|
2,003.415 |
40.713 |
2.03 |
|
17.68 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,396.062 |
12/08/24 |
0.50 |
2,194.957 |
|
2,264.673 |
-69.717 |
-3.08 |
|
6.59 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
30,086.384 |
12/08/24 |
5.23 |
14,110.435 |
|
14,084.690 |
25.745 |
0.18 |
|
9.56 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,217.251 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
176,715.154 |
12/08/24 |
1.89 |
203,021.784 |
|
200,835.948 |
2,185.836 |
1.09 |
|
26.15 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
630.532 |
12/08/24 |
0.56 |
574.171 |
|
607.707 |
-33.536 |
-5.52 |
|
10.52 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
33,529.806 |
12/08/24 |
0.53 |
39,459.944 |
|
38,149.996 |
1,309.948 |
3.43 |
|
13.62 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,917.215 |
12/08/24 |
-2.02 |
9,107.534 |
|
8,611.508 |
496.026 |
5.76 |
|
7.41 |
| |
|
instrument |
freshest |
⇓ Δday |
16/10/17 |
⇓ Δwk |
17/07/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
558.331 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,074.925 |
12/08/24 |
-0.35 |
2,329.489 |
|
2,233.152 |
96.336 |
4.31 |
|
16.05 |
| |  |
 |
 |
 |
|
 |
Mapfre |
282.341 |
12/08/24 |
|
349.420 |
|
416.462 |
-67.042 |
-16.10 |
|
-4.46 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
341.685 |
12/08/24 |
0.52 |
271.234 |
|
245.725 |
25.509 |
10.38 |
|
14.69 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,834.498 |
12/08/24 |
-0.40 |
5,929.992 |
|
6,236.386 |
-306.394 |
-4.91 |
|
2.87 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,873.658 |
12/08/24 |
-0.15 |
6,714.002 |
|
7,916.323 |
-1,202.321 |
-15.19 |
|
4.90 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,211.000 |
|
1,290.670 |
-79.670 |
-6.17 |
|
-0.51 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
58,108.795 |
12/08/24 |
1.01 |
24,403.842 |
|
23,461.550 |
942.291 |
4.02 |
|
11.54 |
| |  |
 |
 |
 |
|
 |
NN |
5,908.786 |
12/08/24 |
0.74 |
4,745.816 |
|
4,317.236 |
428.581 |
9.93 |
|
22.70 |
| |  |
 |
 |
 |
|
 |
Phoenix |
79,960.263 |
12/08/24 |
0.47 |
102,176.881 |
|
99,371.389 |
2,805.492 |
2.82 |
|
6.99 |
| |  |
 |
 |
 |
L |
 |
Ping An |
483.430 |
12/08/24 |
0.45 |
936.690 |
|
845.201 |
91.489 |
10.82 |
|
40.50 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
691.384 |
12/08/24 |
0.02 |
921.846 |
|
897.958 |
23.888 |
2.66 |
|
37.99 |
| |  |
 |
 |
 |
|
 |
Prudential |
94,436.341 |
12/08/24 |
0.41 |
270,051.670 |
|
259,568.683 |
10,482.987 |
4.04 |
|
15.68 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,425.742 |
12/08/24 |
0.87 |
914.976 |
|
1,085.066 |
-170.090 |
-15.68 |
|
-8.60 |
| |  |
 |
 |
 |
|
 |
Quálitas |
971.574 |
12/08/24 |
-2.49 |
179.582 |
|
199.300 |
-19.717 |
-9.89 |
|
-0.74 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,357.070 |
12/08/24 |
0.40 |
5,996.108 |
|
6,100.779 |
-104.671 |
-1.72 |
|
10.74 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
35,307.495 |
12/08/24 |
1.00 |
28,236.036 |
|
29,319.495 |
-1,083.459 |
-3.70 |
|
3.84 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,933.942 |
12/08/24 |
-0.33 |
12,200.756 |
|
12,208.117 |
-7.361 |
-0.06 |
|
9.63 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,954.535 |
12/08/24 |
-1.17 |
1,161.193 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,266.402 |
12/08/24 |
1.06 |
4,659.817 |
|
4,795.779 |
-135.962 |
-2.84 |
|
12.82 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,474.000 |
|
1,476.330 |
-2.330 |
-0.16 |
|
7.85 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,505.608 |
12/08/24 |
0.38 |
948.817 |
|
896.236 |
52.581 |
5.87 |
|
31.14 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,907.942 |
12/08/24 |
-0.11 |
4,416.173 |
|
4,175.372 |
240.801 |
5.77 |
|
7.92 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
74,995.634 |
12/08/24 |
0.62 |
39,487.122 |
|
40,269.622 |
-782.500 |
-1.94 |
|
12.34 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,958.825 |
12/08/24 |
0.10 |
10,429.476 |
|
10,623.777 |
-194.302 |
-1.83 |
|
2.16 |
| |
|
instrument |
freshest |
⇓ Δday |
16/10/17 |
⇓ Δwk |
17/07/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,798.349 |
12/08/24 |
1.92 |
4,521.558 |
|
4,378.024 |
143.534 |
3.28 |
|
13.14 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,523.684 |
12/08/24 |
-1.29 |
14,448.677 |
|
14,222.566 |
226.111 |
1.59 |
|
7.41 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,641.108 |
12/08/24 |
0.61 |
2,598.452 |
|
2,466.160 |
132.292 |
5.36 |
|
17.03 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,016.110 |
12/08/24 |
0.26 |
1,184.139 |
|
1,147.210 |
36.928 |
3.22 |
|
28.92 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
63,403.915 |
12/08/24 |
1.17 |
21,669.650 |
|
20,996.397 |
673.253 |
3.21 |
|
14.71 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,942.719 |
12/08/24 |
1.36 |
3,310.958 |
|
3,362.736 |
-51.778 |
-1.54 |
|
18.57 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
53,435.252 |
12/08/24 |
0.85 |
33,783.682 |
|
33,944.550 |
-160.868 |
-0.47 |
|
7.36 |
| |  |
 |
 |
 |
L |
 |
DFV |
820.297 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 53 out of 57 instruments rated - 16/10/17 / 17/07/17 - 31 did rise, Market-Ratio(13) in JPY = 58.49 % |
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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