| | |
| | |
Assessment - Insurances in Japanese yen - 13/11/17 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
13/11/17 |
⇓ Δwk |
14/08/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
38,724.546 |
12/08/24 |
0.30 |
28,715.996 |
|
26,583.009 |
2,132.987 |
8.02 |
|
11.36 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
400,966.843 |
12/08/24 |
0.86 |
273,305.421 |
|
308,588.983 |
-35,283.563 |
-11.43 |
|
-0.75 |
| |  |
 |
 |
 |
|
 |
Aegon |
736.381 |
12/08/24 |
0.22 |
679.451 |
|
646.215 |
33.236 |
5.14 |
|
12.64 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,610.900 |
12/08/24 |
0.33 |
5,370.603 |
|
5,027.553 |
343.050 |
6.82 |
|
14.47 |
| |  |
 |
 |
 |
L |
 |
AIA |
754.893 |
12/08/24 |
-1.33 |
949.798 |
|
830.944 |
118.854 |
14.30 |
|
25.28 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,879.881 |
12/08/24 |
|
26,267.168 |
|
23,548.075 |
2,719.093 |
11.55 |
|
23.45 |
| |  |
 |
 |
 |
|
 |
AIG |
8,126.173 |
12/08/24 |
-0.62 |
7,035.648 |
|
6,897.640 |
138.008 |
2.00 |
|
-0.64 |
| |  |
 |
 |
 |
|
 |
ASR |
5,805.521 |
12/08/24 |
0.46 |
4,528.571 |
|
4,164.856 |
363.715 |
8.73 |
|
33.67 |
| |  |
 |
 |
 |
|
 |
Aviva |
71,960.024 |
12/08/24 |
0.35 |
72,911.169 |
|
74,188.153 |
-1,276.984 |
-1.72 |
|
0.57 |
| |  |
 |
 |
 |
|
 |
Axa |
4,282.978 |
12/08/24 |
-0.77 |
3,319.143 |
|
3,200.057 |
119.086 |
3.72 |
|
11.31 |
| |  |
 |
 |
 |
|
 |
Beazley |
108,787.149 |
12/08/24 |
1.24 |
74,531.087 |
|
74,306.190 |
224.897 |
0.30 |
|
17.05 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
48,839.878 |
12/08/24 |
-0.30 |
20,925.378 |
|
19,447.879 |
1,477.499 |
7.60 |
|
9.81 |
| |  |
 |
 |
 |
L |
 |
China Life |
503.980 |
12/08/24 |
0.44 |
578.834 |
|
448.314 |
130.520 |
29.11 |
|
32.12 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
150.979 |
12/08/24 |
0.58 |
394.901 |
|
331.676 |
63.224 |
19.06 |
|
16.99 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
468.091 |
12/08/24 |
0.22 |
756.056 |
|
559.652 |
196.403 |
35.09 |
|
47.30 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,080.000 |
|
1,866.000 |
214.000 |
11.47 |
|
6.15 |
| |  |
 |
 |
 |
|
 |
FBD |
1,707.896 |
12/08/24 |
0.39 |
1,154.484 |
|
1,098.566 |
55.919 |
5.09 |
|
19.28 |
| |  |
 |
 |
 |
|
 |
Generali |
2,972.268 |
12/08/24 |
1.35 |
2,058.742 |
|
2,003.267 |
55.476 |
2.77 |
|
14.39 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,397.673 |
12/08/24 |
0.50 |
2,143.475 |
|
2,198.423 |
-54.948 |
-2.50 |
|
2.12 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
30,106.623 |
12/08/24 |
5.23 |
14,391.337 |
|
13,641.599 |
749.738 |
5.50 |
|
9.78 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,217.348 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
176,704.810 |
12/08/24 |
1.89 |
216,088.136 |
|
189,854.092 |
26,234.044 |
13.82 |
|
29.65 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
620.832 |
12/08/24 |
0.56 |
611.294 |
|
571.963 |
39.331 |
6.88 |
|
15.07 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
33,527.843 |
12/08/24 |
0.53 |
39,264.433 |
|
38,509.805 |
754.628 |
1.96 |
|
9.18 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
26,221.405 |
12/08/24 |
-2.02 |
8,797.964 |
|
8,525.518 |
272.446 |
3.20 |
|
1.78 |
| |
|
instrument |
freshest |
⇓ Δday |
13/11/17 |
⇓ Δwk |
14/08/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
558.707 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,062.931 |
12/08/24 |
-0.35 |
2,394.477 |
|
2,162.237 |
232.239 |
10.74 |
|
15.02 |
| |  |
 |
 |
 |
|
 |
Mapfre |
282.531 |
12/08/24 |
|
358.128 |
|
399.361 |
-41.232 |
-10.32 |
|
-3.50 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
336.428 |
12/08/24 |
0.52 |
272.698 |
|
237.744 |
34.954 |
14.70 |
|
12.82 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,926.452 |
12/08/24 |
-0.40 |
5,919.022 |
|
5,219.302 |
699.720 |
13.41 |
|
0.86 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
38,318.180 |
12/08/24 |
-0.15 |
8,841.086 |
|
6,314.061 |
2,527.025 |
40.02 |
|
35.25 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,249.000 |
|
1,251.670 |
-2.670 |
-0.21 |
|
0.81 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
58,147.884 |
12/08/24 |
1.01 |
25,525.756 |
|
22,992.330 |
2,533.426 |
11.02 |
|
14.63 |
| |  |
 |
 |
 |
|
 |
NN |
5,912.761 |
12/08/24 |
0.74 |
4,657.656 |
|
4,465.992 |
191.664 |
4.29 |
|
16.59 |
| |  |
 |
 |
 |
|
 |
Phoenix |
79,955.583 |
12/08/24 |
0.47 |
100,968.147 |
|
99,175.369 |
1,792.778 |
1.81 |
|
4.04 |
| |  |
 |
 |
 |
L |
 |
Ping An |
489.444 |
12/08/24 |
0.45 |
1,098.886 |
|
804.298 |
294.588 |
36.63 |
|
57.95 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
694.190 |
12/08/24 |
0.02 |
1,198.854 |
|
830.351 |
368.503 |
44.38 |
|
71.00 |
| |  |
 |
 |
 |
|
 |
Prudential |
94,430.813 |
12/08/24 |
0.41 |
276,129.131 |
|
257,230.252 |
18,898.879 |
7.35 |
|
13.83 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,403.808 |
12/08/24 |
0.87 |
963.330 |
|
1,007.827 |
-44.497 |
-4.42 |
|
-5.23 |
| |  |
 |
 |
 |
|
 |
Quálitas |
976.725 |
12/08/24 |
-2.49 |
189.606 |
|
187.679 |
1.927 |
1.03 |
|
4.67 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,360.674 |
12/08/24 |
0.40 |
5,967.043 |
|
5,835.321 |
131.721 |
2.26 |
|
8.19 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
35,966.977 |
12/08/24 |
1.00 |
27,292.290 |
|
27,285.168 |
7.122 |
0.03 |
|
-0.17 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,100.812 |
12/08/24 |
-0.33 |
13,392.499 |
|
11,666.097 |
1,726.403 |
14.80 |
|
17.97 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,954.770 |
12/08/24 |
-1.17 |
1,152.447 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,267.926 |
12/08/24 |
1.06 |
4,679.501 |
|
4,623.022 |
56.479 |
1.22 |
|
10.06 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,514.000 |
|
1,429.000 |
85.000 |
5.95 |
|
8.26 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,476.272 |
12/08/24 |
0.38 |
931.723 |
|
891.212 |
40.511 |
4.55 |
|
22.76 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,884.897 |
12/08/24 |
-0.11 |
4,424.828 |
|
4,251.222 |
173.607 |
4.08 |
|
5.97 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
74,304.711 |
12/08/24 |
0.62 |
38,918.260 |
|
39,590.894 |
-672.634 |
-1.70 |
|
7.33 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,848.651 |
12/08/24 |
0.10 |
10,572.642 |
|
10,081.067 |
491.575 |
4.88 |
|
2.67 |
| |
|
instrument |
freshest |
⇓ Δday |
13/11/17 |
⇓ Δwk |
14/08/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,804.268 |
12/08/24 |
1.92 |
4,467.007 |
|
4,358.074 |
108.933 |
2.50 |
|
8.63 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,799.781 |
12/08/24 |
-1.29 |
15,128.912 |
|
14,127.657 |
1,001.255 |
7.09 |
|
10.24 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,643.378 |
12/08/24 |
0.61 |
2,694.965 |
|
2,446.974 |
247.991 |
10.13 |
|
19.07 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,016.794 |
12/08/24 |
0.26 |
1,151.307 |
|
1,077.887 |
73.420 |
6.81 |
|
19.67 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
64,148.086 |
12/08/24 |
1.17 |
24,132.272 |
|
21,249.075 |
2,883.196 |
13.57 |
|
22.81 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,945.371 |
12/08/24 |
1.36 |
3,375.411 |
|
3,278.895 |
96.516 |
2.94 |
|
16.06 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
52,942.961 |
12/08/24 |
0.85 |
34,190.193 |
|
33,171.054 |
1,019.138 |
3.07 |
|
6.58 |
| |  |
 |
 |
 |
L |
 |
DFV |
820.849 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 53 out of 57 instruments rated - 13/11/17 / 14/08/17 - 46 did rise, Market-Ratio(13) in JPY = 86.79 % |
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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