| | |
| | |
Assessment - Insurances in Japanese yen - 29/01/18 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
29/01/18 |
⇓ Δwk |
30/10/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,219.637 |
12/08/24 |
0.30 |
29,073.005 |
|
28,543.940 |
529.065 |
1.85 |
|
8.64 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
413,921.833 |
12/08/24 |
0.86 |
289,039.560 |
|
287,057.315 |
1,982.245 |
0.69 |
|
2.54 |
| |  |
 |
 |
 |
|
 |
Aegon |
750.787 |
12/08/24 |
0.22 |
770.224 |
|
667.830 |
102.394 |
15.33 |
|
23.09 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,720.664 |
12/08/24 |
0.33 |
5,831.352 |
|
5,477.791 |
353.561 |
6.45 |
|
18.66 |
| |  |
 |
 |
 |
L |
 |
AIA |
724.105 |
12/08/24 |
-1.33 |
912.456 |
|
862.328 |
50.128 |
5.81 |
|
12.05 |
| |  |
 |
 |
 |
|
 |
Allianz |
34,542.662 |
12/08/24 |
|
27,590.934 |
|
26,284.696 |
1,306.238 |
4.97 |
|
20.27 |
| |  |
 |
 |
 |
|
 |
AIG |
7,810.375 |
12/08/24 |
-0.62 |
7,008.723 |
|
7,332.280 |
-323.557 |
-4.41 |
|
0.88 |
| |  |
 |
 |
 |
|
 |
ASR |
5,919.092 |
12/08/24 |
0.46 |
4,783.868 |
|
4,610.864 |
173.004 |
3.75 |
|
24.35 |
| |  |
 |
 |
 |
|
 |
Aviva |
74,285.008 |
12/08/24 |
0.35 |
80,360.362 |
|
75,726.318 |
4,634.044 |
6.12 |
|
7.17 |
| |  |
 |
 |
 |
|
 |
Axa |
4,366.765 |
12/08/24 |
-0.77 |
3,668.217 |
|
3,391.233 |
276.984 |
8.17 |
|
17.76 |
| |  |
 |
 |
 |
|
 |
Beazley |
112,301.995 |
12/08/24 |
1.24 |
83,229.279 |
|
74,395.687 |
8,833.591 |
11.87 |
|
21.17 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,941.868 |
12/08/24 |
-0.30 |
23,499.837 |
|
21,262.255 |
2,237.583 |
10.52 |
|
18.48 |
| |  |
 |
 |
 |
L |
 |
China Life |
507.905 |
12/08/24 |
0.44 |
522.200 |
|
527.108 |
-4.908 |
-0.93 |
|
12.33 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
144.821 |
12/08/24 |
0.58 |
362.750 |
|
374.547 |
-11.797 |
-3.15 |
|
3.40 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
471.737 |
12/08/24 |
0.22 |
662.051 |
|
715.702 |
-53.651 |
-7.50 |
|
18.99 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,366.500 |
|
2,183.000 |
183.500 |
8.41 |
|
16.32 |
| |  |
 |
 |
 |
|
 |
FBD |
1,741.307 |
12/08/24 |
0.39 |
1,498.334 |
|
1,173.483 |
324.851 |
27.68 |
|
38.31 |
| |  |
 |
 |
 |
|
 |
Generali |
3,030.413 |
12/08/24 |
1.35 |
2,186.757 |
|
2,075.350 |
111.407 |
5.37 |
|
14.75 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,444.578 |
12/08/24 |
0.50 |
1,869.542 |
|
2,188.743 |
-319.201 |
-14.58 |
|
-12.26 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
30,695.589 |
12/08/24 |
5.23 |
14,902.344 |
|
14,193.868 |
708.476 |
4.99 |
|
9.82 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,203.095 |
12/08/24 |
0.01 |
762.756 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
182,414.032 |
12/08/24 |
1.89 |
218,774.104 |
|
210,060.171 |
8,713.934 |
4.15 |
|
20.79 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
632.124 |
12/08/24 |
0.56 |
640.070 |
|
573.383 |
66.687 |
11.63 |
|
14.49 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,611.107 |
12/08/24 |
0.53 |
42,389.400 |
|
40,038.515 |
2,350.885 |
5.87 |
|
12.98 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,202.392 |
12/08/24 |
-2.02 |
11,652.848 |
|
8,988.212 |
2,664.636 |
29.65 |
|
29.00 |
| |
|
instrument |
freshest |
⇓ Δday |
29/01/18 |
⇓ Δwk |
30/10/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
569.637 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,034.126 |
12/08/24 |
-0.35 |
2,364.001 |
|
2,289.128 |
74.873 |
3.27 |
|
9.52 |
| |  |
 |
 |
 |
|
 |
Mapfre |
288.058 |
12/08/24 |
|
394.426 |
|
365.757 |
28.669 |
7.84 |
|
4.60 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
342.548 |
12/08/24 |
0.52 |
292.225 |
|
267.115 |
25.110 |
9.40 |
|
15.70 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,618.415 |
12/08/24 |
-0.40 |
5,933.311 |
|
6,108.724 |
-175.414 |
-2.87 |
|
1.95 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,829.063 |
12/08/24 |
-0.15 |
10,011.371 |
|
7,545.073 |
2,466.299 |
32.69 |
|
43.05 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,281.670 |
|
1,285.330 |
-3.660 |
-0.28 |
|
2.73 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
59,285.412 |
12/08/24 |
1.01 |
25,890.123 |
|
25,322.177 |
567.946 |
2.24 |
|
12.30 |
| |  |
 |
 |
 |
|
 |
NN |
6,028.430 |
12/08/24 |
0.74 |
5,234.718 |
|
4,765.131 |
469.587 |
9.85 |
|
24.18 |
| |  |
 |
 |
 |
|
 |
Phoenix |
82,538.898 |
12/08/24 |
0.47 |
107,196.550 |
|
101,641.912 |
5,554.638 |
5.46 |
|
7.55 |
| |  |
 |
 |
 |
L |
 |
Ping An |
469.482 |
12/08/24 |
0.45 |
1,264.742 |
|
987.903 |
276.839 |
28.02 |
|
59.45 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
699.597 |
12/08/24 |
0.02 |
1,263.477 |
|
1,091.697 |
171.780 |
15.74 |
|
56.27 |
| |  |
 |
 |
 |
|
 |
Prudential |
97,481.813 |
12/08/24 |
0.41 |
297,170.715 |
|
276,217.911 |
20,952.804 |
7.59 |
|
15.50 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,429.342 |
12/08/24 |
0.87 |
967.609 |
|
936.207 |
31.402 |
3.35 |
|
-3.40 |
| |  |
 |
 |
 |
|
 |
Quálitas |
964.609 |
12/08/24 |
-2.49 |
260.738 |
|
187.137 |
73.601 |
39.33 |
|
37.87 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,465.543 |
12/08/24 |
0.40 |
6,422.586 |
|
5,950.481 |
472.106 |
7.93 |
|
12.09 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,100.414 |
12/08/24 |
1.00 |
28,819.230 |
|
27,517.467 |
1,301.764 |
4.73 |
|
4.94 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,134.576 |
12/08/24 |
-0.33 |
13,289.433 |
|
13,053.157 |
236.276 |
1.81 |
|
12.70 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,920.174 |
12/08/24 |
-1.17 |
1,167.813 |
|
1,142.620 |
25.193 |
2.20 |
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,312.293 |
12/08/24 |
1.06 |
4,874.308 |
|
4,730.191 |
144.118 |
3.05 |
|
9.55 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,524.330 |
|
1,521.330 |
3.000 |
0.20 |
|
5.75 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,498.812 |
12/08/24 |
0.38 |
971.683 |
|
978.590 |
-6.907 |
-0.71 |
|
17.26 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,829.553 |
12/08/24 |
-0.11 |
4,725.350 |
|
4,408.887 |
316.463 |
7.18 |
|
11.89 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
75,900.699 |
12/08/24 |
0.62 |
41,418.367 |
|
39,332.470 |
2,085.897 |
5.30 |
|
9.03 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,103.147 |
12/08/24 |
0.10 |
10,885.850 |
|
10,684.088 |
201.762 |
1.89 |
|
5.82 |
| |
|
instrument |
freshest |
⇓ Δday |
29/01/18 |
⇓ Δwk |
30/10/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,976.503 |
12/08/24 |
1.92 |
4,891.856 |
|
4,445.390 |
446.466 |
10.04 |
|
13.52 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,874.876 |
12/08/24 |
-1.29 |
16,246.801 |
|
15,010.914 |
1,235.887 |
8.23 |
|
15.30 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,694.112 |
12/08/24 |
0.61 |
2,690.486 |
|
2,693.352 |
-2.866 |
-0.11 |
|
12.16 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,036.685 |
12/08/24 |
0.26 |
1,339.726 |
|
1,160.298 |
179.429 |
15.46 |
|
28.78 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,655.170 |
12/08/24 |
1.17 |
26,984.566 |
|
23,700.311 |
3,284.255 |
13.86 |
|
28.13 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,022.553 |
12/08/24 |
1.36 |
3,836.274 |
|
3,315.419 |
520.855 |
15.71 |
|
22.44 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
54,080.121 |
12/08/24 |
0.85 |
36,507.282 |
|
34,380.336 |
2,126.947 |
6.19 |
|
11.07 |
| |  |
 |
 |
 |
L |
 |
DFV |
836.907 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 54 out of 57 instruments rated - 29/01/18 / 30/10/17 - 45 did rise, Market-Ratio(13) in JPY = 83.33 % |
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. |
|
|