| | |
| | |
Assessment - Insurances in Japanese yen - 7/05/18 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
7/05/18 |
⇓ Δwk |
5/02/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,234.485 |
12/08/24 |
0.30 |
27,662.114 |
|
28,699.819 |
-1,037.705 |
-3.62 |
|
1.05 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
398,984.939 |
12/08/24 |
0.86 |
294,284.666 |
|
284,332.022 |
9,952.644 |
3.50 |
|
2.65 |
| |  |
 |
 |
 |
|
 |
Aegon |
723.522 |
12/08/24 |
0.22 |
767.490 |
|
749.771 |
17.719 |
2.36 |
|
15.40 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,512.918 |
12/08/24 |
0.33 |
5,823.816 |
|
5,779.026 |
44.790 |
0.78 |
|
11.23 |
| |  |
 |
 |
 |
L |
 |
AIA |
721.187 |
12/08/24 |
-1.33 |
949.772 |
|
897.964 |
51.808 |
5.77 |
|
9.20 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,288.240 |
12/08/24 |
|
26,146.683 |
|
27,083.549 |
-936.866 |
-3.46 |
|
6.73 |
| |  |
 |
 |
 |
|
 |
AIG |
7,813.491 |
12/08/24 |
-0.62 |
5,813.473 |
|
6,673.813 |
-860.341 |
-12.89 |
|
-12.97 |
| |  |
 |
 |
 |
|
 |
ASR |
5,704.140 |
12/08/24 |
0.46 |
5,065.432 |
|
4,811.756 |
253.676 |
5.27 |
|
16.92 |
| |  |
 |
 |
 |
|
 |
Aviva |
71,604.339 |
12/08/24 |
0.35 |
79,412.495 |
|
77,906.358 |
1,506.137 |
1.93 |
|
4.28 |
| |  |
 |
 |
 |
|
 |
Axa |
4,208.185 |
12/08/24 |
-0.77 |
2,946.380 |
|
3,600.620 |
-654.240 |
-18.17 |
|
-8.36 |
| |  |
 |
 |
 |
|
 |
Beazley |
108,249.435 |
12/08/24 |
1.24 |
91,538.798 |
|
81,017.684 |
10,521.115 |
12.99 |
|
21.97 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,960.595 |
12/08/24 |
-0.30 |
21,501.557 |
|
21,662.650 |
-161.093 |
-0.74 |
|
4.31 |
| |  |
 |
 |
 |
L |
 |
China Life |
505.756 |
12/08/24 |
0.44 |
425.322 |
|
559.577 |
-134.255 |
-23.99 |
|
-10.73 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
144.237 |
12/08/24 |
0.58 |
305.706 |
|
369.460 |
-63.754 |
-17.26 |
|
-10.81 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
469.741 |
12/08/24 |
0.22 |
581.217 |
|
754.334 |
-173.118 |
-22.95 |
|
-5.37 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,120.500 |
|
2,356.500 |
-236.000 |
-10.01 |
|
3.53 |
| |  |
 |
 |
 |
|
 |
FBD |
1,678.071 |
12/08/24 |
0.39 |
1,430.913 |
|
1,461.834 |
-30.921 |
-2.12 |
|
17.17 |
| |  |
 |
 |
 |
|
 |
Generali |
2,920.363 |
12/08/24 |
1.35 |
2,182.793 |
|
2,147.666 |
35.126 |
1.64 |
|
8.73 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,355.803 |
12/08/24 |
0.50 |
1,776.934 |
|
1,875.793 |
-98.859 |
-5.27 |
|
-13.73 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,580.874 |
12/08/24 |
5.23 |
15,427.844 |
|
15,069.186 |
358.658 |
2.38 |
|
9.32 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,141.360 |
12/08/24 |
0.01 |
812.251 |
|
758.049 |
54.202 |
7.15 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
175,831.391 |
12/08/24 |
1.89 |
222,414.140 |
|
212,555.900 |
9,858.240 |
4.64 |
|
11.52 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
586.934 |
12/08/24 |
0.56 |
660.711 |
|
638.419 |
22.292 |
3.49 |
|
11.30 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
33,362.121 |
12/08/24 |
0.53 |
40,312.563 |
|
40,770.686 |
-458.123 |
-1.12 |
|
3.54 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,212.446 |
12/08/24 |
-2.02 |
9,149.018 |
|
10,741.064 |
-1,592.046 |
-14.82 |
|
-1.02 |
| |
|
instrument |
freshest |
⇓ Δday |
7/05/18 |
⇓ Δwk |
5/02/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
548.950 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,904.821 |
12/08/24 |
-0.35 |
2,072.816 |
|
2,188.818 |
-116.002 |
-5.30 |
|
-4.36 |
| |  |
 |
 |
 |
|
 |
Mapfre |
277.597 |
12/08/24 |
|
376.070 |
|
385.132 |
-9.062 |
-2.35 |
|
-0.42 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
318.059 |
12/08/24 |
0.52 |
247.562 |
|
275.602 |
-28.040 |
-10.17 |
|
-3.33 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,621.454 |
12/08/24 |
-0.40 |
5,122.795 |
|
5,051.316 |
71.479 |
1.42 |
|
-7.96 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,843.756 |
12/08/24 |
-0.15 |
9,006.082 |
|
9,641.420 |
-635.338 |
-6.59 |
|
13.23 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,213.670 |
|
1,241.000 |
-27.330 |
-2.20 |
|
-0.82 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
57,132.454 |
12/08/24 |
1.01 |
24,995.448 |
|
26,026.110 |
-1,030.662 |
-3.96 |
|
4.24 |
| |  |
 |
 |
 |
|
 |
NN |
5,809.507 |
12/08/24 |
0.74 |
5,058.928 |
|
5,156.039 |
-97.111 |
-1.88 |
|
10.48 |
| |  |
 |
 |
 |
|
 |
Phoenix |
79,560.377 |
12/08/24 |
0.47 |
103,926.704 |
|
103,327.582 |
599.122 |
0.58 |
|
2.01 |
| |  |
 |
 |
 |
L |
 |
Ping An |
467.591 |
12/08/24 |
0.45 |
1,040.788 |
|
1,262.498 |
-221.709 |
-17.56 |
|
9.63 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
696.637 |
12/08/24 |
0.02 |
1,049.415 |
|
1,325.996 |
-276.582 |
-20.86 |
|
6.60 |
| |  |
 |
 |
 |
|
 |
Prudential |
93,964.059 |
12/08/24 |
0.41 |
280,014.078 |
|
284,255.009 |
-4,240.931 |
-1.49 |
|
3.62 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,327.160 |
12/08/24 |
0.87 |
836.135 |
|
934.081 |
-97.945 |
-10.49 |
|
-10.50 |
| |  |
 |
 |
 |
|
 |
Quálitas |
923.116 |
12/08/24 |
-2.49 |
277.764 |
|
275.024 |
2.740 |
1.00 |
|
30.73 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,267.061 |
12/08/24 |
0.40 |
5,769.181 |
|
6,377.422 |
-608.241 |
-9.54 |
|
-3.04 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
35,835.954 |
12/08/24 |
1.00 |
27,293.957 |
|
29,801.584 |
-2,507.628 |
-8.41 |
|
-2.14 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,067.659 |
12/08/24 |
-0.33 |
11,372.482 |
|
12,974.839 |
-1,602.357 |
-12.35 |
|
-6.57 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,770.330 |
12/08/24 |
-1.17 |
1,143.228 |
|
1,192.851 |
-49.623 |
-4.16 |
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,228.322 |
12/08/24 |
1.06 |
4,318.756 |
|
4,886.897 |
-568.142 |
-11.63 |
|
-5.84 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,528.670 |
|
1,446.000 |
82.670 |
5.72 |
|
5.29 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,433.626 |
12/08/24 |
0.38 |
919.955 |
|
988.604 |
-68.649 |
-6.94 |
|
4.51 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,581.115 |
12/08/24 |
-0.11 |
4,468.109 |
|
4,543.363 |
-75.254 |
-1.66 |
|
3.70 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
70,948.429 |
12/08/24 |
0.62 |
38,128.526 |
|
40,950.853 |
-2,822.327 |
-6.89 |
|
-1.95 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,313.457 |
12/08/24 |
0.10 |
10,184.287 |
|
10,827.763 |
-643.476 |
-5.94 |
|
-2.52 |
| |
|
instrument |
freshest |
⇓ Δday |
7/05/18 |
⇓ Δwk |
5/02/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,650.520 |
12/08/24 |
1.92 |
4,828.681 |
|
4,874.602 |
-45.921 |
-0.94 |
|
6.75 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,884.002 |
12/08/24 |
-1.29 |
14,074.321 |
|
15,577.735 |
-1,503.413 |
-9.65 |
|
-2.75 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,594.031 |
12/08/24 |
0.61 |
2,524.206 |
|
2,633.282 |
-109.077 |
-4.14 |
|
-0.77 |
| |  |
 |
 |
 |
|
 |
Uniqa |
999.037 |
12/08/24 |
0.26 |
1,322.944 |
|
1,315.651 |
7.294 |
0.55 |
|
15.19 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,679.767 |
12/08/24 |
1.17 |
25,508.139 |
|
24,218.578 |
1,289.561 |
5.32 |
|
12.20 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,876.473 |
12/08/24 |
1.36 |
3,447.200 |
|
3,817.163 |
-369.963 |
-9.69 |
|
2.06 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
50,551.572 |
12/08/24 |
0.85 |
34,582.192 |
|
35,849.627 |
-1,267.435 |
-3.54 |
|
1.79 |
| |  |
 |
 |
 |
L |
 |
DFV |
806.515 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 55 out of 57 instruments rated - 7/05/18 / 5/02/18 - 18 did rise, Market-Ratio(13) in JPY = 32.73 % |
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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