| | |
| | |
Assessment - Insurances in Japanese yen - 14/05/18 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
14/05/18 |
⇓ Δwk |
12/02/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,425.546 |
12/08/24 |
0.30 |
28,002.013 |
|
27,245.437 |
756.576 |
2.78 |
|
2.21 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
401,123.216 |
12/08/24 |
0.86 |
286,941.366 |
|
283,183.907 |
3,757.460 |
1.33 |
|
0.18 |
| |  |
 |
 |
 |
|
 |
Aegon |
728.149 |
12/08/24 |
0.22 |
760.616 |
|
708.081 |
52.535 |
7.42 |
|
13.86 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,548.178 |
12/08/24 |
0.33 |
5,819.172 |
|
5,421.787 |
397.385 |
7.33 |
|
10.74 |
| |  |
 |
 |
 |
L |
 |
AIA |
724.935 |
12/08/24 |
-1.33 |
1,038.515 |
|
832.737 |
205.778 |
24.71 |
|
18.99 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,501.149 |
12/08/24 |
|
24,931.453 |
|
25,002.531 |
-71.079 |
-0.28 |
|
1.36 |
| |  |
 |
 |
 |
|
 |
AIG |
7,853.584 |
12/08/24 |
-0.62 |
5,803.821 |
|
6,471.010 |
-667.188 |
-10.31 |
|
-12.79 |
| |  |
 |
 |
 |
|
 |
ASR |
5,740.623 |
12/08/24 |
0.46 |
5,014.045 |
|
4,556.325 |
457.720 |
10.05 |
|
14.80 |
| |  |
 |
 |
 |
|
 |
Aviva |
71,988.088 |
12/08/24 |
0.35 |
79,986.764 |
|
73,962.031 |
6,024.733 |
8.15 |
|
4.99 |
| |  |
 |
 |
 |
|
 |
Axa |
4,235.100 |
12/08/24 |
-0.77 |
2,954.097 |
|
3,338.020 |
-383.923 |
-11.50 |
|
-8.05 |
| |  |
 |
 |
 |
|
 |
Beazley |
108,829.575 |
12/08/24 |
1.24 |
89,724.930 |
|
82,354.886 |
7,370.044 |
8.95 |
|
18.81 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,201.563 |
12/08/24 |
-0.30 |
21,844.391 |
|
21,590.658 |
253.733 |
1.18 |
|
5.68 |
| |  |
 |
 |
 |
L |
 |
China Life |
510.318 |
12/08/24 |
0.44 |
438.676 |
|
453.856 |
-15.179 |
-3.34 |
|
-7.89 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
144.987 |
12/08/24 |
0.58 |
317.072 |
|
317.828 |
-0.756 |
-0.24 |
|
-7.32 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
473.978 |
12/08/24 |
0.22 |
626.260 |
|
632.995 |
-6.735 |
-1.06 |
|
1.38 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,148.000 |
|
2,133.000 |
15.000 |
0.70 |
|
4.75 |
| |  |
 |
 |
 |
|
 |
FBD |
1,688.804 |
12/08/24 |
0.39 |
1,400.791 |
|
1,424.684 |
-23.893 |
-1.68 |
|
14.02 |
| |  |
 |
 |
 |
|
 |
Generali |
2,939.042 |
12/08/24 |
1.35 |
2,167.952 |
|
2,057.137 |
110.816 |
5.39 |
|
7.70 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,370.871 |
12/08/24 |
0.50 |
1,872.085 |
|
1,901.353 |
-29.269 |
-1.54 |
|
-8.66 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,770.071 |
12/08/24 |
5.23 |
14,727.938 |
|
14,832.687 |
-104.750 |
-0.71 |
|
4.22 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,138.171 |
12/08/24 |
0.01 |
874.955 |
|
745.458 |
129.497 |
17.37 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
176,773.723 |
12/08/24 |
1.89 |
221,376.007 |
|
206,973.789 |
14,402.218 |
6.96 |
|
10.42 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
591.050 |
12/08/24 |
0.56 |
685.155 |
|
610.065 |
75.090 |
12.31 |
|
14.95 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
33,540.918 |
12/08/24 |
0.53 |
41,301.716 |
|
37,887.744 |
3,413.972 |
9.01 |
|
5.90 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,341.818 |
12/08/24 |
-2.02 |
9,495.368 |
|
10,614.584 |
-1,119.216 |
-10.54 |
|
2.85 |
| |
|
instrument |
freshest |
⇓ Δday |
14/05/18 |
⇓ Δwk |
12/02/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
552.461 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,938.581 |
12/08/24 |
-0.35 |
2,123.450 |
|
2,138.104 |
-14.654 |
-0.69 |
|
-2.05 |
| |  |
 |
 |
 |
|
 |
Mapfre |
279.373 |
12/08/24 |
|
379.130 |
|
363.760 |
15.370 |
4.23 |
|
0.53 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
320.289 |
12/08/24 |
0.52 |
250.123 |
|
254.902 |
-4.779 |
-1.87 |
|
-2.33 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,660.562 |
12/08/24 |
-0.40 |
5,150.179 |
|
4,843.759 |
306.420 |
6.33 |
|
-7.19 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,032.812 |
12/08/24 |
-0.15 |
9,327.570 |
|
8,509.687 |
817.883 |
9.61 |
|
16.91 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,253.330 |
|
1,168.330 |
85.000 |
7.28 |
|
2.49 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
57,497.868 |
12/08/24 |
1.01 |
25,057.131 |
|
24,139.732 |
917.399 |
3.80 |
|
4.26 |
| |  |
 |
 |
 |
|
 |
NN |
5,846.664 |
12/08/24 |
0.74 |
5,067.720 |
|
4,805.311 |
262.408 |
5.46 |
|
10.19 |
| |  |
 |
 |
 |
|
 |
Phoenix |
79,986.764 |
12/08/24 |
0.47 |
105,954.363 |
|
99,934.769 |
6,019.594 |
6.02 |
|
3.92 |
| |  |
 |
 |
 |
L |
 |
Ping An |
470.020 |
12/08/24 |
0.45 |
1,106.259 |
|
1,102.683 |
3.576 |
0.32 |
|
15.18 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
702.920 |
12/08/24 |
0.02 |
1,109.236 |
|
1,114.649 |
-5.412 |
-0.49 |
|
11.26 |
| |  |
 |
 |
 |
|
 |
Prudential |
94,467.639 |
12/08/24 |
0.41 |
283,373.183 |
|
269,695.390 |
13,677.793 |
5.07 |
|
4.70 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,336.465 |
12/08/24 |
0.87 |
851.078 |
|
877.712 |
-26.634 |
-3.03 |
|
-8.46 |
| |  |
 |
 |
 |
|
 |
Quálitas |
920.335 |
12/08/24 |
-2.49 |
288.938 |
|
269.438 |
19.500 |
7.24 |
|
34.96 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,300.748 |
12/08/24 |
0.40 |
5,782.516 |
|
6,132.797 |
-350.281 |
-5.71 |
|
-2.86 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,348.471 |
12/08/24 |
1.00 |
27,530.506 |
|
27,856.276 |
-325.771 |
-1.17 |
|
-1.28 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,197.342 |
12/08/24 |
-0.33 |
11,740.197 |
|
12,124.494 |
-384.297 |
-3.17 |
|
-3.53 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,762.590 |
12/08/24 |
-1.17 |
1,119.861 |
|
1,157.295 |
-37.434 |
-3.23 |
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,242.574 |
12/08/24 |
1.06 |
4,329.359 |
|
4,768.030 |
-438.671 |
-9.20 |
|
-5.57 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,579.670 |
|
1,358.330 |
221.340 |
16.30 |
|
8.73 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,447.364 |
12/08/24 |
0.38 |
920.851 |
|
941.290 |
-20.439 |
-2.17 |
|
4.21 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,645.980 |
12/08/24 |
-0.11 |
4,715.258 |
|
4,451.011 |
264.248 |
5.94 |
|
9.23 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
71,505.657 |
12/08/24 |
0.62 |
39,305.087 |
|
38,547.192 |
757.896 |
1.97 |
|
1.06 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,402.313 |
12/08/24 |
0.10 |
10,336.635 |
|
10,820.508 |
-483.873 |
-4.47 |
|
-1.06 |
| |
|
instrument |
freshest |
⇓ Δday |
14/05/18 |
⇓ Δwk |
12/02/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,705.848 |
12/08/24 |
1.92 |
4,490.385 |
|
4,718.765 |
-228.381 |
-4.84 |
|
-0.94 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,001.426 |
12/08/24 |
-1.29 |
14,257.309 |
|
14,995.895 |
-738.586 |
-4.93 |
|
-1.54 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,610.871 |
12/08/24 |
0.61 |
2,581.003 |
|
2,561.439 |
19.564 |
0.76 |
|
1.18 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,005.427 |
12/08/24 |
0.26 |
1,286.894 |
|
1,286.875 |
0.019 |
0.00 |
|
11.41 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,996.263 |
12/08/24 |
1.17 |
26,639.234 |
|
24,499.952 |
2,139.281 |
8.73 |
|
16.59 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,901.267 |
12/08/24 |
1.36 |
3,474.484 |
|
3,648.255 |
-173.771 |
-4.76 |
|
2.69 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
50,948.603 |
12/08/24 |
0.85 |
34,513.923 |
|
35,042.902 |
-528.978 |
-1.51 |
|
1.39 |
| |  |
 |
 |
 |
L |
 |
DFV |
811.673 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 55 out of 57 instruments rated - 14/05/18 / 12/02/18 - 30 did rise, Market-Ratio(13) in JPY = 54.55 % |
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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