| | |
| | |
Assessment - Insurances in Japanese yen - 11/06/18 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
11/06/18 |
⇓ Δwk |
12/03/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,553.156 |
12/08/24 |
0.30 |
27,289.317 |
|
27,327.744 |
-38.427 |
-0.14 |
|
-0.87 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
397,380.988 |
12/08/24 |
0.86 |
282,055.075 |
|
288,098.455 |
-6,043.380 |
-2.10 |
|
-1.40 |
| |  |
 |
 |
 |
|
 |
Aegon |
721.530 |
12/08/24 |
0.22 |
708.039 |
|
736.539 |
-28.500 |
-3.87 |
|
3.79 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,497.746 |
12/08/24 |
0.33 |
5,704.008 |
|
5,658.709 |
45.299 |
0.80 |
|
6.64 |
| |  |
 |
 |
 |
L |
 |
AIA |
727.851 |
12/08/24 |
-1.33 |
1,015.345 |
|
920.608 |
94.737 |
10.29 |
|
14.06 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,196.628 |
12/08/24 |
|
23,477.631 |
|
24,949.822 |
-1,472.191 |
-5.90 |
|
-5.49 |
| |  |
 |
 |
 |
|
 |
AIG |
7,880.362 |
12/08/24 |
-0.62 |
6,066.812 |
|
6,032.645 |
34.166 |
0.57 |
|
-7.61 |
| |  |
 |
 |
 |
|
 |
ASR |
5,688.441 |
12/08/24 |
0.46 |
4,651.939 |
|
4,703.547 |
-51.609 |
-1.10 |
|
3.55 |
| |  |
 |
 |
 |
|
 |
Aviva |
71,316.484 |
12/08/24 |
0.35 |
75,617.272 |
|
77,211.274 |
-1,594.003 |
-2.06 |
|
-0.95 |
| |  |
 |
 |
 |
|
 |
Axa |
4,196.604 |
12/08/24 |
-0.77 |
2,852.004 |
|
2,969.935 |
-117.931 |
-3.97 |
|
-11.01 |
| |  |
 |
 |
 |
|
 |
Beazley |
107,814.264 |
12/08/24 |
1.24 |
87,856.842 |
|
85,074.563 |
2,782.279 |
3.27 |
|
13.79 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,362.507 |
12/08/24 |
-0.30 |
21,495.199 |
|
22,572.600 |
-1,077.402 |
-4.77 |
|
2.73 |
| |  |
 |
 |
 |
L |
 |
China Life |
507.078 |
12/08/24 |
0.44 |
417.321 |
|
461.503 |
-44.182 |
-9.57 |
|
-12.11 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
145.570 |
12/08/24 |
0.58 |
320.451 |
|
317.966 |
2.484 |
0.78 |
|
-5.34 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
470.969 |
12/08/24 |
0.22 |
576.546 |
|
673.481 |
-96.935 |
-14.39 |
|
-8.58 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,117.000 |
|
2,050.000 |
67.000 |
3.27 |
|
2.13 |
| |  |
 |
 |
 |
|
 |
FBD |
1,673.453 |
12/08/24 |
0.39 |
1,426.975 |
|
1,662.008 |
-235.033 |
-14.14 |
|
13.45 |
| |  |
 |
 |
 |
|
 |
Generali |
2,912.326 |
12/08/24 |
1.35 |
1,892.039 |
|
2,029.883 |
-137.844 |
-6.79 |
|
-6.78 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,349.320 |
12/08/24 |
0.50 |
2,060.033 |
|
1,924.776 |
135.257 |
7.03 |
|
1.63 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,499.465 |
12/08/24 |
5.23 |
14,282.723 |
|
15,096.022 |
-813.299 |
-5.39 |
|
0.34 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,145.212 |
12/08/24 |
0.01 |
792.087 |
|
705.877 |
86.210 |
12.21 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
175,124.535 |
12/08/24 |
1.89 |
223,582.039 |
|
223,311.473 |
270.566 |
0.12 |
|
9.43 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
599.822 |
12/08/24 |
0.56 |
671.030 |
|
680.259 |
-9.229 |
-1.36 |
|
10.26 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
33,228.003 |
12/08/24 |
0.53 |
40,356.705 |
|
39,005.465 |
1,351.240 |
3.46 |
|
2.52 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,428.227 |
12/08/24 |
-2.02 |
11,059.578 |
|
9,343.620 |
1,715.958 |
18.37 |
|
18.97 |
| |
|
instrument |
freshest |
⇓ Δday |
11/06/18 |
⇓ Δwk |
12/03/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
547.440 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,909.549 |
12/08/24 |
-0.35 |
2,104.167 |
|
2,001.939 |
102.227 |
5.11 |
|
-3.59 |
| |  |
 |
 |
 |
|
 |
Mapfre |
276.833 |
12/08/24 |
|
343.252 |
|
364.591 |
-21.338 |
-5.85 |
|
-8.28 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
325.043 |
12/08/24 |
0.52 |
240.432 |
|
263.380 |
-22.949 |
-8.71 |
|
-6.39 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,686.682 |
12/08/24 |
-0.40 |
5,238.168 |
|
5,010.687 |
227.482 |
4.54 |
|
-4.91 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,159.083 |
12/08/24 |
-0.15 |
9,996.538 |
|
8,078.693 |
1,917.845 |
23.74 |
|
23.17 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,184.330 |
|
1,108.330 |
76.000 |
6.86 |
|
-2.72 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
56,975.220 |
12/08/24 |
1.01 |
23,506.170 |
|
24,325.748 |
-819.578 |
-3.37 |
|
-3.08 |
| |  |
 |
 |
 |
|
 |
NN |
5,793.519 |
12/08/24 |
0.74 |
4,823.176 |
|
4,714.058 |
109.118 |
2.31 |
|
3.09 |
| |  |
 |
 |
 |
|
 |
Phoenix |
79,240.538 |
12/08/24 |
0.47 |
103,773.733 |
|
106,199.858 |
-2,426.125 |
-2.28 |
|
1.32 |
| |  |
 |
 |
 |
L |
 |
Ping An |
471.911 |
12/08/24 |
0.45 |
1,104.398 |
|
1,179.465 |
-75.068 |
-6.36 |
|
10.59 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
698.458 |
12/08/24 |
0.02 |
1,083.796 |
|
1,197.449 |
-113.653 |
-9.49 |
|
4.54 |
| |  |
 |
 |
 |
|
 |
Prudential |
93,586.316 |
12/08/24 |
0.41 |
274,911.644 |
|
273,586.171 |
1,325.473 |
0.48 |
|
0.77 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,356.302 |
12/08/24 |
0.87 |
781.612 |
|
837.113 |
-55.501 |
-6.63 |
|
-14.21 |
| |  |
 |
 |
 |
|
 |
Quálitas |
880.896 |
12/08/24 |
-2.49 |
272.279 |
|
297.483 |
-25.204 |
-8.47 |
|
23.43 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,252.565 |
12/08/24 |
0.40 |
5,469.206 |
|
5,946.440 |
-477.234 |
-8.03 |
|
-8.08 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,272.907 |
12/08/24 |
1.00 |
26,501.221 |
|
28,089.768 |
-1,588.547 |
-5.66 |
|
-4.55 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,178.222 |
12/08/24 |
-0.33 |
10,590.256 |
|
12,117.155 |
-1,526.898 |
-12.60 |
|
-12.37 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,779.681 |
12/08/24 |
-1.17 |
1,161.597 |
|
1,112.855 |
48.741 |
4.38 |
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,222.189 |
12/08/24 |
1.06 |
4,170.659 |
|
4,561.652 |
-390.994 |
-8.57 |
|
-8.82 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,540.000 |
|
1,382.330 |
157.670 |
11.41 |
|
5.45 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,449.744 |
12/08/24 |
0.38 |
952.181 |
|
938.053 |
14.128 |
1.51 |
|
5.79 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,590.199 |
12/08/24 |
-0.11 |
4,668.673 |
|
4,524.499 |
144.174 |
3.19 |
|
6.15 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
72,853.866 |
12/08/24 |
0.62 |
39,029.654 |
|
38,222.437 |
807.218 |
2.11 |
|
-0.07 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,617.298 |
12/08/24 |
0.10 |
9,901.513 |
|
10,942.859 |
-1,041.346 |
-9.52 |
|
-5.22 |
| |
|
instrument |
freshest |
⇓ Δday |
11/06/18 |
⇓ Δwk |
12/03/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,626.713 |
12/08/24 |
1.92 |
4,252.386 |
|
4,658.877 |
-406.491 |
-8.73 |
|
-6.71 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,079.855 |
12/08/24 |
-1.29 |
14,360.945 |
|
15,074.686 |
-713.741 |
-4.73 |
|
-1.18 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,586.851 |
12/08/24 |
0.61 |
2,583.369 |
|
2,581.946 |
1.424 |
0.06 |
|
0.21 |
| |  |
 |
 |
 |
|
 |
Uniqa |
996.288 |
12/08/24 |
0.26 |
1,135.094 |
|
1,239.608 |
-104.514 |
-8.43 |
|
-3.69 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
62,207.652 |
12/08/24 |
1.17 |
27,927.361 |
|
23,739.487 |
4,187.874 |
17.64 |
|
19.27 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,865.805 |
12/08/24 |
1.36 |
3,186.046 |
|
3,507.953 |
-321.907 |
-9.18 |
|
-6.35 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
51,909.217 |
12/08/24 |
0.85 |
33,477.926 |
|
35,108.432 |
-1,630.506 |
-4.64 |
|
-1.99 |
| |  |
 |
 |
 |
L |
 |
DFV |
804.295 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 55 out of 57 instruments rated - 11/06/18 / 12/03/18 - 24 did rise, Market-Ratio(13) in JPY = 43.64 % |
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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