| | |
| | |
Assessment - Insurances in Japanese yen - 22/10/18 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
22/10/18 |
⇓ Δwk |
23/07/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
38,463.562 |
12/08/24 |
0.30 |
27,547.494 |
|
27,206.624 |
340.871 |
1.25 |
|
-0.78 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
394,670.935 |
12/08/24 |
0.86 |
292,858.121 |
|
281,810.696 |
11,047.425 |
3.92 |
|
2.15 |
| |  |
 |
 |
 |
|
 |
Aegon |
719.350 |
12/08/24 |
0.22 |
693.225 |
|
695.749 |
-2.524 |
-0.36 |
|
-2.66 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,481.133 |
12/08/24 |
0.33 |
5,781.185 |
|
5,628.528 |
152.657 |
2.71 |
|
2.19 |
| |  |
 |
 |
 |
L |
 |
AIA |
746.434 |
12/08/24 |
-1.33 |
929.806 |
|
971.868 |
-42.062 |
-4.33 |
|
-0.60 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,096.315 |
12/08/24 |
|
23,794.685 |
|
23,790.954 |
3.731 |
0.02 |
|
-4.54 |
| |  |
 |
 |
 |
|
 |
AIG |
8,071.407 |
12/08/24 |
-0.62 |
5,067.595 |
|
5,948.654 |
-881.059 |
-14.81 |
|
-18.41 |
| |  |
 |
 |
 |
|
 |
ASR |
5,671.252 |
12/08/24 |
0.46 |
5,033.640 |
|
4,799.884 |
233.757 |
4.87 |
|
5.15 |
| |  |
 |
 |
 |
|
 |
Aviva |
70,830.121 |
12/08/24 |
0.35 |
61,438.767 |
|
71,693.809 |
-10,255.043 |
-14.30 |
|
-17.63 |
| |  |
 |
 |
 |
|
 |
Axa |
4,183.923 |
12/08/24 |
-0.77 |
2,908.053 |
|
2,707.426 |
200.626 |
7.41 |
|
-4.79 |
| |  |
 |
 |
 |
|
 |
Beazley |
107,078.993 |
12/08/24 |
1.24 |
79,358.407 |
|
80,454.764 |
-1,096.357 |
-1.36 |
|
-2.94 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
48,510.722 |
12/08/24 |
-0.30 |
23,240.377 |
|
22,040.095 |
1,200.281 |
5.45 |
|
5.43 |
| |  |
 |
 |
 |
L |
 |
China Life |
478.837 |
12/08/24 |
0.44 |
378.653 |
|
388.147 |
-9.494 |
-2.45 |
|
-12.47 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
149.287 |
12/08/24 |
0.58 |
256.290 |
|
281.409 |
-25.119 |
-8.93 |
|
-16.35 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
444.738 |
12/08/24 |
0.22 |
586.814 |
|
575.166 |
11.649 |
2.03 |
|
-4.46 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,343.500 |
|
2,103.000 |
240.500 |
11.44 |
|
8.74 |
| |  |
 |
 |
 |
|
 |
FBD |
1,668.396 |
12/08/24 |
0.39 |
1,390.330 |
|
1,355.016 |
35.314 |
2.61 |
|
0.11 |
| |  |
 |
 |
 |
|
 |
Generali |
2,903.526 |
12/08/24 |
1.35 |
1,811.309 |
|
1,895.068 |
-83.759 |
-4.42 |
|
-9.43 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,342.221 |
12/08/24 |
0.50 |
1,892.142 |
|
1,959.562 |
-67.420 |
-3.44 |
|
-2.63 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,410.324 |
12/08/24 |
5.23 |
15,597.560 |
|
14,436.132 |
1,161.428 |
8.05 |
|
6.20 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,076.250 |
12/08/24 |
0.01 |
560.303 |
|
781.444 |
-221.142 |
-28.30 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
173,930.223 |
12/08/24 |
1.89 |
238,733.493 |
|
218,293.778 |
20,439.716 |
9.36 |
|
7.78 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
571.955 |
12/08/24 |
0.56 |
568.760 |
|
647.374 |
-78.614 |
-12.14 |
|
-10.27 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
33,001.395 |
12/08/24 |
0.53 |
35,078.610 |
|
38,665.012 |
-3,586.401 |
-9.28 |
|
-10.78 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
26,044.686 |
12/08/24 |
-2.02 |
11,089.872 |
|
11,269.022 |
-179.150 |
-1.59 |
|
7.63 |
| |
|
instrument |
freshest |
⇓ Δday |
22/10/18 |
⇓ Δwk |
23/07/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
545.785 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,952.368 |
12/08/24 |
-0.35 |
1,819.423 |
|
2,022.847 |
-203.425 |
-10.06 |
|
-13.98 |
| |  |
 |
 |
 |
|
 |
Mapfre |
275.997 |
12/08/24 |
|
326.566 |
|
340.578 |
-14.012 |
-4.11 |
|
-8.02 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
309.942 |
12/08/24 |
0.52 |
223.670 |
|
250.066 |
-26.396 |
-10.56 |
|
-12.21 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,873.031 |
12/08/24 |
-0.40 |
4,835.405 |
|
4,967.237 |
-131.832 |
-2.65 |
|
-8.53 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
38,059.935 |
12/08/24 |
-0.15 |
15,112.613 |
|
11,910.675 |
3,201.938 |
26.88 |
|
51.77 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,180.670 |
|
1,146.670 |
34.000 |
2.97 |
|
-0.48 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
56,803.054 |
12/08/24 |
1.01 |
24,353.404 |
|
24,031.991 |
321.413 |
1.34 |
|
-0.82 |
| |  |
 |
 |
 |
|
 |
NN |
5,776.012 |
12/08/24 |
0.74 |
4,989.667 |
|
4,764.705 |
224.962 |
4.72 |
|
2.83 |
| |  |
 |
 |
 |
|
 |
Phoenix |
78,700.134 |
12/08/24 |
0.47 |
89,378.777 |
|
98,268.704 |
-8,889.927 |
-9.05 |
|
-12.55 |
| |  |
 |
 |
 |
L |
 |
Ping An |
483.960 |
12/08/24 |
0.45 |
1,100.235 |
|
1,016.593 |
83.642 |
8.23 |
|
-0.07 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
659.557 |
12/08/24 |
0.02 |
1,102.997 |
|
1,002.029 |
100.968 |
10.08 |
|
-0.10 |
| |  |
 |
 |
 |
|
 |
Prudential |
92,948.077 |
12/08/24 |
0.41 |
220,155.581 |
|
259,397.255 |
-39,241.674 |
-15.13 |
|
-18.41 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,293.290 |
12/08/24 |
0.87 |
933.022 |
|
811.891 |
121.131 |
14.92 |
|
7.95 |
| |  |
 |
 |
 |
|
 |
Quálitas |
959.342 |
12/08/24 |
-2.49 |
245.047 |
|
298.179 |
-53.132 |
-17.82 |
|
-4.75 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,236.693 |
12/08/24 |
0.40 |
5,181.080 |
|
5,631.134 |
-450.054 |
-7.99 |
|
-11.10 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
35,311.572 |
12/08/24 |
1.00 |
28,488.320 |
|
26,918.199 |
1,570.121 |
5.83 |
|
4.05 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,934.973 |
12/08/24 |
-0.33 |
9,134.192 |
|
9,664.962 |
-530.770 |
-5.49 |
|
-17.97 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,612.296 |
12/08/24 |
-1.17 |
854.703 |
|
1,056.192 |
-201.489 |
-19.08 |
|
-22.11 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,215.474 |
12/08/24 |
1.06 |
5,412.586 |
|
4,183.612 |
1,228.974 |
29.38 |
|
19.35 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,580.330 |
|
1,497.670 |
82.660 |
5.52 |
|
6.08 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,448.742 |
12/08/24 |
0.38 |
978.857 |
|
931.500 |
47.357 |
5.08 |
|
4.64 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,672.469 |
12/08/24 |
-0.11 |
4,252.201 |
|
4,517.128 |
-264.927 |
-5.86 |
|
-5.57 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
73,859.267 |
12/08/24 |
0.62 |
41,844.525 |
|
38,825.542 |
3,018.983 |
7.78 |
|
6.46 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,777.620 |
12/08/24 |
0.10 |
10,266.914 |
|
9,968.963 |
297.951 |
2.99 |
|
-0.85 |
| |
|
instrument |
freshest |
⇓ Δday |
22/10/18 |
⇓ Δwk |
23/07/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,600.645 |
12/08/24 |
1.92 |
4,022.256 |
|
4,127.587 |
-105.331 |
-2.55 |
|
-9.73 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,639.382 |
12/08/24 |
-1.29 |
13,984.352 |
|
13,840.088 |
144.264 |
1.04 |
|
-4.64 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,576.165 |
12/08/24 |
0.61 |
2,726.990 |
|
2,710.841 |
16.149 |
0.60 |
|
2.84 |
| |  |
 |
 |
 |
|
 |
Uniqa |
993.277 |
12/08/24 |
0.26 |
1,055.357 |
|
1,067.075 |
-11.718 |
-1.10 |
|
-9.86 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
63,715.760 |
12/08/24 |
1.17 |
29,552.328 |
|
28,154.732 |
1,397.596 |
4.96 |
|
12.94 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,854.123 |
12/08/24 |
1.36 |
3,065.192 |
|
3,082.661 |
-17.469 |
-0.57 |
|
-8.08 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
52,625.577 |
12/08/24 |
0.85 |
34,857.225 |
|
33,473.003 |
1,384.222 |
4.14 |
|
1.52 |
| |  |
 |
 |
 |
L |
 |
DFV |
801.865 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 55 out of 57 instruments rated - 22/10/18 / 23/07/18 - 28 did rise, Market-Ratio(13) in JPY = 50.91 % |
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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