| | |
| | |
Assessment - Insurances in Japanese yen - 7/01/19 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
7/01/19 |
⇓ Δwk |
8/10/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,055.441 |
12/08/24 |
0.30 |
24,680.318 |
|
28,290.759 |
-3,610.441 |
-12.76 |
|
-9.66 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
374,219.819 |
12/08/24 |
0.86 |
274,561.947 |
|
297,675.254 |
-23,113.308 |
-7.76 |
|
-4.51 |
| |  |
 |
 |
 |
|
 |
Aegon |
693.492 |
12/08/24 |
0.22 |
528.037 |
|
729.490 |
-201.453 |
-27.62 |
|
-23.93 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,284.108 |
12/08/24 |
0.33 |
4,786.619 |
|
5,939.097 |
-1,152.478 |
-19.40 |
|
-15.14 |
| |  |
 |
 |
 |
L |
 |
AIA |
719.563 |
12/08/24 |
-1.33 |
877.617 |
|
915.685 |
-38.068 |
-4.16 |
|
-6.23 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,906.636 |
12/08/24 |
|
21,934.409 |
|
24,604.089 |
-2,669.679 |
-10.85 |
|
-9.79 |
| |  |
 |
 |
 |
|
 |
AIG |
7,775.919 |
12/08/24 |
-0.62 |
4,388.003 |
|
6,095.810 |
-1,707.807 |
-28.02 |
|
-22.75 |
| |  |
 |
 |
 |
|
 |
ASR |
5,467.393 |
12/08/24 |
0.46 |
4,366.434 |
|
5,306.561 |
-940.127 |
-17.72 |
|
-9.64 |
| |  |
 |
 |
 |
|
 |
Aviva |
67,159.836 |
12/08/24 |
0.35 |
52,887.330 |
|
68,723.835 |
-15,836.505 |
-23.04 |
|
-24.47 |
| |  |
 |
 |
 |
|
 |
Axa |
4,033.527 |
12/08/24 |
-0.77 |
2,387.699 |
|
3,047.319 |
-659.621 |
-21.65 |
|
-17.82 |
| |  |
 |
 |
 |
|
 |
Beazley |
101,530.359 |
12/08/24 |
1.24 |
70,322.257 |
|
81,916.094 |
-11,593.837 |
-14.15 |
|
-14.14 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,734.783 |
12/08/24 |
-0.30 |
21,381.877 |
|
25,044.134 |
-3,662.257 |
-14.62 |
|
-4.55 |
| |  |
 |
 |
 |
L |
 |
China Life |
467.654 |
12/08/24 |
0.44 |
320.809 |
|
353.809 |
-33.000 |
-9.33 |
|
-19.24 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
143.913 |
12/08/24 |
0.58 |
230.981 |
|
244.663 |
-13.682 |
-5.59 |
|
-17.38 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
434.352 |
12/08/24 |
0.22 |
449.735 |
|
555.054 |
-105.320 |
-18.97 |
|
-21.33 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,694.000 |
|
2,447.000 |
-753.000 |
-30.77 |
|
-19.39 |
| |  |
 |
 |
 |
|
 |
FBD |
1,608.424 |
12/08/24 |
0.39 |
1,049.839 |
|
1,393.394 |
-343.554 |
-24.66 |
|
-23.87 |
| |  |
 |
 |
 |
|
 |
Generali |
2,799.156 |
12/08/24 |
1.35 |
1,831.608 |
|
1,872.980 |
-41.372 |
-2.21 |
|
-6.34 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,258.027 |
12/08/24 |
0.50 |
2,064.767 |
|
1,880.757 |
184.010 |
9.78 |
|
6.98 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,353.142 |
12/08/24 |
5.23 |
14,750.117 |
|
15,852.281 |
-1,102.164 |
-6.95 |
|
-1.10 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,093.592 |
12/08/24 |
0.01 |
611.910 |
|
562.985 |
48.925 |
8.69 |
|
-13.32 |
| |  |
 |
 |
 |
|
 |
Hiscox |
164,917.481 |
12/08/24 |
1.89 |
213,602.121 |
|
245,378.956 |
-31,776.836 |
-12.95 |
|
-5.34 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
555.517 |
12/08/24 |
0.56 |
536.120 |
|
579.532 |
-43.412 |
-7.49 |
|
-14.12 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
31,291.324 |
12/08/24 |
0.53 |
32,622.869 |
|
38,055.159 |
-5,432.290 |
-14.27 |
|
-14.21 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,091.211 |
12/08/24 |
-2.02 |
10,386.352 |
|
12,394.625 |
-2,008.273 |
-16.20 |
|
-1.37 |
| |
|
instrument |
freshest |
⇓ Δday |
7/01/19 |
⇓ Δwk |
8/10/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
526.166 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,804.109 |
12/08/24 |
-0.35 |
1,624.292 |
|
1,903.049 |
-278.757 |
-14.65 |
|
-18.10 |
| |  |
 |
 |
 |
|
 |
Mapfre |
266.076 |
12/08/24 |
|
295.501 |
|
343.617 |
-48.116 |
-14.00 |
|
-14.29 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
301.034 |
12/08/24 |
0.52 |
197.069 |
|
229.897 |
-32.828 |
-14.28 |
|
-17.63 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,584.806 |
12/08/24 |
-0.40 |
4,620.379 |
|
5,386.417 |
-766.038 |
-14.22 |
|
-8.37 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,666.591 |
12/08/24 |
-0.15 |
12,786.126 |
|
16,170.530 |
-3,384.405 |
-20.93 |
|
15.40 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,055.670 |
|
1,273.000 |
-217.330 |
-17.07 |
|
-9.06 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
54,761.213 |
12/08/24 |
1.01 |
23,490.466 |
|
24,919.061 |
-1,428.595 |
-5.73 |
|
-3.73 |
| |  |
 |
 |
 |
|
 |
NN |
5,568.387 |
12/08/24 |
0.74 |
4,348.978 |
|
5,066.768 |
-717.790 |
-14.17 |
|
-9.92 |
| |  |
 |
 |
 |
|
 |
Phoenix |
74,622.040 |
12/08/24 |
0.47 |
79,282.449 |
|
96,689.059 |
-17,406.610 |
-18.00 |
|
-18.82 |
| |  |
 |
 |
 |
L |
 |
Ping An |
466.537 |
12/08/24 |
0.45 |
933.768 |
|
1,077.064 |
-143.296 |
-13.30 |
|
-14.66 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
644.154 |
12/08/24 |
0.02 |
892.809 |
|
1,054.750 |
-161.941 |
-15.35 |
|
-16.62 |
| |  |
 |
 |
 |
|
 |
Prudential |
88,131.680 |
12/08/24 |
0.41 |
193,420.881 |
|
246,339.199 |
-52,918.318 |
-21.48 |
|
-23.86 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,256.119 |
12/08/24 |
0.87 |
793.706 |
|
923.579 |
-129.873 |
-14.06 |
|
-6.99 |
| |  |
 |
 |
 |
|
 |
Quálitas |
924.708 |
12/08/24 |
-2.49 |
252.535 |
|
281.482 |
-28.947 |
-10.28 |
|
-6.41 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,048.455 |
12/08/24 |
0.40 |
4,826.518 |
|
5,523.023 |
-696.505 |
-12.61 |
|
-13.90 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,504.666 |
12/08/24 |
1.00 |
26,718.000 |
|
28,266.536 |
-1,548.536 |
-5.48 |
|
-2.47 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,730.800 |
12/08/24 |
-0.33 |
7,952.133 |
|
9,415.543 |
-1,463.410 |
-15.54 |
|
-22.20 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,654.388 |
12/08/24 |
-1.17 |
937.910 |
|
837.958 |
99.952 |
11.93 |
|
-9.44 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,135.837 |
12/08/24 |
1.06 |
4,866.417 |
|
5,379.147 |
-512.730 |
-9.53 |
|
4.57 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,255.000 |
|
1,595.000 |
-340.000 |
-21.32 |
|
-15.19 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,348.807 |
12/08/24 |
0.38 |
786.126 |
|
998.780 |
-212.655 |
-21.29 |
|
-15.01 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,387.616 |
12/08/24 |
-0.11 |
3,688.973 |
|
4,426.809 |
-737.836 |
-16.67 |
|
-15.72 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
72,319.472 |
12/08/24 |
0.62 |
42,169.726 |
|
41,871.686 |
298.039 |
0.71 |
|
5.12 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,532.084 |
12/08/24 |
0.10 |
10,114.968 |
|
10,480.431 |
-365.463 |
-3.49 |
|
-1.51 |
| |
|
instrument |
freshest |
⇓ Δday |
7/01/19 |
⇓ Δwk |
8/10/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,291.486 |
12/08/24 |
1.92 |
3,782.913 |
|
4,137.407 |
-354.494 |
-8.57 |
|
-12.43 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,773.963 |
12/08/24 |
-1.29 |
12,845.849 |
|
14,848.738 |
-2,002.889 |
-13.49 |
|
-10.94 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,481.257 |
12/08/24 |
0.61 |
2,715.023 |
|
2,625.408 |
89.615 |
3.41 |
|
2.19 |
| |  |
 |
 |
 |
|
 |
Uniqa |
957.573 |
12/08/24 |
0.26 |
999.966 |
|
1,090.735 |
-90.770 |
-8.32 |
|
-12.46 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,383.177 |
12/08/24 |
1.17 |
26,069.580 |
|
30,339.199 |
-4,269.619 |
-14.07 |
|
-4.26 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,715.583 |
12/08/24 |
1.36 |
2,575.971 |
|
3,188.603 |
-612.631 |
-19.21 |
|
-19.82 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
51,528.455 |
12/08/24 |
0.85 |
32,677.934 |
|
35,184.953 |
-2,507.020 |
-7.13 |
|
-4.90 |
| |  |
 |
 |
 |
L |
 |
DFV |
773.041 |
12/08/24 |
-0.80 |
1,464.538 |
|
|
|
|
|
-na- |
| Insurances - 55 out of 57 instruments rated - 7/01/19 / 8/10/18 - 5 did rise, Market-Ratio(13) in JPY = 9.09 % |
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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