| | |
| | |
Assessment - Insurances in Japanese yen - 25/02/19 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
25/02/19 |
⇓ Δwk |
26/11/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,923.158 |
12/08/24 |
0.30 |
28,141.734 |
|
27,244.327 |
897.407 |
3.29 |
|
4.29 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
392,532.232 |
12/08/24 |
0.86 |
318,186.802 |
|
296,109.569 |
22,077.233 |
7.46 |
|
10.19 |
| |  |
 |
 |
 |
|
 |
Aegon |
701.752 |
12/08/24 |
0.22 |
590.345 |
|
647.401 |
-57.056 |
-8.81 |
|
-11.37 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,347.042 |
12/08/24 |
0.33 |
5,466.903 |
|
5,589.788 |
-122.886 |
-2.20 |
|
-1.52 |
| |  |
 |
 |
 |
L |
 |
AIA |
735.147 |
12/08/24 |
-1.33 |
1,085.014 |
|
941.741 |
143.273 |
15.21 |
|
14.84 |
| |  |
 |
 |
 |
|
 |
Allianz |
32,286.647 |
12/08/24 |
|
24,494.450 |
|
24,392.740 |
101.709 |
0.42 |
|
2.73 |
| |  |
 |
 |
 |
|
 |
AIG |
7,958.005 |
12/08/24 |
-0.62 |
4,870.819 |
|
4,976.190 |
-105.370 |
-2.12 |
|
-9.99 |
| |  |
 |
 |
 |
|
 |
ASR |
5,532.511 |
12/08/24 |
0.46 |
4,769.188 |
|
4,996.445 |
-227.256 |
-4.55 |
|
-1.00 |
| |  |
 |
 |
 |
|
 |
Aviva |
70,446.296 |
12/08/24 |
0.35 |
62,386.146 |
|
60,415.083 |
1,971.063 |
3.26 |
|
-7.23 |
| |  |
 |
 |
 |
|
 |
Axa |
4,081.567 |
12/08/24 |
-0.77 |
2,750.484 |
|
2,730.540 |
19.944 |
0.73 |
|
-1.12 |
| |  |
 |
 |
 |
|
 |
Beazley |
106,498.738 |
12/08/24 |
1.24 |
82,201.894 |
|
83,376.306 |
-1,174.412 |
-1.41 |
|
1.77 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,829.157 |
12/08/24 |
-0.30 |
22,482.671 |
|
23,902.733 |
-1,420.062 |
-5.94 |
|
0.65 |
| |  |
 |
 |
 |
L |
 |
China Life |
490.298 |
12/08/24 |
0.44 |
474.836 |
|
350.583 |
124.253 |
35.44 |
|
24.98 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
147.029 |
12/08/24 |
0.58 |
320.830 |
|
241.747 |
79.082 |
32.71 |
|
19.10 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
455.384 |
12/08/24 |
0.22 |
611.833 |
|
511.724 |
100.110 |
19.56 |
|
12.13 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,732.500 |
|
1,958.500 |
-226.000 |
-11.54 |
|
-14.07 |
| |  |
 |
 |
 |
|
 |
FBD |
1,627.580 |
12/08/24 |
0.39 |
1,107.764 |
|
1,271.635 |
-163.871 |
-12.89 |
|
-15.76 |
| |  |
 |
 |
 |
|
 |
Generali |
2,832.494 |
12/08/24 |
1.35 |
1,949.311 |
|
1,881.067 |
68.244 |
3.63 |
|
1.12 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,284.921 |
12/08/24 |
0.50 |
2,239.500 |
|
2,072.199 |
167.301 |
8.07 |
|
14.74 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,690.831 |
12/08/24 |
5.23 |
16,465.055 |
|
15,831.084 |
633.971 |
4.00 |
|
9.61 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,102.494 |
12/08/24 |
0.01 |
556.544 |
|
634.910 |
-78.366 |
-12.34 |
|
-17.92 |
| |  |
 |
 |
 |
|
 |
Hiscox |
172,987.704 |
12/08/24 |
1.89 |
238,749.219 |
|
244,599.600 |
-5,850.381 |
-2.39 |
|
5.63 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
570.774 |
12/08/24 |
0.56 |
585.920 |
|
593.416 |
-7.495 |
-1.26 |
|
-4.64 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
32,822.562 |
12/08/24 |
0.53 |
40,067.968 |
|
35,693.208 |
4,374.760 |
12.26 |
|
7.01 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,678.764 |
12/08/24 |
-2.02 |
11,669.741 |
|
10,135.086 |
1,534.655 |
15.14 |
|
11.13 |
| |
|
instrument |
freshest |
⇓ Δday |
25/02/19 |
⇓ Δwk |
26/11/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
532.433 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,895.278 |
12/08/24 |
-0.35 |
1,920.062 |
|
1,886.786 |
33.276 |
1.76 |
|
0.51 |
| |  |
 |
 |
 |
|
 |
Mapfre |
269.245 |
12/08/24 |
|
313.025 |
|
326.918 |
-13.893 |
-4.25 |
|
-6.46 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
309.302 |
12/08/24 |
0.52 |
224.802 |
|
201.909 |
22.893 |
11.34 |
|
-2.53 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,762.417 |
12/08/24 |
-0.40 |
5,029.735 |
|
4,969.381 |
60.354 |
1.21 |
|
1.24 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,525.202 |
12/08/24 |
-0.15 |
16,180.500 |
|
14,575.640 |
1,604.860 |
11.01 |
|
37.33 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,118.000 |
|
1,125.330 |
-7.330 |
-0.65 |
|
-1.95 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
55,413.425 |
12/08/24 |
1.01 |
26,255.769 |
|
24,950.046 |
1,305.723 |
5.23 |
|
8.03 |
| |  |
 |
 |
 |
|
 |
NN |
5,634.708 |
12/08/24 |
0.74 |
4,762.880 |
|
4,870.311 |
-107.431 |
-2.21 |
|
-0.13 |
| |  |
 |
 |
 |
|
 |
Phoenix |
78,273.662 |
12/08/24 |
0.47 |
101,217.448 |
|
87,887.066 |
13,330.381 |
15.17 |
|
6.06 |
| |  |
 |
 |
 |
L |
 |
Ping An |
476.641 |
12/08/24 |
0.45 |
1,191.249 |
|
1,092.652 |
98.597 |
9.02 |
|
11.49 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
675.344 |
12/08/24 |
0.02 |
1,213.691 |
|
1,033.917 |
179.774 |
17.39 |
|
16.85 |
| |  |
 |
 |
 |
|
 |
Prudential |
92,444.396 |
12/08/24 |
0.41 |
230,310.795 |
|
229,175.711 |
1,135.084 |
0.50 |
|
-5.37 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,290.619 |
12/08/24 |
0.87 |
953.416 |
|
922.544 |
30.872 |
3.35 |
|
12.89 |
| |  |
 |
 |
 |
|
 |
Quálitas |
957.652 |
12/08/24 |
-2.49 |
288.272 |
|
229.484 |
58.788 |
25.62 |
|
5.54 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,108.583 |
12/08/24 |
0.40 |
5,307.930 |
|
5,058.224 |
249.705 |
4.94 |
|
-2.52 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
35,376.816 |
12/08/24 |
1.00 |
30,636.622 |
|
28,133.445 |
2,503.177 |
8.90 |
|
12.67 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,951.482 |
12/08/24 |
-0.33 |
8,881.627 |
|
8,651.791 |
229.836 |
2.66 |
|
-8.29 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,675.995 |
12/08/24 |
-1.17 |
880.489 |
|
910.655 |
-30.166 |
-3.31 |
|
-11.95 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,161.275 |
12/08/24 |
1.06 |
4,953.395 |
|
5,512.564 |
-559.169 |
-10.14 |
|
6.04 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,398.330 |
|
1,418.670 |
-20.340 |
-1.43 |
|
-4.18 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,369.136 |
12/08/24 |
0.38 |
869.272 |
|
891.309 |
-22.036 |
-2.47 |
|
-3.98 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,562.781 |
12/08/24 |
-0.11 |
4,254.338 |
|
4,178.374 |
75.964 |
1.82 |
|
-0.55 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
72,444.402 |
12/08/24 |
0.62 |
47,074.421 |
|
43,269.978 |
3,804.443 |
8.79 |
|
15.76 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,552.005 |
12/08/24 |
0.10 |
10,934.417 |
|
10,316.563 |
617.854 |
5.99 |
|
6.86 |
| |
|
instrument |
freshest |
⇓ Δday |
25/02/19 |
⇓ Δwk |
26/11/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,390.239 |
12/08/24 |
1.92 |
4,244.325 |
|
3,997.670 |
246.655 |
6.17 |
|
0.54 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,307.254 |
12/08/24 |
-1.29 |
14,723.588 |
|
14,791.256 |
-67.668 |
-0.46 |
|
3.66 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,513.027 |
12/08/24 |
0.61 |
3,011.912 |
|
2,772.143 |
239.769 |
8.65 |
|
12.81 |
| |  |
 |
 |
 |
|
 |
Uniqa |
968.978 |
12/08/24 |
0.26 |
1,107.764 |
|
1,080.504 |
27.260 |
2.52 |
|
0.20 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
62,820.568 |
12/08/24 |
1.17 |
29,404.947 |
|
30,204.394 |
-799.447 |
-2.65 |
|
6.24 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,759.836 |
12/08/24 |
1.36 |
2,697.493 |
|
3,045.231 |
-347.738 |
-11.42 |
|
-12.03 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
51,617.469 |
12/08/24 |
0.85 |
36,499.893 |
|
35,355.154 |
1,144.739 |
3.24 |
|
6.79 |
| |  |
 |
 |
 |
L |
 |
DFV |
782.248 |
12/08/24 |
-0.80 |
1,468.355 |
|
|
|
|
|
-na- |
| Insurances - 55 out of 57 instruments rated - 25/02/19 / 26/11/18 - 34 did rise, Market-Ratio(13) in JPY = 61.82 % |
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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