| | |
| | |
Assessment - Insurances in Japanese yen - 8/04/19 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
8/04/19 |
⇓ Δwk |
7/01/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
38,026.705 |
12/08/24 |
0.30 |
28,818.976 |
|
24,680.318 |
4,138.658 |
16.77 |
|
6.17 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
392,697.634 |
12/08/24 |
0.86 |
323,706.278 |
|
274,561.947 |
49,144.331 |
17.90 |
|
10.47 |
| |  |
 |
 |
 |
|
 |
Aegon |
698.437 |
12/08/24 |
0.22 |
563.823 |
|
528.037 |
35.786 |
6.78 |
|
-13.09 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,321.784 |
12/08/24 |
0.33 |
5,655.808 |
|
4,786.619 |
869.189 |
18.16 |
|
2.10 |
| |  |
 |
 |
 |
L |
 |
AIA |
737.286 |
12/08/24 |
-1.33 |
1,136.471 |
|
877.617 |
258.855 |
29.50 |
|
17.48 |
| |  |
 |
 |
 |
|
 |
Allianz |
32,134.131 |
12/08/24 |
|
25,792.694 |
|
21,934.409 |
3,858.285 |
17.59 |
|
7.98 |
| |  |
 |
 |
 |
|
 |
AIG |
7,979.734 |
12/08/24 |
-0.62 |
5,000.009 |
|
4,388.003 |
612.007 |
13.95 |
|
-5.41 |
| |  |
 |
 |
 |
|
 |
ASR |
5,506.376 |
12/08/24 |
0.46 |
4,828.282 |
|
4,366.434 |
461.848 |
10.58 |
|
-0.16 |
| |  |
 |
 |
 |
|
 |
Aviva |
70,475.980 |
12/08/24 |
0.35 |
62,528.875 |
|
52,887.330 |
9,641.544 |
18.23 |
|
-5.07 |
| |  |
 |
 |
 |
|
 |
Axa |
4,062.287 |
12/08/24 |
-0.77 |
2,918.944 |
|
2,387.699 |
531.246 |
22.25 |
|
5.53 |
| |  |
 |
 |
 |
|
 |
Beazley |
106,543.613 |
12/08/24 |
1.24 |
76,414.477 |
|
70,322.257 |
6,092.220 |
8.66 |
|
-4.76 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,959.752 |
12/08/24 |
-0.30 |
22,871.673 |
|
21,381.877 |
1,489.795 |
6.97 |
|
1.94 |
| |  |
 |
 |
 |
L |
 |
China Life |
489.472 |
12/08/24 |
0.44 |
499.928 |
|
320.809 |
179.120 |
55.83 |
|
30.53 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
147.457 |
12/08/24 |
0.58 |
311.109 |
|
230.981 |
80.128 |
34.69 |
|
15.37 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
454.616 |
12/08/24 |
0.22 |
597.524 |
|
449.735 |
147.789 |
32.86 |
|
10.82 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,631.500 |
|
1,694.000 |
-62.500 |
-3.69 |
|
-17.21 |
| |  |
 |
 |
 |
|
 |
FBD |
1,619.892 |
12/08/24 |
0.39 |
1,157.783 |
|
1,049.839 |
107.944 |
10.28 |
|
-8.61 |
| |  |
 |
 |
 |
|
 |
Generali |
2,819.114 |
12/08/24 |
1.35 |
2,096.441 |
|
1,831.608 |
264.833 |
14.46 |
|
8.75 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,274.127 |
12/08/24 |
0.50 |
2,216.363 |
|
2,064.767 |
151.596 |
7.34 |
|
11.23 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,555.300 |
12/08/24 |
5.23 |
16,500.292 |
|
14,750.117 |
1,750.175 |
11.87 |
|
8.42 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,125.026 |
12/08/24 |
0.01 |
617.247 |
|
611.910 |
5.336 |
0.87 |
|
-6.57 |
| |  |
 |
 |
 |
|
 |
Hiscox |
173,060.595 |
12/08/24 |
1.89 |
225,022.439 |
|
213,602.121 |
11,420.319 |
5.35 |
|
-1.61 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
568.728 |
12/08/24 |
0.56 |
600.501 |
|
536.120 |
64.381 |
12.01 |
|
-1.54 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
32,836.392 |
12/08/24 |
0.53 |
41,409.369 |
|
32,622.869 |
8,786.499 |
26.93 |
|
9.89 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,748.879 |
12/08/24 |
-2.02 |
12,902.855 |
|
10,386.352 |
2,516.503 |
24.23 |
|
19.76 |
| |
|
instrument |
freshest |
⇓ Δday |
8/04/19 |
⇓ Δwk |
7/01/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
529.918 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,873.781 |
12/08/24 |
-0.35 |
1,976.143 |
|
1,624.292 |
351.851 |
21.66 |
|
4.03 |
| |  |
 |
 |
 |
|
 |
Mapfre |
267.973 |
12/08/24 |
|
323.099 |
|
295.501 |
27.598 |
9.34 |
|
-2.04 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
308.194 |
12/08/24 |
0.52 |
211.287 |
|
197.069 |
14.219 |
7.22 |
|
-7.08 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,783.612 |
12/08/24 |
-0.40 |
5,015.610 |
|
4,620.379 |
395.231 |
8.55 |
|
0.89 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,627.662 |
12/08/24 |
-0.15 |
16,435.289 |
|
12,786.126 |
3,649.163 |
28.54 |
|
28.30 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,126.670 |
|
1,055.670 |
71.000 |
6.73 |
|
-1.35 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
55,151.662 |
12/08/24 |
1.01 |
26,935.409 |
|
23,490.466 |
3,444.943 |
14.67 |
|
9.84 |
| |  |
 |
 |
 |
|
 |
NN |
5,608.090 |
12/08/24 |
0.74 |
4,643.690 |
|
4,348.978 |
294.712 |
6.78 |
|
-2.70 |
| |  |
 |
 |
 |
|
 |
Phoenix |
78,306.645 |
12/08/24 |
0.47 |
101,274.653 |
|
79,282.449 |
21,992.203 |
27.74 |
|
6.49 |
| |  |
 |
 |
 |
L |
 |
Ping An |
478.028 |
12/08/24 |
0.45 |
1,321.148 |
|
933.768 |
387.380 |
41.49 |
|
22.91 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
674.206 |
12/08/24 |
0.02 |
1,337.624 |
|
892.809 |
444.815 |
49.82 |
|
28.19 |
| |  |
 |
 |
 |
|
 |
Prudential |
92,483.349 |
12/08/24 |
0.41 |
242,051.951 |
|
193,420.881 |
48,631.070 |
25.14 |
|
1.14 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,285.993 |
12/08/24 |
0.87 |
977.800 |
|
793.706 |
184.094 |
23.19 |
|
13.41 |
| |  |
 |
 |
 |
|
 |
Quálitas |
969.868 |
12/08/24 |
-2.49 |
273.169 |
|
252.535 |
20.634 |
8.17 |
|
0.63 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,084.451 |
12/08/24 |
0.40 |
5,339.364 |
|
4,826.518 |
512.846 |
10.63 |
|
-0.67 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,585.991 |
12/08/24 |
1.00 |
28,488.320 |
|
26,718.000 |
1,770.320 |
6.63 |
|
3.95 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,751.378 |
12/08/24 |
-0.33 |
8,244.051 |
|
7,952.133 |
291.918 |
3.67 |
|
-11.81 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,730.683 |
12/08/24 |
-1.17 |
992.655 |
|
937.910 |
54.746 |
5.84 |
|
0.93 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,151.065 |
12/08/24 |
1.06 |
4,889.813 |
|
4,866.417 |
23.396 |
0.48 |
|
3.33 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,371.330 |
|
1,255.000 |
116.330 |
9.27 |
|
-6.09 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,383.322 |
12/08/24 |
0.38 |
922.650 |
|
786.126 |
136.524 |
17.37 |
|
2.25 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,521.477 |
12/08/24 |
-0.11 |
4,427.900 |
|
3,688.973 |
738.927 |
20.03 |
|
4.02 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
72,771.039 |
12/08/24 |
0.62 |
50,522.426 |
|
42,169.726 |
8,352.700 |
19.81 |
|
20.92 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,604.091 |
12/08/24 |
0.10 |
11,081.907 |
|
10,114.968 |
966.939 |
9.56 |
|
8.13 |
| |
|
instrument |
freshest |
⇓ Δday |
8/04/19 |
⇓ Δwk |
7/01/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,350.605 |
12/08/24 |
1.92 |
4,422.681 |
|
3,782.913 |
639.769 |
16.91 |
|
5.62 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,370.894 |
12/08/24 |
-1.29 |
15,141.549 |
|
12,845.849 |
2,295.700 |
17.87 |
|
6.56 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,499.601 |
12/08/24 |
0.61 |
3,199.355 |
|
2,715.023 |
484.332 |
17.84 |
|
17.32 |
| |  |
 |
 |
 |
|
 |
Uniqa |
964.401 |
12/08/24 |
0.26 |
1,147.737 |
|
999.966 |
147.772 |
14.78 |
|
4.66 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
62,992.096 |
12/08/24 |
1.17 |
27,719.019 |
|
26,069.580 |
1,649.438 |
6.33 |
|
-1.49 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,742.075 |
12/08/24 |
1.36 |
2,988.637 |
|
2,575.971 |
412.666 |
16.02 |
|
0.06 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
51,850.202 |
12/08/24 |
0.85 |
35,537.528 |
|
32,677.934 |
2,859.594 |
8.75 |
|
3.39 |
| |  |
 |
 |
 |
L |
 |
DFV |
778.553 |
12/08/24 |
-0.80 |
1,406.418 |
|
1,464.538 |
-58.121 |
-3.97 |
|
-na- |
| Insurances - 56 out of 57 instruments rated - 8/04/19 / 7/01/19 - 54 did rise, Market-Ratio(13) in JPY = 96.43 % |
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. |
|
|