| | |
| | |
Assessment - Insurances in Japanese yen - 17/06/19 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
17/06/19 |
⇓ Δwk |
18/03/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,033.136 |
12/08/24 |
0.30 |
27,792.080 |
|
28,467.365 |
-675.285 |
-2.37 |
|
1.83 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
367,162.624 |
12/08/24 |
0.86 |
285,102.186 |
|
322,870.390 |
-37,768.205 |
-11.70 |
|
-3.50 |
| |  |
 |
 |
 |
|
 |
Aegon |
677.212 |
12/08/24 |
0.22 |
512.232 |
|
598.854 |
-86.622 |
-14.46 |
|
-15.96 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,160.062 |
12/08/24 |
0.33 |
5,375.572 |
|
5,538.003 |
-162.431 |
-2.93 |
|
-2.45 |
| |  |
 |
 |
 |
L |
 |
AIA |
719.218 |
12/08/24 |
-1.33 |
1,042.103 |
|
1,117.000 |
-74.897 |
-6.71 |
|
5.64 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,157.616 |
12/08/24 |
|
25,343.720 |
|
25,019.726 |
323.994 |
1.29 |
|
5.52 |
| |  |
 |
 |
 |
|
 |
AIG |
7,771.238 |
12/08/24 |
-0.62 |
5,750.565 |
|
4,857.714 |
892.851 |
18.38 |
|
10.51 |
| |  |
 |
 |
 |
|
 |
ASR |
5,339.044 |
12/08/24 |
0.46 |
4,295.587 |
|
4,879.922 |
-584.335 |
-11.97 |
|
-9.91 |
| |  |
 |
 |
 |
|
 |
Aviva |
65,893.307 |
12/08/24 |
0.35 |
55,754.828 |
|
63,970.444 |
-8,215.616 |
-12.84 |
|
-11.05 |
| |  |
 |
 |
 |
|
 |
Axa |
3,938.839 |
12/08/24 |
-0.77 |
2,791.279 |
|
2,841.770 |
-50.491 |
-1.78 |
|
1.79 |
| |  |
 |
 |
 |
|
 |
Beazley |
99,615.656 |
12/08/24 |
1.24 |
77,161.308 |
|
76,558.415 |
602.893 |
0.79 |
|
-1.71 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,706.652 |
12/08/24 |
-0.30 |
22,081.994 |
|
22,531.263 |
-449.269 |
-1.99 |
|
-2.85 |
| |  |
 |
 |
 |
L |
 |
China Life |
462.356 |
12/08/24 |
0.44 |
419.241 |
|
516.765 |
-97.524 |
-18.87 |
|
8.66 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
143.844 |
12/08/24 |
0.58 |
250.271 |
|
319.448 |
-69.177 |
-21.66 |
|
-5.60 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
429.432 |
12/08/24 |
0.22 |
550.939 |
|
584.400 |
-33.461 |
-5.73 |
|
2.62 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,623.000 |
|
1,740.000 |
-117.000 |
-6.72 |
|
-12.85 |
| |  |
 |
 |
 |
|
 |
FBD |
1,570.665 |
12/08/24 |
0.39 |
1,030.064 |
|
1,164.297 |
-134.233 |
-11.53 |
|
-14.37 |
| |  |
 |
 |
 |
|
 |
Generali |
2,733.445 |
12/08/24 |
1.35 |
1,976.725 |
|
2,010.310 |
-33.585 |
-1.67 |
|
2.61 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,205.019 |
12/08/24 |
0.50 |
1,783.740 |
|
2,348.842 |
-565.102 |
-24.06 |
|
-11.49 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
27,687.542 |
12/08/24 |
5.23 |
17,143.386 |
|
16,578.574 |
564.812 |
3.41 |
|
10.41 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,091.074 |
12/08/24 |
0.01 |
688.629 |
|
578.434 |
110.195 |
19.05 |
|
8.24 |
| |  |
 |
 |
 |
|
 |
Hiscox |
161,807.398 |
12/08/24 |
1.89 |
232,980.879 |
|
240,570.095 |
-7,589.216 |
-3.15 |
|
1.23 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
532.567 |
12/08/24 |
0.56 |
580.171 |
|
613.603 |
-33.432 |
-5.45 |
|
-3.28 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
30,701.219 |
12/08/24 |
0.53 |
36,552.958 |
|
42,077.682 |
-5,524.724 |
-13.13 |
|
-2.17 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,076.108 |
12/08/24 |
-2.02 |
10,860.851 |
|
11,520.742 |
-659.891 |
-5.73 |
|
-2.96 |
| |
|
instrument |
freshest |
⇓ Δday |
17/06/19 |
⇓ Δwk |
18/03/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
513.815 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,777.634 |
12/08/24 |
-0.35 |
1,880.083 |
|
1,893.530 |
-13.447 |
-0.71 |
|
-0.02 |
| |  |
 |
 |
 |
|
 |
Mapfre |
259.829 |
12/08/24 |
|
321.804 |
|
315.879 |
5.925 |
1.88 |
|
-0.41 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
288.598 |
12/08/24 |
0.52 |
252.895 |
|
228.520 |
24.375 |
10.67 |
|
12.26 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,580.240 |
12/08/24 |
-0.40 |
5,245.939 |
|
5,097.753 |
148.186 |
2.91 |
|
5.53 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,644.520 |
12/08/24 |
-0.15 |
15,908.195 |
|
14,818.763 |
1,089.432 |
7.35 |
|
11.85 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,165.330 |
|
1,112.330 |
53.000 |
4.76 |
|
2.94 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
53,475.674 |
12/08/24 |
1.01 |
27,115.284 |
|
26,386.509 |
728.775 |
2.76 |
|
8.99 |
| |  |
 |
 |
 |
|
 |
NN |
5,437.668 |
12/08/24 |
0.74 |
4,287.064 |
|
4,815.380 |
-528.316 |
-10.97 |
|
-8.66 |
| |  |
 |
 |
 |
|
 |
Phoenix |
73,214.786 |
12/08/24 |
0.47 |
93,410.091 |
|
102,396.879 |
-8,986.789 |
-8.78 |
|
-0.57 |
| |  |
 |
 |
 |
L |
 |
Ping An |
466.313 |
12/08/24 |
0.45 |
1,208.396 |
|
1,213.760 |
-5.363 |
-0.44 |
|
9.70 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
636.857 |
12/08/24 |
0.02 |
1,253.019 |
|
1,209.116 |
43.903 |
3.63 |
|
16.43 |
| |  |
 |
 |
 |
|
 |
Prudential |
86,469.656 |
12/08/24 |
0.41 |
220,256.748 |
|
238,435.293 |
-18,178.545 |
-7.62 |
|
-5.19 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,204.226 |
12/08/24 |
0.87 |
914.141 |
|
999.477 |
-85.336 |
-8.54 |
|
2.78 |
| |  |
 |
 |
 |
|
 |
Quálitas |
932.053 |
12/08/24 |
-2.49 |
306.705 |
|
276.120 |
30.585 |
11.08 |
|
13.16 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,929.941 |
12/08/24 |
0.40 |
4,974.991 |
|
5,336.782 |
-361.791 |
-6.78 |
|
-4.87 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
32,480.139 |
12/08/24 |
1.00 |
25,012.914 |
|
29,581.215 |
-4,568.301 |
-15.44 |
|
-8.97 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,218.529 |
12/08/24 |
-0.33 |
7,595.497 |
|
8,755.246 |
-1,159.749 |
-13.25 |
|
-13.13 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,648.276 |
12/08/24 |
-1.17 |
1,087.269 |
|
961.512 |
125.757 |
13.08 |
|
12.40 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,085.697 |
12/08/24 |
1.06 |
4,718.084 |
|
5,060.894 |
-342.811 |
-6.77 |
|
-1.53 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,412.330 |
|
1,393.000 |
19.330 |
1.39 |
|
-1.52 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,317.352 |
12/08/24 |
0.38 |
816.013 |
|
877.689 |
-61.677 |
-7.03 |
|
-8.74 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,336.748 |
12/08/24 |
-0.11 |
4,276.520 |
|
4,244.524 |
31.997 |
0.75 |
|
0.90 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
70,889.685 |
12/08/24 |
0.62 |
51,607.517 |
|
48,693.520 |
2,913.997 |
5.98 |
|
17.60 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,304.090 |
12/08/24 |
0.10 |
10,769.319 |
|
11,003.239 |
-233.919 |
-2.13 |
|
4.55 |
| |
|
instrument |
freshest |
⇓ Δday |
17/06/19 |
⇓ Δwk |
18/03/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,096.841 |
12/08/24 |
1.92 |
4,531.796 |
|
4,300.305 |
231.491 |
5.38 |
|
8.99 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,760.255 |
12/08/24 |
-1.29 |
16,269.572 |
|
14,754.008 |
1,515.564 |
10.27 |
|
12.70 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,423.019 |
12/08/24 |
0.61 |
3,608.439 |
|
3,036.129 |
572.310 |
18.85 |
|
25.55 |
| |  |
 |
 |
 |
|
 |
Uniqa |
935.094 |
12/08/24 |
0.26 |
1,002.060 |
|
1,150.376 |
-148.316 |
-12.89 |
|
-6.20 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,346.228 |
12/08/24 |
1.17 |
26,693.081 |
|
26,350.670 |
342.411 |
1.30 |
|
-5.45 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,628.359 |
12/08/24 |
1.36 |
2,794.323 |
|
2,758.877 |
35.446 |
1.28 |
|
-3.95 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
50,509.716 |
12/08/24 |
0.85 |
36,792.638 |
|
36,818.959 |
-26.321 |
-0.07 |
|
6.23 |
| |  |
 |
 |
 |
L |
 |
DFV |
754.893 |
12/08/24 |
-0.80 |
1,248.009 |
|
1,488.528 |
-240.519 |
-16.16 |
|
-na- |
| Insurances - 56 out of 57 instruments rated - 17/06/19 / 18/03/19 - 22 did rise, Market-Ratio(13) in JPY = 39.29 % |
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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