| | |
| | |
Assessment - Insurances in Dollar - 8/06/20 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
8/06/20 |
⇓ Δwk |
9/03/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
12/08/24 |
0.30 |
236.404 |
|
214.200 |
22.204 |
10.37 |
|
-1.83 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,427.695 |
12/08/24 |
0.86 |
2,939.840 |
|
2,690.519 |
249.320 |
9.27 |
|
7.03 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.281 |
12/08/24 |
0.22 |
3.397 |
|
2.602 |
0.795 |
30.56 |
|
-6.82 |
| |  |
 |
 |
 |
|
 |
Ageas |
47.860 |
12/08/24 |
0.33 |
40.689 |
|
40.672 |
0.017 |
0.04 |
|
-15.42 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.699 |
12/08/24 |
-1.33 |
9.326 |
|
9.187 |
0.139 |
1.51 |
|
-4.70 |
| |  |
 |
 |
 |
|
 |
Allianz |
288.990 |
12/08/24 |
|
216.534 |
|
196.882 |
19.652 |
9.98 |
|
0.25 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
12/08/24 |
-0.62 |
39.440 |
|
32.810 |
6.630 |
20.21 |
|
-4.98 |
| |  |
 |
 |
 |
|
 |
ASR |
49.520 |
12/08/24 |
0.46 |
32.716 |
|
28.345 |
4.371 |
15.42 |
|
-1.65 |
| |  |
 |
 |
 |
|
 |
Aviva |
615.156 |
12/08/24 |
0.35 |
377.072 |
|
404.234 |
-27.162 |
-6.72 |
|
-13.53 |
| |  |
 |
 |
 |
|
 |
Axa |
36.533 |
12/08/24 |
-0.77 |
22.693 |
|
20.642 |
2.051 |
9.94 |
|
-0.99 |
| |  |
 |
 |
 |
|
 |
Beazley |
929.975 |
12/08/24 |
1.24 |
537.912 |
|
627.875 |
-89.963 |
-14.33 |
|
-15.00 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
12/08/24 |
-0.30 |
201.560 |
|
193.130 |
8.430 |
4.36 |
|
-1.49 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.173 |
12/08/24 |
0.44 |
4.089 |
|
4.197 |
-0.108 |
-2.57 |
|
-3.12 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.340 |
12/08/24 |
0.58 |
2.104 |
|
2.193 |
-0.089 |
-4.04 |
|
-10.45 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.876 |
12/08/24 |
0.22 |
4.297 |
|
4.458 |
-0.160 |
-3.60 |
|
-11.18 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
35.125 |
9/08/24 |
3.15 |
14.616 |
|
11.596 |
3.020 |
26.05 |
|
2.69 |
| |  |
 |
 |
 |
|
 |
FBD |
14.568 |
12/08/24 |
0.39 |
7.973 |
|
9.311 |
-1.338 |
-14.37 |
|
-11.99 |
| |  |
 |
 |
 |
|
 |
Generali |
25.353 |
12/08/24 |
1.35 |
16.285 |
|
15.778 |
0.507 |
3.21 |
|
-7.42 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
20.452 |
12/08/24 |
0.50 |
12.377 |
|
12.269 |
0.108 |
0.88 |
|
4.34 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
256.805 |
12/08/24 |
5.23 |
186.110 |
|
166.724 |
19.386 |
11.63 |
|
11.65 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.315 |
12/08/24 |
0.01 |
6.922 |
|
6.957 |
-0.035 |
-0.50 |
|
-4.74 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,510.574 |
12/08/24 |
1.89 |
1,039.489 |
|
1,472.567 |
-433.079 |
-29.41 |
|
-33.41 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
5.011 |
12/08/24 |
0.56 |
4.325 |
|
4.203 |
0.122 |
2.90 |
|
-9.80 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
286.615 |
12/08/24 |
0.53 |
320.409 |
|
286.114 |
34.296 |
11.99 |
|
4.17 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
12/08/24 |
-2.02 |
130.810 |
|
94.220 |
36.590 |
38.83 |
|
22.53 |
| |
|
instrument |
freshest |
⇓ Δday |
8/06/20 |
⇓ Δwk |
9/03/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.766 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
25.632 |
12/08/24 |
-0.35 |
15.012 |
|
14.308 |
0.704 |
4.92 |
|
-7.33 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.410 |
12/08/24 |
|
2.157 |
|
1.918 |
0.239 |
12.44 |
|
-9.91 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.715 |
12/08/24 |
0.52 |
2.029 |
|
1.804 |
0.225 |
12.50 |
|
-3.30 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
12/08/24 |
-0.40 |
43.000 |
|
32.660 |
10.340 |
31.66 |
|
0.39 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
12/08/24 |
-0.15 |
171.770 |
|
132.770 |
39.000 |
29.37 |
|
27.19 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
27.828 |
9/08/24 |
-0.50 |
10.215 |
|
10.075 |
0.141 |
1.40 |
|
-2.09 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
495.993 |
12/08/24 |
1.01 |
271.938 |
|
249.169 |
22.769 |
9.14 |
|
8.94 |
| |  |
 |
 |
 |
|
 |
NN |
50.435 |
12/08/24 |
0.74 |
35.946 |
|
29.813 |
6.133 |
20.57 |
|
6.04 |
| |  |
 |
 |
 |
|
 |
Phoenix |
683.506 |
12/08/24 |
0.47 |
871.280 |
|
867.135 |
4.145 |
0.48 |
|
3.09 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.343 |
12/08/24 |
0.45 |
10.558 |
|
10.821 |
-0.263 |
-2.43 |
|
-5.94 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.748 |
12/08/24 |
0.02 |
10.856 |
|
11.251 |
-0.395 |
-3.51 |
|
-6.81 |
| |  |
 |
 |
 |
|
 |
Prudential |
807.249 |
12/08/24 |
0.41 |
1,597.601 |
|
1,430.569 |
167.032 |
11.68 |
|
-2.81 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
11.330 |
12/08/24 |
0.87 |
6.354 |
|
7.203 |
-0.849 |
-11.78 |
|
-14.99 |
| |  |
 |
 |
 |
|
 |
Quálitas |
7.632 |
12/08/24 |
-2.49 |
4.028 |
|
3.968 |
0.060 |
1.51 |
|
11.90 |
| |  |
 |
 |
 |
|
 |
Sampo |
45.726 |
12/08/24 |
0.40 |
37.290 |
|
37.450 |
-0.160 |
-0.43 |
|
-3.43 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
296.329 |
12/08/24 |
1.00 |
165.927 |
|
155.180 |
10.748 |
6.93 |
|
-8.52 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
74.981 |
12/08/24 |
-0.33 |
42.297 |
|
42.883 |
-0.586 |
-1.37 |
|
-19.52 |
| |  |
 |
 |
 |
|
 |
SBI Life |
22.608 |
12/08/24 |
-1.17 |
10.334 |
|
11.092 |
-0.758 |
-6.84 |
|
-8.73 |
| |  |
 |
 |
 |
S |
 |
Scor |
19.345 |
12/08/24 |
1.06 |
30.175 |
|
30.971 |
-0.796 |
-2.57 |
|
-14.78 |
| |  |
 |
 |
 |
|
 |
Sompo |
27.325 |
9/08/24 |
0.02 |
11.822 |
|
11.152 |
0.670 |
6.01 |
|
-4.80 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
11.434 |
12/08/24 |
0.38 |
6.274 |
|
5.041 |
1.233 |
24.47 |
|
4.66 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
49.248 |
12/08/24 |
-0.11 |
39.120 |
|
37.357 |
1.764 |
4.72 |
|
-2.85 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
681.328 |
12/08/24 |
0.62 |
398.643 |
|
427.783 |
-29.141 |
-6.81 |
|
-9.57 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
108.645 |
12/08/24 |
0.10 |
82.027 |
|
88.280 |
-6.253 |
-7.08 |
|
-11.98 |
| |
|
instrument |
freshest |
⇓ Δday |
8/06/20 |
⇓ Δwk |
9/03/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
75.099 |
12/08/24 |
1.92 |
41.943 |
|
40.959 |
0.984 |
2.40 |
|
0.30 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
12/08/24 |
-1.29 |
128.000 |
|
116.200 |
11.800 |
10.15 |
|
0.29 |
| |  |
 |
 |
 |
|
 |
Tryg |
22.508 |
12/08/24 |
0.61 |
29.915 |
|
27.339 |
2.576 |
9.42 |
|
4.41 |
| |  |
 |
 |
 |
|
 |
Uniqa |
8.673 |
12/08/24 |
0.26 |
7.487 |
|
8.680 |
-1.193 |
-13.74 |
|
-14.24 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
12/08/24 |
1.17 |
309.480 |
|
273.440 |
36.040 |
13.18 |
|
19.39 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
33.653 |
12/08/24 |
1.36 |
22.869 |
|
22.991 |
-0.122 |
-0.53 |
|
-5.88 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
485.454 |
12/08/24 |
0.85 |
365.631 |
|
361.746 |
3.885 |
1.07 |
|
1.21 |
| |  |
 |
 |
 |
L |
 |
DFV |
7.002 |
12/08/24 |
-0.80 |
19.883 |
|
19.493 |
0.389 |
2.00 |
|
34.78 |
| Insurances - 56 out of 57 instruments rated - 8/06/20 / 9/03/20 - 37 did rise, Market-Ratio(13) in USD = 66.07 % |
Technical Chart
Transactions Insurances in Dollar * 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 |
3,646 |
|
2.742 |
2.907 |
2.577 |
-0.165 |
-6 |
9,398 |
-80 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
5,479 |
|
1.715 |
4.817 |
|
3.102 |
181 |
26,394 |
111 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
2,976 |
|
8.868 |
8.537 |
9.212 |
0.344 |
4 |
27,417 |
14 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
3,487 |
|
7.861 |
7.613 |
|
-0.248 |
-3 |
26,551 |
-15 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
50 |
|
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
555,751 |
19,767 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
43,996 |
|
12.632 |
20.007 |
|
7.375 |
58 |
880,238 |
40 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
61,406 |
|
14.335 |
13.454 |
15.273 |
0.939 |
7 |
937,883 |
39 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
40,882 |
|
22.941 |
27.114 |
|
4.173 |
18 |
1,108,492 |
22 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
119,860 |
|
9.248 |
5.004 |
17.093 |
7.845 |
85 |
2,048,796 |
396 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
324,792 |
|
6.308 |
19.911 |
|
13.603 |
216 |
6,466,987 |
35 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
1,031,134 |
|
6.272 |
7.126 |
5.418 |
-0.854 |
-14 |
5,586,273 |
-44 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
161,510 |
|
34.588 |
33.719 |
|
-0.869 |
-3 |
5,445,931 |
-14 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,001,746 |
|
5.436 |
5.124 |
5.768 |
0.332 |
6 |
5,778,176 |
29 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,437,201 |
|
2.371 |
2.171 |
|
-0.200 |
-8 |
5,290,107 |
-37 |
|
| short |
27/06/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,515,899 |
|
3.490 |
3.651 |
3.329 |
-0.161 |
-5 |
5,046,278 |
-34 |
|
| long |
8/08/16 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
174,306 |
|
28.951 |
24.723 |
|
-4.228 |
-15 |
4,309,292 |
-6 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
2,542,717 |
|
1.695 |
1.677 |
1.713 |
0.018 |
1 |
4,354,404 |
9 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
31,987 |
|
136.130 |
127.320 |
|
-8.810 |
-6 |
4,072,599 |
-6 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
3006,062,565 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-4 |
3,907,881 |
-14 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
196,547 |
|
19.883 |
12.312 |
|
-7.570 |
-38 |
2,419,938 |
-22 |
|
| short |
9/05/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
222,338 |
|
10.884 |
13.335 |
8.433 |
-2.451 |
-23 |
1,874,964 |
-96 |
|
| long |
6/06/22 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
12,316,432 |
|
0.152 |
0.142 |
|
-0.010 |
-7 |
1,750,899 |
-45 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
84,072 |
|
20.826 |
26.602 |
15.050 |
-5.776 |
-28 |
1,265,274 |
-88 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,621 |
|
349.360 |
337.670 |
|
-11.690 |
-3 |
1,222,944 |
-2 |
|
| accum | 7/08/06 |
12/08/24 | 7387 |
days out of 7604 invested (97%) |
12,129 |
1,222,944 |
27 |
|
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 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 2.74 | 2.91 | 2.58 | -0.17 | -6.02 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 7.86 | 7.61 | | -0.25 | -3.16 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 6.31 | 19.91 | | 13.60 | 215.65 | | | 187.28 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 1.72 | 4.82 | | 3.10 | 180.84 | | | 180.84 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 14.33 | 13.45 | 15.27 | 0.94 | 6.55 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 9.25 | 5.00 | 17.09 | 7.85 | 84.83 | | | 96.93 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 12.63 | 20.01 | | 7.38 | 58.39 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 22.94 | 27.11 | | 4.17 | 18.19 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 28.95 | 24.72 | | -4.23 | -14.60 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 20.83 | 26.60 | 15.05 | -5.78 | -27.74 | | | 15.52 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 8.87 | 8.54 | 9.21 | 0.34 | 3.88 | | | 3.88 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 5.44 | 5.12 | 5.77 | 0.33 | 6.10 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 3.49 | 3.65 | 3.33 | -0.16 | -4.61 | | | 1.21 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 1.69 | 1.68 | 1.71 | 0.02 | 1.05 | | | 1.05 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 34.59 | 33.72 | | -0.87 | -2.51 | | | -2.51 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -4.04 | | | -4.04 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 0.15 | 0.14 | | -0.01 | -6.62 | | | -6.62 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 2.37 | 2.17 | | -0.20 | -8.45 | | | -8.45 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 349.36 | 337.67 | | -11.69 | -3.35 | | | -9.60 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 6.27 | 7.13 | 5.42 | -0.85 | -13.62 | | | -13.62 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 10.88 | 13.34 | 8.43 | -2.45 | -22.52 | | | -22.52 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 19.88 | 12.31 | | -7.57 | -38.08 | | | -38.08 |
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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