| | |
| | |
Assessment - Insurances in Japanese yen - 16/11/20 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
16/11/20 |
⇓ Δwk |
17/08/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
35,655.226 |
12/08/24 |
0.30 |
26,595.429 |
|
24,994.370 |
1,601.060 |
6.41 |
|
7.82 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
372,325.550 |
12/08/24 |
0.86 |
396,751.652 |
|
376,590.811 |
20,160.841 |
5.35 |
|
23.01 |
| |  |
 |
 |
 |
|
 |
Aegon |
688.470 |
12/08/24 |
0.22 |
368.496 |
|
306.850 |
61.647 |
20.09 |
|
12.04 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,245.839 |
12/08/24 |
0.33 |
5,013.131 |
|
4,732.274 |
280.857 |
5.93 |
|
10.05 |
| |  |
 |
 |
 |
L |
 |
AIA |
699.687 |
12/08/24 |
-1.33 |
1,178.953 |
|
1,028.958 |
149.994 |
14.58 |
|
13.54 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,675.558 |
12/08/24 |
|
24,075.405 |
|
22,726.986 |
1,348.419 |
5.93 |
|
9.84 |
| |  |
 |
 |
 |
|
 |
AIG |
7,482.090 |
12/08/24 |
-0.62 |
4,021.584 |
|
3,174.305 |
847.279 |
26.69 |
|
13.76 |
| |  |
 |
 |
 |
|
 |
ASR |
5,427.797 |
12/08/24 |
0.46 |
3,926.333 |
|
3,773.998 |
152.336 |
4.04 |
|
15.54 |
| |  |
 |
 |
 |
|
 |
Aviva |
66,819.878 |
12/08/24 |
0.35 |
43,608.182 |
|
40,144.692 |
3,463.490 |
8.63 |
|
6.34 |
| |  |
 |
 |
 |
|
 |
Axa |
4,004.315 |
12/08/24 |
-0.77 |
2,320.151 |
|
2,181.650 |
138.501 |
6.35 |
|
5.03 |
| |  |
 |
 |
 |
|
 |
Beazley |
101,016.421 |
12/08/24 |
1.24 |
52,550.619 |
|
59,599.106 |
-7,048.487 |
-11.83 |
|
-8.57 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
44,968.814 |
12/08/24 |
-0.30 |
24,355.191 |
|
21,908.640 |
2,446.551 |
11.17 |
|
12.33 |
| |  |
 |
 |
 |
L |
 |
China Life |
468.330 |
12/08/24 |
0.44 |
657.631 |
|
720.325 |
-62.695 |
-8.70 |
|
28.29 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
139.937 |
12/08/24 |
0.58 |
240.779 |
|
275.528 |
-34.750 |
-12.61 |
|
-2.26 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
434.980 |
12/08/24 |
0.22 |
513.908 |
|
515.435 |
-1.528 |
-0.30 |
|
5.52 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,701.500 |
|
1,508.500 |
193.000 |
12.79 |
|
15.21 |
| |  |
 |
 |
 |
|
 |
FBD |
1,596.775 |
12/08/24 |
0.39 |
854.089 |
|
772.154 |
81.935 |
10.61 |
|
0.18 |
| |  |
 |
 |
 |
|
 |
Generali |
2,778.883 |
12/08/24 |
1.35 |
1,728.602 |
|
1,623.536 |
105.066 |
6.47 |
|
1.92 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,241.674 |
12/08/24 |
0.50 |
1,257.615 |
|
1,165.148 |
92.467 |
7.94 |
|
7.15 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,147.799 |
12/08/24 |
5.23 |
18,220.563 |
|
17,769.605 |
450.958 |
2.54 |
|
1.68 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
986.805 |
12/08/24 |
0.01 |
941.289 |
|
835.006 |
106.284 |
12.73 |
|
18.22 |
| |  |
 |
 |
 |
|
 |
Hiscox |
164,082.683 |
12/08/24 |
1.89 |
145,314.605 |
|
112,727.294 |
32,587.311 |
28.91 |
|
13.55 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
547.704 |
12/08/24 |
0.56 |
406.188 |
|
386.710 |
19.478 |
5.04 |
|
-4.95 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
31,132.930 |
12/08/24 |
0.53 |
34,237.943 |
|
31,271.479 |
2,966.464 |
9.49 |
|
11.49 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
24,143.088 |
12/08/24 |
-2.02 |
16,915.939 |
|
16,783.768 |
132.170 |
0.79 |
|
27.47 |
| |
|
instrument |
freshest |
⇓ Δday |
16/11/20 |
⇓ Δwk |
17/08/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
522.356 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,741.936 |
12/08/24 |
-0.35 |
1,745.667 |
|
1,587.543 |
158.124 |
9.96 |
|
10.89 |
| |  |
 |
 |
 |
|
 |
Mapfre |
264.149 |
12/08/24 |
|
199.783 |
|
200.081 |
-0.298 |
-0.15 |
|
-4.92 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
296.800 |
12/08/24 |
0.52 |
222.600 |
|
217.811 |
4.789 |
2.20 |
|
6.59 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,298.198 |
12/08/24 |
-0.40 |
4,809.393 |
|
4,119.392 |
690.000 |
16.75 |
|
14.34 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
35,281.069 |
12/08/24 |
-0.15 |
22,871.520 |
|
20,718.805 |
2,152.715 |
10.39 |
|
34.90 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,049.670 |
|
964.330 |
85.340 |
8.85 |
|
0.61 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
54,364.615 |
12/08/24 |
1.01 |
29,534.147 |
|
29,402.220 |
131.926 |
0.45 |
|
8.19 |
| |  |
 |
 |
 |
|
 |
NN |
5,528.059 |
12/08/24 |
0.74 |
4,239.499 |
|
3,947.544 |
291.956 |
7.40 |
|
16.69 |
| |  |
 |
 |
 |
|
 |
Phoenix |
74,244.309 |
12/08/24 |
0.47 |
105,266.838 |
|
96,674.972 |
8,591.867 |
8.89 |
|
15.21 |
| |  |
 |
 |
 |
L |
 |
Ping An |
453.651 |
12/08/24 |
0.45 |
1,169.516 |
|
1,168.432 |
1.084 |
0.09 |
|
1.39 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
645.085 |
12/08/24 |
0.02 |
1,319.708 |
|
1,240.042 |
79.666 |
6.42 |
|
10.02 |
| |  |
 |
 |
 |
|
 |
Prudential |
87,685.565 |
12/08/24 |
0.41 |
177,813.740 |
|
173,367.857 |
4,445.883 |
2.56 |
|
10.65 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,238.453 |
12/08/24 |
0.87 |
757.300 |
|
820.804 |
-63.504 |
-7.74 |
|
4.58 |
| |  |
 |
 |
 |
|
 |
Quálitas |
847.535 |
12/08/24 |
-2.49 |
482.622 |
|
435.502 |
47.120 |
10.82 |
|
14.71 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,011.893 |
12/08/24 |
0.40 |
4,558.854 |
|
4,055.696 |
503.159 |
12.41 |
|
14.37 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
33,493.905 |
12/08/24 |
1.00 |
18,471.251 |
|
16,936.199 |
1,535.051 |
9.06 |
|
6.64 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,475.044 |
12/08/24 |
-0.33 |
6,472.024 |
|
5,851.502 |
620.522 |
10.60 |
|
29.38 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,395.192 |
12/08/24 |
-1.17 |
1,212.557 |
|
1,193.969 |
18.588 |
1.56 |
|
1.78 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,120.369 |
12/08/24 |
1.06 |
3,510.429 |
|
2,708.827 |
801.602 |
29.59 |
|
10.88 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,376.670 |
|
1,288.330 |
88.340 |
6.86 |
|
8.68 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,221.174 |
12/08/24 |
0.38 |
716.345 |
|
627.314 |
89.031 |
14.19 |
|
19.65 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,268.160 |
12/08/24 |
-0.11 |
4,746.458 |
|
4,493.623 |
252.835 |
5.63 |
|
12.38 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
74,741.667 |
12/08/24 |
0.62 |
45,152.126 |
|
41,286.026 |
3,866.100 |
9.36 |
|
5.97 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,918.328 |
12/08/24 |
0.10 |
9,250.456 |
|
8,502.886 |
747.570 |
8.79 |
|
3.44 |
| |
|
instrument |
freshest |
⇓ Δday |
16/11/20 |
⇓ Δwk |
17/08/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,231.437 |
12/08/24 |
1.92 |
3,918.906 |
|
3,903.528 |
15.378 |
0.39 |
|
-4.56 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
21,913.402 |
12/08/24 |
-1.29 |
14,240.107 |
|
12,280.832 |
1,959.275 |
15.95 |
|
14.06 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,470.171 |
12/08/24 |
0.61 |
3,148.387 |
|
3,248.295 |
-99.908 |
-3.08 |
|
2.54 |
| |  |
 |
 |
 |
|
 |
Uniqa |
950.638 |
12/08/24 |
0.26 |
708.027 |
|
719.336 |
-11.308 |
-1.57 |
|
-10.93 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
59,063.688 |
12/08/24 |
1.17 |
37,281.935 |
|
33,958.498 |
3,323.438 |
9.79 |
|
19.93 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,688.674 |
12/08/24 |
1.36 |
2,423.632 |
|
2,482.463 |
-58.831 |
-2.37 |
|
-1.52 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
53,254.297 |
12/08/24 |
0.85 |
41,255.750 |
|
39,683.253 |
1,572.497 |
3.96 |
|
6.86 |
| |  |
 |
 |
 |
L |
 |
DFV |
767.442 |
12/08/24 |
-0.80 |
2,458.043 |
|
2,829.555 |
-371.512 |
-13.13 |
|
10.36 |
| Insurances - 56 out of 57 instruments rated - 16/11/20 / 17/08/20 - 46 did rise, Market-Ratio(13) in JPY = 82.14 % |
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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