| | |
| | |
Assessment - Insurances in Japanese yen - 7/12/20 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
7/12/20 |
⇓ Δwk |
7/09/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
35,491.442 |
12/08/24 |
0.30 |
26,961.456 |
|
24,583.888 |
2,377.568 |
9.67 |
|
9.67 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
374,186.151 |
12/08/24 |
0.86 |
388,055.171 |
|
361,032.110 |
27,023.061 |
7.48 |
|
18.36 |
| |  |
 |
 |
 |
|
 |
Aegon |
701.429 |
12/08/24 |
0.22 |
397.880 |
|
292.660 |
105.221 |
35.95 |
|
22.39 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,344.584 |
12/08/24 |
0.33 |
5,284.051 |
|
4,526.804 |
757.247 |
16.73 |
|
17.23 |
| |  |
 |
 |
 |
L |
 |
AIA |
696.646 |
12/08/24 |
-1.33 |
1,180.541 |
|
1,128.827 |
51.713 |
4.58 |
|
13.36 |
| |  |
 |
 |
 |
|
 |
Allianz |
32,271.805 |
12/08/24 |
|
24,813.600 |
|
22,862.622 |
1,950.978 |
8.53 |
|
13.61 |
| |  |
 |
 |
 |
|
 |
AIG |
7,447.721 |
12/08/24 |
-0.62 |
4,138.316 |
|
3,166.986 |
971.330 |
30.67 |
|
18.81 |
| |  |
 |
 |
 |
|
 |
ASR |
5,529.967 |
12/08/24 |
0.46 |
3,953.580 |
|
3,824.672 |
128.908 |
3.37 |
|
16.49 |
| |  |
 |
 |
 |
|
 |
Aviva |
67,153.793 |
12/08/24 |
0.35 |
46,197.705 |
|
38,932.089 |
7,265.615 |
18.66 |
|
13.98 |
| |  |
 |
 |
 |
|
 |
Axa |
4,079.691 |
12/08/24 |
-0.77 |
2,491.701 |
|
2,173.971 |
317.730 |
14.62 |
|
14.05 |
| |  |
 |
 |
 |
|
 |
Beazley |
101,521.224 |
12/08/24 |
1.24 |
49,262.758 |
|
55,401.204 |
-6,138.446 |
-11.08 |
|
-12.58 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
44,762.247 |
12/08/24 |
-0.30 |
23,841.859 |
|
23,201.892 |
639.967 |
2.76 |
|
9.93 |
| |  |
 |
 |
 |
L |
 |
China Life |
469.922 |
12/08/24 |
0.44 |
667.676 |
|
633.504 |
34.172 |
5.39 |
|
28.64 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
139.329 |
12/08/24 |
0.58 |
236.242 |
|
250.729 |
-14.486 |
-5.78 |
|
-3.19 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
436.459 |
12/08/24 |
0.22 |
602.501 |
|
468.513 |
133.989 |
28.60 |
|
23.59 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,660.000 |
|
1,576.500 |
83.500 |
5.30 |
|
12.78 |
| |  |
 |
 |
 |
|
 |
FBD |
1,626.832 |
12/08/24 |
0.39 |
940.788 |
|
796.336 |
144.452 |
18.14 |
|
11.13 |
| |  |
 |
 |
 |
|
 |
Generali |
2,831.192 |
12/08/24 |
1.35 |
1,828.610 |
|
1,621.561 |
207.049 |
12.77 |
|
9.12 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,283.870 |
12/08/24 |
0.50 |
1,314.077 |
|
1,188.223 |
125.853 |
10.59 |
|
12.22 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,677.641 |
12/08/24 |
5.23 |
17,289.818 |
|
17,961.515 |
-671.697 |
-3.74 |
|
-2.89 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
990.230 |
12/08/24 |
0.01 |
915.658 |
|
856.380 |
59.278 |
6.92 |
|
14.70 |
| |  |
 |
 |
 |
|
 |
Hiscox |
164,902.644 |
12/08/24 |
1.89 |
142,850.903 |
|
100,971.354 |
41,879.549 |
41.48 |
|
12.58 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
553.705 |
12/08/24 |
0.56 |
402.132 |
|
370.779 |
31.353 |
8.46 |
|
-4.06 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
31,288.508 |
12/08/24 |
0.53 |
35,352.131 |
|
28,862.963 |
6,489.168 |
22.48 |
|
15.73 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
24,032.186 |
12/08/24 |
-2.02 |
15,807.556 |
|
16,620.300 |
-812.744 |
-4.89 |
|
17.46 |
| |
|
instrument |
freshest |
⇓ Δday |
7/12/20 |
⇓ Δwk |
7/09/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
532.188 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,788.851 |
12/08/24 |
-0.35 |
1,873.861 |
|
1,555.550 |
318.311 |
20.46 |
|
20.14 |
| |  |
 |
 |
 |
|
 |
Mapfre |
269.121 |
12/08/24 |
|
218.172 |
|
194.437 |
23.735 |
12.21 |
|
6.02 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
300.053 |
12/08/24 |
0.52 |
219.626 |
|
195.839 |
23.787 |
12.15 |
|
5.58 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,264.674 |
12/08/24 |
-0.40 |
4,948.507 |
|
4,160.654 |
787.852 |
18.94 |
|
18.24 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
35,119.004 |
12/08/24 |
-0.15 |
21,991.629 |
|
19,448.270 |
2,543.359 |
13.08 |
|
26.88 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,053.670 |
|
976.330 |
77.340 |
7.92 |
|
1.67 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
55,387.951 |
12/08/24 |
1.01 |
30,190.973 |
|
30,836.028 |
-645.054 |
-2.09 |
|
10.91 |
| |  |
 |
 |
 |
|
 |
NN |
5,632.117 |
12/08/24 |
0.74 |
4,290.296 |
|
4,161.294 |
129.003 |
3.10 |
|
18.03 |
| |  |
 |
 |
 |
|
 |
Phoenix |
74,615.326 |
12/08/24 |
0.47 |
100,162.060 |
|
95,173.554 |
4,988.506 |
5.24 |
|
9.49 |
| |  |
 |
 |
 |
L |
 |
Ping An |
451.679 |
12/08/24 |
0.45 |
1,295.977 |
|
1,102.081 |
193.896 |
17.59 |
|
12.69 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
647.279 |
12/08/24 |
0.02 |
1,440.203 |
|
1,168.325 |
271.879 |
23.27 |
|
19.87 |
| |  |
 |
 |
 |
|
 |
Prudential |
88,123.751 |
12/08/24 |
0.41 |
175,373.754 |
|
162,800.554 |
12,573.200 |
7.72 |
|
9.60 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,252.023 |
12/08/24 |
0.87 |
770.238 |
|
761.683 |
8.555 |
1.12 |
|
7.42 |
| |  |
 |
 |
 |
|
 |
Quálitas |
863.840 |
12/08/24 |
-2.49 |
521.324 |
|
422.204 |
99.121 |
23.48 |
|
23.52 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,106.234 |
12/08/24 |
0.40 |
4,456.763 |
|
4,304.483 |
152.279 |
3.54 |
|
11.75 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,033.458 |
12/08/24 |
1.00 |
18,144.777 |
|
16,438.570 |
1,706.208 |
10.38 |
|
5.62 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,611.569 |
12/08/24 |
-0.33 |
6,931.497 |
|
5,661.676 |
1,269.821 |
22.43 |
|
38.64 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,403.505 |
12/08/24 |
-1.17 |
1,200.695 |
|
1,213.198 |
-12.503 |
-1.03 |
|
1.86 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,160.281 |
12/08/24 |
1.06 |
3,531.108 |
|
2,873.842 |
657.266 |
22.87 |
|
12.80 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,373.000 |
|
1,292.330 |
80.670 |
6.24 |
|
8.80 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,262.647 |
12/08/24 |
0.38 |
757.111 |
|
627.412 |
129.699 |
20.67 |
|
26.85 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,358.300 |
12/08/24 |
-0.11 |
4,652.148 |
|
4,414.970 |
237.178 |
5.37 |
|
10.49 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
76,217.727 |
12/08/24 |
0.62 |
47,796.765 |
|
43,736.109 |
4,060.656 |
9.28 |
|
13.07 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,153.701 |
12/08/24 |
0.10 |
9,722.961 |
|
8,714.739 |
1,008.222 |
11.57 |
|
9.84 |
| |
|
instrument |
freshest |
⇓ Δday |
7/12/20 |
⇓ Δwk |
7/09/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,386.382 |
12/08/24 |
1.92 |
3,937.185 |
|
3,949.021 |
-11.836 |
-0.30 |
|
-2.66 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
21,812.742 |
12/08/24 |
-1.29 |
13,926.125 |
|
12,388.441 |
1,537.683 |
12.41 |
|
11.84 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,517.544 |
12/08/24 |
0.61 |
2,946.170 |
|
3,200.601 |
-254.430 |
-7.95 |
|
-4.07 |
| |  |
 |
 |
 |
|
 |
Uniqa |
968.532 |
12/08/24 |
0.26 |
803.327 |
|
697.108 |
106.219 |
15.24 |
|
2.83 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
58,792.376 |
12/08/24 |
1.17 |
36,178.804 |
|
33,157.706 |
3,021.098 |
9.11 |
|
15.34 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,758.108 |
12/08/24 |
1.36 |
2,534.831 |
|
2,618.864 |
-84.033 |
-3.21 |
|
4.07 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
54,306.007 |
12/08/24 |
0.85 |
42,537.953 |
|
39,420.504 |
3,117.449 |
7.91 |
|
10.27 |
| |  |
 |
 |
 |
L |
 |
DFV |
781.888 |
12/08/24 |
-0.80 |
2,814.167 |
|
2,813.552 |
0.615 |
0.02 |
|
21.53 |
| Insurances - 56 out of 57 instruments rated - 7/12/20 / 7/09/20 - 47 did rise, Market-Ratio(13) in JPY = 83.93 % |
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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