| | |
| | |
Assessment - Insurances in Japanese yen - 25/01/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
25/01/21 |
⇓ Δwk |
26/10/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
35,400.153 |
12/08/24 |
0.30 |
27,177.279 |
|
23,878.167 |
3,299.112 |
13.82 |
|
11.57 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
382,760.214 |
12/08/24 |
0.86 |
417,801.642 |
|
376,732.032 |
41,069.610 |
10.90 |
|
23.87 |
| |  |
 |
 |
 |
|
 |
Aegon |
701.073 |
12/08/24 |
0.22 |
421.753 |
|
308.459 |
113.295 |
36.73 |
|
32.07 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,341.872 |
12/08/24 |
0.33 |
5,416.240 |
|
4,569.896 |
846.343 |
18.52 |
|
22.10 |
| |  |
 |
 |
 |
L |
 |
AIA |
694.869 |
12/08/24 |
-1.33 |
1,366.978 |
|
1,057.348 |
309.630 |
29.28 |
|
29.69 |
| |  |
 |
 |
 |
|
 |
Allianz |
32,255.427 |
12/08/24 |
|
24,009.433 |
|
19,887.535 |
4,121.898 |
20.73 |
|
10.64 |
| |  |
 |
 |
 |
|
 |
AIG |
7,428.564 |
12/08/24 |
-0.62 |
4,105.887 |
|
3,276.884 |
829.003 |
25.30 |
|
21.77 |
| |  |
 |
 |
 |
|
 |
ASR |
5,527.161 |
12/08/24 |
0.46 |
4,146.946 |
|
3,412.866 |
734.080 |
21.51 |
|
22.12 |
| |  |
 |
 |
 |
|
 |
Aviva |
68,692.548 |
12/08/24 |
0.35 |
48,419.593 |
|
37,768.821 |
10,650.772 |
28.20 |
|
22.63 |
| |  |
 |
 |
 |
|
 |
Axa |
4,077.620 |
12/08/24 |
-0.77 |
2,365.902 |
|
1,814.332 |
551.570 |
30.40 |
|
10.64 |
| |  |
 |
 |
 |
|
 |
Beazley |
103,847.471 |
12/08/24 |
1.24 |
46,390.878 |
|
42,727.259 |
3,663.620 |
8.57 |
|
-13.11 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
44,647.112 |
12/08/24 |
-0.30 |
24,171.620 |
|
21,855.326 |
2,316.295 |
10.60 |
|
11.93 |
| |  |
 |
 |
 |
L |
 |
China Life |
472.508 |
12/08/24 |
0.44 |
619.436 |
|
747.917 |
-128.482 |
-17.18 |
|
17.15 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
138.974 |
12/08/24 |
0.58 |
231.891 |
|
258.147 |
-26.256 |
-10.17 |
|
-1.81 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
438.860 |
12/08/24 |
0.22 |
616.712 |
|
536.682 |
80.030 |
14.91 |
|
25.92 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,636.000 |
|
1,662.000 |
-26.000 |
-1.56 |
|
12.49 |
| |  |
 |
 |
 |
|
 |
FBD |
1,626.006 |
12/08/24 |
0.39 |
940.311 |
|
760.617 |
179.694 |
23.62 |
|
12.52 |
| |  |
 |
 |
 |
|
 |
Generali |
2,829.755 |
12/08/24 |
1.35 |
1,815.707 |
|
1,471.063 |
344.644 |
23.43 |
|
10.93 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,282.711 |
12/08/24 |
0.50 |
1,302.066 |
|
1,005.897 |
296.168 |
29.44 |
|
10.55 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,663.088 |
12/08/24 |
5.23 |
16,587.785 |
|
15,732.633 |
855.152 |
5.44 |
|
-4.20 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,000.673 |
12/08/24 |
0.01 |
969.261 |
|
819.769 |
149.492 |
18.24 |
|
21.04 |
| |  |
 |
 |
 |
|
 |
Hiscox |
168,681.206 |
12/08/24 |
1.89 |
135,796.174 |
|
117,172.131 |
18,624.043 |
15.89 |
|
11.03 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
572.810 |
12/08/24 |
0.56 |
398.407 |
|
368.941 |
29.466 |
7.99 |
|
-0.41 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
32,005.450 |
12/08/24 |
0.53 |
36,346.615 |
|
26,718.196 |
9,628.419 |
36.04 |
|
21.24 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
23,970.372 |
12/08/24 |
-2.02 |
18,060.508 |
|
17,624.519 |
435.990 |
2.47 |
|
29.99 |
| |
|
instrument |
freshest |
⇓ Δday |
25/01/21 |
⇓ Δwk |
26/10/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
531.918 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,796.517 |
12/08/24 |
-0.35 |
1,952.347 |
|
1,485.834 |
466.514 |
31.40 |
|
27.23 |
| |  |
 |
 |
 |
|
 |
Mapfre |
268.984 |
12/08/24 |
|
190.961 |
|
165.998 |
24.963 |
15.04 |
|
-3.40 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
310.405 |
12/08/24 |
0.52 |
236.004 |
|
200.901 |
35.103 |
17.47 |
|
14.03 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,245.988 |
12/08/24 |
-0.40 |
5,250.100 |
|
4,128.077 |
1,122.023 |
27.18 |
|
27.02 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
35,028.673 |
12/08/24 |
-0.15 |
23,324.094 |
|
21,492.625 |
1,831.469 |
8.52 |
|
27.45 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,037.330 |
|
993.170 |
44.160 |
4.45 |
|
1.81 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
55,359.842 |
12/08/24 |
1.01 |
28,146.295 |
|
25,667.729 |
2,478.566 |
9.66 |
|
4.10 |
| |  |
 |
 |
 |
|
 |
NN |
5,629.259 |
12/08/24 |
0.74 |
4,400.301 |
|
3,934.397 |
465.904 |
11.84 |
|
19.98 |
| |  |
 |
 |
 |
|
 |
Phoenix |
76,325.054 |
12/08/24 |
0.47 |
98,030.878 |
|
93,841.518 |
4,189.360 |
4.46 |
|
8.06 |
| |  |
 |
 |
 |
L |
 |
Ping An |
450.527 |
12/08/24 |
0.45 |
1,317.440 |
|
1,168.292 |
149.148 |
12.77 |
|
14.76 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
650.840 |
12/08/24 |
0.02 |
1,360.003 |
|
1,284.287 |
75.716 |
5.90 |
|
12.66 |
| |  |
 |
 |
 |
|
 |
Prudential |
90,143.010 |
12/08/24 |
0.41 |
192,515.052 |
|
144,177.179 |
48,337.873 |
33.53 |
|
21.27 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,295.223 |
12/08/24 |
0.87 |
671.212 |
|
661.704 |
9.508 |
1.44 |
|
-2.82 |
| |  |
 |
 |
 |
|
 |
Quálitas |
849.781 |
12/08/24 |
-2.49 |
575.719 |
|
422.475 |
153.244 |
36.27 |
|
33.65 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,103.643 |
12/08/24 |
0.40 |
4,482.231 |
|
4,254.005 |
228.226 |
5.36 |
|
13.39 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
33,370.919 |
12/08/24 |
1.00 |
16,944.331 |
|
17,916.575 |
-972.244 |
-5.43 |
|
1.21 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,443.925 |
12/08/24 |
-0.33 |
7,389.611 |
|
6,064.784 |
1,324.827 |
21.84 |
|
46.91 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,428.852 |
12/08/24 |
-1.17 |
1,229.170 |
|
1,103.391 |
125.779 |
11.40 |
|
6.44 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,159.185 |
12/08/24 |
1.06 |
3,254.534 |
|
2,859.127 |
395.406 |
13.83 |
|
7.20 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,407.670 |
|
1,339.670 |
68.000 |
5.08 |
|
12.10 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,287.607 |
12/08/24 |
0.38 |
815.079 |
|
610.429 |
204.650 |
33.53 |
|
37.67 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,373.029 |
12/08/24 |
-0.11 |
4,927.314 |
|
4,313.045 |
614.269 |
14.24 |
|
17.81 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
76,224.246 |
12/08/24 |
0.62 |
48,805.957 |
|
38,192.171 |
10,613.785 |
27.79 |
|
17.04 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,154.740 |
12/08/24 |
0.10 |
9,356.813 |
|
7,686.969 |
1,669.844 |
21.72 |
|
8.37 |
| |
|
instrument |
freshest |
⇓ Δday |
25/01/21 |
⇓ Δwk |
26/10/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,382.126 |
12/08/24 |
1.92 |
3,957.876 |
|
3,272.883 |
684.993 |
20.93 |
|
1.36 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
21,756.637 |
12/08/24 |
-1.29 |
15,182.861 |
|
12,740.641 |
2,442.219 |
19.17 |
|
22.52 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,517.910 |
12/08/24 |
0.61 |
3,429.509 |
|
3,061.886 |
367.623 |
12.01 |
|
11.60 |
| |  |
 |
 |
 |
|
 |
Uniqa |
968.041 |
12/08/24 |
0.26 |
818.045 |
|
631.783 |
186.262 |
29.48 |
|
8.16 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
58,641.154 |
12/08/24 |
1.17 |
36,080.560 |
|
33,865.324 |
2,215.235 |
6.54 |
|
13.15 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,756.201 |
12/08/24 |
1.36 |
2,672.196 |
|
2,279.374 |
392.823 |
17.23 |
|
11.85 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
54,310.652 |
12/08/24 |
0.85 |
42,261.097 |
|
36,158.337 |
6,102.760 |
16.88 |
|
9.93 |
| |  |
 |
 |
 |
L |
 |
DFV |
781.491 |
12/08/24 |
-0.80 |
2,079.776 |
|
2,157.477 |
-77.701 |
-3.60 |
|
-12.28 |
| Insurances - 56 out of 57 instruments rated - 25/01/21 / 26/10/20 - 51 did rise, Market-Ratio(13) in JPY = 91.07 % |
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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