| | |
| | |
Assessment - Insurances in Japanese yen - 29/03/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
29/03/21 |
⇓ Δwk |
28/12/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,439.037 |
12/08/24 |
0.30 |
30,665.800 |
|
26,942.023 |
3,723.777 |
13.82 |
|
22.99 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
408,012.511 |
12/08/24 |
0.86 |
450,809.969 |
|
408,444.301 |
42,365.667 |
10.37 |
|
25.32 |
| |  |
 |
 |
 |
|
 |
Aegon |
718.660 |
12/08/24 |
0.22 |
518.516 |
|
411.817 |
106.699 |
25.91 |
|
54.01 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,475.877 |
12/08/24 |
0.33 |
6,525.055 |
|
5,615.573 |
909.481 |
16.20 |
|
41.89 |
| |  |
 |
 |
 |
L |
 |
AIA |
732.834 |
12/08/24 |
-1.33 |
1,356.944 |
|
1,272.404 |
84.540 |
6.64 |
|
23.25 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,064.583 |
12/08/24 |
|
27,728.251 |
|
25,687.857 |
2,040.395 |
7.94 |
|
24.67 |
| |  |
 |
 |
 |
|
 |
AIG |
7,856.415 |
12/08/24 |
-0.62 |
5,110.345 |
|
3,848.475 |
1,261.870 |
32.79 |
|
48.09 |
| |  |
 |
 |
 |
|
 |
ASR |
5,665.815 |
12/08/24 |
0.46 |
4,875.056 |
|
4,239.891 |
635.165 |
14.98 |
|
37.11 |
| |  |
 |
 |
 |
|
 |
Aviva |
73,224.484 |
12/08/24 |
0.35 |
60,687.702 |
|
45,832.956 |
14,854.746 |
32.41 |
|
49.69 |
| |  |
 |
 |
 |
|
 |
Axa |
4,179.911 |
12/08/24 |
-0.77 |
2,927.230 |
|
2,501.333 |
425.897 |
17.03 |
|
34.56 |
| |  |
 |
 |
 |
|
 |
Beazley |
110,698.724 |
12/08/24 |
1.24 |
52,687.753 |
|
51,897.439 |
790.315 |
1.52 |
|
3.03 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,218.578 |
12/08/24 |
-0.30 |
28,395.438 |
|
23,712.710 |
4,682.728 |
19.75 |
|
28.28 |
| |  |
 |
 |
 |
L |
 |
China Life |
492.723 |
12/08/24 |
0.44 |
536.498 |
|
594.323 |
-57.825 |
-9.73 |
|
-2.34 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
146.567 |
12/08/24 |
0.58 |
228.181 |
|
227.693 |
0.488 |
0.21 |
|
-2.13 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
457.636 |
12/08/24 |
0.22 |
646.271 |
|
576.048 |
70.222 |
12.19 |
|
26.18 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,969.500 |
|
1,538.000 |
431.500 |
28.06 |
|
30.15 |
| |  |
 |
 |
 |
|
 |
FBD |
1,666.796 |
12/08/24 |
0.39 |
873.453 |
|
950.933 |
-77.480 |
-8.15 |
|
5.27 |
| |  |
 |
 |
 |
|
 |
Generali |
2,900.742 |
12/08/24 |
1.35 |
2,204.306 |
|
1,821.353 |
382.953 |
21.03 |
|
32.54 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,339.975 |
12/08/24 |
0.50 |
1,622.865 |
|
1,316.091 |
306.774 |
23.31 |
|
34.65 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,382.127 |
12/08/24 |
5.23 |
20,040.316 |
|
16,736.412 |
3,303.904 |
19.74 |
|
15.73 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,059.001 |
12/08/24 |
0.01 |
1,036.840 |
|
957.018 |
79.822 |
8.34 |
|
23.66 |
| |  |
 |
 |
 |
|
 |
Hiscox |
179,809.813 |
12/08/24 |
1.89 |
124,944.380 |
|
139,734.622 |
-14,790.243 |
-10.58 |
|
5.22 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
600.527 |
12/08/24 |
0.56 |
395.878 |
|
379.100 |
16.778 |
4.43 |
|
0.74 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,116.984 |
12/08/24 |
0.53 |
41,708.618 |
|
37,225.303 |
4,483.314 |
12.04 |
|
35.06 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,350.953 |
12/08/24 |
-2.02 |
20,693.715 |
|
16,822.413 |
3,871.302 |
23.01 |
|
35.72 |
| |
|
instrument |
freshest |
⇓ Δday |
29/03/21 |
⇓ Δwk |
28/12/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
545.262 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,992.471 |
12/08/24 |
-0.35 |
2,349.857 |
|
1,811.900 |
537.957 |
29.69 |
|
47.51 |
| |  |
 |
 |
 |
|
 |
Mapfre |
275.732 |
12/08/24 |
|
231.930 |
|
205.528 |
26.402 |
12.85 |
|
19.23 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
325.425 |
12/08/24 |
0.52 |
237.359 |
|
235.168 |
2.191 |
0.93 |
|
11.55 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,663.323 |
12/08/24 |
-0.40 |
6,600.222 |
|
4,801.510 |
1,798.713 |
37.46 |
|
51.68 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,046.161 |
12/08/24 |
-0.15 |
25,593.415 |
|
21,440.168 |
4,153.247 |
19.37 |
|
26.76 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,127.000 |
|
1,027.330 |
99.670 |
9.70 |
|
11.58 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
56,748.593 |
12/08/24 |
1.01 |
33,620.182 |
|
30,822.892 |
2,797.290 |
9.08 |
|
21.40 |
| |  |
 |
 |
 |
|
 |
NN |
5,770.474 |
12/08/24 |
0.74 |
5,331.163 |
|
4,582.227 |
748.937 |
16.34 |
|
37.11 |
| |  |
 |
 |
 |
|
 |
Phoenix |
81,360.538 |
12/08/24 |
0.47 |
110,698.724 |
|
100,273.565 |
10,425.159 |
10.40 |
|
19.36 |
| |  |
 |
 |
 |
L |
 |
Ping An |
475.142 |
12/08/24 |
0.45 |
1,323.055 |
|
1,246.286 |
76.770 |
6.16 |
|
13.63 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
678.684 |
12/08/24 |
0.02 |
1,322.114 |
|
1,344.695 |
-22.581 |
-1.68 |
|
7.39 |
| |  |
 |
 |
 |
|
 |
Prudential |
96,090.122 |
12/08/24 |
0.41 |
233,420.056 |
|
189,060.944 |
44,359.112 |
23.46 |
|
41.01 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,357.896 |
12/08/24 |
0.87 |
801.821 |
|
696.853 |
104.969 |
15.06 |
|
17.89 |
| |  |
 |
 |
 |
|
 |
Quálitas |
878.337 |
12/08/24 |
-2.49 |
599.065 |
|
554.067 |
44.998 |
8.12 |
|
32.78 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,231.672 |
12/08/24 |
0.40 |
4,949.997 |
|
4,393.308 |
556.689 |
12.67 |
|
22.21 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,354.300 |
12/08/24 |
1.00 |
18,122.015 |
|
18,562.171 |
-440.157 |
-2.37 |
|
8.09 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,692.752 |
12/08/24 |
-0.33 |
7,355.406 |
|
7,708.983 |
-353.578 |
-4.59 |
|
38.18 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,570.428 |
12/08/24 |
-1.17 |
1,314.838 |
|
1,271.394 |
43.444 |
3.42 |
|
12.94 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,213.350 |
12/08/24 |
1.06 |
3,915.033 |
|
3,352.354 |
562.679 |
16.78 |
|
28.18 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,474.330 |
|
1,385.670 |
88.660 |
6.40 |
|
15.05 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,364.431 |
12/08/24 |
0.38 |
1,088.198 |
|
759.516 |
328.682 |
43.28 |
|
72.79 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,749.520 |
12/08/24 |
-0.11 |
5,573.390 |
|
4,534.594 |
1,038.795 |
22.91 |
|
29.24 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
76,301.905 |
12/08/24 |
0.62 |
54,506.374 |
|
48,114.504 |
6,391.870 |
13.28 |
|
28.28 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,167.124 |
12/08/24 |
0.10 |
11,025.286 |
|
9,718.593 |
1,306.693 |
13.45 |
|
27.14 |
| |
|
instrument |
freshest |
⇓ Δday |
29/03/21 |
⇓ Δwk |
28/12/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,592.399 |
12/08/24 |
1.92 |
4,677.366 |
|
4,016.739 |
660.627 |
16.45 |
|
20.34 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,009.718 |
12/08/24 |
-1.29 |
16,879.059 |
|
14,450.208 |
2,428.851 |
16.81 |
|
31.78 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,581.886 |
12/08/24 |
0.61 |
2,588.836 |
|
3,241.040 |
-652.204 |
-20.12 |
|
-15.77 |
| |  |
 |
 |
 |
|
 |
Uniqa |
992.325 |
12/08/24 |
0.26 |
834.690 |
|
817.802 |
16.888 |
2.07 |
|
12.65 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
62,018.611 |
12/08/24 |
1.17 |
41,587.105 |
|
35,915.292 |
5,671.813 |
15.79 |
|
24.86 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,850.428 |
12/08/24 |
1.36 |
2,913.663 |
|
2,618.234 |
295.429 |
11.28 |
|
19.15 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
54,365.985 |
12/08/24 |
0.85 |
47,428.384 |
|
43,761.676 |
3,666.708 |
8.38 |
|
21.44 |
| |  |
 |
 |
 |
L |
 |
DFV |
801.096 |
12/08/24 |
-0.80 |
1,731.401 |
|
2,878.156 |
-1,146.755 |
-39.84 |
|
-25.57 |
| Insurances - 56 out of 57 instruments rated - 29/03/21 / 28/12/20 - 48 did rise, Market-Ratio(13) in JPY = 85.71 % |
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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