| | |
| | |
Assessment - Insurances in Japanese yen - 3/05/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
3/05/21 |
⇓ Δwk |
1/02/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,214.732 |
12/08/24 |
0.30 |
30,286.650 |
|
26,744.903 |
3,541.747 |
13.24 |
|
17.70 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
409,409.232 |
12/08/24 |
0.86 |
474,811.522 |
|
419,103.851 |
55,707.671 |
13.29 |
|
26.26 |
| |  |
 |
 |
 |
|
 |
Aegon |
731.848 |
12/08/24 |
0.22 |
513.425 |
|
434.947 |
78.478 |
18.04 |
|
43.76 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,576.360 |
12/08/24 |
0.33 |
6,615.842 |
|
5,444.127 |
1,171.715 |
21.52 |
|
37.35 |
| |  |
 |
 |
 |
L |
 |
AIA |
729.092 |
12/08/24 |
-1.33 |
1,353.526 |
|
1,302.130 |
51.396 |
3.95 |
|
19.59 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,671.322 |
12/08/24 |
|
28,934.442 |
|
23,851.789 |
5,082.653 |
21.31 |
|
25.15 |
| |  |
 |
 |
 |
|
 |
AIG |
7,809.345 |
12/08/24 |
-0.62 |
5,349.091 |
|
3,926.947 |
1,422.144 |
36.21 |
|
45.24 |
| |  |
 |
 |
 |
|
 |
ASR |
5,769.783 |
12/08/24 |
0.46 |
4,821.091 |
|
4,088.480 |
732.611 |
17.92 |
|
27.76 |
| |  |
 |
 |
 |
|
 |
Aviva |
73,475.148 |
12/08/24 |
0.35 |
60,743.705 |
|
48,787.766 |
11,955.939 |
24.51 |
|
42.03 |
| |  |
 |
 |
 |
|
 |
Axa |
4,256.613 |
12/08/24 |
-0.77 |
3,146.078 |
|
2,338.048 |
808.030 |
34.56 |
|
37.61 |
| |  |
 |
 |
 |
|
 |
Beazley |
111,077.672 |
12/08/24 |
1.24 |
50,713.330 |
|
45,571.621 |
5,141.709 |
11.28 |
|
-1.27 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,935.682 |
12/08/24 |
-0.30 |
30,445.651 |
|
24,065.407 |
6,380.244 |
26.51 |
|
33.09 |
| |  |
 |
 |
 |
L |
 |
China Life |
497.098 |
12/08/24 |
0.44 |
557.444 |
|
589.624 |
-32.180 |
-5.46 |
|
-1.30 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
145.818 |
12/08/24 |
0.58 |
217.744 |
|
222.100 |
-4.356 |
-1.96 |
|
-6.80 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
461.699 |
12/08/24 |
0.22 |
554.410 |
|
574.850 |
-20.441 |
-3.56 |
|
4.92 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,965.500 |
|
1,606.000 |
359.500 |
22.38 |
|
24.98 |
| |  |
 |
 |
 |
|
 |
FBD |
1,697.382 |
12/08/24 |
0.39 |
1,031.587 |
|
932.483 |
99.105 |
10.63 |
|
21.69 |
| |  |
 |
 |
 |
|
 |
Generali |
2,953.971 |
12/08/24 |
1.35 |
2,236.860 |
|
1,806.051 |
430.809 |
23.85 |
|
29.67 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,382.914 |
12/08/24 |
0.50 |
1,610.539 |
|
1,299.901 |
310.638 |
23.90 |
|
28.05 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,921.292 |
12/08/24 |
5.23 |
20,421.216 |
|
16,331.114 |
4,090.102 |
25.04 |
|
15.22 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,036.913 |
12/08/24 |
0.01 |
991.817 |
|
1,001.529 |
-9.712 |
-0.97 |
|
13.40 |
| |  |
 |
 |
 |
|
 |
Hiscox |
180,425.344 |
12/08/24 |
1.89 |
123,217.308 |
|
134,963.213 |
-11,745.906 |
-8.70 |
|
2.63 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
606.246 |
12/08/24 |
0.56 |
412.349 |
|
389.149 |
23.200 |
5.96 |
|
5.39 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,233.774 |
12/08/24 |
0.53 |
41,335.461 |
|
35,463.738 |
5,871.723 |
16.56 |
|
28.15 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,199.071 |
12/08/24 |
-2.02 |
21,723.525 |
|
17,144.451 |
4,579.074 |
26.71 |
|
31.53 |
| |
|
instrument |
freshest |
⇓ Δday |
3/05/21 |
⇓ Δwk |
1/02/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
555.268 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,050.677 |
12/08/24 |
-0.35 |
2,400.008 |
|
1,917.305 |
482.703 |
25.18 |
|
42.62 |
| |  |
 |
 |
 |
|
 |
Mapfre |
280.792 |
12/08/24 |
|
236.515 |
|
195.239 |
41.277 |
21.14 |
|
19.59 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
328.525 |
12/08/24 |
0.52 |
259.094 |
|
236.212 |
22.882 |
9.69 |
|
18.42 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,617.411 |
12/08/24 |
-0.40 |
7,003.438 |
|
5,086.561 |
1,916.876 |
37.69 |
|
51.82 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,824.210 |
12/08/24 |
-0.15 |
27,942.865 |
|
22,469.232 |
5,473.633 |
24.36 |
|
32.29 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,031.670 |
|
1,005.000 |
26.670 |
2.65 |
|
1.55 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
57,789.936 |
12/08/24 |
1.01 |
31,842.360 |
|
28,278.547 |
3,563.813 |
12.60 |
|
10.42 |
| |  |
 |
 |
 |
|
 |
NN |
5,876.363 |
12/08/24 |
0.74 |
5,488.202 |
|
4,396.351 |
1,091.851 |
24.84 |
|
32.37 |
| |  |
 |
 |
 |
|
 |
Phoenix |
81,639.054 |
12/08/24 |
0.47 |
107,951.715 |
|
97,977.550 |
9,974.165 |
10.18 |
|
12.23 |
| |  |
 |
 |
 |
L |
 |
Ping An |
472.716 |
12/08/24 |
0.45 |
1,163.878 |
|
1,237.125 |
-73.248 |
-5.92 |
|
-1.72 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
684.710 |
12/08/24 |
0.02 |
1,222.095 |
|
1,286.879 |
-64.784 |
-5.03 |
|
-2.50 |
| |  |
 |
 |
 |
|
 |
Prudential |
96,419.061 |
12/08/24 |
0.41 |
232,853.398 |
|
168,632.228 |
64,221.170 |
38.08 |
|
33.99 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,370.828 |
12/08/24 |
0.87 |
845.866 |
|
646.179 |
199.687 |
30.90 |
|
20.44 |
| |  |
 |
 |
 |
|
 |
Quálitas |
889.390 |
12/08/24 |
-2.49 |
608.763 |
|
562.200 |
46.563 |
8.28 |
|
26.90 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,327.674 |
12/08/24 |
0.40 |
5,194.778 |
|
4,455.898 |
738.880 |
16.58 |
|
21.94 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,534.029 |
12/08/24 |
1.00 |
19,726.772 |
|
16,015.471 |
3,711.301 |
23.17 |
|
15.65 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,738.230 |
12/08/24 |
-0.33 |
8,280.374 |
|
6,669.199 |
1,611.175 |
24.16 |
|
46.26 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,516.816 |
12/08/24 |
-1.17 |
1,415.026 |
|
1,252.897 |
162.129 |
12.94 |
|
18.08 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,253.965 |
12/08/24 |
1.06 |
3,539.502 |
|
3,238.350 |
301.152 |
9.30 |
|
11.71 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,353.330 |
|
1,381.330 |
-28.000 |
-2.03 |
|
3.72 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,396.048 |
12/08/24 |
0.38 |
1,047.036 |
|
817.062 |
229.973 |
28.15 |
|
52.77 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,861.353 |
12/08/24 |
-0.11 |
5,898.687 |
|
4,913.965 |
984.722 |
20.04 |
|
30.51 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
78,071.047 |
12/08/24 |
0.62 |
53,639.430 |
|
48,280.200 |
5,359.229 |
11.10 |
|
21.53 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,449.232 |
12/08/24 |
0.10 |
10,301.739 |
|
9,356.265 |
945.474 |
10.11 |
|
15.99 |
| |
|
instrument |
freshest |
⇓ Δday |
3/05/21 |
⇓ Δwk |
1/02/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,750.070 |
12/08/24 |
1.92 |
4,686.880 |
|
3,945.313 |
741.566 |
18.80 |
|
17.86 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,871.862 |
12/08/24 |
-1.29 |
17,076.741 |
|
14,504.099 |
2,572.642 |
17.74 |
|
28.27 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,629.477 |
12/08/24 |
0.61 |
2,524.191 |
|
3,304.876 |
-780.685 |
-23.62 |
|
-17.21 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,010.534 |
12/08/24 |
0.26 |
894.744 |
|
819.723 |
75.021 |
9.15 |
|
19.73 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,647.045 |
12/08/24 |
1.17 |
44,264.953 |
|
35,050.785 |
9,214.169 |
26.29 |
|
28.32 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,921.084 |
12/08/24 |
1.36 |
2,967.129 |
|
2,704.960 |
262.169 |
9.69 |
|
17.14 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
55,626.519 |
12/08/24 |
0.85 |
45,331.962 |
|
42,600.866 |
2,731.096 |
6.41 |
|
12.96 |
| |  |
 |
 |
 |
L |
 |
DFV |
815.796 |
12/08/24 |
-0.80 |
1,489.486 |
|
2,077.814 |
-588.329 |
-28.31 |
|
-34.18 |
| Insurances - 56 out of 57 instruments rated - 3/05/21 / 1/02/21 - 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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