| | |
| | |
Assessment - Insurances in Japanese yen - 5/07/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
5/07/21 |
⇓ Δwk |
5/04/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,814.027 |
12/08/24 |
0.30 |
30,637.195 |
|
30,950.159 |
-312.964 |
-1.01 |
|
13.21 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
414,515.711 |
12/08/24 |
0.86 |
482,270.132 |
|
468,298.727 |
13,971.406 |
2.98 |
|
18.97 |
| |  |
 |
 |
 |
|
 |
Aegon |
731.892 |
12/08/24 |
0.22 |
472.138 |
|
531.101 |
-58.963 |
-11.10 |
|
20.27 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,576.699 |
12/08/24 |
0.33 |
6,245.166 |
|
6,703.164 |
-457.998 |
-6.83 |
|
17.41 |
| |  |
 |
 |
 |
L |
 |
AIA |
740.969 |
12/08/24 |
-1.33 |
1,381.287 |
|
1,344.277 |
37.010 |
2.75 |
|
14.34 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,673.369 |
12/08/24 |
|
28,153.253 |
|
28,259.458 |
-106.205 |
-0.38 |
|
14.39 |
| |  |
 |
 |
 |
|
 |
AIG |
7,935.105 |
12/08/24 |
-0.62 |
5,324.421 |
|
5,147.679 |
176.742 |
3.43 |
|
32.57 |
| |  |
 |
 |
 |
|
 |
ASR |
5,770.134 |
12/08/24 |
0.46 |
4,423.989 |
|
4,979.233 |
-555.245 |
-11.15 |
|
8.07 |
| |  |
 |
 |
 |
|
 |
Aviva |
74,391.589 |
12/08/24 |
0.35 |
63,913.468 |
|
62,669.614 |
1,243.854 |
1.98 |
|
34.57 |
| |  |
 |
 |
 |
|
 |
Axa |
4,256.872 |
12/08/24 |
-0.77 |
2,882.435 |
|
2,993.135 |
-110.699 |
-3.70 |
|
18.01 |
| |  |
 |
 |
 |
|
 |
Beazley |
112,463.121 |
12/08/24 |
1.24 |
51,791.418 |
|
53,279.129 |
-1,487.711 |
-2.79 |
|
2.01 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,691.521 |
12/08/24 |
-0.30 |
30,941.479 |
|
28,921.698 |
2,019.781 |
6.98 |
|
24.79 |
| |  |
 |
 |
 |
L |
 |
China Life |
505.996 |
12/08/24 |
0.44 |
560.559 |
|
541.466 |
19.092 |
3.53 |
|
-7.50 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
148.194 |
12/08/24 |
0.58 |
218.722 |
|
228.626 |
-9.905 |
-4.33 |
|
-7.15 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
469.963 |
12/08/24 |
0.22 |
485.920 |
|
638.451 |
-152.530 |
-23.89 |
|
-12.28 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,010.000 |
|
2,126.000 |
-116.000 |
-5.46 |
|
18.18 |
| |  |
 |
 |
 |
|
 |
FBD |
1,697.485 |
12/08/24 |
0.39 |
1,184.292 |
|
900.347 |
283.945 |
31.54 |
|
32.86 |
| |  |
 |
 |
 |
|
 |
Generali |
2,954.151 |
12/08/24 |
1.35 |
2,256.076 |
|
2,215.739 |
40.337 |
1.82 |
|
22.77 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,383.059 |
12/08/24 |
0.50 |
1,856.707 |
|
1,647.167 |
209.539 |
12.72 |
|
38.62 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,923.111 |
12/08/24 |
5.23 |
19,073.681 |
|
20,309.859 |
-1,236.178 |
-6.09 |
|
5.76 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,047.836 |
12/08/24 |
0.01 |
1,011.215 |
|
1,024.376 |
-13.161 |
-1.28 |
|
8.56 |
| |  |
 |
 |
 |
|
 |
Hiscox |
182,675.753 |
12/08/24 |
1.89 |
131,237.702 |
|
132,937.401 |
-1,699.699 |
-1.28 |
|
4.90 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
597.953 |
12/08/24 |
0.56 |
422.575 |
|
403.861 |
18.715 |
4.63 |
|
7.45 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,660.765 |
12/08/24 |
0.53 |
40,898.474 |
|
43,429.077 |
-2,530.603 |
-5.83 |
|
18.13 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,604.869 |
12/08/24 |
-2.02 |
21,688.843 |
|
21,331.762 |
357.081 |
1.67 |
|
20.62 |
| |
|
instrument |
freshest |
⇓ Δday |
5/07/21 |
⇓ Δwk |
5/04/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
555.301 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,085.274 |
12/08/24 |
-0.35 |
2,213.270 |
|
2,406.345 |
-193.075 |
-8.02 |
|
20.40 |
| |  |
 |
 |
 |
|
 |
Mapfre |
280.809 |
12/08/24 |
|
238.898 |
|
229.901 |
8.997 |
3.91 |
|
16.63 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
324.030 |
12/08/24 |
0.52 |
262.231 |
|
239.450 |
22.781 |
9.51 |
|
15.14 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,740.079 |
12/08/24 |
-0.40 |
6,695.141 |
|
6,780.622 |
-85.481 |
-1.26 |
|
31.63 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,417.216 |
12/08/24 |
-0.15 |
28,478.173 |
|
26,065.425 |
2,412.748 |
9.26 |
|
26.50 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,102.670 |
|
1,077.000 |
25.670 |
2.38 |
|
7.24 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
57,793.450 |
12/08/24 |
1.01 |
30,883.704 |
|
34,335.501 |
-3,451.798 |
-10.05 |
|
2.49 |
| |  |
 |
 |
 |
|
 |
NN |
5,876.720 |
12/08/24 |
0.74 |
5,374.054 |
|
5,439.815 |
-65.762 |
-1.21 |
|
18.32 |
| |  |
 |
 |
 |
|
 |
Phoenix |
82,657.321 |
12/08/24 |
0.47 |
105,580.132 |
|
109,193.108 |
-3,612.976 |
-3.31 |
|
4.18 |
| |  |
 |
 |
 |
L |
 |
Ping An |
480.416 |
12/08/24 |
0.45 |
1,053.633 |
|
1,327.279 |
-273.646 |
-20.62 |
|
-11.83 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
696.966 |
12/08/24 |
0.02 |
1,062.265 |
|
1,323.547 |
-261.283 |
-19.74 |
|
-16.33 |
| |  |
 |
 |
 |
|
 |
Prudential |
97,621.676 |
12/08/24 |
0.41 |
216,399.325 |
|
237,672.710 |
-21,273.385 |
-8.95 |
|
15.81 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,352.074 |
12/08/24 |
0.87 |
877.721 |
|
824.584 |
53.137 |
6.44 |
|
16.07 |
| |  |
 |
 |
 |
|
 |
Quálitas |
920.415 |
12/08/24 |
-2.49 |
527.588 |
|
605.494 |
-77.906 |
-12.87 |
|
4.41 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,327.998 |
12/08/24 |
0.40 |
5,238.518 |
|
5,026.072 |
212.446 |
4.23 |
|
15.26 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,814.497 |
12/08/24 |
1.00 |
21,507.404 |
|
18,387.918 |
3,119.486 |
16.96 |
|
21.58 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,809.197 |
12/08/24 |
-0.33 |
7,778.020 |
|
7,649.374 |
128.646 |
1.68 |
|
20.93 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,543.327 |
12/08/24 |
-1.17 |
1,506.380 |
|
1,310.297 |
196.083 |
14.96 |
|
19.02 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,254.102 |
12/08/24 |
1.06 |
3,383.127 |
|
3,814.767 |
-431.639 |
-11.31 |
|
2.59 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,422.330 |
|
1,410.330 |
12.000 |
0.85 |
|
5.34 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,372.867 |
12/08/24 |
0.38 |
1,041.307 |
|
1,115.830 |
-74.523 |
-6.68 |
|
35.35 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,927.825 |
12/08/24 |
-0.11 |
5,745.333 |
|
5,647.348 |
97.985 |
1.74 |
|
17.87 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
78,431.841 |
12/08/24 |
0.62 |
55,426.610 |
|
55,487.997 |
-61.387 |
-0.11 |
|
17.56 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,506.764 |
12/08/24 |
0.10 |
10,149.720 |
|
10,998.787 |
-849.067 |
-7.72 |
|
8.23 |
| |
|
instrument |
freshest |
⇓ Δday |
5/07/21 |
⇓ Δwk |
5/04/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,750.602 |
12/08/24 |
1.92 |
4,629.266 |
|
4,707.307 |
-78.042 |
-1.66 |
|
12.87 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,240.184 |
12/08/24 |
-1.29 |
16,757.798 |
|
16,740.142 |
17.656 |
0.11 |
|
17.53 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,629.636 |
12/08/24 |
0.61 |
2,803.943 |
|
2,616.794 |
187.149 |
7.15 |
|
-6.17 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,010.596 |
12/08/24 |
0.26 |
982.962 |
|
841.799 |
141.164 |
16.77 |
|
25.62 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
62,639.791 |
12/08/24 |
1.17 |
45,361.186 |
|
40,760.810 |
4,600.376 |
11.29 |
|
24.26 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,921.322 |
12/08/24 |
1.36 |
3,085.739 |
|
2,946.946 |
138.792 |
4.71 |
|
15.41 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
55,883.588 |
12/08/24 |
0.85 |
44,278.755 |
|
47,841.782 |
-3,563.027 |
-7.45 |
|
5.11 |
| |  |
 |
 |
 |
L |
 |
DFV |
815.846 |
12/08/24 |
-0.80 |
1,742.225 |
|
1,727.834 |
14.391 |
0.83 |
|
-17.78 |
| Insurances - 56 out of 57 instruments rated - 5/07/21 / 5/04/21 - 28 did rise, Market-Ratio(13) in JPY = 50.00 % |
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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