| | |
| | |
Assessment - Insurances in Japanese yen - 12/07/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
12/07/21 |
⇓ Δwk |
12/04/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,643.773 |
12/08/24 |
0.30 |
30,309.298 |
|
30,827.808 |
-518.510 |
-1.68 |
|
11.57 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
413,307.944 |
12/08/24 |
0.86 |
496,949.952 |
|
481,779.001 |
15,170.951 |
3.15 |
|
21.46 |
| |  |
 |
 |
 |
|
 |
Aegon |
727.732 |
12/08/24 |
0.22 |
463.304 |
|
518.679 |
-55.374 |
-10.68 |
|
17.28 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,544.999 |
12/08/24 |
0.33 |
6,144.246 |
|
6,679.339 |
-535.093 |
-8.01 |
|
14.42 |
| |  |
 |
 |
 |
L |
 |
AIA |
737.388 |
12/08/24 |
-1.33 |
1,336.959 |
|
1,354.092 |
-17.133 |
-1.27 |
|
10.14 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,481.956 |
12/08/24 |
|
27,751.164 |
|
28,567.079 |
-815.915 |
-2.86 |
|
12.30 |
| |  |
 |
 |
 |
|
 |
AIG |
7,899.378 |
12/08/24 |
-0.62 |
5,233.159 |
|
5,157.727 |
75.432 |
1.46 |
|
29.14 |
| |  |
 |
 |
 |
|
 |
ASR |
5,737.334 |
12/08/24 |
0.46 |
4,409.308 |
|
4,993.862 |
-584.554 |
-11.71 |
|
7.14 |
| |  |
 |
 |
 |
|
 |
Aviva |
74,174.836 |
12/08/24 |
0.35 |
61,551.939 |
|
61,365.172 |
186.767 |
0.30 |
|
28.34 |
| |  |
 |
 |
 |
|
 |
Axa |
4,232.674 |
12/08/24 |
-0.77 |
2,855.583 |
|
3,086.783 |
-231.200 |
-7.49 |
|
16.46 |
| |  |
 |
 |
 |
|
 |
Beazley |
112,135.439 |
12/08/24 |
1.24 |
54,505.177 |
|
51,816.805 |
2,688.371 |
5.19 |
|
7.57 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,476.794 |
12/08/24 |
-0.30 |
30,899.242 |
|
29,302.582 |
1,596.660 |
5.45 |
|
23.51 |
| |  |
 |
 |
 |
L |
 |
China Life |
502.641 |
12/08/24 |
0.44 |
541.502 |
|
520.507 |
20.995 |
4.03 |
|
-10.65 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
147.478 |
12/08/24 |
0.58 |
195.784 |
|
222.398 |
-26.613 |
-11.97 |
|
-16.51 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
466.847 |
12/08/24 |
0.22 |
467.870 |
|
582.333 |
-114.463 |
-19.66 |
|
-15.43 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,962.000 |
|
1,999.000 |
-37.000 |
-1.85 |
|
14.49 |
| |  |
 |
 |
 |
|
 |
FBD |
1,687.836 |
12/08/24 |
0.39 |
1,112.140 |
|
907.264 |
204.876 |
22.58 |
|
23.99 |
| |  |
 |
 |
 |
|
 |
Generali |
2,937.358 |
12/08/24 |
1.35 |
2,224.934 |
|
2,225.143 |
-0.209 |
-0.01 |
|
20.43 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,369.512 |
12/08/24 |
0.50 |
1,829.143 |
|
1,697.209 |
131.934 |
7.77 |
|
35.63 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,753.016 |
12/08/24 |
5.23 |
19,285.816 |
|
20,485.131 |
-1,199.315 |
-5.85 |
|
6.94 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,039.760 |
12/08/24 |
0.01 |
1,010.896 |
|
1,002.045 |
8.852 |
0.88 |
|
8.14 |
| |  |
 |
 |
 |
|
 |
Hiscox |
182,143.493 |
12/08/24 |
1.89 |
133,459.555 |
|
130,248.742 |
3,210.813 |
2.47 |
|
6.32 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
591.625 |
12/08/24 |
0.56 |
405.709 |
|
402.971 |
2.738 |
0.68 |
|
3.21 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,559.775 |
12/08/24 |
0.53 |
41,070.371 |
|
44,538.995 |
-3,468.624 |
-7.79 |
|
17.90 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,489.586 |
12/08/24 |
-2.02 |
21,573.542 |
|
21,944.400 |
-370.858 |
-1.69 |
|
19.04 |
| |
|
instrument |
freshest |
⇓ Δday |
12/07/21 |
⇓ Δwk |
12/04/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
552.145 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,037.912 |
12/08/24 |
-0.35 |
2,143.888 |
|
2,395.008 |
-251.120 |
-10.49 |
|
15.73 |
| |  |
 |
 |
 |
|
 |
Mapfre |
279.213 |
12/08/24 |
|
230.933 |
|
234.116 |
-3.183 |
-1.36 |
|
12.37 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
320.601 |
12/08/24 |
0.52 |
268.545 |
|
242.784 |
25.761 |
10.61 |
|
17.60 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,705.230 |
12/08/24 |
-0.40 |
6,570.129 |
|
6,852.909 |
-282.780 |
-4.13 |
|
27.89 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,248.749 |
12/08/24 |
-0.15 |
28,428.274 |
|
26,340.936 |
2,087.338 |
7.92 |
|
25.42 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,103.000 |
|
1,073.000 |
30.000 |
2.80 |
|
7.06 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
57,464.928 |
12/08/24 |
1.01 |
30,335.254 |
|
34,582.916 |
-4,247.662 |
-12.28 |
|
0.52 |
| |  |
 |
 |
 |
|
 |
NN |
5,843.314 |
12/08/24 |
0.74 |
5,335.655 |
|
5,508.760 |
-173.105 |
-3.14 |
|
16.71 |
| |  |
 |
 |
 |
|
 |
Phoenix |
82,416.484 |
12/08/24 |
0.47 |
106,222.286 |
|
110,791.126 |
-4,568.840 |
-4.12 |
|
4.42 |
| |  |
 |
 |
 |
L |
 |
Ping An |
478.094 |
12/08/24 |
0.45 |
1,013.730 |
|
1,279.490 |
-265.760 |
-20.77 |
|
-14.95 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
692.345 |
12/08/24 |
0.02 |
1,012.440 |
|
1,289.320 |
-276.880 |
-21.47 |
|
-19.93 |
| |  |
 |
 |
 |
|
 |
Prudential |
97,337.238 |
12/08/24 |
0.41 |
210,866.710 |
|
233,446.285 |
-22,579.575 |
-9.67 |
|
12.33 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,337.766 |
12/08/24 |
0.87 |
880.001 |
|
811.782 |
68.219 |
8.40 |
|
15.90 |
| |  |
 |
 |
 |
|
 |
Quálitas |
916.651 |
12/08/24 |
-2.49 |
518.141 |
|
622.357 |
-104.217 |
-16.75 |
|
2.06 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,297.712 |
12/08/24 |
0.40 |
5,223.133 |
|
5,250.659 |
-27.526 |
-0.52 |
|
14.30 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,162.761 |
12/08/24 |
1.00 |
20,526.567 |
|
18,551.052 |
1,975.515 |
10.65 |
|
15.53 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,644.287 |
12/08/24 |
-0.33 |
7,430.039 |
|
7,400.945 |
29.094 |
0.39 |
|
13.95 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,523.726 |
12/08/24 |
-1.17 |
1,529.703 |
|
1,271.983 |
257.721 |
20.26 |
|
20.45 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,241.289 |
12/08/24 |
1.06 |
3,362.588 |
|
3,831.104 |
-468.516 |
-12.23 |
|
1.73 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,447.000 |
|
1,378.000 |
69.000 |
5.01 |
|
6.91 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,344.903 |
12/08/24 |
0.38 |
1,002.841 |
|
1,077.867 |
-75.026 |
-6.96 |
|
29.02 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,836.827 |
12/08/24 |
-0.11 |
5,685.463 |
|
5,675.829 |
9.634 |
0.17 |
|
15.79 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
78,614.654 |
12/08/24 |
0.62 |
55,133.920 |
|
56,394.047 |
-1,260.127 |
-2.23 |
|
16.25 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,535.915 |
12/08/24 |
0.10 |
10,252.932 |
|
11,122.225 |
-869.293 |
-7.82 |
|
8.99 |
| |
|
instrument |
freshest |
⇓ Δday |
12/07/21 |
⇓ Δwk |
12/04/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,700.860 |
12/08/24 |
1.92 |
4,694.539 |
|
4,778.778 |
-84.238 |
-1.76 |
|
14.28 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,135.547 |
12/08/24 |
-1.29 |
16,997.837 |
|
16,606.218 |
391.619 |
2.36 |
|
18.51 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,614.372 |
12/08/24 |
0.61 |
2,792.945 |
|
2,633.405 |
159.539 |
6.06 |
|
-6.29 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,004.851 |
12/08/24 |
0.26 |
948.590 |
|
877.282 |
71.308 |
8.13 |
|
20.67 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
62,357.762 |
12/08/24 |
1.17 |
45,893.830 |
|
41,152.449 |
4,741.381 |
11.52 |
|
24.95 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,899.032 |
12/08/24 |
1.36 |
3,094.366 |
|
3,011.177 |
83.189 |
2.76 |
|
15.28 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
56,013.845 |
12/08/24 |
0.85 |
44,297.586 |
|
45,599.225 |
-1,301.640 |
-2.85 |
|
4.90 |
| |  |
 |
 |
 |
L |
 |
DFV |
811.208 |
12/08/24 |
-0.80 |
1,753.256 |
|
1,746.744 |
6.512 |
0.37 |
|
-16.37 |
| Insurances - 56 out of 57 instruments rated - 12/07/21 / 12/04/21 - 26 did rise, Market-Ratio(13) in JPY = 46.43 % |
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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