| | |
| | |
Assessment - Insurances in Dollar - 25/10/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
25/10/21 |
⇓ Δwk |
26/07/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
12/08/24 |
0.30 |
289.126 |
|
272.266 |
16.860 |
6.19 |
|
6.97 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,713.896 |
12/08/24 |
0.86 |
4,173.659 |
|
4,600.729 |
-427.070 |
-9.28 |
|
-1.30 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.458 |
12/08/24 |
0.22 |
5.264 |
|
4.295 |
0.969 |
22.56 |
|
21.32 |
| |  |
 |
 |
 |
|
 |
Ageas |
49.205 |
12/08/24 |
0.33 |
49.042 |
|
53.728 |
-4.685 |
-8.72 |
|
-8.78 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.678 |
12/08/24 |
-1.33 |
11.703 |
|
11.941 |
-0.238 |
-1.99 |
|
-2.95 |
| |  |
 |
 |
 |
|
 |
Allianz |
297.110 |
12/08/24 |
|
230.420 |
|
249.497 |
-19.077 |
-7.65 |
|
-4.25 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
12/08/24 |
-0.62 |
59.640 |
|
47.710 |
11.930 |
25.01 |
|
31.27 |
| |  |
 |
 |
 |
|
 |
ASR |
50.912 |
12/08/24 |
0.46 |
47.138 |
|
41.061 |
6.077 |
14.80 |
|
13.37 |
| |  |
 |
 |
 |
|
 |
Aviva |
666.519 |
12/08/24 |
0.35 |
546.210 |
|
539.887 |
6.323 |
1.17 |
|
7.17 |
| |  |
 |
 |
 |
|
 |
Axa |
37.560 |
12/08/24 |
-0.77 |
27.784 |
|
25.877 |
1.906 |
7.37 |
|
9.61 |
| |  |
 |
 |
 |
|
 |
Beazley |
1,007.625 |
12/08/24 |
1.24 |
509.594 |
|
543.345 |
-33.751 |
-6.21 |
|
5.59 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
12/08/24 |
-0.30 |
290.260 |
|
278.800 |
11.460 |
4.11 |
|
12.80 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.620 |
12/08/24 |
0.44 |
5.128 |
|
4.545 |
0.583 |
12.82 |
|
-1.95 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.336 |
12/08/24 |
0.58 |
1.827 |
|
1.687 |
0.140 |
8.29 |
|
-7.88 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
4.291 |
12/08/24 |
0.22 |
4.622 |
|
4.243 |
0.379 |
8.94 |
|
-8.92 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
33.451 |
9/08/24 |
3.15 |
21.224 |
|
17.894 |
3.331 |
18.61 |
|
17.91 |
| |  |
 |
 |
 |
|
 |
FBD |
14.977 |
12/08/24 |
0.39 |
9.219 |
|
9.382 |
-0.163 |
-1.74 |
|
1.94 |
| |  |
 |
 |
 |
|
 |
Generali |
26.065 |
12/08/24 |
1.35 |
21.700 |
|
19.904 |
1.796 |
9.02 |
|
13.62 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
21.026 |
12/08/24 |
0.50 |
16.104 |
|
16.708 |
-0.604 |
-3.62 |
|
12.26 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
264.020 |
12/08/24 |
5.23 |
179.207 |
|
169.029 |
10.177 |
6.02 |
|
3.62 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.363 |
12/08/24 |
0.01 |
9.107 |
|
8.919 |
0.188 |
2.11 |
|
-1.24 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,636.702 |
12/08/24 |
1.89 |
1,108.663 |
|
1,235.530 |
-126.867 |
-10.27 |
|
-9.74 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
5.365 |
12/08/24 |
0.56 |
3.776 |
|
3.707 |
0.070 |
1.88 |
|
0.42 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
310.547 |
12/08/24 |
0.53 |
388.596 |
|
367.533 |
21.064 |
5.73 |
|
7.07 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
12/08/24 |
-2.02 |
231.820 |
|
197.740 |
34.080 |
17.23 |
|
26.90 |
| |
|
instrument |
freshest |
⇓ Δday |
25/10/21 |
⇓ Δwk |
26/07/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.900 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
27.695 |
12/08/24 |
-0.35 |
20.271 |
|
19.153 |
1.118 |
5.84 |
|
5.58 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.478 |
12/08/24 |
|
2.140 |
|
2.114 |
0.026 |
1.25 |
|
4.84 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.907 |
12/08/24 |
0.52 |
2.600 |
|
2.451 |
0.149 |
6.06 |
|
12.29 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
12/08/24 |
-0.40 |
65.640 |
|
58.050 |
7.590 |
13.07 |
|
17.51 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
12/08/24 |
-0.15 |
297.600 |
|
257.830 |
39.770 |
15.42 |
|
25.37 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
26.502 |
9/08/24 |
-0.50 |
10.748 |
|
10.191 |
0.557 |
5.47 |
|
5.57 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
509.929 |
12/08/24 |
1.01 |
286.661 |
|
270.352 |
16.308 |
6.03 |
|
0.18 |
| |  |
 |
 |
 |
|
 |
NN |
51.852 |
12/08/24 |
0.74 |
53.408 |
|
49.415 |
3.993 |
8.08 |
|
13.66 |
| |  |
 |
 |
 |
|
 |
Phoenix |
740.577 |
12/08/24 |
0.47 |
907.413 |
|
951.408 |
-43.995 |
-4.62 |
|
-5.37 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.330 |
12/08/24 |
0.45 |
7.933 |
|
8.707 |
-0.774 |
-8.89 |
|
-21.64 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
6.364 |
12/08/24 |
0.02 |
8.336 |
|
8.411 |
-0.075 |
-0.89 |
|
-21.15 |
| |  |
 |
 |
 |
|
 |
Prudential |
874.651 |
12/08/24 |
0.41 |
2,015.250 |
|
1,890.227 |
125.022 |
6.61 |
|
5.56 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
12.131 |
12/08/24 |
0.87 |
8.932 |
|
7.960 |
0.972 |
12.21 |
|
18.18 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.160 |
12/08/24 |
-2.49 |
4.990 |
|
4.738 |
0.252 |
5.31 |
|
-1.17 |
| |  |
 |
 |
 |
|
 |
Sampo |
47.011 |
12/08/24 |
0.40 |
53.895 |
|
48.446 |
5.449 |
11.25 |
|
17.01 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
303.800 |
12/08/24 |
1.00 |
212.532 |
|
186.351 |
26.181 |
14.05 |
|
19.19 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
76.871 |
12/08/24 |
-0.33 |
60.332 |
|
65.592 |
-5.260 |
-8.02 |
|
-10.36 |
| |  |
 |
 |
 |
|
 |
SBI Life |
22.726 |
12/08/24 |
-1.17 |
15.058 |
|
14.481 |
0.577 |
3.98 |
|
15.96 |
| |  |
 |
 |
 |
S |
 |
Scor |
19.889 |
12/08/24 |
1.06 |
28.713 |
|
29.245 |
-0.532 |
-1.82 |
|
-9.64 |
| |  |
 |
 |
 |
|
 |
Sompo |
26.022 |
9/08/24 |
0.02 |
14.261 |
|
13.634 |
0.627 |
4.60 |
|
6.20 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
12.684 |
12/08/24 |
0.38 |
10.729 |
|
8.694 |
2.035 |
23.40 |
|
25.82 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
53.211 |
12/08/24 |
-0.11 |
57.093 |
|
51.078 |
6.015 |
11.78 |
|
15.06 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
709.269 |
12/08/24 |
0.62 |
531.245 |
|
512.494 |
18.752 |
3.66 |
|
9.44 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
113.100 |
12/08/24 |
0.10 |
88.914 |
|
91.525 |
-2.611 |
-2.85 |
|
-3.28 |
| |
|
instrument |
freshest |
⇓ Δday |
25/10/21 |
⇓ Δwk |
26/07/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
77.209 |
12/08/24 |
1.92 |
46.674 |
|
42.632 |
4.041 |
9.48 |
|
14.01 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
12/08/24 |
-1.29 |
161.580 |
|
148.820 |
12.760 |
8.57 |
|
9.30 |
| |  |
 |
 |
 |
|
 |
Tryg |
23.193 |
12/08/24 |
0.61 |
24.059 |
|
24.722 |
-0.663 |
-2.68 |
|
-7.85 |
| |  |
 |
 |
 |
|
 |
Uniqa |
8.917 |
12/08/24 |
0.26 |
9.358 |
|
8.508 |
0.850 |
10.00 |
|
14.71 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
12/08/24 |
1.17 |
449.490 |
|
413.540 |
35.950 |
8.69 |
|
19.79 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
34.599 |
12/08/24 |
1.36 |
29.432 |
|
27.413 |
2.019 |
7.37 |
|
9.74 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
505.363 |
12/08/24 |
0.85 |
432.826 |
|
402.869 |
29.957 |
7.44 |
|
4.88 |
| |  |
 |
 |
 |
L |
 |
DFV |
7.198 |
12/08/24 |
-0.80 |
13.886 |
|
15.361 |
-1.475 |
-9.60 |
|
-18.48 |
| Insurances - 56 out of 57 instruments rated - 25/10/21 / 26/07/21 - 40 did rise, Market-Ratio(13) in USD = 71.43 % |
Technical Chart
Transactions Insurances in Dollar * 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 |
3,646 |
|
2.742 |
2.907 |
2.577 |
-0.165 |
-6 |
9,398 |
-80 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
5,479 |
|
1.715 |
4.817 |
|
3.102 |
181 |
26,394 |
111 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
2,976 |
|
8.868 |
8.537 |
9.212 |
0.344 |
4 |
27,417 |
14 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
3,487 |
|
7.861 |
7.613 |
|
-0.248 |
-3 |
26,551 |
-15 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
50 |
|
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
555,751 |
19,767 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
43,996 |
|
12.632 |
20.007 |
|
7.375 |
58 |
880,238 |
40 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
61,406 |
|
14.335 |
13.454 |
15.273 |
0.939 |
7 |
937,883 |
39 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
40,882 |
|
22.941 |
27.114 |
|
4.173 |
18 |
1,108,492 |
22 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
119,860 |
|
9.248 |
5.004 |
17.093 |
7.845 |
85 |
2,048,796 |
396 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
324,792 |
|
6.308 |
19.911 |
|
13.603 |
216 |
6,466,987 |
35 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
1,031,134 |
|
6.272 |
7.126 |
5.418 |
-0.854 |
-14 |
5,586,273 |
-44 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
161,510 |
|
34.588 |
33.719 |
|
-0.869 |
-3 |
5,445,931 |
-14 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,001,746 |
|
5.436 |
5.124 |
5.768 |
0.332 |
6 |
5,778,176 |
29 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,437,201 |
|
2.371 |
2.171 |
|
-0.200 |
-8 |
5,290,107 |
-37 |
|
| short |
27/06/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,515,899 |
|
3.490 |
3.651 |
3.329 |
-0.161 |
-5 |
5,046,278 |
-34 |
|
| long |
8/08/16 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
174,306 |
|
28.951 |
24.723 |
|
-4.228 |
-15 |
4,309,292 |
-6 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
2,542,717 |
|
1.695 |
1.677 |
1.713 |
0.018 |
1 |
4,354,404 |
9 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
31,987 |
|
136.130 |
127.320 |
|
-8.810 |
-6 |
4,072,599 |
-6 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
3006,062,565 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-4 |
3,907,881 |
-14 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
196,547 |
|
19.883 |
12.312 |
|
-7.570 |
-38 |
2,419,938 |
-22 |
|
| short |
9/05/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
222,338 |
|
10.884 |
13.335 |
8.433 |
-2.451 |
-23 |
1,874,964 |
-96 |
|
| long |
6/06/22 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
12,316,432 |
|
0.152 |
0.142 |
|
-0.010 |
-7 |
1,750,899 |
-45 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
84,072 |
|
20.826 |
26.602 |
15.050 |
-5.776 |
-28 |
1,265,274 |
-88 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,621 |
|
349.360 |
337.670 |
|
-11.690 |
-3 |
1,222,944 |
-2 |
|
| accum | 7/08/06 |
12/08/24 | 7387 |
days out of 7604 invested (97%) |
12,129 |
1,222,944 |
27 |
|
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 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 2.74 | 2.91 | 2.58 | -0.17 | -6.02 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 7.86 | 7.61 | | -0.25 | -3.16 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 6.31 | 19.91 | | 13.60 | 215.65 | | | 187.28 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 1.72 | 4.82 | | 3.10 | 180.84 | | | 180.84 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 14.33 | 13.45 | 15.27 | 0.94 | 6.55 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 9.25 | 5.00 | 17.09 | 7.85 | 84.83 | | | 96.93 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 12.63 | 20.01 | | 7.38 | 58.39 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 22.94 | 27.11 | | 4.17 | 18.19 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 28.95 | 24.72 | | -4.23 | -14.60 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 20.83 | 26.60 | 15.05 | -5.78 | -27.74 | | | 15.52 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 8.87 | 8.54 | 9.21 | 0.34 | 3.88 | | | 3.88 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 5.44 | 5.12 | 5.77 | 0.33 | 6.10 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 3.49 | 3.65 | 3.33 | -0.16 | -4.61 | | | 1.21 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 1.69 | 1.68 | 1.71 | 0.02 | 1.05 | | | 1.05 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 34.59 | 33.72 | | -0.87 | -2.51 | | | -2.51 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -4.04 | | | -4.04 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 0.15 | 0.14 | | -0.01 | -6.62 | | | -6.62 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 2.37 | 2.17 | | -0.20 | -8.45 | | | -8.45 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 349.36 | 337.67 | | -11.69 | -3.35 | | | -9.60 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 6.27 | 7.13 | 5.42 | -0.85 | -13.62 | | | -13.62 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 10.88 | 13.34 | 8.43 | -2.45 | -22.52 | | | -22.52 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 19.88 | 12.31 | | -7.57 | -38.08 | | | -38.08 |
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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