| | |
| | |
Assessment - Insurances in Japanese yen - 2/05/22 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
2/05/22 |
⇓ Δwk |
31/01/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
44,413.283 |
12/08/24 |
0.30 |
35,917.063 |
|
33,814.731 |
2,102.332 |
6.22 |
|
11.99 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
438,159.552 |
12/08/24 |
0.86 |
409,901.671 |
|
486,310.912 |
-76,409.240 |
-15.71 |
|
-12.53 |
| |  |
 |
 |
 |
|
 |
Aegon |
759.747 |
12/08/24 |
0.22 |
660.988 |
|
645.139 |
15.849 |
2.46 |
|
20.24 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,788.938 |
12/08/24 |
0.33 |
6,135.892 |
|
5,500.797 |
635.096 |
11.55 |
|
4.20 |
| |  |
 |
 |
 |
L |
 |
AIA |
860.958 |
12/08/24 |
-1.33 |
1,289.778 |
|
1,190.770 |
99.008 |
8.31 |
|
1.03 |
| |  |
 |
 |
 |
|
 |
Allianz |
34,954.916 |
12/08/24 |
|
29,368.140 |
|
29,363.844 |
4.296 |
0.01 |
|
8.22 |
| |  |
 |
 |
 |
|
 |
AIG |
9,319.929 |
12/08/24 |
-0.62 |
7,686.567 |
|
6,646.542 |
1,040.024 |
15.65 |
|
23.11 |
| |  |
 |
 |
 |
|
 |
ASR |
5,989.735 |
12/08/24 |
0.46 |
5,861.334 |
|
5,319.977 |
541.358 |
10.18 |
|
16.68 |
| |  |
 |
 |
 |
|
 |
Aviva |
78,634.861 |
12/08/24 |
0.35 |
70,368.619 |
|
67,161.641 |
3,206.978 |
4.78 |
|
11.30 |
| |  |
 |
 |
 |
|
 |
Axa |
4,418.881 |
12/08/24 |
-0.77 |
3,440.170 |
|
3,610.584 |
-170.414 |
-4.72 |
|
7.92 |
| |  |
 |
 |
 |
|
 |
Beazley |
118,877.981 |
12/08/24 |
1.24 |
70,514.780 |
|
75,947.410 |
-5,432.630 |
-7.15 |
|
16.69 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
56,014.585 |
12/08/24 |
-0.30 |
41,411.930 |
|
36,025.987 |
5,385.944 |
14.95 |
|
23.48 |
| |  |
 |
 |
 |
L |
 |
China Life |
580.970 |
12/08/24 |
0.44 |
501.380 |
|
498.846 |
2.534 |
0.51 |
|
-5.46 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
172.192 |
12/08/24 |
0.58 |
191.103 |
|
201.095 |
-9.992 |
-4.97 |
|
-3.20 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
539.599 |
12/08/24 |
0.22 |
409.772 |
|
475.316 |
-65.543 |
-13.79 |
|
-16.03 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,626.000 |
|
2,571.500 |
54.500 |
2.12 |
|
13.13 |
| |  |
 |
 |
 |
|
 |
FBD |
1,762.088 |
12/08/24 |
0.39 |
1,360.496 |
|
1,330.317 |
30.179 |
2.27 |
|
22.54 |
| |  |
 |
 |
 |
|
 |
Generali |
3,066.580 |
12/08/24 |
1.35 |
2,451.898 |
|
2,399.737 |
52.161 |
2.17 |
|
4.55 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,473.754 |
12/08/24 |
0.50 |
1,554.462 |
|
1,577.007 |
-22.544 |
-1.43 |
|
-7.99 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
31,061.930 |
12/08/24 |
5.23 |
19,922.527 |
|
22,989.946 |
-3,067.419 |
-13.34 |
|
-1.31 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,192.870 |
12/08/24 |
0.01 |
984.676 |
|
960.504 |
24.173 |
2.52 |
|
0.24 |
| |  |
 |
 |
 |
|
 |
Hiscox |
193,095.518 |
12/08/24 |
1.89 |
153,729.367 |
|
150,162.415 |
3,566.952 |
2.38 |
|
13.71 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
655.914 |
12/08/24 |
0.56 |
414.985 |
|
344.707 |
70.278 |
20.39 |
|
4.78 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
36,637.804 |
12/08/24 |
0.53 |
40,941.447 |
|
44,454.757 |
-3,513.310 |
-7.90 |
|
-4.22 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
30,073.399 |
12/08/24 |
-2.02 |
26,438.353 |
|
27,317.002 |
-878.649 |
-3.22 |
|
9.08 |
| |
|
instrument |
freshest |
⇓ Δday |
2/05/22 |
⇓ Δwk |
31/01/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
576.435 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,461.599 |
12/08/24 |
-0.35 |
2,523.578 |
|
2,399.653 |
123.925 |
5.16 |
|
11.55 |
| |  |
 |
 |
 |
|
 |
Mapfre |
291.496 |
12/08/24 |
|
235.082 |
|
248.175 |
-13.093 |
-5.28 |
|
-2.26 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
355.440 |
12/08/24 |
0.52 |
291.314 |
|
251.213 |
40.101 |
15.96 |
|
6.02 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,090.868 |
12/08/24 |
-0.40 |
8,608.017 |
|
7,718.046 |
889.972 |
11.53 |
|
19.24 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
43,947.222 |
12/08/24 |
-0.15 |
39,883.988 |
|
33,431.821 |
6,452.167 |
19.30 |
|
24.49 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,293.670 |
|
1,308.670 |
-15.000 |
-1.15 |
|
7.32 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
59,992.963 |
12/08/24 |
1.01 |
30,570.185 |
|
36,041.261 |
-5,471.076 |
-15.18 |
|
-4.43 |
| |  |
 |
 |
 |
|
 |
NN |
6,100.377 |
12/08/24 |
0.74 |
6,354.446 |
|
6,403.604 |
-49.158 |
-0.77 |
|
9.03 |
| |  |
 |
 |
 |
|
 |
Phoenix |
87,372.068 |
12/08/24 |
0.47 |
98,902.582 |
|
102,119.104 |
-3,216.522 |
-3.15 |
|
-2.78 |
| |  |
 |
 |
 |
L |
 |
Ping An |
558.212 |
12/08/24 |
0.45 |
852.663 |
|
899.168 |
-46.505 |
-5.17 |
|
-6.47 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
800.238 |
12/08/24 |
0.02 |
877.858 |
|
904.475 |
-26.617 |
-2.94 |
|
-7.51 |
| |  |
 |
 |
 |
|
 |
Prudential |
103,189.985 |
12/08/24 |
0.41 |
164,025.629 |
|
191,105.958 |
-27,080.329 |
-14.17 |
|
-19.46 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,483.136 |
12/08/24 |
0.87 |
1,102.046 |
|
904.856 |
197.190 |
21.79 |
|
15.45 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,046.443 |
12/08/24 |
-2.49 |
696.126 |
|
621.847 |
74.279 |
11.94 |
|
22.54 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,530.772 |
12/08/24 |
0.40 |
6,316.199 |
|
5,663.534 |
652.665 |
11.52 |
|
13.10 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,359.271 |
12/08/24 |
1.00 |
21,128.378 |
|
19,148.164 |
1,980.213 |
10.34 |
|
1.91 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,200.075 |
12/08/24 |
-0.33 |
6,646.208 |
|
5,768.325 |
877.883 |
15.22 |
|
-1.83 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,895.357 |
12/08/24 |
-1.17 |
1,835.792 |
|
1,903.030 |
-67.238 |
-3.53 |
|
8.80 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,339.889 |
12/08/24 |
1.06 |
3,648.479 |
|
3,890.209 |
-241.730 |
-6.21 |
|
4.34 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,747.330 |
|
1,784.670 |
-37.340 |
-2.09 |
|
8.55 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,456.145 |
12/08/24 |
0.38 |
1,114.912 |
|
1,219.358 |
-104.446 |
-8.57 |
|
2.06 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,650.870 |
12/08/24 |
-0.11 |
6,414.852 |
|
6,526.295 |
-111.443 |
-1.71 |
|
5.38 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
86,759.290 |
12/08/24 |
0.62 |
74,414.515 |
|
73,287.588 |
1,126.927 |
1.54 |
|
18.28 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
13,834.661 |
12/08/24 |
0.10 |
10,556.911 |
|
12,416.799 |
-1,859.888 |
-14.98 |
|
-1.06 |
| |
|
instrument |
freshest |
⇓ Δday |
2/05/22 |
⇓ Δwk |
31/01/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,083.634 |
12/08/24 |
1.92 |
5,390.078 |
|
5,455.592 |
-65.514 |
-1.20 |
|
7.06 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
27,296.031 |
12/08/24 |
-1.29 |
22,136.947 |
|
19,125.930 |
3,011.018 |
15.74 |
|
21.74 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,728.761 |
12/08/24 |
0.61 |
3,073.070 |
|
2,715.694 |
357.376 |
13.16 |
|
12.47 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,049.057 |
12/08/24 |
0.26 |
986.223 |
|
1,057.796 |
-71.573 |
-6.77 |
|
-0.74 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
73,571.608 |
12/08/24 |
1.17 |
65,223.888 |
|
54,388.859 |
10,835.029 |
19.92 |
|
29.98 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,070.561 |
12/08/24 |
1.36 |
3,148.538 |
|
3,351.624 |
-203.086 |
-6.06 |
|
-1.06 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
61,816.992 |
12/08/24 |
0.85 |
58,917.034 |
|
54,557.162 |
4,359.872 |
7.99 |
|
19.63 |
| |  |
 |
 |
 |
L |
 |
DFV |
846.895 |
12/08/24 |
-0.80 |
1,595.441 |
|
1,343.233 |
252.208 |
18.78 |
|
2.30 |
| Insurances - 56 out of 57 instruments rated - 2/05/22 / 31/01/22 - 30 did rise, Market-Ratio(13) in JPY = 53.57 % |
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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