| | |
| | |
Assessment - Insurances in Japanese yen - 14/11/22 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
14/11/22 |
⇓ Δwk |
15/08/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
47,834.422 |
12/08/24 |
0.30 |
38,538.521 |
|
36,158.726 |
2,379.795 |
6.58 |
|
10.03 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
444,851.197 |
12/08/24 |
0.86 |
349,549.495 |
|
371,593.908 |
-22,044.413 |
-5.93 |
|
-9.19 |
| |  |
 |
 |
 |
|
 |
Aegon |
806.006 |
12/08/24 |
0.22 |
674.425 |
|
645.013 |
29.412 |
4.56 |
|
10.55 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,141.413 |
12/08/24 |
0.33 |
5,634.217 |
|
5,940.837 |
-306.620 |
-5.16 |
|
-3.02 |
| |  |
 |
 |
 |
L |
 |
AIA |
928.627 |
12/08/24 |
-1.33 |
1,354.471 |
|
1,310.466 |
44.005 |
3.36 |
|
6.83 |
| |  |
 |
 |
 |
|
 |
Allianz |
37,083.237 |
12/08/24 |
|
29,272.426 |
|
24,215.751 |
5,056.675 |
20.88 |
|
11.46 |
| |  |
 |
 |
 |
|
 |
AIG |
10,037.840 |
12/08/24 |
-0.62 |
8,444.065 |
|
7,553.612 |
890.453 |
11.79 |
|
18.24 |
| |  |
 |
 |
 |
|
 |
ASR |
6,354.435 |
12/08/24 |
0.46 |
6,237.056 |
|
5,613.048 |
624.008 |
11.12 |
|
12.49 |
| |  |
 |
 |
 |
|
 |
Aviva |
79,835.786 |
12/08/24 |
0.35 |
72,679.914 |
|
75,235.702 |
-2,555.788 |
-3.40 |
|
9.33 |
| |  |
 |
 |
 |
|
 |
Axa |
4,687.936 |
12/08/24 |
-0.77 |
3,869.177 |
|
3,313.107 |
556.070 |
16.78 |
|
16.33 |
| |  |
 |
 |
 |
|
 |
Beazley |
120,693.505 |
12/08/24 |
1.24 |
104,205.321 |
|
96,115.740 |
8,089.581 |
8.42 |
|
35.56 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
60,329.367 |
12/08/24 |
-0.30 |
43,301.063 |
|
40,299.239 |
3,001.824 |
7.45 |
|
13.25 |
| |  |
 |
 |
 |
L |
 |
China Life |
584.848 |
12/08/24 |
0.44 |
644.344 |
|
534.415 |
109.929 |
20.57 |
|
18.86 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
185.725 |
12/08/24 |
0.58 |
188.230 |
|
194.999 |
-6.768 |
-3.47 |
|
-3.38 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
543.201 |
12/08/24 |
0.22 |
444.834 |
|
392.848 |
51.985 |
13.23 |
|
0.90 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,380.500 |
|
2,343.000 |
37.500 |
1.60 |
|
-2.76 |
| |  |
 |
 |
 |
|
 |
FBD |
1,869.378 |
12/08/24 |
0.39 |
1,470.867 |
|
1,395.135 |
75.732 |
5.43 |
|
14.84 |
| |  |
 |
 |
 |
|
 |
Generali |
3,253.297 |
12/08/24 |
1.35 |
2,475.114 |
|
2,097.443 |
377.671 |
18.01 |
|
8.90 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,624.374 |
12/08/24 |
0.50 |
1,575.204 |
|
1,564.448 |
10.757 |
0.69 |
|
-0.06 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
32,953.216 |
12/08/24 |
5.23 |
25,178.634 |
|
20,459.723 |
4,718.911 |
23.06 |
|
21.50 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,215.985 |
12/08/24 |
0.01 |
932.783 |
|
955.308 |
-22.525 |
-2.36 |
|
-1.30 |
| |  |
 |
 |
 |
|
 |
Hiscox |
196,044.505 |
12/08/24 |
1.89 |
160,331.099 |
|
146,835.896 |
13,495.203 |
9.19 |
|
10.30 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
673.214 |
12/08/24 |
0.56 |
452.257 |
|
422.450 |
29.807 |
7.06 |
|
13.13 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
37,197.343 |
12/08/24 |
0.53 |
40,923.672 |
|
45,733.397 |
-4,809.725 |
-10.52 |
|
-2.36 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
32,389.941 |
12/08/24 |
-2.02 |
28,687.953 |
|
27,685.931 |
1,002.022 |
3.62 |
|
7.46 |
| |
|
instrument |
freshest |
⇓ Δday |
14/11/22 |
⇓ Δwk |
15/08/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
611.533 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,618.686 |
12/08/24 |
-0.35 |
2,466.232 |
|
2,516.745 |
-50.513 |
-2.01 |
|
4.18 |
| |  |
 |
 |
 |
|
 |
Mapfre |
309.244 |
12/08/24 |
|
260.843 |
|
225.253 |
35.590 |
15.80 |
|
10.06 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
364.814 |
12/08/24 |
0.52 |
263.268 |
|
323.160 |
-59.892 |
-18.53 |
|
-10.24 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,791.134 |
12/08/24 |
-0.40 |
10,343.419 |
|
8,961.597 |
1,381.822 |
15.42 |
|
24.78 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
47,332.459 |
12/08/24 |
-0.15 |
44,109.866 |
|
44,367.490 |
-257.624 |
-0.58 |
|
11.57 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,327.670 |
|
1,361.000 |
-33.330 |
-2.45 |
|
1.58 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
63,645.790 |
12/08/24 |
1.01 |
41,879.857 |
|
32,331.915 |
9,547.942 |
29.53 |
|
27.76 |
| |  |
 |
 |
 |
|
 |
NN |
6,471.815 |
12/08/24 |
0.74 |
6,255.894 |
|
5,752.562 |
503.333 |
8.75 |
|
3.11 |
| |  |
 |
 |
 |
|
 |
Phoenix |
88,706.428 |
12/08/24 |
0.47 |
93,784.789 |
|
110,062.576 |
-16,277.787 |
-14.79 |
|
-5.09 |
| |  |
 |
 |
 |
L |
 |
Ping An |
602.086 |
12/08/24 |
0.45 |
749.701 |
|
750.779 |
-1.078 |
-0.14 |
|
-8.65 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
805.579 |
12/08/24 |
0.02 |
825.014 |
|
808.897 |
16.117 |
1.99 |
|
-6.48 |
| |  |
 |
 |
 |
|
 |
Prudential |
104,765.919 |
12/08/24 |
0.41 |
164,024.452 |
|
159,383.222 |
4,641.229 |
2.91 |
|
-2.41 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,522.253 |
12/08/24 |
0.87 |
1,132.992 |
|
1,130.592 |
2.400 |
0.21 |
|
7.61 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,193.887 |
12/08/24 |
-2.49 |
616.511 |
|
609.783 |
6.728 |
1.10 |
|
1.09 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,867.527 |
12/08/24 |
0.40 |
6,718.167 |
|
6,089.832 |
628.335 |
10.32 |
|
13.25 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
37,541.403 |
12/08/24 |
1.00 |
21,179.917 |
|
20,350.060 |
829.857 |
4.08 |
|
4.41 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,499.193 |
12/08/24 |
-0.33 |
7,201.172 |
|
6,339.044 |
862.128 |
13.60 |
|
12.29 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,951.462 |
12/08/24 |
-1.17 |
2,161.405 |
|
2,192.554 |
-31.149 |
-1.42 |
|
12.83 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,482.360 |
12/08/24 |
1.06 |
2,637.417 |
|
2,353.444 |
283.973 |
12.07 |
|
-11.98 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
2,053.330 |
|
1,943.670 |
109.660 |
5.64 |
|
12.53 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,484.119 |
12/08/24 |
0.38 |
1,206.897 |
|
1,133.088 |
73.809 |
6.51 |
|
8.39 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,952.686 |
12/08/24 |
-0.11 |
6,434.978 |
|
6,388.898 |
46.080 |
0.72 |
|
2.13 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
97,048.124 |
12/08/24 |
0.62 |
74,579.147 |
|
73,557.958 |
1,021.189 |
1.39 |
|
5.15 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
15,475.322 |
12/08/24 |
0.10 |
12,002.303 |
|
10,723.917 |
1,278.386 |
11.92 |
|
9.48 |
| |
|
instrument |
freshest |
⇓ Δday |
14/11/22 |
⇓ Δwk |
15/08/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,636.715 |
12/08/24 |
1.92 |
5,625.523 |
|
4,757.004 |
868.519 |
18.26 |
|
7.41 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
29,398.634 |
12/08/24 |
-1.29 |
25,609.738 |
|
22,911.026 |
2,698.712 |
11.78 |
|
20.64 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,895.119 |
12/08/24 |
0.61 |
3,192.230 |
|
3,069.128 |
123.102 |
4.01 |
|
9.16 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,112.932 |
12/08/24 |
0.26 |
1,031.781 |
|
971.177 |
60.604 |
6.24 |
|
6.57 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
79,238.801 |
12/08/24 |
1.17 |
72,014.248 |
|
72,480.608 |
-466.360 |
-0.64 |
|
13.81 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,318.407 |
12/08/24 |
1.36 |
3,318.508 |
|
3,183.075 |
135.433 |
4.25 |
|
4.56 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
69,147.905 |
12/08/24 |
0.85 |
63,478.580 |
|
60,899.343 |
2,579.237 |
4.24 |
|
12.49 |
| |  |
 |
 |
 |
L |
 |
DFV |
898.461 |
12/08/24 |
-0.80 |
1,449.130 |
|
1,549.548 |
-100.418 |
-6.48 |
|
-4.20 |
| Insurances - 56 out of 57 instruments rated - 14/11/22 / 15/08/22 - 41 did rise, Market-Ratio(13) in JPY = 73.21 % |
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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