| | |
| | |
Assessment - Insurances in Japanese yen - 5/12/22 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
5/12/22 |
⇓ Δwk |
5/09/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
46,633.022 |
12/08/24 |
0.30 |
39,024.585 |
|
37,374.984 |
1,649.601 |
4.41 |
|
10.30 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
449,263.714 |
12/08/24 |
0.86 |
337,364.079 |
|
340,288.306 |
-2,924.227 |
-0.86 |
|
-10.97 |
| |  |
 |
 |
 |
|
 |
Aegon |
797.886 |
12/08/24 |
0.22 |
670.643 |
|
620.400 |
50.243 |
8.10 |
|
8.50 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,079.538 |
12/08/24 |
0.33 |
5,824.192 |
|
5,515.754 |
308.438 |
5.59 |
|
0.69 |
| |  |
 |
 |
 |
L |
 |
AIA |
912.837 |
12/08/24 |
-1.33 |
1,466.872 |
|
1,345.635 |
121.237 |
9.01 |
|
15.25 |
| |  |
 |
 |
 |
|
 |
Allianz |
36,709.623 |
12/08/24 |
|
29,120.959 |
|
23,556.779 |
5,564.180 |
23.62 |
|
10.10 |
| |  |
 |
 |
 |
|
 |
AIG |
9,785.732 |
12/08/24 |
-0.62 |
8,408.268 |
|
7,363.470 |
1,044.798 |
14.19 |
|
15.96 |
| |  |
 |
 |
 |
|
 |
ASR |
6,290.414 |
12/08/24 |
0.46 |
6,172.783 |
|
5,609.289 |
563.494 |
10.05 |
|
9.93 |
| |  |
 |
 |
 |
|
 |
Aviva |
80,627.684 |
12/08/24 |
0.35 |
73,833.777 |
|
68,850.912 |
4,982.865 |
7.24 |
|
9.66 |
| |  |
 |
 |
 |
|
 |
Axa |
4,640.705 |
12/08/24 |
-0.77 |
3,917.701 |
|
3,290.466 |
627.235 |
19.06 |
|
16.63 |
| |  |
 |
 |
 |
|
 |
Beazley |
121,890.674 |
12/08/24 |
1.24 |
107,903.220 |
|
93,571.190 |
14,332.030 |
15.32 |
|
36.19 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
58,814.147 |
12/08/24 |
-0.30 |
42,440.367 |
|
39,011.920 |
3,428.447 |
8.79 |
|
9.05 |
| |  |
 |
 |
 |
L |
 |
China Life |
579.138 |
12/08/24 |
0.44 |
728.587 |
|
605.396 |
123.191 |
20.35 |
|
32.95 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
182.567 |
12/08/24 |
0.58 |
221.614 |
|
198.040 |
23.574 |
11.90 |
|
14.07 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
537.897 |
12/08/24 |
0.22 |
497.638 |
|
423.737 |
73.902 |
17.44 |
|
13.50 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,491.500 |
|
2,345.500 |
146.000 |
6.22 |
|
1.56 |
| |  |
 |
 |
 |
|
 |
FBD |
1,850.544 |
12/08/24 |
0.39 |
1,556.465 |
|
1,437.921 |
118.544 |
8.24 |
|
18.80 |
| |  |
 |
 |
 |
|
 |
Generali |
3,220.520 |
12/08/24 |
1.35 |
2,469.543 |
|
2,040.312 |
429.231 |
21.04 |
|
8.48 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,597.934 |
12/08/24 |
0.50 |
1,658.317 |
|
1,714.337 |
-56.020 |
-3.27 |
|
5.10 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
32,621.212 |
12/08/24 |
5.23 |
26,259.072 |
|
21,066.244 |
5,192.828 |
24.65 |
|
25.25 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,173.898 |
12/08/24 |
0.01 |
984.139 |
|
1,010.633 |
-26.494 |
-2.62 |
|
4.77 |
| |  |
 |
 |
 |
|
 |
Hiscox |
197,989.087 |
12/08/24 |
1.89 |
171,845.868 |
|
143,011.746 |
28,834.123 |
20.16 |
|
16.56 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
656.431 |
12/08/24 |
0.56 |
431.814 |
|
439.613 |
-7.799 |
-1.77 |
|
6.74 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
37,566.306 |
12/08/24 |
0.53 |
42,478.567 |
|
41,038.575 |
1,439.991 |
3.51 |
|
1.61 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
31,576.442 |
12/08/24 |
-2.02 |
28,175.145 |
|
27,468.651 |
706.494 |
2.57 |
|
5.30 |
| |
|
instrument |
freshest |
⇓ Δday |
5/12/22 |
⇓ Δwk |
5/09/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
605.372 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,454.734 |
12/08/24 |
-0.35 |
2,437.037 |
|
2,413.751 |
23.286 |
0.96 |
|
2.30 |
| |  |
 |
 |
 |
|
 |
Mapfre |
306.129 |
12/08/24 |
|
260.511 |
|
227.275 |
33.235 |
14.62 |
|
9.58 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
355.719 |
12/08/24 |
0.52 |
264.039 |
|
346.912 |
-82.873 |
-23.89 |
|
-9.56 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,545.222 |
12/08/24 |
-0.40 |
10,303.647 |
|
9,140.762 |
1,162.885 |
12.72 |
|
21.56 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
46,143.667 |
12/08/24 |
-0.15 |
45,793.835 |
|
47,519.039 |
-1,725.204 |
-3.63 |
|
14.09 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,264.670 |
|
1,371.670 |
-107.000 |
-7.80 |
|
-4.02 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
63,004.558 |
12/08/24 |
1.01 |
43,537.986 |
|
34,189.020 |
9,348.966 |
27.34 |
|
30.87 |
| |  |
 |
 |
 |
|
 |
NN |
6,406.611 |
12/08/24 |
0.74 |
5,897.353 |
|
5,655.358 |
241.995 |
4.28 |
|
-2.86 |
| |  |
 |
 |
 |
|
 |
Phoenix |
89,586.315 |
12/08/24 |
0.47 |
99,277.623 |
|
98,881.112 |
396.511 |
0.40 |
|
0.59 |
| |  |
 |
 |
 |
L |
 |
Ping An |
591.849 |
12/08/24 |
0.45 |
931.305 |
|
813.827 |
117.478 |
14.44 |
|
14.23 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
797.714 |
12/08/24 |
0.02 |
928.506 |
|
888.022 |
40.484 |
4.56 |
|
5.81 |
| |  |
 |
 |
 |
|
 |
Prudential |
105,805.101 |
12/08/24 |
0.41 |
180,754.545 |
|
148,807.332 |
31,947.213 |
21.47 |
|
9.23 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,484.303 |
12/08/24 |
0.87 |
1,183.592 |
|
1,135.349 |
48.243 |
4.25 |
|
11.31 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,137.877 |
12/08/24 |
-2.49 |
584.203 |
|
609.585 |
-25.381 |
-4.16 |
|
-5.19 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,808.412 |
12/08/24 |
0.40 |
6,971.816 |
|
6,183.061 |
788.755 |
12.76 |
|
16.32 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
37,174.042 |
12/08/24 |
1.00 |
20,658.071 |
|
19,809.994 |
848.077 |
4.28 |
|
1.88 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,406.239 |
12/08/24 |
-0.33 |
7,193.623 |
|
6,558.853 |
634.770 |
9.68 |
|
11.31 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,849.307 |
12/08/24 |
-1.17 |
2,146.673 |
|
2,278.658 |
-131.985 |
-5.79 |
|
10.79 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,457.350 |
12/08/24 |
1.06 |
2,743.539 |
|
2,373.966 |
369.573 |
15.57 |
|
-6.90 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,863.330 |
|
1,967.000 |
-103.670 |
-5.27 |
|
0.87 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,457.786 |
12/08/24 |
0.38 |
1,201.161 |
|
1,124.707 |
76.453 |
6.80 |
|
7.51 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,637.680 |
12/08/24 |
-0.11 |
6,392.064 |
|
6,176.080 |
215.984 |
3.50 |
|
1.31 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
94,582.487 |
12/08/24 |
0.62 |
73,554.488 |
|
72,813.183 |
741.305 |
1.02 |
|
2.79 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
15,082.151 |
12/08/24 |
0.10 |
12,393.467 |
|
11,290.488 |
1,102.979 |
9.77 |
|
12.38 |
| |
|
instrument |
freshest |
⇓ Δday |
5/12/22 |
⇓ Δwk |
5/09/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,539.625 |
12/08/24 |
1.92 |
6,145.527 |
|
4,939.190 |
1,206.337 |
24.42 |
|
16.58 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
28,660.264 |
12/08/24 |
-1.29 |
25,582.835 |
|
22,858.931 |
2,723.904 |
11.92 |
|
17.91 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,866.252 |
12/08/24 |
0.61 |
3,241.410 |
|
3,134.205 |
107.205 |
3.42 |
|
9.98 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,101.719 |
12/08/24 |
0.26 |
1,029.993 |
|
915.802 |
114.190 |
12.47 |
|
6.36 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
77,248.656 |
12/08/24 |
1.17 |
73,114.899 |
|
72,545.845 |
569.053 |
0.78 |
|
13.05 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,274.899 |
12/08/24 |
1.36 |
3,155.966 |
|
3,189.951 |
-33.985 |
-1.07 |
|
-0.51 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
67,391.110 |
12/08/24 |
0.85 |
65,534.845 |
|
61,657.481 |
3,877.364 |
6.29 |
|
14.12 |
| |  |
 |
 |
 |
L |
 |
DFV |
889.409 |
12/08/24 |
-0.80 |
1,417.316 |
|
1,569.149 |
-151.833 |
-9.68 |
|
-6.11 |
| Insurances - 56 out of 57 instruments rated - 5/12/22 / 5/09/22 - 44 did rise, Market-Ratio(13) in JPY = 78.57 % |
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. |
|
|