| | |
| | |
Assessment - Insurances in Japanese yen - 27/02/23 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
27/02/23 |
⇓ Δwk |
28/11/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
46,452.881 |
12/08/24 |
0.30 |
40,981.598 |
|
38,685.861 |
2,295.738 |
5.93 |
|
11.70 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
443,100.579 |
12/08/24 |
0.86 |
364,268.748 |
|
337,623.677 |
26,645.072 |
7.89 |
|
2.71 |
| |  |
 |
 |
 |
|
 |
Aegon |
802.980 |
12/08/24 |
0.22 |
703.943 |
|
666.535 |
37.408 |
5.61 |
|
9.78 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,118.358 |
12/08/24 |
0.33 |
6,066.385 |
|
5,354.397 |
711.989 |
13.30 |
|
3.70 |
| |  |
 |
 |
 |
L |
 |
AIA |
900.983 |
12/08/24 |
-1.33 |
1,426.122 |
|
1,284.696 |
141.425 |
11.01 |
|
7.37 |
| |  |
 |
 |
 |
|
 |
Allianz |
36,944.027 |
12/08/24 |
|
31,624.029 |
|
29,263.234 |
2,360.795 |
8.07 |
|
17.55 |
| |  |
 |
 |
 |
|
 |
AIG |
9,747.930 |
12/08/24 |
-0.62 |
8,255.997 |
|
8,432.878 |
-176.881 |
-2.10 |
|
8.07 |
| |  |
 |
 |
 |
|
 |
ASR |
6,330.581 |
12/08/24 |
0.46 |
6,137.126 |
|
6,184.335 |
-47.209 |
-0.76 |
|
5.55 |
| |  |
 |
 |
 |
|
 |
Aviva |
79,521.609 |
12/08/24 |
0.35 |
72,935.866 |
|
74,562.712 |
-1,626.846 |
-2.18 |
|
5.70 |
| |  |
 |
 |
 |
|
 |
Axa |
4,670.337 |
12/08/24 |
-0.77 |
4,240.839 |
|
3,891.235 |
349.605 |
8.98 |
|
23.01 |
| |  |
 |
 |
 |
|
 |
Beazley |
120,218.541 |
12/08/24 |
1.24 |
112,171.125 |
|
107,063.555 |
5,107.570 |
4.77 |
|
29.69 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
58,586.950 |
12/08/24 |
-0.30 |
41,471.921 |
|
43,493.045 |
-2,021.124 |
-4.65 |
|
2.36 |
| |  |
 |
 |
 |
L |
 |
China Life |
578.496 |
12/08/24 |
0.44 |
700.120 |
|
643.012 |
57.108 |
8.88 |
|
20.60 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
180.197 |
12/08/24 |
0.58 |
232.276 |
|
191.194 |
41.082 |
21.49 |
|
15.71 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
537.301 |
12/08/24 |
0.22 |
537.497 |
|
451.862 |
85.635 |
18.95 |
|
22.61 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,883.000 |
|
2,480.500 |
402.500 |
16.23 |
|
14.27 |
| |  |
 |
 |
 |
|
 |
FBD |
1,862.360 |
12/08/24 |
0.39 |
1,963.418 |
|
1,579.468 |
383.950 |
24.31 |
|
37.36 |
| |  |
 |
 |
 |
|
 |
Generali |
3,241.084 |
12/08/24 |
1.35 |
2,647.727 |
|
2,398.638 |
249.090 |
10.38 |
|
15.35 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,614.523 |
12/08/24 |
0.50 |
1,674.680 |
|
1,677.108 |
-2.427 |
-0.14 |
|
5.47 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
32,829.511 |
12/08/24 |
5.23 |
26,426.745 |
|
25,687.893 |
738.852 |
2.88 |
|
21.44 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,156.748 |
12/08/24 |
0.01 |
804.759 |
|
996.351 |
-191.592 |
-19.23 |
|
-13.11 |
| |  |
 |
 |
 |
|
 |
Hiscox |
195,273.013 |
12/08/24 |
1.89 |
187,882.529 |
|
165,359.246 |
22,523.282 |
13.62 |
|
20.88 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
656.727 |
12/08/24 |
0.56 |
431.092 |
|
445.048 |
-13.956 |
-3.14 |
|
1.65 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
37,050.960 |
12/08/24 |
0.53 |
42,125.759 |
|
42,609.635 |
-483.876 |
-1.14 |
|
2.41 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
31,454.464 |
12/08/24 |
-2.02 |
27,802.223 |
|
29,022.205 |
-1,219.982 |
-4.20 |
|
4.04 |
| |
|
instrument |
freshest |
⇓ Δday |
27/02/23 |
⇓ Δwk |
28/11/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
609.237 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,444.119 |
12/08/24 |
-0.35 |
2,666.383 |
|
2,431.688 |
234.694 |
9.65 |
|
9.57 |
| |  |
 |
 |
 |
|
 |
Mapfre |
308.083 |
12/08/24 |
|
292.780 |
|
256.592 |
36.189 |
14.10 |
|
20.70 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
355.880 |
12/08/24 |
0.52 |
302.682 |
|
266.844 |
35.837 |
13.43 |
|
3.82 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,508.349 |
12/08/24 |
-0.40 |
9,771.071 |
|
10,514.024 |
-742.953 |
-7.07 |
|
8.47 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
45,965.416 |
12/08/24 |
-0.15 |
38,916.850 |
|
45,334.006 |
-6,417.156 |
-14.16 |
|
-7.70 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,501.000 |
|
1,363.670 |
137.330 |
10.07 |
|
11.36 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
63,406.865 |
12/08/24 |
1.01 |
46,342.449 |
|
42,401.536 |
3,940.913 |
9.29 |
|
31.57 |
| |  |
 |
 |
 |
|
 |
NN |
6,447.520 |
12/08/24 |
0.74 |
5,578.418 |
|
5,815.314 |
-236.896 |
-4.07 |
|
-6.02 |
| |  |
 |
 |
 |
|
 |
Phoenix |
88,357.343 |
12/08/24 |
0.47 |
104,123.709 |
|
100,291.163 |
3,832.546 |
3.82 |
|
5.68 |
| |  |
 |
 |
 |
L |
 |
Ping An |
584.163 |
12/08/24 |
0.45 |
928.759 |
|
743.631 |
185.127 |
24.90 |
|
12.39 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
796.830 |
12/08/24 |
0.02 |
937.678 |
|
797.936 |
139.742 |
17.51 |
|
6.45 |
| |  |
 |
 |
 |
|
 |
Prudential |
104,353.635 |
12/08/24 |
0.41 |
205,537.574 |
|
154,105.124 |
51,432.450 |
33.37 |
|
23.95 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,484.974 |
12/08/24 |
0.87 |
1,386.832 |
|
1,196.644 |
190.188 |
15.89 |
|
23.52 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,220.078 |
12/08/24 |
-2.49 |
843.183 |
|
598.754 |
244.428 |
40.82 |
|
33.89 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,845.501 |
12/08/24 |
0.40 |
6,655.411 |
|
6,837.661 |
-182.250 |
-2.67 |
|
6.26 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,679.431 |
12/08/24 |
1.00 |
22,400.837 |
|
20,839.907 |
1,560.930 |
7.49 |
|
9.15 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,281.086 |
12/08/24 |
-0.33 |
6,963.401 |
|
7,226.575 |
-263.174 |
-3.64 |
|
3.78 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,807.681 |
12/08/24 |
-1.17 |
1,859.410 |
|
2,131.274 |
-271.864 |
-12.76 |
|
-6.42 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,473.041 |
12/08/24 |
1.06 |
3,311.825 |
|
2,627.660 |
684.164 |
26.04 |
|
16.11 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,968.330 |
|
1,989.000 |
-20.670 |
-1.04 |
|
4.15 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,395.824 |
12/08/24 |
0.38 |
1,123.770 |
|
1,198.678 |
-74.909 |
-6.25 |
|
0.85 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,617.285 |
12/08/24 |
-0.11 |
6,672.479 |
|
6,387.042 |
285.437 |
4.47 |
|
5.43 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
94,827.898 |
12/08/24 |
0.62 |
82,323.759 |
|
73,411.210 |
8,912.549 |
12.14 |
|
14.27 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
15,121.284 |
12/08/24 |
0.10 |
14,182.020 |
|
12,261.545 |
1,920.474 |
15.66 |
|
25.72 |
| |
|
instrument |
freshest |
⇓ Δday |
27/02/23 |
⇓ Δwk |
28/11/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,600.539 |
12/08/24 |
1.92 |
6,528.366 |
|
6,053.670 |
474.696 |
7.84 |
|
19.80 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
28,549.551 |
12/08/24 |
-1.29 |
25,228.094 |
|
25,867.859 |
-639.765 |
-2.47 |
|
8.21 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,882.616 |
12/08/24 |
0.61 |
3,036.834 |
|
3,157.134 |
-120.300 |
-3.81 |
|
0.36 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,108.754 |
12/08/24 |
0.26 |
1,150.621 |
|
1,019.475 |
131.146 |
12.86 |
|
18.40 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
76,950.248 |
12/08/24 |
1.17 |
65,792.060 |
|
73,898.053 |
-8,105.993 |
-10.97 |
|
-3.54 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,302.196 |
12/08/24 |
1.36 |
3,724.720 |
|
3,245.089 |
479.631 |
14.78 |
|
16.98 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
67,565.968 |
12/08/24 |
0.85 |
65,021.521 |
|
66,137.412 |
-1,115.891 |
-1.69 |
|
7.82 |
| |  |
 |
 |
 |
L |
 |
DFV |
895.088 |
12/08/24 |
-0.80 |
1,342.632 |
|
1,417.214 |
-74.582 |
-5.26 |
|
-9.74 |
| Insurances - 56 out of 57 instruments rated - 27/02/23 / 28/11/22 - 34 did rise, Market-Ratio(13) in JPY = 60.71 % |
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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