| | |
| | |
Assessment - Insurances in Dollar - 3/04/23 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
3/04/23 |
⇓ Δwk |
2/01/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
12/08/24 |
0.30 |
285.058 |
|
288.434 |
-3.376 |
-1.17 |
|
3.48 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,347.732 |
12/08/24 |
0.86 |
2,544.922 |
|
2,576.049 |
-31.127 |
-1.21 |
|
-0.67 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.059 |
12/08/24 |
0.22 |
4.360 |
|
5.117 |
-0.757 |
-14.80 |
|
-8.98 |
| |  |
 |
 |
 |
|
 |
Ageas |
46.170 |
12/08/24 |
0.33 |
43.229 |
|
44.146 |
-0.917 |
-2.08 |
|
-0.02 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.616 |
12/08/24 |
-1.33 |
10.657 |
|
11.122 |
-0.465 |
-4.18 |
|
7.15 |
| |  |
 |
 |
 |
|
 |
Allianz |
278.788 |
12/08/24 |
|
231.996 |
|
216.518 |
15.478 |
7.15 |
|
15.65 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
12/08/24 |
-0.62 |
50.420 |
|
63.240 |
-12.820 |
-20.27 |
|
-10.64 |
| |  |
 |
 |
 |
|
 |
ASR |
47.772 |
12/08/24 |
0.46 |
40.309 |
|
47.558 |
-7.249 |
-15.24 |
|
-7.20 |
| |  |
 |
 |
 |
|
 |
Aviva |
600.805 |
12/08/24 |
0.35 |
502.036 |
|
533.774 |
-31.738 |
-5.95 |
|
-2.16 |
| |  |
 |
 |
 |
|
 |
Axa |
35.243 |
12/08/24 |
-0.77 |
30.744 |
|
28.242 |
2.502 |
8.86 |
|
18.21 |
| |  |
 |
 |
 |
|
 |
Beazley |
908.280 |
12/08/24 |
1.24 |
728.982 |
|
805.241 |
-76.260 |
-9.47 |
|
9.14 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
12/08/24 |
-0.30 |
310.310 |
|
308.900 |
1.410 |
0.46 |
|
3.48 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.293 |
12/08/24 |
0.44 |
4.898 |
|
5.389 |
-0.490 |
-9.10 |
|
10.61 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.323 |
12/08/24 |
0.58 |
1.650 |
|
1.717 |
-0.067 |
-3.92 |
|
9.45 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.987 |
12/08/24 |
0.22 |
3.837 |
|
3.559 |
0.278 |
7.80 |
|
17.13 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
28.735 |
9/08/24 |
3.15 |
18.644 |
|
22.907 |
-4.263 |
-18.61 |
|
-0.21 |
| |  |
 |
 |
 |
|
 |
FBD |
14.054 |
12/08/24 |
0.39 |
14.762 |
|
11.783 |
2.979 |
25.28 |
|
35.12 |
| |  |
 |
 |
 |
|
 |
Generali |
24.458 |
12/08/24 |
1.35 |
19.991 |
|
17.888 |
2.104 |
11.76 |
|
17.15 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
19.730 |
12/08/24 |
0.50 |
14.947 |
|
12.711 |
2.236 |
17.60 |
|
24.54 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
247.739 |
12/08/24 |
5.23 |
191.905 |
|
195.832 |
-3.927 |
-2.01 |
|
16.54 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
8.553 |
12/08/24 |
0.01 |
6.133 |
|
6.899 |
-0.767 |
-11.11 |
|
-10.19 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,475.335 |
12/08/24 |
1.89 |
1,364.902 |
|
1,313.339 |
51.563 |
3.93 |
|
16.63 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.858 |
12/08/24 |
0.56 |
3.216 |
|
3.239 |
-0.023 |
-0.70 |
|
1.89 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
279.929 |
12/08/24 |
0.53 |
295.315 |
|
300.760 |
-5.445 |
-1.81 |
|
-2.31 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
12/08/24 |
-2.02 |
203.990 |
|
199.240 |
4.750 |
2.38 |
|
3.18 |
| |
|
instrument |
freshest |
⇓ Δday |
3/04/23 |
⇓ Δwk |
2/01/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.597 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
25.584 |
12/08/24 |
-0.35 |
18.599 |
|
17.801 |
0.798 |
4.49 |
|
3.15 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.325 |
12/08/24 |
|
2.024 |
|
1.927 |
0.097 |
5.05 |
|
11.36 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.633 |
12/08/24 |
0.52 |
2.273 |
|
2.011 |
0.261 |
13.00 |
|
4.62 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
12/08/24 |
-0.40 |
57.970 |
|
72.370 |
-14.400 |
-19.90 |
|
-13.46 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
12/08/24 |
-0.15 |
272.000 |
|
330.220 |
-58.220 |
-17.63 |
|
-12.55 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
22.766 |
9/08/24 |
-0.50 |
10.437 |
|
10.773 |
-0.336 |
-3.11 |
|
4.09 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
478.482 |
12/08/24 |
1.01 |
347.749 |
|
323.951 |
23.798 |
7.35 |
|
28.66 |
| |  |
 |
 |
 |
|
 |
NN |
48.654 |
12/08/24 |
0.74 |
36.474 |
|
41.075 |
-4.601 |
-11.20 |
|
-16.13 |
| |  |
 |
 |
 |
|
 |
Phoenix |
667.561 |
12/08/24 |
0.47 |
678.480 |
|
733.637 |
-55.157 |
-7.52 |
|
-6.57 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.290 |
12/08/24 |
0.45 |
6.527 |
|
6.618 |
-0.091 |
-1.38 |
|
6.80 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.913 |
12/08/24 |
0.02 |
6.650 |
|
6.823 |
-0.173 |
-2.54 |
|
2.28 |
| |  |
 |
 |
 |
|
 |
Prudential |
788.417 |
12/08/24 |
0.41 |
1,381.653 |
|
1,359.146 |
22.507 |
1.66 |
|
12.17 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
10.985 |
12/08/24 |
0.87 |
9.865 |
|
9.157 |
0.708 |
7.73 |
|
15.39 |
| |  |
 |
 |
 |
|
 |
Quálitas |
9.106 |
12/08/24 |
-2.49 |
6.203 |
|
4.432 |
1.771 |
39.97 |
|
30.77 |
| |  |
 |
 |
 |
|
 |
Sampo |
44.111 |
12/08/24 |
0.40 |
47.195 |
|
52.431 |
-5.237 |
-9.99 |
|
0.64 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
270.339 |
12/08/24 |
1.00 |
157.857 |
|
153.358 |
4.499 |
2.93 |
|
2.56 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
68.405 |
12/08/24 |
-0.33 |
47.586 |
|
55.508 |
-7.923 |
-14.27 |
|
-5.17 |
| |  |
 |
 |
 |
|
 |
SBI Life |
20.759 |
12/08/24 |
-1.17 |
13.439 |
|
15.002 |
-1.563 |
-10.42 |
|
-9.43 |
| |  |
 |
 |
 |
S |
 |
Scor |
18.662 |
12/08/24 |
1.06 |
22.922 |
|
23.107 |
-0.186 |
-0.80 |
|
11.00 |
| |  |
 |
 |
 |
|
 |
Sompo |
22.354 |
9/08/24 |
0.02 |
13.341 |
|
14.945 |
-1.604 |
-10.73 |
|
-5.33 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
10.282 |
12/08/24 |
0.38 |
7.873 |
|
8.637 |
-0.764 |
-8.85 |
|
-3.32 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
49.156 |
12/08/24 |
-0.11 |
47.352 |
|
46.327 |
1.025 |
2.21 |
|
1.56 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
714.469 |
12/08/24 |
0.62 |
613.028 |
|
515.436 |
97.592 |
18.93 |
|
14.03 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
113.930 |
12/08/24 |
0.10 |
101.945 |
|
93.488 |
8.457 |
9.05 |
|
19.87 |
| |
|
instrument |
freshest |
⇓ Δday |
3/04/23 |
⇓ Δwk |
2/01/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
72.448 |
12/08/24 |
1.92 |
46.410 |
|
47.025 |
-0.615 |
-1.31 |
|
13.25 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
12/08/24 |
-1.29 |
172.290 |
|
187.490 |
-15.200 |
-8.11 |
|
-1.10 |
| |  |
 |
 |
 |
|
 |
Tryg |
21.729 |
12/08/24 |
0.61 |
21.590 |
|
24.044 |
-2.454 |
-10.20 |
|
-4.27 |
| |  |
 |
 |
 |
|
 |
Uniqa |
8.367 |
12/08/24 |
0.26 |
8.465 |
|
7.518 |
0.947 |
12.60 |
|
15.70 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
12/08/24 |
1.17 |
494.190 |
|
530.180 |
-35.990 |
-6.79 |
|
-3.05 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
32.465 |
12/08/24 |
1.36 |
26.855 |
|
23.726 |
3.129 |
13.19 |
|
12.27 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
509.068 |
12/08/24 |
0.85 |
478.613 |
|
478.140 |
0.473 |
0.10 |
|
6.02 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.755 |
12/08/24 |
-0.80 |
9.543 |
|
9.416 |
0.128 |
1.36 |
|
-11.71 |
| Insurances - 56 out of 57 instruments rated - 3/04/23 / 2/01/23 - 24 did rise, Market-Ratio(13) in USD = 42.86 % |
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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