| | |
| | |
Assessment - Insurances in Japanese yen - 15/05/23 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
15/05/23 |
⇓ Δwk |
13/02/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
46,425.488 |
12/08/24 |
0.30 |
40,849.140 |
|
39,627.642 |
1,221.498 |
3.08 |
|
8.29 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
460,107.733 |
12/08/24 |
0.86 |
383,195.729 |
|
359,532.096 |
23,663.633 |
6.58 |
|
11.18 |
| |  |
 |
 |
 |
|
 |
Aegon |
823.376 |
12/08/24 |
0.22 |
617.458 |
|
735.913 |
-118.455 |
-16.10 |
|
-3.58 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,273.766 |
12/08/24 |
0.33 |
6,050.231 |
|
6,217.881 |
-167.650 |
-2.70 |
|
3.67 |
| |  |
 |
 |
 |
L |
 |
AIA |
901.014 |
12/08/24 |
-1.33 |
1,425.303 |
|
1,452.553 |
-27.250 |
-1.88 |
|
4.18 |
| |  |
 |
 |
 |
|
 |
Allianz |
37,882.412 |
12/08/24 |
|
31,168.980 |
|
31,238.635 |
-69.656 |
-0.22 |
|
13.17 |
| |  |
 |
 |
 |
|
 |
AIG |
9,742.182 |
12/08/24 |
-0.62 |
7,147.804 |
|
8,206.230 |
-1,058.427 |
-12.90 |
|
-5.27 |
| |  |
 |
 |
 |
|
 |
ASR |
6,491.379 |
12/08/24 |
0.46 |
5,884.431 |
|
6,034.543 |
-150.112 |
-2.49 |
|
0.42 |
| |  |
 |
 |
 |
|
 |
Aviva |
82,573.819 |
12/08/24 |
0.35 |
70,397.506 |
|
71,166.111 |
-768.605 |
-1.08 |
|
1.22 |
| |  |
 |
 |
 |
|
 |
Axa |
4,788.965 |
12/08/24 |
-0.77 |
4,085.794 |
|
4,036.293 |
49.500 |
1.23 |
|
13.54 |
| |  |
 |
 |
 |
|
 |
Beazley |
124,832.788 |
12/08/24 |
1.24 |
104,794.738 |
|
106,379.013 |
-1,584.276 |
-1.49 |
|
10.66 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
58,552.403 |
12/08/24 |
-0.30 |
44,014.635 |
|
41,552.981 |
2,461.654 |
5.92 |
|
8.16 |
| |  |
 |
 |
 |
L |
 |
China Life |
577.420 |
12/08/24 |
0.44 |
837.053 |
|
673.025 |
164.028 |
24.37 |
|
34.50 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
180.203 |
12/08/24 |
0.58 |
264.228 |
|
232.273 |
31.954 |
13.76 |
|
25.93 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
536.301 |
12/08/24 |
0.22 |
656.915 |
|
527.721 |
129.194 |
24.48 |
|
43.13 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,628.000 |
|
2,993.500 |
-365.500 |
-12.21 |
|
4.11 |
| |  |
 |
 |
 |
|
 |
FBD |
1,909.664 |
12/08/24 |
0.39 |
1,968.879 |
|
1,733.901 |
234.978 |
13.55 |
|
27.92 |
| |  |
 |
 |
 |
|
 |
Generali |
3,323.408 |
12/08/24 |
1.35 |
2,792.699 |
|
2,595.877 |
196.823 |
7.58 |
|
19.55 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,680.932 |
12/08/24 |
0.50 |
2,082.867 |
|
1,587.514 |
495.353 |
31.20 |
|
24.10 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
33,663.386 |
12/08/24 |
5.23 |
28,200.858 |
|
25,624.777 |
2,576.081 |
10.05 |
|
22.15 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,163.041 |
12/08/24 |
0.01 |
926.029 |
|
826.256 |
99.773 |
12.08 |
|
1.15 |
| |  |
 |
 |
 |
|
 |
Hiscox |
202,768.012 |
12/08/24 |
1.89 |
199,527.816 |
|
181,134.008 |
18,393.808 |
10.15 |
|
22.89 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
653.564 |
12/08/24 |
0.56 |
446.359 |
|
454.442 |
-8.083 |
-1.78 |
|
3.52 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
38,473.056 |
12/08/24 |
0.53 |
39,683.866 |
|
41,022.709 |
-1,338.843 |
-3.26 |
|
-2.74 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
31,435.916 |
12/08/24 |
-2.02 |
27,419.867 |
|
28,361.558 |
-941.691 |
-3.32 |
|
1.62 |
| |
|
instrument |
freshest |
⇓ Δday |
15/05/23 |
⇓ Δwk |
13/02/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
624.712 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,469.973 |
12/08/24 |
-0.35 |
2,626.745 |
|
2,603.914 |
22.831 |
0.88 |
|
7.48 |
| |  |
 |
 |
 |
|
 |
Mapfre |
315.909 |
12/08/24 |
|
276.235 |
|
281.119 |
-4.884 |
-1.74 |
|
10.81 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
354.166 |
12/08/24 |
0.52 |
323.131 |
|
286.335 |
36.796 |
12.85 |
|
8.90 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,502.742 |
12/08/24 |
-0.40 |
6,867.551 |
|
9,587.621 |
-2,720.070 |
-28.37 |
|
-23.24 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
45,938.311 |
12/08/24 |
-0.15 |
39,854.379 |
|
39,651.085 |
203.294 |
0.51 |
|
-4.57 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,541.670 |
|
1,438.670 |
103.000 |
7.16 |
|
11.98 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
65,017.411 |
12/08/24 |
1.01 |
48,156.111 |
|
46,516.858 |
1,639.253 |
3.52 |
|
25.47 |
| |  |
 |
 |
 |
|
 |
NN |
6,611.288 |
12/08/24 |
0.74 |
5,042.106 |
|
5,709.081 |
-666.975 |
-11.68 |
|
-11.92 |
| |  |
 |
 |
 |
|
 |
Phoenix |
91,748.688 |
12/08/24 |
0.47 |
98,365.508 |
|
100,714.049 |
-2,348.541 |
-2.33 |
|
0.29 |
| |  |
 |
 |
 |
L |
 |
Ping An |
584.183 |
12/08/24 |
0.45 |
1,007.781 |
|
979.904 |
27.877 |
2.84 |
|
20.42 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
795.347 |
12/08/24 |
0.02 |
1,051.652 |
|
957.991 |
93.661 |
9.78 |
|
18.61 |
| |  |
 |
 |
 |
|
 |
Prudential |
108,358.953 |
12/08/24 |
0.41 |
199,698.353 |
|
208,171.337 |
-8,472.984 |
-4.07 |
|
17.30 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,477.822 |
12/08/24 |
0.87 |
1,348.205 |
|
1,237.708 |
110.497 |
8.93 |
|
13.76 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,279.134 |
12/08/24 |
-2.49 |
928.020 |
|
770.285 |
157.735 |
20.48 |
|
41.55 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,993.978 |
12/08/24 |
0.40 |
6,803.735 |
|
6,531.973 |
271.761 |
4.16 |
|
6.52 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,132.443 |
12/08/24 |
1.00 |
23,187.957 |
|
21,123.860 |
2,064.097 |
9.77 |
|
10.97 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,142.680 |
12/08/24 |
-0.33 |
6,849.366 |
|
6,982.320 |
-132.955 |
-1.90 |
|
0.87 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,822.956 |
12/08/24 |
-1.17 |
1,969.364 |
|
1,893.564 |
75.799 |
4.00 |
|
-1.77 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,535.857 |
12/08/24 |
1.06 |
3,786.761 |
|
3,267.408 |
519.353 |
15.89 |
|
35.85 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,949.330 |
|
1,845.670 |
103.660 |
5.62 |
|
1.62 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,361.747 |
12/08/24 |
0.38 |
1,035.441 |
|
1,114.706 |
-79.264 |
-7.11 |
|
-4.87 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,666.958 |
12/08/24 |
-0.11 |
6,705.379 |
|
6,811.918 |
-106.539 |
-1.56 |
|
6.46 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
99,246.600 |
12/08/24 |
0.62 |
82,051.161 |
|
78,620.987 |
3,430.173 |
4.36 |
|
11.37 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
15,825.892 |
12/08/24 |
0.10 |
13,662.005 |
|
13,701.033 |
-39.028 |
-0.28 |
|
15.97 |
| |
|
instrument |
freshest |
⇓ Δday |
15/05/23 |
⇓ Δwk |
13/02/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,844.394 |
12/08/24 |
1.92 |
7,209.353 |
|
6,352.898 |
856.455 |
13.48 |
|
27.07 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
28,532.715 |
12/08/24 |
-1.29 |
24,870.384 |
|
24,846.495 |
23.890 |
0.10 |
|
4.91 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,953.699 |
12/08/24 |
0.61 |
3,202.160 |
|
3,028.403 |
173.757 |
5.74 |
|
4.83 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,136.916 |
12/08/24 |
0.26 |
1,213.895 |
|
1,118.508 |
95.387 |
8.53 |
|
19.90 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
76,904.872 |
12/08/24 |
1.17 |
66,234.863 |
|
65,606.136 |
628.727 |
0.96 |
|
-4.09 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,411.473 |
12/08/24 |
1.36 |
3,922.954 |
|
3,631.243 |
291.711 |
8.03 |
|
18.65 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
70,714.344 |
12/08/24 |
0.85 |
65,479.626 |
|
63,000.542 |
2,479.084 |
3.94 |
|
6.07 |
| |  |
 |
 |
 |
L |
 |
DFV |
917.823 |
12/08/24 |
-0.80 |
1,181.327 |
|
1,328.850 |
-147.523 |
-11.10 |
|
-16.36 |
| Insurances - 56 out of 57 instruments rated - 15/05/23 / 13/02/23 - 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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