| | |
| | |
Assessment - Insurances in Japanese yen - 12/06/23 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
12/06/23 |
⇓ Δwk |
13/03/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
47,660.875 |
12/08/24 |
0.30 |
41,566.027 |
|
38,079.774 |
3,486.253 |
9.16 |
|
8.86 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
470,987.882 |
12/08/24 |
0.86 |
406,397.253 |
|
310,003.762 |
96,393.491 |
31.09 |
|
17.17 |
| |  |
 |
 |
 |
|
 |
Aegon |
835.195 |
12/08/24 |
0.22 |
679.328 |
|
623.419 |
55.909 |
8.97 |
|
6.62 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,363.823 |
12/08/24 |
0.33 |
5,598.002 |
|
5,923.910 |
-325.908 |
-5.50 |
|
-3.85 |
| |  |
 |
 |
 |
L |
 |
AIA |
925.602 |
12/08/24 |
-1.33 |
1,454.390 |
|
1,433.707 |
20.683 |
1.44 |
|
5.61 |
| |  |
 |
 |
 |
|
 |
Allianz |
38,426.200 |
12/08/24 |
|
31,323.585 |
|
30,148.598 |
1,174.987 |
3.90 |
|
12.59 |
| |  |
 |
 |
 |
|
 |
AIG |
10,001.422 |
12/08/24 |
-0.62 |
7,851.975 |
|
6,664.596 |
1,187.379 |
17.82 |
|
4.16 |
| |  |
 |
 |
 |
|
 |
ASR |
6,584.560 |
12/08/24 |
0.46 |
5,841.263 |
|
5,683.694 |
157.569 |
2.77 |
|
-0.31 |
| |  |
 |
 |
 |
|
 |
Aviva |
84,526.439 |
12/08/24 |
0.35 |
69,513.482 |
|
68,794.245 |
719.237 |
1.05 |
|
-0.34 |
| |  |
 |
 |
 |
|
 |
Axa |
4,857.708 |
12/08/24 |
-0.77 |
3,938.723 |
|
3,957.138 |
-18.415 |
-0.47 |
|
7.50 |
| |  |
 |
 |
 |
|
 |
Beazley |
127,784.703 |
12/08/24 |
1.24 |
100,290.044 |
|
88,364.043 |
11,926.001 |
13.50 |
|
3.26 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
60,110.487 |
12/08/24 |
-0.30 |
46,592.296 |
|
40,315.016 |
6,277.281 |
15.57 |
|
13.56 |
| |  |
 |
 |
 |
L |
 |
China Life |
576.670 |
12/08/24 |
0.44 |
734.672 |
|
686.700 |
47.972 |
6.99 |
|
13.51 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
185.120 |
12/08/24 |
0.58 |
237.910 |
|
223.757 |
14.153 |
6.33 |
|
11.14 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
535.605 |
12/08/24 |
0.22 |
582.145 |
|
524.357 |
57.788 |
11.02 |
|
23.30 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,579.000 |
|
2,636.000 |
-57.000 |
-2.16 |
|
2.34 |
| |  |
 |
 |
 |
|
 |
FBD |
1,937.077 |
12/08/24 |
0.39 |
1,929.569 |
|
1,951.759 |
-22.190 |
-1.14 |
|
21.69 |
| |  |
 |
 |
 |
|
 |
Generali |
3,371.114 |
12/08/24 |
1.35 |
2,793.745 |
|
2,545.151 |
248.595 |
9.77 |
|
18.46 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,719.416 |
12/08/24 |
0.50 |
2,015.161 |
|
1,823.072 |
192.089 |
10.54 |
|
17.64 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
34,146.611 |
12/08/24 |
5.23 |
28,703.275 |
|
24,028.797 |
4,674.478 |
19.45 |
|
20.64 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,190.292 |
12/08/24 |
0.01 |
990.258 |
|
774.983 |
215.275 |
27.78 |
|
8.18 |
| |  |
 |
 |
 |
|
 |
Hiscox |
207,562.858 |
12/08/24 |
1.89 |
196,215.856 |
|
180,538.279 |
15,677.577 |
8.68 |
|
18.52 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
674.771 |
12/08/24 |
0.56 |
481.575 |
|
423.953 |
57.622 |
13.59 |
|
10.60 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
39,382.827 |
12/08/24 |
0.53 |
41,966.452 |
|
39,123.383 |
2,843.069 |
7.27 |
|
3.16 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
32,272.428 |
12/08/24 |
-2.02 |
29,798.958 |
|
26,295.006 |
3,503.952 |
13.33 |
|
9.38 |
| |
|
instrument |
freshest |
⇓ Δday |
12/06/23 |
⇓ Δwk |
13/03/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
633.679 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,583.416 |
12/08/24 |
-0.35 |
2,692.783 |
|
2,458.651 |
234.131 |
9.52 |
|
9.08 |
| |  |
 |
 |
 |
|
 |
Mapfre |
320.444 |
12/08/24 |
|
277.498 |
|
272.388 |
5.109 |
1.88 |
|
10.12 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
365.658 |
12/08/24 |
0.52 |
334.558 |
|
289.746 |
44.812 |
15.47 |
|
11.88 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,755.611 |
12/08/24 |
-0.40 |
7,543.315 |
|
7,847.905 |
-304.589 |
-3.88 |
|
-14.47 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
47,160.734 |
12/08/24 |
-0.15 |
40,317.141 |
|
35,098.608 |
5,218.533 |
14.87 |
|
-3.62 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,724.000 |
|
1,440.330 |
283.670 |
19.69 |
|
23.54 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
65,950.711 |
12/08/24 |
1.01 |
48,817.341 |
|
44,811.812 |
4,005.529 |
8.94 |
|
22.71 |
| |  |
 |
 |
 |
|
 |
NN |
6,706.190 |
12/08/24 |
0.74 |
4,974.834 |
|
5,065.994 |
-91.160 |
-1.80 |
|
-11.69 |
| |  |
 |
 |
 |
|
 |
Phoenix |
93,918.266 |
12/08/24 |
0.47 |
96,641.546 |
|
95,984.428 |
657.118 |
0.68 |
|
-1.04 |
| |  |
 |
 |
 |
L |
 |
Ping An |
600.125 |
12/08/24 |
0.45 |
958.595 |
|
886.199 |
72.397 |
8.17 |
|
12.97 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
794.314 |
12/08/24 |
0.02 |
969.329 |
|
904.064 |
65.265 |
7.22 |
|
8.05 |
| |  |
 |
 |
 |
|
 |
Prudential |
110,921.312 |
12/08/24 |
0.41 |
194,644.733 |
|
187,915.460 |
6,729.272 |
3.58 |
|
12.79 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,525.774 |
12/08/24 |
0.87 |
1,412.684 |
|
1,299.412 |
113.271 |
8.72 |
|
17.59 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,330.117 |
12/08/24 |
-2.49 |
952.252 |
|
791.582 |
160.670 |
20.30 |
|
42.18 |
| |  |
 |
 |
 |
|
 |
Sampo |
6,080.019 |
12/08/24 |
0.40 |
6,476.444 |
|
6,091.204 |
385.240 |
6.32 |
|
0.61 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
38,534.872 |
12/08/24 |
1.00 |
25,436.276 |
|
22,386.488 |
3,049.789 |
13.62 |
|
20.23 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,750.573 |
12/08/24 |
-0.33 |
7,359.128 |
|
6,869.982 |
489.146 |
7.12 |
|
8.13 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,889.100 |
12/08/24 |
-1.17 |
2,099.299 |
|
1,735.398 |
363.901 |
20.97 |
|
3.94 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,572.258 |
12/08/24 |
1.06 |
3,678.945 |
|
2,848.281 |
830.663 |
29.16 |
|
31.50 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
2,090.000 |
|
1,883.330 |
206.670 |
10.97 |
|
8.36 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,369.587 |
12/08/24 |
0.38 |
1,054.582 |
|
1,005.209 |
49.373 |
4.91 |
|
-2.50 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,884.920 |
12/08/24 |
-0.11 |
7,024.832 |
|
6,073.858 |
950.974 |
15.66 |
|
10.81 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
100,088.917 |
12/08/24 |
0.62 |
82,287.147 |
|
81,748.049 |
539.098 |
0.66 |
|
10.64 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
15,960.207 |
12/08/24 |
0.10 |
13,563.107 |
|
13,370.309 |
192.798 |
1.44 |
|
12.74 |
| |
|
instrument |
freshest |
⇓ Δday |
12/06/23 |
⇓ Δwk |
13/03/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,985.707 |
12/08/24 |
1.92 |
7,936.009 |
|
6,008.272 |
1,927.737 |
32.08 |
|
36.43 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
29,291.973 |
12/08/24 |
-1.29 |
24,409.280 |
|
22,923.442 |
1,485.838 |
6.48 |
|
2.29 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,994.426 |
12/08/24 |
0.61 |
3,081.075 |
|
2,831.216 |
249.859 |
8.83 |
|
0.22 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,153.236 |
12/08/24 |
0.26 |
1,207.294 |
|
1,141.028 |
66.266 |
5.81 |
|
17.78 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
78,951.317 |
12/08/24 |
1.17 |
68,797.660 |
|
61,718.392 |
7,079.268 |
11.47 |
|
-0.83 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,474.798 |
12/08/24 |
1.36 |
3,626.388 |
|
3,560.351 |
66.037 |
1.85 |
|
8.16 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
71,314.504 |
12/08/24 |
0.85 |
65,436.851 |
|
61,866.549 |
3,570.301 |
5.77 |
|
5.04 |
| |  |
 |
 |
 |
L |
 |
DFV |
930.998 |
12/08/24 |
-0.80 |
1,141.224 |
|
1,272.575 |
-131.352 |
-10.32 |
|
-16.94 |
| Insurances - 56 out of 57 instruments rated - 12/06/23 / 13/03/23 - 49 did rise, Market-Ratio(13) in JPY = 87.50 % |
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. |
|
|