| | |
| | |
Assessment - Insurances in Japanese yen - 17/07/23 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
17/07/23 |
⇓ Δwk |
17/04/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
47,355.409 |
12/08/24 |
0.30 |
41,265.625 |
|
39,222.314 |
2,043.311 |
5.21 |
|
6.39 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
489,678.104 |
12/08/24 |
0.86 |
372,975.724 |
|
364,744.255 |
8,231.469 |
2.26 |
|
6.90 |
| |  |
 |
 |
 |
|
 |
Aegon |
867.238 |
12/08/24 |
0.22 |
730.806 |
|
598.973 |
131.834 |
22.01 |
|
12.97 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,607.974 |
12/08/24 |
0.33 |
5,783.147 |
|
5,886.910 |
-103.763 |
-1.76 |
|
-0.44 |
| |  |
 |
 |
 |
L |
 |
AIA |
922.060 |
12/08/24 |
-1.33 |
1,430.171 |
|
1,471.761 |
-41.590 |
-2.83 |
|
3.66 |
| |  |
 |
 |
 |
|
 |
Allianz |
39,900.440 |
12/08/24 |
|
32,774.804 |
|
31,799.304 |
975.501 |
3.07 |
|
15.25 |
| |  |
 |
 |
 |
|
 |
AIG |
9,937.321 |
12/08/24 |
-0.62 |
8,201.308 |
|
6,980.026 |
1,221.282 |
17.50 |
|
7.26 |
| |  |
 |
 |
 |
|
 |
ASR |
6,837.180 |
12/08/24 |
0.46 |
6,180.748 |
|
5,701.843 |
478.905 |
8.40 |
|
4.21 |
| |  |
 |
 |
 |
|
 |
Aviva |
87,880.703 |
12/08/24 |
0.35 |
70,257.374 |
|
69,422.824 |
834.550 |
1.20 |
|
0.17 |
| |  |
 |
 |
 |
|
 |
Axa |
5,044.077 |
12/08/24 |
-0.77 |
4,125.696 |
|
4,161.816 |
-36.120 |
-0.87 |
|
9.54 |
| |  |
 |
 |
 |
|
 |
Beazley |
132,855.586 |
12/08/24 |
1.24 |
102,545.637 |
|
95,053.052 |
7,492.586 |
7.88 |
|
2.87 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
59,725.230 |
12/08/24 |
-0.30 |
47,771.580 |
|
43,529.710 |
4,241.870 |
9.74 |
|
13.74 |
| |  |
 |
 |
 |
L |
 |
China Life |
570.857 |
12/08/24 |
0.44 |
635.124 |
|
688.856 |
-53.732 |
-7.80 |
|
-3.67 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
184.412 |
12/08/24 |
0.58 |
222.076 |
|
236.099 |
-14.022 |
-5.94 |
|
3.08 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
530.206 |
12/08/24 |
0.22 |
543.950 |
|
561.261 |
-17.311 |
-3.08 |
|
13.36 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,716.500 |
|
2,464.000 |
252.500 |
10.25 |
|
7.02 |
| |  |
 |
 |
 |
|
 |
FBD |
2,011.394 |
12/08/24 |
0.39 |
1,988.006 |
|
2,063.650 |
-75.644 |
-3.67 |
|
20.84 |
| |  |
 |
 |
 |
|
 |
Generali |
3,500.449 |
12/08/24 |
1.35 |
2,944.587 |
|
2,758.388 |
186.199 |
6.75 |
|
21.70 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,823.747 |
12/08/24 |
0.50 |
2,104.947 |
|
2,012.242 |
92.705 |
4.61 |
|
19.07 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
35,456.663 |
12/08/24 |
5.23 |
29,812.286 |
|
26,379.468 |
3,432.818 |
13.01 |
|
20.36 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,188.589 |
12/08/24 |
0.01 |
1,128.859 |
|
874.869 |
253.990 |
29.03 |
|
22.08 |
| |  |
 |
 |
 |
|
 |
Hiscox |
215,799.580 |
12/08/24 |
1.89 |
196,560.929 |
|
182,787.933 |
13,772.996 |
7.53 |
|
16.06 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
678.021 |
12/08/24 |
0.56 |
539.765 |
|
442.995 |
96.770 |
21.84 |
|
20.87 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
40,945.656 |
12/08/24 |
0.53 |
40,637.112 |
|
41,414.190 |
-777.079 |
-1.88 |
|
-0.38 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
32,065.589 |
12/08/24 |
-2.02 |
31,635.402 |
|
27,559.809 |
4,075.593 |
14.79 |
|
13.29 |
| |
|
instrument |
freshest |
⇓ Δday |
17/07/23 |
⇓ Δwk |
17/04/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
657.991 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,615.705 |
12/08/24 |
-0.35 |
2,670.691 |
|
2,590.873 |
79.818 |
3.08 |
|
6.81 |
| |  |
 |
 |
 |
|
 |
Mapfre |
332.738 |
12/08/24 |
|
278.789 |
|
281.420 |
-2.632 |
-0.94 |
|
8.74 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
367.419 |
12/08/24 |
0.52 |
328.594 |
|
316.940 |
11.654 |
3.68 |
|
8.69 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,693.086 |
12/08/24 |
-0.40 |
8,187.431 |
|
8,273.320 |
-85.889 |
-1.04 |
|
-6.55 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
46,858.473 |
12/08/24 |
-0.15 |
41,618.517 |
|
39,676.714 |
1,941.803 |
4.89 |
|
-1.75 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,672.670 |
|
1,438.000 |
234.670 |
16.32 |
|
17.52 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
68,480.942 |
12/08/24 |
1.01 |
52,296.239 |
|
47,691.611 |
4,604.628 |
9.66 |
|
25.26 |
| |  |
 |
 |
 |
|
 |
NN |
6,963.477 |
12/08/24 |
0.74 |
5,253.012 |
|
4,999.761 |
253.251 |
5.07 |
|
-5.11 |
| |  |
 |
 |
 |
|
 |
Phoenix |
97,645.226 |
12/08/24 |
0.47 |
97,790.423 |
|
93,971.958 |
3,818.465 |
4.06 |
|
0.35 |
| |  |
 |
 |
 |
L |
 |
Ping An |
597.829 |
12/08/24 |
0.45 |
930.055 |
|
926.918 |
3.137 |
0.34 |
|
9.20 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
786.308 |
12/08/24 |
0.02 |
930.135 |
|
929.173 |
0.962 |
0.10 |
|
3.50 |
| |  |
 |
 |
 |
|
 |
Prudential |
115,323.005 |
12/08/24 |
0.41 |
192,114.260 |
|
190,438.747 |
1,675.513 |
0.88 |
|
9.40 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,533.122 |
12/08/24 |
0.87 |
1,426.116 |
|
1,336.189 |
89.927 |
6.73 |
|
15.61 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,363.067 |
12/08/24 |
-2.49 |
1,105.082 |
|
849.511 |
255.571 |
30.08 |
|
58.17 |
| |  |
 |
 |
 |
|
 |
Sampo |
6,313.282 |
12/08/24 |
0.40 |
5,990.523 |
|
6,475.895 |
-485.372 |
-7.50 |
|
-7.82 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
38,922.857 |
12/08/24 |
1.00 |
26,406.057 |
|
21,064.319 |
5,341.738 |
25.36 |
|
22.64 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,848.745 |
12/08/24 |
-0.33 |
7,663.795 |
|
6,599.813 |
1,063.982 |
16.12 |
|
11.46 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,884.966 |
12/08/24 |
-1.17 |
2,224.216 |
|
1,878.575 |
345.641 |
18.40 |
|
8.65 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,670.944 |
12/08/24 |
1.06 |
4,300.329 |
|
3,248.963 |
1,051.365 |
32.36 |
|
50.22 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
2,130.670 |
|
1,804.670 |
326.000 |
18.06 |
|
9.60 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,466.108 |
12/08/24 |
0.38 |
1,190.591 |
|
1,027.060 |
163.531 |
15.92 |
|
9.11 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,946.957 |
12/08/24 |
-0.11 |
7,163.984 |
|
6,476.178 |
687.805 |
10.62 |
|
11.44 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
105,206.214 |
12/08/24 |
0.62 |
85,203.806 |
|
87,819.312 |
-2,615.506 |
-2.98 |
|
12.15 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
16,776.213 |
12/08/24 |
0.10 |
14,579.175 |
|
12,760.122 |
1,819.052 |
14.26 |
|
17.68 |
| |
|
instrument |
freshest |
⇓ Δday |
17/07/23 |
⇓ Δwk |
17/04/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
10,368.813 |
12/08/24 |
1.92 |
8,263.866 |
|
6,427.425 |
1,836.441 |
28.57 |
|
36.44 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
29,104.237 |
12/08/24 |
-1.29 |
23,395.238 |
|
23,026.557 |
368.681 |
1.60 |
|
-2.75 |
| |  |
 |
 |
 |
|
 |
Tryg |
3,109.943 |
12/08/24 |
0.61 |
2,776.137 |
|
2,960.841 |
-184.704 |
-6.24 |
|
-9.97 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,197.481 |
12/08/24 |
0.26 |
1,146.027 |
|
1,188.251 |
-42.224 |
-3.55 |
|
9.82 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
78,445.305 |
12/08/24 |
1.17 |
67,175.792 |
|
67,938.290 |
-762.498 |
-1.12 |
|
-3.30 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,646.476 |
12/08/24 |
1.36 |
3,687.555 |
|
3,870.262 |
-182.706 |
-4.72 |
|
8.17 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
74,960.637 |
12/08/24 |
0.85 |
65,862.768 |
|
62,290.095 |
3,572.673 |
5.74 |
|
4.31 |
| |  |
 |
 |
 |
L |
 |
DFV |
966.716 |
12/08/24 |
-0.80 |
1,213.073 |
|
1,130.968 |
82.105 |
7.26 |
|
-9.08 |
| Insurances - 56 out of 57 instruments rated - 17/07/23 / 17/04/23 - 40 did rise, Market-Ratio(13) in JPY = 71.43 % |
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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