| | |
| | |
Assessment - Insurances in Japanese yen - 20/11/23 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
20/11/23 |
⇓ Δwk |
21/08/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
50,612.034 |
12/08/24 |
0.30 |
45,586.589 |
|
43,099.048 |
2,487.541 |
5.77 |
|
10.76 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
500,364.675 |
12/08/24 |
0.86 |
486,269.895 |
|
440,505.887 |
45,764.009 |
10.39 |
|
28.01 |
| |  |
 |
 |
 |
|
 |
Aegon |
902.535 |
12/08/24 |
0.22 |
805.985 |
|
761.793 |
44.192 |
5.80 |
|
17.19 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,876.918 |
12/08/24 |
0.33 |
6,221.355 |
|
5,847.322 |
374.033 |
6.40 |
|
4.90 |
| |  |
 |
 |
 |
L |
 |
AIA |
987.994 |
12/08/24 |
-1.33 |
1,394.423 |
|
1,256.984 |
137.439 |
10.93 |
|
0.63 |
| |  |
 |
 |
 |
|
 |
Allianz |
41,524.381 |
12/08/24 |
|
37,126.918 |
|
35,189.117 |
1,937.802 |
5.51 |
|
15.24 |
| |  |
 |
 |
 |
|
 |
AIG |
10,620.709 |
12/08/24 |
-0.62 |
9,545.439 |
|
8,445.636 |
1,099.803 |
13.02 |
|
18.03 |
| |  |
 |
 |
 |
|
 |
ASR |
7,115.452 |
12/08/24 |
0.46 |
5,990.935 |
|
6,532.617 |
-541.683 |
-8.29 |
|
-0.67 |
| |  |
 |
 |
 |
|
 |
Aviva |
89,798.582 |
12/08/24 |
0.35 |
78,596.942 |
|
70,495.862 |
8,101.080 |
11.49 |
|
10.36 |
| |  |
 |
 |
 |
|
 |
Axa |
5,249.370 |
12/08/24 |
-0.77 |
4,597.864 |
|
4,334.094 |
263.769 |
6.09 |
|
10.93 |
| |  |
 |
 |
 |
|
 |
Beazley |
135,754.982 |
12/08/24 |
1.24 |
103,856.271 |
|
100,242.131 |
3,614.139 |
3.61 |
|
2.47 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
63,832.525 |
12/08/24 |
-0.30 |
53,590.015 |
|
51,455.682 |
2,134.333 |
4.15 |
|
17.44 |
| |  |
 |
 |
 |
L |
 |
China Life |
610.438 |
12/08/24 |
0.44 |
649.147 |
|
694.018 |
-44.871 |
-6.47 |
|
-7.87 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
197.599 |
12/08/24 |
0.58 |
213.589 |
|
207.384 |
6.206 |
2.99 |
|
-6.58 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
566.968 |
12/08/24 |
0.22 |
502.385 |
|
546.376 |
-43.991 |
-8.05 |
|
-7.12 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
3,042.000 |
|
2,599.500 |
442.500 |
17.02 |
|
10.92 |
| |  |
 |
 |
 |
|
 |
FBD |
2,093.257 |
12/08/24 |
0.39 |
1,833.628 |
|
2,087.760 |
-254.132 |
-12.17 |
|
-0.69 |
| |  |
 |
 |
 |
|
 |
Generali |
3,642.917 |
12/08/24 |
1.35 |
3,120.414 |
|
2,937.208 |
183.206 |
6.24 |
|
13.80 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,938.673 |
12/08/24 |
0.50 |
2,482.700 |
|
2,398.534 |
84.167 |
3.51 |
|
24.99 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
36,899.743 |
12/08/24 |
5.23 |
34,433.270 |
|
30,949.848 |
3,483.421 |
11.26 |
|
20.98 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,250.469 |
12/08/24 |
0.01 |
1,161.373 |
|
1,100.882 |
60.491 |
5.49 |
|
19.06 |
| |  |
 |
 |
 |
|
 |
Hiscox |
220,509.117 |
12/08/24 |
1.89 |
186,384.914 |
|
181,834.564 |
4,550.350 |
2.50 |
|
1.14 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
695.708 |
12/08/24 |
0.56 |
572.307 |
|
542.343 |
29.964 |
5.52 |
|
19.09 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
41,839.240 |
12/08/24 |
0.53 |
43,026.169 |
|
40,525.796 |
2,500.374 |
6.17 |
|
5.70 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
34,270.735 |
12/08/24 |
-2.02 |
30,321.154 |
|
31,799.375 |
-1,478.221 |
-4.65 |
|
4.32 |
| |
|
instrument |
freshest |
⇓ Δday |
20/11/23 |
⇓ Δwk |
21/08/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
684.771 |
12/08/24 |
|
654.833 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,709.428 |
12/08/24 |
-0.35 |
2,863.133 |
|
2,616.370 |
246.763 |
9.43 |
|
9.82 |
| |  |
 |
 |
 |
|
 |
Mapfre |
346.280 |
12/08/24 |
|
334.272 |
|
299.458 |
34.814 |
11.63 |
|
18.63 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
377.004 |
12/08/24 |
0.52 |
342.024 |
|
324.094 |
17.930 |
5.53 |
|
11.63 |
| |  |
 |
 |
 |
|
 |
MetLife |
10,359.678 |
12/08/24 |
-0.40 |
9,271.059 |
|
9,053.593 |
217.466 |
2.40 |
|
6.41 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
50,080.924 |
12/08/24 |
-0.15 |
52,836.584 |
|
46,765.935 |
6,070.648 |
12.98 |
|
24.13 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,794.330 |
|
1,700.000 |
94.330 |
5.55 |
|
14.86 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
71,268.106 |
12/08/24 |
1.01 |
61,840.335 |
|
56,704.202 |
5,136.133 |
9.06 |
|
23.69 |
| |  |
 |
 |
 |
|
 |
NN |
7,246.889 |
12/08/24 |
0.74 |
5,194.199 |
|
5,439.332 |
-245.134 |
-4.51 |
|
-2.15 |
| |  |
 |
 |
 |
|
 |
Phoenix |
99,776.203 |
12/08/24 |
0.47 |
90,521.867 |
|
94,591.273 |
-4,069.405 |
-4.30 |
|
-5.44 |
| |  |
 |
 |
 |
L |
 |
Ping An |
640.578 |
12/08/24 |
0.45 |
741.471 |
|
817.785 |
-76.314 |
-9.33 |
|
-17.30 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
840.827 |
12/08/24 |
0.02 |
888.230 |
|
937.476 |
-49.247 |
-5.25 |
|
-6.09 |
| |  |
 |
 |
 |
|
 |
Prudential |
117,839.776 |
12/08/24 |
0.41 |
174,330.168 |
|
174,337.385 |
-7.216 |
-0.00 |
|
-4.93 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,573.116 |
12/08/24 |
0.87 |
1,442.913 |
|
1,383.489 |
59.424 |
4.30 |
|
7.00 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,426.865 |
12/08/24 |
-2.49 |
1,247.143 |
|
1,101.419 |
145.723 |
13.23 |
|
44.13 |
| |  |
 |
 |
 |
|
 |
Sampo |
6,570.231 |
12/08/24 |
0.40 |
6,328.452 |
|
6,371.653 |
-43.201 |
-0.68 |
|
-2.04 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
40,863.827 |
12/08/24 |
1.00 |
28,760.296 |
|
27,660.242 |
1,100.054 |
3.98 |
|
19.78 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
10,339.874 |
12/08/24 |
-0.33 |
7,976.804 |
|
7,201.483 |
775.320 |
10.77 |
|
9.33 |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,035.163 |
12/08/24 |
-1.17 |
2,466.048 |
|
2,251.511 |
214.536 |
9.53 |
|
18.41 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,779.651 |
12/08/24 |
1.06 |
4,613.279 |
|
4,459.201 |
154.079 |
3.46 |
|
27.68 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
2,169.000 |
|
2,052.670 |
116.330 |
5.67 |
|
9.08 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,468.890 |
12/08/24 |
0.38 |
1,299.552 |
|
1,165.303 |
134.249 |
11.52 |
|
15.81 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,127.030 |
12/08/24 |
-0.11 |
7,540.990 |
|
6,905.448 |
635.542 |
9.20 |
|
11.45 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
109,344.430 |
12/08/24 |
0.62 |
95,764.395 |
|
89,983.335 |
5,781.060 |
6.42 |
|
15.15 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
17,436.094 |
12/08/24 |
0.10 |
16,924.747 |
|
13,920.129 |
3,004.618 |
21.58 |
|
21.48 |
| |
|
instrument |
freshest |
⇓ Δday |
20/11/23 |
⇓ Δwk |
21/08/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
10,790.822 |
12/08/24 |
1.92 |
10,482.513 |
|
9,633.977 |
848.536 |
8.81 |
|
41.65 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
31,105.731 |
12/08/24 |
-1.29 |
25,524.705 |
|
23,616.797 |
1,907.907 |
8.08 |
|
4.56 |
| |  |
 |
 |
 |
|
 |
Tryg |
3,234.078 |
12/08/24 |
0.61 |
3,140.494 |
|
2,741.854 |
398.640 |
14.54 |
|
5.23 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,246.218 |
12/08/24 |
0.26 |
1,257.577 |
|
1,161.815 |
95.762 |
8.24 |
|
10.48 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
83,839.978 |
12/08/24 |
1.17 |
79,362.402 |
|
72,732.721 |
6,629.681 |
9.12 |
|
14.26 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,835.586 |
12/08/24 |
1.36 |
4,227.081 |
|
3,976.306 |
250.775 |
6.31 |
|
14.84 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
77,909.164 |
12/08/24 |
0.85 |
73,114.238 |
|
67,770.363 |
5,343.875 |
7.89 |
|
10.70 |
| |  |
 |
 |
 |
L |
 |
DFV |
1,006.062 |
12/08/24 |
-0.80 |
1,038.515 |
|
1,220.782 |
-182.267 |
-14.93 |
|
-14.37 |
| Insurances - 56 out of 57 instruments rated - 20/11/23 / 21/08/23 - 44 did rise, Market-Ratio(13) in JPY = 78.57 % |
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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