| | |
| | |
Assessment - Insurances in Japanese yen - 25/12/23 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
25/12/23 |
⇓ Δwk |
25/09/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
48,578.328 |
12/08/24 |
0.30 |
43,715.242 |
|
45,892.088 |
-2,176.846 |
-4.74 |
|
4.62 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
487,496.805 |
12/08/24 |
0.86 |
485,147.859 |
|
436,724.924 |
48,422.935 |
11.09 |
|
23.25 |
| |  |
 |
 |
 |
|
 |
Aegon |
872.088 |
12/08/24 |
0.22 |
819.719 |
|
738.194 |
81.525 |
11.04 |
|
17.16 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,644.930 |
12/08/24 |
0.33 |
6,163.572 |
|
6,140.057 |
23.515 |
0.38 |
|
2.85 |
| |  |
 |
 |
 |
L |
 |
AIA |
945.951 |
12/08/24 |
-1.33 |
1,214.791 |
|
1,211.099 |
3.692 |
0.30 |
|
-11.40 |
| |  |
 |
 |
 |
|
 |
Allianz |
40,123.585 |
12/08/24 |
|
38,038.224 |
|
36,145.331 |
1,892.894 |
5.24 |
|
15.23 |
| |  |
 |
 |
 |
|
 |
AIG |
10,193.945 |
12/08/24 |
-0.62 |
9,527.730 |
|
9,243.313 |
284.418 |
3.08 |
|
16.51 |
| |  |
 |
 |
 |
|
 |
ASR |
6,875.417 |
12/08/24 |
0.46 |
6,668.449 |
|
6,423.735 |
244.714 |
3.81 |
|
10.10 |
| |  |
 |
 |
 |
|
 |
Aviva |
87,489.234 |
12/08/24 |
0.35 |
77,894.690 |
|
71,624.341 |
6,270.348 |
8.75 |
|
8.80 |
| |  |
 |
 |
 |
|
 |
Axa |
5,072.286 |
12/08/24 |
-0.77 |
4,647.374 |
|
4,510.483 |
136.891 |
3.03 |
|
10.23 |
| |  |
 |
 |
 |
|
 |
Beazley |
132,263.774 |
12/08/24 |
1.24 |
95,493.722 |
|
101,957.005 |
-6,463.283 |
-6.34 |
|
-5.21 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
61,267.591 |
12/08/24 |
-0.30 |
50,744.808 |
|
53,812.951 |
-3,068.143 |
-5.70 |
|
9.02 |
| |  |
 |
 |
 |
L |
 |
China Life |
587.746 |
12/08/24 |
0.44 |
551.074 |
|
758.208 |
-207.134 |
-27.32 |
|
-21.01 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
189.190 |
12/08/24 |
0.58 |
176.249 |
|
234.603 |
-58.353 |
-24.87 |
|
-22.52 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
545.892 |
12/08/24 |
0.22 |
454.810 |
|
599.807 |
-144.997 |
-24.17 |
|
-16.31 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,943.500 |
|
3,012.000 |
-68.500 |
-2.27 |
|
5.14 |
| |  |
 |
 |
 |
|
 |
FBD |
2,022.643 |
12/08/24 |
0.39 |
1,724.734 |
|
1,914.828 |
-190.094 |
-9.93 |
|
-7.89 |
| |  |
 |
 |
 |
|
 |
Generali |
3,520.025 |
12/08/24 |
1.35 |
3,004.173 |
|
3,073.968 |
-69.795 |
-2.27 |
|
7.27 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,839.539 |
12/08/24 |
0.50 |
2,334.663 |
|
2,483.760 |
-149.098 |
-6.00 |
|
13.19 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
35,654.956 |
12/08/24 |
5.23 |
34,039.977 |
|
33,379.468 |
660.509 |
1.98 |
|
16.52 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,202.213 |
12/08/24 |
0.01 |
1,095.076 |
|
1,149.375 |
-54.299 |
-4.72 |
|
10.27 |
| |  |
 |
 |
 |
|
 |
Hiscox |
214,838.288 |
12/08/24 |
1.89 |
189,361.250 |
|
187,920.754 |
1,440.496 |
0.77 |
|
1.64 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
693.218 |
12/08/24 |
0.56 |
549.927 |
|
550.194 |
-0.267 |
-0.05 |
|
11.66 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
40,763.261 |
12/08/24 |
0.53 |
45,190.123 |
|
40,728.279 |
4,461.843 |
10.96 |
|
10.83 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
32,893.660 |
12/08/24 |
-2.02 |
31,744.866 |
|
31,614.421 |
130.445 |
0.41 |
|
8.65 |
| |
|
instrument |
freshest |
⇓ Δday |
25/12/23 |
⇓ Δwk |
25/09/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
661.671 |
12/08/24 |
|
631.723 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,686.591 |
12/08/24 |
-0.35 |
3,121.572 |
|
2,799.923 |
321.648 |
11.49 |
|
17.63 |
| |  |
 |
 |
 |
|
 |
Mapfre |
334.598 |
12/08/24 |
|
306.219 |
|
304.166 |
2.053 |
0.67 |
|
6.38 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
375.654 |
12/08/24 |
0.52 |
342.736 |
|
332.409 |
10.327 |
3.11 |
|
9.28 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,943.403 |
12/08/24 |
-0.40 |
9,375.412 |
|
9,677.732 |
-302.320 |
-3.12 |
|
8.37 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
48,068.560 |
12/08/24 |
-0.15 |
51,016.704 |
|
50,791.356 |
225.348 |
0.44 |
|
18.33 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,788.670 |
|
1,911.000 |
-122.330 |
-6.40 |
|
10.74 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
68,863.925 |
12/08/24 |
1.01 |
59,895.308 |
|
58,910.506 |
984.802 |
1.67 |
|
15.75 |
| |  |
 |
 |
 |
|
 |
NN |
7,002.420 |
12/08/24 |
0.74 |
5,556.779 |
|
5,646.772 |
-89.993 |
-1.59 |
|
5.50 |
| |  |
 |
 |
 |
|
 |
Phoenix |
97,210.260 |
12/08/24 |
0.47 |
94,391.524 |
|
92,869.928 |
1,521.596 |
1.64 |
|
-0.39 |
| |  |
 |
 |
 |
L |
 |
Ping An |
613.319 |
12/08/24 |
0.45 |
599.649 |
|
877.856 |
-278.207 |
-31.69 |
|
-31.53 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
809.571 |
12/08/24 |
0.02 |
779.276 |
|
998.864 |
-219.588 |
-21.98 |
|
-17.34 |
| |  |
 |
 |
 |
|
 |
Prudential |
114,809.292 |
12/08/24 |
0.41 |
155,753.242 |
|
159,350.983 |
-3,597.742 |
-2.26 |
|
-14.93 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,567.485 |
12/08/24 |
0.87 |
1,418.385 |
|
1,500.615 |
-82.230 |
-5.48 |
|
3.17 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,382.420 |
12/08/24 |
-2.49 |
1,434.699 |
|
1,142.131 |
292.569 |
25.62 |
|
52.82 |
| |  |
 |
 |
 |
|
 |
Sampo |
6,348.589 |
12/08/24 |
0.40 |
6,192.579 |
|
6,393.791 |
-201.212 |
-3.15 |
|
-3.43 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
39,008.684 |
12/08/24 |
1.00 |
28,389.959 |
|
29,681.127 |
-1,291.168 |
-4.35 |
|
14.87 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,870.463 |
12/08/24 |
-0.33 |
8,043.822 |
|
7,937.200 |
106.621 |
1.34 |
|
9.66 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,918.035 |
12/08/24 |
-1.17 |
2,386.285 |
|
2,316.561 |
69.725 |
3.01 |
|
12.82 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,685.881 |
12/08/24 |
1.06 |
4,200.511 |
|
4,686.994 |
-486.483 |
-10.38 |
|
10.67 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
2,244.670 |
|
2,292.330 |
-47.660 |
-2.08 |
|
10.91 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,475.931 |
12/08/24 |
0.38 |
1,245.352 |
|
1,198.885 |
46.467 |
3.88 |
|
10.13 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,083.154 |
12/08/24 |
-0.11 |
7,248.578 |
|
7,384.328 |
-135.751 |
-1.84 |
|
5.41 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
108,259.725 |
12/08/24 |
0.62 |
96,208.735 |
|
93,319.709 |
2,889.026 |
3.10 |
|
12.59 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
17,263.127 |
12/08/24 |
0.10 |
15,885.397 |
|
15,452.099 |
433.298 |
2.80 |
|
10.70 |
| |
|
instrument |
freshest |
⇓ Δday |
25/12/23 |
⇓ Δwk |
25/09/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
10,426.801 |
12/08/24 |
1.92 |
10,175.931 |
|
9,172.262 |
1,003.669 |
10.94 |
|
30.84 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
29,855.833 |
12/08/24 |
-1.29 |
26,449.310 |
|
24,970.185 |
1,479.124 |
5.92 |
|
8.06 |
| |  |
 |
 |
 |
|
 |
Tryg |
3,125.620 |
12/08/24 |
0.61 |
3,067.777 |
|
2,819.594 |
248.183 |
8.80 |
|
2.79 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,204.178 |
12/08/24 |
0.26 |
1,152.436 |
|
1,193.024 |
-40.589 |
-3.40 |
|
-0.60 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
80,471.099 |
12/08/24 |
1.17 |
74,068.032 |
|
75,916.266 |
-1,848.235 |
-2.43 |
|
5.83 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,672.461 |
12/08/24 |
1.36 |
4,123.682 |
|
4,097.574 |
26.108 |
0.64 |
|
9.10 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
77,136.299 |
12/08/24 |
0.85 |
73,152.501 |
|
69,116.643 |
4,035.857 |
5.84 |
|
9.53 |
| |  |
 |
 |
 |
L |
 |
DFV |
972.123 |
12/08/24 |
-0.80 |
1,031.705 |
|
1,118.953 |
-87.248 |
-7.80 |
|
-12.66 |
| Insurances - 56 out of 57 instruments rated - 25/12/23 / 25/09/23 - 30 did rise, Market-Ratio(13) in JPY = 53.57 % |
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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