| | |
| | |
Assessment - Insurances in Euro - 8/01/24 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
8/01/24 |
⇓ Δwk |
9/10/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
311.153 |
12/08/24 |
0.30 |
282.804 |
|
285.524 |
-2.720 |
-0.95 |
|
2.26 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,139.034 |
12/08/24 |
0.86 |
3,165.794 |
|
2,746.483 |
419.311 |
15.27 |
|
20.26 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
12/08/24 |
0.22 |
5.310 |
|
4.560 |
0.750 |
16.45 |
|
14.48 |
| |  |
 |
 |
 |
|
 |
Ageas |
42.380 |
12/08/24 |
0.33 |
39.760 |
|
38.370 |
1.390 |
3.62 |
|
0.87 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.064 |
12/08/24 |
-1.33 |
7.361 |
|
8.149 |
-0.788 |
-9.67 |
|
-17.48 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
12/08/24 |
|
244.550 |
|
222.500 |
22.050 |
9.91 |
|
11.28 |
| |  |
 |
 |
 |
|
 |
AIG |
65.294 |
12/08/24 |
-0.62 |
62.203 |
|
57.944 |
4.259 |
7.35 |
|
14.89 |
| |  |
 |
 |
 |
|
 |
ASR |
43.850 |
12/08/24 |
0.46 |
43.500 |
|
36.860 |
6.640 |
18.01 |
|
9.07 |
| |  |
 |
 |
 |
|
 |
Aviva |
563.351 |
12/08/24 |
0.35 |
507.155 |
|
464.887 |
42.268 |
9.09 |
|
7.41 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
12/08/24 |
-0.77 |
29.910 |
|
27.875 |
2.035 |
7.30 |
|
6.93 |
| |  |
 |
 |
 |
|
 |
Beazley |
851.658 |
12/08/24 |
1.24 |
642.234 |
|
622.359 |
19.875 |
3.19 |
|
-2.41 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
392.430 |
12/08/24 |
-0.30 |
335.707 |
|
327.658 |
8.049 |
2.46 |
|
8.43 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.760 |
12/08/24 |
0.44 |
3.346 |
|
4.697 |
-1.351 |
-28.77 |
|
-26.21 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.213 |
12/08/24 |
0.58 |
1.084 |
|
1.432 |
-0.348 |
-24.30 |
|
-26.60 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.492 |
12/08/24 |
0.22 |
3.047 |
|
3.703 |
-0.655 |
-17.70 |
|
-14.67 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
24.095 |
9/08/24 |
3.15 |
19.685 |
|
19.786 |
-0.100 |
-0.51 |
|
6.95 |
| |  |
 |
 |
 |
|
 |
FBD |
12.900 |
12/08/24 |
0.39 |
11.350 |
|
12.100 |
-0.750 |
-6.20 |
|
-8.34 |
| |  |
 |
 |
 |
|
 |
Generali |
22.450 |
12/08/24 |
1.35 |
19.795 |
|
18.570 |
1.225 |
6.60 |
|
6.30 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
18.110 |
12/08/24 |
0.50 |
15.000 |
|
15.130 |
-0.130 |
-0.86 |
|
8.60 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
12/08/24 |
5.23 |
225.100 |
|
206.800 |
18.300 |
8.85 |
|
15.65 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
7.716 |
12/08/24 |
0.01 |
7.094 |
|
7.008 |
0.087 |
1.24 |
|
7.41 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,383.362 |
12/08/24 |
1.89 |
1,250.727 |
|
1,120.245 |
130.482 |
11.65 |
|
1.87 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.384 |
12/08/24 |
0.56 |
3.576 |
|
3.359 |
0.217 |
6.45 |
|
8.95 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
262.478 |
12/08/24 |
0.53 |
291.565 |
|
248.133 |
43.432 |
17.50 |
|
8.38 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
210.690 |
12/08/24 |
-2.02 |
197.989 |
|
190.401 |
7.587 |
3.98 |
|
2.25 |
| |
|
instrument |
freshest |
⇓ Δday |
8/01/24 |
⇓ Δwk |
9/10/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.220 |
12/08/24 |
|
4.122 |
|
3.392 |
0.730 |
21.52 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
23.421 |
12/08/24 |
-0.35 |
19.961 |
|
17.349 |
2.611 |
15.05 |
|
13.14 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.134 |
12/08/24 |
|
2.028 |
|
1.948 |
0.080 |
4.11 |
|
6.31 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.376 |
12/08/24 |
0.52 |
2.265 |
|
2.088 |
0.177 |
8.49 |
|
8.52 |
| |  |
 |
 |
 |
|
 |
MetLife |
63.689 |
12/08/24 |
-0.40 |
63.388 |
|
58.712 |
4.676 |
7.97 |
|
11.56 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
307.888 |
12/08/24 |
-0.15 |
344.451 |
|
320.971 |
23.480 |
7.32 |
|
20.45 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
19.090 |
9/08/24 |
-0.50 |
12.038 |
|
11.574 |
0.464 |
4.01 |
|
11.89 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
12/08/24 |
1.01 |
383.000 |
|
373.300 |
9.700 |
2.60 |
|
10.77 |
| |  |
 |
 |
 |
|
 |
NN |
44.660 |
12/08/24 |
0.74 |
37.130 |
|
31.790 |
5.340 |
16.80 |
|
7.41 |
| |  |
 |
 |
 |
|
 |
Phoenix |
625.945 |
12/08/24 |
0.47 |
611.751 |
|
536.676 |
75.075 |
13.99 |
|
-1.45 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.932 |
12/08/24 |
0.45 |
3.803 |
|
5.271 |
-1.468 |
-27.85 |
|
-32.58 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.179 |
12/08/24 |
0.02 |
4.903 |
|
6.256 |
-1.354 |
-21.64 |
|
-20.38 |
| |  |
 |
 |
 |
|
 |
Prudential |
739.267 |
12/08/24 |
0.41 |
979.174 |
|
1,005.268 |
-26.094 |
-2.60 |
|
-17.87 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.912 |
12/08/24 |
0.87 |
9.239 |
|
9.351 |
-0.112 |
-1.19 |
|
1.36 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.928 |
12/08/24 |
-2.49 |
8.808 |
|
7.007 |
1.801 |
25.70 |
|
36.48 |
| |  |
 |
 |
 |
|
 |
Sampo |
40.490 |
12/08/24 |
0.40 |
39.695 |
|
37.415 |
2.280 |
6.09 |
|
-5.20 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
246.317 |
12/08/24 |
1.00 |
172.318 |
|
182.777 |
-10.459 |
-5.72 |
|
4.41 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
62.326 |
12/08/24 |
-0.33 |
45.233 |
|
50.615 |
-5.382 |
-10.63 |
|
-6.41 |
| |  |
 |
 |
 |
|
 |
SBI Life |
18.728 |
12/08/24 |
-1.17 |
15.609 |
|
14.550 |
1.059 |
7.28 |
|
11.09 |
| |  |
 |
 |
 |
S |
 |
Scor |
17.130 |
12/08/24 |
1.06 |
26.710 |
|
28.800 |
-2.090 |
-7.26 |
|
5.08 |
| |  |
 |
 |
 |
|
 |
Sompo |
18.745 |
9/08/24 |
0.02 |
14.953 |
|
13.218 |
1.734 |
13.12 |
|
11.58 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
9.323 |
12/08/24 |
0.38 |
8.046 |
|
7.397 |
0.649 |
8.77 |
|
7.75 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
44.999 |
12/08/24 |
-0.11 |
46.896 |
|
46.091 |
0.805 |
1.75 |
|
2.91 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
702.211 |
12/08/24 |
0.62 |
633.735 |
|
602.318 |
31.417 |
5.22 |
|
10.98 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
111.975 |
12/08/24 |
0.10 |
104.287 |
|
98.875 |
5.413 |
5.47 |
|
9.29 |
| |
|
instrument |
freshest |
⇓ Δday |
8/01/24 |
⇓ Δwk |
9/10/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
66.500 |
12/08/24 |
1.92 |
65.200 |
|
60.650 |
4.550 |
7.50 |
|
24.26 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
191.232 |
12/08/24 |
-1.29 |
175.349 |
|
154.852 |
20.497 |
13.24 |
|
8.77 |
| |  |
 |
 |
 |
|
 |
Tryg |
19.927 |
12/08/24 |
0.61 |
19.699 |
|
17.650 |
2.049 |
11.61 |
|
0.67 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.680 |
12/08/24 |
0.26 |
7.500 |
|
7.560 |
-0.060 |
-0.79 |
|
-2.26 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
515.432 |
12/08/24 |
1.17 |
489.200 |
|
499.393 |
-10.193 |
-2.04 |
|
5.93 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
29.800 |
12/08/24 |
1.36 |
26.950 |
|
24.850 |
2.100 |
8.45 |
|
7.17 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
500.334 |
12/08/24 |
0.85 |
470.725 |
|
439.721 |
31.004 |
7.05 |
|
6.51 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.200 |
12/08/24 |
-0.80 |
6.900 |
|
6.860 |
0.040 |
0.58 |
|
-10.12 |
| Insurances - 57 out of 57 instruments rated - 8/01/24 / 9/10/23 - 41 did rise, Market-Ratio(13) in EUR = 71.93 % |
Technical Chart
Transactions Insurances in Euro * 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 |
4,694 |
|
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
6,996 |
|
1.337 |
3.267 |
|
1.930 |
144 |
22,859 |
91 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
3,800 |
|
6.015 |
5.397 |
6.703 |
0.688 |
11 |
25,475 |
46 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
5,125 |
|
4.970 |
4.820 |
|
-0.150 |
-3 |
24,706 |
-15 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
73 |
|
335.064 |
19.403 |
5,786.250 |
5,451.186 |
1,627 |
422,643 |
14,041 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
43,456 |
|
9.726 |
16.519 |
|
6.793 |
70 |
717,828 |
47 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
60,652 |
|
11.835 |
10.585 |
13.233 |
1.398 |
12 |
802,595 |
79 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
44,466 |
|
18.050 |
18.954 |
|
0.905 |
5 |
842,827 |
6 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
130,367 |
|
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,501,480 |
351 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
328,192 |
|
4.575 |
17.150 |
|
12.575 |
275 |
5,628,495 |
42 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
1,041,927 |
|
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
4,269,822 |
-67 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
131,177 |
|
32.550 |
31.080 |
|
-1.470 |
-5 |
4,076,992 |
-23 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
813,608 |
|
5.011 |
4.530 |
5.543 |
0.532 |
11 |
4,509,913 |
55 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,151,641 |
|
2.096 |
1.965 |
|
-0.131 |
-6 |
4,227,645 |
-29 |
|
| short |
27/06/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,338,285 |
|
3.159 |
3.293 |
3.025 |
-0.134 |
-4 |
4,048,314 |
-31 |
|
| long |
8/08/16 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
155,021 |
|
26.115 |
21.776 |
|
-4.339 |
-17 |
3,375,684 |
-7 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
2,261,393 |
|
1.493 |
1.466 |
1.520 |
0.027 |
2 |
3,436,413 |
17 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
28,872 |
|
119.019 |
114.028 |
|
-4.991 |
-4 |
3,292,316 |
-4 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2713,399,922 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-1 |
3,256,080 |
-4 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
184,941 |
|
17.606 |
11.640 |
|
-5.966 |
-34 |
2,152,722 |
-19 |
|
| short |
9/05/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
209,209 |
|
10.290 |
12.468 |
8.111 |
-2.179 |
-21 |
1,696,945 |
-96 |
|
| long |
6/06/22 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
11,921,990 |
|
0.142 |
0.140 |
|
-0.003 |
-2 |
1,666,528 |
-15 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
81,379 |
|
20.478 |
26.217 |
14.740 |
-5.738 |
-28 |
1,199,544 |
-88 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,484 |
|
344.295 |
314.809 |
|
-29.487 |
-9 |
1,096,812 |
-5 |
|
| accum | 7/08/06 |
12/08/24 | 7387 |
days out of 7604 invested (97%) |
10,868 |
1,096,812 |
26 |
|
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 | 335.06 | 19.40 | 5,786.25 | 5,451.19 | 1,626.91 | | | 1,626.91 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 1.34 | 3.27 | | 1.93 | 144.31 | | | 144.31 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 6.01 | 5.40 | 6.70 | 0.69 | 11.44 | | | 11.44 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 9.73 | 16.52 | | 6.79 | 69.84 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 18.05 | 18.95 | | 0.90 | 5.01 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 26.11 | 21.78 | | -4.34 | -16.62 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 20.48 | 26.22 | 14.74 | -5.74 | -28.02 | | | 7.05 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 1.49 | 1.47 | 1.52 | 0.03 | 1.80 | | | 1.80 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -1.10 | | | -1.10 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 0.14 | 0.14 | | -0.00 | -1.79 | | | -1.79 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 2.10 | 1.96 | | -0.13 | -6.26 | | | -6.26 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 119.02 | 114.03 | | -4.99 | -4.19 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 344.30 | 314.81 | | -29.49 | -8.56 | | | -12.40 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 10.29 | 12.47 | 8.11 | -2.18 | -21.17 | | | -21.17 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
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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