| | |
| | |
Assessment - Insurances in Japanese yen - 4/03/24 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
4/03/24 |
⇓ Δwk |
4/12/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
51,351.520 |
12/08/24 |
0.30 |
50,119.840 |
|
45,560.253 |
4,559.587 |
10.01 |
|
16.10 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
515,599.922 |
12/08/24 |
0.86 |
506,426.906 |
|
505,163.479 |
1,263.427 |
0.25 |
|
21.00 |
| |  |
 |
 |
 |
|
 |
Aegon |
908.959 |
12/08/24 |
0.22 |
844.570 |
|
813.624 |
30.947 |
3.80 |
|
16.60 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,925.867 |
12/08/24 |
0.33 |
6,177.389 |
|
6,320.567 |
-143.177 |
-2.27 |
|
2.65 |
| |  |
 |
 |
 |
L |
 |
AIA |
998.356 |
12/08/24 |
-1.33 |
1,216.686 |
|
1,247.292 |
-30.605 |
-2.45 |
|
-7.79 |
| |  |
 |
 |
 |
|
 |
Allianz |
41,819.946 |
12/08/24 |
|
41,182.596 |
|
37,477.056 |
3,705.540 |
9.89 |
|
19.00 |
| |  |
 |
 |
 |
|
 |
AIG |
10,775.887 |
12/08/24 |
-0.62 |
11,010.637 |
|
9,715.124 |
1,295.512 |
13.34 |
|
29.91 |
| |  |
 |
 |
 |
|
 |
ASR |
7,166.099 |
12/08/24 |
0.46 |
6,798.397 |
|
6,881.687 |
-83.290 |
-1.21 |
|
9.86 |
| |  |
 |
 |
 |
|
 |
Aviva |
92,532.795 |
12/08/24 |
0.35 |
85,710.365 |
|
78,376.541 |
7,333.824 |
9.36 |
|
17.03 |
| |  |
 |
 |
 |
|
 |
Axa |
5,286.734 |
12/08/24 |
-0.77 |
5,330.858 |
|
4,630.034 |
700.824 |
15.14 |
|
21.57 |
| |  |
 |
 |
 |
|
 |
Beazley |
139,888.489 |
12/08/24 |
1.24 |
124,600.129 |
|
98,876.737 |
25,723.392 |
26.02 |
|
24.49 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
64,765.175 |
12/08/24 |
-0.30 |
60,702.210 |
|
52,499.943 |
8,202.267 |
15.62 |
|
22.95 |
| |  |
 |
 |
 |
L |
 |
China Life |
616.466 |
12/08/24 |
0.44 |
613.748 |
|
607.219 |
6.529 |
1.08 |
|
-8.62 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
199.671 |
12/08/24 |
0.58 |
181.205 |
|
194.065 |
-12.861 |
-6.63 |
|
-15.20 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
572.567 |
12/08/24 |
0.22 |
521.770 |
|
485.982 |
35.788 |
7.36 |
|
-3.64 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
3,524.000 |
|
3,205.000 |
319.000 |
9.95 |
|
24.50 |
| |  |
 |
 |
 |
|
 |
FBD |
2,108.157 |
12/08/24 |
0.39 |
2,083.643 |
|
1,793.351 |
290.292 |
16.19 |
|
8.21 |
| |  |
 |
 |
 |
|
 |
Generali |
3,668.846 |
12/08/24 |
1.35 |
3,593.672 |
|
3,004.063 |
589.609 |
19.63 |
|
22.08 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,959.591 |
12/08/24 |
0.50 |
2,864.805 |
|
2,491.563 |
373.243 |
14.98 |
|
27.52 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
37,162.390 |
12/08/24 |
5.23 |
38,714.909 |
|
35,181.566 |
3,533.342 |
10.04 |
|
24.56 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,275.171 |
12/08/24 |
0.01 |
1,107.889 |
|
1,191.658 |
-83.769 |
-7.03 |
|
7.37 |
| |  |
 |
 |
 |
|
 |
Hiscox |
227,223.242 |
12/08/24 |
1.89 |
214,228.137 |
|
193,107.011 |
21,121.126 |
10.94 |
|
12.84 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
702.161 |
12/08/24 |
0.56 |
602.132 |
|
568.207 |
33.925 |
5.97 |
|
15.92 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
43,113.174 |
12/08/24 |
0.53 |
46,419.281 |
|
42,264.229 |
4,155.052 |
9.83 |
|
11.53 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
34,771.461 |
12/08/24 |
-2.02 |
36,431.258 |
|
30,551.122 |
5,880.136 |
19.25 |
|
20.57 |
| |
|
instrument |
freshest |
⇓ Δday |
4/03/24 |
⇓ Δwk |
4/12/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
689.645 |
12/08/24 |
|
653.692 |
|
622.014 |
31.678 |
5.09 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,806.958 |
12/08/24 |
-0.35 |
3,610.620 |
|
2,922.819 |
687.801 |
23.53 |
|
29.51 |
| |  |
 |
 |
 |
|
 |
Mapfre |
348.745 |
12/08/24 |
|
323.251 |
|
319.774 |
3.476 |
1.09 |
|
8.55 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
380.500 |
12/08/24 |
0.52 |
361.868 |
|
340.145 |
21.723 |
6.39 |
|
9.00 |
| |  |
 |
 |
 |
|
 |
MetLife |
10,511.042 |
12/08/24 |
-0.40 |
10,520.071 |
|
9,501.686 |
1,018.385 |
10.72 |
|
20.44 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
50,812.651 |
12/08/24 |
-0.15 |
58,168.123 |
|
53,810.012 |
4,358.111 |
8.10 |
|
27.36 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
2,530.670 |
|
1,864.330 |
666.340 |
35.74 |
|
46.41 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
71,775.382 |
12/08/24 |
1.01 |
70,222.863 |
|
62,488.328 |
7,734.535 |
12.38 |
|
27.43 |
| |  |
 |
 |
 |
|
 |
NN |
7,298.471 |
12/08/24 |
0.74 |
6,445.403 |
|
5,574.533 |
870.870 |
15.62 |
|
21.19 |
| |  |
 |
 |
 |
|
 |
Phoenix |
102,814.217 |
12/08/24 |
0.47 |
95,666.909 |
|
88,078.356 |
7,588.553 |
8.62 |
|
1.95 |
| |  |
 |
 |
 |
L |
 |
Ping An |
647.296 |
12/08/24 |
0.45 |
668.456 |
|
665.097 |
3.359 |
0.51 |
|
-16.41 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
849.130 |
12/08/24 |
0.02 |
885.085 |
|
832.581 |
52.504 |
6.31 |
|
-3.43 |
| |  |
 |
 |
 |
|
 |
Prudential |
121,427.795 |
12/08/24 |
0.41 |
147,685.552 |
|
160,618.940 |
-12,933.388 |
-8.05 |
|
-15.09 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,587.707 |
12/08/24 |
0.87 |
1,690.677 |
|
1,446.346 |
244.331 |
16.89 |
|
18.05 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,462.072 |
12/08/24 |
-2.49 |
1,727.169 |
|
1,406.165 |
321.004 |
22.83 |
|
56.75 |
| |  |
 |
 |
 |
|
 |
Sampo |
6,616.997 |
12/08/24 |
0.40 |
6,694.623 |
|
6,428.168 |
266.455 |
4.15 |
|
5.77 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
40,092.356 |
12/08/24 |
1.00 |
34,494.129 |
|
28,970.157 |
5,523.972 |
19.07 |
|
30.59 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
10,144.667 |
12/08/24 |
-0.33 |
11,750.623 |
|
7,819.130 |
3,931.493 |
50.28 |
|
57.42 |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,095.119 |
12/08/24 |
-1.17 |
2,755.564 |
|
2,567.109 |
188.454 |
7.34 |
|
24.01 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,799.436 |
12/08/24 |
1.06 |
4,422.226 |
|
4,519.245 |
-97.019 |
-2.15 |
|
9.28 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
3,004.000 |
|
2,255.330 |
748.670 |
33.20 |
|
40.89 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,511.618 |
12/08/24 |
0.38 |
1,361.312 |
|
1,293.379 |
67.932 |
5.25 |
|
17.12 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,314.418 |
12/08/24 |
-0.11 |
8,018.794 |
|
7,548.621 |
470.173 |
6.23 |
|
12.86 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
111,009.316 |
12/08/24 |
0.62 |
109,885.946 |
|
95,001.817 |
14,884.130 |
15.67 |
|
20.90 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
17,701.577 |
12/08/24 |
0.10 |
18,152.627 |
|
16,806.716 |
1,345.912 |
8.01 |
|
20.98 |
| |
|
instrument |
freshest |
⇓ Δday |
4/03/24 |
⇓ Δwk |
4/12/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
10,867.630 |
12/08/24 |
1.92 |
10,777.747 |
|
10,680.403 |
97.344 |
0.91 |
|
25.80 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
31,560.213 |
12/08/24 |
-1.29 |
32,965.698 |
|
26,965.358 |
6,000.341 |
22.25 |
|
30.24 |
| |  |
 |
 |
 |
|
 |
Tryg |
3,258.400 |
12/08/24 |
0.61 |
3,210.160 |
|
3,184.763 |
25.397 |
0.80 |
|
7.16 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,255.089 |
12/08/24 |
0.26 |
1,312.287 |
|
1,211.508 |
100.778 |
8.32 |
|
10.33 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
85,064.955 |
12/08/24 |
1.17 |
72,511.896 |
|
80,706.187 |
-8,194.290 |
-10.15 |
|
0.63 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,870.005 |
12/08/24 |
1.36 |
4,428.763 |
|
4,120.723 |
308.041 |
7.48 |
|
12.55 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
79,095.414 |
12/08/24 |
0.85 |
79,231.580 |
|
74,415.277 |
4,816.303 |
6.47 |
|
14.84 |
| |  |
 |
 |
 |
L |
 |
DFV |
1,013.223 |
12/08/24 |
-0.80 |
987.075 |
|
1,061.664 |
-74.589 |
-7.03 |
|
-12.54 |
| Insurances - 57 out of 57 instruments rated - 4/03/24 / 4/12/23 - 48 did rise, Market-Ratio(13) in JPY = 84.21 % |
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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