| | |
| | |
Assessment - Insurances in Japanese yen - 6/05/24 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
6/05/24 |
⇓ Δwk |
5/02/24 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
52,496.844 |
12/08/24 |
0.30 |
52,780.826 |
|
47,166.022 |
5,614.804 |
11.90 |
|
16.41 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
521,697.021 |
12/08/24 |
0.86 |
522,470.479 |
|
466,027.322 |
56,443.157 |
12.11 |
|
15.99 |
| |  |
 |
 |
 |
|
 |
Aegon |
922.224 |
12/08/24 |
0.22 |
995.180 |
|
861.332 |
133.848 |
15.54 |
|
27.69 |
| |  |
 |
 |
 |
|
 |
Ageas |
7,026.943 |
12/08/24 |
0.33 |
7,259.074 |
|
6,034.748 |
1,224.326 |
20.29 |
|
17.58 |
| |  |
 |
 |
 |
L |
 |
AIA |
1,021.750 |
12/08/24 |
-1.33 |
1,230.431 |
|
1,144.468 |
85.964 |
7.51 |
|
-1.75 |
| |  |
 |
 |
 |
|
 |
Allianz |
42,430.267 |
12/08/24 |
|
44,635.514 |
|
39,157.251 |
5,478.263 |
13.99 |
|
21.94 |
| |  |
 |
 |
 |
|
 |
AIG |
11,016.229 |
12/08/24 |
-0.62 |
12,300.763 |
|
10,238.791 |
2,061.972 |
20.14 |
|
32.78 |
| |  |
 |
 |
 |
|
 |
ASR |
7,270.681 |
12/08/24 |
0.46 |
7,811.215 |
|
6,966.608 |
844.607 |
12.12 |
|
20.81 |
| |  |
 |
 |
 |
|
 |
Aviva |
93,627.019 |
12/08/24 |
0.35 |
91,267.974 |
|
79,310.325 |
11,957.649 |
15.08 |
|
19.18 |
| |  |
 |
 |
 |
|
 |
Axa |
5,363.889 |
12/08/24 |
-0.77 |
5,340.676 |
|
4,852.372 |
488.304 |
10.06 |
|
15.91 |
| |  |
 |
 |
 |
|
 |
Beazley |
141,542.706 |
12/08/24 |
1.24 |
121,722.859 |
|
102,630.317 |
19,092.542 |
18.60 |
|
15.95 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
66,209.672 |
12/08/24 |
-0.30 |
62,291.457 |
|
58,043.085 |
4,248.372 |
7.32 |
|
17.88 |
| |  |
 |
 |
 |
L |
 |
China Life |
629.537 |
12/08/24 |
0.44 |
675.861 |
|
599.215 |
76.646 |
12.79 |
|
2.78 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
204.350 |
12/08/24 |
0.58 |
220.100 |
|
168.488 |
51.611 |
30.63 |
|
7.21 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
584.707 |
12/08/24 |
0.22 |
574.247 |
|
497.041 |
77.206 |
15.53 |
|
7.31 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
3,666.000 |
|
3,122.000 |
544.000 |
17.42 |
|
21.47 |
| |  |
 |
 |
 |
|
 |
FBD |
2,138.923 |
12/08/24 |
0.39 |
2,122.342 |
|
1,850.954 |
271.388 |
14.66 |
|
8.45 |
| |  |
 |
 |
 |
|
 |
Generali |
3,722.390 |
12/08/24 |
1.35 |
3,869.959 |
|
3,288.635 |
581.324 |
17.68 |
|
24.29 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
3,002.783 |
12/08/24 |
0.50 |
2,924.853 |
|
2,578.570 |
346.283 |
13.43 |
|
21.63 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
37,704.739 |
12/08/24 |
5.23 |
38,600.102 |
|
36,093.603 |
2,506.499 |
6.94 |
|
15.52 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,293.557 |
12/08/24 |
0.01 |
1,022.120 |
|
1,007.869 |
14.251 |
1.41 |
|
-6.71 |
| |  |
 |
 |
 |
|
 |
Hiscox |
229,910.214 |
12/08/24 |
1.89 |
215,407.888 |
|
192,222.301 |
23,185.587 |
12.06 |
|
9.27 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
730.274 |
12/08/24 |
0.56 |
652.759 |
|
587.851 |
64.908 |
11.04 |
|
17.32 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
43,622.998 |
12/08/24 |
0.53 |
46,581.472 |
|
46,435.096 |
146.376 |
0.32 |
|
8.68 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
35,546.990 |
12/08/24 |
-2.02 |
35,643.907 |
|
32,382.979 |
3,260.927 |
10.07 |
|
11.98 |
| |
|
instrument |
freshest |
⇓ Δday |
6/05/24 |
⇓ Δwk |
5/02/24 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
699.710 |
12/08/24 |
|
754.261 |
|
644.643 |
109.618 |
17.00 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,865.587 |
12/08/24 |
-0.35 |
3,764.217 |
|
3,249.591 |
514.626 |
15.84 |
|
27.11 |
| |  |
 |
 |
 |
|
 |
Mapfre |
353.834 |
12/08/24 |
|
381.027 |
|
324.874 |
56.152 |
17.28 |
|
22.20 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
395.735 |
12/08/24 |
0.52 |
355.958 |
|
367.166 |
-11.208 |
-3.05 |
|
3.55 |
| |  |
 |
 |
 |
|
 |
MetLife |
10,745.476 |
12/08/24 |
-0.40 |
10,951.617 |
|
9,775.349 |
1,176.268 |
12.03 |
|
19.12 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
51,945.956 |
12/08/24 |
-0.15 |
52,798.210 |
|
52,152.030 |
646.180 |
1.24 |
|
6.88 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
2,831.000 |
|
2,027.670 |
803.330 |
39.62 |
|
47.74 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
72,822.874 |
12/08/24 |
1.01 |
68,694.254 |
|
62,980.306 |
5,713.949 |
9.07 |
|
16.26 |
| |  |
 |
 |
 |
|
 |
NN |
7,404.985 |
12/08/24 |
0.74 |
7,295.552 |
|
6,020.387 |
1,275.165 |
21.18 |
|
30.19 |
| |  |
 |
 |
 |
|
 |
Phoenix |
104,030.021 |
12/08/24 |
0.47 |
100,452.781 |
|
92,609.426 |
7,843.355 |
8.47 |
|
6.39 |
| |  |
 |
 |
 |
L |
 |
Ping An |
662.464 |
12/08/24 |
0.45 |
770.742 |
|
605.950 |
164.792 |
27.20 |
|
1.98 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
867.135 |
12/08/24 |
0.02 |
907.054 |
|
839.685 |
67.369 |
8.02 |
|
-0.04 |
| |  |
 |
 |
 |
|
 |
Prudential |
122,863.709 |
12/08/24 |
0.41 |
146,222.123 |
|
152,324.998 |
-6,102.875 |
-4.01 |
|
-11.95 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,651.277 |
12/08/24 |
0.87 |
1,753.271 |
|
1,557.324 |
195.947 |
12.58 |
|
16.69 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,501.727 |
12/08/24 |
-2.49 |
1,942.929 |
|
1,638.102 |
304.827 |
18.61 |
|
54.72 |
| |  |
 |
 |
 |
|
 |
Sampo |
6,713.566 |
12/08/24 |
0.40 |
6,347.130 |
|
6,214.259 |
132.871 |
2.14 |
|
-0.17 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
40,265.059 |
12/08/24 |
1.00 |
34,188.386 |
|
33,272.898 |
915.488 |
2.75 |
|
18.95 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
10,188.366 |
12/08/24 |
-0.33 |
9,518.228 |
|
8,605.252 |
912.976 |
10.61 |
|
18.21 |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,139.745 |
12/08/24 |
-1.17 |
2,652.854 |
|
2,540.202 |
112.652 |
4.43 |
|
10.86 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,840.291 |
12/08/24 |
1.06 |
5,050.512 |
|
4,555.581 |
494.931 |
10.86 |
|
14.90 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
3,100.000 |
|
2,564.000 |
536.000 |
20.90 |
|
33.38 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,506.673 |
12/08/24 |
0.38 |
1,542.208 |
|
1,320.103 |
222.106 |
16.82 |
|
25.80 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,427.063 |
12/08/24 |
-0.11 |
8,182.835 |
|
7,596.660 |
586.175 |
7.72 |
|
10.31 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
110,774.186 |
12/08/24 |
0.62 |
107,411.216 |
|
105,702.722 |
1,708.494 |
1.62 |
|
13.49 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
17,664.084 |
12/08/24 |
0.10 |
17,247.959 |
|
17,084.907 |
163.052 |
0.95 |
|
9.03 |
| |
|
instrument |
freshest |
⇓ Δday |
6/05/24 |
⇓ Δwk |
5/02/24 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
11,026.232 |
12/08/24 |
1.92 |
11,813.820 |
|
10,547.247 |
1,266.574 |
12.01 |
|
23.36 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
32,264.120 |
12/08/24 |
-1.29 |
33,214.829 |
|
31,650.682 |
1,564.147 |
4.94 |
|
23.64 |
| |  |
 |
 |
 |
|
 |
Tryg |
3,303.356 |
12/08/24 |
0.61 |
3,127.740 |
|
3,120.373 |
7.367 |
0.24 |
|
3.37 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,273.405 |
12/08/24 |
0.26 |
1,359.626 |
|
1,235.033 |
124.593 |
10.09 |
|
11.64 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
86,962.209 |
12/08/24 |
1.17 |
76,053.666 |
|
74,709.156 |
1,344.510 |
1.80 |
|
3.52 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,941.078 |
12/08/24 |
1.36 |
4,891.336 |
|
4,132.734 |
758.603 |
18.36 |
|
19.35 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
78,927.881 |
12/08/24 |
0.85 |
75,751.743 |
|
75,255.557 |
496.186 |
0.66 |
|
5.57 |
| |  |
 |
 |
 |
L |
 |
DFV |
1,028.010 |
12/08/24 |
-0.80 |
1,019.719 |
|
1,021.216 |
-1.497 |
-0.15 |
|
-5.35 |
| Insurances - 57 out of 57 instruments rated - 6/05/24 / 5/02/24 - 54 did rise, Market-Ratio(13) in JPY = 94.74 % |
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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