| | |
| | |
Assessment - Insurances in Pound sterling - 7/01/24 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
4/01/24 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
269.938 |
8/12/24 |
0.30 |
275.868 |
-2.15 |
274.788 |
1.079 |
0.39 |
|
9.71 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
6.661 |
8/12/24 |
0.01 |
5.697 |
16.93 |
6.067 |
-0.370 |
-6.10 |
|
-3.80 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
267.106 |
8/12/24 |
-0.15 |
231.106 |
15.58 |
322.048 |
-90.942 |
-28.24 |
|
-15.71 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
447.159 |
8/12/24 |
1.17 |
391.281 |
14.28 |
390.170 |
1.111 |
0.28 |
|
-2.37 |
| |  |
 |
 |
 |
|
 |
SBI Life |
16.169 |
8/12/24 |
-1.17 |
14.242 |
13.53 |
14.241 |
0.001 |
0.01 |
|
7.10 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
182.782 |
8/12/24 |
-2.02 |
168.931 |
8.20 |
198.615 |
-29.683 |
-14.95 |
|
-3.37 |
| |  |
 |
 |
 |
|
 |
Beazley |
732.000 |
8/12/24 |
1.24 |
686.500 |
6.63 |
665.500 |
21.000 |
3.16 |
|
16.64 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
340.450 |
8/12/24 |
-0.30 |
320.516 |
6.22 |
334.796 |
-14.280 |
-4.27 |
|
8.23 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.041 |
8/12/24 |
0.52 |
1.941 |
5.15 |
1.944 |
-0.003 |
-0.13 |
|
3.68 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,189.000 |
8/12/24 |
1.89 |
1,134.000 |
4.85 |
1,240.000 |
-106.000 |
-8.55 |
|
4.93 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
2,698.000 |
8/12/24 |
0.86 |
2,574.000 |
4.82 |
2,837.000 |
-263.000 |
-9.27 |
|
3.43 |
| |  |
 |
 |
 |
|
 |
Axa |
27.448 |
8/12/24 |
-0.77 |
26.523 |
3.49 |
29.804 |
-3.281 |
-11.01 |
|
3.30 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
165.902 |
8/12/24 |
-1.29 |
160.554 |
3.33 |
181.787 |
-21.233 |
-11.68 |
|
7.33 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
51.310 |
8/12/24 |
-0.33 |
50.051 |
2.51 |
53.862 |
-3.811 |
-7.07 |
|
11.15 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
476.000 |
1.72 |
496.600 |
-20.600 |
-4.15 |
|
10.82 |
| |  |
 |
 |
 |
|
 |
NN |
37.893 |
8/12/24 |
0.74 |
37.282 |
1.64 |
36.657 |
0.624 |
1.70 |
|
18.49 |
| |  |
 |
 |
 |
|
 |
Phoenix |
538.000 |
8/12/24 |
0.47 |
532.500 |
1.03 |
552.600 |
-20.100 |
-3.64 |
|
-5.41 |
| |  |
 |
 |
 |
|
 |
Sampo |
34.355 |
8/12/24 |
0.40 |
34.092 |
0.77 |
33.828 |
0.264 |
0.78 |
|
0.16 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
3.767 |
8/12/24 |
0.56 |
3.740 |
0.70 |
3.309 |
0.432 |
13.05 |
|
20.12 |
| |  |
 |
 |
 |
|
 |
MetLife |
55.253 |
8/12/24 |
-0.40 |
55.277 |
-0.04 |
58.713 |
-3.436 |
-5.85 |
|
5.87 |
| |  |
 |
 |
 |
|
 |
Mandatum |
3.581 |
8/12/24 |
|
3.586 |
-0.17 |
3.548 |
0.038 |
1.08 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
Glanbia |
15.366 |
8/12/24 |
0.50 |
15.468 |
-0.66 |
15.649 |
-0.182 |
-1.16 |
|
13.69 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
225.600 |
8/12/24 |
0.53 |
228.900 |
-1.44 |
254.400 |
-25.500 |
-10.02 |
|
-3.05 |
| |  |
 |
 |
 |
|
 |
FBD |
10.945 |
8/12/24 |
0.39 |
11.115 |
-1.53 |
11.300 |
-0.185 |
-1.64 |
|
4.57 |
| |  |
 |
 |
 |
|
 |
Ageas |
35.958 |
8/12/24 |
0.33 |
36.569 |
-1.67 |
36.743 |
-0.174 |
-0.47 |
|
7.17 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
4/01/24 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
37.957 |
8/12/24 |
-0.11 |
38.614 |
-1.70 |
42.983 |
-4.369 |
-10.17 |
|
-4.35 |
| |  |
 |
 |
 |
|
 |
Mapfre |
1.811 |
8/12/24 |
|
1.843 |
-1.75 |
2.005 |
-0.162 |
-8.08 |
|
6.05 |
| |  |
 |
 |
 |
L |
 |
AIA |
5.257 |
8/12/24 |
-1.33 |
5.368 |
-2.08 |
5.352 |
0.016 |
0.30 |
|
-17.93 |
| |  |
 |
 |
 |
|
 |
ASR |
37.205 |
8/12/24 |
0.46 |
38.028 |
-2.16 |
38.857 |
-0.829 |
-2.13 |
|
6.02 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
4.412 |
8/12/24 |
0.02 |
4.521 |
-2.40 |
4.548 |
-0.027 |
-0.60 |
|
-5.90 |
| |  |
 |
 |
 |
|
 |
Allianz |
217.123 |
8/12/24 |
|
222.723 |
-2.51 |
237.819 |
-15.096 |
-6.35 |
|
8.53 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
570.928 |
8/12/24 |
0.62 |
585.810 |
-2.54 |
556.902 |
28.908 |
5.19 |
|
11.42 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
25.284 |
8/12/24 |
1.36 |
25.963 |
-2.61 |
24.741 |
1.222 |
4.94 |
|
14.27 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
7.855 |
8/12/24 |
0.38 |
8.093 |
-2.93 |
7.272 |
0.820 |
11.28 |
|
16.42 |
| |  |
 |
 |
 |
|
 |
Tryg |
16.907 |
8/12/24 |
0.61 |
17.419 |
-2.94 |
16.322 |
1.097 |
6.72 |
|
7.45 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
406.793 |
8/12/24 |
0.85 |
422.637 |
-3.75 |
428.379 |
-5.742 |
-1.34 |
|
7.26 |
| |  |
 |
 |
 |
|
 |
AIG |
56.645 |
8/12/24 |
-0.62 |
58.924 |
-3.87 |
61.860 |
-2.936 |
-4.75 |
|
11.39 |
| |  |
 |
 |
 |
|
 |
Uniqa |
6.516 |
8/12/24 |
0.26 |
6.788 |
-4.00 |
6.857 |
-0.069 |
-1.01 |
|
2.51 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
2.975 |
8/12/24 |
0.22 |
3.100 |
-4.03 |
2.615 |
0.485 |
18.54 |
|
8.09 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
202.779 |
8/12/24 |
1.00 |
212.790 |
-4.70 |
179.540 |
33.250 |
18.52 |
|
30.13 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.408 |
8/12/24 |
0.45 |
3.586 |
-4.94 |
3.366 |
0.220 |
6.52 |
|
-9.16 |
| |  |
 |
 |
 |
|
 |
Aegon |
4.719 |
8/12/24 |
0.22 |
4.969 |
-5.02 |
4.837 |
0.132 |
2.72 |
|
11.96 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
8.517 |
8/12/24 |
0.87 |
8.975 |
-5.10 |
9.373 |
-0.398 |
-4.25 |
|
7.59 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
192.942 |
8/12/24 |
5.23 |
204.396 |
-5.60 |
217.187 |
-12.791 |
-5.89 |
|
9.91 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
19.756 |
8/12/24 |
-0.35 |
20.970 |
-5.79 |
19.587 |
1.383 |
7.06 |
|
25.49 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.203 |
8/12/24 |
0.44 |
3.405 |
-5.93 |
3.245 |
0.161 |
4.95 |
|
-1.69 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
372.648 |
8/12/24 |
1.01 |
396.151 |
-5.93 |
387.205 |
8.946 |
2.31 |
|
18.27 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.051 |
8/12/24 |
0.58 |
1.118 |
-5.98 |
0.956 |
0.162 |
16.93 |
|
3.07 |
| |  |
 |
 |
 |
|
 |
Generali |
19.048 |
8/12/24 |
1.35 |
20.304 |
-6.18 |
20.084 |
0.220 |
1.10 |
|
16.18 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
91.040 |
8/12/24 |
0.10 |
98.394 |
-7.47 |
102.140 |
-3.746 |
-3.67 |
|
11.56 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
4/01/24 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
714.200 |
-11.03 |
743.000 |
-28.800 |
-3.88 |
|
-18.98 |
| |  |
 |
 |
 |
|
 |
Talanx |
56.423 |
8/12/24 |
1.92 |
63.678 |
-11.39 |
62.836 |
0.841 |
1.34 |
|
16.16 |
| |  |
 |
 |
 |
|
 |
Quálitas |
7.084 |
8/12/24 |
-2.49 |
8.129 |
-12.86 |
9.363 |
-1.233 |
-13.17 |
|
10.01 |
| |  |
 |
 |
 |
L |
 |
DFV |
5.261 |
8/12/24 |
-0.80 |
6.151 |
-14.48 |
4.863 |
1.289 |
26.51 |
|
8.05 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
18.618 |
8/09/24 |
3.15 |
21.830 |
-14.71 |
19.851 |
1.979 |
9.97 |
|
27.57 |
| |  |
 |
 |
 |
|
 |
Sompo |
14.484 |
8/09/24 |
0.02 |
17.062 |
-15.11 |
15.856 |
1.205 |
7.60 |
|
28.89 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
14.751 |
8/09/24 |
-0.50 |
18.178 |
-18.85 |
13.738 |
4.440 |
32.32 |
|
63.62 |
| |  |
 |
 |
 |
S |
 |
Scor |
14.534 |
8/12/24 |
1.06 |
20.499 |
-29.10 |
27.454 |
-6.955 |
-25.33 |
|
-15.60 |
| Insurances - 57 out of 57 instruments rated - 7/01/24 / 4/01/24 - 26 did rise, Market-Ratio(13) in GBP = 45.61 % |
Technical Chart
Transactions Insurances in Pound sterling * L13 - 49/16 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
| 1/02/06 |
8/21/06 |
231 |
|
- cash - |
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
10,968 |
|
0.912 |
2.440 |
|
1.529 |
168 |
26,767 |
104 |
|
| 1/07/08 |
4/21/08 |
105 |
|
- cash - |
| |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
6,802 |
|
3.935 |
3.816 |
|
-0.119 |
-3 |
25,956 |
-15 |
|
| 6/30/08 |
1/26/09 |
210 |
|
- cash - |
| |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
2,836 |
|
9.150 |
13.750 |
|
4.600 |
50 |
39,002 |
34 |
|
| 6/14/10 |
8/23/10 |
70 |
|
- cash - |
| |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
2,640 |
|
14.770 |
16.750 |
|
1.980 |
13 |
44,229 |
16 |
|
| 6/20/11 |
11/07/11 |
140 |
|
- cash - |
| |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
11,241 |
|
3.935 |
12.621 |
|
8.686 |
221 |
141,870 |
36 |
|
| 8/24/15 |
11/23/15 |
91 |
|
- cash - |
| |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
6,205 |
|
22.863 |
23.671 |
|
0.807 |
4 |
146,880 |
22 |
|
| 1/25/16 |
4/18/16 |
84 |
|
- cash - |
| |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
88,456 |
|
1.660 |
1.632 |
|
-0.028 |
-2 |
144,396 |
-9 |
|
| 6/27/16 |
8/08/16 |
42 |
|
- cash - |
| |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
6,504 |
|
22.200 |
19.595 |
|
-2.605 |
-12 |
127,453 |
-5 |
|
| 12/17/18 |
1/28/19 |
42 |
|
- cash - |
| |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
1,233 |
|
103.334 |
99.604 |
|
-3.730 |
-4 |
122,854 |
-3 |
|
| 3/02/20 |
6/08/20 |
98 |
|
- cash - |
| |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
7,850 |
|
15.650 |
9.966 |
|
-5.684 |
-36 |
78,235 |
-21 |
|
| 5/09/22 |
6/06/22 |
28 |
|
- cash - |
| |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
644,398 |
|
0.121 |
0.119 |
|
-0.003 |
-2 |
76,449 |
-18 |
|
| 7/18/22 |
9/12/22 |
56 |
|
- cash - |
| |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
256 |
|
298.242 |
267.106 |
|
-31.137 |
-10 |
68,478 |
-6 |
|
| accum | 8/21/06 |
8/12/24 | 6091 |
days out of 7288 invested (84%) |
585 |
68,478 |
12 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
| Glanbia | long | 4/21/08 | 6/30/08 | 70 | 3.93 | 3.82 | | -0.12 | -3.03 | | | |
| | | 11/07/11 | 8/24/15 | 1386 | 3.93 | 12.62 | | 8.69 | 220.77 | | | 211.05 |
| China Life Ins HK | | 8/21/06 | 1/07/08 | 504 | 0.91 | 2.44 | | 1.53 | 167.67 | | | 167.67 |
| Admiral Group | | 1/26/09 | 6/14/10 | 504 | 9.15 | 13.75 | | 4.60 | 50.27 | | | |
| | | 8/23/10 | 6/20/11 | 301 | 14.77 | 16.75 | | 1.98 | 13.41 | | | |
| | | 8/08/16 | 12/17/18 | 861 | 22.20 | 19.60 | | -2.61 | -11.73 | | | 50.42 |
| NN | | 11/23/15 | 1/25/16 | 63 | 22.86 | 23.67 | | 0.81 | 3.53 | | | 3.53 |
| Medibank Private | | 4/18/16 | 6/27/16 | 70 | 1.66 | 1.63 | | -0.03 | -1.69 | | | -1.69 |
| Sompo | | 6/06/22 | 7/18/22 | 42 | 0.12 | 0.12 | | -0.00 | -2.28 | | | -2.28 |
| Molina Healthcare | | 1/28/19 | 3/02/20 | 399 | 103.33 | 99.60 | | -3.73 | -3.61 | | | |
| | | 9/12/22 | 8/12/24 | 700 | 298.24 | 267.11 | | -31.14 | -10.44 | | | -13.67 |
| DFV | | 6/08/20 | 5/09/22 | 700 | 15.65 | 9.97 | | -5.68 | -36.32 | | | -36.32 |
Annotations
| 3/28/24 | MS&AD Insurance | | | stock split 1:3 (three for one) |
| | Sompo | | | stock split 1:3 (three for one) |
| 8/25/15 | NN | | | recording started |
| 7/27/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
| | Ping An Ins | | | forward stock split 10:20 (twenty for ten) |
| 5/18/15 | Tryg | | | forward stock split 1:5 (five for one) |
| 3/12/15 | Insurances | | | first full analysis,
the techniques are strongly influenced by the shorts of AIG and UnipolSai. |
|