| | |
| | |
Assessment - Insurances in Japanese yen - 1/07/24 - RS = mixed
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
55,137.445 |
12/08/24 |
0.30 |
56,348.607 |
-2.15 |
43,862.278 |
12,486.329 |
28.47 |
|
19.88 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
3,713.000 |
-18.85 |
1,848.670 |
1,864.330 |
100.85 |
|
49.18 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
3,485.000 |
-15.11 |
2,298.670 |
1,186.330 |
51.61 |
|
28.96 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
4,035.313 |
12/08/24 |
-0.35 |
4,283.405 |
-5.79 |
3,133.102 |
1,150.303 |
36.71 |
|
37.34 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
41,419.594 |
12/08/24 |
1.00 |
43,464.285 |
-4.70 |
28,721.134 |
14,743.150 |
51.33 |
|
42.36 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
4,459.000 |
-14.71 |
2,992.000 |
1,467.000 |
49.03 |
|
21.79 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
3,138.608 |
12/08/24 |
0.50 |
3,159.405 |
-0.66 |
2,335.249 |
824.156 |
35.29 |
|
24.33 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,446.949 |
12/08/24 |
-2.49 |
1,660.469 |
-12.86 |
1,436.910 |
223.559 |
15.56 |
|
20.52 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
76,116.874 |
12/08/24 |
1.01 |
80,917.505 |
-5.93 |
58,749.287 |
22,168.218 |
37.73 |
|
29.34 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,604.536 |
12/08/24 |
0.38 |
1,652.974 |
-2.93 |
1,257.812 |
395.162 |
31.42 |
|
27.29 |
| |  |
 |
 |
 |
L |
 |
DFV |
1,074.510 |
12/08/24 |
-0.80 |
1,256.483 |
-14.48 |
1,043.109 |
213.374 |
20.46 |
|
17.70 |
| |  |
 |
 |
 |
|
 |
Beazley |
149,517.908 |
12/08/24 |
1.24 |
140,224.103 |
6.63 |
94,052.716 |
46,171.388 |
49.09 |
|
29.67 |
| |  |
 |
 |
 |
|
 |
NN |
7,739.935 |
12/08/24 |
0.74 |
7,615.154 |
1.64 |
5,599.272 |
2,015.881 |
36.00 |
|
29.63 |
| |  |
 |
 |
 |
|
 |
Talanx |
11,524.982 |
12/08/24 |
1.92 |
13,006.765 |
-11.39 |
10,125.677 |
2,881.088 |
28.45 |
|
27.01 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,739.678 |
12/08/24 |
0.87 |
1,833.163 |
-5.10 |
1,428.572 |
404.591 |
28.32 |
|
17.61 |
| |  |
 |
 |
 |
|
 |
Generali |
3,890.765 |
12/08/24 |
1.35 |
4,147.260 |
-6.18 |
2,992.282 |
1,154.978 |
38.60 |
|
27.05 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
18,595.854 |
12/08/24 |
0.10 |
20,097.827 |
-7.47 |
15,968.980 |
4,128.846 |
25.86 |
|
21.91 |
| |  |
 |
 |
 |
|
 |
AIG |
11,570.347 |
12/08/24 |
-0.62 |
12,035.681 |
-3.87 |
9,584.082 |
2,451.599 |
25.58 |
|
21.84 |
| |  |
 |
 |
 |
|
 |
Aegon |
963.939 |
12/08/24 |
0.22 |
1,014.892 |
-5.02 |
821.958 |
192.934 |
23.47 |
|
22.43 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
10,480.501 |
12/08/24 |
-0.33 |
10,223.454 |
2.51 |
7,546.123 |
2,677.331 |
35.48 |
|
21.54 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
769.370 |
12/08/24 |
0.56 |
763.997 |
0.70 |
545.963 |
218.033 |
39.94 |
|
31.23 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
33,887.011 |
12/08/24 |
-1.29 |
32,794.767 |
3.33 |
26,947.186 |
5,847.581 |
21.70 |
|
17.42 |
| |  |
 |
 |
 |
|
 |
Aviva |
98,902.419 |
12/08/24 |
0.35 |
97,227.492 |
1.72 |
78,323.210 |
18,904.282 |
24.14 |
|
22.17 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
69,540.030 |
12/08/24 |
-0.30 |
65,468.354 |
6.22 |
50,454.005 |
15,014.349 |
29.76 |
|
18.30 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
607.690 |
12/08/24 |
0.22 |
633.204 |
-4.03 |
474.126 |
159.078 |
33.55 |
|
17.95 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Swiss Life |
116,617.461 |
12/08/24 |
0.62 |
119,657.168 |
-2.54 |
98,623.991 |
21,033.177 |
21.33 |
|
21.72 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
83,091.282 |
12/08/24 |
0.85 |
86,327.676 |
-3.75 |
74,238.196 |
12,089.480 |
16.28 |
|
17.13 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
5,164.578 |
12/08/24 |
1.36 |
5,303.225 |
-2.61 |
4,150.510 |
1,152.715 |
27.77 |
|
24.89 |
| |  |
 |
 |
 |
|
 |
Allianz |
44,349.517 |
12/08/24 |
|
45,493.350 |
-2.51 |
37,894.935 |
7,598.415 |
20.05 |
|
18.63 |
| |  |
 |
 |
 |
|
 |
Ageas |
7,344.793 |
12/08/24 |
0.33 |
7,469.575 |
-1.67 |
6,156.850 |
1,312.725 |
21.32 |
|
17.12 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
39,410.239 |
12/08/24 |
5.23 |
41,749.897 |
-5.60 |
33,877.555 |
7,872.342 |
23.24 |
|
20.10 |
| |  |
 |
 |
 |
|
 |
Mapfre |
369.839 |
12/08/24 |
|
376.425 |
-1.75 |
304.318 |
72.106 |
23.69 |
|
15.91 |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,302.643 |
12/08/24 |
-1.17 |
2,909.135 |
13.53 |
2,436.938 |
472.197 |
19.38 |
|
16.96 |
| |  |
 |
 |
 |
|
 |
MetLife |
11,285.976 |
12/08/24 |
-0.40 |
11,290.823 |
-0.04 |
9,354.913 |
1,935.910 |
20.69 |
|
15.70 |
| |  |
 |
 |
 |
|
 |
Tryg |
3,453.415 |
12/08/24 |
0.61 |
3,557.994 |
-2.94 |
3,087.565 |
470.429 |
15.24 |
|
17.28 |
| |  |
 |
 |
 |
|
 |
ASR |
7,599.556 |
12/08/24 |
0.46 |
7,767.665 |
-2.16 |
6,687.802 |
1,079.862 |
16.15 |
|
15.86 |
| |  |
 |
 |
 |
|
 |
Hiscox |
242,864.470 |
12/08/24 |
1.89 |
231,630.201 |
4.85 |
189,907.207 |
41,722.994 |
21.97 |
|
15.63 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
416.921 |
12/08/24 |
0.52 |
396.505 |
5.15 |
343.397 |
53.107 |
15.47 |
|
13.20 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
551,091.960 |
12/08/24 |
0.86 |
525,763.790 |
4.82 |
483,596.721 |
42,167.069 |
8.72 |
|
12.14 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
37,335.010 |
12/08/24 |
-2.02 |
34,505.841 |
8.20 |
31,482.473 |
3,023.368 |
9.60 |
|
5.51 |
| |  |
 |
 |
 |
|
 |
FBD |
2,235.673 |
12/08/24 |
0.39 |
2,270.335 |
-1.53 |
1,777.671 |
492.664 |
27.71 |
|
14.19 |
| |  |
 |
 |
 |
|
 |
Axa |
5,606.514 |
12/08/24 |
-0.77 |
5,417.608 |
3.49 |
4,618.812 |
798.796 |
17.29 |
|
12.92 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
214.757 |
12/08/24 |
0.58 |
228.412 |
-5.98 |
183.250 |
45.162 |
24.64 |
|
12.37 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,331.005 |
12/08/24 |
0.26 |
1,386.464 |
-4.00 |
1,168.408 |
218.056 |
18.66 |
|
11.96 |
| |  |
 |
 |
 |
L |
 |
China Life |
654.281 |
12/08/24 |
0.44 |
695.548 |
-5.93 |
565.242 |
130.306 |
23.05 |
|
7.17 |
| |  |
 |
 |
 |
|
 |
Sampo |
7,017.241 |
12/08/24 |
0.40 |
6,963.515 |
0.77 |
6,203.837 |
759.678 |
12.25 |
|
9.30 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
91,336.424 |
12/08/24 |
1.17 |
79,922.805 |
14.28 |
74,475.747 |
5,447.058 |
7.31 |
|
6.49 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
46,080.929 |
12/08/24 |
0.53 |
46,754.985 |
-1.44 |
45,242.599 |
1,512.386 |
3.34 |
|
6.50 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,360.670 |
12/08/24 |
0.01 |
1,163.673 |
16.93 |
1,100.075 |
63.598 |
5.78 |
|
4.82 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,753.163 |
12/08/24 |
-0.11 |
7,887.203 |
-1.70 |
7,353.373 |
533.830 |
7.26 |
|
4.39 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
901.218 |
12/08/24 |
0.02 |
923.404 |
-2.40 |
803.502 |
119.903 |
14.92 |
|
2.58 |
| |  |
 |
 |
 |
|
 |
Phoenix |
109,891.577 |
12/08/24 |
0.47 |
108,768.150 |
1.03 |
96,431.060 |
12,337.090 |
12.79 |
|
15.02 |
| |  |
 |
 |
 |
L |
 |
Ping An |
696.202 |
12/08/24 |
0.45 |
732.409 |
-4.94 |
640.109 |
92.300 |
14.42 |
|
-1.04 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
54,558.847 |
12/08/24 |
-0.15 |
47,205.593 |
15.58 |
51,111.805 |
-3,906.212 |
-7.64 |
|
-7.99 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,968.766 |
12/08/24 |
1.06 |
4,187.121 |
-29.10 |
4,144.245 |
42.877 |
1.03 |
|
-7.90 |
| |  |
 |
 |
 |
L |
 |
AIA |
1,073.786 |
12/08/24 |
-1.33 |
1,096.544 |
-2.08 |
1,232.233 |
-135.688 |
-11.01 |
|
-10.64 |
| |  |
 |
 |
 |
|
 |
Prudential |
129,786.446 |
12/08/24 |
0.41 |
145,882.090 |
-11.03 |
159,853.581 |
-13,971.491 |
-8.74 |
|
-8.85 |
| |  |
 |
 |
 |
|
 |
Mandatum |
731.360 |
12/08/24 |
|
732.573 |
-0.17 |
660.009 |
72.564 |
10.99 |
|
-na- |
| Insurances - 57 out of 57 instruments rated - 1/07/24 / 1/01/24 - 54 did rise, Market-Ratio(26) in JPY = 94.74 % |
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Insurances in Japanese yen * Mixed Cut L13 - 49/16 (1) - S21 - 33/55 (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 |
21/08/06 |
231 |
|
- cash - |
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
50 |
|
198.635 |
523.182 |
|
324.547 |
163 |
26,227 |
102 |
|
| 7/01/08 |
21/04/08 |
105 |
|
- cash - |
| |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
32 |
|
815.030 |
807.880 |
|
-7.150 |
-1 |
25,999 |
-4 |
|
| 30/06/08 |
18/08/08 |
49 |
|
- cash - |
| short |
18/08/08 |
15/06/09 |
301 |
 |
 |
 |
AIG |
100 |
0 |
|
47,741.795 |
3,011.314 |
756,905.100 |
709,163.305 |
1,485 |
25,999 |
0 |
|
| 15/06/09 |
24/05/10 |
343 |
|
- cash - |
| |
24/05/10 |
18/10/10 |
147 |
 |
 |
 |
UnipolSai |
100 |
20 |
|
1,285.726 |
1,336.937 |
1,234.514 |
-51.211 |
-4 |
24,974 |
-10 |
|
| 18/10/10 |
13/06/11 |
238 |
|
- cash - |
| |
13/06/11 |
16/01/12 |
217 |
 |
 |
 |
UnipolSai |
100 |
31 |
|
788.220 |
153.040 |
4,059.656 |
3,271.436 |
415 |
126,389 |
1,475 |
|
| 16/01/12 |
17/08/15 |
1309 |
|
- cash - |
| |
17/08/15 |
5/09/16 |
385 |
 |
 |
 |
FBD |
100 |
132 |
|
951.062 |
793.216 |
1,140.318 |
189.256 |
20 |
151,371 |
19 |
|
| 5/09/16 |
11/06/18 |
644 |
|
- cash - |
| |
11/06/18 |
27/08/18 |
77 |
 |
 |
 |
AMP |
100 |
497 |
|
304.100 |
273.391 |
338.259 |
34.159 |
11 |
168,348 |
66 |
|
| 27/08/18 |
10/09/18 |
14 |
|
- cash - |
| |
10/09/18 |
19/11/18 |
70 |
 |
 |
 |
China Life Ins HK |
100 |
708 |
|
237.561 |
242.399 |
232.723 |
-4.838 |
-2 |
164,922 |
-10 |
|
| 19/11/18 |
10/12/18 |
21 |
|
- cash - |
| |
10/12/18 |
11/03/19 |
91 |
 |
 |
 |
AMP |
100 |
888 |
|
185.525 |
189.774 |
181.276 |
-4.249 |
-2 |
161,149 |
-9 |
|
| 11/03/19 |
9/03/20 |
364 |
|
- cash - |
| |
9/03/20 |
10/08/20 |
154 |
 |
 |
 |
Hanwha Life |
100 |
1,351,219 |
|
0.119 |
0.137 |
0.102 |
-0.017 |
-15 |
137,689 |
-31 |
|
| 10/08/20 |
2/11/20 |
84 |
|
- cash - |
| |
2/11/20 |
9/11/20 |
7 |
 |
 |
 |
Uniqa |
100 |
228 |
|
602.845 |
680.540 |
525.150 |
-77.695 |
-13 |
119,975 |
-100 |
|
| 9/11/20 |
7/03/22 |
483 |
|
- cash - |
| |
7/03/22 |
25/04/22 |
49 |
 |
 |
 |
Prudential |
100 |
77 |
|
1,542.204 |
1,607.980 |
1,476.427 |
-65.777 |
-4 |
114,910 |
-28 |
|
| 25/04/22 |
23/05/22 |
28 |
|
- cash - |
| |
23/05/22 |
1/08/22 |
70 |
 |
 |
 |
New China Life |
100 |
211 |
|
542.615 |
561.534 |
523.697 |
-18.918 |
-3 |
110,918 |
-17 |
|
| 1/08/22 |
22/08/22 |
21 |
|
- cash - |
| |
22/08/22 |
7/11/22 |
77 |
 |
 |
 |
Scor |
100 |
50 |
|
2,198.004 |
2,315.698 |
2,080.310 |
-117.694 |
-5 |
105,034 |
-23 |
|
| 7/11/22 |
10/07/23 |
245 |
|
- cash - |
| |
10/07/23 |
7/08/23 |
28 |
 |
 |
 |
DFV |
100 |
85 |
|
1,225.214 |
1,160.231 |
1,293.836 |
68.622 |
6 |
110,866 |
103 |
|
| 7/08/23 |
8/09/26 |
1128 |
|
- cash - |
| accum | 21/08/06 |
7/08/23 | 2247 |
days out of 7554 invested (30%) |
1,009 |
110,866 |
48 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| AIG | short | 18/08/08 | 15/06/09 | 301 | 47,741.79 | 3,011.31 | 756,905.10 | 709,163.31 | 1,485.41 | | | 1,485.41 |
| UnipolSai | short | 24/05/10 | 18/10/10 | 147 | 1,285.73 | 1,336.94 | 1,234.51 | -51.21 | -3.98 | | | |
| | short | 13/06/11 | 16/01/12 | 217 | 788.22 | 153.04 | 4,059.66 | 3,271.44 | 415.04 | | | 394.53 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 198.63 | 523.18 | | 324.55 | 163.39 | | | |
| | short | 10/09/18 | 19/11/18 | 70 | 237.56 | 242.40 | 232.72 | -4.84 | -2.04 | | | 158.02 |
| FBD | short | 17/08/15 | 5/09/16 | 385 | 951.06 | 793.22 | 1,140.32 | 189.26 | 19.90 | | | 19.90 |
| AMP | short | 11/06/18 | 27/08/18 | 77 | 304.10 | 273.39 | 338.26 | 34.16 | 11.23 | | | |
| | short | 10/12/18 | 11/03/19 | 91 | 185.52 | 189.77 | 181.28 | -4.25 | -2.29 | | | 8.69 |
| DFV | short | 10/07/23 | 7/08/23 | 28 | 1,225.21 | 1,160.23 | 1,293.84 | 68.62 | 5.60 | | | 5.60 |
| Glanbia | long | 21/04/08 | 30/06/08 | 70 | 815.03 | 807.88 | | -7.15 | -0.88 | | | -0.88 |
| New China Life | short | 23/05/22 | 1/08/22 | 70 | 542.62 | 561.53 | 523.70 | -18.92 | -3.49 | | | -3.49 |
| Prudential | short | 7/03/22 | 25/04/22 | 49 | 1,542.20 | 1,607.98 | 1,476.43 | -65.78 | -4.27 | | | -4.27 |
| Scor | short | 22/08/22 | 7/11/22 | 77 | 2,198.00 | 2,315.70 | 2,080.31 | -117.69 | -5.35 | | | -5.35 |
| Uniqa | short | 2/11/20 | 9/11/20 | 7 | 602.84 | 680.54 | 525.15 | -77.69 | -12.89 | | | -12.89 |
| Hanwha Life | short | 9/03/20 | 10/08/20 | 154 | 0.12 | 0.14 | 0.10 | -0.02 | -14.56 | | | -14.56 |
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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