| | |
| | |
Assessment - Insurances in Japanese yen - 27/03/06 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/03/06 |
⇓ Δwk |
26/12/05 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
40,081.963 |
12/08/24 |
0.30 |
15,715.372 |
|
13,871.518 |
1,843.854 |
13.29 |
|
27.04 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
157.142 |
12/08/24 |
0.58 |
144.576 |
|
99.647 |
44.930 |
45.09 |
|
68.62 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,085.722 |
12/08/24 |
0.26 |
3,740.226 |
|
3,035.784 |
704.443 |
23.20 |
|
61.98 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
552,137.002 |
12/08/24 |
0.86 |
128,722.822 |
|
91,426.054 |
37,296.768 |
40.79 |
|
51.73 |
| |  |
 |
 |
 |
L |
 |
Ping An |
509.424 |
12/08/24 |
0.45 |
146.393 |
|
103.398 |
42.995 |
41.58 |
|
53.34 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
58,436.753 |
12/08/24 |
0.62 |
22,382.298 |
|
18,971.467 |
3,410.830 |
17.98 |
|
45.10 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
39,661.353 |
12/08/24 |
-0.15 |
3,931.251 |
|
3,096.067 |
835.184 |
26.98 |
|
39.84 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,724.071 |
12/08/24 |
0.40 |
2,457.011 |
|
1,983.577 |
473.433 |
23.87 |
|
35.95 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
41,636.858 |
12/08/24 |
0.85 |
27,725.112 |
|
24,621.578 |
3,103.534 |
12.60 |
|
33.34 |
| |  |
 |
 |
 |
|
 |
FBD |
1,823.673 |
12/08/24 |
0.39 |
4,850.405 |
|
4,397.527 |
452.878 |
10.30 |
|
35.38 |
| |  |
 |
 |
 |
|
 |
Aegon |
786.300 |
12/08/24 |
0.22 |
2,175.684 |
|
1,929.781 |
245.904 |
12.74 |
|
33.10 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
42,744.395 |
12/08/24 |
1.00 |
14,770.630 |
|
14,043.224 |
727.406 |
5.18 |
|
40.53 |
| |  |
 |
 |
 |
|
 |
Prudential |
130,032.561 |
12/08/24 |
0.41 |
137,522.633 |
|
110,416.479 |
27,106.154 |
24.55 |
|
30.44 |
| |  |
 |
 |
 |
|
 |
Hiscox |
243,325.017 |
12/08/24 |
1.89 |
71,269.058 |
|
66,484.220 |
4,784.838 |
7.20 |
|
28.04 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,348.086 |
12/08/24 |
0.87 |
1,821.873 |
|
1,659.683 |
162.189 |
9.77 |
|
23.39 |
| |  |
 |
 |
 |
|
 |
Aviva |
99,089.969 |
12/08/24 |
0.35 |
169,038.237 |
|
141,647.418 |
27,390.819 |
19.34 |
|
26.97 |
| |  |
 |
 |
 |
|
 |
Mapfre |
301.684 |
12/08/24 |
|
465.249 |
|
384.301 |
80.948 |
21.06 |
|
28.41 |
| |  |
 |
 |
 |
|
 |
Beazley |
149,801.440 |
12/08/24 |
1.24 |
23,892.511 |
|
19,443.778 |
4,448.733 |
22.88 |
|
26.07 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
46,168.313 |
12/08/24 |
0.53 |
29,315.651 |
|
24,481.026 |
4,834.625 |
19.75 |
|
26.00 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,421.668 |
12/08/24 |
1.06 |
3,039.455 |
|
2,524.302 |
515.153 |
20.41 |
|
27.52 |
| |  |
 |
 |
 |
|
 |
Allianz |
36,176.583 |
12/08/24 |
|
19,169.772 |
|
17,835.642 |
1,334.130 |
7.48 |
|
26.49 |
| |  |
 |
 |
 |
|
 |
Axa |
4,573.320 |
12/08/24 |
-0.77 |
3,899.267 |
|
3,765.624 |
133.643 |
3.55 |
|
25.23 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,991.261 |
12/08/24 |
0.33 |
41,520.369 |
|
37,340.358 |
4,180.011 |
11.19 |
|
23.33 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,879.260 |
12/08/24 |
0.38 |
1,298.640 |
|
1,001.821 |
296.819 |
29.63 |
|
22.80 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
62,089.704 |
12/08/24 |
1.01 |
16,540.290 |
|
16,014.834 |
525.456 |
3.28 |
|
22.70 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/03/06 |
⇓ Δwk |
26/12/05 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,452.760 |
12/08/24 |
-0.35 |
3,293.804 |
|
3,028.000 |
265.804 |
8.78 |
|
25.61 |
| |  |
 |
 |
 |
|
 |
Generali |
3,173.757 |
12/08/24 |
1.35 |
3,985.220 |
|
3,700.516 |
284.704 |
7.69 |
|
20.08 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,633.887 |
12/08/24 |
-0.11 |
4,402.470 |
|
4,083.862 |
318.608 |
7.80 |
|
23.08 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,212.826 |
12/08/24 |
1.36 |
7,293.278 |
|
6,937.003 |
356.276 |
5.14 |
|
17.86 |
| |  |
 |
 |
 |
|
 |
AIG |
8,411.021 |
12/08/24 |
-0.62 |
157,743.350 |
|
157,941.242 |
-197.892 |
-0.13 |
|
14.83 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
27,140.548 |
12/08/24 |
-2.02 |
3,870.174 |
|
3,892.746 |
-22.572 |
-0.58 |
|
10.83 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
9,318.341 |
12/08/24 |
0.10 |
8,162.509 |
|
8,622.911 |
-460.402 |
-5.34 |
|
7.05 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
50,551.869 |
12/08/24 |
-0.30 |
7,035.612 |
|
6,842.958 |
192.653 |
2.82 |
|
9.61 |
| |  |
 |
 |
 |
|
 |
MetLife |
8,204.299 |
12/08/24 |
-0.40 |
5,772.960 |
|
5,707.501 |
65.459 |
1.15 |
|
9.31 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
66,396.678 |
12/08/24 |
1.17 |
6,451.856 |
|
7,391.511 |
-939.655 |
-12.71 |
|
6.05 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
32,147.538 |
12/08/24 |
5.23 |
4,325.922 |
|
4,113.371 |
212.551 |
5.17 |
|
4.25 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
24,634.038 |
12/08/24 |
-1.29 |
4,843.884 |
|
5,191.490 |
-347.607 |
-6.70 |
|
3.19 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
596.189 |
12/08/24 |
0.56 |
455.468 |
|
458.953 |
-3.485 |
-0.76 |
|
-4.68 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,560.211 |
12/08/24 |
0.50 |
361.200 |
|
343.471 |
17.730 |
5.16 |
|
0.06 |
| |  |
 |
 |
 |
L |
 |
AIA |
785.708 |
12/08/24 |
-1.33 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
ASR |
6,199.075 |
12/08/24 |
0.46 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
China Life |
431.355 |
12/08/24 |
0.44 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
400.638 |
12/08/24 |
0.22 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,854.071 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
596.581 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Medibank Private |
323.074 |
12/08/24 |
0.52 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
NN |
6,313.584 |
12/08/24 |
0.74 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Phoenix |
110,099.965 |
12/08/24 |
0.47 |
|
|
|
|
|
|
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/03/06 |
⇓ Δwk |
26/12/05 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
594.155 |
12/08/24 |
0.02 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,779.860 |
12/08/24 |
-2.49 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Samsung Life |
10,815.718 |
12/08/24 |
-0.33 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
4,500.237 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Talanx |
9,401.105 |
12/08/24 |
1.92 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Tryg |
2,815.237 |
12/08/24 |
0.61 |
1,338.583 |
|
1,089.136 |
249.446 |
22.90 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
876.494 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 39 out of 57 instruments rated - 27/03/06 / 26/12/05 - 33 did rise, Market-Ratio(13) in JPY = 84.62 % |
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 | 7253 |
days out of 7470 invested (97%) |
1,160 |
126,040 |
14 |
|
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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