| | |
| | |
Assessment - Insurances in Japanese yen - 18/09/06 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
18/09/06 |
⇓ Δwk |
19/06/06 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
40,094.705 |
12/08/24 |
0.30 |
16,943.473 |
|
14,897.679 |
2,045.795 |
13.73 |
|
16.11 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
156.632 |
12/08/24 |
0.58 |
235.551 |
|
158.274 |
77.277 |
48.82 |
|
87.07 |
| |  |
 |
 |
 |
L |
 |
Ping An |
507.771 |
12/08/24 |
0.45 |
212.615 |
|
153.152 |
59.463 |
38.83 |
|
63.71 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
596,229.152 |
12/08/24 |
0.86 |
165,189.507 |
|
125,035.866 |
40,153.642 |
32.11 |
|
45.73 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
61,031.448 |
12/08/24 |
0.62 |
24,556.034 |
|
22,563.390 |
1,992.644 |
8.83 |
|
21.43 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
43,425.859 |
12/08/24 |
1.00 |
17,517.342 |
|
15,721.709 |
1,795.633 |
11.42 |
|
22.37 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,304.873 |
12/08/24 |
0.33 |
46,475.748 |
|
37,426.910 |
9,048.838 |
24.18 |
|
19.90 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
39,673.961 |
12/08/24 |
-0.15 |
4,053.519 |
|
4,162.173 |
-108.655 |
-2.61 |
|
14.95 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,432.148 |
12/08/24 |
0.87 |
2,029.245 |
|
1,798.164 |
231.081 |
12.85 |
|
14.02 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
65,339.784 |
12/08/24 |
1.01 |
18,042.826 |
|
14,927.075 |
3,115.751 |
20.87 |
|
16.71 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,142.554 |
12/08/24 |
0.26 |
3,608.565 |
|
3,177.064 |
431.501 |
13.58 |
|
15.15 |
| |  |
 |
 |
 |
|
 |
MetLife |
8,206.907 |
12/08/24 |
-0.40 |
6,530.277 |
|
5,707.729 |
822.549 |
14.41 |
|
11.34 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
49,855.188 |
12/08/24 |
0.53 |
30,054.546 |
|
26,808.628 |
3,245.918 |
12.11 |
|
15.84 |
| |  |
 |
 |
 |
|
 |
FBD |
1,919.133 |
12/08/24 |
0.39 |
5,138.516 |
|
4,432.977 |
705.539 |
15.92 |
|
14.05 |
| |  |
 |
 |
 |
|
 |
Beazley |
161,764.173 |
12/08/24 |
1.24 |
24,750.802 |
|
21,958.558 |
2,792.245 |
12.72 |
|
15.46 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,906.616 |
12/08/24 |
0.38 |
1,268.079 |
|
1,155.676 |
112.404 |
9.73 |
|
8.75 |
| |  |
 |
 |
 |
|
 |
Axa |
4,812.710 |
12/08/24 |
-0.77 |
4,177.610 |
|
3,457.693 |
719.917 |
20.82 |
|
13.04 |
| |  |
 |
 |
 |
|
 |
Prudential |
140,416.606 |
12/08/24 |
0.41 |
135,024.467 |
|
120,665.473 |
14,358.994 |
11.90 |
|
14.26 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
50,567.939 |
12/08/24 |
-0.30 |
7,489.023 |
|
7,112.549 |
376.474 |
5.29 |
|
9.03 |
| |  |
 |
 |
 |
|
 |
Allianz |
38,070.243 |
12/08/24 |
|
19,982.786 |
|
17,104.244 |
2,878.543 |
16.83 |
|
11.96 |
| |  |
 |
 |
 |
|
 |
Sampo |
6,023.697 |
12/08/24 |
0.40 |
2,380.320 |
|
2,097.072 |
283.248 |
13.51 |
|
11.85 |
| |  |
 |
 |
 |
|
 |
Aegon |
827.459 |
12/08/24 |
0.22 |
2,124.436 |
|
1,877.171 |
247.265 |
13.17 |
|
11.33 |
| |  |
 |
 |
 |
|
 |
Aviva |
107,003.023 |
12/08/24 |
0.35 |
170,161.767 |
|
158,613.272 |
11,548.495 |
7.28 |
|
12.85 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
43,485.609 |
12/08/24 |
0.85 |
26,552.704 |
|
24,493.058 |
2,059.646 |
8.41 |
|
8.30 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
33,830.298 |
12/08/24 |
5.23 |
4,585.091 |
|
3,955.311 |
629.781 |
15.92 |
|
9.97 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
18/09/06 |
⇓ Δwk |
19/06/06 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Swiss Re |
9,732.092 |
12/08/24 |
0.10 |
8,913.287 |
|
7,861.401 |
1,051.885 |
13.38 |
|
7.75 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,603.237 |
12/08/24 |
-0.35 |
3,431.054 |
|
3,185.849 |
245.205 |
7.70 |
|
8.99 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,694.225 |
12/08/24 |
0.50 |
378.620 |
|
337.862 |
40.758 |
12.06 |
|
9.34 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,433.346 |
12/08/24 |
1.36 |
7,466.766 |
|
6,476.166 |
990.600 |
15.30 |
|
9.26 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
24,641.869 |
12/08/24 |
-1.29 |
5,396.467 |
|
5,091.580 |
304.887 |
5.99 |
|
5.78 |
| |  |
 |
 |
 |
|
 |
Generali |
3,339.887 |
12/08/24 |
1.35 |
3,978.854 |
|
3,728.128 |
250.726 |
6.73 |
|
8.78 |
| |  |
 |
 |
 |
|
 |
Mapfre |
317.475 |
12/08/24 |
|
453.005 |
|
410.531 |
42.474 |
10.35 |
|
8.30 |
| |  |
 |
 |
 |
|
 |
AIG |
8,413.695 |
12/08/24 |
-0.62 |
154,033.710 |
|
136,980.882 |
17,052.829 |
12.45 |
|
3.88 |
| |  |
 |
 |
 |
|
 |
Hiscox |
262,756.287 |
12/08/24 |
1.89 |
71,333.139 |
|
62,622.183 |
8,710.956 |
13.91 |
|
8.28 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,923.002 |
12/08/24 |
-0.11 |
4,298.267 |
|
3,967.438 |
330.829 |
8.34 |
|
5.03 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,548.430 |
12/08/24 |
1.06 |
2,796.876 |
|
2,504.836 |
292.040 |
11.66 |
|
5.71 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
66,417.785 |
12/08/24 |
1.17 |
6,120.226 |
|
5,009.810 |
1,110.415 |
22.16 |
|
-0.32 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
633.365 |
12/08/24 |
0.56 |
464.409 |
|
455.705 |
8.704 |
1.91 |
|
0.25 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
27,149.176 |
12/08/24 |
-2.02 |
3,393.206 |
|
3,546.024 |
-152.818 |
-4.31 |
|
-6.26 |
| |  |
 |
 |
 |
L |
 |
AIA |
783.159 |
12/08/24 |
-1.33 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
ASR |
6,523.565 |
12/08/24 |
0.46 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
China Life |
436.149 |
12/08/24 |
0.44 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
405.091 |
12/08/24 |
0.22 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,795.815 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
627.809 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Medibank Private |
343.220 |
12/08/24 |
0.52 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
NN |
6,644.068 |
12/08/24 |
0.74 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Phoenix |
118,892.247 |
12/08/24 |
0.47 |
|
|
|
|
|
|
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
18/09/06 |
⇓ Δwk |
19/06/06 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
600.759 |
12/08/24 |
0.02 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,770.094 |
12/08/24 |
-2.49 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Samsung Life |
10,988.151 |
12/08/24 |
-0.33 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
4,358.836 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Talanx |
9,893.205 |
12/08/24 |
1.92 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Tryg |
2,963.117 |
12/08/24 |
0.61 |
1,361.997 |
|
1,311.367 |
50.629 |
3.86 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
922.374 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 39 out of 57 instruments rated - 18/09/06 / 19/06/06 - 37 did rise, Market-Ratio(13) in JPY = 94.87 % |
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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