| | |
| | |
Assessment - Insurances in Japanese yen - 8/10/12 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/10/12 |
⇓ Δwk |
9/07/12 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
26,854.082 |
12/08/24 |
0.30 |
12,028.469 |
|
10,574.585 |
1,453.884 |
13.75 |
|
12.56 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
1,858.086 |
12/08/24 |
0.50 |
757.188 |
|
589.117 |
168.071 |
28.53 |
|
37.55 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
573.515 |
12/08/24 |
0.56 |
354.042 |
|
287.919 |
66.122 |
22.97 |
|
30.68 |
| |  |
 |
 |
 |
|
 |
Ageas |
4,348.188 |
12/08/24 |
0.33 |
1,941.705 |
|
1,498.237 |
443.468 |
29.60 |
|
28.53 |
| |  |
 |
 |
 |
|
 |
AIG |
5,635.209 |
12/08/24 |
-0.62 |
2,825.081 |
|
2,465.820 |
359.260 |
14.57 |
|
28.19 |
| |  |
 |
 |
 |
|
 |
FBD |
1,323.540 |
12/08/24 |
0.39 |
1,009.584 |
|
784.837 |
224.747 |
28.64 |
|
26.85 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
23,331.240 |
12/08/24 |
5.23 |
5,394.708 |
|
4,589.145 |
805.563 |
17.55 |
|
24.09 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
55,238.334 |
12/08/24 |
0.62 |
9,934.769 |
|
7,365.369 |
2,569.401 |
34.88 |
|
23.19 |
| |  |
 |
 |
 |
|
 |
Beazley |
92,972.517 |
12/08/24 |
1.24 |
22,036.519 |
|
17,521.271 |
4,515.248 |
25.77 |
|
25.22 |
| |  |
 |
 |
 |
|
 |
Prudential |
80,703.193 |
12/08/24 |
0.41 |
106,689.774 |
|
90,012.445 |
16,677.328 |
18.53 |
|
21.76 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,154.274 |
12/08/24 |
0.40 |
2,500.362 |
|
2,031.574 |
468.788 |
23.08 |
|
19.32 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
8,808.321 |
12/08/24 |
0.10 |
5,437.444 |
|
4,831.486 |
605.958 |
12.54 |
|
18.93 |
| |  |
 |
 |
 |
|
 |
Hiscox |
151,016.835 |
12/08/24 |
1.89 |
87,535.403 |
|
74,134.596 |
13,400.807 |
18.08 |
|
20.96 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
18,183.603 |
12/08/24 |
-2.02 |
2,482.766 |
|
2,173.427 |
309.338 |
14.23 |
|
18.33 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,044.817 |
12/08/24 |
0.61 |
1,040.297 |
|
878.345 |
161.952 |
18.44 |
|
16.77 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
45,061.920 |
12/08/24 |
1.01 |
12,599.280 |
|
10,901.604 |
1,697.676 |
15.57 |
|
17.18 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
16,504.294 |
12/08/24 |
-1.29 |
5,472.315 |
|
5,024.856 |
447.459 |
8.90 |
|
15.18 |
| |  |
 |
 |
 |
|
 |
Aegon |
570.661 |
12/08/24 |
0.22 |
424.251 |
|
346.327 |
77.924 |
22.50 |
|
15.39 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
28,653.825 |
12/08/24 |
0.53 |
17,057.663 |
|
15,547.043 |
1,510.619 |
9.72 |
|
17.09 |
| |  |
 |
 |
 |
|
 |
Allianz |
26,255.340 |
12/08/24 |
|
9,409.446 |
|
7,652.652 |
1,756.794 |
22.96 |
|
13.12 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
33,868.702 |
12/08/24 |
-0.30 |
7,095.752 |
|
6,643.772 |
451.980 |
6.80 |
|
12.14 |
| |  |
 |
 |
 |
L |
 |
AIA |
527.472 |
12/08/24 |
-1.33 |
297.275 |
|
279.307 |
17.968 |
6.43 |
|
12.00 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
39,357.948 |
12/08/24 |
0.85 |
20,191.381 |
|
17,541.635 |
2,649.746 |
15.11 |
|
10.47 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
105.494 |
12/08/24 |
0.58 |
230.198 |
|
214.101 |
16.097 |
7.52 |
|
9.71 |
| |  |
 |
 |
 |
|
 |
Axa |
3,319.110 |
12/08/24 |
-0.77 |
1,209.141 |
|
968.814 |
240.327 |
24.81 |
|
9.59 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/10/12 |
⇓ Δwk |
9/07/12 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Scor |
1,757.538 |
12/08/24 |
1.06 |
2,102.787 |
|
1,875.487 |
227.300 |
12.12 |
|
9.33 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,468.108 |
12/08/24 |
0.38 |
393.204 |
|
289.692 |
103.511 |
35.73 |
|
11.67 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
44,484.395 |
12/08/24 |
1.17 |
4,532.720 |
|
4,468.752 |
63.968 |
1.43 |
|
8.67 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,057.480 |
12/08/24 |
1.36 |
3,430.944 |
|
2,992.559 |
438.385 |
14.65 |
|
9.01 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,302.903 |
12/08/24 |
-0.11 |
1,895.502 |
|
1,723.080 |
172.423 |
10.01 |
|
11.23 |
| |  |
 |
 |
 |
L |
 |
China Life |
367.292 |
12/08/24 |
0.44 |
234.648 |
|
234.549 |
0.099 |
0.04 |
|
6.54 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
911.000 |
|
867.000 |
44.000 |
5.07 |
|
5.79 |
| |  |
 |
 |
 |
|
 |
Generali |
2,303.370 |
12/08/24 |
1.35 |
1,203.498 |
|
978.600 |
224.898 |
22.98 |
|
6.27 |
| |  |
 |
 |
 |
|
 |
MetLife |
5,496.710 |
12/08/24 |
-0.40 |
2,772.356 |
|
2,408.457 |
363.899 |
15.11 |
|
5.55 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
25,216.447 |
12/08/24 |
1.00 |
16,182.628 |
|
15,395.516 |
787.113 |
5.11 |
|
7.83 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
505.913 |
12/08/24 |
0.02 |
258.125 |
|
287.512 |
-29.387 |
-10.22 |
|
4.69 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
6,380.579 |
12/08/24 |
-0.33 |
6,750.468 |
|
6,449.473 |
300.995 |
4.67 |
|
7.24 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,296.818 |
12/08/24 |
0.87 |
1,086.155 |
|
1,085.797 |
0.358 |
0.03 |
|
2.36 |
| |  |
 |
 |
 |
|
 |
Aviva |
61,499.034 |
12/08/24 |
0.35 |
41,367.690 |
|
34,857.458 |
6,510.231 |
18.68 |
|
5.92 |
| |  |
 |
 |
 |
L |
 |
Ping An |
341.993 |
12/08/24 |
0.45 |
308.200 |
|
317.044 |
-8.843 |
-2.79 |
|
3.02 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
342,677.392 |
12/08/24 |
0.86 |
136,410.496 |
|
142,391.175 |
-5,980.678 |
-4.20 |
|
3.90 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,760.019 |
12/08/24 |
-0.35 |
961.021 |
|
856.461 |
104.560 |
12.21 |
|
4.11 |
| |  |
 |
 |
 |
|
 |
Mapfre |
218.948 |
12/08/24 |
|
219.667 |
|
151.389 |
68.277 |
45.10 |
|
1.48 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
526.670 |
|
537.670 |
-11.000 |
-2.05 |
|
0.57 |
| |  |
 |
 |
 |
|
 |
Phoenix |
68,332.260 |
12/08/24 |
0.47 |
47,539.693 |
|
43,423.756 |
4,115.937 |
9.48 |
|
0.43 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
341.136 |
12/08/24 |
0.22 |
249.096 |
|
279.694 |
-30.598 |
-10.94 |
|
-1.76 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
456.670 |
|
468.000 |
-11.330 |
-2.42 |
|
-3.58 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
26,572.282 |
12/08/24 |
-0.15 |
1,844.565 |
|
2,088.976 |
-244.411 |
-11.70 |
|
-5.86 |
| |  |
 |
 |
 |
|
 |
Uniqa |
787.968 |
12/08/24 |
0.26 |
875.794 |
|
924.581 |
-48.788 |
-5.28 |
|
-16.49 |
| |  |
 |
 |
 |
|
 |
ASR |
4,499.010 |
12/08/24 |
0.46 |
|
|
|
|
|
|
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/10/12 |
⇓ Δwk |
9/07/12 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,066.526 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
432.972 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Medibank Private |
310.788 |
12/08/24 |
0.52 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
NN |
4,582.116 |
12/08/24 |
0.74 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,013.359 |
12/08/24 |
-2.49 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,588.693 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Talanx |
6,822.900 |
12/08/24 |
1.92 |
1,999.161 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
636.120 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 48 out of 57 instruments rated - 8/10/12 / 9/07/12 - 40 did rise, Market-Ratio(13) in JPY = 83.33 % |
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 | 7337 |
days out of 7554 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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