| | Tue, Nov 18th, 2025, 23:45UTC |
| | |
Assessment - Insurances - 9/29/14 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
9/29/14 |
⇓ Δwk |
6/30/14 |
prc diff |
⇓ Δ13 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
207.942 |
|
211.314 |
-3.372 |
-1.60 |
USD |
1.12 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
2,698.000 |
8/12/24 |
0.86 |
1,281.000 |
|
1,549.000 |
-268.000 |
-17.30 |
GBP |
-6.43 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
8/12/24 |
0.22 |
6.583 |
|
6.374 |
0.209 |
3.28 |
EUR |
4.26 |
| |  |
 |
 |
 |
|
 |
Ageas |
42.380 |
8/12/24 |
0.33 |
26.180 |
|
29.135 |
-2.955 |
-10.14 |
EUR |
-12.59 |
| |  |
 |
 |
 |
L |
 |
AIA |
51.900 |
8/12/24 |
-1.33 |
40.150 |
|
38.950 |
1.200 |
3.08 |
HKD |
3.85 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
8/12/24 |
|
128.766 |
|
122.107 |
6.659 |
5.45 |
EUR |
2.78 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
54.170 |
|
54.580 |
-0.410 |
-0.75 |
USD |
4.96 |
| |  |
 |
 |
 |
|
 |
ASR |
43.850 |
8/12/24 |
0.46 |
|
|
|
|
|
EUR |
-na- |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
533.000 |
|
510.500 |
22.500 |
4.41 |
GBP |
11.65 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
8/12/24 |
-0.77 |
19.425 |
|
17.455 |
1.970 |
11.29 |
EUR |
4.81 |
| |  |
 |
 |
 |
|
 |
Beazley |
732.000 |
8/12/24 |
1.24 |
269.700 |
|
252.900 |
16.800 |
6.64 |
GBP |
7.91 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
138.330 |
|
126.560 |
11.770 |
9.30 |
USD |
13.15 |
| |  |
 |
 |
 |
L |
 |
China Life |
29.490 |
8/12/24 |
0.44 |
15.630 |
|
13.610 |
2.020 |
14.84 |
CNY |
9.31 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
10.380 |
8/12/24 |
0.58 |
21.850 |
|
20.300 |
1.550 |
7.64 |
HKD |
0.40 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
27.390 |
8/12/24 |
0.22 |
19.400 |
|
17.790 |
1.610 |
9.05 |
CNY |
10.87 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
8/09/24 |
3.15 |
1,611.000 |
|
1,481.000 |
130.000 |
8.78 |
JPY |
9.90 |
| |  |
 |
 |
 |
|
 |
FBD |
12.900 |
8/12/24 |
0.39 |
14.800 |
|
15.150 |
-0.350 |
-2.31 |
EUR |
-9.34 |
| |  |
 |
 |
 |
|
 |
Generali |
22.450 |
8/12/24 |
1.35 |
16.280 |
|
16.010 |
0.270 |
1.69 |
EUR |
0.15 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
18.110 |
8/12/24 |
0.50 |
11.400 |
|
11.060 |
0.340 |
3.07 |
EUR |
4.31 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
8/12/24 |
5.23 |
63.810 |
|
65.810 |
-2.000 |
-3.04 |
EUR |
2.53 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
702.450 |
8/12/24 |
0.01 |
|
|
|
|
|
INR |
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,189.000 |
8/12/24 |
1.89 |
727.273 |
|
803.409 |
-76.136 |
-9.48 |
GBP |
-10.03 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
7.160 |
8/12/24 |
0.56 |
6.110 |
|
5.835 |
0.275 |
4.71 |
AUD |
4.90 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
225.600 |
8/12/24 |
0.53 |
233.900 |
|
225.400 |
8.500 |
3.77 |
GBP |
5.35 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
53.350 |
|
47.990 |
5.360 |
11.17 |
USD |
10.45 |
| |
|
instrument |
freshest |
⇓ Δday |
9/29/14 |
⇓ Δwk |
6/30/14 |
prc diff |
⇓ Δ13 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.220 |
8/12/24 |
|
|
|
|
|
|
EUR |
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
34.320 |
8/12/24 |
-0.35 |
21.630 |
|
21.210 |
0.420 |
1.98 |
CAD |
5.36 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.134 |
8/12/24 |
|
2.786 |
|
2.911 |
-0.125 |
-4.29 |
EUR |
-5.82 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
3.880 |
8/12/24 |
0.52 |
|
|
|
|
|
AUD |
-na- |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
53.910 |
|
55.560 |
-1.650 |
-2.97 |
USD |
3.74 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
43.040 |
|
44.630 |
-1.590 |
-3.56 |
USD |
12.74 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
8/09/24 |
-0.50 |
796.670 |
|
806.000 |
-9.330 |
-1.16 |
JPY |
-1.54 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
8/12/24 |
1.01 |
155.550 |
|
161.900 |
-6.350 |
-3.92 |
EUR |
-0.27 |
| |  |
 |
 |
 |
|
 |
NN |
44.660 |
8/12/24 |
0.74 |
23.030 |
|
21.260 |
1.770 |
8.33 |
EUR |
-na- |
| |  |
 |
 |
 |
|
 |
Phoenix |
538.000 |
8/12/24 |
0.47 |
559.449 |
|
496.353 |
63.096 |
12.71 |
GBP |
4.07 |
| |  |
 |
 |
 |
L |
 |
Ping An |
33.650 |
8/12/24 |
0.45 |
29.600 |
|
30.000 |
-0.400 |
-1.33 |
HKD |
-5.66 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
40.620 |
8/12/24 |
0.02 |
20.800 |
|
19.670 |
1.130 |
5.74 |
CNY |
4.99 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
1,414.500 |
|
1,341.000 |
73.500 |
5.48 |
GBP |
6.65 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
16.190 |
8/12/24 |
0.87 |
11.670 |
|
10.880 |
0.790 |
7.26 |
AUD |
-3.70 |
| |  |
 |
 |
 |
|
 |
Quálitas |
164.740 |
8/12/24 |
-2.49 |
|
|
|
|
|
MXN |
-na- |
| |  |
 |
 |
 |
|
 |
Sampo |
40.490 |
8/12/24 |
0.40 |
38.210 |
|
36.780 |
1.430 |
3.89 |
EUR |
6.36 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
354,500.000 |
8/12/24 |
1.00 |
281,000.000 |
|
257,500.000 |
23,500.000 |
9.13 |
KRW |
11.20 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
89,700.000 |
8/12/24 |
-0.33 |
107,000.000 |
|
101,000.000 |
6,000.000 |
5.94 |
KRW |
4.80 |
| |  |
 |
 |
 |
|
 |
SBI Life |
1,705.000 |
8/12/24 |
-1.17 |
|
|
|
|
|
INR |
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
17.130 |
8/12/24 |
1.06 |
24.515 |
|
25.120 |
-0.605 |
-2.41 |
EUR |
-1.99 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
8/09/24 |
0.02 |
889.000 |
|
901.000 |
-12.000 |
-1.33 |
JPY |
1.48 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
106.000 |
8/12/24 |
0.38 |
35.750 |
|
34.530 |
1.220 |
3.53 |
NOK |
-0.22 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
65.940 |
8/12/24 |
-0.11 |
40.940 |
|
39.220 |
1.720 |
4.39 |
CAD |
8.35 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
652.200 |
8/12/24 |
0.62 |
228.200 |
|
210.300 |
17.900 |
8.51 |
CHF |
12.62 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
76.200 |
|
78.900 |
-2.700 |
-3.42 |
CHF |
-3.26 |
| |
|
instrument |
freshest |
⇓ Δday |
9/29/14 |
⇓ Δwk |
6/30/14 |
prc diff |
⇓ Δ13 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
66.500 |
8/12/24 |
1.92 |
26.190 |
|
25.600 |
0.590 |
2.30 |
EUR |
2.40 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
93.770 |
|
94.070 |
-0.300 |
-0.32 |
USD |
5.63 |
| |  |
 |
 |
 |
|
 |
Tryg |
148.600 |
8/12/24 |
0.61 |
122.300 |
|
110.000 |
12.300 |
11.18 |
DKK |
16.32 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.680 |
8/12/24 |
0.26 |
8.970 |
|
9.388 |
-0.418 |
-4.45 |
EUR |
-3.07 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
86.510 |
|
81.750 |
4.760 |
5.82 |
USD |
12.44 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
29.800 |
8/12/24 |
1.36 |
35.850 |
|
39.090 |
-3.240 |
-8.29 |
EUR |
-3.67 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
464.700 |
8/12/24 |
0.85 |
284.200 |
|
267.300 |
16.900 |
6.32 |
CHF |
9.05 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.200 |
8/12/24 |
-0.80 |
|
|
|
|
|
EUR |
-na- |
| Insurances - 50 out of 57 instruments rated - 9/29/14 / 6/30/14 - 32 did rise, Market-Ratio(13) = 64.00 % |
Technical Chart
Transactions Insurances * A13 - 49/16 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
8/07/06 |
217 |
|
- cash - |
| short |
8/07/06 |
8/21/06 |
14 |
 |
 |
 |
Glanbia |
100 |
4,694 |
EUR |
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
701 |
HKD |
13.330 |
37.600 |
|
24.270 |
182 |
26,370 |
112 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
556 |
NOK |
47.400 |
42.950 |
52.311 |
4.911 |
10 |
29,101 |
41 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
5,855 |
EUR |
4.970 |
4.820 |
|
-0.150 |
-3 |
28,223 |
-15 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
53 |
USD |
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
589,175 |
19,767 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
64,390 |
GBP |
9.150 |
13.750 |
|
4.600 |
50 |
885,369 |
34 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
74,809 |
EUR |
11.835 |
10.585 |
13.233 |
1.398 |
12 |
989,922 |
79 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
67,022 |
GBP |
14.770 |
16.750 |
|
1.980 |
13 |
1,122,625 |
16 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
173,646 |
EUR |
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,999,937 |
351 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
437,144 |
EUR |
4.575 |
17.150 |
|
12.575 |
275 |
7,497,023 |
42 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
1,387,823 |
EUR |
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
5,687,301 |
-67 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
174,725 |
EUR |
32.550 |
31.080 |
|
-1.470 |
-5 |
5,430,456 |
-23 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,083,706 |
EUR |
5.011 |
4.530 |
5.543 |
0.532 |
11 |
6,007,096 |
55 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,963,103 |
AUD |
3.060 |
2.940 |
|
-0.120 |
-4 |
5,771,523 |
-19 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,827,009 |
EUR |
3.159 |
3.293 |
3.025 |
-0.134 |
-4 |
5,526,704 |
-31 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
248,950 |
GBP |
22.200 |
19.595 |
|
-2.605 |
-12 |
4,878,189 |
-5 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
2,067,029 |
AUD |
2.360 |
2.340 |
2.380 |
0.020 |
1 |
4,919,943 |
8 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
36,141 |
USD |
136.130 |
127.320 |
|
-8.810 |
-6 |
4,601,541 |
-6 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2,858,100 |
KRW |
1.610 |
1.670 |
1.550 |
-0.060 |
-4 |
4,430,055 |
-13 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
251,621 |
EUR |
17.606 |
11.640 |
|
-5.966 |
-34 |
2,928,884 |
-19 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
332,449 |
GBP |
8.810 |
10.635 |
6.985 |
-1.825 |
-21 |
2,322,165 |
-95 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
115,703 |
JPY |
20.070 |
19.623 |
|
-0.447 |
-2 |
2,270,480 |
-18 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
130,637 |
GBP |
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
1,574,185 |
-91 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
4,505 |
USD |
349.360 |
337.670 |
|
-11.690 |
-3 |
1,521,522 |
-2 |
|
| accum | 8/07/06 |
8/12/24 | 7043 |
days out of 7260 invested (97%) |
15,115 |
1,521,522 |
30 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| AIG | short | 6/30/08 | 1/26/09 | 210 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 13.33 | 37.60 | | 24.27 | 182.07 | | | 182.07 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 47.40 | 42.95 | 52.31 | 4.91 | 10.36 | | | 10.36 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 9.15 | 13.75 | | 4.60 | 50.27 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 14.77 | 16.75 | | 1.98 | 13.41 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 22.20 | 19.60 | | -2.61 | -11.73 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 17.38 | 22.71 | 12.05 | -5.33 | -30.67 | | | 4.29 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 2.36 | 2.34 | 2.38 | 0.02 | 0.86 | | | 0.86 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 20.07 | 19.62 | | -0.45 | -2.23 | | | -2.23 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 1.61 | 1.67 | 1.55 | -0.06 | -3.73 | | | -3.73 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 3.06 | 2.94 | | -0.12 | -3.92 | | | -3.92 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 349.36 | 337.67 | | -11.69 | -3.35 | | | -9.60 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
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. |
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