| |
| |
Assessment - Insurances - 1/05/15 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/05/15 |
⇓ Δwk |
10/06/14 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SOM Insurances |
341.251 |
8/12 |
0.30 |
214.526 |
|
204.930 |
9.596 |
4.68 |
USD |
2.83 |
| | |
|
|
|
L |
|
China Life |
29.490 |
8/12 |
0.44 |
34.090 |
|
15.550 |
18.540 |
119.23 |
CNY |
125.41 |
| | |
|
|
|
L |
|
Ping An Ins |
40.620 |
8/12 |
0.02 |
38.080 |
|
20.670 |
17.410 |
84.23 |
CNY |
82.31 |
| | |
|
|
|
L |
|
China Pacific Ins |
27.390 |
8/12 |
0.22 |
33.280 |
|
19.410 |
13.870 |
71.46 |
CNY |
81.57 |
| | |
|
|
|
L |
|
China Life Ins HK |
10.380 |
8/12 |
0.58 |
30.600 |
|
21.750 |
8.850 |
40.69 |
HKD |
37.91 |
| | |
|
|
|
L |
|
Ping An |
33.650 |
8/12 |
0.45 |
41.125 |
|
29.525 |
11.600 |
39.29 |
HKD |
31.41 |
| | |
|
|
|
|
|
Lowe´s |
231.070 |
8/12 |
-2.02 |
66.080 |
|
53.600 |
12.480 |
23.28 |
USD |
30.10 |
| | |
|
|
|
|
|
Tryg |
148.600 |
8/12 |
0.61 |
141.600 |
|
122.200 |
19.400 |
15.88 |
DKK |
26.06 |
| | |
|
|
|
S |
|
Molina Healthcare |
337.670 |
8/12 |
-0.15 |
51.430 |
|
41.990 |
9.440 |
22.48 |
USD |
22.63 |
| | |
|
|
|
S |
|
UnitedHealth |
565.290 |
8/12 |
1.17 |
99.120 |
|
85.090 |
14.030 |
16.49 |
USD |
20.06 |
| | |
|
|
|
|
|
MS&AD Insurance |
3,013.000 |
8/09 |
-0.50 |
956.670 |
|
766.670 |
190.000 |
24.78 |
JPY |
19.47 |
| | |
|
|
|
|
|
Dai-ichi Life |
3,803.000 |
8/09 |
3.15 |
1,768.000 |
|
1,538.000 |
230.000 |
14.95 |
JPY |
16.84 |
| | |
|
|
|
|
|
Hannover Rück |
227.400 |
8/12 |
5.23 |
73.810 |
|
62.880 |
10.930 |
17.38 |
EUR |
14.36 |
| | |
|
|
|
|
|
Berkshire Hathaway |
430.390 |
8/12 |
-0.30 |
147.000 |
|
139.160 |
7.840 |
5.63 |
USD |
13.51 |
| | |
|
|
|
|
|
Travelers Companies |
209.730 |
8/12 |
-1.29 |
104.170 |
|
94.700 |
9.470 |
10.00 |
USD |
13.19 |
| | |
|
|
|
L |
|
Zurich Insurance |
464.700 |
8/12 |
0.85 |
308.400 |
|
286.700 |
21.700 |
7.57 |
CHF |
13.15 |
| | |
|
|
|
|
|
Phoenix |
538.000 |
8/12 |
0.47 |
614.132 |
|
564.037 |
50.095 |
8.88 |
GBP |
12.98 |
| | |
|
|
|
|
|
Sompo |
2,958.500 |
8/09 |
0.02 |
991.670 |
|
849.330 |
142.340 |
16.76 |
JPY |
11.69 |
| | |
|
|
|
L |
|
Glanbia |
18.110 |
8/12 |
0.50 |
12.610 |
|
11.430 |
1.180 |
10.32 |
EUR |
11.62 |
| | |
|
|
|
|
|
Samsung Life |
89,700.000 |
8/12 |
-0.33 |
117,000.000 |
|
108,500.000 |
8,500.000 |
7.83 |
KRW |
11.19 |
| | |
|
|
|
|
|
Beazley |
732.000 |
8/12 |
1.24 |
284.500 |
|
268.200 |
16.300 |
6.08 |
GBP |
9.97 |
| | |
|
|
|
|
|
Samsung F&M Ins |
354,500.000 |
8/12 |
1.00 |
286,000.000 |
|
278,000.000 |
8,000.000 |
2.88 |
KRW |
9.03 |
| | |
|
|
|
|
|
Swiss Life |
652.200 |
8/12 |
0.62 |
233.300 |
|
223.700 |
9.600 |
4.29 |
CHF |
8.70 |
| | |
|
|
|
L |
|
AIA |
51.900 |
8/12 |
-1.33 |
43.150 |
|
40.950 |
2.200 |
5.37 |
HKD |
8.64 |
| | |
|
|
|
|
|
Insurance Australia |
7.160 |
8/12 |
0.56 |
6.360 |
|
6.130 |
0.230 |
3.75 |
AUD |
7.51 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/05/15 |
⇓ Δwk |
10/06/14 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Prudential |
635.400 |
8/12 |
0.41 |
1,463.500 |
|
1,388.000 |
75.500 |
5.44 |
GBP |
6.23 |
| | |
|
|
|
S |
|
Legal & General |
225.600 |
8/12 |
0.53 |
242.600 |
|
226.800 |
15.800 |
6.97 |
GBP |
5.77 |
| | |
|
|
|
S |
|
Sun Life Financial |
65.940 |
8/12 |
-0.11 |
41.270 |
|
40.370 |
0.900 |
2.23 |
CAD |
5.38 |
| | |
|
|
|
|
|
Sampo |
40.490 |
8/12 |
0.40 |
38.902 |
|
37.900 |
1.002 |
2.64 |
EUR |
5.08 |
| | |
|
|
|
|
|
Allianz |
255.900 |
8/12 |
|
133.350 |
|
125.650 |
7.700 |
6.13 |
EUR |
5.08 |
| | |
|
|
|
|
|
Swiss Re |
104.000 |
8/12 |
0.10 |
82.550 |
|
75.000 |
7.550 |
10.07 |
CHF |
4.92 |
| | |
|
|
|
|
|
AIG |
71.610 |
8/12 |
-0.62 |
55.000 |
|
52.770 |
2.230 |
4.23 |
USD |
4.49 |
| | |
|
|
|
|
|
Hiscox |
1,189.000 |
8/12 |
1.89 |
812.500 |
|
737.500 |
75.000 |
10.17 |
GBP |
3.50 |
| | |
|
|
|
L |
|
Münchener Rück |
439.200 |
8/12 |
1.01 |
161.350 |
|
151.700 |
9.650 |
6.36 |
EUR |
2.80 |
| | |
|
|
|
|
|
Manulife Financial |
34.320 |
8/12 |
-0.35 |
21.650 |
|
21.510 |
0.140 |
0.65 |
CAD |
2.00 |
| | |
|
|
|
|
|
Generali |
22.450 |
8/12 |
1.35 |
16.430 |
|
16.180 |
0.250 |
1.55 |
EUR |
1.32 |
| | |
|
|
|
|
|
Vienna Insurance |
29.800 |
8/12 |
1.36 |
37.115 |
|
35.480 |
1.635 |
4.61 |
EUR |
0.04 |
| | |
|
|
|
|
|
Ageas |
42.380 |
8/12 |
0.33 |
28.995 |
|
25.975 |
3.020 |
11.63 |
EUR |
0.03 |
| | |
|
|
|
S |
|
Scor |
17.130 |
8/12 |
1.06 |
24.565 |
|
24.510 |
0.055 |
0.22 |
EUR |
-0.65 |
| | |
|
|
|
|
|
Axa |
32.350 |
8/12 |
-0.77 |
18.390 |
|
19.060 |
-0.670 |
-3.52 |
EUR |
-0.91 |
| | |
|
|
|
|
|
MetLife |
69.850 |
8/12 |
-0.40 |
52.110 |
|
52.990 |
-0.880 |
-1.66 |
USD |
-1.32 |
| | |
|
|
|
L |
|
QBE Insurance |
16.190 |
8/12 |
0.87 |
11.250 |
|
11.720 |
-0.470 |
-4.01 |
AUD |
-2.25 |
| | |
|
|
|
|
|
Talanx |
66.500 |
8/12 |
1.92 |
24.785 |
|
25.925 |
-1.140 |
-4.40 |
EUR |
-3.40 |
| | |
|
|
|
|
|
Aegon |
5.562 |
8/12 |
0.22 |
6.044 |
|
6.483 |
-0.439 |
-6.77 |
EUR |
-4.79 |
| | |
|
|
|
|
|
Admiral Group |
2,698.000 |
8/12 |
0.86 |
1,303.000 |
|
1,290.000 |
13.000 |
1.01 |
GBP |
-5.15 |
| | |
|
|
|
|
|
Aviva |
484.200 |
8/12 |
0.35 |
470.800 |
|
517.000 |
-46.200 |
-8.94 |
GBP |
-5.76 |
| | |
|
|
|
|
|
Mapfre |
2.134 |
8/12 |
|
2.739 |
|
2.754 |
-0.015 |
-0.54 |
EUR |
-6.42 |
| | |
|
|
|
L |
|
Storebrand |
106.000 |
8/12 |
0.38 |
29.030 |
|
34.450 |
-5.420 |
-15.73 |
NOK |
-16.40 |
| | |
|
|
|
|
|
Uniqa |
7.680 |
8/12 |
0.26 |
7.565 |
|
8.872 |
-1.307 |
-14.73 |
EUR |
-17.08 |
| | |
|
|
|
|
|
FBD |
12.900 |
8/12 |
0.39 |
11.600 |
|
14.500 |
-2.900 |
-20.00 |
EUR |
-23.28 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/05/15 |
⇓ Δwk |
10/06/14 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
ASR |
43.850 |
8/12 |
0.46 |
|
|
|
|
|
EUR |
-na- |
| | |
|
|
|
|
|
HDFC Life |
702.450 |
8/12 |
0.01 |
|
|
|
|
|
INR |
-na- |
| | |
|
|
|
|
|
Mandatum |
4.220 |
8/12 |
|
|
|
|
|
|
EUR |
-na- |
| | |
|
|
|
|
|
Medibank Private |
3.880 |
8/12 |
0.52 |
2.390 |
|
|
|
|
AUD |
-na- |
| | |
|
|
|
|
|
NN |
44.660 |
8/12 |
0.74 |
24.665 |
|
22.770 |
1.895 |
8.32 |
EUR |
-na- |
| | |
|
|
|
|
|
Quálitas |
164.740 |
8/12 |
-2.49 |
|
|
|
|
|
MXN |
-na- |
| | |
|
|
|
|
|
SBI Life |
1,705.000 |
8/12 |
-1.17 |
|
|
|
|
|
INR |
-na- |
| | |
|
|
|
L |
|
DFV |
6.200 |
8/12 |
-0.80 |
|
|
|
|
|
EUR |
-na- |
Insurances - 50 out of 57 instruments rated - 1/05/15 / 10/06/14 - 40 did rise, Market-Ratio(13) = 80.00 % |
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 | 6683 |
days out of 6900 invested (97%) |
15,115 |
1,521,522 |
32 |
|
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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