| | |
| | |
Assessment - Insurances in Japanese yen - 27/07/15 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/07/15 |
⇓ Δwk |
27/04/15 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
42,064.554 |
12/08/24 |
0.30 |
27,548.782 |
|
27,691.899 |
-143.117 |
-0.52 |
|
9.02 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,419.000 |
|
1,957.000 |
462.000 |
23.61 |
|
38.86 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,279.000 |
|
1,138.330 |
140.670 |
12.36 |
|
33.99 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,476.561 |
12/08/24 |
0.50 |
2,539.466 |
|
2,223.528 |
315.938 |
14.21 |
|
32.85 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,387.000 |
|
1,325.000 |
62.000 |
4.68 |
|
30.65 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
41,623.140 |
12/08/24 |
-0.15 |
8,433.841 |
|
7,391.379 |
1,042.462 |
14.10 |
|
36.42 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,342.545 |
12/08/24 |
1.06 |
4,663.893 |
|
4,283.095 |
380.798 |
8.89 |
|
25.02 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
31,097.177 |
12/08/24 |
5.23 |
12,888.782 |
|
12,516.824 |
371.958 |
2.97 |
|
22.31 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
806.625 |
12/08/24 |
0.02 |
726.003 |
|
826.399 |
-100.396 |
-12.15 |
|
32.36 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,795.507 |
12/08/24 |
0.33 |
5,007.138 |
|
4,474.923 |
532.215 |
11.89 |
|
21.93 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,452.374 |
12/08/24 |
0.87 |
1,316.018 |
|
1,311.849 |
4.169 |
0.32 |
|
13.85 |
| |  |
 |
 |
 |
L |
 |
Ping An |
535.221 |
12/08/24 |
0.45 |
749.946 |
|
841.679 |
-91.733 |
-10.90 |
|
29.07 |
| |  |
 |
 |
 |
|
 |
Beazley |
140,395.143 |
12/08/24 |
1.24 |
62,986.018 |
|
51,715.042 |
11,270.975 |
21.79 |
|
25.32 |
| |  |
 |
 |
 |
L |
 |
China Life |
585.608 |
12/08/24 |
0.44 |
555.027 |
|
735.257 |
-180.231 |
-24.51 |
|
25.34 |
| |  |
 |
 |
 |
|
 |
Axa |
4,423.895 |
12/08/24 |
-0.77 |
3,240.999 |
|
3,023.247 |
217.752 |
7.20 |
|
15.18 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
69,680.886 |
12/08/24 |
1.17 |
14,530.564 |
|
13,842.318 |
688.246 |
4.97 |
|
23.37 |
| |  |
 |
 |
 |
|
 |
AIG |
8,827.059 |
12/08/24 |
-0.62 |
7,795.325 |
|
6,784.260 |
1,011.065 |
14.90 |
|
21.39 |
| |  |
 |
 |
 |
|
 |
NN |
6,107.300 |
12/08/24 |
0.74 |
3,725.097 |
|
3,437.363 |
287.734 |
8.37 |
|
11.64 |
| |  |
 |
 |
 |
|
 |
Hiscox |
228,046.210 |
12/08/24 |
1.89 |
170,986.708 |
|
152,135.065 |
18,851.643 |
12.39 |
|
16.77 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,600.557 |
12/08/24 |
0.38 |
508.252 |
|
472.275 |
35.978 |
7.62 |
|
3.56 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,537.048 |
12/08/24 |
0.40 |
6,110.035 |
|
5,734.123 |
375.911 |
6.56 |
|
8.51 |
| |  |
 |
 |
 |
L |
 |
AIA |
825.497 |
12/08/24 |
-1.33 |
780.166 |
|
800.210 |
-20.043 |
-2.50 |
|
14.81 |
| |  |
 |
 |
 |
|
 |
Aegon |
760.609 |
12/08/24 |
0.22 |
955.069 |
|
932.962 |
22.107 |
2.37 |
|
6.31 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
28,483.013 |
12/08/24 |
-2.02 |
8,263.735 |
|
8,552.048 |
-288.314 |
-3.37 |
|
13.69 |
| |  |
 |
 |
 |
|
 |
Allianz |
34,994.581 |
12/08/24 |
|
20,280.173 |
|
20,459.570 |
-179.397 |
-0.88 |
|
5.31 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/07/15 |
⇓ Δwk |
27/04/15 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Admiral Group |
517,467.346 |
12/08/24 |
0.86 |
281,173.880 |
|
289,038.491 |
-7,864.611 |
-2.72 |
|
11.76 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
13,316.578 |
12/08/24 |
0.10 |
11,069.405 |
|
10,549.832 |
519.573 |
4.92 |
|
10.58 |
| |  |
 |
 |
 |
|
 |
Phoenix |
103,186.594 |
12/08/24 |
0.47 |
122,849.011 |
|
117,669.854 |
5,179.157 |
4.40 |
|
11.58 |
| |  |
 |
 |
 |
|
 |
MetLife |
8,610.111 |
12/08/24 |
-0.40 |
6,853.575 |
|
5,981.910 |
871.665 |
14.57 |
|
12.09 |
| |  |
 |
 |
 |
|
 |
Talanx |
9,093.942 |
12/08/24 |
1.92 |
3,850.908 |
|
3,902.029 |
-51.121 |
-1.31 |
|
4.27 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
25,852.522 |
12/08/24 |
-1.29 |
13,015.629 |
|
12,303.093 |
712.536 |
5.79 |
|
11.62 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
165.099 |
12/08/24 |
0.58 |
462.056 |
|
586.718 |
-124.662 |
-21.25 |
|
10.44 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,245.484 |
12/08/24 |
-0.35 |
2,118.265 |
|
2,183.045 |
-64.780 |
-2.97 |
|
-1.36 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
43,269.323 |
12/08/24 |
0.53 |
49,387.636 |
|
47,798.335 |
1,589.301 |
3.33 |
|
7.96 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,235.642 |
12/08/24 |
-0.11 |
3,886.637 |
|
3,872.763 |
13.874 |
0.36 |
|
-1.84 |
| |  |
 |
 |
 |
|
 |
Generali |
3,070.060 |
12/08/24 |
1.35 |
2,330.237 |
|
2,285.095 |
45.142 |
1.98 |
|
0.50 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
59,502.056 |
12/08/24 |
0.85 |
37,952.247 |
|
36,591.030 |
1,361.217 |
3.72 |
|
5.40 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,723.255 |
12/08/24 |
0.61 |
2,528.998 |
|
2,668.048 |
-139.050 |
-5.21 |
|
-0.16 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
60,061.039 |
12/08/24 |
1.01 |
22,898.955 |
|
23,628.632 |
-729.677 |
-3.09 |
|
-0.23 |
| |  |
 |
 |
 |
|
 |
Aviva |
92,867.935 |
12/08/24 |
0.35 |
98,679.373 |
|
97,101.701 |
1,577.672 |
1.62 |
|
4.78 |
| |  |
 |
 |
 |
|
 |
Mapfre |
291.827 |
12/08/24 |
|
404.783 |
|
444.576 |
-39.793 |
-8.95 |
|
-1.70 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
53,052.338 |
12/08/24 |
-0.30 |
17,345.954 |
|
16,795.775 |
550.179 |
3.28 |
|
5.28 |
| |  |
 |
 |
 |
|
 |
Prudential |
121,867.588 |
12/08/24 |
0.41 |
287,503.169 |
|
302,547.505 |
-15,044.335 |
-4.97 |
|
4.04 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
83,510.309 |
12/08/24 |
0.62 |
28,118.467 |
|
29,063.448 |
-944.981 |
-3.25 |
|
2.52 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,050.248 |
12/08/24 |
0.26 |
1,127.238 |
|
1,174.303 |
-47.064 |
-4.01 |
|
-2.86 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
37,424.236 |
12/08/24 |
1.00 |
28,925.925 |
|
32,055.398 |
-3,129.472 |
-9.76 |
|
-4.46 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
543.906 |
12/08/24 |
0.22 |
500.616 |
|
685.474 |
-184.858 |
-26.97 |
|
2.97 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
642.310 |
12/08/24 |
0.56 |
520.307 |
|
551.668 |
-31.361 |
-5.68 |
|
-9.67 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,469.546 |
12/08/24 |
-0.33 |
10,556.907 |
|
11,742.515 |
-1,185.608 |
-10.10 |
|
-8.35 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,075.180 |
12/08/24 |
1.36 |
4,270.050 |
|
4,890.984 |
-620.934 |
-12.70 |
|
-15.39 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/07/15 |
⇓ Δwk |
27/04/15 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
FBD |
1,764.088 |
12/08/24 |
0.39 |
1,264.947 |
|
1,341.505 |
-76.558 |
-5.71 |
|
-18.00 |
| |  |
 |
 |
 |
|
 |
ASR |
5,996.531 |
12/08/24 |
0.46 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,348.967 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
577.089 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Medibank Private |
348.067 |
12/08/24 |
0.52 |
183.004 |
|
214.122 |
-31.118 |
-14.53 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,245.576 |
12/08/24 |
-2.49 |
209.360 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,274.238 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
847.856 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 51 out of 57 instruments rated - 27/07/15 / 27/04/15 - 28 did rise, Market-Ratio(13) in JPY = 54.90 % |
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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