| | |
| | |
Assessment - Insurances in Japanese yen - 22/02/16 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/02/16 |
⇓ Δwk |
23/11/15 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
38,290.966 |
12/08/24 |
0.30 |
21,407.084 |
|
26,550.990 |
-5,143.906 |
-19.37 |
|
-18.03 |
| |  |
 |
 |
 |
|
 |
Beazley |
115,916.533 |
12/08/24 |
1.24 |
59,288.456 |
|
71,240.132 |
-11,951.675 |
-16.78 |
|
-1.67 |
| |  |
 |
 |
 |
|
 |
Hiscox |
188,285.189 |
12/08/24 |
1.89 |
164,373.445 |
|
186,740.564 |
-22,367.119 |
-11.98 |
|
-2.43 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
427,244.272 |
12/08/24 |
0.86 |
276,964.504 |
|
301,572.075 |
-24,607.571 |
-8.16 |
|
-2.56 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
314.673 |
12/08/24 |
0.52 |
202.753 |
|
205.889 |
-3.135 |
-1.52 |
|
0.74 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,381.139 |
12/08/24 |
0.38 |
440.792 |
|
450.992 |
-10.200 |
-2.26 |
|
-2.25 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,169.932 |
12/08/24 |
-0.33 |
9,927.788 |
|
11,123.895 |
-1,196.108 |
-10.75 |
|
-8.70 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,695.019 |
12/08/24 |
0.10 |
10,508.649 |
|
11,626.559 |
-1,117.910 |
-9.62 |
|
-5.05 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,243.213 |
12/08/24 |
0.50 |
2,251.884 |
|
2,240.925 |
10.958 |
0.49 |
|
-2.18 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,533.306 |
12/08/24 |
-1.29 |
12,269.904 |
|
14,202.272 |
-1,932.368 |
-13.61 |
|
-3.71 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
63,429.851 |
12/08/24 |
1.17 |
13,607.419 |
|
13,776.069 |
-168.650 |
-1.22 |
|
-3.82 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
73,341.263 |
12/08/24 |
0.62 |
27,123.448 |
|
29,666.110 |
-2,542.662 |
-8.57 |
|
-7.19 |
| |  |
 |
 |
 |
|
 |
NN |
5,531.856 |
12/08/24 |
0.74 |
3,512.220 |
|
4,248.231 |
-736.010 |
-17.33 |
|
-4.68 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
54,401.947 |
12/08/24 |
1.01 |
22,277.300 |
|
24,125.513 |
-1,848.213 |
-7.66 |
|
-4.95 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
32,288.080 |
12/08/24 |
1.00 |
26,777.702 |
|
32,736.034 |
-5,958.332 |
-18.20 |
|
-11.61 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
580.685 |
12/08/24 |
0.56 |
450.112 |
|
503.676 |
-53.564 |
-10.63 |
|
-8.19 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,167.128 |
12/08/24 |
5.23 |
11,709.053 |
|
14,199.923 |
-2,490.870 |
-17.54 |
|
-7.30 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,121.825 |
12/08/24 |
1.06 |
3,986.008 |
|
4,800.957 |
-814.950 |
-16.97 |
|
-7.51 |
| |  |
 |
 |
 |
|
 |
Phoenix |
85,195.485 |
12/08/24 |
0.47 |
101,187.533 |
|
126,120.861 |
-24,933.328 |
-19.77 |
|
-15.35 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,927.817 |
12/08/24 |
-2.02 |
7,795.064 |
|
9,417.004 |
-1,621.940 |
-17.22 |
|
-9.68 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,392.661 |
12/08/24 |
-0.11 |
3,292.516 |
|
4,013.696 |
-721.180 |
-17.97 |
|
-14.18 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
48,293.042 |
12/08/24 |
-0.30 |
14,810.285 |
|
16,702.992 |
-1,892.707 |
-11.33 |
|
-10.61 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,889.150 |
12/08/24 |
-0.15 |
7,034.296 |
|
7,410.041 |
-375.745 |
-5.07 |
|
-10.65 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,249.441 |
12/08/24 |
0.33 |
4,267.184 |
|
5,330.192 |
-1,063.008 |
-19.94 |
|
-11.89 |
| |  |
 |
 |
 |
|
 |
Talanx |
8,237.089 |
12/08/24 |
1.92 |
3,199.459 |
|
3,769.244 |
-569.786 |
-15.12 |
|
-13.74 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/02/16 |
⇓ Δwk |
23/11/15 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Sampo |
5,015.334 |
12/08/24 |
0.40 |
5,093.370 |
|
6,055.850 |
-962.480 |
-15.89 |
|
-14.10 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,466.663 |
12/08/24 |
0.61 |
2,093.178 |
|
2,309.239 |
-216.061 |
-9.36 |
|
-14.56 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,697.309 |
12/08/24 |
|
16,876.743 |
|
21,299.885 |
-4,423.142 |
-20.77 |
|
-15.84 |
| |  |
 |
 |
 |
|
 |
Axa |
4,007.065 |
12/08/24 |
-0.77 |
2,572.697 |
|
3,253.061 |
-680.365 |
-20.91 |
|
-16.54 |
| |  |
 |
 |
 |
|
 |
AIG |
8,035.188 |
12/08/24 |
-0.62 |
5,846.018 |
|
7,708.506 |
-1,862.489 |
-24.16 |
|
-18.02 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
697.919 |
12/08/24 |
0.02 |
532.116 |
|
672.146 |
-140.030 |
-20.83 |
|
-20.94 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
470.606 |
12/08/24 |
0.22 |
415.624 |
|
517.036 |
-101.411 |
-19.61 |
|
-21.14 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
35,725.096 |
12/08/24 |
0.53 |
35,709.260 |
|
49,797.484 |
-14,088.224 |
-28.29 |
|
-24.74 |
| |  |
 |
 |
 |
|
 |
Aviva |
76,675.936 |
12/08/24 |
0.35 |
68,853.154 |
|
94,020.622 |
-25,167.468 |
-26.77 |
|
-24.92 |
| |  |
 |
 |
 |
L |
 |
AIA |
749.355 |
12/08/24 |
-1.33 |
574.650 |
|
759.945 |
-185.295 |
-24.38 |
|
-20.90 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
966.330 |
|
1,211.330 |
-245.000 |
-20.23 |
|
-16.51 |
| |  |
 |
 |
 |
|
 |
Prudential |
100,619.352 |
12/08/24 |
0.41 |
198,419.968 |
|
281,783.150 |
-83,363.182 |
-29.58 |
|
-28.16 |
| |  |
 |
 |
 |
|
 |
FBD |
1,597.871 |
12/08/24 |
0.39 |
786.549 |
|
875.227 |
-88.678 |
-10.13 |
|
-23.46 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,806.735 |
12/08/24 |
-0.35 |
1,438.533 |
|
1,990.316 |
-551.782 |
-27.72 |
|
-27.19 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,313.030 |
12/08/24 |
0.87 |
842.642 |
|
1,129.295 |
-286.653 |
-25.38 |
|
-26.70 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
52,256.493 |
12/08/24 |
0.85 |
24,458.333 |
|
32,438.643 |
-7,980.310 |
-24.60 |
|
-27.73 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,837.703 |
12/08/24 |
-0.40 |
4,399.661 |
|
6,226.007 |
-1,826.346 |
-29.33 |
|
-26.85 |
| |  |
 |
 |
 |
L |
 |
Ping An |
485.854 |
12/08/24 |
0.45 |
498.126 |
|
706.852 |
-208.725 |
-29.53 |
|
-26.98 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
980.000 |
|
1,334.000 |
-354.000 |
-26.54 |
|
-23.57 |
| |  |
 |
 |
 |
L |
 |
China Life |
506.687 |
12/08/24 |
0.44 |
381.433 |
|
541.446 |
-160.013 |
-29.55 |
|
-31.39 |
| |  |
 |
 |
 |
|
 |
Aegon |
688.943 |
12/08/24 |
0.22 |
558.016 |
|
722.395 |
-164.379 |
-22.75 |
|
-29.86 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,691.207 |
12/08/24 |
1.36 |
2,700.279 |
|
3,825.365 |
-1,125.087 |
-29.41 |
|
-32.17 |
| |  |
 |
 |
 |
|
 |
Generali |
2,780.792 |
12/08/24 |
1.35 |
1,502.495 |
|
2,320.539 |
-818.044 |
-35.25 |
|
-32.32 |
| |  |
 |
 |
 |
|
 |
Uniqa |
951.291 |
12/08/24 |
0.26 |
703.311 |
|
1,122.812 |
-419.501 |
-37.36 |
|
-32.68 |
| |  |
 |
 |
 |
|
 |
Mapfre |
264.330 |
12/08/24 |
|
220.481 |
|
334.116 |
-113.634 |
-34.01 |
|
-38.78 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/02/16 |
⇓ Δwk |
23/11/15 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,272.000 |
|
2,199.000 |
-927.000 |
-42.16 |
|
-35.34 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
149.871 |
12/08/24 |
0.58 |
263.935 |
|
449.311 |
-185.376 |
-41.26 |
|
-40.12 |
| |  |
 |
 |
 |
|
 |
ASR |
5,431.524 |
12/08/24 |
0.46 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,148.059 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
522.715 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,019.489 |
12/08/24 |
-2.49 |
125.378 |
|
147.732 |
-22.353 |
-15.13 |
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,786.591 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
767.969 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 52 out of 57 instruments rated - 22/02/16 / 23/11/15 - 1 did rise, Market-Ratio(13) in JPY = 1.92 % |
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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