| | |
| | |
Assessment - Insurances in Japanese yen - 11/04/16 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/04/16 |
⇓ Δwk |
11/01/16 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
36,845.955 |
12/08/24 |
0.30 |
20,874.778 |
|
23,101.213 |
-2,226.435 |
-9.64 |
|
-17.57 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
318.290 |
12/08/24 |
0.52 |
240.358 |
|
175.468 |
64.890 |
36.98 |
|
19.19 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
414,751.852 |
12/08/24 |
0.86 |
296,690.539 |
|
276,598.226 |
20,092.313 |
7.26 |
|
3.26 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,645.214 |
12/08/24 |
-1.29 |
12,393.161 |
|
12,576.615 |
-183.454 |
-1.46 |
|
-2.44 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,472.381 |
12/08/24 |
-0.33 |
10,767.575 |
|
10,214.381 |
553.194 |
5.42 |
|
-1.19 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,036.157 |
12/08/24 |
1.17 |
13,640.251 |
|
12,905.193 |
735.059 |
5.70 |
|
-3.53 |
| |  |
 |
 |
 |
|
 |
Talanx |
8,190.473 |
12/08/24 |
1.92 |
3,602.576 |
|
3,390.897 |
211.679 |
6.24 |
|
-1.45 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,007.721 |
12/08/24 |
5.23 |
12,458.140 |
|
12,660.714 |
-202.574 |
-1.60 |
|
-1.65 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
24,949.362 |
12/08/24 |
-2.02 |
8,114.184 |
|
8,559.494 |
-445.310 |
-5.20 |
|
-4.73 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
73,763.282 |
12/08/24 |
0.62 |
28,150.385 |
|
30,504.487 |
-2,354.102 |
-7.72 |
|
-3.42 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,470.576 |
12/08/24 |
-0.30 |
15,230.696 |
|
15,116.906 |
113.791 |
0.75 |
|
-6.64 |
| |  |
 |
 |
 |
|
 |
NN |
5,500.549 |
12/08/24 |
0.74 |
3,543.457 |
|
4,067.414 |
-523.957 |
-12.88 |
|
-4.23 |
| |  |
 |
 |
 |
|
 |
Hiscox |
182,779.819 |
12/08/24 |
1.89 |
146,577.424 |
|
175,549.958 |
-28,972.534 |
-16.50 |
|
-12.46 |
| |  |
 |
 |
 |
|
 |
Phoenix |
82,704.409 |
12/08/24 |
0.47 |
103,107.956 |
|
114,546.776 |
-11,438.820 |
-9.99 |
|
-12.73 |
| |  |
 |
 |
 |
|
 |
Beazley |
112,527.189 |
12/08/24 |
1.24 |
52,681.786 |
|
64,670.892 |
-11,989.105 |
-18.54 |
|
-13.61 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,230.518 |
12/08/24 |
0.50 |
2,173.862 |
|
2,174.062 |
-0.200 |
-0.01 |
|
-6.01 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
54,094.068 |
12/08/24 |
1.01 |
21,609.299 |
|
22,130.672 |
-521.373 |
-2.36 |
|
-6.32 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,762.314 |
12/08/24 |
0.10 |
9,997.967 |
|
11,083.454 |
-1,085.487 |
-9.79 |
|
-8.46 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,520.699 |
12/08/24 |
-0.11 |
3,454.414 |
|
3,297.637 |
156.776 |
4.75 |
|
-8.99 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
587.359 |
12/08/24 |
0.56 |
440.520 |
|
414.369 |
26.150 |
6.31 |
|
-7.82 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
457.813 |
12/08/24 |
0.22 |
434.580 |
|
455.660 |
-21.080 |
-4.63 |
|
-12.97 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,395.831 |
12/08/24 |
0.38 |
398.997 |
|
422.203 |
-23.206 |
-5.50 |
|
-11.56 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
33,483.380 |
12/08/24 |
1.00 |
26,682.807 |
|
29,567.945 |
-2,885.138 |
-9.76 |
|
-12.15 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,459.130 |
12/08/24 |
0.61 |
2,070.236 |
|
2,060.328 |
9.909 |
0.48 |
|
-11.84 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,517.924 |
12/08/24 |
|
17,199.992 |
|
19,489.826 |
-2,289.834 |
-11.75 |
|
-12.39 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/04/16 |
⇓ Δwk |
11/01/16 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
AIA |
722.657 |
12/08/24 |
-1.33 |
600.126 |
|
641.591 |
-41.466 |
-6.46 |
|
-14.98 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,219.733 |
12/08/24 |
0.33 |
4,234.413 |
|
5,142.935 |
-908.523 |
-17.67 |
|
-12.77 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,986.951 |
12/08/24 |
0.40 |
5,050.997 |
|
5,689.648 |
-638.651 |
-11.22 |
|
-12.93 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,459.303 |
12/08/24 |
-0.15 |
6,533.457 |
|
6,586.854 |
-53.397 |
-0.81 |
|
-16.13 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,109.816 |
12/08/24 |
1.06 |
3,715.888 |
|
3,958.711 |
-242.823 |
-6.13 |
|
-13.55 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,680.511 |
12/08/24 |
0.53 |
36,002.551 |
|
41,926.468 |
-5,923.917 |
-14.13 |
|
-20.61 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
678.948 |
12/08/24 |
0.02 |
526.678 |
|
574.372 |
-47.694 |
-8.30 |
|
-18.61 |
| |  |
 |
 |
 |
|
 |
AIG |
7,731.959 |
12/08/24 |
-0.62 |
5,766.847 |
|
6,794.128 |
-1,027.281 |
-15.12 |
|
-17.72 |
| |  |
 |
 |
 |
|
 |
FBD |
1,588.829 |
12/08/24 |
0.39 |
812.889 |
|
805.682 |
7.207 |
0.89 |
|
-15.45 |
| |  |
 |
 |
 |
|
 |
Prudential |
97,677.289 |
12/08/24 |
0.41 |
201,841.802 |
|
233,524.261 |
-31,682.459 |
-13.57 |
|
-22.86 |
| |  |
 |
 |
 |
|
 |
Aviva |
74,433.968 |
12/08/24 |
0.35 |
66,440.234 |
|
81,129.771 |
-14,689.537 |
-18.11 |
|
-24.25 |
| |  |
 |
 |
 |
|
 |
Axa |
3,984.388 |
12/08/24 |
-0.77 |
2,485.470 |
|
2,988.056 |
-502.587 |
-16.82 |
|
-17.63 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,541.926 |
12/08/24 |
-0.40 |
4,581.302 |
|
4,912.170 |
-330.868 |
-6.74 |
|
-20.86 |
| |  |
 |
 |
 |
|
 |
Aegon |
685.044 |
12/08/24 |
0.22 |
598.582 |
|
619.224 |
-20.642 |
-3.33 |
|
-19.86 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,328.121 |
12/08/24 |
0.87 |
883.500 |
|
928.417 |
-44.917 |
-4.84 |
|
-19.88 |
| |  |
 |
 |
 |
L |
 |
China Life |
492.914 |
12/08/24 |
0.44 |
388.113 |
|
423.920 |
-35.806 |
-8.45 |
|
-23.97 |
| |  |
 |
 |
 |
L |
 |
Ping An |
468.544 |
12/08/24 |
0.45 |
493.607 |
|
551.344 |
-57.737 |
-10.47 |
|
-24.39 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
948.330 |
|
1,065.670 |
-117.340 |
-11.01 |
|
-16.79 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,873.376 |
12/08/24 |
-0.35 |
1,450.084 |
|
1,569.672 |
-119.588 |
-7.62 |
|
-23.48 |
| |  |
 |
 |
 |
|
 |
Uniqa |
945.907 |
12/08/24 |
0.26 |
757.095 |
|
902.364 |
-145.268 |
-16.10 |
|
-23.35 |
| |  |
 |
 |
 |
|
 |
Generali |
2,765.054 |
12/08/24 |
1.35 |
1,545.721 |
|
1,970.723 |
-425.003 |
-21.57 |
|
-26.10 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
52,557.187 |
12/08/24 |
0.85 |
22,676.385 |
|
29,199.168 |
-6,522.783 |
-22.34 |
|
-28.57 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
963.670 |
|
1,186.670 |
-223.000 |
-18.79 |
|
-22.89 |
| |  |
 |
 |
 |
|
 |
Mapfre |
262.834 |
12/08/24 |
|
229.087 |
|
269.839 |
-40.753 |
-15.10 |
|
-30.74 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,670.317 |
12/08/24 |
1.36 |
2,439.899 |
|
2,950.969 |
-511.071 |
-17.32 |
|
-32.12 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/04/16 |
⇓ Δwk |
11/01/16 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
144.531 |
12/08/24 |
0.58 |
253.974 |
|
324.588 |
-70.613 |
-21.75 |
|
-36.16 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,214.000 |
|
1,825.000 |
-611.000 |
-33.48 |
|
-35.51 |
| |  |
 |
 |
 |
|
 |
ASR |
5,400.785 |
12/08/24 |
0.46 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,143.820 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
519.756 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,007.878 |
12/08/24 |
-2.49 |
134.229 |
|
137.140 |
-2.911 |
-2.12 |
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,776.301 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
763.623 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 52 out of 57 instruments rated - 11/04/16 / 11/01/16 - 10 did rise, Market-Ratio(13) in JPY = 19.23 % |
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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