| | |
| | |
Assessment - Insurances in Japanese yen - 20/06/16 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
20/06/16 |
⇓ Δwk |
21/03/16 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
35,456.628 |
12/08/24 |
0.30 |
19,646.187 |
|
22,387.222 |
-2,741.035 |
-12.24 |
|
-18.04 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
300.674 |
12/08/24 |
0.52 |
228.605 |
|
232.485 |
-3.880 |
-1.67 |
|
9.37 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
411,561.419 |
12/08/24 |
0.86 |
294,820.146 |
|
308,481.203 |
-13,661.057 |
-4.43 |
|
1.51 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
58,734.706 |
12/08/24 |
1.17 |
14,392.491 |
|
14,186.783 |
205.709 |
1.45 |
|
1.69 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
24,008.612 |
12/08/24 |
-2.02 |
8,165.650 |
|
8,419.834 |
-254.184 |
-3.02 |
|
-3.56 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
432.618 |
12/08/24 |
0.22 |
428.195 |
|
449.563 |
-21.367 |
-4.75 |
|
-7.93 |
| |  |
 |
 |
 |
|
 |
Beazley |
111,661.586 |
12/08/24 |
1.24 |
56,639.272 |
|
57,884.455 |
-1,245.184 |
-2.15 |
|
-7.16 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
554.852 |
12/08/24 |
0.56 |
446.361 |
|
468.364 |
-22.003 |
-4.70 |
|
-4.14 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,330.645 |
12/08/24 |
0.38 |
423.045 |
|
437.839 |
-14.795 |
-3.38 |
|
-5.22 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
21,791.346 |
12/08/24 |
-1.29 |
11,700.393 |
|
12,987.947 |
-1,287.554 |
-9.91 |
|
-7.62 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
44,718.340 |
12/08/24 |
-0.30 |
14,719.782 |
|
15,909.479 |
-1,189.697 |
-7.48 |
|
-7.86 |
| |  |
 |
 |
 |
|
 |
Hiscox |
181,373.806 |
12/08/24 |
1.89 |
150,636.361 |
|
153,999.349 |
-3,362.989 |
-2.18 |
|
-9.17 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,350.060 |
12/08/24 |
-0.11 |
3,543.988 |
|
3,580.512 |
-36.523 |
-1.02 |
|
-5.18 |
| |  |
 |
 |
 |
L |
 |
AIA |
695.270 |
12/08/24 |
-1.33 |
604.175 |
|
618.630 |
-14.455 |
-2.34 |
|
-10.25 |
| |  |
 |
 |
 |
|
 |
Talanx |
7,818.073 |
12/08/24 |
1.92 |
3,300.637 |
|
3,606.829 |
-306.192 |
-8.49 |
|
-8.78 |
| |  |
 |
 |
 |
|
 |
Phoenix |
82,068.215 |
12/08/24 |
0.47 |
99,456.456 |
|
112,365.967 |
-12,909.511 |
-11.49 |
|
-13.23 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
70,500.087 |
12/08/24 |
0.62 |
25,629.517 |
|
30,046.944 |
-4,417.427 |
-14.70 |
|
-10.98 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
26,734.281 |
12/08/24 |
5.23 |
11,280.362 |
|
12,687.434 |
-1,407.073 |
-11.09 |
|
-10.93 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
641.582 |
12/08/24 |
0.02 |
507.327 |
|
566.787 |
-59.460 |
-10.49 |
|
-14.57 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,129.102 |
12/08/24 |
0.50 |
1,975.092 |
|
2,264.490 |
-289.398 |
-12.78 |
|
-12.60 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,254.616 |
12/08/24 |
0.87 |
911.321 |
|
920.607 |
-9.287 |
-1.01 |
|
-12.03 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
50,232.123 |
12/08/24 |
0.85 |
25,056.609 |
|
26,136.804 |
-1,080.195 |
-4.13 |
|
-14.18 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,036.198 |
12/08/24 |
-0.33 |
8,923.136 |
|
10,892.876 |
-1,969.740 |
-18.08 |
|
-15.31 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,241.964 |
12/08/24 |
0.10 |
9,004.381 |
|
10,403.971 |
-1,399.590 |
-13.45 |
|
-15.53 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,349.656 |
12/08/24 |
0.61 |
1,905.340 |
|
2,131.945 |
-226.605 |
-10.63 |
|
-15.15 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
20/06/16 |
⇓ Δwk |
21/03/16 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
AIG |
7,440.415 |
12/08/24 |
-0.62 |
5,582.649 |
|
5,996.417 |
-413.768 |
-6.90 |
|
-17.68 |
| |  |
 |
 |
 |
|
 |
FBD |
1,516.589 |
12/08/24 |
0.39 |
738.896 |
|
805.152 |
-66.256 |
-8.23 |
|
-16.21 |
| |  |
 |
 |
 |
|
 |
Allianz |
30,084.884 |
12/08/24 |
|
15,935.936 |
|
18,254.306 |
-2,318.370 |
-12.70 |
|
-16.49 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,413.735 |
12/08/24 |
0.53 |
34,456.447 |
|
38,712.943 |
-4,256.497 |
-11.00 |
|
-18.94 |
| |  |
 |
 |
 |
|
 |
NN |
5,250.453 |
12/08/24 |
0.74 |
3,091.960 |
|
3,666.587 |
-574.627 |
-15.67 |
|
-17.02 |
| |  |
 |
 |
 |
|
 |
Ageas |
4,982.405 |
12/08/24 |
0.33 |
3,972.521 |
|
4,485.577 |
-513.056 |
-11.44 |
|
-16.88 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
31,759.555 |
12/08/24 |
1.00 |
24,054.839 |
|
28,919.140 |
-4,864.301 |
-16.82 |
|
-17.80 |
| |  |
 |
 |
 |
|
 |
Aviva |
73,861.393 |
12/08/24 |
0.35 |
65,506.605 |
|
76,428.711 |
-10,922.106 |
-14.29 |
|
-19.53 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,784.562 |
12/08/24 |
-0.35 |
1,490.455 |
|
1,625.330 |
-134.875 |
-8.30 |
|
-15.68 |
| |  |
 |
 |
 |
|
 |
Axa |
3,803.228 |
12/08/24 |
-0.77 |
2,411.258 |
|
2,729.969 |
-318.710 |
-11.67 |
|
-17.46 |
| |  |
 |
 |
 |
|
 |
Prudential |
96,925.918 |
12/08/24 |
0.41 |
194,498.618 |
|
220,424.134 |
-25,925.516 |
-11.76 |
|
-20.08 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,257.548 |
12/08/24 |
-0.40 |
4,417.909 |
|
4,982.276 |
-564.367 |
-11.33 |
|
-19.36 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
51,634.548 |
12/08/24 |
1.01 |
18,246.088 |
|
22,720.383 |
-4,474.295 |
-19.69 |
|
-18.55 |
| |  |
 |
 |
 |
|
 |
Mapfre |
250.884 |
12/08/24 |
|
246.887 |
|
256.642 |
-9.756 |
-3.80 |
|
-18.15 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,760.207 |
12/08/24 |
0.40 |
4,502.740 |
|
5,419.679 |
-916.940 |
-16.92 |
|
-19.29 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,013.888 |
12/08/24 |
1.06 |
3,321.211 |
|
3,921.342 |
-600.131 |
-15.30 |
|
-20.32 |
| |  |
 |
 |
 |
L |
 |
Ping An |
450.787 |
12/08/24 |
0.45 |
456.815 |
|
540.670 |
-83.854 |
-15.51 |
|
-22.18 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
945.500 |
|
981.670 |
-36.170 |
-3.68 |
|
-13.77 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
35,084.555 |
12/08/24 |
-0.15 |
5,402.899 |
|
7,081.078 |
-1,678.179 |
-23.70 |
|
-25.20 |
| |  |
 |
 |
 |
L |
 |
China Life |
465.787 |
12/08/24 |
0.44 |
322.529 |
|
413.825 |
-91.297 |
-22.06 |
|
-27.78 |
| |  |
 |
 |
 |
|
 |
Generali |
2,639.334 |
12/08/24 |
1.35 |
1,444.874 |
|
1,697.109 |
-252.236 |
-14.86 |
|
-25.13 |
| |  |
 |
 |
 |
|
 |
Uniqa |
902.899 |
12/08/24 |
0.26 |
674.823 |
|
820.249 |
-145.426 |
-17.73 |
|
-25.63 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
937.830 |
|
1,024.000 |
-86.170 |
-8.42 |
|
-19.75 |
| |  |
 |
 |
 |
|
 |
Aegon |
653.897 |
12/08/24 |
0.22 |
484.368 |
|
639.089 |
-154.722 |
-24.21 |
|
-28.73 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
139.054 |
12/08/24 |
0.58 |
223.987 |
|
278.348 |
-54.361 |
-19.53 |
|
-33.41 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
20/06/16 |
⇓ Δwk |
21/03/16 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,503.437 |
12/08/24 |
1.36 |
2,104.414 |
|
2,363.876 |
-259.462 |
-10.98 |
|
-32.77 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,226.500 |
|
1,350.000 |
-123.500 |
-9.15 |
|
-28.49 |
| |  |
 |
 |
 |
|
 |
ASR |
5,155.225 |
12/08/24 |
0.46 |
2,339.544 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,079.721 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
496.124 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Quálitas |
917.386 |
12/08/24 |
-2.49 |
144.396 |
|
128.485 |
15.911 |
12.38 |
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,620.719 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
728.903 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 52 out of 57 instruments rated - 20/06/16 / 21/03/16 - 2 did rise, Market-Ratio(13) in JPY = 3.85 % |
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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