| | |
| | |
Assessment - Insurances in Japanese yen - 17/10/16 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
17/10/16 |
⇓ Δwk |
18/07/16 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
35,451.325 |
12/08/24 |
0.30 |
20,476.210 |
|
19,950.325 |
525.885 |
2.64 |
|
-5.87 |
| |  |
 |
 |
 |
|
 |
Quálitas |
907.782 |
12/08/24 |
-2.49 |
170.106 |
|
150.024 |
20.082 |
13.39 |
|
18.26 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,346.893 |
12/08/24 |
0.38 |
529.609 |
|
404.140 |
125.469 |
31.05 |
|
22.32 |
| |  |
 |
 |
 |
|
 |
Mapfre |
243.863 |
12/08/24 |
|
291.401 |
|
246.968 |
44.433 |
17.99 |
|
8.50 |
| |  |
 |
 |
 |
L |
 |
AIA |
694.954 |
12/08/24 |
-1.33 |
690.936 |
|
666.003 |
24.933 |
3.74 |
|
6.22 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
422.492 |
12/08/24 |
0.22 |
440.848 |
|
434.309 |
6.539 |
1.51 |
|
-1.31 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
48,803.966 |
12/08/24 |
0.85 |
26,444.671 |
|
25,548.231 |
896.440 |
3.51 |
|
-0.41 |
| |  |
 |
 |
 |
L |
 |
Ping An |
450.582 |
12/08/24 |
0.45 |
538.288 |
|
503.096 |
35.192 |
7.00 |
|
0.33 |
| |  |
 |
 |
 |
|
 |
AIG |
7,439.302 |
12/08/24 |
-0.62 |
6,263.309 |
|
5,791.564 |
471.745 |
8.15 |
|
-0.04 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,256.462 |
12/08/24 |
-0.40 |
4,848.377 |
|
4,574.019 |
274.357 |
6.00 |
|
0.09 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
58,725.922 |
12/08/24 |
1.17 |
13,934.278 |
|
14,940.664 |
-1,006.387 |
-6.74 |
|
-1.08 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,283.042 |
12/08/24 |
0.61 |
2,063.341 |
|
1,951.081 |
112.261 |
5.75 |
|
-1.38 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
341,622.120 |
12/08/24 |
0.86 |
246,783.362 |
|
286,389.232 |
-39,605.870 |
-13.83 |
|
-14.75 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,130.670 |
|
1,007.000 |
123.670 |
12.28 |
|
4.89 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
68,495.689 |
12/08/24 |
0.62 |
26,749.236 |
|
24,035.223 |
2,714.014 |
11.29 |
|
-2.64 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
626.566 |
12/08/24 |
0.02 |
523.681 |
|
517.781 |
5.899 |
1.14 |
|
-5.12 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
44,711.652 |
12/08/24 |
-0.30 |
14,938.859 |
|
15,558.460 |
-619.601 |
-3.98 |
|
-3.16 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
138.991 |
12/08/24 |
0.58 |
273.161 |
|
242.034 |
31.127 |
12.86 |
|
-2.19 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,218.709 |
12/08/24 |
-0.11 |
3,440.359 |
|
3,504.424 |
-64.065 |
-1.83 |
|
-2.26 |
| |  |
 |
 |
 |
|
 |
Hiscox |
150,551.779 |
12/08/24 |
1.89 |
130,039.258 |
|
148,306.549 |
-18,267.291 |
-12.32 |
|
-16.39 |
| |  |
 |
 |
 |
|
 |
Prudential |
80,454.668 |
12/08/24 |
0.41 |
176,351.973 |
|
184,046.457 |
-7,694.484 |
-4.18 |
|
-16.28 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
21,788.087 |
12/08/24 |
-1.29 |
11,944.854 |
|
12,459.930 |
-515.076 |
-4.13 |
|
-4.49 |
| |  |
 |
 |
 |
|
 |
Phoenix |
68,121.831 |
12/08/24 |
0.47 |
84,249.865 |
|
84,960.657 |
-710.792 |
-0.84 |
|
-16.90 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,716.198 |
12/08/24 |
-0.35 |
1,509.263 |
|
1,464.413 |
44.850 |
3.06 |
|
-3.49 |
| |  |
 |
 |
 |
|
 |
Beazley |
92,686.209 |
12/08/24 |
1.24 |
47,330.744 |
|
54,200.837 |
-6,870.093 |
-12.68 |
|
-17.67 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
17/10/16 |
⇓ Δwk |
18/07/16 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
50,189.580 |
12/08/24 |
1.01 |
19,483.888 |
|
17,487.715 |
1,996.173 |
11.41 |
|
-5.56 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,190.808 |
12/08/24 |
-0.33 |
9,724.872 |
|
9,205.573 |
519.299 |
5.64 |
|
-3.63 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,626.995 |
12/08/24 |
0.40 |
4,711.558 |
|
4,421.910 |
289.648 |
6.55 |
|
-6.00 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
567.570 |
12/08/24 |
0.56 |
441.531 |
|
464.131 |
-22.599 |
-4.87 |
|
-2.74 |
| |  |
 |
 |
 |
|
 |
FBD |
1,474.148 |
12/08/24 |
0.39 |
738.217 |
|
652.702 |
85.514 |
13.10 |
|
-7.34 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
10,922.342 |
12/08/24 |
0.10 |
9,247.233 |
|
9,067.245 |
179.988 |
1.99 |
|
-7.05 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,459.500 |
|
1,252.500 |
207.000 |
16.53 |
|
-0.77 |
| |  |
 |
 |
 |
|
 |
Aviva |
61,309.648 |
12/08/24 |
0.35 |
55,510.429 |
|
53,781.527 |
1,728.902 |
3.21 |
|
-18.69 |
| |  |
 |
 |
 |
|
 |
Talanx |
7,599.288 |
12/08/24 |
1.92 |
3,119.708 |
|
3,204.709 |
-85.001 |
-2.65 |
|
-7.86 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
35,079.308 |
12/08/24 |
-0.15 |
5,811.403 |
|
5,573.956 |
237.447 |
4.26 |
|
-7.13 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
996.670 |
|
930.000 |
66.670 |
7.17 |
|
-1.61 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
25,986.135 |
12/08/24 |
5.23 |
10,900.692 |
|
10,813.688 |
87.004 |
0.80 |
|
-8.67 |
| |  |
 |
 |
 |
|
 |
NN |
5,103.522 |
12/08/24 |
0.74 |
3,147.134 |
|
2,828.376 |
318.757 |
11.27 |
|
-8.62 |
| |  |
 |
 |
 |
|
 |
Allianz |
29,242.973 |
12/08/24 |
|
15,781.378 |
|
14,965.109 |
816.269 |
5.45 |
|
-8.90 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
307.566 |
12/08/24 |
0.52 |
204.515 |
|
251.404 |
-46.889 |
-18.65 |
|
-5.67 |
| |  |
 |
 |
 |
|
 |
Axa |
3,696.796 |
12/08/24 |
-0.77 |
2,307.784 |
|
2,136.865 |
170.919 |
8.00 |
|
-9.42 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
32,370.583 |
12/08/24 |
1.00 |
25,567.738 |
|
25,212.417 |
355.321 |
1.41 |
|
-8.06 |
| |  |
 |
 |
 |
|
 |
Ageas |
4,842.975 |
12/08/24 |
0.33 |
3,774.503 |
|
3,619.851 |
154.652 |
4.27 |
|
-11.47 |
| |  |
 |
 |
 |
L |
 |
China Life |
454.885 |
12/08/24 |
0.44 |
329.788 |
|
342.600 |
-12.813 |
-3.74 |
|
-13.58 |
| |  |
 |
 |
 |
S |
 |
Scor |
1,957.531 |
12/08/24 |
1.06 |
3,202.557 |
|
3,118.270 |
84.287 |
2.70 |
|
-12.54 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
24,005.022 |
12/08/24 |
-2.02 |
7,269.968 |
|
8,695.838 |
-1,425.871 |
-16.40 |
|
-12.37 |
| |  |
 |
 |
 |
|
 |
Uniqa |
877.632 |
12/08/24 |
0.26 |
660.510 |
|
667.991 |
-7.481 |
-1.12 |
|
-13.55 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,069.520 |
12/08/24 |
0.50 |
1,771.263 |
|
2,052.190 |
-280.927 |
-13.69 |
|
-15.84 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
28,565.586 |
12/08/24 |
0.53 |
26,045.838 |
|
26,903.427 |
-857.589 |
-3.19 |
|
-25.55 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,283.374 |
12/08/24 |
0.87 |
793.488 |
|
879.109 |
-85.621 |
-9.74 |
|
-12.61 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
17/10/16 |
⇓ Δwk |
18/07/16 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Generali |
2,565.474 |
12/08/24 |
1.35 |
1,330.161 |
|
1,334.805 |
-4.644 |
-0.35 |
|
-16.59 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,405.395 |
12/08/24 |
1.36 |
2,047.808 |
|
2,080.415 |
-32.607 |
-1.57 |
|
-17.52 |
| |  |
 |
 |
 |
|
 |
Aegon |
635.598 |
12/08/24 |
0.22 |
427.503 |
|
410.438 |
17.065 |
4.16 |
|
-19.94 |
| |  |
 |
 |
 |
|
 |
ASR |
5,010.959 |
12/08/24 |
0.46 |
2,187.224 |
|
2,022.201 |
165.023 |
8.16 |
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,092.630 |
12/08/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
482.241 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,652.053 |
12/08/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
708.505 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 53 out of 57 instruments rated - 17/10/16 / 18/07/16 - 33 did rise, Market-Ratio(13) in JPY = 62.26 % |
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 | 7387 |
days out of 7604 invested (97%) |
1,160 |
126,040 |
13 |
|
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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