| | |
| | |
Assessment - Insurances in Japanese yen - 8/01/18 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
8/01/18 |
⇓ Δwk |
9/10/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
38,587.525 |
12/08/24 |
0.30 |
29,200.014 |
|
27,350.568 |
1,849.445 |
6.76 |
|
10.14 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
413,925.332 |
12/08/24 |
0.86 |
289,578.971 |
|
274,539.598 |
15,039.373 |
5.48 |
|
3.63 |
| |  |
 |
 |
 |
|
 |
Aegon |
752.939 |
12/08/24 |
0.22 |
731.550 |
|
650.372 |
81.179 |
12.48 |
|
18.18 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,737.065 |
12/08/24 |
0.33 |
5,659.903 |
|
5,276.912 |
382.992 |
7.26 |
|
16.50 |
| |  |
 |
 |
 |
L |
 |
AIA |
750.447 |
12/08/24 |
-1.33 |
966.616 |
|
831.106 |
135.510 |
16.30 |
|
20.99 |
| |  |
 |
 |
 |
|
 |
Allianz |
34,641.695 |
12/08/24 |
|
26,920.076 |
|
25,296.638 |
1,623.438 |
6.42 |
|
19.70 |
| |  |
 |
 |
 |
|
 |
AIG |
8,097.420 |
12/08/24 |
-0.62 |
6,812.869 |
|
6,973.683 |
-160.814 |
-2.31 |
|
-2.53 |
| |  |
 |
 |
 |
|
 |
ASR |
5,936.062 |
12/08/24 |
0.46 |
4,564.744 |
|
4,430.384 |
134.360 |
3.03 |
|
22.17 |
| |  |
 |
 |
 |
|
 |
Aviva |
74,285.636 |
12/08/24 |
0.35 |
77,660.861 |
|
76,493.857 |
1,167.004 |
1.53 |
|
4.66 |
| |  |
 |
 |
 |
|
 |
Axa |
4,379.284 |
12/08/24 |
-0.77 |
3,494.628 |
|
3,390.080 |
104.548 |
3.08 |
|
13.61 |
| |  |
 |
 |
 |
|
 |
Beazley |
112,302.944 |
12/08/24 |
1.24 |
78,550.693 |
|
72,571.863 |
5,978.830 |
8.24 |
|
16.93 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
48,667.066 |
12/08/24 |
-0.30 |
22,925.163 |
|
20,901.884 |
2,023.279 |
9.68 |
|
17.11 |
| |  |
 |
 |
 |
L |
 |
China Life |
513.263 |
12/08/24 |
0.44 |
516.048 |
|
469.924 |
46.124 |
9.82 |
|
12.34 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
150.089 |
12/08/24 |
0.58 |
352.088 |
|
335.473 |
16.616 |
4.95 |
|
1.21 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
476.713 |
12/08/24 |
0.22 |
676.171 |
|
625.945 |
50.226 |
8.02 |
|
24.22 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,401.000 |
|
2,040.000 |
361.000 |
17.70 |
|
19.24 |
| |  |
 |
 |
 |
|
 |
FBD |
1,746.299 |
12/08/24 |
0.39 |
1,434.943 |
|
1,101.809 |
333.134 |
30.24 |
|
36.04 |
| |  |
 |
 |
 |
|
 |
Generali |
3,039.101 |
12/08/24 |
1.35 |
2,059.008 |
|
2,092.511 |
-33.503 |
-1.60 |
|
9.42 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,451.587 |
12/08/24 |
0.50 |
1,924.990 |
|
2,113.013 |
-188.023 |
-8.90 |
|
-9.80 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
30,783.593 |
12/08/24 |
5.23 |
14,444.192 |
|
13,590.743 |
853.450 |
6.28 |
|
7.58 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,251.483 |
12/08/24 |
0.01 |
752.012 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
182,415.574 |
12/08/24 |
1.89 |
214,633.632 |
|
198,494.824 |
16,138.808 |
8.13 |
|
21.46 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
635.050 |
12/08/24 |
0.56 |
639.041 |
|
566.720 |
72.321 |
12.76 |
|
15.60 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,611.399 |
12/08/24 |
0.53 |
41,576.636 |
|
39,324.729 |
2,251.908 |
5.73 |
|
12.12 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
26,128.625 |
12/08/24 |
-2.02 |
10,596.414 |
|
9,107.725 |
1,488.690 |
16.35 |
|
19.28 |
| |
|
instrument |
freshest |
⇓ Δday |
8/01/18 |
⇓ Δwk |
9/10/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
571.270 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,124.389 |
12/08/24 |
-0.35 |
2,412.480 |
|
2,282.288 |
130.192 |
5.70 |
|
12.62 |
| |  |
 |
 |
 |
|
 |
Mapfre |
288.884 |
12/08/24 |
|
378.094 |
|
360.039 |
18.055 |
5.01 |
|
0.98 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
344.133 |
12/08/24 |
0.52 |
289.143 |
|
260.409 |
28.734 |
11.03 |
|
15.71 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,898.405 |
12/08/24 |
-0.40 |
5,877.725 |
|
5,877.915 |
-0.190 |
-0.00 |
|
0.75 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
38,182.598 |
12/08/24 |
-0.15 |
9,354.833 |
|
7,723.360 |
1,631.473 |
21.12 |
|
36.29 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,297.000 |
|
1,211.000 |
86.000 |
7.10 |
|
4.18 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
59,455.382 |
12/08/24 |
1.01 |
25,118.275 |
|
23,967.324 |
1,150.951 |
4.80 |
|
10.04 |
| |  |
 |
 |
 |
|
 |
NN |
6,045.714 |
12/08/24 |
0.74 |
4,996.581 |
|
4,692.278 |
304.302 |
6.49 |
|
20.19 |
| |  |
 |
 |
 |
|
 |
Phoenix |
82,539.595 |
12/08/24 |
0.47 |
106,714.645 |
|
101,835.180 |
4,879.465 |
4.79 |
|
7.99 |
| |  |
 |
 |
 |
L |
 |
Ping An |
486.562 |
12/08/24 |
0.45 |
1,189.293 |
|
865.014 |
324.278 |
37.49 |
|
56.14 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
706.977 |
12/08/24 |
0.02 |
1,218.500 |
|
917.488 |
301.012 |
32.81 |
|
57.11 |
| |  |
 |
 |
 |
|
 |
Prudential |
97,482.637 |
12/08/24 |
0.41 |
292,110.390 |
|
270,647.543 |
21,462.847 |
7.93 |
|
15.55 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,435.957 |
12/08/24 |
0.87 |
953.461 |
|
898.631 |
54.830 |
6.10 |
|
-5.48 |
| |  |
 |
 |
 |
|
 |
Quálitas |
968.774 |
12/08/24 |
-2.49 |
211.467 |
|
183.775 |
27.692 |
15.07 |
|
14.02 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,481.212 |
12/08/24 |
0.40 |
6,277.200 |
|
5,913.792 |
363.408 |
6.15 |
|
10.89 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
37,556.834 |
12/08/24 |
1.00 |
27,968.982 |
|
27,584.986 |
383.996 |
1.39 |
|
2.35 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,503.097 |
12/08/24 |
-0.33 |
13,031.003 |
|
11,132.512 |
1,898.491 |
17.05 |
|
11.82 |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,037.623 |
12/08/24 |
-1.17 |
1,254.512 |
|
1,201.738 |
52.773 |
4.39 |
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,318.922 |
12/08/24 |
1.06 |
4,644.613 |
|
4,725.346 |
-80.732 |
-1.71 |
|
5.74 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,507.330 |
|
1,474.000 |
33.330 |
2.26 |
|
5.37 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,484.061 |
12/08/24 |
0.38 |
944.759 |
|
953.575 |
-8.817 |
-0.92 |
|
16.83 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,002.979 |
12/08/24 |
-0.11 |
4,698.419 |
|
4,501.505 |
196.914 |
4.37 |
|
11.64 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
75,467.663 |
12/08/24 |
0.62 |
40,487.788 |
|
39,628.950 |
858.838 |
2.17 |
|
7.86 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,034.095 |
12/08/24 |
0.10 |
10,564.547 |
|
10,161.714 |
402.833 |
3.96 |
|
2.72 |
| |
|
instrument |
freshest |
⇓ Δday |
8/01/18 |
⇓ Δwk |
9/10/17 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,002.238 |
12/08/24 |
1.92 |
4,735.313 |
|
4,537.522 |
197.790 |
4.36 |
|
11.36 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,715.569 |
12/08/24 |
-1.29 |
14,863.928 |
|
13,902.273 |
961.655 |
6.92 |
|
6.19 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,700.549 |
12/08/24 |
0.61 |
2,827.762 |
|
2,610.639 |
217.123 |
8.32 |
|
19.75 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,039.657 |
12/08/24 |
0.26 |
1,260.313 |
|
1,169.267 |
91.047 |
7.79 |
|
23.45 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
63,921.108 |
12/08/24 |
1.17 |
25,415.111 |
|
22,258.066 |
3,157.045 |
14.18 |
|
22.99 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,034.086 |
12/08/24 |
1.36 |
3,709.193 |
|
3,325.268 |
383.925 |
11.55 |
|
20.66 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
53,771.578 |
12/08/24 |
0.85 |
34,864.163 |
|
34,157.703 |
706.460 |
2.07 |
|
6.77 |
| |  |
 |
 |
 |
L |
 |
DFV |
839.306 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 54 out of 57 instruments rated - 8/01/18 / 9/10/17 - 48 did rise, Market-Ratio(13) in JPY = 88.89 % |
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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