| | |
| | |
Assessment - Insurances in Japanese yen - 16/04/18 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
16/04/18 |
⇓ Δwk |
15/01/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
36,572.808 |
12/08/24 |
0.30 |
26,844.524 |
|
29,326.102 |
-2,481.578 |
-8.46 |
|
-1.36 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
414,450.295 |
12/08/24 |
0.86 |
291,866.405 |
|
285,146.365 |
6,720.040 |
2.36 |
|
2.08 |
| |  |
 |
 |
 |
|
 |
Aegon |
737.727 |
12/08/24 |
0.22 |
774.865 |
|
766.434 |
8.432 |
1.10 |
|
18.97 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,621.156 |
12/08/24 |
0.33 |
5,740.529 |
|
5,784.201 |
-43.672 |
-0.76 |
|
11.41 |
| |  |
 |
 |
 |
L |
 |
AIA |
708.304 |
12/08/24 |
-1.33 |
923.933 |
|
951.241 |
-27.307 |
-2.87 |
|
7.99 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,941.808 |
12/08/24 |
|
25,132.059 |
|
27,415.269 |
-2,283.210 |
-8.33 |
|
3.96 |
| |  |
 |
 |
 |
|
 |
AIG |
7,674.641 |
12/08/24 |
-0.62 |
5,817.337 |
|
6,741.467 |
-924.130 |
-13.71 |
|
-13.48 |
| |  |
 |
 |
 |
|
 |
ASR |
5,816.132 |
12/08/24 |
0.46 |
5,085.303 |
|
4,712.550 |
372.752 |
7.91 |
|
20.81 |
| |  |
 |
 |
 |
|
 |
Aviva |
74,379.849 |
12/08/24 |
0.35 |
77,667.186 |
|
80,851.241 |
-3,184.055 |
-3.94 |
|
2.39 |
| |  |
 |
 |
 |
|
 |
Axa |
4,290.807 |
12/08/24 |
-0.77 |
3,034.071 |
|
3,634.795 |
-600.724 |
-16.53 |
|
-5.21 |
| |  |
 |
 |
 |
|
 |
Beazley |
112,445.373 |
12/08/24 |
1.24 |
90,555.392 |
|
77,524.406 |
13,030.986 |
16.81 |
|
23.26 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,126.080 |
12/08/24 |
-0.30 |
21,243.783 |
|
23,237.441 |
-1,993.658 |
-8.58 |
|
4.06 |
| |  |
 |
 |
 |
L |
 |
China Life |
503.527 |
12/08/24 |
0.44 |
411.666 |
|
540.229 |
-128.563 |
-23.80 |
|
-13.34 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
141.661 |
12/08/24 |
0.58 |
296.150 |
|
353.358 |
-57.208 |
-16.19 |
|
-14.04 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
467.670 |
12/08/24 |
0.22 |
557.482 |
|
729.412 |
-171.931 |
-23.57 |
|
-7.68 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,018.000 |
|
2,476.500 |
-458.500 |
-18.51 |
|
-0.71 |
| |  |
 |
 |
 |
|
 |
FBD |
1,711.017 |
12/08/24 |
0.39 |
1,558.485 |
|
1,505.737 |
52.748 |
3.50 |
|
31.17 |
| |  |
 |
 |
 |
|
 |
Generali |
2,977.701 |
12/08/24 |
1.35 |
2,144.740 |
|
2,127.023 |
17.717 |
0.83 |
|
8.41 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,402.056 |
12/08/24 |
0.50 |
1,822.432 |
|
1,844.867 |
-22.435 |
-1.22 |
|
-12.43 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
30,161.654 |
12/08/24 |
5.23 |
15,094.091 |
|
14,853.894 |
240.197 |
1.62 |
|
7.96 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,149.762 |
12/08/24 |
0.01 |
809.801 |
|
826.587 |
-16.786 |
-2.03 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
182,646.924 |
12/08/24 |
1.89 |
231,188.915 |
|
212,581.689 |
18,607.226 |
8.75 |
|
18.35 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
596.961 |
12/08/24 |
0.56 |
624.474 |
|
628.578 |
-4.103 |
-0.65 |
|
6.55 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,655.295 |
12/08/24 |
0.53 |
41,168.524 |
|
41,860.127 |
-691.603 |
-1.65 |
|
6.68 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
24,764.408 |
12/08/24 |
-2.02 |
9,223.287 |
|
11,152.114 |
-1,928.827 |
-17.30 |
|
-0.26 |
| |
|
instrument |
freshest |
⇓ Δday |
16/04/18 |
⇓ Δwk |
15/01/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
559.728 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,924.989 |
12/08/24 |
-0.35 |
1,999.424 |
|
2,443.056 |
-443.632 |
-18.16 |
|
-7.43 |
| |  |
 |
 |
 |
|
 |
Mapfre |
283.047 |
12/08/24 |
|
367.537 |
|
387.829 |
-20.292 |
-5.23 |
|
-2.79 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
323.493 |
12/08/24 |
0.52 |
235.950 |
|
283.874 |
-47.924 |
-16.88 |
|
-7.92 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,486.017 |
12/08/24 |
-0.40 |
5,078.917 |
|
5,896.711 |
-817.794 |
-13.87 |
|
-9.33 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,189.023 |
12/08/24 |
-0.15 |
8,909.271 |
|
9,489.138 |
-579.867 |
-6.11 |
|
15.88 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,177.000 |
|
1,260.330 |
-83.330 |
-6.61 |
|
-3.74 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
58,254.170 |
12/08/24 |
1.01 |
25,492.831 |
|
25,807.793 |
-314.962 |
-1.22 |
|
7.36 |
| |  |
 |
 |
 |
|
 |
NN |
5,923.568 |
12/08/24 |
0.74 |
5,028.269 |
|
5,086.950 |
-58.681 |
-1.15 |
|
12.28 |
| |  |
 |
 |
 |
|
 |
Phoenix |
82,644.277 |
12/08/24 |
0.47 |
106,849.987 |
|
108,139.527 |
-1,289.540 |
-1.19 |
|
5.66 |
| |  |
 |
 |
 |
L |
 |
Ping An |
459.237 |
12/08/24 |
0.45 |
1,123.187 |
|
1,246.648 |
-123.462 |
-9.90 |
|
23.17 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
693.566 |
12/08/24 |
0.02 |
1,097.889 |
|
1,334.249 |
-236.360 |
-17.71 |
|
16.49 |
| |  |
 |
 |
 |
|
 |
Prudential |
97,606.270 |
12/08/24 |
0.41 |
279,193.258 |
|
299,720.343 |
-20,527.084 |
-6.85 |
|
4.39 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,349.831 |
12/08/24 |
0.87 |
812.067 |
|
930.083 |
-118.017 |
-12.69 |
|
-14.40 |
| |  |
 |
 |
 |
|
 |
Quálitas |
980.015 |
12/08/24 |
-2.49 |
310.471 |
|
220.594 |
89.877 |
40.74 |
|
49.76 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,370.472 |
12/08/24 |
0.40 |
6,131.809 |
|
6,364.792 |
-232.983 |
-3.66 |
|
3.72 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
35,537.881 |
12/08/24 |
1.00 |
26,515.570 |
|
29,326.726 |
-2,811.156 |
-9.59 |
|
-4.79 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,992.237 |
12/08/24 |
-0.33 |
11,478.385 |
|
13,439.246 |
-1,960.861 |
-14.59 |
|
-5.18 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,790.725 |
12/08/24 |
-1.17 |
1,160.319 |
|
1,247.670 |
-87.351 |
-7.00 |
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,272.072 |
12/08/24 |
1.06 |
4,597.198 |
|
4,869.907 |
-272.708 |
-5.60 |
|
0.69 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,464.670 |
|
1,507.000 |
-42.330 |
-2.81 |
|
1.44 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,460.775 |
12/08/24 |
0.38 |
874.536 |
|
980.225 |
-105.689 |
-10.78 |
|
0.71 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,619.865 |
12/08/24 |
-0.11 |
4,363.620 |
|
4,791.669 |
-428.049 |
-8.93 |
|
1.99 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
72,779.003 |
12/08/24 |
0.62 |
38,598.983 |
|
40,760.815 |
-2,161.832 |
-5.30 |
|
-0.28 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,605.361 |
12/08/24 |
0.10 |
10,641.223 |
|
10,673.593 |
-32.370 |
-0.30 |
|
2.35 |
| |
|
instrument |
freshest |
⇓ Δday |
16/04/18 |
⇓ Δwk |
15/01/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,820.361 |
12/08/24 |
1.92 |
4,883.694 |
|
4,823.785 |
59.909 |
1.24 |
|
9.34 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,477.341 |
12/08/24 |
-1.29 |
14,741.612 |
|
14,897.128 |
-155.516 |
-1.04 |
|
2.43 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,645.832 |
12/08/24 |
0.61 |
2,494.489 |
|
2,845.273 |
-350.785 |
-12.33 |
|
-0.66 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,018.652 |
12/08/24 |
0.26 |
1,293.874 |
|
1,310.398 |
-16.524 |
-1.26 |
|
15.34 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
60,583.684 |
12/08/24 |
1.17 |
24,684.028 |
|
25,280.779 |
-596.751 |
-2.36 |
|
10.51 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,952.583 |
12/08/24 |
1.36 |
3,512.228 |
|
3,882.360 |
-370.132 |
-9.53 |
|
5.59 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
51,855.876 |
12/08/24 |
0.85 |
34,447.835 |
|
35,949.891 |
-1,502.056 |
-4.18 |
|
2.33 |
| |  |
 |
 |
 |
L |
 |
DFV |
822.349 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 55 out of 57 instruments rated - 16/04/18 / 15/01/18 - 10 did rise, Market-Ratio(13) in JPY = 18.18 % |
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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