| | |
| | |
Assessment - Insurances in Japanese yen - 3/09/18 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
3/09/18 |
⇓ Δwk |
4/06/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,897.267 |
12/08/24 |
0.30 |
27,636.883 |
|
27,304.783 |
332.100 |
1.22 |
|
0.07 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
385,819.757 |
12/08/24 |
0.86 |
302,878.520 |
|
284,035.584 |
18,842.936 |
6.63 |
|
6.87 |
| |  |
 |
 |
 |
|
 |
Aegon |
717.821 |
12/08/24 |
0.22 |
676.780 |
|
700.960 |
-24.179 |
-3.45 |
|
-3.78 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,469.478 |
12/08/24 |
0.33 |
5,792.123 |
|
5,714.568 |
77.555 |
1.36 |
|
4.06 |
| |  |
 |
 |
 |
L |
 |
AIA |
734.458 |
12/08/24 |
-1.33 |
957.343 |
|
1,007.031 |
-49.688 |
-4.93 |
|
3.71 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,025.942 |
12/08/24 |
|
23,795.714 |
|
23,241.128 |
554.587 |
2.39 |
|
-4.73 |
| |  |
 |
 |
 |
|
 |
AIG |
7,952.572 |
12/08/24 |
-0.62 |
5,904.738 |
|
5,905.458 |
-0.720 |
-0.01 |
|
-6.72 |
| |  |
 |
 |
 |
|
 |
ASR |
5,659.193 |
12/08/24 |
0.46 |
5,293.959 |
|
4,576.280 |
717.680 |
15.68 |
|
13.31 |
| |  |
 |
 |
 |
|
 |
Aviva |
69,241.633 |
12/08/24 |
0.35 |
70,428.551 |
|
76,161.883 |
-5,733.332 |
-7.53 |
|
-6.56 |
| |  |
 |
 |
 |
|
 |
Axa |
4,175.026 |
12/08/24 |
-0.77 |
2,854.763 |
|
2,823.238 |
31.525 |
1.12 |
|
-7.87 |
| |  |
 |
 |
 |
|
 |
Beazley |
104,677.562 |
12/08/24 |
1.24 |
85,658.278 |
|
88,660.618 |
-3,002.340 |
-3.39 |
|
7.18 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,796.504 |
12/08/24 |
-0.30 |
23,179.178 |
|
21,006.213 |
2,172.964 |
10.34 |
|
7.47 |
| |  |
 |
 |
 |
L |
 |
China Life |
480.327 |
12/08/24 |
0.44 |
360.286 |
|
427.922 |
-67.636 |
-15.81 |
|
-20.19 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
146.892 |
12/08/24 |
0.58 |
251.329 |
|
316.315 |
-64.986 |
-20.54 |
|
-21.77 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
446.123 |
12/08/24 |
0.22 |
540.266 |
|
588.736 |
-48.469 |
-8.23 |
|
-13.76 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,098.500 |
|
2,093.000 |
5.500 |
0.26 |
|
-0.23 |
| |  |
 |
 |
 |
|
 |
FBD |
1,664.848 |
12/08/24 |
0.39 |
1,393.826 |
|
1,368.259 |
25.568 |
1.87 |
|
3.97 |
| |  |
 |
 |
 |
|
 |
Generali |
2,897.352 |
12/08/24 |
1.35 |
1,882.311 |
|
1,887.298 |
-4.987 |
-0.26 |
|
-6.66 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,337.240 |
12/08/24 |
0.50 |
1,898.443 |
|
2,027.336 |
-128.892 |
-6.36 |
|
-3.68 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,347.789 |
12/08/24 |
5.23 |
15,422.431 |
|
14,209.335 |
1,213.096 |
8.54 |
|
7.06 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,095.051 |
12/08/24 |
0.01 |
717.329 |
|
775.919 |
-58.589 |
-7.55 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
170,029.537 |
12/08/24 |
1.89 |
243,675.636 |
|
223,953.945 |
19,721.691 |
8.81 |
|
13.81 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
573.328 |
12/08/24 |
0.56 |
613.365 |
|
693.016 |
-79.651 |
-11.49 |
|
-2.63 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
32,261.281 |
12/08/24 |
0.53 |
36,737.248 |
|
40,010.571 |
-3,273.323 |
-8.18 |
|
-6.88 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,661.233 |
12/08/24 |
-2.02 |
12,077.116 |
|
10,716.134 |
1,360.982 |
12.70 |
|
22.69 |
| |
|
instrument |
freshest |
⇓ Δday |
3/09/18 |
⇓ Δwk |
4/06/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
544.625 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,911.063 |
12/08/24 |
-0.35 |
2,025.530 |
|
2,102.250 |
-76.720 |
-3.65 |
|
-6.02 |
| |  |
 |
 |
 |
|
 |
Mapfre |
275.410 |
12/08/24 |
|
327.291 |
|
342.000 |
-14.709 |
-4.30 |
|
-8.88 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
310.686 |
12/08/24 |
0.52 |
241.823 |
|
239.405 |
2.417 |
1.01 |
|
-6.75 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,757.117 |
12/08/24 |
-0.40 |
5,096.265 |
|
5,087.391 |
8.874 |
0.17 |
|
-4.55 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,499.583 |
12/08/24 |
-0.15 |
15,325.443 |
|
9,330.360 |
5,995.083 |
64.25 |
|
69.49 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,128.330 |
|
1,171.670 |
-43.340 |
-3.70 |
|
-5.06 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
56,682.274 |
12/08/24 |
1.01 |
24,075.770 |
|
23,343.908 |
731.862 |
3.14 |
|
-1.45 |
| |  |
 |
 |
 |
|
 |
NN |
5,763.730 |
12/08/24 |
0.74 |
4,815.154 |
|
4,748.436 |
66.718 |
1.41 |
|
0.43 |
| |  |
 |
 |
 |
|
 |
Phoenix |
76,935.148 |
12/08/24 |
0.47 |
102,175.025 |
|
103,259.434 |
-1,084.409 |
-1.05 |
|
-0.27 |
| |  |
 |
 |
 |
L |
 |
Ping An |
476.195 |
12/08/24 |
0.45 |
1,073.384 |
|
1,101.505 |
-28.121 |
-2.55 |
|
0.58 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
661.610 |
12/08/24 |
0.02 |
1,021.734 |
|
1,089.178 |
-67.444 |
-6.19 |
|
-5.53 |
| |  |
 |
 |
 |
|
 |
Prudential |
90,863.556 |
12/08/24 |
0.41 |
250,182.233 |
|
271,683.033 |
-21,500.800 |
-7.91 |
|
-8.08 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,296.393 |
12/08/24 |
0.87 |
878.409 |
|
794.658 |
83.751 |
10.54 |
|
1.40 |
| |  |
 |
 |
 |
|
 |
Quálitas |
953.323 |
12/08/24 |
-2.49 |
276.032 |
|
274.527 |
1.505 |
0.55 |
|
14.40 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,225.558 |
12/08/24 |
0.40 |
5,703.073 |
|
5,491.022 |
212.052 |
3.86 |
|
-2.60 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
35,468.687 |
12/08/24 |
1.00 |
26,413.917 |
|
26,811.853 |
-397.937 |
-1.48 |
|
-3.58 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,974.728 |
12/08/24 |
-0.33 |
9,244.871 |
|
10,580.923 |
-1,336.052 |
-12.63 |
|
-19.39 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,657.930 |
12/08/24 |
-1.17 |
1,039.710 |
|
1,080.817 |
-41.107 |
-3.80 |
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
2,210.764 |
12/08/24 |
1.06 |
4,575.106 |
|
4,156.166 |
418.940 |
10.08 |
|
2.15 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,558.330 |
|
1,612.670 |
-54.340 |
-3.37 |
|
5.55 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,410.144 |
12/08/24 |
0.38 |
1,000.404 |
|
928.163 |
72.241 |
7.78 |
|
8.13 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,593.110 |
12/08/24 |
-0.11 |
4,399.675 |
|
4,573.838 |
-174.162 |
-3.81 |
|
-2.26 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
74,736.846 |
12/08/24 |
0.62 |
40,874.936 |
|
38,565.836 |
2,309.099 |
5.99 |
|
4.85 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,917.559 |
12/08/24 |
0.10 |
10,129.925 |
|
9,748.679 |
381.246 |
3.91 |
|
-1.85 |
| |
|
instrument |
freshest |
⇓ Δday |
3/09/18 |
⇓ Δwk |
4/06/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,582.357 |
12/08/24 |
1.92 |
4,240.846 |
|
4,321.899 |
-81.053 |
-1.88 |
|
-5.74 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,291.342 |
12/08/24 |
-1.29 |
14,614.698 |
|
14,244.255 |
370.443 |
2.60 |
|
0.46 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,572.918 |
12/08/24 |
0.61 |
2,721.822 |
|
2,581.847 |
139.975 |
5.42 |
|
3.49 |
| |  |
 |
 |
 |
|
 |
Uniqa |
991.165 |
12/08/24 |
0.26 |
1,081.506 |
|
1,225.652 |
-144.145 |
-11.76 |
|
-8.30 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
62,777.680 |
12/08/24 |
1.17 |
29,813.540 |
|
26,862.258 |
2,951.282 |
10.99 |
|
18.76 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,845.928 |
12/08/24 |
1.36 |
3,017.376 |
|
3,111.665 |
-94.288 |
-3.03 |
|
-10.11 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
53,250.862 |
12/08/24 |
0.85 |
34,056.717 |
|
33,099.287 |
957.429 |
2.89 |
|
-0.21 |
| |  |
 |
 |
 |
L |
 |
DFV |
800.160 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 55 out of 57 instruments rated - 3/09/18 / 4/06/18 - 27 did rise, Market-Ratio(13) in JPY = 49.09 % |
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. |
|
|