| | |
| | |
Assessment - Insurances in Japanese yen - 1/10/18 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
1/10/18 |
⇓ Δwk |
2/07/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
38,881.001 |
12/08/24 |
0.30 |
28,977.968 |
|
26,372.464 |
2,605.504 |
9.88 |
|
4.51 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
401,036.731 |
12/08/24 |
0.86 |
305,757.063 |
|
276,351.452 |
29,405.611 |
10.64 |
|
7.08 |
| |  |
 |
 |
 |
|
 |
Aegon |
733.722 |
12/08/24 |
0.22 |
738.735 |
|
657.912 |
80.823 |
12.28 |
|
4.33 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,590.642 |
12/08/24 |
0.33 |
6,118.310 |
|
5,477.009 |
641.301 |
11.71 |
|
8.83 |
| |  |
 |
 |
 |
L |
 |
AIA |
755.834 |
12/08/24 |
-1.33 |
1,017.973 |
|
969.686 |
48.287 |
4.98 |
|
9.48 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,757.560 |
12/08/24 |
|
25,518.024 |
|
22,504.262 |
3,013.762 |
13.39 |
|
2.15 |
| |  |
 |
 |
 |
|
 |
AIG |
8,159.005 |
12/08/24 |
-0.62 |
6,047.758 |
|
5,914.615 |
133.144 |
2.25 |
|
-3.63 |
| |  |
 |
 |
 |
|
 |
ASR |
5,784.560 |
12/08/24 |
0.46 |
5,408.597 |
|
4,470.396 |
938.201 |
20.99 |
|
14.08 |
| |  |
 |
 |
 |
|
 |
Aviva |
71,972.567 |
12/08/24 |
0.35 |
72,017.159 |
|
72,191.255 |
-174.096 |
-0.24 |
|
-4.05 |
| |  |
 |
 |
 |
|
 |
Axa |
4,267.515 |
12/08/24 |
-0.77 |
3,042.006 |
|
2,687.529 |
354.477 |
13.19 |
|
-1.06 |
| |  |
 |
 |
 |
|
 |
Beazley |
108,806.111 |
12/08/24 |
1.24 |
85,394.960 |
|
83,729.603 |
1,665.357 |
1.99 |
|
5.15 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
49,037.201 |
12/08/24 |
-0.30 |
24,471.317 |
|
20,819.754 |
3,651.563 |
17.54 |
|
11.89 |
| |  |
 |
 |
 |
L |
 |
China Life |
489.270 |
12/08/24 |
0.44 |
376.285 |
|
358.000 |
18.285 |
5.11 |
|
-14.50 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
151.167 |
12/08/24 |
0.58 |
258.935 |
|
286.241 |
-27.306 |
-9.54 |
|
-17.13 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
454.429 |
12/08/24 |
0.22 |
589.148 |
|
495.244 |
93.903 |
18.96 |
|
-4.73 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,411.500 |
|
1,954.500 |
457.000 |
23.38 |
|
12.86 |
| |  |
 |
 |
 |
|
 |
FBD |
1,701.729 |
12/08/24 |
0.39 |
1,391.724 |
|
1,393.772 |
-2.048 |
-0.15 |
|
1.81 |
| |  |
 |
 |
 |
|
 |
Generali |
2,961.537 |
12/08/24 |
1.35 |
1,954.350 |
|
1,828.036 |
126.315 |
6.91 |
|
-2.83 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,389.017 |
12/08/24 |
0.50 |
1,949.733 |
|
2,014.517 |
-64.784 |
-3.22 |
|
-0.37 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,997.926 |
12/08/24 |
5.23 |
16,133.449 |
|
13,679.618 |
2,453.831 |
17.94 |
|
10.68 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,092.411 |
12/08/24 |
0.01 |
603.940 |
|
739.401 |
-135.461 |
-18.32 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Hiscox |
176,735.609 |
12/08/24 |
1.89 |
246,151.529 |
|
220,410.158 |
25,741.372 |
11.68 |
|
12.44 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
589.794 |
12/08/24 |
0.56 |
594.737 |
|
688.747 |
-94.011 |
-13.65 |
|
-6.14 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
33,533.687 |
12/08/24 |
0.53 |
38,528.065 |
|
38,057.584 |
470.481 |
1.24 |
|
-2.28 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
26,327.345 |
12/08/24 |
-2.02 |
12,996.755 |
|
10,515.732 |
2,481.023 |
23.59 |
|
28.30 |
| |
|
instrument |
freshest |
⇓ Δday |
1/10/18 |
⇓ Δwk |
2/07/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
556.690 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,057.169 |
12/08/24 |
-0.35 |
2,054.147 |
|
1,986.336 |
67.810 |
3.41 |
|
-4.02 |
| |  |
 |
 |
 |
|
 |
Mapfre |
281.511 |
12/08/24 |
|
353.538 |
|
331.537 |
22.000 |
6.64 |
|
-0.64 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
319.609 |
12/08/24 |
0.52 |
237.236 |
|
238.538 |
-1.302 |
-0.55 |
|
-7.68 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,958.476 |
12/08/24 |
-0.40 |
5,328.818 |
|
4,830.564 |
498.254 |
10.31 |
|
0.10 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
38,472.994 |
12/08/24 |
-0.15 |
16,878.578 |
|
10,941.372 |
5,937.206 |
54.26 |
|
76.71 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,256.000 |
|
1,130.670 |
125.330 |
11.08 |
|
5.99 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
57,937.946 |
12/08/24 |
1.01 |
25,149.976 |
|
23,094.034 |
2,055.942 |
8.90 |
|
2.54 |
| |  |
 |
 |
 |
|
 |
NN |
5,891.413 |
12/08/24 |
0.74 |
5,118.380 |
|
4,465.234 |
653.146 |
14.63 |
|
5.90 |
| |  |
 |
 |
 |
|
 |
Phoenix |
79,969.519 |
12/08/24 |
0.47 |
100,333.504 |
|
97,295.549 |
3,037.954 |
3.12 |
|
-2.18 |
| |  |
 |
 |
 |
L |
 |
Ping An |
490.054 |
12/08/24 |
0.45 |
1,157.780 |
|
1,020.573 |
137.207 |
13.44 |
|
6.56 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
673.928 |
12/08/24 |
0.02 |
1,136.486 |
|
918.623 |
217.864 |
23.72 |
|
3.93 |
| |  |
 |
 |
 |
|
 |
Prudential |
94,447.272 |
12/08/24 |
0.41 |
259,380.688 |
|
252,136.967 |
7,243.720 |
2.87 |
|
-4.45 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,333.627 |
12/08/24 |
0.87 |
911.874 |
|
795.397 |
116.477 |
14.64 |
|
5.52 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,004.609 |
12/08/24 |
-2.49 |
297.590 |
|
268.628 |
28.962 |
10.78 |
|
18.98 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,341.319 |
12/08/24 |
0.40 |
5,810.944 |
|
5,338.923 |
472.021 |
8.84 |
|
-0.69 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,395.500 |
12/08/24 |
1.00 |
29,208.801 |
|
25,762.944 |
3,445.856 |
13.38 |
|
6.77 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,209.242 |
12/08/24 |
-0.33 |
9,866.312 |
|
9,491.089 |
375.223 |
3.95 |
|
-12.48 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,651.521 |
12/08/24 |
-1.17 |
810.775 |
|
1,079.863 |
-269.088 |
-24.92 |
|
-27.89 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,259.738 |
12/08/24 |
1.06 |
5,372.979 |
|
4,048.393 |
1,324.587 |
32.72 |
|
19.26 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,595.670 |
|
1,472.670 |
123.000 |
8.35 |
|
7.51 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,481.388 |
12/08/24 |
0.38 |
1,012.654 |
|
885.048 |
127.606 |
14.42 |
|
8.53 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,873.826 |
12/08/24 |
-0.11 |
4,562.593 |
|
4,442.767 |
119.826 |
2.70 |
|
1.17 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
75,523.415 |
12/08/24 |
0.62 |
43,053.673 |
|
37,900.944 |
5,152.730 |
13.60 |
|
9.90 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,042.986 |
12/08/24 |
0.10 |
10,549.192 |
|
9,589.664 |
959.528 |
10.01 |
|
1.94 |
| |
|
instrument |
freshest |
⇓ Δday |
1/10/18 |
⇓ Δwk |
2/07/18 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,772.481 |
12/08/24 |
1.92 |
4,326.878 |
|
3,995.481 |
331.397 |
8.29 |
|
-3.38 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,895.937 |
12/08/24 |
-1.29 |
14,694.412 |
|
13,566.148 |
1,128.263 |
8.32 |
|
0.35 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,629.200 |
12/08/24 |
0.61 |
2,797.285 |
|
2,573.544 |
223.741 |
8.69 |
|
5.67 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,013.123 |
12/08/24 |
0.26 |
1,137.125 |
|
1,006.613 |
130.511 |
12.97 |
|
-3.29 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
64,407.258 |
12/08/24 |
1.17 |
30,660.357 |
|
27,431.574 |
3,228.782 |
11.77 |
|
19.30 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,931.127 |
12/08/24 |
1.36 |
3,279.457 |
|
2,968.219 |
311.238 |
10.49 |
|
-1.90 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
53,811.302 |
12/08/24 |
0.85 |
36,024.738 |
|
32,464.196 |
3,560.543 |
10.97 |
|
5.11 |
| |  |
 |
 |
 |
L |
 |
DFV |
817.885 |
12/08/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| Insurances - 55 out of 57 instruments rated - 1/10/18 / 2/07/18 - 47 did rise, Market-Ratio(13) in JPY = 85.45 % |
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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