| | |
| | |
Assessment - Insurances in Renminbi yuán - 6/17/19 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/17/19 |
⇓ Δwk |
3/18/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
2,362.046 |
8/12/24 |
0.30 |
1,772.633 |
|
1,708.820 |
63.813 |
3.73 |
|
6.05 |
| |  |
 |
 |
 |
|
 |
Tryg |
154.545 |
8/12/24 |
0.61 |
230.153 |
|
182.251 |
47.903 |
26.28 |
|
30.84 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
40.620 |
8/12/24 |
0.02 |
79.920 |
|
72.580 |
7.340 |
10.11 |
|
21.24 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
4,521.483 |
8/12/24 |
0.62 |
3,291.628 |
|
2,922.943 |
368.686 |
12.61 |
|
22.55 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
18.407 |
8/12/24 |
0.52 |
16.130 |
|
13.717 |
2.413 |
17.59 |
|
16.94 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
1,451.694 |
8/12/24 |
-1.29 |
1,037.705 |
|
885.644 |
152.061 |
17.17 |
|
17.42 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
1,765.966 |
8/12/24 |
5.23 |
1,093.439 |
|
995.168 |
98.271 |
9.87 |
|
15.05 |
| |  |
 |
 |
 |
|
 |
Quálitas |
59.448 |
8/12/24 |
-2.49 |
19.562 |
|
16.575 |
2.987 |
18.02 |
|
17.87 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
2,337.259 |
8/12/24 |
-0.15 |
1,014.656 |
|
889.531 |
125.125 |
14.07 |
|
16.60 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
3,410.783 |
8/12/24 |
1.01 |
1,729.466 |
|
1,583.912 |
145.554 |
9.19 |
|
13.54 |
| |  |
 |
 |
 |
|
 |
SBI Life |
168.912 |
8/12/24 |
-1.17 |
69.348 |
|
57.717 |
11.631 |
20.15 |
|
17.10 |
| |  |
 |
 |
 |
|
 |
Talanx |
516.432 |
8/12/24 |
1.92 |
289.047 |
|
258.136 |
30.911 |
11.97 |
|
13.53 |
| |  |
 |
 |
 |
|
 |
AIG |
495.665 |
8/12/24 |
-0.62 |
366.782 |
|
291.596 |
75.187 |
25.78 |
|
15.10 |
| |  |
 |
 |
 |
L |
 |
China Life |
29.490 |
8/12/24 |
0.44 |
26.740 |
|
31.020 |
-4.280 |
-13.80 |
|
13.08 |
| |  |
 |
 |
 |
L |
 |
Ping An |
29.742 |
8/12/24 |
0.45 |
77.074 |
|
72.859 |
4.215 |
5.79 |
|
14.24 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
76.808 |
8/12/24 |
0.87 |
58.306 |
|
59.996 |
-1.690 |
-2.82 |
|
7.06 |
| |  |
 |
 |
 |
|
 |
Allianz |
1,987.294 |
8/12/24 |
|
1,616.472 |
|
1,501.868 |
114.604 |
7.63 |
|
9.91 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
69.591 |
8/12/24 |
0.01 |
43.922 |
|
34.722 |
9.200 |
26.50 |
|
12.75 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
3,221.609 |
8/12/24 |
0.85 |
2,346.706 |
|
2,210.144 |
136.562 |
6.18 |
|
10.67 |
| |  |
 |
 |
 |
L |
 |
AIA |
45.873 |
8/12/24 |
-1.33 |
66.467 |
|
67.051 |
-0.583 |
-0.87 |
|
10.01 |
| |  |
 |
 |
 |
|
 |
MetLife |
483.483 |
8/12/24 |
-0.40 |
334.596 |
|
306.005 |
28.592 |
9.34 |
|
9.93 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
720.997 |
8/12/24 |
0.10 |
686.888 |
|
660.495 |
26.393 |
4.00 |
|
8.91 |
| |  |
 |
 |
 |
|
 |
Hiscox |
10,320.393 |
8/12/24 |
1.89 |
14,859.977 |
|
14,440.783 |
419.194 |
2.90 |
|
5.45 |
| |  |
 |
 |
 |
|
 |
Generali |
174.344 |
8/12/24 |
1.35 |
126.079 |
|
120.674 |
5.406 |
4.48 |
|
6.89 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
27.390 |
8/12/24 |
0.22 |
35.140 |
|
35.080 |
0.060 |
0.17 |
|
6.81 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/17/19 |
⇓ Δwk |
3/18/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Axa |
251.227 |
8/12/24 |
-0.77 |
178.033 |
|
170.584 |
7.449 |
4.37 |
|
6.00 |
| |  |
 |
 |
 |
|
 |
Phoenix |
4,669.782 |
8/12/24 |
0.47 |
5,957.879 |
|
6,146.612 |
-188.734 |
-3.07 |
|
3.51 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
340.388 |
8/12/24 |
-0.11 |
272.765 |
|
254.787 |
17.977 |
7.06 |
|
5.07 |
| |  |
 |
 |
 |
|
 |
Beazley |
6,353.682 |
8/12/24 |
1.24 |
4,921.499 |
|
4,595.598 |
325.901 |
7.09 |
|
2.35 |
| |  |
 |
 |
 |
|
 |
Mapfre |
16.572 |
8/12/24 |
|
20.525 |
|
18.961 |
1.564 |
8.25 |
|
3.72 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
177.163 |
8/12/24 |
-0.35 |
119.915 |
|
113.664 |
6.252 |
5.50 |
|
4.09 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
33.968 |
8/12/24 |
0.56 |
37.004 |
|
36.833 |
0.171 |
0.47 |
|
0.70 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
1,958.184 |
8/12/24 |
0.53 |
2,331.419 |
|
2,525.811 |
-194.392 |
-7.70 |
|
1.85 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
192.175 |
8/09/24 |
-0.50 |
74.327 |
|
66.770 |
7.557 |
11.32 |
|
7.24 |
| |  |
 |
 |
 |
S |
 |
Scor |
133.030 |
8/12/24 |
1.06 |
300.929 |
|
303.792 |
-2.863 |
-0.94 |
|
2.61 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
23,418.351 |
8/12/24 |
0.86 |
18,184.376 |
|
19,381.051 |
-1,196.675 |
-6.17 |
|
0.51 |
| |  |
 |
 |
 |
|
 |
Ageas |
329.119 |
8/12/24 |
0.33 |
342.864 |
|
332.432 |
10.433 |
3.14 |
|
1.59 |
| |  |
 |
 |
 |
|
 |
Prudential |
5,515.204 |
8/12/24 |
0.41 |
14,048.407 |
|
14,312.637 |
-264.230 |
-1.85 |
|
-1.31 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
231.424 |
8/12/24 |
1.36 |
178.227 |
|
165.608 |
12.619 |
7.62 |
|
0.02 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
2,979.042 |
8/12/24 |
-0.30 |
1,408.433 |
|
1,352.492 |
55.941 |
4.14 |
|
1.21 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
1,599.403 |
8/12/24 |
-2.02 |
692.726 |
|
691.560 |
1.167 |
0.17 |
|
1.05 |
| |  |
 |
 |
 |
|
 |
Sampo |
314.441 |
8/12/24 |
0.40 |
317.315 |
|
320.353 |
-3.038 |
-0.95 |
|
-0.94 |
| |  |
 |
 |
 |
|
 |
Sompo |
188.699 |
8/09/24 |
0.02 |
90.081 |
|
83.618 |
6.463 |
7.73 |
|
2.56 |
| |  |
 |
 |
 |
|
 |
Uniqa |
59.642 |
8/12/24 |
0.26 |
63.913 |
|
69.054 |
-5.141 |
-7.44 |
|
-2.32 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
2,071.647 |
8/12/24 |
1.00 |
1,595.373 |
|
1,775.682 |
-180.309 |
-10.15 |
|
-5.20 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
3,912.783 |
8/12/24 |
1.17 |
1,702.537 |
|
1,581.761 |
120.776 |
7.64 |
|
-1.51 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
9.175 |
8/12/24 |
0.58 |
15.963 |
|
19.176 |
-3.213 |
-16.75 |
|
-1.77 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
84.023 |
8/12/24 |
0.38 |
52.047 |
|
52.685 |
-0.638 |
-1.21 |
|
-4.98 |
| |  |
 |
 |
 |
|
 |
NN |
346.825 |
8/12/24 |
0.74 |
273.437 |
|
289.054 |
-15.617 |
-5.40 |
|
-4.87 |
| |  |
 |
 |
 |
|
 |
Aviva |
4,202.804 |
8/12/24 |
0.35 |
3,556.152 |
|
3,839.976 |
-283.824 |
-7.39 |
|
-7.42 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/17/19 |
⇓ Δwk |
3/18/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
ASR |
340.535 |
8/12/24 |
0.46 |
273.981 |
|
292.929 |
-18.948 |
-6.47 |
|
-6.18 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
524.194 |
8/12/24 |
-0.33 |
484.456 |
|
525.554 |
-41.098 |
-7.82 |
|
-9.57 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
140.640 |
8/12/24 |
0.50 |
113.770 |
|
140.995 |
-27.224 |
-19.31 |
|
-7.84 |
| |  |
 |
 |
 |
|
 |
FBD |
100.180 |
8/12/24 |
0.39 |
65.700 |
|
69.890 |
-4.190 |
-6.00 |
|
-10.85 |
| |  |
 |
 |
 |
|
 |
Aegon |
43.194 |
8/12/24 |
0.22 |
32.671 |
|
35.948 |
-3.276 |
-9.11 |
|
-12.53 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
242.563 |
8/09/24 |
3.15 |
103.518 |
|
104.448 |
-0.929 |
-0.89 |
|
-9.24 |
| |  |
 |
 |
 |
|
 |
Mandatum |
32.772 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
48.149 |
8/12/24 |
-0.80 |
79.600 |
|
89.352 |
-9.752 |
-10.91 |
|
-na- |
| Insurances - 56 out of 57 instruments rated - 6/17/19 / 3/18/19 - 34 did rise, Market-Ratio(13) in CNY = 60.71 % |
Technical Chart
Transactions Insurances in Renminbi yuán * 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 | |
| 1/02/06 |
8/07/06 |
217 |
|
- cash - |
| short |
8/07/06 |
8/21/06 |
14 |
 |
 |
 |
Glanbia |
100 |
457 |
|
21.878 |
23.188 |
20.569 |
-1.309 |
-6 |
9,402 |
-80 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
687 |
|
13.680 |
35.036 |
|
21.357 |
156 |
24,074 |
98 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
373 |
|
64.497 |
59.705 |
69.674 |
5.177 |
8 |
26,005 |
31 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
472 |
|
54.979 |
52.236 |
|
-2.743 |
-5 |
24,710 |
-23 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
6 |
|
3,631.222 |
172.360 |
76,501.191 |
72,869.969 |
2,007 |
461,930 |
19,879 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
5,346 |
|
86.398 |
136.699 |
|
50.301 |
58 |
730,839 |
39 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
7,462 |
|
97.941 |
91.359 |
104.996 |
7.056 |
7 |
783,488 |
44 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
5,029 |
|
155.786 |
175.485 |
|
19.699 |
13 |
882,555 |
16 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
14,744 |
|
59.855 |
31.764 |
112.790 |
52.935 |
88 |
1,663,030 |
422 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
41,530 |
|
40.044 |
127.510 |
|
87.467 |
218 |
5,295,520 |
36 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
131,847 |
|
40.164 |
45.536 |
34.792 |
-5.372 |
-13 |
4,587,255 |
-44 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
20,754 |
|
221.024 |
221.905 |
|
0.881 |
0 |
4,605,533 |
2 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
128,726 |
|
35.778 |
33.179 |
38.580 |
2.802 |
8 |
4,966,219 |
39 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
323,490 |
|
15.352 |
14.430 |
|
-0.922 |
-6 |
4,667,913 |
-28 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
201,205 |
|
23.200 |
24.316 |
22.084 |
-1.116 |
-5 |
4,443,349 |
-35 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
23,042 |
|
192.833 |
170.449 |
|
-22.384 |
-12 |
3,927,576 |
-5 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
336,136 |
|
11.684 |
11.307 |
12.074 |
0.390 |
3 |
4,058,648 |
33 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
4,422 |
|
917.729 |
885.791 |
|
-31.939 |
-3 |
3,917,415 |
-3 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
415,615,302 |
|
0.009 |
0.010 |
0.009 |
-0.000 |
-5 |
3,740,538 |
-16 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
26,620 |
|
140.512 |
82.820 |
|
-57.692 |
-41 |
2,204,778 |
-24 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
30,114 |
|
73.213 |
88.684 |
57.742 |
-15.471 |
-21 |
1,738,888 |
-95 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
1,717,584 |
|
1.012 |
0.958 |
|
-0.055 |
-5 |
1,645,054 |
-38 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
11,724 |
|
140.312 |
184.065 |
96.558 |
-43.754 |
-31 |
1,132,088 |
-91 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
468 |
|
2,417.264 |
2,459.096 |
|
41.832 |
2 |
1,151,666 |
1 |
|
| accum | 8/07/06 |
8/12/24 | 7052 |
days out of 7269 invested (97%) |
11,417 |
1,151,666 |
28 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| AIG | short | 6/30/08 | 1/26/09 | 210 | 3,631.22 | 172.36 | 76,501.19 | 72,869.97 | 2,006.76 | | | 2,006.76 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 21.88 | 23.19 | 20.57 | -1.31 | -5.99 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 54.98 | 52.24 | | -2.74 | -4.99 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 40.04 | 127.51 | | 87.47 | 218.43 | | | 184.43 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 13.68 | 35.04 | | 21.36 | 156.12 | | | 156.12 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 97.94 | 91.36 | 105.00 | 7.06 | 7.20 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 59.85 | 31.76 | 112.79 | 52.94 | 88.44 | | | 102.01 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 86.40 | 136.70 | | 50.30 | 58.22 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 155.79 | 175.49 | | 19.70 | 12.65 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 192.83 | 170.45 | | -22.38 | -11.61 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 140.31 | 184.07 | 96.56 | -43.75 | -31.18 | | | 8.41 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 64.50 | 59.71 | 69.67 | 5.18 | 8.03 | | | 8.03 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 11.68 | 11.31 | 12.07 | 0.39 | 3.34 | | | 3.34 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 35.78 | 33.18 | 38.58 | 2.80 | 7.83 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 23.20 | 24.32 | 22.08 | -1.12 | -4.81 | | | 2.64 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 221.02 | 221.90 | | 0.88 | 0.40 | | | 0.40 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 917.73 | 885.79 | | -31.94 | -3.48 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 2,417.26 | 2,459.10 | | 41.83 | 1.73 | | | -1.81 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.01 | 0.01 | 0.01 | -0.00 | -4.52 | | | -4.52 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 1.01 | 0.96 | | -0.05 | -5.40 | | | -5.40 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 15.35 | 14.43 | | -0.92 | -6.01 | | | -6.01 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 40.16 | 45.54 | 34.79 | -5.37 | -13.37 | | | -13.37 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 73.21 | 88.68 | 57.74 | -15.47 | -21.13 | | | -21.13 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 140.51 | 82.82 | | -57.69 | -41.06 | | | -41.06 |
Annotations
| 3/28/24 | MS&AD Insurance | | | stock split 1:3 (three for one) |
| | Sompo | | | stock split 1:3 (three for one) |
| 8/25/15 | NN | | | recording started |
| 7/27/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
| | Ping An Ins | | | forward stock split 10:20 (twenty for ten) |
| 5/18/15 | Tryg | | | forward stock split 1:5 (five for one) |
| 3/12/15 | Insurances | | | first full analysis,
the techniques are strongly influenced by the shorts of AIG and UnipolSai. |
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