| | |
| | |
Assessment - Insurances in Japanese yen - 1/07/19 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
1/07/19 |
⇓ Δwk |
1/04/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
36,997.405 |
12/08/24 |
0.30 |
28,567.117 |
|
28,352.891 |
214.226 |
0.76 |
|
4.51 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
369,828.779 |
12/08/24 |
0.86 |
305,540.530 |
|
317,101.053 |
-11,560.524 |
-3.65 |
|
3.17 |
| |  |
 |
 |
 |
|
 |
Aegon |
680.605 |
12/08/24 |
0.22 |
552.487 |
|
550.633 |
1.854 |
0.34 |
|
-8.41 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,185.913 |
12/08/24 |
0.33 |
5,672.934 |
|
5,417.675 |
255.259 |
4.71 |
|
3.08 |
| |  |
 |
 |
 |
L |
 |
AIA |
720.500 |
12/08/24 |
-1.33 |
1,169.598 |
|
1,122.640 |
46.958 |
4.18 |
|
18.01 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,313.715 |
12/08/24 |
|
26,211.011 |
|
24,964.508 |
1,246.503 |
4.99 |
|
8.57 |
| |  |
 |
 |
 |
|
 |
AIG |
7,763.740 |
12/08/24 |
-0.62 |
5,836.086 |
|
4,899.375 |
936.711 |
19.12 |
|
12.35 |
| |  |
 |
 |
 |
|
 |
ASR |
5,365.793 |
12/08/24 |
0.46 |
4,463.948 |
|
4,698.482 |
-234.534 |
-4.99 |
|
-6.21 |
| |  |
 |
 |
 |
|
 |
Aviva |
66,371.792 |
12/08/24 |
0.35 |
57,859.425 |
|
60,904.464 |
-3,045.040 |
-5.00 |
|
-6.75 |
| |  |
 |
 |
 |
|
 |
Axa |
3,958.572 |
12/08/24 |
-0.77 |
2,843.809 |
|
2,834.946 |
8.863 |
0.31 |
|
3.59 |
| |  |
 |
 |
 |
|
 |
Beazley |
100,339.016 |
12/08/24 |
1.24 |
76,625.014 |
|
76,276.845 |
348.169 |
0.46 |
|
-1.98 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,661.586 |
12/08/24 |
-0.30 |
23,268.453 |
|
22,831.822 |
436.631 |
1.91 |
|
2.10 |
| |  |
 |
 |
 |
L |
 |
China Life |
467.048 |
12/08/24 |
0.44 |
471.325 |
|
478.564 |
-7.239 |
-1.51 |
|
21.79 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
144.100 |
12/08/24 |
0.58 |
267.099 |
|
303.723 |
-36.624 |
-12.06 |
|
1.28 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
433.790 |
12/08/24 |
0.22 |
591.690 |
|
577.697 |
13.992 |
2.42 |
|
10.33 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,656.000 |
|
1,562.500 |
93.500 |
5.98 |
|
-10.32 |
| |  |
 |
 |
 |
|
 |
FBD |
1,578.534 |
12/08/24 |
0.39 |
1,025.435 |
|
1,116.248 |
-90.813 |
-8.14 |
|
-13.77 |
| |  |
 |
 |
 |
|
 |
Generali |
2,747.139 |
12/08/24 |
1.35 |
2,034.963 |
|
2,082.041 |
-47.077 |
-2.26 |
|
5.30 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,216.066 |
12/08/24 |
0.50 |
1,763.308 |
|
2,172.564 |
-409.256 |
-18.84 |
|
-12.05 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
27,826.256 |
12/08/24 |
5.23 |
17,498.481 |
|
16,081.968 |
1,416.513 |
8.81 |
|
11.77 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,105.611 |
12/08/24 |
0.01 |
738.962 |
|
617.975 |
120.988 |
19.58 |
|
16.58 |
| |  |
 |
 |
 |
|
 |
Hiscox |
162,982.364 |
12/08/24 |
1.89 |
235,495.123 |
|
228,172.345 |
7,322.779 |
3.21 |
|
2.12 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
540.368 |
12/08/24 |
0.56 |
630.933 |
|
609.251 |
21.682 |
3.56 |
|
5.72 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
30,924.156 |
12/08/24 |
0.53 |
37,325.566 |
|
40,251.942 |
-2,926.376 |
-7.27 |
|
0.11 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,051.913 |
12/08/24 |
-2.02 |
11,080.216 |
|
12,132.051 |
-1,051.835 |
-8.67 |
|
-0.99 |
| |
|
instrument |
freshest |
⇓ Δday |
1/07/19 |
⇓ Δwk |
1/04/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
516.389 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,830.401 |
12/08/24 |
-0.35 |
1,962.807 |
|
1,942.064 |
20.743 |
1.07 |
|
4.64 |
| |  |
 |
 |
 |
|
 |
Mapfre |
261.131 |
12/08/24 |
|
319.256 |
|
311.900 |
7.355 |
2.36 |
|
-1.13 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
292.825 |
12/08/24 |
0.52 |
262.637 |
|
218.665 |
43.972 |
20.11 |
|
16.27 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,572.926 |
12/08/24 |
-0.40 |
5,477.226 |
|
4,914.967 |
562.259 |
11.44 |
|
10.02 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,609.164 |
12/08/24 |
-0.15 |
15,211.987 |
|
16,115.925 |
-903.938 |
-5.61 |
|
5.26 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,165.330 |
|
1,129.670 |
35.660 |
3.16 |
|
2.95 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
53,743.586 |
12/08/24 |
1.01 |
27,251.131 |
|
26,445.348 |
805.783 |
3.05 |
|
8.79 |
| |  |
 |
 |
 |
|
 |
NN |
5,464.910 |
12/08/24 |
0.74 |
4,375.844 |
|
4,678.504 |
-302.660 |
-6.47 |
|
-6.52 |
| |  |
 |
 |
 |
|
 |
Phoenix |
73,746.436 |
12/08/24 |
0.47 |
98,296.597 |
|
99,459.740 |
-1,163.143 |
-1.17 |
|
4.92 |
| |  |
 |
 |
 |
L |
 |
Ping An |
467.145 |
12/08/24 |
0.45 |
1,302.175 |
|
1,277.340 |
24.835 |
1.94 |
|
17.58 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
643.320 |
12/08/24 |
0.02 |
1,454.518 |
|
1,305.174 |
149.343 |
11.44 |
|
34.10 |
| |  |
 |
 |
 |
|
 |
Prudential |
87,097.556 |
12/08/24 |
0.41 |
237,825.401 |
|
227,733.552 |
10,091.849 |
4.43 |
|
2.93 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,221.866 |
12/08/24 |
0.87 |
895.834 |
|
982.407 |
-86.573 |
-8.81 |
|
0.10 |
| |  |
 |
 |
 |
|
 |
Quálitas |
934.192 |
12/08/24 |
-2.49 |
300.321 |
|
280.510 |
19.811 |
7.06 |
|
10.31 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,954.640 |
12/08/24 |
0.40 |
5,067.217 |
|
5,131.122 |
-63.904 |
-1.25 |
|
-2.91 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
33,149.244 |
12/08/24 |
1.00 |
25,154.152 |
|
30,391.288 |
-5,237.136 |
-17.23 |
|
-8.29 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,387.834 |
12/08/24 |
-0.33 |
7,864.179 |
|
8,261.709 |
-397.530 |
-4.81 |
|
-9.15 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,683.559 |
12/08/24 |
-1.17 |
1,158.259 |
|
963.065 |
195.194 |
20.27 |
|
19.76 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,096.147 |
12/08/24 |
1.06 |
4,775.984 |
|
4,808.359 |
-32.375 |
-0.67 |
|
-0.96 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,434.670 |
|
1,390.330 |
44.340 |
3.19 |
|
0.35 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,338.727 |
12/08/24 |
0.38 |
797.427 |
|
885.771 |
-88.344 |
-9.97 |
|
-10.36 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,438.130 |
12/08/24 |
-0.11 |
4,472.396 |
|
4,360.026 |
112.370 |
2.58 |
|
5.65 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
71,595.728 |
12/08/24 |
0.62 |
52,857.012 |
|
49,394.404 |
3,462.607 |
7.01 |
|
19.00 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,416.675 |
12/08/24 |
0.10 |
10,911.707 |
|
10,953.982 |
-42.274 |
-0.39 |
|
5.41 |
| |
|
instrument |
freshest |
⇓ Δday |
1/07/19 |
⇓ Δwk |
1/04/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,137.406 |
12/08/24 |
1.92 |
4,723.366 |
|
4,347.625 |
375.741 |
8.64 |
|
13.16 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,738.294 |
12/08/24 |
-1.29 |
16,416.500 |
|
15,371.942 |
1,044.558 |
6.80 |
|
13.02 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,436.224 |
12/08/24 |
0.61 |
3,531.378 |
|
3,080.857 |
450.521 |
14.62 |
|
21.35 |
| |  |
 |
 |
 |
|
 |
Uniqa |
939.779 |
12/08/24 |
0.26 |
1,003.409 |
|
1,106.260 |
-102.850 |
-9.30 |
|
-5.95 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,287.038 |
12/08/24 |
1.17 |
26,307.382 |
|
27,346.954 |
-1,039.573 |
-3.80 |
|
-6.68 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,646.537 |
12/08/24 |
1.36 |
2,796.086 |
|
2,884.266 |
-88.180 |
-3.06 |
|
-3.57 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
51,012.780 |
12/08/24 |
0.85 |
37,609.164 |
|
37,048.591 |
560.572 |
1.51 |
|
8.04 |
| |  |
 |
 |
 |
L |
 |
DFV |
758.675 |
12/08/24 |
-0.80 |
1,364.392 |
|
1,385.946 |
-21.554 |
-1.56 |
|
-na- |
| Insurances - 56 out of 57 instruments rated - 1/07/19 / 1/04/19 - 32 did rise, Market-Ratio(13) in JPY = 57.14 % |
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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