| | |
| | |
Assessment - Insurances in Dollar - 8/19/19 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/19/19 |
⇓ Δwk |
5/20/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
244.885 |
|
254.345 |
-9.460 |
-3.72 |
|
-1.30 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.310 |
8/12/24 |
-2.49 |
3.303 |
|
2.644 |
0.659 |
24.92 |
|
32.66 |
| |  |
 |
 |
 |
|
 |
SBI Life |
23.858 |
8/12/24 |
-1.17 |
11.893 |
|
9.278 |
2.615 |
28.18 |
|
34.53 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.829 |
8/12/24 |
0.01 |
7.340 |
|
5.705 |
1.635 |
28.66 |
|
28.38 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.763 |
8/12/24 |
0.02 |
12.550 |
|
11.274 |
1.276 |
11.32 |
|
22.41 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.184 |
8/12/24 |
0.44 |
4.143 |
|
3.695 |
0.448 |
12.13 |
|
15.33 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
54.810 |
|
52.430 |
2.380 |
4.54 |
|
17.00 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.626 |
8/12/24 |
0.52 |
2.274 |
|
2.218 |
0.056 |
2.52 |
|
10.85 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
252.077 |
8/12/24 |
5.23 |
162.398 |
|
151.028 |
11.370 |
7.53 |
|
12.01 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.886 |
8/12/24 |
0.22 |
5.426 |
|
4.752 |
0.674 |
14.19 |
|
10.78 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
664.904 |
8/12/24 |
0.62 |
481.092 |
|
455.607 |
25.485 |
5.59 |
|
15.09 |
| |  |
 |
 |
 |
|
 |
Tryg |
22.091 |
8/12/24 |
0.61 |
30.029 |
|
31.230 |
-1.201 |
-3.84 |
|
10.61 |
| |  |
 |
 |
 |
|
 |
Talanx |
73.717 |
8/12/24 |
1.92 |
42.124 |
|
40.572 |
1.552 |
3.82 |
|
9.98 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.290 |
8/12/24 |
0.45 |
11.551 |
|
10.879 |
0.672 |
6.18 |
|
11.84 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
473.752 |
8/12/24 |
0.85 |
358.041 |
|
323.449 |
34.592 |
10.69 |
|
11.96 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
147.580 |
|
148.180 |
-0.600 |
-0.40 |
|
10.50 |
| |  |
 |
 |
 |
|
 |
Ageas |
46.979 |
8/12/24 |
0.33 |
53.320 |
|
50.804 |
2.515 |
4.95 |
|
6.92 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.617 |
8/12/24 |
-1.33 |
9.977 |
|
9.783 |
0.194 |
1.98 |
|
9.23 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
486.862 |
8/12/24 |
1.01 |
243.653 |
|
241.734 |
1.919 |
0.79 |
|
6.06 |
| |  |
 |
 |
 |
|
 |
Beazley |
888.593 |
8/12/24 |
1.24 |
713.181 |
|
716.405 |
-3.224 |
-0.45 |
|
2.12 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
106.026 |
8/12/24 |
0.10 |
101.459 |
|
93.344 |
8.115 |
8.69 |
|
7.34 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
49.492 |
8/12/24 |
-0.11 |
40.028 |
|
39.803 |
0.225 |
0.57 |
|
4.65 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
10.958 |
8/12/24 |
0.87 |
8.183 |
|
8.831 |
-0.648 |
-7.34 |
|
-0.15 |
| |  |
 |
 |
 |
|
 |
Generali |
24.886 |
8/12/24 |
1.35 |
17.930 |
|
18.208 |
-0.278 |
-1.53 |
|
1.64 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,275.170 |
8/12/24 |
0.86 |
2,640.287 |
|
2,628.730 |
11.558 |
0.44 |
|
-2.02 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/19/19 |
⇓ Δwk |
5/20/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Allianz |
283.670 |
8/12/24 |
|
222.979 |
|
225.313 |
-2.334 |
-1.04 |
|
1.11 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
138.920 |
|
129.760 |
9.160 |
7.06 |
|
3.54 |
| |  |
 |
 |
 |
|
 |
Phoenix |
653.092 |
8/12/24 |
0.47 |
815.515 |
|
869.366 |
-53.851 |
-6.19 |
|
-3.08 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.846 |
8/12/24 |
0.56 |
5.212 |
|
5.563 |
-0.351 |
-6.31 |
|
-2.67 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
33.034 |
8/12/24 |
1.36 |
25.662 |
|
26.586 |
-0.924 |
-3.48 |
|
-0.99 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
28.267 |
8/09/24 |
-0.50 |
10.826 |
|
10.532 |
0.294 |
2.79 |
|
5.26 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
45.770 |
|
47.520 |
-1.750 |
-3.68 |
|
0.98 |
| |  |
 |
 |
 |
|
 |
FBD |
14.300 |
8/12/24 |
0.39 |
10.198 |
|
10.009 |
0.189 |
1.89 |
|
-2.69 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
25.759 |
8/12/24 |
-0.35 |
16.648 |
|
17.356 |
-0.709 |
-4.08 |
|
-1.39 |
| |  |
 |
 |
 |
|
 |
Axa |
35.861 |
8/12/24 |
-0.77 |
24.077 |
|
25.039 |
-0.962 |
-3.84 |
|
-3.20 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.323 |
8/12/24 |
0.58 |
2.343 |
|
2.333 |
0.011 |
0.46 |
|
-1.38 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,443.357 |
8/12/24 |
1.89 |
1,939.852 |
|
2,112.918 |
-173.065 |
-8.19 |
|
-6.94 |
| |  |
 |
 |
 |
|
 |
Uniqa |
8.513 |
8/12/24 |
0.26 |
9.101 |
|
9.875 |
-0.774 |
-7.84 |
|
-4.73 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
200.940 |
|
202.700 |
-1.760 |
-0.87 |
|
-2.83 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
244.710 |
|
245.990 |
-1.280 |
-0.52 |
|
-3.43 |
| |  |
 |
 |
 |
|
 |
Sompo |
27.756 |
8/09/24 |
0.02 |
12.894 |
|
12.491 |
0.402 |
3.22 |
|
-0.07 |
| |  |
 |
 |
 |
S |
 |
Scor |
18.989 |
8/12/24 |
1.06 |
41.082 |
|
40.851 |
0.231 |
0.56 |
|
-7.09 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
95.050 |
|
109.170 |
-14.120 |
-12.93 |
|
-6.22 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.366 |
8/12/24 |
|
2.642 |
|
2.955 |
-0.313 |
-10.60 |
|
-8.55 |
| |  |
 |
 |
 |
|
 |
Sampo |
44.884 |
8/12/24 |
0.40 |
41.315 |
|
43.946 |
-2.631 |
-5.99 |
|
-10.76 |
| |  |
 |
 |
 |
|
 |
Prudential |
771.328 |
8/12/24 |
0.41 |
1,698.281 |
|
2,086.809 |
-388.528 |
-18.62 |
|
-17.21 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
273.862 |
8/12/24 |
0.53 |
275.804 |
|
346.422 |
-70.618 |
-20.38 |
|
-17.23 |
| |  |
 |
 |
 |
|
 |
Aviva |
587.783 |
8/12/24 |
0.35 |
441.262 |
|
530.968 |
-89.706 |
-16.89 |
|
-18.53 |
| |  |
 |
 |
 |
|
 |
ASR |
48.609 |
8/12/24 |
0.46 |
35.484 |
|
40.527 |
-5.044 |
-12.44 |
|
-16.26 |
| |  |
 |
 |
 |
|
 |
NN |
49.507 |
8/12/24 |
0.74 |
34.264 |
|
40.896 |
-6.632 |
-16.22 |
|
-17.69 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/19/19 |
⇓ Δwk |
5/20/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
292.890 |
8/12/24 |
1.00 |
190.027 |
|
232.251 |
-42.224 |
-18.18 |
|
-22.06 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
11.816 |
8/12/24 |
0.38 |
6.035 |
|
7.657 |
-1.622 |
-21.18 |
|
-22.77 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.166 |
8/12/24 |
0.22 |
4.028 |
|
4.767 |
-0.738 |
-15.49 |
|
-23.61 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
74.111 |
8/12/24 |
-0.33 |
54.612 |
|
67.915 |
-13.302 |
-19.59 |
|
-27.26 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
35.679 |
8/09/24 |
3.15 |
12.881 |
|
14.452 |
-1.571 |
-10.87 |
|
-20.25 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
20.075 |
8/12/24 |
0.50 |
12.116 |
|
17.572 |
-5.455 |
-31.05 |
|
-31.44 |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.678 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
6.873 |
8/12/24 |
-0.80 |
11.431 |
|
11.394 |
0.037 |
0.32 |
|
-na- |
| Insurances - 56 out of 57 instruments rated - 8/19/19 / 5/20/19 - 26 did rise, Market-Ratio(13) in USD = 46.43 % |
Technical Chart
Transactions Insurances in Dollar * 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 |
3,646 |
|
2.742 |
2.907 |
2.577 |
-0.165 |
-6 |
9,398 |
-80 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
5,479 |
|
1.715 |
4.817 |
|
3.102 |
181 |
26,394 |
111 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
2,976 |
|
8.868 |
8.537 |
9.212 |
0.344 |
4 |
27,417 |
14 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
3,487 |
|
7.861 |
7.613 |
|
-0.248 |
-3 |
26,551 |
-15 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
50 |
|
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
555,751 |
19,767 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
43,996 |
|
12.632 |
20.007 |
|
7.375 |
58 |
880,238 |
40 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
61,406 |
|
14.335 |
13.454 |
15.273 |
0.939 |
7 |
937,883 |
39 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
40,882 |
|
22.941 |
27.114 |
|
4.173 |
18 |
1,108,492 |
22 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
119,860 |
|
9.248 |
5.004 |
17.093 |
7.845 |
85 |
2,048,796 |
396 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
324,792 |
|
6.308 |
19.911 |
|
13.603 |
216 |
6,466,987 |
35 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
1,031,134 |
|
6.272 |
7.126 |
5.418 |
-0.854 |
-14 |
5,586,273 |
-44 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
161,510 |
|
34.588 |
33.719 |
|
-0.869 |
-3 |
5,445,931 |
-14 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,001,746 |
|
5.436 |
5.124 |
5.768 |
0.332 |
6 |
5,778,176 |
29 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,437,201 |
|
2.371 |
2.171 |
|
-0.200 |
-8 |
5,290,107 |
-37 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,515,899 |
|
3.490 |
3.651 |
3.329 |
-0.161 |
-5 |
5,046,278 |
-34 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
174,306 |
|
28.951 |
24.723 |
|
-4.228 |
-15 |
4,309,292 |
-6 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
2,542,717 |
|
1.695 |
1.677 |
1.713 |
0.018 |
1 |
4,354,404 |
9 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
31,987 |
|
136.130 |
127.320 |
|
-8.810 |
-6 |
4,072,599 |
-6 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
3006,062,565 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-4 |
3,907,881 |
-14 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
196,547 |
|
19.883 |
12.312 |
|
-7.570 |
-38 |
2,419,938 |
-22 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
222,338 |
|
10.884 |
13.335 |
8.433 |
-2.451 |
-23 |
1,874,964 |
-96 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
12,316,432 |
|
0.152 |
0.142 |
|
-0.010 |
-7 |
1,750,899 |
-45 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
84,072 |
|
20.826 |
26.602 |
15.050 |
-5.776 |
-28 |
1,265,274 |
-88 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,621 |
|
349.360 |
337.670 |
|
-11.690 |
-3 |
1,222,944 |
-2 |
|
| accum | 8/07/06 |
8/12/24 | 7052 |
days out of 7269 invested (97%) |
12,129 |
1,222,944 |
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 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 2.74 | 2.91 | 2.58 | -0.17 | -6.02 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 7.86 | 7.61 | | -0.25 | -3.16 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 6.31 | 19.91 | | 13.60 | 215.65 | | | 187.28 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 1.72 | 4.82 | | 3.10 | 180.84 | | | 180.84 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 14.33 | 13.45 | 15.27 | 0.94 | 6.55 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 9.25 | 5.00 | 17.09 | 7.85 | 84.83 | | | 96.93 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 12.63 | 20.01 | | 7.38 | 58.39 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 22.94 | 27.11 | | 4.17 | 18.19 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 28.95 | 24.72 | | -4.23 | -14.60 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 20.83 | 26.60 | 15.05 | -5.78 | -27.74 | | | 15.52 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 8.87 | 8.54 | 9.21 | 0.34 | 3.88 | | | 3.88 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 5.44 | 5.12 | 5.77 | 0.33 | 6.10 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 3.49 | 3.65 | 3.33 | -0.16 | -4.61 | | | 1.21 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 1.69 | 1.68 | 1.71 | 0.02 | 1.05 | | | 1.05 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 34.59 | 33.72 | | -0.87 | -2.51 | | | -2.51 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -4.04 | | | -4.04 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 0.15 | 0.14 | | -0.01 | -6.62 | | | -6.62 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 2.37 | 2.17 | | -0.20 | -8.45 | | | -8.45 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 349.36 | 337.67 | | -11.69 | -3.35 | | | -9.60 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 6.27 | 7.13 | 5.42 | -0.85 | -13.62 | | | -13.62 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 10.88 | 13.34 | 8.43 | -2.45 | -22.52 | | | -22.52 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 19.88 | 12.31 | | -7.57 | -38.08 | | | -38.08 |
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. |
|
|