| | |
| | |
Assessment - Insurances in Japanese yen - 30/09/19 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
30/09/19 |
⇓ Δwk |
1/07/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
36,880.422 |
12/08/24 |
0.30 |
27,341.039 |
|
28,567.117 |
-1,226.078 |
-4.29 |
|
0.14 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
358,602.351 |
12/08/24 |
0.86 |
281,512.150 |
|
305,540.530 |
-24,028.380 |
-7.86 |
|
-4.84 |
| |  |
 |
 |
 |
|
 |
Aegon |
655.443 |
12/08/24 |
0.22 |
449.807 |
|
552.487 |
-102.680 |
-18.59 |
|
-18.21 |
| |  |
 |
 |
 |
|
 |
Ageas |
4,994.186 |
12/08/24 |
0.33 |
5,995.852 |
|
5,672.934 |
322.918 |
5.69 |
|
8.73 |
| |  |
 |
 |
 |
L |
 |
AIA |
715.797 |
12/08/24 |
-1.33 |
1,021.286 |
|
1,169.598 |
-148.312 |
-12.68 |
|
-0.36 |
| |  |
 |
 |
 |
|
 |
Allianz |
30,156.024 |
12/08/24 |
|
25,200.726 |
|
26,211.011 |
-1,010.286 |
-3.85 |
|
3.32 |
| |  |
 |
 |
 |
|
 |
AIG |
7,739.192 |
12/08/24 |
-0.62 |
6,019.732 |
|
5,836.086 |
183.646 |
3.15 |
|
16.34 |
| |  |
 |
 |
 |
|
 |
ASR |
5,167.416 |
12/08/24 |
0.46 |
3,991.342 |
|
4,463.948 |
-472.606 |
-10.59 |
|
-11.57 |
| |  |
 |
 |
 |
|
 |
Aviva |
64,357.027 |
12/08/24 |
0.35 |
53,072.616 |
|
57,859.425 |
-4,786.808 |
-8.27 |
|
-7.47 |
| |  |
 |
 |
 |
|
 |
Axa |
3,812.221 |
12/08/24 |
-0.77 |
2,761.061 |
|
2,843.809 |
-82.748 |
-2.91 |
|
1.64 |
| |  |
 |
 |
 |
|
 |
Beazley |
97,293.151 |
12/08/24 |
1.24 |
82,672.595 |
|
76,625.014 |
6,047.581 |
7.89 |
|
8.05 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,514.047 |
12/08/24 |
-0.30 |
22,481.591 |
|
23,268.453 |
-786.862 |
-3.38 |
|
-0.73 |
| |  |
 |
 |
 |
L |
 |
China Life |
445.874 |
12/08/24 |
0.44 |
415.484 |
|
471.325 |
-55.840 |
-11.85 |
|
1.99 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
143.159 |
12/08/24 |
0.58 |
250.460 |
|
267.099 |
-16.639 |
-6.23 |
|
-4.83 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
414.123 |
12/08/24 |
0.22 |
527.217 |
|
591.690 |
-64.472 |
-10.90 |
|
-3.20 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,629.000 |
|
1,656.000 |
-27.000 |
-1.63 |
|
-4.88 |
| |  |
 |
 |
 |
|
 |
FBD |
1,520.175 |
12/08/24 |
0.39 |
1,072.371 |
|
1,025.435 |
46.936 |
4.58 |
|
-4.87 |
| |  |
 |
 |
 |
|
 |
Generali |
2,645.575 |
12/08/24 |
1.35 |
2,095.249 |
|
2,034.963 |
60.285 |
2.96 |
|
7.01 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,134.137 |
12/08/24 |
0.50 |
1,343.410 |
|
1,763.308 |
-419.898 |
-23.81 |
|
-27.15 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
26,797.498 |
12/08/24 |
5.23 |
18,277.449 |
|
17,498.481 |
778.968 |
4.45 |
|
12.21 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,074.677 |
12/08/24 |
0.01 |
919.698 |
|
738.962 |
180.736 |
24.46 |
|
42.92 |
| |  |
 |
 |
 |
|
 |
Hiscox |
158,034.913 |
12/08/24 |
1.89 |
220,637.473 |
|
235,495.123 |
-14,857.650 |
-6.31 |
|
-2.65 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
522.472 |
12/08/24 |
0.56 |
576.471 |
|
630.933 |
-54.462 |
-8.63 |
|
-2.10 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
29,985.430 |
12/08/24 |
0.53 |
33,015.872 |
|
37,325.566 |
-4,309.693 |
-11.55 |
|
-8.27 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
24,972.701 |
12/08/24 |
-2.02 |
11,883.837 |
|
11,080.216 |
803.621 |
7.25 |
|
6.64 |
| |
|
instrument |
freshest |
⇓ Δday |
30/09/19 |
⇓ Δwk |
1/07/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
497.297 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,803.296 |
12/08/24 |
-0.35 |
1,984.851 |
|
1,962.807 |
22.044 |
1.12 |
|
7.42 |
| |  |
 |
 |
 |
|
 |
Mapfre |
251.477 |
12/08/24 |
|
291.190 |
|
319.256 |
-28.065 |
-8.79 |
|
-7.24 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
283.127 |
12/08/24 |
0.52 |
248.101 |
|
262.637 |
-14.536 |
-5.53 |
|
8.79 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,548.982 |
12/08/24 |
-0.40 |
5,096.778 |
|
5,477.226 |
-380.448 |
-6.95 |
|
2.26 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,493.409 |
12/08/24 |
-0.15 |
11,857.899 |
|
15,211.987 |
-3,354.088 |
-22.05 |
|
-18.40 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,166.670 |
|
1,165.330 |
1.340 |
0.11 |
|
2.56 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
51,756.646 |
12/08/24 |
1.01 |
27,975.928 |
|
27,251.131 |
724.797 |
2.66 |
|
8.90 |
| |  |
 |
 |
 |
|
 |
NN |
5,262.868 |
12/08/24 |
0.74 |
3,834.611 |
|
4,375.844 |
-541.233 |
-12.37 |
|
-13.76 |
| |  |
 |
 |
 |
|
 |
Phoenix |
71,507.808 |
12/08/24 |
0.47 |
91,883.545 |
|
98,296.597 |
-6,413.051 |
-6.52 |
|
0.32 |
| |  |
 |
 |
 |
L |
 |
Ping An |
464.095 |
12/08/24 |
0.45 |
1,241.955 |
|
1,302.175 |
-60.220 |
-4.62 |
|
6.61 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
614.155 |
12/08/24 |
0.02 |
1,316.003 |
|
1,454.518 |
-138.515 |
-9.52 |
|
12.41 |
| |  |
 |
 |
 |
|
 |
Prudential |
84,453.645 |
12/08/24 |
0.41 |
196,048.357 |
|
237,825.401 |
-41,777.044 |
-17.57 |
|
-10.38 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,181.400 |
12/08/24 |
0.87 |
916.515 |
|
895.834 |
20.681 |
2.31 |
|
0.91 |
| |  |
 |
 |
 |
|
 |
Quálitas |
902.456 |
12/08/24 |
-2.49 |
388.340 |
|
300.321 |
88.019 |
29.31 |
|
37.56 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,771.463 |
12/08/24 |
0.40 |
4,298.913 |
|
5,067.217 |
-768.305 |
-15.16 |
|
-13.41 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
32,011.758 |
12/08/24 |
1.00 |
20,137.157 |
|
25,154.152 |
-5,016.995 |
-19.94 |
|
-22.64 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,100.013 |
12/08/24 |
-0.33 |
6,420.412 |
|
7,864.179 |
-1,443.767 |
-18.36 |
|
-18.57 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,608.476 |
12/08/24 |
-1.17 |
1,294.906 |
|
1,158.259 |
136.647 |
11.80 |
|
29.80 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,018.651 |
12/08/24 |
1.06 |
4,465.071 |
|
4,775.984 |
-310.913 |
-6.51 |
|
-7.66 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,505.670 |
|
1,434.670 |
71.000 |
4.95 |
|
6.24 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,259.438 |
12/08/24 |
0.38 |
682.473 |
|
797.427 |
-114.954 |
-14.42 |
|
-16.70 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,386.054 |
12/08/24 |
-0.11 |
4,838.790 |
|
4,472.396 |
366.394 |
8.19 |
|
14.20 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
70,631.075 |
12/08/24 |
0.62 |
51,668.332 |
|
52,857.012 |
-1,188.680 |
-2.25 |
|
8.59 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,262.852 |
12/08/24 |
0.10 |
11,273.681 |
|
10,911.707 |
361.974 |
3.32 |
|
6.95 |
| |
|
instrument |
freshest |
⇓ Δday |
30/09/19 |
⇓ Δwk |
1/07/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
7,836.560 |
12/08/24 |
1.92 |
4,671.297 |
|
4,723.366 |
-52.070 |
-1.10 |
|
9.31 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,666.398 |
12/08/24 |
-1.29 |
16,069.550 |
|
16,416.500 |
-346.950 |
-2.11 |
|
7.81 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,345.543 |
12/08/24 |
0.61 |
3,098.453 |
|
3,531.378 |
-432.925 |
-12.26 |
|
1.28 |
| |  |
 |
 |
 |
|
 |
Uniqa |
905.034 |
12/08/24 |
0.26 |
975.740 |
|
1,003.409 |
-27.669 |
-2.76 |
|
-6.44 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,093.254 |
12/08/24 |
1.17 |
23,486.681 |
|
26,307.382 |
-2,820.701 |
-10.72 |
|
-14.49 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,511.721 |
12/08/24 |
1.36 |
2,816.448 |
|
2,796.086 |
20.362 |
0.73 |
|
-0.43 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
50,325.453 |
12/08/24 |
0.85 |
41,369.320 |
|
37,609.164 |
3,760.157 |
10.00 |
|
15.18 |
| |  |
 |
 |
 |
L |
 |
DFV |
730.627 |
12/08/24 |
-0.80 |
1,246.308 |
|
1,364.392 |
-118.084 |
-8.65 |
|
-na- |
| Insurances - 56 out of 57 instruments rated - 30/09/19 / 1/07/19 - 19 did rise, Market-Ratio(13) in JPY = 33.93 % |
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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