| | |
| | |
Assessment - Insurances in Japanese yen - 21/10/19 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
21/10/19 |
⇓ Δwk |
22/07/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,040.102 |
12/08/24 |
0.30 |
27,846.043 |
|
28,283.693 |
-437.650 |
-1.55 |
|
2.21 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
380,297.705 |
12/08/24 |
0.86 |
287,689.998 |
|
305,281.283 |
-17,591.285 |
-5.76 |
|
-2.33 |
| |  |
 |
 |
 |
|
 |
Aegon |
673.035 |
12/08/24 |
0.22 |
476.643 |
|
548.529 |
-71.887 |
-13.11 |
|
-11.04 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,128.234 |
12/08/24 |
0.33 |
6,272.951 |
|
5,868.636 |
404.315 |
6.89 |
|
13.67 |
| |  |
 |
 |
 |
L |
 |
AIA |
718.445 |
12/08/24 |
-1.33 |
1,040.983 |
|
1,203.934 |
-162.950 |
-13.53 |
|
1.08 |
| |  |
 |
 |
 |
|
 |
Allianz |
30,965.435 |
12/08/24 |
|
26,536.616 |
|
25,939.056 |
597.560 |
2.30 |
|
8.70 |
| |  |
 |
 |
 |
|
 |
AIG |
7,772.700 |
12/08/24 |
-0.62 |
5,920.972 |
|
6,026.986 |
-106.014 |
-1.76 |
|
14.42 |
| |  |
 |
 |
 |
|
 |
ASR |
5,306.113 |
12/08/24 |
0.46 |
4,067.012 |
|
4,306.246 |
-239.234 |
-5.56 |
|
-8.40 |
| |  |
 |
 |
 |
|
 |
Aviva |
68,250.611 |
12/08/24 |
0.35 |
58,806.598 |
|
56,008.616 |
2,797.982 |
5.00 |
|
4.03 |
| |  |
 |
 |
 |
|
 |
Axa |
3,914.544 |
12/08/24 |
-0.77 |
2,917.455 |
|
2,844.831 |
72.623 |
2.55 |
|
7.92 |
| |  |
 |
 |
 |
|
 |
Beazley |
103,179.362 |
12/08/24 |
1.24 |
84,996.114 |
|
72,214.907 |
12,781.207 |
17.70 |
|
11.03 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,715.437 |
12/08/24 |
-0.30 |
22,955.570 |
|
22,093.197 |
862.373 |
3.90 |
|
1.78 |
| |  |
 |
 |
 |
L |
 |
China Life |
452.621 |
12/08/24 |
0.44 |
472.881 |
|
474.409 |
-1.528 |
-0.32 |
|
14.87 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
143.689 |
12/08/24 |
0.58 |
272.704 |
|
281.125 |
-8.421 |
-3.00 |
|
3.52 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
420.390 |
12/08/24 |
0.22 |
554.074 |
|
600.657 |
-46.583 |
-7.76 |
|
1.96 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,754.000 |
|
1,604.500 |
149.500 |
9.32 |
|
4.34 |
| |  |
 |
 |
 |
|
 |
FBD |
1,560.977 |
12/08/24 |
0.39 |
1,113.255 |
|
1,131.886 |
-18.631 |
-1.65 |
|
0.18 |
| |  |
 |
 |
 |
|
 |
Generali |
2,716.585 |
12/08/24 |
1.35 |
2,223.485 |
|
2,049.730 |
173.756 |
8.48 |
|
12.84 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,191.419 |
12/08/24 |
0.50 |
1,326.226 |
|
1,748.619 |
-422.393 |
-24.16 |
|
-26.48 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
27,516.764 |
12/08/24 |
5.23 |
19,070.546 |
|
17,280.611 |
1,789.934 |
10.36 |
|
16.04 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,075.375 |
12/08/24 |
0.01 |
935.834 |
|
767.646 |
168.189 |
21.91 |
|
42.10 |
| |  |
 |
 |
 |
|
 |
Hiscox |
167,595.986 |
12/08/24 |
1.89 |
215,943.693 |
|
231,249.226 |
-15,305.533 |
-6.62 |
|
-4.05 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
533.785 |
12/08/24 |
0.56 |
596.408 |
|
642.216 |
-45.808 |
-7.13 |
|
1.32 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
31,799.541 |
12/08/24 |
0.53 |
38,678.165 |
|
36,235.327 |
2,442.838 |
6.74 |
|
8.22 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,080.824 |
12/08/24 |
-2.02 |
12,151.289 |
|
11,060.620 |
1,090.669 |
9.86 |
|
9.29 |
| |
|
instrument |
freshest |
⇓ Δday |
21/10/19 |
⇓ Δwk |
22/07/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
510.645 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,844.665 |
12/08/24 |
-0.35 |
2,034.863 |
|
2,010.613 |
24.250 |
1.21 |
|
9.93 |
| |  |
 |
 |
 |
|
 |
Mapfre |
258.227 |
12/08/24 |
|
311.953 |
|
326.385 |
-14.431 |
-4.42 |
|
0.32 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
289.258 |
12/08/24 |
0.52 |
254.964 |
|
273.284 |
-18.319 |
-6.70 |
|
11.45 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,581.666 |
12/08/24 |
-0.40 |
5,051.550 |
|
5,366.908 |
-315.359 |
-5.88 |
|
1.63 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,651.413 |
12/08/24 |
-0.15 |
13,182.439 |
|
15,207.678 |
-2,025.239 |
-13.32 |
|
-7.65 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,142.670 |
|
1,202.000 |
-59.330 |
-4.94 |
|
0.90 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
53,145.835 |
12/08/24 |
1.01 |
30,033.689 |
|
27,015.315 |
3,018.374 |
11.17 |
|
16.01 |
| |  |
 |
 |
 |
|
 |
NN |
5,404.128 |
12/08/24 |
0.74 |
4,068.222 |
|
4,255.456 |
-187.235 |
-4.40 |
|
-7.05 |
| |  |
 |
 |
 |
|
 |
Phoenix |
75,834.012 |
12/08/24 |
0.47 |
100,783.120 |
|
96,255.135 |
4,527.986 |
4.70 |
|
10.36 |
| |  |
 |
 |
 |
L |
 |
Ping An |
465.812 |
12/08/24 |
0.45 |
1,303.998 |
|
1,297.182 |
6.816 |
0.53 |
|
11.02 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
623.448 |
12/08/24 |
0.02 |
1,382.421 |
|
1,375.080 |
7.341 |
0.53 |
|
16.59 |
| |  |
 |
 |
 |
|
 |
Prudential |
89,563.070 |
12/08/24 |
0.41 |
192,545.094 |
|
230,508.905 |
-37,963.811 |
-16.47 |
|
-10.77 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,206.981 |
12/08/24 |
0.87 |
935.615 |
|
890.449 |
45.166 |
5.07 |
|
3.05 |
| |  |
 |
 |
 |
|
 |
Quálitas |
934.030 |
12/08/24 |
-2.49 |
470.587 |
|
316.766 |
153.821 |
48.56 |
|
63.74 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,899.533 |
12/08/24 |
0.40 |
4,374.367 |
|
4,909.677 |
-535.310 |
-10.90 |
|
-10.47 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
32,883.577 |
12/08/24 |
1.00 |
20,778.339 |
|
24,154.375 |
-3,376.036 |
-13.98 |
|
-18.40 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,320.612 |
12/08/24 |
-0.33 |
6,548.887 |
|
7,273.865 |
-724.978 |
-9.97 |
|
-15.05 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,610.171 |
12/08/24 |
-1.17 |
1,514.282 |
|
1,192.420 |
321.861 |
26.99 |
|
48.06 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,072.833 |
12/08/24 |
1.06 |
4,456.651 |
|
4,725.866 |
-269.215 |
-5.70 |
|
-6.82 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,417.000 |
|
1,489.330 |
-72.330 |
-4.86 |
|
0.39 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,259.984 |
12/08/24 |
0.38 |
718.666 |
|
753.222 |
-34.556 |
-4.59 |
|
-10.22 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,465.536 |
12/08/24 |
-0.11 |
4,877.870 |
|
4,558.431 |
319.439 |
7.01 |
|
14.60 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
71,784.708 |
12/08/24 |
0.62 |
53,877.054 |
|
53,895.671 |
-18.617 |
-0.03 |
|
11.89 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,446.810 |
12/08/24 |
0.10 |
11,380.771 |
|
10,555.027 |
825.744 |
7.82 |
|
7.52 |
| |
|
instrument |
freshest |
⇓ Δday |
21/10/19 |
⇓ Δwk |
22/07/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,046.899 |
12/08/24 |
1.92 |
4,999.968 |
|
4,725.866 |
274.102 |
5.80 |
|
16.09 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,764.536 |
12/08/24 |
-1.29 |
15,403.210 |
|
16,147.103 |
-743.893 |
-4.61 |
|
2.87 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,406.893 |
12/08/24 |
0.61 |
3,045.060 |
|
3,443.586 |
-398.525 |
-11.57 |
|
-1.25 |
| |  |
 |
 |
 |
|
 |
Uniqa |
929.326 |
12/08/24 |
0.26 |
1,007.980 |
|
990.400 |
17.580 |
1.78 |
|
-2.68 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,357.767 |
12/08/24 |
1.17 |
26,475.590 |
|
27,537.762 |
-1,062.171 |
-3.86 |
|
-2.24 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,605.979 |
12/08/24 |
1.36 |
2,867.842 |
|
2,896.226 |
-28.383 |
-0.98 |
|
2.15 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
51,147.430 |
12/08/24 |
0.85 |
43,090.637 |
|
38,120.257 |
4,970.380 |
13.04 |
|
18.89 |
| |  |
 |
 |
 |
L |
 |
DFV |
750.237 |
12/08/24 |
-0.80 |
1,298.878 |
|
1,188.359 |
110.519 |
9.30 |
|
-na- |
| Insurances - 56 out of 57 instruments rated - 21/10/19 / 22/07/19 - 26 did rise, Market-Ratio(13) in JPY = 46.43 % |
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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