| | |
| | |
Assessment - Insurances in Japanese yen - 30/12/19 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
30/12/19 |
⇓ Δwk |
30/09/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,145.176 |
12/08/24 |
0.30 |
29,303.076 |
|
27,341.039 |
1,962.038 |
7.18 |
|
6.22 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
385,034.834 |
12/08/24 |
0.86 |
330,376.442 |
|
281,512.150 |
48,864.293 |
17.36 |
|
11.47 |
| |  |
 |
 |
 |
|
 |
Aegon |
678.347 |
12/08/24 |
0.22 |
499.918 |
|
449.807 |
50.111 |
11.14 |
|
-2.50 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,168.707 |
12/08/24 |
0.33 |
6,451.737 |
|
5,995.852 |
455.885 |
7.60 |
|
13.49 |
| |  |
 |
 |
 |
L |
 |
AIA |
725.684 |
12/08/24 |
-1.33 |
1,148.650 |
|
1,021.286 |
127.364 |
12.47 |
|
7.53 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,209.820 |
12/08/24 |
|
26,636.282 |
|
25,200.726 |
1,435.557 |
5.70 |
|
6.66 |
| |  |
 |
 |
 |
|
 |
AIG |
7,794.749 |
12/08/24 |
-0.62 |
5,551.351 |
|
6,019.732 |
-468.381 |
-7.78 |
|
2.78 |
| |  |
 |
 |
 |
|
 |
ASR |
5,347.990 |
12/08/24 |
0.46 |
4,075.937 |
|
3,991.342 |
84.594 |
2.12 |
|
-5.08 |
| |  |
 |
 |
 |
|
 |
Aviva |
69,100.766 |
12/08/24 |
0.35 |
59,967.249 |
|
53,072.616 |
6,894.633 |
12.99 |
|
5.84 |
| |  |
 |
 |
 |
|
 |
Axa |
3,945.438 |
12/08/24 |
-0.77 |
3,060.611 |
|
2,761.061 |
299.550 |
10.85 |
|
11.01 |
| |  |
 |
 |
 |
|
 |
Beazley |
104,464.603 |
12/08/24 |
1.24 |
79,632.853 |
|
82,672.595 |
-3,039.742 |
-3.68 |
|
3.39 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,847.957 |
12/08/24 |
-0.30 |
24,573.979 |
|
22,481.591 |
2,092.388 |
9.31 |
|
8.50 |
| |  |
 |
 |
 |
L |
 |
China Life |
459.627 |
12/08/24 |
0.44 |
542.544 |
|
415.484 |
127.060 |
30.58 |
|
22.75 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
145.137 |
12/08/24 |
0.58 |
302.019 |
|
250.460 |
51.559 |
20.59 |
|
10.80 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
426.897 |
12/08/24 |
0.22 |
596.160 |
|
527.217 |
68.942 |
13.08 |
|
8.49 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,816.500 |
|
1,629.000 |
187.500 |
11.51 |
|
10.09 |
| |  |
 |
 |
 |
|
 |
FBD |
1,573.297 |
12/08/24 |
0.39 |
1,041.547 |
|
1,072.371 |
-30.824 |
-2.87 |
|
-3.33 |
| |  |
 |
 |
 |
|
 |
Generali |
2,738.024 |
12/08/24 |
1.35 |
2,243.473 |
|
2,095.249 |
148.224 |
7.07 |
|
9.73 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,208.714 |
12/08/24 |
0.50 |
1,246.441 |
|
1,343.410 |
-96.969 |
-7.22 |
|
-24.10 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
27,733.931 |
12/08/24 |
5.23 |
21,013.880 |
|
18,277.449 |
2,736.431 |
14.97 |
|
21.78 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,072.172 |
12/08/24 |
0.01 |
970.976 |
|
919.698 |
51.278 |
5.58 |
|
37.34 |
| |  |
 |
 |
 |
|
 |
Hiscox |
169,683.624 |
12/08/24 |
1.89 |
203,220.758 |
|
220,637.473 |
-17,416.716 |
-7.89 |
|
-6.30 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
545.377 |
12/08/24 |
0.56 |
597.172 |
|
576.471 |
20.702 |
3.59 |
|
0.89 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
32,195.648 |
12/08/24 |
0.53 |
43,912.238 |
|
33,015.872 |
10,896.366 |
33.00 |
|
19.72 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,151.972 |
12/08/24 |
-2.02 |
13,067.444 |
|
11,883.837 |
1,183.607 |
9.96 |
|
13.37 |
| |
|
instrument |
freshest |
⇓ Δday |
30/12/19 |
⇓ Δwk |
30/09/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
514.675 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,861.040 |
12/08/24 |
-0.35 |
2,197.465 |
|
1,984.851 |
212.614 |
10.71 |
|
14.76 |
| |  |
 |
 |
 |
|
 |
Mapfre |
260.265 |
12/08/24 |
|
291.853 |
|
291.190 |
0.663 |
0.23 |
|
-5.35 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
295.539 |
12/08/24 |
0.52 |
246.791 |
|
248.101 |
-1.311 |
-0.53 |
|
4.54 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,603.173 |
12/08/24 |
-0.40 |
5,518.696 |
|
5,096.778 |
421.917 |
8.28 |
|
8.52 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,755.384 |
12/08/24 |
-0.15 |
14,786.186 |
|
11,857.899 |
2,928.287 |
24.69 |
|
3.76 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,203.670 |
|
1,166.670 |
37.000 |
3.17 |
|
5.32 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
53,565.271 |
12/08/24 |
1.01 |
32,075.743 |
|
27,975.928 |
4,099.815 |
14.65 |
|
18.45 |
| |  |
 |
 |
 |
|
 |
NN |
5,446.778 |
12/08/24 |
0.74 |
4,164.968 |
|
3,834.611 |
330.357 |
8.62 |
|
-2.55 |
| |  |
 |
 |
 |
|
 |
Phoenix |
76,778.629 |
12/08/24 |
0.47 |
107,104.760 |
|
91,883.545 |
15,221.215 |
16.57 |
|
13.06 |
| |  |
 |
 |
 |
L |
 |
Ping An |
470.506 |
12/08/24 |
0.45 |
1,294.765 |
|
1,241.955 |
52.810 |
4.25 |
|
6.74 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
633.098 |
12/08/24 |
0.02 |
1,338.670 |
|
1,316.003 |
22.668 |
1.72 |
|
7.19 |
| |  |
 |
 |
 |
|
 |
Prudential |
90,678.700 |
12/08/24 |
0.41 |
206,360.404 |
|
196,048.357 |
10,312.047 |
5.26 |
|
-2.07 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,233.191 |
12/08/24 |
0.87 |
993.256 |
|
916.515 |
76.741 |
8.37 |
|
8.11 |
| |  |
 |
 |
 |
|
 |
Quálitas |
947.385 |
12/08/24 |
-2.49 |
456.613 |
|
388.340 |
68.273 |
17.58 |
|
41.17 |
| |  |
 |
 |
 |
|
 |
Sampo |
4,938.201 |
12/08/24 |
0.40 |
4,745.503 |
|
4,298.913 |
446.590 |
10.39 |
|
-0.52 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
33,393.972 |
12/08/24 |
1.00 |
22,937.749 |
|
20,137.157 |
2,800.593 |
13.91 |
|
-5.53 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,449.758 |
12/08/24 |
-0.33 |
7,017.915 |
|
6,420.412 |
597.503 |
9.31 |
|
-4.45 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,602.397 |
12/08/24 |
-1.17 |
1,490.235 |
|
1,294.906 |
195.329 |
15.08 |
|
32.97 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,089.192 |
12/08/24 |
1.06 |
4,584.514 |
|
4,465.071 |
119.443 |
2.68 |
|
-1.49 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,433.330 |
|
1,505.670 |
-72.340 |
-4.80 |
|
1.68 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,309.673 |
12/08/24 |
0.38 |
852.770 |
|
682.473 |
170.298 |
24.95 |
|
8.77 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,496.998 |
12/08/24 |
-0.11 |
4,937.628 |
|
4,838.790 |
98.838 |
2.04 |
|
11.55 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
73,284.471 |
12/08/24 |
0.62 |
54,586.930 |
|
51,668.332 |
2,918.598 |
5.65 |
|
8.17 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,685.963 |
12/08/24 |
0.10 |
12,214.078 |
|
11,273.681 |
940.397 |
8.34 |
|
12.29 |
| |
|
instrument |
freshest |
⇓ Δday |
30/12/19 |
⇓ Δwk |
30/09/19 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,110.407 |
12/08/24 |
1.92 |
5,388.237 |
|
4,671.297 |
716.940 |
15.35 |
|
18.97 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,829.113 |
12/08/24 |
-1.29 |
14,856.938 |
|
16,069.550 |
-1,212.612 |
-7.55 |
|
-1.66 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,425.990 |
12/08/24 |
0.61 |
3,224.313 |
|
3,098.453 |
125.861 |
4.06 |
|
2.34 |
| |  |
 |
 |
 |
|
 |
Uniqa |
936.660 |
12/08/24 |
0.26 |
1,109.235 |
|
975.740 |
133.495 |
13.68 |
|
6.85 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,531.824 |
12/08/24 |
1.17 |
31,985.576 |
|
23,486.681 |
8,498.895 |
36.19 |
|
18.34 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,634.438 |
12/08/24 |
1.36 |
3,097.809 |
|
2,816.448 |
281.362 |
9.99 |
|
9.67 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
52,216.028 |
12/08/24 |
0.85 |
44,620.152 |
|
41,369.320 |
3,250.832 |
7.86 |
|
18.02 |
| |  |
 |
 |
 |
L |
 |
DFV |
756.158 |
12/08/24 |
-0.80 |
1,975.768 |
|
1,246.308 |
729.461 |
58.53 |
|
44.66 |
| Insurances - 56 out of 57 instruments rated - 30/12/19 / 30/09/19 - 48 did rise, Market-Ratio(13) in JPY = 85.71 % |
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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