| | |
| | |
Assessment - Insurances - 27/01/20 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
27/01/20 |
⇓ Δwk |
28/10/19 |
prc diff |
⇓ Δ13 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
12/08/24 |
0.30 |
265.255 |
|
256.996 |
8.259 |
3.21 |
USD |
3.59 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
2,698.000 |
12/08/24 |
0.86 |
2,256.000 |
|
2,016.000 |
240.000 |
11.90 |
GBP |
4.90 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
12/08/24 |
0.22 |
3.729 |
|
4.015 |
-0.286 |
-7.12 |
EUR |
-10.81 |
| |  |
 |
 |
 |
|
 |
Ageas |
42.380 |
12/08/24 |
0.33 |
50.200 |
|
52.320 |
-2.120 |
-4.05 |
EUR |
5.57 |
| |  |
 |
 |
 |
L |
 |
AIA |
51.900 |
12/08/24 |
-1.33 |
83.000 |
|
77.500 |
5.500 |
7.10 |
HKD |
6.05 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
12/08/24 |
|
215.250 |
|
222.100 |
-6.850 |
-3.08 |
EUR |
3.67 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
12/08/24 |
-0.62 |
50.130 |
|
52.550 |
-2.420 |
-4.61 |
USD |
-0.52 |
| |  |
 |
 |
 |
|
 |
ASR |
43.850 |
12/08/24 |
0.46 |
33.650 |
|
33.720 |
-0.070 |
-0.21 |
EUR |
-3.96 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
12/08/24 |
0.35 |
402.700 |
|
424.200 |
-21.500 |
-5.07 |
GBP |
-1.74 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
12/08/24 |
-0.77 |
23.870 |
|
24.260 |
-0.390 |
-1.61 |
EUR |
3.70 |
| |  |
 |
 |
 |
|
 |
Beazley |
732.000 |
12/08/24 |
1.24 |
540.000 |
|
592.500 |
-52.500 |
-8.86 |
GBP |
-2.79 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
12/08/24 |
-0.30 |
222.450 |
|
212.860 |
9.590 |
4.51 |
USD |
6.06 |
| |  |
 |
 |
 |
L |
 |
China Life |
29.490 |
12/08/24 |
0.44 |
32.260 |
|
31.230 |
1.030 |
3.30 |
CNY |
10.46 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
10.380 |
12/08/24 |
0.58 |
20.600 |
|
19.700 |
0.900 |
4.57 |
HKD |
3.18 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
27.390 |
12/08/24 |
0.22 |
35.960 |
|
35.420 |
0.540 |
1.52 |
CNY |
0.83 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,654.000 |
|
1,810.000 |
-156.000 |
-8.62 |
JPY |
0.04 |
| |  |
 |
 |
 |
|
 |
FBD |
12.900 |
12/08/24 |
0.39 |
8.680 |
|
8.940 |
-0.260 |
-2.91 |
EUR |
-1.87 |
| |  |
 |
 |
 |
|
 |
Generali |
22.450 |
12/08/24 |
1.35 |
17.720 |
|
18.395 |
-0.675 |
-3.67 |
EUR |
4.25 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
18.110 |
12/08/24 |
0.50 |
10.800 |
|
11.000 |
-0.200 |
-1.82 |
EUR |
-17.06 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
12/08/24 |
5.23 |
176.000 |
|
159.700 |
16.300 |
10.21 |
EUR |
21.43 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
702.450 |
12/08/24 |
0.01 |
599.700 |
|
610.750 |
-11.050 |
-1.81 |
INR |
27.13 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,189.000 |
12/08/24 |
1.89 |
1,323.000 |
|
1,483.000 |
-160.000 |
-10.79 |
GBP |
-14.31 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
7.160 |
12/08/24 |
0.56 |
7.300 |
|
7.950 |
-0.650 |
-8.18 |
AUD |
-6.96 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
225.600 |
12/08/24 |
0.53 |
303.500 |
|
272.400 |
31.100 |
11.42 |
GBP |
12.80 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
12/08/24 |
-2.02 |
119.760 |
|
111.640 |
8.120 |
7.27 |
USD |
11.19 |
| |
|
instrument |
freshest |
⇓ Δday |
27/01/20 |
⇓ Δwk |
28/10/19 |
prc diff |
⇓ Δ13 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.220 |
12/08/24 |
|
|
|
|
|
|
EUR |
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
34.320 |
12/08/24 |
-0.35 |
26.440 |
|
24.770 |
1.670 |
6.74 |
CAD |
11.06 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.134 |
12/08/24 |
|
2.341 |
|
2.620 |
-0.279 |
-10.65 |
EUR |
-7.30 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
3.880 |
12/08/24 |
0.52 |
3.160 |
|
3.400 |
-0.240 |
-7.06 |
AUD |
0.00 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
12/08/24 |
-0.40 |
50.090 |
|
46.810 |
3.280 |
7.01 |
USD |
6.03 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
12/08/24 |
-0.15 |
128.450 |
|
124.270 |
4.180 |
3.36 |
USD |
-2.44 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,213.000 |
|
1,142.330 |
70.670 |
6.19 |
JPY |
5.19 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
12/08/24 |
1.01 |
266.700 |
|
250.300 |
16.400 |
6.55 |
EUR |
17.52 |
| |  |
 |
 |
 |
|
 |
NN |
44.660 |
12/08/24 |
0.74 |
31.790 |
|
34.240 |
-2.450 |
-7.16 |
EUR |
-8.86 |
| |  |
 |
 |
 |
|
 |
Phoenix |
538.000 |
12/08/24 |
0.47 |
744.000 |
|
712.000 |
32.000 |
4.49 |
GBP |
7.23 |
| |  |
 |
 |
 |
L |
 |
Ping An |
33.650 |
12/08/24 |
0.45 |
94.850 |
|
91.100 |
3.750 |
4.12 |
HKD |
6.12 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
40.620 |
12/08/24 |
0.02 |
83.490 |
|
88.640 |
-5.150 |
-5.81 |
CNY |
2.08 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
12/08/24 |
0.41 |
1,346.000 |
|
1,391.000 |
-45.000 |
-3.24 |
GBP |
-11.24 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
16.190 |
12/08/24 |
0.87 |
13.770 |
|
12.560 |
1.210 |
9.63 |
AUD |
11.82 |
| |  |
 |
 |
 |
|
 |
Quálitas |
164.740 |
12/08/24 |
-2.49 |
79.140 |
|
79.450 |
-0.310 |
-0.39 |
MXN |
32.95 |
| |  |
 |
 |
 |
|
 |
Sampo |
40.490 |
12/08/24 |
0.40 |
40.390 |
|
36.340 |
4.050 |
11.14 |
EUR |
3.34 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
354,500.000 |
12/08/24 |
1.00 |
225,000.000 |
|
221,000.000 |
4,000.000 |
1.81 |
KRW |
-12.51 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
89,700.000 |
12/08/24 |
-0.33 |
73,300.000 |
|
70,900.000 |
2,400.000 |
3.39 |
KRW |
-5.87 |
| |  |
 |
 |
 |
|
 |
SBI Life |
1,705.000 |
12/08/24 |
-1.17 |
992.150 |
|
1,014.350 |
-22.200 |
-2.19 |
INR |
32.50 |
| |  |
 |
 |
 |
S |
 |
Scor |
17.130 |
12/08/24 |
1.06 |
37.820 |
|
37.980 |
-0.160 |
-0.42 |
EUR |
-0.24 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,399.000 |
|
1,382.670 |
16.330 |
1.18 |
JPY |
-1.53 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
106.000 |
12/08/24 |
0.38 |
70.800 |
|
66.320 |
4.480 |
6.76 |
NOK |
11.00 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
65.940 |
12/08/24 |
-0.11 |
63.140 |
|
58.970 |
4.170 |
7.07 |
CAD |
14.93 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
652.200 |
12/08/24 |
0.62 |
488.800 |
|
494.900 |
-6.100 |
-1.23 |
CHF |
4.61 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
12/08/24 |
0.10 |
108.750 |
|
104.250 |
4.500 |
4.32 |
CHF |
8.46 |
| |
|
instrument |
freshest |
⇓ Δday |
27/01/20 |
⇓ Δwk |
28/10/19 |
prc diff |
⇓ Δ13 |
Curr |
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
66.500 |
12/08/24 |
1.92 |
45.220 |
|
41.860 |
3.360 |
8.03 |
EUR |
18.85 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
12/08/24 |
-1.29 |
133.730 |
|
129.300 |
4.430 |
3.43 |
USD |
-4.49 |
| |  |
 |
 |
 |
|
 |
Tryg |
148.600 |
12/08/24 |
0.61 |
204.600 |
|
186.700 |
17.900 |
9.59 |
DKK |
4.75 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.680 |
12/08/24 |
0.26 |
8.730 |
|
8.540 |
0.190 |
2.22 |
EUR |
1.60 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
12/08/24 |
1.17 |
284.090 |
|
247.050 |
37.040 |
14.99 |
USD |
13.31 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
29.800 |
12/08/24 |
1.36 |
24.850 |
|
24.350 |
0.500 |
2.05 |
EUR |
5.88 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
464.700 |
12/08/24 |
0.85 |
403.000 |
|
390.500 |
12.500 |
3.20 |
CHF |
14.54 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.200 |
12/08/24 |
-0.80 |
18.850 |
|
10.204 |
8.646 |
84.73 |
EUR |
65.15 |
| Insurances - 56 out of 57 instruments rated - 27/01/20 / 28/10/19 - 32 did rise, Market-Ratio(13) = 57.14 % |
Technical Chart
Transactions Insurances * A13 - 49/16 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | 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 |
4,694 |
EUR |
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
701 |
HKD |
13.330 |
37.600 |
|
24.270 |
182 |
26,370 |
112 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
556 |
NOK |
47.400 |
42.950 |
52.311 |
4.911 |
10 |
29,101 |
41 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
5,855 |
EUR |
4.970 |
4.820 |
|
-0.150 |
-3 |
28,223 |
-15 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
53 |
USD |
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
589,175 |
19,767 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
64,390 |
GBP |
9.150 |
13.750 |
|
4.600 |
50 |
885,369 |
34 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
74,809 |
EUR |
11.835 |
10.585 |
13.233 |
1.398 |
12 |
989,922 |
79 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
67,022 |
GBP |
14.770 |
16.750 |
|
1.980 |
13 |
1,122,625 |
16 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
173,646 |
EUR |
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,999,937 |
351 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
437,144 |
EUR |
4.575 |
17.150 |
|
12.575 |
275 |
7,497,023 |
42 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
1,387,823 |
EUR |
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
5,687,301 |
-67 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
174,725 |
EUR |
32.550 |
31.080 |
|
-1.470 |
-5 |
5,430,456 |
-23 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,083,706 |
EUR |
5.011 |
4.530 |
5.543 |
0.532 |
11 |
6,007,096 |
55 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,963,103 |
AUD |
3.060 |
2.940 |
|
-0.120 |
-4 |
5,771,523 |
-19 |
|
| short |
27/06/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,827,009 |
EUR |
3.159 |
3.293 |
3.025 |
-0.134 |
-4 |
5,526,704 |
-31 |
|
| long |
8/08/16 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
248,950 |
GBP |
22.200 |
19.595 |
|
-2.605 |
-12 |
4,878,189 |
-5 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
2,067,029 |
AUD |
2.360 |
2.340 |
2.380 |
0.020 |
1 |
4,919,943 |
8 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
36,141 |
USD |
136.130 |
127.320 |
|
-8.810 |
-6 |
4,601,541 |
-6 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2,858,100 |
KRW |
1.610 |
1.670 |
1.550 |
-0.060 |
-4 |
4,430,055 |
-13 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
251,621 |
EUR |
17.606 |
11.640 |
|
-5.966 |
-34 |
2,928,884 |
-19 |
|
| short |
9/05/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
332,449 |
GBP |
8.810 |
10.635 |
6.985 |
-1.825 |
-21 |
2,322,165 |
-95 |
|
| long |
6/06/22 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
115,703 |
JPY |
20.070 |
19.623 |
|
-0.447 |
-2 |
2,270,480 |
-18 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
130,637 |
GBP |
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
1,574,185 |
-91 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
4,505 |
USD |
349.360 |
337.670 |
|
-11.690 |
-3 |
1,521,522 |
-2 |
|
| accum | 7/08/06 |
12/08/24 | 7386 |
days out of 7603 invested (97%) |
15,115 |
1,521,522 |
28 |
|
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 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 13.33 | 37.60 | | 24.27 | 182.07 | | | 182.07 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 47.40 | 42.95 | 52.31 | 4.91 | 10.36 | | | 10.36 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 9.15 | 13.75 | | 4.60 | 50.27 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 14.77 | 16.75 | | 1.98 | 13.41 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 22.20 | 19.60 | | -2.61 | -11.73 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 17.38 | 22.71 | 12.05 | -5.33 | -30.67 | | | 4.29 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 2.36 | 2.34 | 2.38 | 0.02 | 0.86 | | | 0.86 |
| 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 | 1.61 | 1.67 | 1.55 | -0.06 | -3.73 | | | -3.73 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 3.06 | 2.94 | | -0.12 | -3.92 | | | -3.92 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 349.36 | 337.67 | | -11.69 | -3.35 | | | -9.60 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
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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