| | |
| | |
Assessment - Insurances in Dollar - 2/10/20 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/10/20 |
⇓ Δwk |
11/11/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
268.029 |
|
262.089 |
5.940 |
2.27 |
|
4.31 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.766 |
8/12/24 |
-0.80 |
20.386 |
|
11.345 |
9.041 |
79.69 |
|
57.65 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.787 |
8/12/24 |
-2.49 |
4.676 |
|
4.234 |
0.442 |
10.43 |
|
47.67 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
248.173 |
8/12/24 |
5.23 |
203.646 |
|
183.123 |
20.523 |
11.21 |
|
24.16 |
| |  |
 |
 |
 |
|
 |
SBI Life |
23.915 |
8/12/24 |
-1.17 |
13.365 |
|
13.554 |
-0.189 |
-1.40 |
|
23.51 |
| |  |
 |
 |
 |
|
 |
Talanx |
72.575 |
8/12/24 |
1.92 |
51.599 |
|
47.117 |
4.482 |
9.51 |
|
19.83 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.853 |
8/12/24 |
0.01 |
8.248 |
|
7.979 |
0.269 |
3.38 |
|
21.06 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
479.321 |
8/12/24 |
1.01 |
302.850 |
|
280.648 |
22.201 |
7.91 |
|
17.98 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
475.537 |
8/12/24 |
0.85 |
430.306 |
|
390.967 |
39.339 |
10.06 |
|
20.06 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
49.509 |
8/12/24 |
-0.11 |
48.315 |
|
46.199 |
2.116 |
4.58 |
|
15.20 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
287.030 |
|
254.090 |
32.940 |
12.96 |
|
14.31 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
291.316 |
8/12/24 |
0.53 |
397.719 |
|
349.959 |
47.760 |
13.65 |
|
15.18 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
10.807 |
8/12/24 |
0.87 |
9.379 |
|
8.831 |
0.548 |
6.21 |
|
8.96 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
11.406 |
8/12/24 |
0.38 |
7.750 |
|
7.310 |
0.440 |
6.02 |
|
7.10 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
106.425 |
8/12/24 |
0.10 |
115.379 |
|
107.136 |
8.244 |
7.69 |
|
13.48 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
121.210 |
|
114.450 |
6.760 |
5.91 |
|
11.59 |
| |  |
 |
 |
 |
|
 |
Phoenix |
694.716 |
8/12/24 |
0.47 |
1,004.239 |
|
916.969 |
87.270 |
9.52 |
|
12.56 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
25.768 |
8/12/24 |
-0.35 |
19.942 |
|
19.738 |
0.204 |
1.03 |
|
9.93 |
| |  |
 |
 |
 |
|
 |
Uniqa |
8.382 |
8/12/24 |
0.26 |
10.335 |
|
9.764 |
0.571 |
5.85 |
|
7.39 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
51.880 |
|
49.220 |
2.660 |
5.40 |
|
9.40 |
| |  |
 |
 |
 |
|
 |
Allianz |
279.276 |
8/12/24 |
|
248.828 |
|
243.096 |
5.732 |
2.36 |
|
6.59 |
| |  |
 |
 |
 |
|
 |
Beazley |
945.227 |
8/12/24 |
1.24 |
783.170 |
|
699.917 |
83.252 |
11.89 |
|
9.85 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
34.677 |
8/09/24 |
3.15 |
16.235 |
|
17.227 |
-0.992 |
-5.76 |
|
7.24 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
227.110 |
|
220.850 |
6.260 |
2.83 |
|
7.93 |
| |  |
 |
 |
 |
|
 |
Generali |
24.501 |
8/12/24 |
1.35 |
20.124 |
|
21.195 |
-1.070 |
-5.05 |
|
5.33 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/10/20 |
⇓ Δwk |
11/11/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Ageas |
46.251 |
8/12/24 |
0.33 |
56.401 |
|
58.361 |
-1.960 |
-3.36 |
|
5.27 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
27.474 |
8/09/24 |
-0.50 |
11.383 |
|
10.873 |
0.510 |
4.69 |
|
7.05 |
| |  |
 |
 |
 |
|
 |
Axa |
35.305 |
8/12/24 |
-0.77 |
27.186 |
|
27.916 |
-0.730 |
-2.62 |
|
5.00 |
| |  |
 |
 |
 |
|
 |
Sampo |
44.189 |
8/12/24 |
0.40 |
45.859 |
|
41.042 |
4.816 |
11.73 |
|
5.05 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
667.409 |
8/12/24 |
0.62 |
516.367 |
|
503.895 |
12.472 |
2.48 |
|
8.75 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
54.140 |
|
55.400 |
-1.260 |
-2.27 |
|
6.75 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,483.911 |
8/12/24 |
0.86 |
2,964.811 |
|
2,652.996 |
311.815 |
11.75 |
|
7.59 |
| |  |
 |
 |
 |
|
 |
Tryg |
21.704 |
8/12/24 |
0.61 |
30.350 |
|
27.260 |
3.090 |
11.34 |
|
3.05 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
32.522 |
8/12/24 |
1.36 |
27.120 |
|
27.446 |
-0.326 |
-1.19 |
|
2.86 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.226 |
8/12/24 |
0.44 |
4.343 |
|
5.039 |
-0.696 |
-13.81 |
|
1.63 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.334 |
8/12/24 |
0.45 |
11.747 |
|
11.788 |
-0.041 |
-0.35 |
|
2.04 |
| |  |
 |
 |
 |
|
 |
FBD |
14.078 |
8/12/24 |
0.39 |
9.778 |
|
9.454 |
0.324 |
3.43 |
|
-1.25 |
| |  |
 |
 |
 |
|
 |
Sompo |
26.977 |
8/09/24 |
0.02 |
13.067 |
|
13.562 |
-0.495 |
-3.65 |
|
0.14 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.685 |
8/12/24 |
-1.33 |
10.195 |
|
10.177 |
0.018 |
0.17 |
|
1.44 |
| |  |
 |
 |
 |
|
 |
ASR |
47.856 |
8/12/24 |
0.46 |
37.924 |
|
38.314 |
-0.390 |
-1.02 |
|
-2.78 |
| |  |
 |
 |
 |
|
 |
Aviva |
625.245 |
8/12/24 |
0.35 |
525.169 |
|
559.805 |
-34.636 |
-6.19 |
|
0.47 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
129.350 |
|
121.910 |
7.440 |
6.10 |
|
-1.48 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.821 |
8/12/24 |
0.02 |
11.506 |
|
12.592 |
-1.086 |
-8.62 |
|
-3.75 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
136.220 |
|
133.540 |
2.680 |
2.01 |
|
-2.96 |
| |  |
 |
 |
 |
|
 |
Prudential |
820.488 |
8/12/24 |
0.41 |
1,889.809 |
|
1,722.131 |
167.677 |
9.74 |
|
-2.10 |
| |  |
 |
 |
 |
S |
 |
Scor |
18.695 |
8/12/24 |
1.06 |
39.976 |
|
41.661 |
-1.685 |
-4.04 |
|
-5.47 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.337 |
8/12/24 |
0.58 |
2.483 |
|
2.666 |
-0.182 |
-6.84 |
|
-2.68 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.590 |
8/12/24 |
0.52 |
2.036 |
|
2.189 |
-0.153 |
-6.98 |
|
-7.70 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.329 |
8/12/24 |
|
2.603 |
|
2.845 |
-0.242 |
-8.52 |
|
-7.51 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.070 |
8/12/24 |
0.22 |
4.243 |
|
4.638 |
-0.395 |
-8.51 |
|
-8.41 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/10/20 |
⇓ Δwk |
11/11/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
NN |
48.740 |
8/12/24 |
0.74 |
35.196 |
|
39.077 |
-3.880 |
-9.93 |
|
-9.08 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.925 |
8/12/24 |
0.22 |
4.752 |
|
5.186 |
-0.435 |
-8.38 |
|
-8.19 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
75.606 |
8/12/24 |
-0.33 |
58.074 |
|
64.980 |
-6.906 |
-10.63 |
|
-11.87 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.780 |
8/12/24 |
0.56 |
4.593 |
|
5.393 |
-0.800 |
-14.84 |
|
-15.45 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,535.348 |
8/12/24 |
1.89 |
1,730.334 |
|
1,560.662 |
169.672 |
10.87 |
|
-12.10 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
298.798 |
8/12/24 |
1.00 |
179.110 |
|
202.846 |
-23.736 |
-11.70 |
|
-17.65 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
19.764 |
8/12/24 |
0.50 |
11.099 |
|
12.768 |
-1.669 |
-13.07 |
|
-22.26 |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.605 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 2/10/20 / 11/11/19 - 32 did rise, Market-Ratio(13) in USD = 57.14 % |
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. |
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