| | |
| | |
Assessment - Insurances in Dollar - 2/17/20 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/17/20 |
⇓ Δwk |
11/18/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
272.606 |
|
260.763 |
11.843 |
4.54 |
|
5.89 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.718 |
8/12/24 |
-0.80 |
20.821 |
|
11.158 |
9.663 |
86.60 |
|
59.93 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.879 |
8/12/24 |
-2.49 |
5.202 |
|
4.308 |
0.893 |
20.73 |
|
62.52 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
246.397 |
8/12/24 |
5.23 |
207.498 |
|
185.123 |
22.375 |
12.09 |
|
25.72 |
| |  |
 |
 |
 |
|
 |
Talanx |
72.055 |
8/12/24 |
1.92 |
52.097 |
|
47.467 |
4.630 |
9.75 |
|
20.26 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
473.786 |
8/12/24 |
0.85 |
446.258 |
|
395.318 |
50.941 |
12.89 |
|
23.83 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
475.891 |
8/12/24 |
1.01 |
306.208 |
|
284.779 |
21.430 |
7.53 |
|
18.68 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
49.836 |
8/12/24 |
-0.11 |
50.214 |
|
46.165 |
4.049 |
8.77 |
|
19.12 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
298.780 |
|
272.930 |
25.850 |
9.47 |
|
18.88 |
| |  |
 |
 |
 |
|
 |
SBI Life |
23.902 |
8/12/24 |
-1.17 |
12.819 |
|
13.909 |
-1.090 |
-7.84 |
|
17.21 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
10.878 |
8/12/24 |
0.87 |
9.917 |
|
8.644 |
1.273 |
14.72 |
|
14.87 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
293.450 |
8/12/24 |
0.53 |
412.989 |
|
364.089 |
48.900 |
13.43 |
|
19.29 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.847 |
8/12/24 |
0.01 |
7.933 |
|
7.934 |
-0.001 |
-0.01 |
|
15.23 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
125.420 |
|
115.020 |
10.400 |
9.04 |
|
15.14 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
106.033 |
8/12/24 |
0.10 |
117.962 |
|
107.538 |
10.424 |
9.69 |
|
15.64 |
| |  |
 |
 |
 |
|
 |
Phoenix |
699.805 |
8/12/24 |
0.47 |
1,035.139 |
|
933.765 |
101.374 |
10.86 |
|
15.59 |
| |  |
 |
 |
 |
|
 |
Uniqa |
8.322 |
8/12/24 |
0.26 |
10.586 |
|
9.644 |
0.942 |
9.77 |
|
9.81 |
| |  |
 |
 |
 |
|
 |
Allianz |
277.278 |
8/12/24 |
|
251.381 |
|
241.713 |
9.668 |
4.00 |
|
7.38 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
144.990 |
|
134.480 |
10.510 |
7.82 |
|
10.52 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
52.280 |
|
49.120 |
3.160 |
6.43 |
|
9.94 |
| |  |
 |
 |
 |
|
 |
Ageas |
45.920 |
8/12/24 |
0.33 |
57.341 |
|
58.463 |
-1.122 |
-1.92 |
|
6.63 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
664.952 |
8/12/24 |
0.62 |
528.944 |
|
500.223 |
28.721 |
5.74 |
|
10.91 |
| |  |
 |
 |
 |
|
 |
Axa |
35.053 |
8/12/24 |
-0.77 |
27.630 |
|
27.879 |
-0.249 |
-0.89 |
|
6.41 |
| |  |
 |
 |
 |
|
 |
Generali |
24.325 |
8/12/24 |
1.35 |
20.343 |
|
21.117 |
-0.774 |
-3.66 |
|
6.15 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
11.464 |
8/12/24 |
0.38 |
7.538 |
|
7.217 |
0.321 |
4.44 |
|
4.15 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/17/20 |
⇓ Δwk |
11/18/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
25.938 |
8/12/24 |
-0.35 |
19.733 |
|
19.666 |
0.068 |
0.34 |
|
8.34 |
| |  |
 |
 |
 |
|
 |
ASR |
47.513 |
8/12/24 |
0.46 |
40.806 |
|
36.825 |
3.981 |
10.81 |
|
4.86 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
226.800 |
|
219.350 |
7.450 |
3.40 |
|
7.58 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
27.413 |
8/09/24 |
-0.50 |
11.349 |
|
10.701 |
0.648 |
6.06 |
|
6.45 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,509.431 |
8/12/24 |
0.86 |
3,008.641 |
|
2,696.621 |
312.020 |
11.57 |
|
9.04 |
| |  |
 |
 |
 |
|
 |
NN |
48.391 |
8/12/24 |
0.74 |
40.091 |
|
39.253 |
0.838 |
2.14 |
|
3.95 |
| |  |
 |
 |
 |
|
 |
Sampo |
43.873 |
8/12/24 |
0.40 |
44.945 |
|
40.871 |
4.074 |
9.97 |
|
3.04 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.226 |
8/12/24 |
0.44 |
4.506 |
|
5.064 |
-0.559 |
-11.03 |
|
4.82 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
32.289 |
8/12/24 |
1.36 |
26.980 |
|
27.658 |
-0.677 |
-2.45 |
|
2.12 |
| |  |
 |
 |
 |
|
 |
Tryg |
21.554 |
8/12/24 |
0.61 |
29.938 |
|
27.221 |
2.717 |
9.98 |
|
1.35 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.683 |
8/12/24 |
-1.33 |
10.430 |
|
10.032 |
0.398 |
3.97 |
|
3.59 |
| |  |
 |
 |
 |
|
 |
Beazley |
952.151 |
8/12/24 |
1.24 |
746.632 |
|
698.475 |
48.157 |
6.89 |
|
4.35 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.333 |
8/12/24 |
0.45 |
11.814 |
|
11.719 |
0.095 |
0.81 |
|
2.22 |
| |  |
 |
 |
 |
|
 |
Sompo |
26.917 |
8/09/24 |
0.02 |
13.138 |
|
13.427 |
-0.289 |
-2.15 |
|
0.56 |
| |  |
 |
 |
 |
|
 |
FBD |
13.978 |
8/12/24 |
0.39 |
9.730 |
|
9.156 |
0.574 |
6.27 |
|
-1.77 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
34.601 |
8/09/24 |
3.15 |
15.194 |
|
16.663 |
-1.469 |
-8.82 |
|
0.22 |
| |  |
 |
 |
 |
|
 |
Aviva |
629.824 |
8/12/24 |
0.35 |
536.951 |
|
537.638 |
-0.687 |
-0.13 |
|
2.80 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.821 |
8/12/24 |
0.02 |
11.807 |
|
12.634 |
-0.827 |
-6.54 |
|
-1.69 |
| |  |
 |
 |
 |
|
 |
Prudential |
826.498 |
8/12/24 |
0.41 |
1,942.674 |
|
1,688.793 |
253.881 |
15.03 |
|
0.72 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
137.760 |
|
134.290 |
3.470 |
2.58 |
|
-1.98 |
| |  |
 |
 |
 |
S |
 |
Scor |
18.561 |
8/12/24 |
1.06 |
40.080 |
|
42.068 |
-1.988 |
-4.73 |
|
-5.08 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.337 |
8/12/24 |
0.58 |
2.508 |
|
2.658 |
-0.150 |
-5.63 |
|
-1.77 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.607 |
8/12/24 |
0.52 |
2.049 |
|
2.170 |
-0.120 |
-5.55 |
|
-7.11 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.925 |
8/12/24 |
0.22 |
4.907 |
|
5.100 |
-0.193 |
-3.79 |
|
-5.28 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
48.480 |
|
54.150 |
-5.670 |
-10.47 |
|
-4.89 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/17/20 |
⇓ Δwk |
11/18/19 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.312 |
8/12/24 |
|
2.587 |
|
2.790 |
-0.203 |
-7.26 |
|
-7.94 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.027 |
8/12/24 |
0.22 |
4.184 |
|
4.629 |
-0.446 |
-9.63 |
|
-9.36 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
75.861 |
8/12/24 |
-0.33 |
57.425 |
|
63.913 |
-6.489 |
-10.15 |
|
-12.33 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,546.595 |
8/12/24 |
1.89 |
1,743.009 |
|
1,601.889 |
141.120 |
8.81 |
|
-11.19 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.811 |
8/12/24 |
0.56 |
4.555 |
|
5.349 |
-0.794 |
-14.84 |
|
-15.87 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
299.809 |
8/12/24 |
1.00 |
178.870 |
|
200.159 |
-21.289 |
-10.64 |
|
-17.18 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
19.623 |
8/12/24 |
0.50 |
10.890 |
|
12.471 |
-1.581 |
-12.68 |
|
-22.96 |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.573 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 2/17/20 / 11/18/19 - 34 did rise, Market-Ratio(13) in USD = 60.71 % |
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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