| | |
| | |
Assessment - Insurances in Japanese yen - 27/07/20 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/07/20 |
⇓ Δwk |
27/04/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
35,918.562 |
12/08/24 |
0.30 |
23,863.749 |
|
21,971.729 |
1,892.020 |
8.61 |
|
-6.39 |
| |  |
 |
 |
 |
L |
 |
DFV |
767.746 |
12/08/24 |
-0.80 |
3,038.169 |
|
2,101.413 |
936.756 |
44.58 |
|
74.99 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
24,321.400 |
12/08/24 |
-2.02 |
15,695.708 |
|
10,935.461 |
4,760.247 |
43.53 |
|
31.59 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
35,541.642 |
12/08/24 |
-0.15 |
19,181.772 |
|
18,324.430 |
857.341 |
4.68 |
|
28.65 |
| |  |
 |
 |
 |
|
 |
Quálitas |
788.909 |
12/08/24 |
-2.49 |
445.790 |
|
423.249 |
22.541 |
5.33 |
|
9.22 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
988.725 |
12/08/24 |
0.01 |
891.605 |
|
682.198 |
209.407 |
30.70 |
|
12.34 |
| |  |
 |
 |
 |
L |
 |
China Life |
443.998 |
12/08/24 |
0.44 |
531.924 |
|
422.314 |
109.609 |
25.95 |
|
15.69 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
59,499.910 |
12/08/24 |
1.17 |
31,429.307 |
|
31,526.986 |
-97.678 |
-0.31 |
|
9.92 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
365,768.937 |
12/08/24 |
0.86 |
320,217.283 |
|
304,271.537 |
15,945.745 |
5.24 |
|
7.45 |
| |  |
 |
 |
 |
|
 |
NN |
5,530.248 |
12/08/24 |
0.74 |
3,916.743 |
|
2,877.280 |
1,039.463 |
36.13 |
|
8.84 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,399.853 |
12/08/24 |
-1.17 |
1,220.969 |
|
1,004.967 |
216.002 |
21.49 |
|
-0.13 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,242.561 |
12/08/24 |
0.50 |
1,321.266 |
|
1,062.434 |
258.832 |
24.36 |
|
7.04 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
54,386.136 |
12/08/24 |
1.01 |
28,901.922 |
|
23,884.444 |
5,017.478 |
21.01 |
|
6.77 |
| |  |
 |
 |
 |
|
 |
Phoenix |
72,936.875 |
12/08/24 |
0.47 |
90,642.369 |
|
75,761.749 |
14,880.620 |
19.64 |
|
0.59 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
141.022 |
12/08/24 |
0.58 |
245.362 |
|
224.790 |
20.572 |
9.15 |
|
-1.86 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,472.274 |
12/08/24 |
0.61 |
3,161.051 |
|
2,790.590 |
370.461 |
13.28 |
|
3.89 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,196.359 |
12/08/24 |
-0.11 |
4,217.609 |
|
3,468.121 |
749.488 |
21.61 |
|
-1.57 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
53,202.482 |
12/08/24 |
0.85 |
40,150.872 |
|
32,722.124 |
7,428.748 |
22.70 |
|
2.58 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,158.942 |
12/08/24 |
5.23 |
18,574.500 |
|
16,244.209 |
2,330.291 |
14.35 |
|
2.01 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,217.455 |
12/08/24 |
0.87 |
793.339 |
|
540.614 |
252.724 |
46.75 |
|
2.37 |
| |  |
 |
 |
 |
L |
 |
Ping An |
457.167 |
12/08/24 |
0.45 |
1,129.671 |
|
1,080.348 |
49.323 |
4.57 |
|
-5.42 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,013.877 |
12/08/24 |
0.40 |
4,030.667 |
|
3,160.596 |
870.071 |
27.53 |
|
-0.02 |
| |  |
 |
 |
 |
L |
 |
AIA |
705.110 |
12/08/24 |
-1.33 |
983.622 |
|
982.072 |
1.550 |
0.16 |
|
-5.47 |
| |  |
 |
 |
 |
|
 |
Allianz |
31,688.097 |
12/08/24 |
|
22,710.422 |
|
18,612.914 |
4,097.508 |
22.01 |
|
-0.70 |
| |  |
 |
 |
 |
|
 |
ASR |
5,429.946 |
12/08/24 |
0.46 |
3,453.619 |
|
2,713.561 |
740.058 |
27.27 |
|
-0.72 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/07/20 |
⇓ Δwk |
27/04/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
45,300.936 |
12/08/24 |
-0.30 |
20,223.801 |
|
20,103.574 |
120.227 |
0.60 |
|
-6.77 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
291.768 |
12/08/24 |
0.52 |
219.578 |
|
186.204 |
33.374 |
17.92 |
|
-0.87 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
611.569 |
12/08/24 |
0.02 |
1,150.720 |
|
1,078.121 |
72.599 |
6.73 |
|
-6.83 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,075.247 |
12/08/24 |
-1.29 |
12,275.955 |
|
11,034.123 |
1,241.832 |
11.25 |
|
-7.83 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,230.330 |
|
1,166.670 |
63.660 |
5.46 |
|
-6.35 |
| |  |
 |
 |
 |
|
 |
Prudential |
86,141.432 |
12/08/24 |
0.41 |
156,787.167 |
|
138,359.695 |
18,427.471 |
13.32 |
|
-7.87 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
30,584.682 |
12/08/24 |
0.53 |
29,825.488 |
|
25,355.961 |
4,469.526 |
17.63 |
|
-7.86 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,228.771 |
12/08/24 |
0.38 |
584.246 |
|
459.504 |
124.742 |
27.15 |
|
-6.32 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,352.100 |
12/08/24 |
-0.40 |
3,978.660 |
|
3,691.268 |
287.392 |
7.79 |
|
-10.74 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,690.134 |
12/08/24 |
1.36 |
2,394.872 |
|
2,052.878 |
341.994 |
16.66 |
|
-6.72 |
| |  |
 |
 |
 |
|
 |
Beazley |
99,237.532 |
12/08/24 |
1.24 |
58,701.983 |
|
52,122.806 |
6,579.177 |
12.62 |
|
-10.64 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
412.380 |
12/08/24 |
0.22 |
444.299 |
|
443.665 |
0.634 |
0.14 |
|
-12.27 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,704.565 |
12/08/24 |
-0.35 |
1,469.701 |
|
1,245.319 |
224.382 |
18.02 |
|
-12.79 |
| |  |
 |
 |
 |
|
 |
Axa |
4,005.901 |
12/08/24 |
-0.77 |
2,200.211 |
|
1,761.666 |
438.545 |
24.89 |
|
-8.53 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,309.500 |
|
1,323.500 |
-14.000 |
-1.06 |
|
-12.66 |
| |  |
 |
 |
 |
|
 |
Generali |
2,779.984 |
12/08/24 |
1.35 |
1,673.562 |
|
1,479.860 |
193.702 |
13.09 |
|
-9.41 |
| |  |
 |
 |
 |
|
 |
Talanx |
8,234.695 |
12/08/24 |
1.92 |
4,012.092 |
|
3,659.882 |
352.210 |
9.62 |
|
-9.54 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
948.000 |
|
1,032.000 |
-84.000 |
-8.14 |
|
-14.03 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
31,235.047 |
12/08/24 |
1.00 |
15,595.496 |
|
16,801.903 |
-1,206.407 |
-7.18 |
|
-16.13 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
11,906.731 |
12/08/24 |
0.10 |
8,511.023 |
|
7,678.382 |
832.642 |
10.84 |
|
-12.51 |
| |  |
 |
 |
 |
|
 |
Aegon |
688.742 |
12/08/24 |
0.22 |
325.549 |
|
258.003 |
67.546 |
26.18 |
|
-12.16 |
| |  |
 |
 |
 |
|
 |
Aviva |
65,643.187 |
12/08/24 |
0.35 |
37,553.001 |
|
31,784.796 |
5,768.205 |
18.15 |
|
-15.81 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
74,668.945 |
12/08/24 |
0.62 |
39,658.575 |
|
37,216.197 |
2,442.378 |
6.56 |
|
-13.57 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
7,903.480 |
12/08/24 |
-0.33 |
4,105.933 |
|
4,325.503 |
-219.570 |
-5.08 |
|
-21.63 |
| |  |
 |
 |
 |
|
 |
FBD |
1,597.407 |
12/08/24 |
0.39 |
780.129 |
|
750.090 |
30.039 |
4.00 |
|
-17.23 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
27/07/20 |
⇓ Δwk |
27/04/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
AIG |
7,537.350 |
12/08/24 |
-0.62 |
3,247.134 |
|
2,593.110 |
654.024 |
25.22 |
|
-22.31 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,247.915 |
12/08/24 |
0.33 |
4,020.760 |
|
3,688.910 |
331.850 |
9.00 |
|
-18.72 |
| |  |
 |
 |
 |
|
 |
Mapfre |
264.253 |
12/08/24 |
|
193.918 |
|
186.013 |
7.905 |
4.25 |
|
-20.35 |
| |  |
 |
 |
 |
|
 |
Uniqa |
951.014 |
12/08/24 |
0.26 |
716.976 |
|
719.901 |
-2.925 |
-0.41 |
|
-20.60 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,121.208 |
12/08/24 |
1.06 |
2,744.073 |
|
2,830.835 |
-86.762 |
-3.06 |
|
-23.59 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
538.417 |
12/08/24 |
0.56 |
378.998 |
|
409.787 |
-30.789 |
-7.51 |
|
-23.25 |
| |  |
 |
 |
 |
|
 |
Hiscox |
161,193.205 |
12/08/24 |
1.89 |
106,666.790 |
|
97,324.299 |
9,342.491 |
9.60 |
|
-29.72 |
| |  |
 |
 |
 |
|
 |
Mandatum |
522.563 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 27/07/20 / 27/04/20 - 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 | 7337 |
days out of 7554 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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