| | |
| | |
Assessment - Insurances in Renminbi yuán - 8/24/20 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/24/20 |
⇓ Δwk |
5/25/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
2,359.339 |
8/12/24 |
0.30 |
1,620.309 |
|
1,457.505 |
162.804 |
11.17 |
|
-2.03 |
| |  |
 |
 |
 |
L |
 |
DFV |
50.609 |
8/12/24 |
-0.80 |
187.742 |
|
138.088 |
49.654 |
35.96 |
|
55.91 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
1,597.570 |
8/12/24 |
-2.02 |
1,145.131 |
|
872.008 |
273.123 |
31.32 |
|
42.48 |
| |  |
 |
 |
 |
L |
 |
China Life |
29.490 |
8/12/24 |
0.44 |
43.620 |
|
25.320 |
18.300 |
72.27 |
|
42.10 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
2,334.580 |
8/12/24 |
-0.15 |
1,255.476 |
|
1,299.702 |
-44.227 |
-3.40 |
|
25.88 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
24,389.474 |
8/12/24 |
0.86 |
24,190.598 |
|
19,892.977 |
4,297.621 |
21.60 |
|
22.27 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
3,908.298 |
8/12/24 |
1.17 |
2,135.256 |
|
2,068.139 |
67.117 |
3.25 |
|
12.46 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
65.489 |
8/12/24 |
0.01 |
55.821 |
|
47.677 |
8.145 |
17.08 |
|
6.67 |
| |  |
 |
 |
 |
|
 |
Quálitas |
51.790 |
8/12/24 |
-2.49 |
27.196 |
|
28.955 |
-1.759 |
-6.07 |
|
-0.32 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
344.898 |
8/12/24 |
-0.11 |
299.132 |
|
240.734 |
58.398 |
24.26 |
|
6.79 |
| |  |
 |
 |
 |
|
 |
Phoenix |
4,863.431 |
8/12/24 |
0.47 |
6,376.699 |
|
5,438.806 |
937.893 |
17.24 |
|
7.69 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
9.265 |
8/12/24 |
0.58 |
16.994 |
|
12.939 |
4.055 |
31.34 |
|
4.16 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
2,975.627 |
8/12/24 |
-0.30 |
1,469.941 |
|
1,247.774 |
222.168 |
17.81 |
|
3.72 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
3,585.058 |
8/12/24 |
1.01 |
1,966.394 |
|
1,539.668 |
426.727 |
27.72 |
|
10.14 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
521.989 |
8/12/24 |
-0.33 |
349.739 |
|
258.148 |
91.590 |
35.48 |
|
4.37 |
| |  |
 |
 |
 |
L |
 |
AIA |
46.323 |
8/12/24 |
-1.33 |
70.109 |
|
57.975 |
12.134 |
20.93 |
|
3.75 |
| |  |
 |
 |
 |
|
 |
Tryg |
162.971 |
8/12/24 |
0.61 |
214.955 |
|
193.775 |
21.180 |
10.93 |
|
8.36 |
| |  |
 |
 |
 |
|
 |
NN |
364.546 |
8/12/24 |
0.74 |
254.676 |
|
204.123 |
50.554 |
24.77 |
|
8.01 |
| |  |
 |
 |
 |
|
 |
ASR |
357.934 |
8/12/24 |
0.46 |
243.901 |
|
185.071 |
58.830 |
31.79 |
|
7.83 |
| |  |
 |
 |
 |
|
 |
SBI Life |
158.957 |
8/12/24 |
-1.17 |
80.257 |
|
70.883 |
9.374 |
13.22 |
|
0.38 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
248.429 |
8/09/24 |
3.15 |
99.326 |
|
81.484 |
17.842 |
21.90 |
|
2.13 |
| |  |
 |
 |
 |
|
 |
Sompo |
193.263 |
8/09/24 |
0.02 |
85.335 |
|
76.825 |
8.511 |
11.08 |
|
0.58 |
| |  |
 |
 |
 |
|
 |
Sampo |
330.508 |
8/12/24 |
0.40 |
274.022 |
|
232.816 |
41.205 |
17.70 |
|
4.85 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
80.319 |
8/12/24 |
0.87 |
52.587 |
|
38.220 |
14.367 |
37.59 |
|
4.70 |
| |  |
 |
 |
 |
|
 |
Prudential |
5,743.911 |
8/12/24 |
0.41 |
11,069.278 |
|
8,797.813 |
2,271.465 |
25.82 |
|
0.84 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/24/20 |
⇓ Δwk |
5/25/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Ping An |
30.034 |
8/12/24 |
0.45 |
75.419 |
|
69.432 |
5.987 |
8.62 |
|
-2.67 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
81.466 |
8/12/24 |
0.38 |
40.933 |
|
33.226 |
7.707 |
23.19 |
|
1.40 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
40.620 |
8/12/24 |
0.02 |
77.800 |
|
70.030 |
7.770 |
11.10 |
|
-2.73 |
| |  |
 |
 |
 |
|
 |
Allianz |
2,088.835 |
8/12/24 |
|
1,501.284 |
|
1,239.044 |
262.240 |
21.16 |
|
1.00 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
3,529.582 |
8/12/24 |
0.85 |
2,590.791 |
|
2,152.454 |
438.336 |
20.36 |
|
0.74 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
27.390 |
8/12/24 |
0.22 |
31.400 |
|
27.490 |
3.910 |
14.22 |
|
-3.68 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
179.510 |
8/12/24 |
-0.35 |
104.453 |
|
83.034 |
21.418 |
25.79 |
|
-3.74 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
243.248 |
8/12/24 |
1.36 |
165.703 |
|
141.992 |
23.711 |
16.70 |
|
-0.28 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
19.249 |
8/12/24 |
0.52 |
14.288 |
|
13.129 |
1.158 |
8.82 |
|
-0.10 |
| |  |
 |
 |
 |
|
 |
MetLife |
482.928 |
8/12/24 |
-0.40 |
267.011 |
|
237.814 |
29.197 |
12.28 |
|
-6.95 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
1,450.030 |
8/12/24 |
-1.29 |
794.395 |
|
714.012 |
80.382 |
11.26 |
|
-7.12 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
1,856.198 |
8/12/24 |
5.23 |
1,177.061 |
|
1,108.094 |
68.967 |
6.22 |
|
-1.58 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
2,039.387 |
8/12/24 |
0.53 |
2,023.115 |
|
1,644.260 |
378.855 |
23.04 |
|
-4.22 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
4,953.720 |
8/12/24 |
0.62 |
2,833.844 |
|
2,367.773 |
466.070 |
19.68 |
|
-3.63 |
| |  |
 |
 |
 |
|
 |
Beazley |
6,617.159 |
8/12/24 |
1.24 |
3,963.064 |
|
3,263.284 |
699.780 |
21.44 |
|
-6.07 |
| |  |
 |
 |
 |
|
 |
Ageas |
345.935 |
8/12/24 |
0.33 |
305.203 |
|
233.205 |
71.998 |
30.87 |
|
-3.69 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
147.826 |
8/12/24 |
0.50 |
74.852 |
|
75.778 |
-0.926 |
-1.22 |
|
-6.13 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
2,062.934 |
8/12/24 |
1.00 |
1,038.741 |
|
1,107.994 |
-69.253 |
-6.25 |
|
-12.13 |
| |  |
 |
 |
 |
|
 |
Axa |
264.063 |
8/12/24 |
-0.77 |
143.370 |
|
118.135 |
25.235 |
21.36 |
|
-7.47 |
| |  |
 |
 |
 |
|
 |
Aviva |
4,377.088 |
8/12/24 |
0.35 |
2,577.257 |
|
2,054.563 |
522.693 |
25.44 |
|
-9.94 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
196.823 |
8/09/24 |
-0.50 |
62.581 |
|
65.651 |
-3.070 |
-4.68 |
|
-11.63 |
| |  |
 |
 |
 |
|
 |
Generali |
183.253 |
8/12/24 |
1.35 |
107.870 |
|
94.324 |
13.546 |
14.36 |
|
-9.30 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
789.922 |
8/12/24 |
0.10 |
564.490 |
|
463.560 |
100.930 |
21.77 |
|
-9.69 |
| |  |
 |
 |
 |
|
 |
Talanx |
542.820 |
8/12/24 |
1.92 |
257.778 |
|
242.770 |
15.008 |
6.18 |
|
-10.12 |
| |  |
 |
 |
 |
|
 |
FBD |
105.299 |
8/12/24 |
0.39 |
50.119 |
|
53.655 |
-3.536 |
-6.59 |
|
-16.34 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/24/20 |
⇓ Δwk |
5/25/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Mapfre |
17.419 |
8/12/24 |
|
12.775 |
|
12.014 |
0.761 |
6.33 |
|
-17.30 |
| |  |
 |
 |
 |
|
 |
AIG |
495.097 |
8/12/24 |
-0.62 |
204.303 |
|
206.072 |
-1.770 |
-0.86 |
|
-22.09 |
| |  |
 |
 |
 |
|
 |
Aegon |
45.401 |
8/12/24 |
0.22 |
19.199 |
|
17.426 |
1.772 |
10.17 |
|
-18.65 |
| |  |
 |
 |
 |
|
 |
Uniqa |
62.690 |
8/12/24 |
0.26 |
46.364 |
|
46.579 |
-0.215 |
-0.46 |
|
-19.30 |
| |  |
 |
 |
 |
S |
 |
Scor |
139.827 |
8/12/24 |
1.06 |
182.028 |
|
188.804 |
-6.775 |
-3.59 |
|
-19.57 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
35.521 |
8/12/24 |
0.56 |
24.855 |
|
26.259 |
-1.404 |
-5.35 |
|
-20.21 |
| |  |
 |
 |
 |
|
 |
Hiscox |
10,748.363 |
8/12/24 |
1.89 |
7,278.875 |
|
6,234.177 |
1,044.698 |
16.76 |
|
-22.83 |
| |  |
 |
 |
 |
|
 |
Mandatum |
34.447 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 8/24/20 / 5/25/20 - 46 did rise, Market-Ratio(13) in CNY = 82.14 % |
Technical Chart
Transactions Insurances in Renminbi yuán * 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 |
457 |
|
21.878 |
23.188 |
20.569 |
-1.309 |
-6 |
9,402 |
-80 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
687 |
|
13.680 |
35.036 |
|
21.357 |
156 |
24,074 |
98 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
373 |
|
64.497 |
59.705 |
69.674 |
5.177 |
8 |
26,005 |
31 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
472 |
|
54.979 |
52.236 |
|
-2.743 |
-5 |
24,710 |
-23 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
6 |
|
3,631.222 |
172.360 |
76,501.191 |
72,869.969 |
2,007 |
461,930 |
19,879 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
5,346 |
|
86.398 |
136.699 |
|
50.301 |
58 |
730,839 |
39 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
7,462 |
|
97.941 |
91.359 |
104.996 |
7.056 |
7 |
783,488 |
44 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
5,029 |
|
155.786 |
175.485 |
|
19.699 |
13 |
882,555 |
16 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
14,744 |
|
59.855 |
31.764 |
112.790 |
52.935 |
88 |
1,663,030 |
422 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
41,530 |
|
40.044 |
127.510 |
|
87.467 |
218 |
5,295,520 |
36 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
131,847 |
|
40.164 |
45.536 |
34.792 |
-5.372 |
-13 |
4,587,255 |
-44 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
20,754 |
|
221.024 |
221.905 |
|
0.881 |
0 |
4,605,533 |
2 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
128,726 |
|
35.778 |
33.179 |
38.580 |
2.802 |
8 |
4,966,219 |
39 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
323,490 |
|
15.352 |
14.430 |
|
-0.922 |
-6 |
4,667,913 |
-28 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
201,205 |
|
23.200 |
24.316 |
22.084 |
-1.116 |
-5 |
4,443,349 |
-35 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
23,042 |
|
192.833 |
170.449 |
|
-22.384 |
-12 |
3,927,576 |
-5 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
336,136 |
|
11.684 |
11.307 |
12.074 |
0.390 |
3 |
4,058,648 |
33 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
4,422 |
|
917.729 |
885.791 |
|
-31.939 |
-3 |
3,917,415 |
-3 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
415,615,302 |
|
0.009 |
0.010 |
0.009 |
-0.000 |
-5 |
3,740,538 |
-16 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
26,620 |
|
140.512 |
82.820 |
|
-57.692 |
-41 |
2,204,778 |
-24 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
30,114 |
|
73.213 |
88.684 |
57.742 |
-15.471 |
-21 |
1,738,888 |
-95 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
1,717,584 |
|
1.012 |
0.958 |
|
-0.055 |
-5 |
1,645,054 |
-38 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
11,724 |
|
140.312 |
184.065 |
96.558 |
-43.754 |
-31 |
1,132,088 |
-91 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
468 |
|
2,417.264 |
2,459.096 |
|
41.832 |
2 |
1,151,666 |
1 |
|
| accum | 8/07/06 |
8/12/24 | 7052 |
days out of 7269 invested (97%) |
11,417 |
1,151,666 |
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 | 3,631.22 | 172.36 | 76,501.19 | 72,869.97 | 2,006.76 | | | 2,006.76 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 21.88 | 23.19 | 20.57 | -1.31 | -5.99 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 54.98 | 52.24 | | -2.74 | -4.99 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 40.04 | 127.51 | | 87.47 | 218.43 | | | 184.43 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 13.68 | 35.04 | | 21.36 | 156.12 | | | 156.12 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 97.94 | 91.36 | 105.00 | 7.06 | 7.20 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 59.85 | 31.76 | 112.79 | 52.94 | 88.44 | | | 102.01 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 86.40 | 136.70 | | 50.30 | 58.22 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 155.79 | 175.49 | | 19.70 | 12.65 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 192.83 | 170.45 | | -22.38 | -11.61 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 140.31 | 184.07 | 96.56 | -43.75 | -31.18 | | | 8.41 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 64.50 | 59.71 | 69.67 | 5.18 | 8.03 | | | 8.03 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 11.68 | 11.31 | 12.07 | 0.39 | 3.34 | | | 3.34 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 35.78 | 33.18 | 38.58 | 2.80 | 7.83 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 23.20 | 24.32 | 22.08 | -1.12 | -4.81 | | | 2.64 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 221.02 | 221.90 | | 0.88 | 0.40 | | | 0.40 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 917.73 | 885.79 | | -31.94 | -3.48 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 2,417.26 | 2,459.10 | | 41.83 | 1.73 | | | -1.81 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.01 | 0.01 | 0.01 | -0.00 | -4.52 | | | -4.52 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 1.01 | 0.96 | | -0.05 | -5.40 | | | -5.40 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 15.35 | 14.43 | | -0.92 | -6.01 | | | -6.01 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 40.16 | 45.54 | 34.79 | -5.37 | -13.37 | | | -13.37 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 73.21 | 88.68 | 57.74 | -15.47 | -21.13 | | | -21.13 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 140.51 | 82.82 | | -57.69 | -41.06 | | | -41.06 |
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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