| Thu, Sep 18th, 2025, 9:47UTC |
| |
Assessment - Insurances in Euro - 9/07/20 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
9/07/20 |
⇓ Δwk |
6/08/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
288.733 |
8/12/24 |
0.30 |
195.724 |
|
209.335 |
-13.611 |
-6.50 |
|
-6.91 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,008.139 |
8/12/24 |
0.86 |
2,874.345 |
|
2,603.218 |
271.127 |
10.42 |
|
12.80 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
8/12/24 |
0.22 |
2.330 |
|
3.008 |
-0.678 |
-22.54 |
|
-21.45 |
| |  |
 |
 |
 |
|
 |
Ageas |
42.380 |
8/12/24 |
0.33 |
36.040 |
|
36.030 |
0.010 |
0.03 |
|
-9.93 |
| |  |
 |
 |
 |
L |
 |
AIA |
5.667 |
8/12/24 |
-1.33 |
8.987 |
|
8.258 |
0.729 |
8.83 |
|
4.22 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
8/12/24 |
|
182.020 |
|
191.740 |
-9.720 |
-5.07 |
|
-3.79 |
| |  |
 |
 |
 |
|
 |
AIG |
60.589 |
8/12/24 |
-0.62 |
25.214 |
|
34.924 |
-9.710 |
-27.80 |
|
-22.80 |
| |  |
 |
 |
 |
|
 |
ASR |
43.850 |
8/12/24 |
0.46 |
30.450 |
|
28.970 |
1.480 |
5.11 |
|
5.59 |
| |  |
 |
 |
 |
|
 |
Aviva |
539.860 |
8/12/24 |
0.35 |
309.957 |
|
333.896 |
-23.939 |
-7.17 |
|
-14.40 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
8/12/24 |
-0.77 |
17.308 |
|
20.095 |
-2.787 |
-13.87 |
|
-11.83 |
| |  |
 |
 |
 |
|
 |
Beazley |
816.144 |
8/12/24 |
1.24 |
441.075 |
|
476.319 |
-35.244 |
-7.40 |
|
-17.27 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
364.154 |
8/12/24 |
-0.30 |
184.721 |
|
178.481 |
6.240 |
3.50 |
|
2.12 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.654 |
8/12/24 |
0.44 |
5.044 |
|
3.621 |
1.422 |
39.28 |
|
26.84 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.133 |
8/12/24 |
0.58 |
1.996 |
|
1.863 |
0.133 |
7.15 |
|
-4.12 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.394 |
8/12/24 |
0.22 |
3.730 |
|
3.805 |
-0.075 |
-1.98 |
|
-9.58 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
30.277 |
8/09/24 |
3.15 |
12.551 |
|
12.942 |
-0.391 |
-3.02 |
|
1.06 |
| |  |
 |
 |
 |
|
 |
FBD |
12.900 |
8/12/24 |
0.39 |
6.340 |
|
7.060 |
-0.720 |
-10.20 |
|
-15.77 |
| |  |
 |
 |
 |
|
 |
Generali |
22.450 |
8/12/24 |
1.35 |
12.910 |
|
14.420 |
-1.510 |
-10.47 |
|
-14.21 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
18.110 |
8/12/24 |
0.50 |
9.460 |
|
10.960 |
-1.500 |
-13.69 |
|
-6.93 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
8/12/24 |
5.23 |
143.000 |
|
164.800 |
-21.800 |
-13.23 |
|
-6.29 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
8.092 |
8/12/24 |
0.01 |
6.818 |
|
6.130 |
0.688 |
11.23 |
|
1.96 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,325.677 |
8/12/24 |
1.89 |
803.880 |
|
920.464 |
-116.583 |
-12.67 |
|
-31.46 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.413 |
8/12/24 |
0.56 |
2.952 |
|
3.830 |
-0.878 |
-22.92 |
|
-24.28 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
251.533 |
8/12/24 |
0.53 |
229.792 |
|
283.721 |
-53.930 |
-19.01 |
|
-14.80 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
195.509 |
8/12/24 |
-2.02 |
132.322 |
|
115.832 |
16.490 |
14.24 |
|
27.22 |
| |
|
instrument |
freshest |
⇓ Δday |
9/07/20 |
⇓ Δwk |
6/08/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.220 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
22.183 |
8/12/24 |
-0.35 |
12.384 |
|
13.293 |
-0.908 |
-6.83 |
|
-10.00 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.134 |
8/12/24 |
|
1.548 |
|
1.910 |
-0.362 |
-18.95 |
|
-20.18 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.391 |
8/12/24 |
0.52 |
1.559 |
|
1.797 |
-0.238 |
-13.24 |
|
-13.94 |
| |  |
 |
 |
 |
|
 |
MetLife |
59.100 |
8/12/24 |
-0.40 |
33.125 |
|
38.076 |
-4.951 |
-13.00 |
|
-8.81 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
285.703 |
8/12/24 |
-0.15 |
154.837 |
|
152.102 |
2.735 |
1.80 |
|
20.17 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
23.988 |
8/09/24 |
-0.50 |
7.773 |
|
9.045 |
-1.272 |
-14.07 |
|
-13.21 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
8/12/24 |
1.01 |
245.500 |
|
240.800 |
4.700 |
1.95 |
|
7.22 |
| |  |
 |
 |
 |
|
 |
NN |
44.660 |
8/12/24 |
0.74 |
33.130 |
|
31.830 |
1.300 |
4.08 |
|
9.79 |
| |  |
 |
 |
 |
|
 |
Phoenix |
599.844 |
8/12/24 |
0.47 |
757.721 |
|
771.515 |
-13.794 |
-1.79 |
|
-0.21 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.675 |
8/12/24 |
0.45 |
8.774 |
|
9.349 |
-0.575 |
-6.15 |
|
-10.84 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.034 |
8/12/24 |
0.02 |
9.302 |
|
9.613 |
-0.311 |
-3.24 |
|
-8.37 |
| |  |
 |
 |
 |
|
 |
Prudential |
708.440 |
8/12/24 |
0.41 |
1,296.131 |
|
1,414.670 |
-118.539 |
-8.38 |
|
-7.21 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.977 |
8/12/24 |
0.87 |
6.064 |
|
5.627 |
0.438 |
7.78 |
|
-4.98 |
| |  |
 |
 |
 |
|
 |
Quálitas |
6.449 |
8/12/24 |
-2.49 |
3.361 |
|
3.567 |
-0.205 |
-5.76 |
|
-3.96 |
| |  |
 |
 |
 |
|
 |
Sampo |
40.490 |
8/12/24 |
0.40 |
34.270 |
|
33.020 |
1.250 |
3.79 |
|
2.95 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
252.835 |
8/12/24 |
1.00 |
130.875 |
|
146.928 |
-16.053 |
-10.93 |
|
-12.33 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
63.975 |
8/12/24 |
-0.33 |
45.075 |
|
37.454 |
7.622 |
20.35 |
|
5.97 |
| |  |
 |
 |
 |
|
 |
SBI Life |
19.641 |
8/12/24 |
-1.17 |
9.659 |
|
9.150 |
0.509 |
5.56 |
|
-5.16 |
| |  |
 |
 |
 |
S |
 |
Scor |
17.130 |
8/12/24 |
1.06 |
22.880 |
|
26.720 |
-3.840 |
-14.37 |
|
-19.22 |
| |  |
 |
 |
 |
|
 |
Sompo |
23.554 |
8/09/24 |
0.02 |
10.289 |
|
10.468 |
-0.180 |
-1.72 |
|
-4.56 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
10.039 |
8/12/24 |
0.38 |
4.995 |
|
5.555 |
-0.560 |
-10.09 |
|
-3.03 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
42.622 |
8/12/24 |
-0.11 |
35.150 |
|
34.641 |
0.509 |
1.47 |
|
-1.64 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
602.383 |
8/12/24 |
0.62 |
348.204 |
|
352.997 |
-4.793 |
-1.36 |
|
-6.42 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
96.056 |
8/12/24 |
0.10 |
69.382 |
|
72.634 |
-3.252 |
-4.48 |
|
-12.08 |
| |
|
instrument |
freshest |
⇓ Δday |
9/07/20 |
⇓ Δwk |
6/08/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
66.500 |
8/12/24 |
1.92 |
31.440 |
|
37.140 |
-5.700 |
-15.35 |
|
-13.46 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
177.453 |
8/12/24 |
-1.29 |
98.630 |
|
113.344 |
-14.713 |
-12.98 |
|
-8.65 |
| |  |
 |
 |
 |
|
 |
Tryg |
19.971 |
8/12/24 |
0.61 |
25.481 |
|
26.489 |
-1.008 |
-3.81 |
|
0.69 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.680 |
8/12/24 |
0.26 |
5.550 |
|
6.630 |
-1.080 |
-16.29 |
|
-23.05 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
478.293 |
8/12/24 |
1.17 |
263.984 |
|
274.043 |
-10.059 |
-3.67 |
|
7.87 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
29.800 |
8/12/24 |
1.36 |
20.850 |
|
20.250 |
0.600 |
2.96 |
|
-1.34 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
429.205 |
8/12/24 |
0.85 |
313.845 |
|
323.765 |
-9.920 |
-3.06 |
|
-4.33 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.200 |
8/12/24 |
-0.80 |
22.400 |
|
17.606 |
4.794 |
27.23 |
|
41.12 |
Insurances - 56 out of 57 instruments rated - 9/07/20 / 6/08/20 - 19 did rise, Market-Ratio(13) in EUR = 33.93 % |
Technical Chart
Transactions Insurances in Euro * 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 |
4,694 |
|
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
6,996 |
|
1.337 |
3.267 |
|
1.930 |
144 |
22,859 |
91 |
|
short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
3,800 |
|
6.015 |
5.397 |
6.703 |
0.688 |
11 |
25,475 |
46 |
|
long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
5,125 |
|
4.970 |
4.820 |
|
-0.150 |
-3 |
24,706 |
-15 |
|
short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
73 |
|
335.064 |
19.403 |
5,786.250 |
5,451.186 |
1,627 |
422,643 |
14,041 |
|
long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
43,456 |
|
9.726 |
16.519 |
|
6.793 |
70 |
717,828 |
47 |
|
short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
60,652 |
|
11.835 |
10.585 |
13.233 |
1.398 |
12 |
802,595 |
79 |
|
long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
44,466 |
|
18.050 |
18.954 |
|
0.905 |
5 |
842,827 |
6 |
|
short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
130,367 |
|
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,501,480 |
351 |
|
long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
328,192 |
|
4.575 |
17.150 |
|
12.575 |
275 |
5,628,495 |
42 |
|
short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
1,041,927 |
|
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
4,269,822 |
-67 |
|
long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
131,177 |
|
32.550 |
31.080 |
|
-1.470 |
-5 |
4,076,992 |
-23 |
|
short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
813,608 |
|
5.011 |
4.530 |
5.543 |
0.532 |
11 |
4,509,913 |
55 |
|
long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,151,641 |
|
2.096 |
1.965 |
|
-0.131 |
-6 |
4,227,645 |
-29 |
|
short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,338,285 |
|
3.159 |
3.293 |
3.025 |
-0.134 |
-4 |
4,048,314 |
-31 |
|
long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
155,021 |
|
26.115 |
21.776 |
|
-4.339 |
-17 |
3,375,684 |
-7 |
|
short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
2,261,393 |
|
1.493 |
1.466 |
1.520 |
0.027 |
2 |
3,436,413 |
17 |
|
long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
28,872 |
|
119.019 |
114.028 |
|
-4.991 |
-4 |
3,292,316 |
-4 |
|
short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2713,399,922 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-1 |
3,256,080 |
-4 |
|
long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
184,941 |
|
17.606 |
11.640 |
|
-5.966 |
-34 |
2,152,722 |
-19 |
|
short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
209,209 |
|
10.290 |
12.468 |
8.111 |
-2.179 |
-21 |
1,696,945 |
-96 |
|
long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
11,921,990 |
|
0.142 |
0.140 |
|
-0.003 |
-2 |
1,666,528 |
-15 |
|
short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
81,379 |
|
20.478 |
26.217 |
14.740 |
-5.738 |
-28 |
1,199,544 |
-88 |
|
long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,484 |
|
344.295 |
314.809 |
|
-29.487 |
-9 |
1,096,812 |
-5 |
|
accum | 8/07/06 |
8/12/24 | 6982 |
days out of 7199 invested (97%) |
10,868 |
1,096,812 |
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 | 335.06 | 19.40 | 5,786.25 | 5,451.19 | 1,626.91 | | | 1,626.91 |
Glanbia | short | 8/07/06 | 8/21/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| long | 4/21/08 | 6/30/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| long | 11/07/11 | 8/24/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 1.34 | 3.27 | | 1.93 | 144.31 | | | 144.31 |
UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| short | 6/20/11 | 11/07/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
Storebrand | short | 1/07/08 | 4/21/08 | 105 | 6.01 | 5.40 | 6.70 | 0.69 | 11.44 | | | 11.44 |
Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 9.73 | 16.52 | | 6.79 | 69.84 | | | |
| long | 8/23/10 | 6/20/11 | 301 | 18.05 | 18.95 | | 0.90 | 5.01 | | | |
| long | 8/08/16 | 12/17/18 | 861 | 26.11 | 21.78 | | -4.34 | -16.62 | | | |
| short | 7/18/22 | 9/12/22 | 56 | 20.48 | 26.22 | 14.74 | -5.74 | -28.02 | | | 7.05 |
Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| short | 6/27/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
AMP | short | 12/17/18 | 1/28/19 | 42 | 1.49 | 1.47 | 1.52 | 0.03 | 1.80 | | | 1.80 |
Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -1.10 | | | -1.10 |
Sompo | long | 6/06/22 | 7/18/22 | 42 | 0.14 | 0.14 | | -0.00 | -1.79 | | | -1.79 |
NN | long | 11/23/15 | 1/25/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 2.10 | 1.96 | | -0.13 | -6.26 | | | -6.26 |
Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 119.02 | 114.03 | | -4.99 | -4.19 | | | |
| long | 9/12/22 | 8/12/24 | 700 | 344.30 | 314.81 | | -29.49 | -8.56 | | | -12.40 |
Prudential | short | 5/09/22 | 6/06/22 | 28 | 10.29 | 12.47 | 8.11 | -2.18 | -21.17 | | | -21.17 |
FBD | short | 8/24/15 | 11/23/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
DFV | long | 6/08/20 | 5/09/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
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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