| | |
| | |
Assessment - Insurances in Dollar - 9/07/20 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/07/20 |
⇓ Δwk |
6/08/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
231.324 |
|
236.404 |
-5.080 |
-2.15 |
|
-1.35 |
| |  |
 |
 |
 |
L |
 |
DFV |
7.328 |
8/12/24 |
-0.80 |
26.474 |
|
19.883 |
6.592 |
33.15 |
|
50.02 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
156.390 |
|
130.810 |
25.580 |
19.56 |
|
35.18 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.319 |
8/12/24 |
0.44 |
5.961 |
|
4.089 |
1.872 |
45.77 |
|
34.75 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
183.000 |
|
171.770 |
11.230 |
6.54 |
|
27.59 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,555.290 |
8/12/24 |
0.86 |
3,397.160 |
|
2,939.840 |
457.320 |
15.56 |
|
19.66 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
312.000 |
|
309.480 |
2.520 |
0.81 |
|
14.45 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
75.612 |
8/12/24 |
-0.33 |
53.274 |
|
42.297 |
10.977 |
25.95 |
|
12.28 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.698 |
8/12/24 |
-1.33 |
10.622 |
|
9.326 |
1.296 |
13.90 |
|
10.43 |
| |  |
 |
 |
 |
|
 |
NN |
52.783 |
8/12/24 |
0.74 |
39.156 |
|
35.946 |
3.210 |
8.93 |
|
16.51 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
218.320 |
|
201.560 |
16.760 |
8.32 |
|
8.23 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.564 |
8/12/24 |
0.01 |
8.058 |
|
6.922 |
1.136 |
16.41 |
|
8.16 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
519.086 |
8/12/24 |
1.01 |
290.154 |
|
271.938 |
18.216 |
6.70 |
|
13.77 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
35.785 |
8/09/24 |
3.15 |
14.834 |
|
14.616 |
0.218 |
1.49 |
|
7.05 |
| |  |
 |
 |
 |
|
 |
ASR |
51.826 |
8/12/24 |
0.46 |
35.989 |
|
32.716 |
3.272 |
10.00 |
|
12.02 |
| |  |
 |
 |
 |
|
 |
Quálitas |
7.622 |
8/12/24 |
-2.49 |
3.973 |
|
4.028 |
-0.055 |
-1.37 |
|
1.85 |
| |  |
 |
 |
 |
|
 |
Sampo |
47.855 |
8/12/24 |
0.40 |
40.503 |
|
37.290 |
3.214 |
8.62 |
|
9.18 |
| |  |
 |
 |
 |
|
 |
Phoenix |
708.950 |
8/12/24 |
0.47 |
895.543 |
|
871.280 |
24.263 |
2.78 |
|
5.84 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.340 |
8/12/24 |
0.58 |
2.359 |
|
2.104 |
0.255 |
12.13 |
|
1.67 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
50.374 |
8/12/24 |
-0.11 |
41.543 |
|
39.120 |
2.423 |
6.19 |
|
4.28 |
| |  |
 |
 |
 |
|
 |
SBI Life |
23.214 |
8/12/24 |
-1.17 |
11.416 |
|
10.334 |
1.082 |
10.47 |
|
0.56 |
| |  |
 |
 |
 |
|
 |
Tryg |
23.604 |
8/12/24 |
0.61 |
30.116 |
|
29.915 |
0.202 |
0.67 |
|
6.77 |
| |  |
 |
 |
 |
|
 |
Sompo |
27.838 |
8/09/24 |
0.02 |
12.160 |
|
11.822 |
0.338 |
2.86 |
|
1.13 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
35.220 |
8/12/24 |
1.36 |
24.642 |
|
22.869 |
1.774 |
7.76 |
|
4.57 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
116.570 |
|
128.000 |
-11.430 |
-8.93 |
|
-3.20 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/07/20 |
⇓ Δwk |
6/08/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Storebrand |
11.866 |
8/12/24 |
0.38 |
5.904 |
|
6.274 |
-0.370 |
-5.90 |
|
2.85 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
39.150 |
|
43.000 |
-3.850 |
-8.95 |
|
-3.39 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
507.273 |
8/12/24 |
0.85 |
370.930 |
|
365.631 |
5.299 |
1.45 |
|
1.43 |
| |  |
 |
 |
 |
|
 |
Allianz |
302.446 |
8/12/24 |
|
215.128 |
|
216.534 |
-1.406 |
-0.65 |
|
2.01 |
| |  |
 |
 |
 |
|
 |
Prudential |
837.298 |
8/12/24 |
0.41 |
1,531.884 |
|
1,597.601 |
-65.716 |
-4.11 |
|
-1.62 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
711.950 |
8/12/24 |
0.62 |
411.538 |
|
398.643 |
12.896 |
3.23 |
|
-0.86 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.949 |
8/12/24 |
0.02 |
10.993 |
|
10.856 |
0.137 |
1.27 |
|
-2.90 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.343 |
8/12/24 |
0.45 |
10.370 |
|
10.558 |
-0.188 |
-1.78 |
|
-5.53 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
268.762 |
8/12/24 |
5.23 |
169.010 |
|
186.110 |
-17.100 |
-9.19 |
|
-0.66 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
21.404 |
8/12/24 |
0.50 |
11.181 |
|
12.377 |
-1.197 |
-9.67 |
|
-1.32 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
4.012 |
8/12/24 |
0.22 |
4.409 |
|
4.297 |
0.111 |
2.59 |
|
-4.20 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
11.792 |
8/12/24 |
0.87 |
7.167 |
|
6.354 |
0.813 |
12.80 |
|
0.79 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
26.218 |
8/12/24 |
-0.35 |
14.637 |
|
15.012 |
-0.375 |
-2.50 |
|
-4.62 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
298.823 |
8/12/24 |
1.00 |
154.680 |
|
165.927 |
-11.247 |
-6.78 |
|
-7.18 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
28.351 |
8/09/24 |
-0.50 |
9.187 |
|
10.215 |
-1.028 |
-10.07 |
|
-8.14 |
| |  |
 |
 |
 |
|
 |
Ageas |
50.088 |
8/12/24 |
0.33 |
42.595 |
|
40.689 |
1.906 |
4.68 |
|
-4.60 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
113.528 |
8/12/24 |
0.10 |
82.002 |
|
82.027 |
-0.025 |
-0.03 |
|
-6.88 |
| |  |
 |
 |
 |
|
 |
Axa |
38.234 |
8/12/24 |
-0.77 |
20.456 |
|
22.693 |
-2.237 |
-9.86 |
|
-6.55 |
| |  |
 |
 |
 |
|
 |
Aviva |
638.055 |
8/12/24 |
0.35 |
366.335 |
|
377.072 |
-10.737 |
-2.85 |
|
-9.30 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
297.284 |
8/12/24 |
0.53 |
271.588 |
|
320.409 |
-48.821 |
-15.24 |
|
-9.68 |
| |  |
 |
 |
 |
|
 |
Talanx |
78.596 |
8/12/24 |
1.92 |
37.159 |
|
41.943 |
-4.784 |
-11.41 |
|
-8.34 |
| |  |
 |
 |
 |
|
 |
Generali |
26.533 |
8/12/24 |
1.35 |
15.258 |
|
16.285 |
-1.026 |
-6.30 |
|
-9.13 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.826 |
8/12/24 |
0.52 |
1.843 |
|
2.029 |
-0.187 |
-9.20 |
|
-8.77 |
| |  |
 |
 |
 |
|
 |
Beazley |
964.593 |
8/12/24 |
1.24 |
521.302 |
|
537.912 |
-16.610 |
-3.09 |
|
-12.33 |
| |  |
 |
 |
 |
|
 |
FBD |
15.246 |
8/12/24 |
0.39 |
7.493 |
|
7.973 |
-0.480 |
-6.02 |
|
-10.85 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/07/20 |
⇓ Δwk |
6/08/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
29.800 |
|
39.440 |
-9.640 |
-24.44 |
|
-18.25 |
| |  |
 |
 |
 |
S |
 |
Scor |
20.246 |
8/12/24 |
1.06 |
27.042 |
|
30.175 |
-3.134 |
-10.38 |
|
-14.52 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.522 |
8/12/24 |
|
1.830 |
|
2.157 |
-0.327 |
-15.18 |
|
-15.51 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.574 |
8/12/24 |
0.22 |
2.754 |
|
3.397 |
-0.643 |
-18.93 |
|
-16.80 |
| |  |
 |
 |
 |
|
 |
Uniqa |
9.077 |
8/12/24 |
0.26 |
6.559 |
|
7.487 |
-0.928 |
-12.39 |
|
-18.62 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
5.215 |
8/12/24 |
0.56 |
3.489 |
|
4.325 |
-0.836 |
-19.33 |
|
-19.88 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,566.805 |
8/12/24 |
1.89 |
950.098 |
|
1,039.489 |
-89.391 |
-8.60 |
|
-27.53 |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.988 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 9/07/20 / 6/08/20 - 28 did rise, Market-Ratio(13) in USD = 50.00 % |
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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