| | |
| | |
Assessment - Insurances in Dollar - 26/10/20 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
26/10/20 |
⇓ Δwk |
27/07/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
12/08/24 |
0.30 |
227.787 |
|
226.722 |
1.065 |
0.47 |
|
-1.62 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,515.671 |
12/08/24 |
0.86 |
3,593.855 |
|
3,042.284 |
551.571 |
18.13 |
|
21.81 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.573 |
12/08/24 |
0.22 |
2.943 |
|
3.093 |
-0.150 |
-4.86 |
|
-6.17 |
| |  |
 |
 |
 |
|
 |
Ageas |
50.083 |
12/08/24 |
0.33 |
43.595 |
|
38.200 |
5.395 |
14.12 |
|
0.89 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.699 |
12/08/24 |
-1.33 |
10.087 |
|
9.345 |
0.742 |
7.94 |
|
4.10 |
| |  |
 |
 |
 |
|
 |
Allianz |
302.410 |
12/08/24 |
|
189.718 |
|
215.765 |
-26.046 |
-12.07 |
|
-8.36 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
12/08/24 |
-0.62 |
31.260 |
|
30.850 |
0.410 |
1.33 |
|
-7.35 |
| |  |
 |
 |
 |
|
 |
ASR |
51.820 |
12/08/24 |
0.46 |
32.557 |
|
32.812 |
-0.255 |
-0.78 |
|
2.06 |
| |  |
 |
 |
 |
|
 |
Aviva |
630.944 |
12/08/24 |
0.35 |
360.298 |
|
356.779 |
3.518 |
0.99 |
|
-7.77 |
| |  |
 |
 |
 |
|
 |
Axa |
38.230 |
12/08/24 |
-0.77 |
17.308 |
|
20.904 |
-3.596 |
-17.20 |
|
-17.93 |
| |  |
 |
 |
 |
|
 |
Beazley |
953.844 |
12/08/24 |
1.24 |
407.599 |
|
557.709 |
-150.110 |
-26.92 |
|
-26.71 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
12/08/24 |
-0.30 |
208.490 |
|
192.140 |
16.350 |
8.51 |
|
2.97 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.395 |
12/08/24 |
0.44 |
7.135 |
|
5.054 |
2.081 |
41.18 |
|
52.03 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.340 |
12/08/24 |
0.58 |
2.463 |
|
2.331 |
0.132 |
5.64 |
|
6.48 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
4.082 |
12/08/24 |
0.22 |
5.120 |
|
4.221 |
0.899 |
21.29 |
|
12.54 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
36.279 |
9/08/24 |
3.15 |
15.855 |
|
12.441 |
3.414 |
27.44 |
|
14.68 |
| |  |
 |
 |
 |
|
 |
FBD |
15.245 |
12/08/24 |
0.39 |
7.256 |
|
7.412 |
-0.156 |
-2.10 |
|
-10.12 |
| |  |
 |
 |
 |
|
 |
Generali |
26.530 |
12/08/24 |
1.35 |
14.033 |
|
15.900 |
-1.867 |
-11.74 |
|
-13.07 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
21.401 |
12/08/24 |
0.50 |
9.596 |
|
12.553 |
-2.957 |
-23.56 |
|
-13.32 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
268.730 |
12/08/24 |
5.23 |
150.082 |
|
176.471 |
-26.388 |
-14.95 |
|
-11.01 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.493 |
12/08/24 |
0.01 |
7.820 |
|
8.471 |
-0.651 |
-7.68 |
|
5.09 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,549.345 |
12/08/24 |
1.89 |
1,117.770 |
|
1,013.408 |
104.362 |
10.30 |
|
-8.42 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
5.101 |
12/08/24 |
0.56 |
3.520 |
|
3.601 |
-0.081 |
-2.26 |
|
-13.89 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
293.972 |
12/08/24 |
0.53 |
254.880 |
|
283.363 |
-28.483 |
-10.05 |
|
-12.54 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
12/08/24 |
-2.02 |
168.130 |
|
149.120 |
19.010 |
12.75 |
|
38.65 |
| |
|
instrument |
freshest |
⇓ Δday |
26/10/20 |
⇓ Δwk |
27/07/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.987 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
25.986 |
12/08/24 |
-0.35 |
14.174 |
|
13.963 |
0.211 |
1.51 |
|
-4.87 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.522 |
12/08/24 |
|
1.584 |
|
1.842 |
-0.259 |
-14.05 |
|
-21.71 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.764 |
12/08/24 |
0.52 |
1.917 |
|
2.086 |
-0.170 |
-8.13 |
|
-2.42 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
12/08/24 |
-0.40 |
39.380 |
|
37.800 |
1.580 |
4.18 |
|
-0.48 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
12/08/24 |
-0.15 |
205.030 |
|
182.240 |
22.790 |
12.51 |
|
33.84 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
28.743 |
9/08/24 |
-0.50 |
9.474 |
|
9.007 |
0.468 |
5.19 |
|
-3.42 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
519.025 |
12/08/24 |
1.01 |
244.859 |
|
274.588 |
-29.729 |
-10.83 |
|
-4.36 |
| |  |
 |
 |
 |
|
 |
NN |
52.777 |
12/08/24 |
0.74 |
37.532 |
|
37.212 |
0.321 |
0.86 |
|
10.66 |
| |  |
 |
 |
 |
|
 |
Phoenix |
701.049 |
12/08/24 |
0.47 |
895.206 |
|
861.165 |
34.041 |
3.95 |
|
5.06 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.343 |
12/08/24 |
0.45 |
11.145 |
|
10.733 |
0.412 |
3.84 |
|
3.07 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
6.054 |
12/08/24 |
0.02 |
12.252 |
|
10.933 |
1.319 |
12.06 |
|
9.30 |
| |  |
 |
 |
 |
|
 |
Prudential |
827.968 |
12/08/24 |
0.41 |
1,375.386 |
|
1,489.586 |
-114.200 |
-7.67 |
|
-9.45 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
11.535 |
12/08/24 |
0.87 |
6.312 |
|
7.537 |
-1.225 |
-16.25 |
|
-8.19 |
| |  |
 |
 |
 |
|
 |
Quálitas |
7.853 |
12/08/24 |
-2.49 |
4.030 |
|
4.235 |
-0.205 |
-4.84 |
|
2.68 |
| |  |
 |
 |
 |
|
 |
Sampo |
47.849 |
12/08/24 |
0.40 |
40.581 |
|
38.294 |
2.287 |
5.97 |
|
9.16 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
313.125 |
12/08/24 |
1.00 |
170.916 |
|
148.168 |
22.748 |
15.35 |
|
4.91 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
79.231 |
12/08/24 |
-0.33 |
57.855 |
|
39.009 |
18.846 |
48.31 |
|
23.55 |
| |  |
 |
 |
 |
|
 |
SBI Life |
23.042 |
12/08/24 |
-1.17 |
10.526 |
|
11.600 |
-1.074 |
-9.26 |
|
-6.67 |
| |  |
 |
 |
 |
S |
 |
Scor |
20.243 |
12/08/24 |
1.06 |
27.275 |
|
26.071 |
1.204 |
4.62 |
|
-9.58 |
| |  |
 |
 |
 |
|
 |
Sompo |
28.223 |
9/08/24 |
0.02 |
12.780 |
|
11.689 |
1.091 |
9.33 |
|
7.96 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
11.469 |
12/08/24 |
0.38 |
5.823 |
|
5.551 |
0.272 |
4.91 |
|
3.15 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
49.928 |
12/08/24 |
-0.11 |
41.145 |
|
40.070 |
1.074 |
2.68 |
|
4.06 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
718.971 |
12/08/24 |
0.62 |
364.336 |
|
376.784 |
-12.448 |
-3.30 |
|
-9.86 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
114.647 |
12/08/24 |
0.10 |
73.330 |
|
80.861 |
-7.530 |
-9.31 |
|
-13.64 |
| |
|
instrument |
freshest |
⇓ Δday |
26/10/20 |
⇓ Δwk |
27/07/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
78.586 |
12/08/24 |
1.92 |
31.222 |
|
38.118 |
-6.896 |
-18.09 |
|
-20.28 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
12/08/24 |
-1.29 |
121.540 |
|
116.630 |
4.910 |
4.21 |
|
4.17 |
| |  |
 |
 |
 |
|
 |
Tryg |
23.602 |
12/08/24 |
0.61 |
29.209 |
|
30.032 |
-0.823 |
-2.74 |
|
2.42 |
| |  |
 |
 |
 |
|
 |
Uniqa |
9.076 |
12/08/24 |
0.26 |
6.027 |
|
6.812 |
-0.785 |
-11.52 |
|
-20.96 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
12/08/24 |
1.17 |
323.060 |
|
298.600 |
24.460 |
8.19 |
|
13.30 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
35.216 |
12/08/24 |
1.36 |
21.744 |
|
22.753 |
-1.009 |
-4.43 |
|
-6.53 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
512.275 |
12/08/24 |
0.85 |
344.934 |
|
381.461 |
-36.527 |
-9.58 |
|
-4.85 |
| |  |
 |
 |
 |
L |
 |
DFV |
7.327 |
12/08/24 |
-0.80 |
20.581 |
|
28.865 |
-8.283 |
-28.70 |
|
4.31 |
| Insurances - 56 out of 57 instruments rated - 26/10/20 / 27/07/20 - 29 did rise, Market-Ratio(13) in USD = 51.79 % |
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 | |
| 2/01/06 |
7/08/06 |
217 |
|
- cash - |
| short |
7/08/06 |
21/08/06 |
14 |
 |
 |
 |
Glanbia |
100 |
3,646 |
|
2.742 |
2.907 |
2.577 |
-0.165 |
-6 |
9,398 |
-80 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
5,479 |
|
1.715 |
4.817 |
|
3.102 |
181 |
26,394 |
111 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
2,976 |
|
8.868 |
8.537 |
9.212 |
0.344 |
4 |
27,417 |
14 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
3,487 |
|
7.861 |
7.613 |
|
-0.248 |
-3 |
26,551 |
-15 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
50 |
|
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
555,751 |
19,767 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
43,996 |
|
12.632 |
20.007 |
|
7.375 |
58 |
880,238 |
40 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
61,406 |
|
14.335 |
13.454 |
15.273 |
0.939 |
7 |
937,883 |
39 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
40,882 |
|
22.941 |
27.114 |
|
4.173 |
18 |
1,108,492 |
22 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
119,860 |
|
9.248 |
5.004 |
17.093 |
7.845 |
85 |
2,048,796 |
396 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
324,792 |
|
6.308 |
19.911 |
|
13.603 |
216 |
6,466,987 |
35 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
1,031,134 |
|
6.272 |
7.126 |
5.418 |
-0.854 |
-14 |
5,586,273 |
-44 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
161,510 |
|
34.588 |
33.719 |
|
-0.869 |
-3 |
5,445,931 |
-14 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,001,746 |
|
5.436 |
5.124 |
5.768 |
0.332 |
6 |
5,778,176 |
29 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,437,201 |
|
2.371 |
2.171 |
|
-0.200 |
-8 |
5,290,107 |
-37 |
|
| short |
27/06/16 |
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 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
174,306 |
|
28.951 |
24.723 |
|
-4.228 |
-15 |
4,309,292 |
-6 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
2,542,717 |
|
1.695 |
1.677 |
1.713 |
0.018 |
1 |
4,354,404 |
9 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
31,987 |
|
136.130 |
127.320 |
|
-8.810 |
-6 |
4,072,599 |
-6 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
3006,062,565 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-4 |
3,907,881 |
-14 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
196,547 |
|
19.883 |
12.312 |
|
-7.570 |
-38 |
2,419,938 |
-22 |
|
| short |
9/05/22 |
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 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
12,316,432 |
|
0.152 |
0.142 |
|
-0.010 |
-7 |
1,750,899 |
-45 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
84,072 |
|
20.826 |
26.602 |
15.050 |
-5.776 |
-28 |
1,265,274 |
-88 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,621 |
|
349.360 |
337.670 |
|
-11.690 |
-3 |
1,222,944 |
-2 |
|
| accum | 7/08/06 |
12/08/24 | 7387 |
days out of 7604 invested (97%) |
12,129 |
1,222,944 |
27 |
|
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 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 2.74 | 2.91 | 2.58 | -0.17 | -6.02 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 7.86 | 7.61 | | -0.25 | -3.16 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 6.31 | 19.91 | | 13.60 | 215.65 | | | 187.28 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 1.72 | 4.82 | | 3.10 | 180.84 | | | 180.84 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 14.33 | 13.45 | 15.27 | 0.94 | 6.55 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 9.25 | 5.00 | 17.09 | 7.85 | 84.83 | | | 96.93 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 12.63 | 20.01 | | 7.38 | 58.39 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 22.94 | 27.11 | | 4.17 | 18.19 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 28.95 | 24.72 | | -4.23 | -14.60 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 20.83 | 26.60 | 15.05 | -5.78 | -27.74 | | | 15.52 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 8.87 | 8.54 | 9.21 | 0.34 | 3.88 | | | 3.88 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 5.44 | 5.12 | 5.77 | 0.33 | 6.10 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 3.49 | 3.65 | 3.33 | -0.16 | -4.61 | | | 1.21 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 1.69 | 1.68 | 1.71 | 0.02 | 1.05 | | | 1.05 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 34.59 | 33.72 | | -0.87 | -2.51 | | | -2.51 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -4.04 | | | -4.04 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 0.15 | 0.14 | | -0.01 | -6.62 | | | -6.62 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 2.37 | 2.17 | | -0.20 | -8.45 | | | -8.45 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 349.36 | 337.67 | | -11.69 | -3.35 | | | -9.60 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 6.27 | 7.13 | 5.42 | -0.85 | -13.62 | | | -13.62 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 10.88 | 13.34 | 8.43 | -2.45 | -22.52 | | | -22.52 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 19.88 | 12.31 | | -7.57 | -38.08 | | | -38.08 |
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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