| | |
| | |
Assessment - Insurances in Dollar - 23/11/20 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
23/11/20 |
⇓ Δwk |
24/08/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
12/08/24 |
0.30 |
256.535 |
|
234.359 |
22.176 |
9.46 |
|
11.55 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,604.122 |
12/08/24 |
0.86 |
3,841.904 |
|
3,498.890 |
343.014 |
9.80 |
|
27.08 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.604 |
12/08/24 |
0.22 |
3.630 |
|
2.777 |
0.853 |
30.72 |
|
18.64 |
| |  |
 |
 |
 |
|
 |
Ageas |
50.321 |
12/08/24 |
0.33 |
49.252 |
|
44.144 |
5.108 |
11.57 |
|
16.22 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.699 |
12/08/24 |
-1.33 |
11.229 |
|
10.140 |
1.089 |
10.74 |
|
15.75 |
| |  |
 |
 |
 |
|
 |
Allianz |
303.848 |
12/08/24 |
|
233.437 |
|
217.143 |
16.294 |
7.50 |
|
14.27 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
12/08/24 |
-0.62 |
39.770 |
|
29.550 |
10.220 |
34.59 |
|
21.06 |
| |  |
 |
 |
 |
|
 |
ASR |
52.066 |
12/08/24 |
0.46 |
37.901 |
|
35.278 |
2.623 |
7.44 |
|
19.58 |
| |  |
 |
 |
 |
|
 |
Aviva |
646.818 |
12/08/24 |
0.35 |
433.617 |
|
372.770 |
60.846 |
16.32 |
|
13.75 |
| |  |
 |
 |
 |
|
 |
Axa |
38.411 |
12/08/24 |
-0.77 |
22.520 |
|
20.737 |
1.783 |
8.60 |
|
9.61 |
| |  |
 |
 |
 |
|
 |
Beazley |
977.842 |
12/08/24 |
1.24 |
497.470 |
|
573.211 |
-75.741 |
-13.21 |
|
-6.77 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
12/08/24 |
-0.30 |
229.540 |
|
212.610 |
16.930 |
7.96 |
|
13.42 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.496 |
12/08/24 |
0.44 |
6.500 |
|
6.309 |
0.191 |
3.03 |
|
35.76 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.340 |
12/08/24 |
0.58 |
2.274 |
|
2.458 |
-0.184 |
-7.47 |
|
-0.75 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
4.175 |
12/08/24 |
0.22 |
5.221 |
|
4.542 |
0.680 |
14.96 |
|
15.05 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
36.564 |
9/08/24 |
3.15 |
15.802 |
|
14.366 |
1.435 |
9.99 |
|
14.76 |
| |  |
 |
 |
 |
|
 |
FBD |
15.317 |
12/08/24 |
0.39 |
8.312 |
|
7.249 |
1.062 |
14.66 |
|
4.68 |
| |  |
 |
 |
 |
|
 |
Generali |
26.656 |
12/08/24 |
1.35 |
16.884 |
|
15.602 |
1.282 |
8.22 |
|
7.09 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
21.503 |
12/08/24 |
0.50 |
11.517 |
|
10.826 |
0.691 |
6.38 |
|
5.31 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
270.008 |
12/08/24 |
5.23 |
170.981 |
|
170.248 |
0.733 |
0.43 |
|
2.39 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.473 |
12/08/24 |
0.01 |
8.918 |
|
8.074 |
0.845 |
10.46 |
|
19.92 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,588.325 |
12/08/24 |
1.89 |
1,462.755 |
|
1,052.805 |
409.950 |
38.94 |
|
22.66 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
5.232 |
12/08/24 |
0.56 |
3.749 |
|
3.595 |
0.154 |
4.27 |
|
-5.55 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
301.368 |
12/08/24 |
0.53 |
347.454 |
|
292.620 |
54.834 |
18.74 |
|
21.42 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
12/08/24 |
-2.02 |
153.670 |
|
165.630 |
-11.960 |
-7.22 |
|
23.66 |
| |
|
instrument |
freshest |
⇓ Δday |
23/11/20 |
⇓ Δwk |
24/08/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
5.011 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
26.266 |
12/08/24 |
-0.35 |
16.615 |
|
15.108 |
1.507 |
9.98 |
|
13.39 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.534 |
12/08/24 |
|
1.886 |
|
1.848 |
0.038 |
2.05 |
|
-3.33 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.835 |
12/08/24 |
0.52 |
2.097 |
|
2.067 |
0.031 |
1.48 |
|
7.71 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
12/08/24 |
-0.40 |
47.170 |
|
38.620 |
8.550 |
22.14 |
|
20.31 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
12/08/24 |
-0.15 |
207.200 |
|
181.590 |
25.610 |
14.10 |
|
30.17 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
28.969 |
9/08/24 |
-0.50 |
10.156 |
|
9.052 |
1.105 |
12.20 |
|
4.45 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
521.493 |
12/08/24 |
1.01 |
279.269 |
|
284.416 |
-5.147 |
-1.81 |
|
9.74 |
| |  |
 |
 |
 |
|
 |
NN |
53.028 |
12/08/24 |
0.74 |
40.917 |
|
36.836 |
4.081 |
11.08 |
|
20.77 |
| |  |
 |
 |
 |
|
 |
Phoenix |
718.687 |
12/08/24 |
0.47 |
1,047.573 |
|
922.316 |
125.258 |
13.58 |
|
22.83 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.343 |
12/08/24 |
0.45 |
11.455 |
|
10.909 |
0.547 |
5.01 |
|
6.58 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
6.192 |
12/08/24 |
0.02 |
13.144 |
|
11.253 |
1.891 |
16.80 |
|
17.54 |
| |  |
 |
 |
 |
|
 |
Prudential |
848.799 |
12/08/24 |
0.41 |
1,689.850 |
|
1,601.043 |
88.807 |
5.55 |
|
12.70 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
11.830 |
12/08/24 |
0.87 |
7.271 |
|
7.606 |
-0.336 |
-4.41 |
|
7.92 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.218 |
12/08/24 |
-2.49 |
4.742 |
|
3.934 |
0.809 |
20.56 |
|
20.78 |
| |  |
 |
 |
 |
|
 |
Sampo |
48.077 |
12/08/24 |
0.40 |
42.033 |
|
39.634 |
2.399 |
6.05 |
|
12.99 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
318.567 |
12/08/24 |
1.00 |
185.569 |
|
150.242 |
35.327 |
23.51 |
|
15.08 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
80.608 |
12/08/24 |
-0.33 |
67.398 |
|
50.586 |
16.812 |
33.24 |
|
44.57 |
| |  |
 |
 |
 |
|
 |
SBI Life |
22.994 |
12/08/24 |
-1.17 |
11.215 |
|
11.608 |
-0.393 |
-3.39 |
|
1.25 |
| |  |
 |
 |
 |
S |
 |
Scor |
20.340 |
12/08/24 |
1.06 |
34.410 |
|
26.328 |
8.082 |
30.70 |
|
16.81 |
| |  |
 |
 |
 |
|
 |
Sompo |
28.445 |
9/08/24 |
0.02 |
12.842 |
|
12.343 |
0.499 |
4.04 |
|
8.76 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
11.755 |
12/08/24 |
0.38 |
6.986 |
|
5.920 |
1.066 |
18.00 |
|
25.18 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
50.465 |
12/08/24 |
-0.11 |
45.353 |
|
43.266 |
2.087 |
4.82 |
|
15.20 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
716.535 |
12/08/24 |
0.62 |
447.148 |
|
409.883 |
37.265 |
9.09 |
|
12.75 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
114.259 |
12/08/24 |
0.10 |
91.956 |
|
81.647 |
10.310 |
12.63 |
|
10.52 |
| |
|
instrument |
freshest |
⇓ Δday |
23/11/20 |
⇓ Δwk |
24/08/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
78.960 |
12/08/24 |
1.92 |
36.547 |
|
37.285 |
-0.737 |
-1.98 |
|
-4.28 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
12/08/24 |
-1.29 |
134.630 |
|
114.900 |
19.730 |
17.17 |
|
15.58 |
| |  |
 |
 |
 |
|
 |
Tryg |
23.695 |
12/08/24 |
0.61 |
28.383 |
|
31.091 |
-2.708 |
-8.71 |
|
-1.01 |
| |  |
 |
 |
 |
|
 |
Uniqa |
9.119 |
12/08/24 |
0.26 |
7.421 |
|
6.706 |
0.715 |
10.66 |
|
0.56 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
12/08/24 |
1.17 |
335.060 |
|
308.840 |
26.220 |
8.49 |
|
15.14 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
35.384 |
12/08/24 |
1.36 |
23.415 |
|
23.967 |
-0.552 |
-2.30 |
|
2.31 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
510.540 |
12/08/24 |
0.85 |
411.991 |
|
374.728 |
37.263 |
9.94 |
|
14.41 |
| |  |
 |
 |
 |
L |
 |
DFV |
7.362 |
12/08/24 |
-0.80 |
23.151 |
|
27.155 |
-4.003 |
-14.74 |
|
9.56 |
| Insurances - 56 out of 57 instruments rated - 23/11/20 / 24/08/20 - 46 did rise, Market-Ratio(13) in USD = 82.14 % |
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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