| | |
| | |
Assessment - Insurances in Japanese yen - 11/01/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
11/01/21 |
⇓ Δwk |
12/10/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
35,541.430 |
12/08/24 |
0.30 |
27,738.898 |
|
24,522.981 |
3,215.917 |
13.11 |
|
13.70 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
380,128.834 |
12/08/24 |
0.86 |
419,156.145 |
|
370,734.205 |
48,421.940 |
13.06 |
|
25.35 |
| |  |
 |
 |
 |
|
 |
Aegon |
704.984 |
12/08/24 |
0.22 |
439.949 |
|
330.131 |
109.818 |
33.27 |
|
37.53 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,371.665 |
12/08/24 |
0.33 |
5,812.755 |
|
4,530.284 |
1,282.471 |
28.31 |
|
30.64 |
| |  |
 |
 |
 |
L |
 |
AIA |
697.190 |
12/08/24 |
-1.33 |
1,327.884 |
|
1,091.972 |
235.912 |
21.60 |
|
26.57 |
| |  |
 |
 |
 |
|
 |
Allianz |
32,435.325 |
12/08/24 |
|
25,768.275 |
|
21,126.398 |
4,641.877 |
21.97 |
|
18.61 |
| |  |
 |
 |
 |
|
 |
AIG |
7,458.210 |
12/08/24 |
-0.62 |
4,195.178 |
|
3,206.953 |
988.225 |
30.82 |
|
23.51 |
| |  |
 |
 |
 |
|
 |
ASR |
5,557.988 |
12/08/24 |
0.46 |
4,225.845 |
|
3,679.456 |
546.389 |
14.85 |
|
24.62 |
| |  |
 |
 |
 |
|
 |
Aviva |
68,220.304 |
12/08/24 |
0.35 |
48,706.649 |
|
40,816.542 |
7,890.106 |
19.33 |
|
22.71 |
| |  |
 |
 |
 |
|
 |
Axa |
4,100.363 |
12/08/24 |
-0.77 |
2,566.688 |
|
2,027.806 |
538.882 |
26.57 |
|
19.35 |
| |  |
 |
 |
 |
|
 |
Beazley |
103,133.546 |
12/08/24 |
1.24 |
51,031.380 |
|
47,532.143 |
3,499.237 |
7.36 |
|
-5.81 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
44,825.293 |
12/08/24 |
-0.30 |
24,311.829 |
|
22,784.530 |
1,527.299 |
6.70 |
|
12.53 |
| |  |
 |
 |
 |
L |
 |
China Life |
474.167 |
12/08/24 |
0.44 |
606.979 |
|
731.752 |
-124.773 |
-17.05 |
|
15.42 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
139.438 |
12/08/24 |
0.58 |
224.874 |
|
247.613 |
-22.740 |
-9.18 |
|
-5.70 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
440.401 |
12/08/24 |
0.22 |
631.258 |
|
517.973 |
113.285 |
21.87 |
|
29.18 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,771.000 |
|
1,615.500 |
155.500 |
9.63 |
|
21.72 |
| |  |
 |
 |
 |
|
 |
FBD |
1,635.075 |
12/08/24 |
0.39 |
960.765 |
|
758.779 |
201.986 |
26.62 |
|
14.46 |
| |  |
 |
 |
 |
|
 |
Generali |
2,845.538 |
12/08/24 |
1.35 |
1,827.735 |
|
1,552.387 |
275.348 |
17.74 |
|
10.97 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,295.443 |
12/08/24 |
0.50 |
1,322.003 |
|
1,079.705 |
242.297 |
22.44 |
|
12.35 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,822.950 |
12/08/24 |
5.23 |
16,933.800 |
|
16,543.870 |
389.930 |
2.36 |
|
-2.94 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
995.497 |
12/08/24 |
0.01 |
1,027.596 |
|
808.433 |
219.163 |
27.11 |
|
28.68 |
| |  |
 |
 |
 |
|
 |
Hiscox |
167,521.565 |
12/08/24 |
1.89 |
136,187.002 |
|
120,247.791 |
15,939.211 |
13.26 |
|
10.22 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
575.187 |
12/08/24 |
0.56 |
393.634 |
|
363.987 |
29.647 |
8.15 |
|
-2.73 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
31,785.421 |
12/08/24 |
0.53 |
38,801.883 |
|
27,419.744 |
11,382.139 |
41.51 |
|
29.00 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
24,066.034 |
12/08/24 |
-2.02 |
17,322.295 |
|
18,185.721 |
-863.426 |
-4.75 |
|
25.99 |
| |
|
instrument |
freshest |
⇓ Δday |
11/01/21 |
⇓ Δwk |
12/10/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
534.885 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,800.258 |
12/08/24 |
-0.35 |
1,954.958 |
|
1,546.674 |
408.284 |
26.40 |
|
26.98 |
| |  |
 |
 |
 |
|
 |
Mapfre |
270.485 |
12/08/24 |
|
206.729 |
|
169.544 |
37.186 |
21.93 |
|
3.38 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
311.693 |
12/08/24 |
0.52 |
238.590 |
|
196.051 |
42.539 |
21.70 |
|
15.22 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,274.906 |
12/08/24 |
-0.40 |
5,145.030 |
|
4,247.160 |
897.870 |
21.14 |
|
24.27 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
35,168.467 |
12/08/24 |
-0.15 |
25,183.568 |
|
21,520.068 |
3,663.499 |
17.02 |
|
40.08 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,108.670 |
|
938.170 |
170.500 |
18.17 |
|
8.50 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
55,668.600 |
12/08/24 |
1.01 |
30,483.375 |
|
27,527.507 |
2,955.868 |
10.74 |
|
12.53 |
| |  |
 |
 |
 |
|
 |
NN |
5,660.655 |
12/08/24 |
0.74 |
4,613.700 |
|
4,142.187 |
471.513 |
11.38 |
|
26.30 |
| |  |
 |
 |
 |
|
 |
Phoenix |
75,800.338 |
12/08/24 |
0.47 |
101,301.939 |
|
98,146.858 |
3,155.081 |
3.21 |
|
11.45 |
| |  |
 |
 |
 |
L |
 |
Ping An |
452.031 |
12/08/24 |
0.45 |
1,263.404 |
|
1,117.794 |
145.610 |
13.03 |
|
10.05 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
653.125 |
12/08/24 |
0.02 |
1,351.110 |
|
1,262.686 |
88.425 |
7.00 |
|
12.04 |
| |  |
 |
 |
 |
|
 |
Prudential |
89,523.299 |
12/08/24 |
0.41 |
200,138.254 |
|
160,390.021 |
39,748.233 |
24.78 |
|
26.00 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,300.597 |
12/08/24 |
0.87 |
680.424 |
|
690.739 |
-10.315 |
-1.49 |
|
-2.72 |
| |  |
 |
 |
 |
|
 |
Quálitas |
856.782 |
12/08/24 |
-2.49 |
576.978 |
|
416.257 |
160.721 |
38.61 |
|
34.94 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,132.108 |
12/08/24 |
0.40 |
4,375.410 |
|
4,491.723 |
-116.313 |
-2.59 |
|
10.38 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
33,677.767 |
12/08/24 |
1.00 |
17,480.139 |
|
16,785.908 |
694.230 |
4.14 |
|
3.60 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,521.568 |
12/08/24 |
-0.33 |
7,790.062 |
|
5,641.166 |
2,148.896 |
38.09 |
|
55.35 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,416.289 |
12/08/24 |
-1.17 |
1,326.833 |
|
1,135.953 |
190.880 |
16.80 |
|
14.39 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,171.228 |
12/08/24 |
1.06 |
3,508.440 |
|
3,129.652 |
378.788 |
12.10 |
|
14.70 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,412.330 |
|
1,252.000 |
160.330 |
12.81 |
|
12.47 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,296.638 |
12/08/24 |
0.38 |
835.230 |
|
614.124 |
221.107 |
36.00 |
|
41.04 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,380.215 |
12/08/24 |
-0.11 |
4,928.192 |
|
4,460.941 |
467.251 |
10.47 |
|
17.80 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
76,412.022 |
12/08/24 |
0.62 |
50,507.854 |
|
41,463.335 |
9,044.519 |
21.81 |
|
20.85 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,184.683 |
12/08/24 |
0.10 |
9,848.504 |
|
8,281.082 |
1,567.423 |
18.93 |
|
13.34 |
| |
|
instrument |
freshest |
⇓ Δday |
11/01/21 |
⇓ Δwk |
12/10/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,428.875 |
12/08/24 |
1.92 |
4,121.910 |
|
3,542.627 |
579.283 |
16.35 |
|
4.66 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
21,843.464 |
12/08/24 |
-1.29 |
14,313.390 |
|
12,269.808 |
2,043.582 |
16.66 |
|
15.43 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,532.410 |
12/08/24 |
0.61 |
3,386.203 |
|
3,472.686 |
-86.483 |
-2.49 |
|
10.42 |
| |  |
 |
 |
 |
|
 |
Uniqa |
973.440 |
12/08/24 |
0.26 |
847.958 |
|
656.779 |
191.178 |
29.11 |
|
11.21 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
58,875.182 |
12/08/24 |
1.17 |
37,572.258 |
|
34,740.592 |
2,831.667 |
8.15 |
|
18.50 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,777.150 |
12/08/24 |
1.36 |
2,775.825 |
|
2,472.873 |
302.952 |
12.25 |
|
15.76 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
54,444.444 |
12/08/24 |
0.85 |
44,849.006 |
|
37,327.428 |
7,521.578 |
20.15 |
|
16.62 |
| |  |
 |
 |
 |
L |
 |
DFV |
785.850 |
12/08/24 |
-0.80 |
1,899.983 |
|
2,556.215 |
-656.232 |
-25.67 |
|
-20.00 |
| Insurances - 56 out of 57 instruments rated - 11/01/21 / 12/10/20 - 49 did rise, Market-Ratio(13) in JPY = 87.50 % |
Technical Chart
Transactions Insurances in Japanese yen * 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 |
31 |
|
313.834 |
336.695 |
290.974 |
-22.861 |
-7 |
9,291 |
-86 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
46 |
|
198.635 |
523.182 |
|
324.547 |
163 |
24,220 |
102 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
25 |
|
963.109 |
885.090 |
1,048.006 |
84.896 |
9 |
26,343 |
34 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
32 |
|
815.030 |
807.880 |
|
-7.150 |
-1 |
26,114 |
-4 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
0 |
|
56,160.071 |
2,237.305 |
1,409,710.919 |
1,353,550.848 |
2,410 |
26,114 |
0 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
23 |
|
1,121.478 |
1,834.049 |
|
712.571 |
64 |
42,503 |
43 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
32 |
|
1,314.040 |
1,151.966 |
1,498.917 |
184.877 |
14 |
48,419 |
99 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
24 |
|
1,964.340 |
2,171.037 |
|
206.697 |
11 |
53,380 |
13 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
72 |
|
740.501 |
391.424 |
1,400.890 |
660.389 |
89 |
100,928 |
427 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
204 |
|
493.460 |
2,358.074 |
|
1,864.614 |
378 |
481,309 |
51 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
648 |
|
742.759 |
875.227 |
610.291 |
-132.468 |
-18 |
395,470 |
-55 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
93 |
|
4,248.231 |
3,988.994 |
|
-259.237 |
-6 |
371,361 |
-31 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
577 |
|
643.142 |
557.643 |
741.749 |
98.608 |
15 |
428,258 |
86 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,659 |
|
258.022 |
221.485 |
|
-36.536 |
-14 |
367,644 |
-55 |
|
| short |
27/06/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,032 |
|
356.095 |
373.877 |
338.313 |
-17.782 |
-5 |
349,292 |
-36 |
|
| long |
8/08/16 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
117 |
|
2,964.971 |
2,787.648 |
|
-177.323 |
-6 |
328,546 |
-3 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
1,719 |
|
191.097 |
183.208 |
199.325 |
8.228 |
4 |
342,689 |
44 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
23 |
|
14,869.957 |
13,739.435 |
|
-1,130.522 |
-8 |
316,687 |
-7 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2,166,131 |
|
0.146 |
0.151 |
0.141 |
-0.005 |
-3 |
306,074 |
-12 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
142 |
|
2,152.721 |
1,603.643 |
|
-549.078 |
-26 |
228,105 |
-14 |
|
| short |
9/05/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
160 |
|
1,417.622 |
1,758.074 |
1,077.170 |
-340.452 |
-24 |
173,633 |
-97 |
|
| long |
6/06/22 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
8,651 |
|
20.070 |
19.623 |
|
-0.447 |
-2 |
169,769 |
-18 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
59 |
|
2,874.775 |
3,781.819 |
1,967.732 |
-907.044 |
-32 |
116,253 |
-92 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
2 |
|
49,665.304 |
54,558.847 |
|
4,893.542 |
10 |
126,040 |
5 |
|
| accum | 7/08/06 |
12/08/24 | 7387 |
days out of 7604 invested (97%) |
1,160 |
126,040 |
13 |
|
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 | 56,160.07 | 2,237.31 | 1,409,710.92 | 1,353,550.85 | 2,410.17 | | | 2,410.17 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 313.83 | 336.69 | 290.97 | -22.86 | -7.28 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 815.03 | 807.88 | | -7.15 | -0.88 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 493.46 | 2,358.07 | | 1,864.61 | 377.87 | | | 339.17 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 198.63 | 523.18 | | 324.55 | 163.39 | | | 163.39 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 1,314.04 | 1,151.97 | 1,498.92 | 184.88 | 14.07 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 740.50 | 391.42 | 1,400.89 | 660.39 | 89.18 | | | 115.80 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 1,121.48 | 1,834.05 | | 712.57 | 63.54 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 1,964.34 | 2,171.04 | | 206.70 | 10.52 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 2,964.97 | 2,787.65 | | -177.32 | -5.98 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 2,874.78 | 3,781.82 | 1,967.73 | -907.04 | -31.55 | | | 16.32 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 643.14 | 557.64 | 741.75 | 98.61 | 15.33 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 356.10 | 373.88 | 338.31 | -17.78 | -4.99 | | | 9.57 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 963.11 | 885.09 | 1,048.01 | 84.90 | 8.81 | | | 8.81 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 191.10 | 183.21 | 199.32 | 8.23 | 4.31 | | | 4.31 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 14,869.96 | 13,739.44 | | -1,130.52 | -7.60 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 49,665.30 | 54,558.85 | | 4,893.54 | 9.85 | | | 1.50 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 20.07 | 19.62 | | -0.45 | -2.23 | | | -2.23 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.15 | 0.15 | 0.14 | -0.00 | -3.35 | | | -3.35 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 4,248.23 | 3,988.99 | | -259.24 | -6.10 | | | -6.10 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 258.02 | 221.49 | | -36.54 | -14.16 | | | -14.16 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 742.76 | 875.23 | 610.29 | -132.47 | -17.83 | | | -17.83 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 1,417.62 | 1,758.07 | 1,077.17 | -340.45 | -24.02 | | | -24.02 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 2,152.72 | 1,603.64 | | -549.08 | -25.51 | | | -25.51 |
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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