| | |
| | |
Assessment - Insurances in Japanese yen - 18/01/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
18/01/21 |
⇓ Δwk |
19/10/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
35,376.102 |
12/08/24 |
0.30 |
27,717.678 |
|
24,177.030 |
3,540.647 |
14.64 |
|
13.70 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,427.277 |
12/08/24 |
-0.33 |
7,375.042 |
|
5,602.102 |
1,772.940 |
31.65 |
|
46.79 |
| |  |
 |
 |
 |
|
 |
Aegon |
696.451 |
12/08/24 |
0.22 |
459.042 |
|
303.917 |
155.124 |
51.04 |
|
43.67 |
| |  |
 |
 |
 |
L |
 |
AIA |
694.190 |
12/08/24 |
-1.33 |
1,395.067 |
|
1,055.544 |
339.523 |
32.17 |
|
32.71 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,278.933 |
12/08/24 |
0.38 |
842.165 |
|
592.335 |
249.830 |
42.18 |
|
42.23 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
23,954.086 |
12/08/24 |
-2.02 |
17,762.120 |
|
18,455.853 |
-693.733 |
-3.76 |
|
28.54 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,241.065 |
12/08/24 |
-0.40 |
5,301.476 |
|
4,117.342 |
1,184.133 |
28.76 |
|
28.18 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
437.686 |
12/08/24 |
0.22 |
659.965 |
|
533.584 |
126.381 |
23.69 |
|
34.95 |
| |  |
 |
 |
 |
|
 |
AIG |
7,423.517 |
12/08/24 |
-0.62 |
4,286.586 |
|
3,170.996 |
1,115.590 |
35.18 |
|
26.69 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
35,004.874 |
12/08/24 |
-0.15 |
22,883.217 |
|
21,781.763 |
1,101.454 |
5.06 |
|
26.07 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,788.970 |
12/08/24 |
-0.35 |
1,988.523 |
|
1,480.708 |
507.815 |
34.30 |
|
29.39 |
| |  |
 |
 |
 |
|
 |
Quálitas |
866.788 |
12/08/24 |
-2.49 |
577.508 |
|
418.757 |
158.751 |
37.91 |
|
34.57 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,306.654 |
12/08/24 |
0.33 |
5,687.311 |
|
4,471.200 |
1,216.111 |
27.20 |
|
27.99 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
994.771 |
12/08/24 |
0.01 |
982.734 |
|
820.169 |
162.565 |
19.82 |
|
22.89 |
| |  |
 |
 |
 |
|
 |
ASR |
5,490.722 |
12/08/24 |
0.46 |
4,338.734 |
|
3,487.536 |
851.198 |
24.41 |
|
27.88 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
31,773.349 |
12/08/24 |
0.53 |
38,406.880 |
|
26,139.082 |
12,267.798 |
46.93 |
|
27.89 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
21,741.855 |
12/08/24 |
-1.29 |
14,849.108 |
|
11,786.116 |
3,062.991 |
25.99 |
|
19.83 |
| |  |
 |
 |
 |
|
 |
Prudential |
89,489.299 |
12/08/24 |
0.41 |
200,132.662 |
|
150,373.302 |
49,759.360 |
33.09 |
|
26.03 |
| |  |
 |
 |
 |
L |
 |
Ping An |
450.086 |
12/08/24 |
0.45 |
1,357.615 |
|
1,145.320 |
212.296 |
18.54 |
|
18.33 |
| |  |
 |
 |
 |
|
 |
NN |
5,592.147 |
12/08/24 |
0.74 |
4,579.149 |
|
4,048.920 |
530.229 |
13.10 |
|
25.10 |
| |  |
 |
 |
 |
|
 |
Aviva |
68,194.395 |
12/08/24 |
0.35 |
49,420.515 |
|
38,630.265 |
10,790.250 |
27.93 |
|
24.85 |
| |  |
 |
 |
 |
L |
 |
China Life |
471.244 |
12/08/24 |
0.44 |
653.254 |
|
789.092 |
-135.839 |
-17.21 |
|
23.95 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
379,984.463 |
12/08/24 |
0.86 |
412,518.345 |
|
374,940.806 |
37,577.538 |
10.02 |
|
22.82 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,723.000 |
|
1,599.000 |
124.000 |
7.75 |
|
18.42 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
58,601.313 |
12/08/24 |
1.17 |
36,417.841 |
|
34,167.513 |
2,250.327 |
6.59 |
|
14.51 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
18/01/21 |
⇓ Δwk |
19/10/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Swiss Life |
75,897.657 |
12/08/24 |
0.62 |
50,051.491 |
|
39,536.199 |
10,515.292 |
26.60 |
|
19.89 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,358.529 |
12/08/24 |
-0.11 |
4,940.834 |
|
4,356.391 |
584.443 |
13.42 |
|
18.12 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
44,616.779 |
12/08/24 |
-0.30 |
24,204.958 |
|
22,024.146 |
2,180.812 |
9.90 |
|
12.05 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,144.950 |
12/08/24 |
1.06 |
3,536.100 |
|
3,008.124 |
527.976 |
17.55 |
|
16.05 |
| |  |
 |
 |
 |
|
 |
Allianz |
32,042.774 |
12/08/24 |
|
25,187.198 |
|
20,428.416 |
4,758.782 |
23.29 |
|
15.98 |
| |  |
 |
 |
 |
|
 |
Axa |
4,050.738 |
12/08/24 |
-0.77 |
2,471.013 |
|
1,866.478 |
604.535 |
32.39 |
|
15.20 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,403.670 |
|
1,300.000 |
103.670 |
7.97 |
|
11.77 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
649.099 |
12/08/24 |
0.02 |
1,393.437 |
|
1,291.744 |
101.693 |
7.87 |
|
15.52 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,102.662 |
12/08/24 |
0.10 |
9,833.413 |
|
7,960.558 |
1,872.856 |
23.53 |
|
13.52 |
| |  |
 |
 |
 |
|
 |
Hiscox |
167,457.942 |
12/08/24 |
1.89 |
140,980.151 |
|
121,147.358 |
19,832.793 |
16.37 |
|
14.72 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
54,077.954 |
12/08/24 |
0.85 |
43,662.682 |
|
36,313.959 |
7,348.723 |
20.24 |
|
13.53 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,731.437 |
12/08/24 |
1.36 |
2,723.448 |
|
2,325.024 |
398.424 |
17.14 |
|
13.77 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,414.528 |
12/08/24 |
-1.17 |
1,264.476 |
|
1,147.661 |
116.815 |
10.18 |
|
9.22 |
| |  |
 |
 |
 |
|
 |
Uniqa |
961.659 |
12/08/24 |
0.26 |
848.964 |
|
623.484 |
225.480 |
36.16 |
|
11.79 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,069.996 |
12/08/24 |
0.40 |
4,392.577 |
|
4,450.086 |
-57.509 |
-1.29 |
|
10.97 |
| |  |
 |
 |
 |
|
 |
Generali |
2,811.099 |
12/08/24 |
1.35 |
1,810.623 |
|
1,515.861 |
294.762 |
19.45 |
|
10.27 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
54,994.867 |
12/08/24 |
1.01 |
29,738.800 |
|
26,355.240 |
3,383.560 |
12.84 |
|
9.86 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,267.662 |
12/08/24 |
0.50 |
1,283.464 |
|
1,043.280 |
240.184 |
23.02 |
|
9.00 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,082.330 |
|
985.830 |
96.500 |
9.79 |
|
6.05 |
| |  |
 |
 |
 |
|
 |
FBD |
1,615.286 |
12/08/24 |
0.39 |
909.068 |
|
745.200 |
163.868 |
21.99 |
|
8.49 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,501.549 |
12/08/24 |
0.61 |
3,324.737 |
|
3,347.961 |
-23.223 |
-0.69 |
|
8.29 |
| |  |
 |
 |
 |
|
 |
Phoenix |
75,771.550 |
12/08/24 |
0.47 |
97,010.118 |
|
95,685.879 |
1,324.239 |
1.38 |
|
6.79 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
309.106 |
12/08/24 |
0.52 |
231.830 |
|
204.726 |
27.104 |
13.24 |
|
11.96 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
138.838 |
12/08/24 |
0.58 |
235.944 |
|
254.364 |
-18.420 |
-7.24 |
|
-0.53 |
| |  |
 |
 |
 |
|
 |
Talanx |
8,326.864 |
12/08/24 |
1.92 |
4,059.503 |
|
3,442.824 |
616.679 |
17.91 |
|
3.50 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
18/01/21 |
⇓ Δwk |
19/10/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
33,305.126 |
12/08/24 |
1.00 |
17,051.849 |
|
17,315.588 |
-263.740 |
-1.52 |
|
1.43 |
| |  |
 |
 |
 |
|
 |
Mapfre |
267.211 |
12/08/24 |
|
198.467 |
|
164.192 |
34.275 |
20.87 |
|
-0.22 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
28,474.118 |
12/08/24 |
5.23 |
17,004.333 |
|
16,071.480 |
932.853 |
5.80 |
|
-2.16 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
570.413 |
12/08/24 |
0.56 |
399.926 |
|
363.874 |
36.052 |
9.91 |
|
-0.59 |
| |  |
 |
 |
 |
|
 |
Beazley |
103,094.376 |
12/08/24 |
1.24 |
48,223.380 |
|
45,118.835 |
3,104.545 |
6.88 |
|
-10.38 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,289.802 |
12/08/24 |
0.87 |
643.706 |
|
669.469 |
-25.763 |
-3.85 |
|
-7.44 |
| |  |
 |
 |
 |
L |
 |
DFV |
776.339 |
12/08/24 |
-0.80 |
1,908.292 |
|
2,574.045 |
-665.753 |
-25.86 |
|
-19.58 |
| |  |
 |
 |
 |
|
 |
Mandatum |
528.412 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 18/01/21 / 19/10/20 - 48 did rise, Market-Ratio(13) in JPY = 85.71 % |
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 | 7253 |
days out of 7470 invested (97%) |
1,160 |
126,040 |
14 |
|
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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