| | |
| | |
Assessment - Insurances in Pound sterling - 2/08/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/08/21 |
Δwk |
11/09/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
248.266 |
8/12/24 |
0.30 |
191.440 |
|
185.606 |
5.834 |
3.14 |
|
7.43 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
20.845 |
8/09/24 |
-0.50 |
7.380 |
|
7.151 |
0.229 |
3.20 |
|
-0.44 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
26.311 |
8/09/24 |
3.15 |
12.522 |
|
11.527 |
0.995 |
8.63 |
|
17.50 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
231.219 |
8/12/24 |
1.00 |
110.881 |
|
125.768 |
-14.887 |
-11.84 |
|
-8.95 |
| |  |
 |
 |
 |
|
 |
Beazley |
732.000 |
8/12/24 |
1.24 |
360.000 |
|
320.200 |
39.800 |
12.43 |
|
-6.27 |
| |  |
 |
 |
 |
|
 |
Sompo |
20.468 |
8/09/24 |
0.02 |
10.071 |
|
9.635 |
0.436 |
4.52 |
|
9.39 |
| |  |
 |
 |
 |
|
 |
Talanx |
58.303 |
8/12/24 |
1.92 |
28.915 |
|
26.866 |
2.049 |
7.63 |
|
2.12 |
| |  |
 |
 |
 |
|
 |
SBI Life |
17.016 |
8/12/24 |
-1.17 |
8.574 |
|
8.290 |
0.284 |
3.43 |
|
1.81 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.074 |
8/12/24 |
0.87 |
4.764 |
|
5.123 |
-0.359 |
-7.00 |
|
-4.67 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
385.064 |
8/12/24 |
1.01 |
203.491 |
|
208.416 |
-4.925 |
-2.36 |
|
3.08 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
313.117 |
8/12/24 |
-0.30 |
172.727 |
|
168.446 |
4.282 |
2.54 |
|
9.15 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
15.878 |
8/12/24 |
0.50 |
8.916 |
|
7.984 |
0.932 |
11.68 |
|
3.30 |
| |  |
 |
 |
 |
|
 |
FBD |
11.310 |
8/12/24 |
0.39 |
6.435 |
|
6.186 |
0.249 |
4.03 |
|
5.52 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
411.259 |
8/12/24 |
1.17 |
235.963 |
|
266.167 |
-30.204 |
-11.35 |
|
0.40 |
| |  |
 |
 |
 |
|
 |
AIG |
52.098 |
8/12/24 |
-0.62 |
30.767 |
|
28.533 |
2.234 |
7.83 |
|
25.38 |
| |  |
 |
 |
 |
|
 |
Axa |
28.363 |
8/12/24 |
-0.77 |
16.877 |
|
15.611 |
1.267 |
8.11 |
|
8.30 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
245.661 |
8/12/24 |
-0.15 |
147.352 |
|
157.495 |
-10.143 |
-6.44 |
|
7.66 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
199.371 |
8/12/24 |
5.23 |
122.042 |
|
126.686 |
-4.644 |
-3.67 |
|
-2.89 |
| |  |
 |
 |
 |
|
 |
Aegon |
4.876 |
8/12/24 |
0.22 |
3.177 |
|
2.460 |
0.717 |
29.16 |
|
35.66 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
528.202 |
8/12/24 |
0.62 |
349.786 |
|
306.492 |
43.294 |
14.13 |
|
14.80 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
9.064 |
8/12/24 |
0.38 |
6.017 |
|
4.831 |
1.186 |
24.55 |
|
38.40 |
| |  |
 |
 |
 |
|
 |
Quálitas |
5.953 |
8/12/24 |
-2.49 |
4.003 |
|
3.365 |
0.638 |
18.95 |
|
26.01 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.013 |
8/12/24 |
0.56 |
2.769 |
|
2.778 |
-0.009 |
-0.32 |
|
-4.49 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
152.582 |
8/12/24 |
-1.29 |
106.363 |
|
102.117 |
4.246 |
4.16 |
|
16.97 |
| |  |
 |
 |
 |
|
 |
Generali |
19.683 |
8/12/24 |
1.35 |
13.782 |
|
11.832 |
1.950 |
16.48 |
|
15.47 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/08/21 |
Δwk |
11/09/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
343.100 |
|
304.600 |
38.500 |
12.64 |
|
18.93 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
19.588 |
8/12/24 |
-0.35 |
13.949 |
|
12.255 |
1.694 |
13.83 |
|
24.20 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
26.127 |
8/12/24 |
1.36 |
19.376 |
|
17.119 |
2.257 |
13.18 |
|
10.96 |
| |  |
 |
 |
 |
|
 |
ASR |
38.445 |
8/12/24 |
0.46 |
28.871 |
|
27.693 |
1.178 |
4.25 |
|
15.74 |
| |  |
 |
 |
 |
|
 |
Mapfre |
1.871 |
8/12/24 |
|
1.427 |
|
1.374 |
0.053 |
3.89 |
|
-0.22 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.175 |
8/12/24 |
0.52 |
1.659 |
|
1.564 |
0.096 |
6.11 |
|
9.29 |
| |  |
 |
 |
 |
|
 |
Allianz |
224.358 |
8/12/24 |
|
171.473 |
|
167.236 |
4.236 |
2.53 |
|
8.02 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
168.108 |
8/12/24 |
-2.02 |
130.350 |
|
116.695 |
13.654 |
11.70 |
|
26.34 |
| |  |
 |
 |
 |
|
 |
MetLife |
50.817 |
8/12/24 |
-0.40 |
39.417 |
|
34.176 |
5.241 |
15.34 |
|
30.10 |
| |  |
 |
 |
 |
|
 |
NN |
39.155 |
8/12/24 |
0.74 |
30.931 |
|
29.896 |
1.036 |
3.46 |
|
14.33 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
84.227 |
8/12/24 |
0.10 |
67.301 |
|
64.135 |
3.166 |
4.94 |
|
7.18 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,189.000 |
8/12/24 |
1.89 |
951.800 |
|
956.000 |
-4.200 |
-0.44 |
|
7.18 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
376.350 |
8/12/24 |
0.85 |
302.651 |
|
277.961 |
24.690 |
8.88 |
|
7.62 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
58.506 |
8/12/24 |
-0.33 |
47.418 |
|
43.899 |
3.518 |
8.01 |
|
27.98 |
| |  |
 |
 |
 |
|
 |
Uniqa |
6.733 |
8/12/24 |
0.26 |
5.673 |
|
4.909 |
0.763 |
15.55 |
|
3.18 |
| |  |
 |
 |
 |
|
 |
Sampo |
35.499 |
8/12/24 |
0.40 |
32.062 |
|
32.692 |
-0.630 |
-1.93 |
|
10.88 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
37.635 |
8/12/24 |
-0.11 |
34.930 |
|
34.588 |
0.342 |
0.99 |
|
14.00 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
7.011 |
8/12/24 |
0.01 |
6.827 |
|
6.081 |
0.746 |
12.26 |
|
15.81 |
| |  |
 |
 |
 |
|
 |
Mandatum |
3.700 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Ageas |
37.156 |
8/12/24 |
0.33 |
39.839 |
|
32.009 |
7.830 |
24.46 |
|
22.72 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
2,698.000 |
8/12/24 |
0.86 |
2,917.000 |
|
2,810.000 |
107.000 |
3.81 |
|
16.84 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.329 |
8/12/24 |
0.44 |
3.659 |
|
4.890 |
-1.231 |
-25.18 |
|
-6.55 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
225.600 |
8/12/24 |
0.53 |
261.300 |
|
222.000 |
39.300 |
17.70 |
|
19.36 |
| |  |
 |
 |
 |
|
 |
Phoenix |
538.000 |
8/12/24 |
0.47 |
697.200 |
|
743.000 |
-45.800 |
-6.16 |
|
5.10 |
| |  |
 |
 |
 |
|
 |
Tryg |
17.519 |
8/12/24 |
0.61 |
22.860 |
|
23.544 |
-0.684 |
-2.91 |
|
1.47 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/08/21 |
Δwk |
11/09/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.092 |
8/12/24 |
0.22 |
4.389 |
|
3.841 |
0.549 |
14.28 |
|
21.82 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
0.974 |
8/12/24 |
0.58 |
1.521 |
|
1.747 |
-0.226 |
-12.94 |
|
-11.45 |
| |  |
 |
 |
 |
S |
 |
Scor |
15.019 |
8/12/24 |
1.06 |
23.865 |
|
25.355 |
-1.490 |
-5.88 |
|
8.32 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
4.586 |
8/12/24 |
0.02 |
8.870 |
|
9.527 |
-0.658 |
-6.90 |
|
0.11 |
| |  |
 |
 |
 |
L |
 |
AIA |
4.872 |
8/12/24 |
-1.33 |
9.425 |
|
8.077 |
1.349 |
16.70 |
|
21.34 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
1,241.000 |
|
1,237.000 |
4.000 |
0.32 |
|
6.76 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.159 |
8/12/24 |
0.45 |
8.487 |
|
8.234 |
0.253 |
3.07 |
|
0.94 |
| |  |
 |
 |
 |
L |
 |
DFV |
5.436 |
8/12/24 |
-0.80 |
15.026 |
|
18.477 |
-3.451 |
-18.68 |
|
-13.17 |
| Insurances - 56 out of 57 instruments rated - 2/08/21 / 11/09/20 - 40 did rise, Market-Ratio(13) in GBP = 71.43 % |
Technical Chart
Transactions Insurances in Pound sterling * 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 |
6,958 |
|
1.437 |
1.545 |
1.329 |
-0.108 |
-8 |
9,246 |
-87 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
10,141 |
|
0.912 |
2.440 |
|
1.529 |
168 |
24,749 |
104 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
5,508 |
|
4.493 |
4.273 |
4.723 |
0.231 |
5 |
26,021 |
19 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
6,613 |
|
3.935 |
3.816 |
|
-0.119 |
-3 |
25,232 |
-15 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
95 |
|
265.237 |
18.254 |
3,853.997 |
3,588.761 |
1,353 |
366,164 |
10,375 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
40,017 |
|
9.150 |
13.750 |
|
4.600 |
50 |
550,243 |
34 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
55,853 |
|
9.851 |
8.662 |
11.205 |
1.353 |
14 |
625,820 |
96 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
42,371 |
|
14.770 |
16.750 |
|
1.980 |
13 |
709,714 |
16 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
124,225 |
|
5.713 |
3.121 |
10.458 |
4.745 |
83 |
1,299,184 |
384 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
330,203 |
|
3.935 |
12.621 |
|
8.686 |
221 |
4,167,389 |
36 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
1,048,312 |
|
3.975 |
4.710 |
3.240 |
-0.735 |
-18 |
3,396,951 |
-56 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
148,577 |
|
22.863 |
23.671 |
|
0.807 |
4 |
3,516,913 |
22 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
921,531 |
|
3.816 |
3.589 |
4.059 |
0.242 |
6 |
3,740,036 |
31 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,252,385 |
|
1.660 |
1.632 |
|
-0.028 |
-2 |
3,676,781 |
-9 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,400,947 |
|
2.624 |
2.799 |
2.450 |
-0.175 |
-7 |
3,431,760 |
-45 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
154,583 |
|
22.200 |
19.595 |
|
-2.605 |
-12 |
3,029,071 |
-5 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
2,255,012 |
|
1.343 |
1.273 |
1.417 |
0.074 |
6 |
3,195,803 |
59 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
30,926 |
|
103.334 |
99.604 |
|
-3.730 |
-4 |
3,080,449 |
-3 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2906,420,892 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-6 |
2,906,421 |
-19 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
185,714 |
|
15.650 |
9.966 |
|
-5.684 |
-36 |
1,850,837 |
-21 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
210,083 |
|
8.810 |
10.635 |
6.985 |
-1.825 |
-21 |
1,467,436 |
-95 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
12,086,801 |
|
0.121 |
0.119 |
|
-0.003 |
-2 |
1,433,934 |
-18 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
82,504 |
|
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
994,188 |
-91 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,333 |
|
298.242 |
267.106 |
|
-31.137 |
-10 |
890,409 |
-6 |
|
| accum | 8/07/06 |
8/12/24 | 7266 |
days out of 7483 invested (97%) |
8,804 |
890,409 |
25 |
|
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 | 265.24 | 18.25 | 3,854.00 | 3,588.76 | 1,353.04 | | | 1,353.04 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 1.44 | 1.55 | 1.33 | -0.11 | -7.54 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 3.93 | 3.82 | | -0.12 | -3.03 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 3.93 | 12.62 | | 8.69 | 220.77 | | | 187.61 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 0.91 | 2.44 | | 1.53 | 167.67 | | | 167.67 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 9.85 | 8.66 | 11.20 | 1.35 | 13.74 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 5.71 | 3.12 | 10.46 | 4.75 | 83.06 | | | 108.20 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 1.34 | 1.27 | 1.42 | 0.07 | 5.50 | | | 5.50 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 4.49 | 4.27 | 4.72 | 0.23 | 5.14 | | | 5.14 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 9.15 | 13.75 | | 4.60 | 50.27 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 14.77 | 16.75 | | 1.98 | 13.41 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 22.20 | 19.60 | | -2.61 | -11.73 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 17.38 | 22.71 | 12.05 | -5.33 | -30.67 | | | 4.29 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 22.86 | 23.67 | | 0.81 | 3.53 | | | 3.53 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 3.82 | 3.59 | 4.06 | 0.24 | 6.34 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 2.62 | 2.80 | 2.45 | -0.17 | -6.66 | | | -0.74 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 1.66 | 1.63 | | -0.03 | -1.69 | | | -1.69 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 0.12 | 0.12 | | -0.00 | -2.28 | | | -2.28 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -5.65 | | | -5.65 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 103.33 | 99.60 | | -3.73 | -3.61 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 298.24 | 267.11 | | -31.14 | -10.44 | | | -13.67 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 3.98 | 4.71 | 3.24 | -0.73 | -18.49 | | | -18.49 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 15.65 | 9.97 | | -5.68 | -36.32 | | | -36.32 |
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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