| | |
| | |
Assessment - Insurances - 2/15/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/15/21 |
⇓ Δwk |
11/16/20 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
267.157 |
|
254.541 |
12.616 |
4.96 |
USD |
16.77 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
8/12/24 |
0.22 |
3.834 |
|
2.977 |
0.857 |
28.79 |
EUR |
46.67 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
55.670 |
|
46.030 |
9.640 |
20.94 |
USD |
43.25 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
106.000 |
8/12/24 |
0.38 |
72.360 |
|
62.180 |
10.180 |
16.37 |
NOK |
37.49 |
| |  |
 |
 |
 |
L |
 |
AIA |
51.900 |
8/12/24 |
-1.33 |
103.500 |
|
87.450 |
16.050 |
18.35 |
HKD |
33.36 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
177.160 |
|
161.900 |
15.260 |
9.43 |
USD |
33.30 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
41.400 |
|
38.490 |
2.910 |
7.56 |
USD |
32.03 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
89,700.000 |
8/12/24 |
-0.33 |
73,200.000 |
|
68,500.000 |
4,700.000 |
6.86 |
KRW |
30.73 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
8/09/24 |
3.15 |
1,875.500 |
|
1,701.500 |
174.000 |
10.23 |
JPY |
29.00 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
34.320 |
8/12/24 |
-0.35 |
24.880 |
|
21.850 |
3.030 |
13.87 |
CAD |
28.85 |
| |  |
 |
 |
 |
|
 |
Ageas |
42.380 |
8/12/24 |
0.33 |
46.040 |
|
40.500 |
5.540 |
13.68 |
EUR |
27.19 |
| |  |
 |
 |
 |
|
 |
Quálitas |
164.740 |
8/12/24 |
-2.49 |
113.240 |
|
93.810 |
19.430 |
20.71 |
MXN |
27.16 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
360.300 |
|
316.000 |
44.300 |
14.02 |
GBP |
25.21 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
145.960 |
|
136.290 |
9.670 |
7.10 |
USD |
24.93 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
225.600 |
8/12/24 |
0.53 |
271.700 |
|
248.100 |
23.600 |
9.51 |
GBP |
24.42 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
702.450 |
8/12/24 |
0.01 |
695.250 |
|
670.050 |
25.200 |
3.76 |
INR |
23.28 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
27.390 |
8/12/24 |
0.22 |
39.150 |
|
32.360 |
6.790 |
20.98 |
CNY |
22.84 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
216.280 |
|
218.900 |
-2.620 |
-1.20 |
USD |
22.00 |
| |  |
 |
 |
 |
|
 |
ASR |
43.850 |
8/12/24 |
0.46 |
33.980 |
|
31.720 |
2.260 |
7.12 |
EUR |
21.94 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
2,698.000 |
8/12/24 |
0.86 |
3,057.000 |
|
2,875.000 |
182.000 |
6.33 |
GBP |
21.91 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
652.200 |
8/12/24 |
0.62 |
441.900 |
|
394.000 |
47.900 |
12.16 |
CHF |
21.60 |
| |  |
 |
 |
 |
|
 |
NN |
44.660 |
8/12/24 |
0.74 |
36.510 |
|
34.250 |
2.260 |
6.60 |
EUR |
20.44 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
242.460 |
|
233.100 |
9.360 |
4.02 |
USD |
19.22 |
| |  |
 |
 |
 |
|
 |
Generali |
22.450 |
8/12/24 |
1.35 |
15.825 |
|
13.965 |
1.860 |
13.32 |
EUR |
18.98 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
1,374.500 |
|
1,288.500 |
86.000 |
6.67 |
GBP |
18.57 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/15/21 |
⇓ Δwk |
11/16/20 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
65.940 |
8/12/24 |
-0.11 |
62.000 |
|
59.410 |
2.590 |
4.36 |
CAD |
17.64 |
| |  |
 |
 |
 |
|
 |
Sampo |
40.490 |
8/12/24 |
0.40 |
37.220 |
|
36.830 |
0.390 |
1.06 |
EUR |
15.40 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
29.800 |
8/12/24 |
1.36 |
22.400 |
|
19.580 |
2.820 |
14.40 |
EUR |
15.00 |
| |  |
 |
 |
 |
S |
 |
Scor |
17.130 |
8/12/24 |
1.06 |
28.060 |
|
28.360 |
-0.300 |
-1.06 |
EUR |
14.56 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
84.960 |
|
80.720 |
4.240 |
5.25 |
CHF |
13.70 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
8/09/24 |
0.02 |
1,428.330 |
|
1,376.670 |
51.660 |
3.75 |
JPY |
13.68 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
8/12/24 |
-0.77 |
19.570 |
|
18.744 |
0.826 |
4.41 |
EUR |
12.84 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
8/12/24 |
|
199.020 |
|
194.500 |
4.520 |
2.32 |
EUR |
12.47 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
464.700 |
8/12/24 |
0.85 |
377.000 |
|
360.000 |
17.000 |
4.72 |
CHF |
12.29 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,189.000 |
8/12/24 |
1.89 |
988.400 |
|
1,053.000 |
-64.600 |
-6.13 |
GBP |
11.88 |
| |  |
 |
 |
 |
|
 |
SBI Life |
1,705.000 |
8/12/24 |
-1.17 |
877.250 |
|
863.150 |
14.100 |
1.63 |
INR |
9.19 |
| |  |
 |
 |
 |
|
 |
Phoenix |
538.000 |
8/12/24 |
0.47 |
720.200 |
|
762.800 |
-42.600 |
-5.58 |
GBP |
8.77 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
328.240 |
|
356.820 |
-28.580 |
-8.01 |
USD |
8.52 |
| |  |
 |
 |
 |
|
 |
Tryg |
148.600 |
8/12/24 |
0.61 |
203.000 |
|
189.400 |
13.600 |
7.18 |
DKK |
8.28 |
| |  |
 |
 |
 |
|
 |
Talanx |
66.500 |
8/12/24 |
1.92 |
33.860 |
|
31.660 |
2.200 |
6.95 |
EUR |
7.71 |
| |  |
 |
 |
 |
L |
 |
Ping An |
33.650 |
8/12/24 |
0.45 |
89.800 |
|
86.750 |
3.050 |
3.52 |
HKD |
7.21 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
8/12/24 |
1.01 |
235.600 |
|
238.600 |
-3.000 |
-1.26 |
EUR |
7.08 |
| |  |
 |
 |
 |
|
 |
FBD |
12.900 |
8/12/24 |
0.39 |
7.200 |
|
6.900 |
0.300 |
4.35 |
EUR |
6.01 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
8/09/24 |
-0.50 |
1,066.330 |
|
1,049.670 |
16.660 |
1.59 |
JPY |
5.58 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.680 |
8/12/24 |
0.26 |
6.400 |
|
5.720 |
0.680 |
11.89 |
EUR |
4.90 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
18.110 |
8/12/24 |
0.50 |
9.900 |
|
10.160 |
-0.260 |
-2.56 |
EUR |
2.57 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
8/12/24 |
5.23 |
143.200 |
|
147.200 |
-4.000 |
-2.72 |
EUR |
2.51 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
40.620 |
8/12/24 |
0.02 |
79.250 |
|
83.100 |
-3.850 |
-4.63 |
CNY |
1.44 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
3.880 |
8/12/24 |
0.52 |
2.840 |
|
2.910 |
-0.070 |
-2.41 |
AUD |
1.24 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
7.160 |
8/12/24 |
0.56 |
5.310 |
|
5.310 |
0.000 |
0.00 |
AUD |
0.03 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/15/21 |
⇓ Δwk |
11/16/20 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.134 |
8/12/24 |
|
1.562 |
|
1.614 |
-0.052 |
-3.22 |
EUR |
-1.61 |
| |  |
 |
 |
 |
L |
 |
China Life |
29.490 |
8/12/24 |
0.44 |
33.620 |
|
41.410 |
-7.790 |
-18.81 |
CNY |
-2.76 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
10.380 |
8/12/24 |
0.58 |
16.400 |
|
17.860 |
-1.460 |
-8.17 |
HKD |
-3.90 |
| |  |
 |
 |
 |
|
 |
Beazley |
732.000 |
8/12/24 |
1.24 |
363.000 |
|
380.800 |
-17.800 |
-4.67 |
GBP |
-4.70 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
16.190 |
8/12/24 |
0.87 |
8.700 |
|
9.900 |
-1.200 |
-12.12 |
AUD |
-4.94 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
354,500.000 |
8/12/24 |
1.00 |
172,500.000 |
|
195,500.000 |
-23,000.000 |
-11.76 |
KRW |
-5.72 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.200 |
8/12/24 |
-0.80 |
15.968 |
|
19.858 |
-3.890 |
-19.59 |
EUR |
-17.45 |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.220 |
8/12/24 |
|
|
|
|
|
|
EUR |
-na- |
| Insurances - 56 out of 57 instruments rated - 2/15/21 / 11/16/20 - 38 did rise, Market-Ratio(13) = 67.86 % |
Technical Chart
Transactions Insurances * A13 - 49/16 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | 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 |
4,694 |
EUR |
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
701 |
HKD |
13.330 |
37.600 |
|
24.270 |
182 |
26,370 |
112 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
556 |
NOK |
47.400 |
42.950 |
52.311 |
4.911 |
10 |
29,101 |
41 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
5,855 |
EUR |
4.970 |
4.820 |
|
-0.150 |
-3 |
28,223 |
-15 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
53 |
USD |
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
589,175 |
19,767 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
64,390 |
GBP |
9.150 |
13.750 |
|
4.600 |
50 |
885,369 |
34 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
74,809 |
EUR |
11.835 |
10.585 |
13.233 |
1.398 |
12 |
989,922 |
79 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
67,022 |
GBP |
14.770 |
16.750 |
|
1.980 |
13 |
1,122,625 |
16 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
173,646 |
EUR |
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,999,937 |
351 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
437,144 |
EUR |
4.575 |
17.150 |
|
12.575 |
275 |
7,497,023 |
42 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
1,387,823 |
EUR |
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
5,687,301 |
-67 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
174,725 |
EUR |
32.550 |
31.080 |
|
-1.470 |
-5 |
5,430,456 |
-23 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,083,706 |
EUR |
5.011 |
4.530 |
5.543 |
0.532 |
11 |
6,007,096 |
55 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,963,103 |
AUD |
3.060 |
2.940 |
|
-0.120 |
-4 |
5,771,523 |
-19 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,827,009 |
EUR |
3.159 |
3.293 |
3.025 |
-0.134 |
-4 |
5,526,704 |
-31 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
248,950 |
GBP |
22.200 |
19.595 |
|
-2.605 |
-12 |
4,878,189 |
-5 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
2,067,029 |
AUD |
2.360 |
2.340 |
2.380 |
0.020 |
1 |
4,919,943 |
8 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
36,141 |
USD |
136.130 |
127.320 |
|
-8.810 |
-6 |
4,601,541 |
-6 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2,858,100 |
KRW |
1.610 |
1.670 |
1.550 |
-0.060 |
-4 |
4,430,055 |
-13 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
251,621 |
EUR |
17.606 |
11.640 |
|
-5.966 |
-34 |
2,928,884 |
-19 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
332,449 |
GBP |
8.810 |
10.635 |
6.985 |
-1.825 |
-21 |
2,322,165 |
-95 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
115,703 |
JPY |
20.070 |
19.623 |
|
-0.447 |
-2 |
2,270,480 |
-18 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
130,637 |
GBP |
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
1,574,185 |
-91 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
4,505 |
USD |
349.360 |
337.670 |
|
-11.690 |
-3 |
1,521,522 |
-2 |
|
| accum | 8/07/06 |
8/12/24 | 7052 |
days out of 7269 invested (97%) |
15,115 |
1,521,522 |
30 |
|
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 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 13.33 | 37.60 | | 24.27 | 182.07 | | | 182.07 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 47.40 | 42.95 | 52.31 | 4.91 | 10.36 | | | 10.36 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
| 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 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 2.36 | 2.34 | 2.38 | 0.02 | 0.86 | | | 0.86 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 20.07 | 19.62 | | -0.45 | -2.23 | | | -2.23 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 1.61 | 1.67 | 1.55 | -0.06 | -3.73 | | | -3.73 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 3.06 | 2.94 | | -0.12 | -3.92 | | | -3.92 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 349.36 | 337.67 | | -11.69 | -3.35 | | | -9.60 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
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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