| | |
| | |
Assessment - Insurances in Dollar - 2/22/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/23/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
270.918 |
|
256.535 |
14.383 |
5.61 |
|
18.45 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.768 |
8/12/24 |
0.22 |
4.931 |
|
3.630 |
1.301 |
35.84 |
|
63.95 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
57.440 |
|
47.170 |
10.270 |
21.77 |
|
47.68 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
44.100 |
|
39.770 |
4.330 |
10.89 |
|
40.94 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
80.822 |
8/12/24 |
-0.33 |
71.181 |
|
67.398 |
3.783 |
5.61 |
|
49.73 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
12.516 |
8/12/24 |
0.38 |
8.584 |
|
6.986 |
1.598 |
22.87 |
|
53.93 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
4.240 |
8/12/24 |
0.22 |
6.598 |
|
5.221 |
1.376 |
26.36 |
|
41.65 |
| |  |
 |
 |
 |
|
 |
Ageas |
51.570 |
8/12/24 |
0.33 |
57.471 |
|
49.252 |
8.219 |
16.69 |
|
38.26 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
36.213 |
8/09/24 |
3.15 |
18.111 |
|
15.802 |
2.310 |
14.62 |
|
31.94 |
| |  |
 |
 |
 |
|
 |
Aviva |
682.095 |
8/12/24 |
0.35 |
527.983 |
|
433.617 |
94.366 |
21.76 |
|
43.11 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.696 |
8/12/24 |
-1.33 |
12.979 |
|
11.229 |
1.750 |
15.58 |
|
29.10 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
172.410 |
|
153.670 |
18.740 |
12.19 |
|
28.95 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
27.255 |
8/12/24 |
-0.35 |
19.552 |
|
16.615 |
2.937 |
17.68 |
|
35.93 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
147.870 |
|
134.630 |
13.240 |
9.83 |
|
26.45 |
| |  |
 |
 |
 |
|
 |
Quálitas |
7.979 |
8/12/24 |
-2.49 |
5.448 |
|
4.742 |
0.705 |
14.87 |
|
33.30 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
224.350 |
|
207.200 |
17.150 |
8.28 |
|
25.57 |
| |  |
 |
 |
 |
|
 |
NN |
54.344 |
8/12/24 |
0.74 |
45.802 |
|
40.917 |
4.885 |
11.94 |
|
31.50 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
728.629 |
8/12/24 |
0.62 |
500.723 |
|
447.148 |
53.575 |
11.98 |
|
28.34 |
| |  |
 |
 |
 |
|
 |
ASR |
53.358 |
8/12/24 |
0.46 |
41.786 |
|
37.901 |
3.885 |
10.25 |
|
30.67 |
| |  |
 |
 |
 |
|
 |
Prudential |
895.092 |
8/12/24 |
0.41 |
2,009.519 |
|
1,689.850 |
319.669 |
18.92 |
|
35.05 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,800.688 |
8/12/24 |
0.86 |
4,340.222 |
|
3,841.904 |
498.319 |
12.97 |
|
34.00 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.695 |
8/12/24 |
0.01 |
9.532 |
|
8.918 |
0.613 |
6.88 |
|
25.47 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
317.804 |
8/12/24 |
0.53 |
374.293 |
|
347.454 |
26.839 |
7.72 |
|
33.73 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
244.970 |
|
229.540 |
15.430 |
6.72 |
|
20.32 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
52.366 |
8/12/24 |
-0.11 |
50.254 |
|
45.353 |
4.901 |
10.81 |
|
27.96 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/23/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Generali |
27.318 |
8/12/24 |
1.35 |
18.910 |
|
16.884 |
2.025 |
12.00 |
|
23.54 |
| |  |
 |
 |
 |
S |
 |
Scor |
20.844 |
8/12/24 |
1.06 |
34.534 |
|
34.410 |
0.124 |
0.36 |
|
22.75 |
| |  |
 |
 |
 |
|
 |
Axa |
39.365 |
8/12/24 |
-0.77 |
24.252 |
|
22.520 |
1.732 |
7.69 |
|
21.82 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
36.262 |
8/12/24 |
1.36 |
27.075 |
|
23.415 |
3.660 |
15.63 |
|
20.78 |
| |  |
 |
 |
 |
|
 |
Sampo |
49.270 |
8/12/24 |
0.40 |
44.658 |
|
42.033 |
2.625 |
6.25 |
|
20.50 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.341 |
8/12/24 |
0.45 |
12.173 |
|
11.455 |
0.718 |
6.26 |
|
12.68 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
116.187 |
8/12/24 |
0.10 |
93.240 |
|
91.956 |
1.284 |
1.40 |
|
16.40 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
519.157 |
8/12/24 |
0.85 |
418.945 |
|
411.991 |
6.954 |
1.69 |
|
16.19 |
| |  |
 |
 |
 |
|
 |
Allianz |
311.389 |
8/12/24 |
|
237.186 |
|
233.437 |
3.750 |
1.61 |
|
16.62 |
| |  |
 |
 |
 |
|
 |
Talanx |
80.920 |
8/12/24 |
1.92 |
41.640 |
|
36.547 |
5.093 |
13.94 |
|
15.21 |
| |  |
 |
 |
 |
|
 |
Sompo |
28.171 |
8/09/24 |
0.02 |
13.090 |
|
12.842 |
0.248 |
1.93 |
|
10.54 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
534.436 |
8/12/24 |
1.01 |
289.486 |
|
279.269 |
10.217 |
3.66 |
|
14.59 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
327.640 |
|
335.060 |
-7.420 |
-2.21 |
|
8.14 |
| |  |
 |
 |
 |
|
 |
FBD |
15.697 |
8/12/24 |
0.39 |
8.859 |
|
8.312 |
0.547 |
6.58 |
|
13.35 |
| |  |
 |
 |
 |
|
 |
Phoenix |
757.884 |
8/12/24 |
0.47 |
1,000.181 |
|
1,047.573 |
-47.392 |
-4.52 |
|
17.68 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
6.288 |
8/12/24 |
0.02 |
12.849 |
|
13.144 |
-0.295 |
-2.25 |
|
12.70 |
| |  |
 |
 |
 |
|
 |
Uniqa |
9.345 |
8/12/24 |
0.26 |
7.836 |
|
7.421 |
0.415 |
5.60 |
|
11.75 |
| |  |
 |
 |
 |
|
 |
SBI Life |
23.533 |
8/12/24 |
-1.17 |
11.719 |
|
11.215 |
0.504 |
4.49 |
|
8.70 |
| |  |
 |
 |
 |
|
 |
Tryg |
24.316 |
8/12/24 |
0.61 |
32.416 |
|
28.383 |
4.033 |
14.21 |
|
11.68 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,674.951 |
8/12/24 |
1.89 |
1,302.489 |
|
1,462.755 |
-160.266 |
-10.96 |
|
15.05 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
22.037 |
8/12/24 |
0.50 |
12.302 |
|
11.517 |
0.785 |
6.81 |
|
10.46 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
12.826 |
8/12/24 |
0.87 |
7.518 |
|
7.271 |
0.248 |
3.41 |
|
18.56 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
28.690 |
8/09/24 |
-0.50 |
9.944 |
|
10.156 |
-0.212 |
-2.09 |
|
4.64 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
3.074 |
8/12/24 |
0.52 |
2.258 |
|
2.097 |
0.161 |
7.66 |
|
15.37 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
276.709 |
8/12/24 |
5.23 |
171.696 |
|
170.981 |
0.715 |
0.42 |
|
6.86 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/23/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
China Life |
4.565 |
8/12/24 |
0.44 |
5.375 |
|
6.500 |
-1.125 |
-17.31 |
|
6.60 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.339 |
8/12/24 |
0.58 |
2.160 |
|
2.274 |
-0.115 |
-5.03 |
|
-1.60 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.597 |
8/12/24 |
|
1.848 |
|
1.886 |
-0.037 |
-1.97 |
|
1.37 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
319.415 |
8/12/24 |
1.00 |
157.680 |
|
185.569 |
-27.889 |
-15.03 |
|
1.27 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
5.672 |
8/12/24 |
0.56 |
3.898 |
|
3.749 |
0.149 |
3.98 |
|
4.88 |
| |  |
 |
 |
 |
|
 |
Beazley |
1,031.173 |
8/12/24 |
1.24 |
471.635 |
|
497.470 |
-25.836 |
-5.19 |
|
-3.38 |
| |  |
 |
 |
 |
L |
 |
DFV |
7.544 |
8/12/24 |
-0.80 |
19.404 |
|
23.151 |
-3.748 |
-16.19 |
|
-12.77 |
| |  |
 |
 |
 |
|
 |
Mandatum |
5.135 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 2/22/21 / 11/23/20 - 45 did rise, Market-Ratio(13) in USD = 80.36 % |
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 | |
| 1/02/06 |
8/07/06 |
217 |
|
- cash - |
| short |
8/07/06 |
8/21/06 |
14 |
 |
 |
 |
Glanbia |
100 |
3,646 |
|
2.742 |
2.907 |
2.577 |
-0.165 |
-6 |
9,398 |
-80 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
5,479 |
|
1.715 |
4.817 |
|
3.102 |
181 |
26,394 |
111 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
2,976 |
|
8.868 |
8.537 |
9.212 |
0.344 |
4 |
27,417 |
14 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
3,487 |
|
7.861 |
7.613 |
|
-0.248 |
-3 |
26,551 |
-15 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
50 |
|
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
555,751 |
19,767 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
43,996 |
|
12.632 |
20.007 |
|
7.375 |
58 |
880,238 |
40 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
61,406 |
|
14.335 |
13.454 |
15.273 |
0.939 |
7 |
937,883 |
39 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
40,882 |
|
22.941 |
27.114 |
|
4.173 |
18 |
1,108,492 |
22 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
119,860 |
|
9.248 |
5.004 |
17.093 |
7.845 |
85 |
2,048,796 |
396 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
324,792 |
|
6.308 |
19.911 |
|
13.603 |
216 |
6,466,987 |
35 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
1,031,134 |
|
6.272 |
7.126 |
5.418 |
-0.854 |
-14 |
5,586,273 |
-44 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
161,510 |
|
34.588 |
33.719 |
|
-0.869 |
-3 |
5,445,931 |
-14 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,001,746 |
|
5.436 |
5.124 |
5.768 |
0.332 |
6 |
5,778,176 |
29 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,437,201 |
|
2.371 |
2.171 |
|
-0.200 |
-8 |
5,290,107 |
-37 |
|
| short |
6/27/16 |
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 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
174,306 |
|
28.951 |
24.723 |
|
-4.228 |
-15 |
4,309,292 |
-6 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
2,542,717 |
|
1.695 |
1.677 |
1.713 |
0.018 |
1 |
4,354,404 |
9 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
31,987 |
|
136.130 |
127.320 |
|
-8.810 |
-6 |
4,072,599 |
-6 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
3006,062,565 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-4 |
3,907,881 |
-14 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
196,547 |
|
19.883 |
12.312 |
|
-7.570 |
-38 |
2,419,938 |
-22 |
|
| short |
5/09/22 |
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 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
12,316,432 |
|
0.152 |
0.142 |
|
-0.010 |
-7 |
1,750,899 |
-45 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
84,072 |
|
20.826 |
26.602 |
15.050 |
-5.776 |
-28 |
1,265,274 |
-88 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,621 |
|
349.360 |
337.670 |
|
-11.690 |
-3 |
1,222,944 |
-2 |
|
| accum | 8/07/06 |
8/12/24 | 7052 |
days out of 7269 invested (97%) |
12,129 |
1,222,944 |
28 |
|
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 | 2.74 | 2.91 | 2.58 | -0.17 | -6.02 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 7.86 | 7.61 | | -0.25 | -3.16 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 6.31 | 19.91 | | 13.60 | 215.65 | | | 187.28 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 1.72 | 4.82 | | 3.10 | 180.84 | | | 180.84 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 14.33 | 13.45 | 15.27 | 0.94 | 6.55 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 9.25 | 5.00 | 17.09 | 7.85 | 84.83 | | | 96.93 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 12.63 | 20.01 | | 7.38 | 58.39 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 22.94 | 27.11 | | 4.17 | 18.19 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 28.95 | 24.72 | | -4.23 | -14.60 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 20.83 | 26.60 | 15.05 | -5.78 | -27.74 | | | 15.52 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 8.87 | 8.54 | 9.21 | 0.34 | 3.88 | | | 3.88 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 5.44 | 5.12 | 5.77 | 0.33 | 6.10 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 3.49 | 3.65 | 3.33 | -0.16 | -4.61 | | | 1.21 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 1.69 | 1.68 | 1.71 | 0.02 | 1.05 | | | 1.05 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 34.59 | 33.72 | | -0.87 | -2.51 | | | -2.51 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -4.04 | | | -4.04 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 0.15 | 0.14 | | -0.01 | -6.62 | | | -6.62 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 2.37 | 2.17 | | -0.20 | -8.45 | | | -8.45 |
| 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 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 6.27 | 7.13 | 5.42 | -0.85 | -13.62 | | | -13.62 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 10.88 | 13.34 | 8.43 | -2.45 | -22.52 | | | -22.52 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 19.88 | 12.31 | | -7.57 | -38.08 | | | -38.08 |
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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