| | |
| | |
Assessment - Insurances in Dollar - 3/08/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/08/21 |
Δwk |
12/07/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
279.010 |
|
259.235 |
19.775 |
7.63 |
|
21.61 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
27.688 |
8/09/24 |
-0.50 |
9.670 |
|
10.131 |
-0.461 |
-4.55 |
|
2.15 |
| |  |
 |
 |
 |
|
 |
Sompo |
27.187 |
8/09/24 |
0.02 |
12.400 |
|
13.201 |
-0.802 |
-6.07 |
|
4.63 |
| |  |
 |
 |
 |
|
 |
Beazley |
1,013.574 |
8/12/24 |
1.24 |
502.079 |
|
473.663 |
28.417 |
6.00 |
|
4.10 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
34.948 |
8/09/24 |
3.15 |
17.515 |
|
15.961 |
1.554 |
9.74 |
|
26.60 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
311.258 |
8/12/24 |
1.00 |
165.068 |
|
174.462 |
-9.395 |
-5.38 |
|
6.17 |
| |  |
 |
 |
 |
|
 |
SBI Life |
23.245 |
8/12/24 |
-1.17 |
12.595 |
|
11.545 |
1.051 |
9.10 |
|
17.04 |
| |  |
 |
 |
 |
|
 |
FBD |
15.304 |
8/12/24 |
0.39 |
8.376 |
|
9.046 |
-0.670 |
-7.41 |
|
7.50 |
| |  |
 |
 |
 |
|
 |
Talanx |
78.894 |
8/12/24 |
1.92 |
43.588 |
|
37.856 |
5.731 |
15.14 |
|
20.97 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
12.426 |
8/12/24 |
0.87 |
7.215 |
|
7.406 |
-0.191 |
-2.58 |
|
14.55 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
257.610 |
|
229.240 |
28.370 |
12.38 |
|
26.01 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
521.058 |
8/12/24 |
1.01 |
314.628 |
|
290.287 |
24.341 |
8.39 |
|
24.16 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
350.170 |
|
347.860 |
2.310 |
0.66 |
|
14.76 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
21.485 |
8/12/24 |
0.50 |
13.525 |
|
12.635 |
0.890 |
7.04 |
|
20.95 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
217.240 |
|
211.450 |
5.790 |
2.74 |
|
19.12 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
47.240 |
|
39.790 |
7.450 |
18.72 |
|
50.85 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
269.783 |
8/12/24 |
5.23 |
178.906 |
|
166.242 |
12.664 |
7.62 |
|
11.62 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
5.495 |
8/12/24 |
0.56 |
3.692 |
|
3.867 |
-0.175 |
-4.52 |
|
-0.26 |
| |  |
 |
 |
 |
|
 |
Quálitas |
7.706 |
8/12/24 |
-2.49 |
5.300 |
|
5.013 |
0.288 |
5.74 |
|
29.07 |
| |  |
 |
 |
 |
|
 |
Axa |
38.379 |
8/12/24 |
-0.77 |
26.771 |
|
23.958 |
2.813 |
11.74 |
|
34.27 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
162.920 |
|
151.990 |
10.930 |
7.19 |
|
20.28 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
697.770 |
8/12/24 |
0.62 |
492.462 |
|
459.567 |
32.895 |
7.16 |
|
26.06 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.978 |
8/12/24 |
0.52 |
2.141 |
|
2.112 |
0.030 |
1.41 |
|
8.72 |
| |  |
 |
 |
 |
|
 |
Generali |
26.634 |
8/12/24 |
1.35 |
19.575 |
|
17.582 |
1.993 |
11.34 |
|
27.72 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
155.750 |
|
133.900 |
21.850 |
16.32 |
|
32.62 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/08/21 |
Δwk |
12/07/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Aegon |
6.599 |
8/12/24 |
0.22 |
5.069 |
|
3.826 |
1.244 |
32.51 |
|
67.02 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
12.457 |
8/12/24 |
0.38 |
9.587 |
|
7.280 |
2.307 |
31.70 |
|
70.51 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,646.365 |
8/12/24 |
1.89 |
1,270.568 |
|
1,373.515 |
-102.947 |
-7.50 |
|
13.17 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.532 |
8/12/24 |
|
1.968 |
|
2.098 |
-0.130 |
-6.17 |
|
8.66 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
35.354 |
8/12/24 |
1.36 |
27.524 |
|
24.372 |
3.152 |
12.93 |
|
22.45 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
27.141 |
8/12/24 |
-0.35 |
21.479 |
|
18.017 |
3.461 |
19.21 |
|
48.73 |
| |  |
 |
 |
 |
|
 |
Aviva |
670.454 |
8/12/24 |
0.35 |
549.296 |
|
444.192 |
105.104 |
23.66 |
|
48.36 |
| |  |
 |
 |
 |
|
 |
Allianz |
303.595 |
8/12/24 |
|
255.368 |
|
238.583 |
16.785 |
7.04 |
|
25.29 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
497.169 |
8/12/24 |
0.85 |
427.200 |
|
409.003 |
18.196 |
4.45 |
|
18.38 |
| |  |
 |
 |
 |
|
 |
ASR |
52.023 |
8/12/24 |
0.46 |
44.964 |
|
38.014 |
6.950 |
18.28 |
|
39.70 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
60.370 |
|
47.580 |
12.790 |
26.88 |
|
54.23 |
| |  |
 |
 |
 |
|
 |
Uniqa |
9.111 |
8/12/24 |
0.26 |
7.878 |
|
7.724 |
0.154 |
1.99 |
|
12.96 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
111.267 |
8/12/24 |
0.10 |
97.936 |
|
93.486 |
4.450 |
4.76 |
|
22.45 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
78.758 |
8/12/24 |
-0.33 |
69.803 |
|
66.646 |
3.156 |
4.74 |
|
45.16 |
| |  |
 |
 |
 |
|
 |
Tryg |
23.707 |
8/12/24 |
0.61 |
21.409 |
|
28.327 |
-6.918 |
-24.42 |
|
-26.42 |
| |  |
 |
 |
 |
|
 |
Sampo |
48.037 |
8/12/24 |
0.40 |
44.181 |
|
42.852 |
1.329 |
3.10 |
|
18.94 |
| |  |
 |
 |
 |
|
 |
NN |
52.984 |
8/12/24 |
0.74 |
48.997 |
|
41.251 |
7.746 |
18.78 |
|
39.39 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
52.146 |
8/12/24 |
-0.11 |
50.691 |
|
44.731 |
5.961 |
13.33 |
|
28.72 |
| |  |
 |
 |
 |
|
 |
Mandatum |
5.007 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.577 |
8/12/24 |
0.01 |
9.856 |
|
8.804 |
1.052 |
11.95 |
|
28.77 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,735.823 |
8/12/24 |
0.86 |
4,059.834 |
|
3,731.159 |
328.675 |
8.81 |
|
23.40 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.522 |
8/12/24 |
0.44 |
5.051 |
|
6.420 |
-1.369 |
-21.32 |
|
-0.57 |
| |  |
 |
 |
 |
|
 |
Ageas |
50.279 |
8/12/24 |
0.33 |
60.410 |
|
50.806 |
9.604 |
18.90 |
|
44.43 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
312.380 |
8/12/24 |
0.53 |
392.552 |
|
339.912 |
52.641 |
15.49 |
|
39.92 |
| |  |
 |
 |
 |
|
 |
Phoenix |
744.949 |
8/12/24 |
0.47 |
1,037.944 |
|
963.060 |
74.884 |
7.78 |
|
21.80 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/08/21 |
Δwk |
12/07/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
4.200 |
8/12/24 |
0.22 |
6.583 |
|
5.793 |
0.790 |
13.63 |
|
39.69 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.337 |
8/12/24 |
0.58 |
2.130 |
|
2.271 |
-0.142 |
-6.24 |
|
-2.59 |
| |  |
 |
 |
 |
S |
 |
Scor |
20.323 |
8/12/24 |
1.06 |
35.354 |
|
33.952 |
1.402 |
4.13 |
|
25.91 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.683 |
8/12/24 |
-1.33 |
12.432 |
|
11.351 |
1.081 |
9.53 |
|
22.53 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
6.228 |
8/12/24 |
0.02 |
13.026 |
|
13.848 |
-0.822 |
-5.94 |
|
13.69 |
| |  |
 |
 |
 |
L |
 |
DFV |
7.356 |
8/12/24 |
-0.80 |
16.016 |
|
27.058 |
-11.042 |
-40.81 |
|
-27.71 |
| |  |
 |
 |
 |
|
 |
Prudential |
879.815 |
8/12/24 |
0.41 |
2,090.150 |
|
1,686.223 |
403.928 |
23.95 |
|
39.74 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.333 |
8/12/24 |
0.45 |
12.606 |
|
12.461 |
0.145 |
1.17 |
|
16.30 |
| Insurances - 56 out of 57 instruments rated - 3/08/21 / 12/07/20 - 43 did rise, Market-Ratio(13) in USD = 76.79 % |
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 | 7309 |
days out of 7526 invested (97%) |
12,129 |
1,222,944 |
27 |
|
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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