| | |
| | |
Assessment - Insurances in Pound sterling - 15/03/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
15/03/21 |
⇓ Δwk |
14/12/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
245.534 |
12/08/24 |
0.30 |
201.499 |
|
192.250 |
9.250 |
4.81 |
|
12.93 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
2,698.000 |
12/08/24 |
0.86 |
2,912.000 |
|
2,865.000 |
47.000 |
1.64 |
|
13.22 |
| |  |
 |
 |
 |
|
 |
Aegon |
4.775 |
12/08/24 |
0.22 |
3.536 |
|
2.714 |
0.822 |
30.30 |
|
48.35 |
| |  |
 |
 |
 |
|
 |
Ageas |
36.383 |
12/08/24 |
0.33 |
43.148 |
|
38.439 |
4.710 |
12.25 |
|
32.02 |
| |  |
 |
 |
 |
L |
 |
AIA |
4.810 |
12/08/24 |
-1.33 |
9.269 |
|
8.708 |
0.561 |
6.44 |
|
17.27 |
| |  |
 |
 |
 |
|
 |
Allianz |
219.690 |
12/08/24 |
|
183.161 |
|
175.076 |
8.085 |
4.62 |
|
15.47 |
| |  |
 |
 |
 |
|
 |
AIG |
51.524 |
12/08/24 |
-0.62 |
34.781 |
|
28.616 |
6.165 |
21.54 |
|
42.29 |
| |  |
 |
 |
 |
|
 |
ASR |
37.645 |
12/08/24 |
0.46 |
31.318 |
|
28.079 |
3.239 |
11.54 |
|
24.28 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
12/08/24 |
0.35 |
391.100 |
|
320.300 |
70.800 |
22.10 |
|
35.48 |
| |  |
 |
 |
 |
|
 |
Axa |
27.772 |
12/08/24 |
-0.77 |
19.535 |
|
17.945 |
1.590 |
8.86 |
|
25.94 |
| |  |
 |
 |
 |
|
 |
Beazley |
732.000 |
12/08/24 |
1.24 |
354.600 |
|
350.800 |
3.800 |
1.08 |
|
-4.30 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
309.671 |
12/08/24 |
-0.30 |
183.195 |
|
167.115 |
16.080 |
9.62 |
|
15.17 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.266 |
12/08/24 |
0.44 |
3.523 |
|
4.471 |
-0.948 |
-21.20 |
|
-10.96 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
0.962 |
12/08/24 |
0.58 |
1.520 |
|
1.656 |
-0.136 |
-8.23 |
|
-9.87 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.033 |
12/08/24 |
0.22 |
4.596 |
|
4.281 |
0.315 |
7.35 |
|
24.96 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
25.080 |
9/08/24 |
3.15 |
12.781 |
|
11.811 |
0.970 |
8.21 |
|
18.31 |
| |  |
 |
 |
 |
|
 |
FBD |
11.075 |
12/08/24 |
0.39 |
6.010 |
|
6.657 |
-0.648 |
-9.73 |
|
-0.00 |
| |  |
 |
 |
 |
|
 |
Generali |
19.273 |
12/08/24 |
1.35 |
14.453 |
|
13.004 |
1.448 |
11.14 |
|
21.40 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
15.547 |
12/08/24 |
0.50 |
9.907 |
|
9.521 |
0.386 |
4.06 |
|
14.43 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
195.223 |
12/08/24 |
5.23 |
130.149 |
|
120.469 |
9.680 |
8.04 |
|
5.02 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
6.969 |
12/08/24 |
0.01 |
6.986 |
|
6.678 |
0.307 |
4.60 |
|
16.91 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,189.000 |
12/08/24 |
1.89 |
840.400 |
|
1,000.000 |
-159.600 |
-15.96 |
|
-3.02 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
3.994 |
12/08/24 |
0.56 |
2.599 |
|
2.898 |
-0.299 |
-10.31 |
|
-8.69 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
225.600 |
12/08/24 |
0.53 |
287.000 |
|
248.900 |
38.100 |
15.31 |
|
31.16 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
166.258 |
12/08/24 |
-2.02 |
125.339 |
|
120.051 |
5.288 |
4.40 |
|
17.64 |
| |
|
instrument |
freshest |
⇓ Δday |
15/03/21 |
⇓ Δwk |
14/12/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
3.623 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
19.805 |
12/08/24 |
-0.35 |
15.511 |
|
13.155 |
2.356 |
17.91 |
|
37.44 |
| |  |
 |
 |
 |
|
 |
Mapfre |
1.832 |
12/08/24 |
|
1.470 |
|
1.525 |
-0.055 |
-3.61 |
|
5.07 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.164 |
12/08/24 |
0.52 |
1.629 |
|
1.624 |
0.004 |
0.26 |
|
6.58 |
| |  |
 |
 |
 |
|
 |
MetLife |
50.258 |
12/08/24 |
-0.40 |
43.559 |
|
34.375 |
9.184 |
26.72 |
|
41.81 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
242.958 |
12/08/24 |
-0.15 |
168.380 |
|
149.739 |
18.641 |
12.45 |
|
17.92 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
19.870 |
9/08/24 |
-0.50 |
7.074 |
|
7.569 |
-0.495 |
-6.53 |
|
-3.08 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
377.053 |
12/08/24 |
1.01 |
225.528 |
|
217.409 |
8.119 |
3.73 |
|
14.42 |
| |  |
 |
 |
 |
|
 |
NN |
38.341 |
12/08/24 |
0.74 |
34.615 |
|
30.550 |
4.064 |
13.30 |
|
25.70 |
| |  |
 |
 |
 |
|
 |
Phoenix |
538.000 |
12/08/24 |
0.47 |
721.600 |
|
707.400 |
14.200 |
2.01 |
|
8.95 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.119 |
12/08/24 |
0.45 |
9.088 |
|
9.051 |
0.037 |
0.40 |
|
8.18 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
4.499 |
12/08/24 |
0.02 |
9.426 |
|
10.047 |
-0.621 |
-6.18 |
|
6.08 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
12/08/24 |
0.41 |
1,545.000 |
|
1,313.000 |
232.000 |
17.67 |
|
32.34 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.031 |
12/08/24 |
0.87 |
5.439 |
|
5.581 |
-0.143 |
-2.55 |
|
11.55 |
| |  |
 |
 |
 |
|
 |
Quálitas |
5.736 |
12/08/24 |
-2.49 |
4.107 |
|
3.633 |
0.474 |
13.05 |
|
28.21 |
| |  |
 |
 |
 |
|
 |
Sampo |
34.761 |
12/08/24 |
0.40 |
32.039 |
|
31.462 |
0.577 |
1.83 |
|
10.95 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
225.186 |
12/08/24 |
1.00 |
122.597 |
|
131.818 |
-9.221 |
-7.00 |
|
1.96 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
56.979 |
12/08/24 |
-0.33 |
50.436 |
|
51.698 |
-1.261 |
-2.44 |
|
33.58 |
| |  |
 |
 |
 |
|
 |
SBI Life |
16.915 |
12/08/24 |
-1.17 |
9.127 |
|
8.659 |
0.468 |
5.41 |
|
9.36 |
| |  |
 |
 |
 |
S |
 |
Scor |
14.706 |
12/08/24 |
1.06 |
25.858 |
|
24.659 |
1.199 |
4.86 |
|
18.67 |
| |  |
 |
 |
 |
|
 |
Sompo |
19.511 |
9/08/24 |
0.02 |
9.422 |
|
9.919 |
-0.497 |
-5.02 |
|
2.56 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
9.011 |
12/08/24 |
0.38 |
6.916 |
|
5.355 |
1.561 |
29.15 |
|
56.45 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
38.051 |
12/08/24 |
-0.11 |
37.036 |
|
33.234 |
3.802 |
11.44 |
|
20.63 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
505.748 |
12/08/24 |
0.62 |
354.380 |
|
337.041 |
17.339 |
5.14 |
|
16.78 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
80.647 |
12/08/24 |
0.10 |
70.721 |
|
68.204 |
2.517 |
3.69 |
|
14.01 |
| |
|
instrument |
freshest |
⇓ Δday |
15/03/21 |
⇓ Δwk |
14/12/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
57.090 |
12/08/24 |
1.92 |
31.198 |
|
27.869 |
3.329 |
11.94 |
|
11.96 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
150.903 |
12/08/24 |
-1.29 |
113.208 |
|
100.479 |
12.729 |
12.67 |
|
23.80 |
| |  |
 |
 |
 |
|
 |
Tryg |
17.156 |
12/08/24 |
0.61 |
16.752 |
|
22.326 |
-5.574 |
-24.97 |
|
-25.05 |
| |  |
 |
 |
 |
|
 |
Uniqa |
6.593 |
12/08/24 |
0.26 |
5.589 |
|
5.846 |
-0.257 |
-4.39 |
|
3.98 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
406.733 |
12/08/24 |
1.17 |
254.621 |
|
252.063 |
2.558 |
1.01 |
|
7.33 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
25.583 |
12/08/24 |
1.36 |
20.175 |
|
18.184 |
1.990 |
10.95 |
|
15.57 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
360.351 |
12/08/24 |
0.85 |
303.976 |
|
302.169 |
1.807 |
0.60 |
|
8.49 |
| |  |
 |
 |
 |
L |
 |
DFV |
5.323 |
12/08/24 |
-0.80 |
12.373 |
|
19.862 |
-7.490 |
-37.71 |
|
-27.15 |
| Insurances - 56 out of 57 instruments rated - 15/03/21 / 14/12/20 - 41 did rise, Market-Ratio(13) in GBP = 73.21 % |
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 | |
| 2/01/06 |
7/08/06 |
217 |
|
- cash - |
| short |
7/08/06 |
21/08/06 |
14 |
 |
 |
 |
Glanbia |
100 |
6,958 |
|
1.437 |
1.545 |
1.329 |
-0.108 |
-8 |
9,246 |
-87 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
10,141 |
|
0.912 |
2.440 |
|
1.529 |
168 |
24,749 |
104 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
5,508 |
|
4.493 |
4.273 |
4.723 |
0.231 |
5 |
26,021 |
19 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
6,613 |
|
3.935 |
3.816 |
|
-0.119 |
-3 |
25,232 |
-15 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
95 |
|
265.237 |
18.254 |
3,853.997 |
3,588.761 |
1,353 |
366,164 |
10,375 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
40,017 |
|
9.150 |
13.750 |
|
4.600 |
50 |
550,243 |
34 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
55,853 |
|
9.851 |
8.662 |
11.205 |
1.353 |
14 |
625,820 |
96 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
42,371 |
|
14.770 |
16.750 |
|
1.980 |
13 |
709,714 |
16 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
124,225 |
|
5.713 |
3.121 |
10.458 |
4.745 |
83 |
1,299,184 |
384 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
330,203 |
|
3.935 |
12.621 |
|
8.686 |
221 |
4,167,389 |
36 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
1,048,312 |
|
3.975 |
4.710 |
3.240 |
-0.735 |
-18 |
3,396,951 |
-56 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
148,577 |
|
22.863 |
23.671 |
|
0.807 |
4 |
3,516,913 |
22 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
921,531 |
|
3.816 |
3.589 |
4.059 |
0.242 |
6 |
3,740,036 |
31 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,252,385 |
|
1.660 |
1.632 |
|
-0.028 |
-2 |
3,676,781 |
-9 |
|
| short |
27/06/16 |
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 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
154,583 |
|
22.200 |
19.595 |
|
-2.605 |
-12 |
3,029,071 |
-5 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
2,255,012 |
|
1.343 |
1.273 |
1.417 |
0.074 |
6 |
3,195,803 |
59 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
30,926 |
|
103.334 |
99.604 |
|
-3.730 |
-4 |
3,080,449 |
-3 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2906,420,892 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-6 |
2,906,421 |
-19 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
185,714 |
|
15.650 |
9.966 |
|
-5.684 |
-36 |
1,850,837 |
-21 |
|
| short |
9/05/22 |
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 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
12,086,801 |
|
0.121 |
0.119 |
|
-0.003 |
-2 |
1,433,934 |
-18 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
82,504 |
|
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
994,188 |
-91 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,333 |
|
298.242 |
267.106 |
|
-31.137 |
-10 |
890,409 |
-6 |
|
| accum | 7/08/06 |
12/08/24 | 7393 |
days out of 7610 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 | 30/06/08 | 26/01/09 | 210 | 265.24 | 18.25 | 3,854.00 | 3,588.76 | 1,353.04 | | | 1,353.04 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 1.44 | 1.55 | 1.33 | -0.11 | -7.54 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 3.93 | 3.82 | | -0.12 | -3.03 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 3.93 | 12.62 | | 8.69 | 220.77 | | | 187.61 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 0.91 | 2.44 | | 1.53 | 167.67 | | | 167.67 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 9.85 | 8.66 | 11.20 | 1.35 | 13.74 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 5.71 | 3.12 | 10.46 | 4.75 | 83.06 | | | 108.20 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 1.34 | 1.27 | 1.42 | 0.07 | 5.50 | | | 5.50 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 4.49 | 4.27 | 4.72 | 0.23 | 5.14 | | | 5.14 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 9.15 | 13.75 | | 4.60 | 50.27 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 14.77 | 16.75 | | 1.98 | 13.41 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 22.20 | 19.60 | | -2.61 | -11.73 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 17.38 | 22.71 | 12.05 | -5.33 | -30.67 | | | 4.29 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 22.86 | 23.67 | | 0.81 | 3.53 | | | 3.53 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 3.82 | 3.59 | 4.06 | 0.24 | 6.34 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 2.62 | 2.80 | 2.45 | -0.17 | -6.66 | | | -0.74 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 1.66 | 1.63 | | -0.03 | -1.69 | | | -1.69 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 0.12 | 0.12 | | -0.00 | -2.28 | | | -2.28 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -5.65 | | | -5.65 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 103.33 | 99.60 | | -3.73 | -3.61 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 298.24 | 267.11 | | -31.14 | -10.44 | | | -13.67 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 3.98 | 4.71 | 3.24 | -0.73 | -18.49 | | | -18.49 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 15.65 | 9.97 | | -5.68 | -36.32 | | | -36.32 |
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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