| | |
| | |
Assessment - Insurances in Japanese yen - 22/03/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/03/21 |
⇓ Δwk |
21/12/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,103.751 |
12/08/24 |
0.30 |
30,242.866 |
|
26,303.732 |
3,939.135 |
14.98 |
|
22.47 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,359.634 |
12/08/24 |
0.38 |
1,053.075 |
|
721.984 |
331.091 |
45.86 |
|
71.26 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,594.694 |
12/08/24 |
-0.40 |
6,535.677 |
|
4,698.055 |
1,837.623 |
39.11 |
|
53.07 |
| |  |
 |
 |
 |
|
 |
Aegon |
722.348 |
12/08/24 |
0.22 |
513.774 |
|
380.491 |
133.283 |
35.03 |
|
54.56 |
| |  |
 |
 |
 |
|
 |
AIG |
7,786.057 |
12/08/24 |
-0.62 |
5,026.524 |
|
3,861.995 |
1,164.529 |
30.15 |
|
48.24 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,982.327 |
12/08/24 |
-0.35 |
2,341.891 |
|
1,789.957 |
551.934 |
30.84 |
|
49.62 |
| |  |
 |
 |
 |
|
 |
Aviva |
73,025.851 |
12/08/24 |
0.35 |
59,949.970 |
|
43,397.757 |
16,552.213 |
38.14 |
|
50.21 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,503.975 |
12/08/24 |
0.33 |
6,409.183 |
|
5,317.766 |
1,091.417 |
20.52 |
|
41.52 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,664.573 |
12/08/24 |
-0.33 |
7,437.816 |
|
7,089.743 |
348.073 |
4.91 |
|
42.29 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
1,993.000 |
|
1,579.000 |
414.000 |
26.22 |
|
33.08 |
| |  |
 |
 |
 |
|
 |
NN |
5,800.084 |
12/08/24 |
0.74 |
5,310.466 |
|
4,341.240 |
969.226 |
22.33 |
|
38.64 |
| |  |
 |
 |
 |
|
 |
ASR |
5,694.887 |
12/08/24 |
0.46 |
4,818.251 |
|
4,016.153 |
802.098 |
19.97 |
|
37.79 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,123.923 |
12/08/24 |
-2.02 |
19,776.649 |
|
16,982.651 |
2,793.998 |
16.45 |
|
32.83 |
| |  |
 |
 |
 |
|
 |
Quálitas |
871.303 |
12/08/24 |
-2.49 |
620.924 |
|
542.411 |
78.513 |
14.47 |
|
40.34 |
| |  |
 |
 |
 |
|
 |
Prudential |
95,829.462 |
12/08/24 |
0.41 |
230,298.377 |
|
181,422.514 |
48,875.863 |
26.94 |
|
41.54 |
| |  |
 |
 |
 |
|
 |
Axa |
4,201.359 |
12/08/24 |
-0.77 |
2,918.873 |
|
2,421.835 |
497.038 |
20.52 |
|
35.75 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,351.982 |
12/08/24 |
0.50 |
1,602.620 |
|
1,288.964 |
313.657 |
24.33 |
|
34.23 |
| |  |
 |
 |
 |
|
 |
Generali |
2,915.626 |
12/08/24 |
1.35 |
2,182.499 |
|
1,756.988 |
425.511 |
24.22 |
|
32.53 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,714.394 |
12/08/24 |
-0.15 |
25,494.687 |
|
20,892.184 |
4,602.503 |
22.03 |
|
28.44 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
76,841.614 |
12/08/24 |
0.62 |
53,395.614 |
|
46,056.904 |
7,338.710 |
15.93 |
|
27.22 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,803.654 |
12/08/24 |
-1.29 |
16,047.257 |
|
14,277.084 |
1,770.173 |
12.40 |
|
26.50 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,024.436 |
12/08/24 |
0.53 |
41,037.451 |
|
33,632.571 |
7,404.880 |
22.02 |
|
35.40 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,253.186 |
12/08/24 |
0.10 |
10,763.953 |
|
9,346.842 |
1,417.110 |
15.16 |
|
25.48 |
| |  |
 |
 |
 |
L |
 |
AIA |
726.834 |
12/08/24 |
-1.33 |
1,354.937 |
|
1,198.349 |
156.588 |
13.07 |
|
24.10 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,224.707 |
12/08/24 |
1.06 |
3,870.186 |
|
3,288.818 |
581.368 |
17.68 |
|
28.01 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/03/21 |
⇓ Δwk |
21/12/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
46,795.712 |
12/08/24 |
-0.30 |
27,221.298 |
|
23,096.529 |
4,124.769 |
17.86 |
|
23.96 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,730.030 |
12/08/24 |
-0.11 |
5,595.339 |
|
4,476.102 |
1,119.237 |
25.00 |
|
31.77 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,234.245 |
12/08/24 |
|
27,532.864 |
|
24,494.105 |
3,038.759 |
12.41 |
|
25.23 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,463.203 |
12/08/24 |
1.17 |
39,888.182 |
|
34,732.120 |
5,156.063 |
14.85 |
|
21.37 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,055.312 |
12/08/24 |
0.01 |
1,021.360 |
|
878.968 |
142.392 |
16.20 |
|
23.83 |
| |  |
 |
 |
 |
|
 |
Talanx |
8,636.488 |
12/08/24 |
1.92 |
4,755.913 |
|
3,842.857 |
913.055 |
23.76 |
|
23.22 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
54,750.533 |
12/08/24 |
0.85 |
46,538.543 |
|
42,004.738 |
4,533.805 |
10.79 |
|
20.16 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
457.835 |
12/08/24 |
0.22 |
634.182 |
|
593.617 |
40.565 |
6.83 |
|
24.85 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
57,039.782 |
12/08/24 |
1.01 |
33,532.950 |
|
29,725.855 |
3,807.095 |
12.81 |
|
22.66 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,469.670 |
|
1,346.000 |
123.670 |
9.19 |
|
15.74 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,870.186 |
12/08/24 |
1.36 |
2,948.094 |
|
2,517.211 |
430.884 |
17.12 |
|
21.80 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
406,905.711 |
12/08/24 |
0.86 |
450,341.161 |
|
410,496.925 |
39,844.236 |
9.71 |
|
26.56 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,145.670 |
|
1,012.330 |
133.340 |
13.17 |
|
13.85 |
| |  |
 |
 |
 |
|
 |
Mapfre |
277.147 |
12/08/24 |
|
231.692 |
|
202.262 |
29.429 |
14.55 |
|
19.86 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,258.517 |
12/08/24 |
0.40 |
4,723.445 |
|
4,222.336 |
501.108 |
11.87 |
|
17.95 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,561.474 |
12/08/24 |
-1.17 |
1,352.398 |
|
1,174.635 |
177.764 |
15.13 |
|
17.56 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,532.893 |
12/08/24 |
5.23 |
20,130.160 |
|
16,330.246 |
3,799.914 |
23.27 |
|
17.24 |
| |  |
 |
 |
 |
L |
 |
Ping An |
471.252 |
12/08/24 |
0.45 |
1,316.425 |
|
1,243.696 |
72.729 |
5.85 |
|
13.63 |
| |  |
 |
 |
 |
|
 |
Uniqa |
997.417 |
12/08/24 |
0.26 |
840.272 |
|
799.436 |
40.836 |
5.11 |
|
13.57 |
| |  |
 |
 |
 |
|
 |
Phoenix |
81,139.834 |
12/08/24 |
0.47 |
107,683.720 |
|
95,662.911 |
12,020.810 |
12.57 |
|
17.64 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,364.970 |
12/08/24 |
0.87 |
800.097 |
|
685.448 |
114.649 |
16.73 |
|
18.98 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
327.121 |
12/08/24 |
0.52 |
245.341 |
|
238.144 |
7.196 |
3.02 |
|
16.21 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
34,242.932 |
12/08/24 |
1.00 |
18,208.160 |
|
18,379.084 |
-170.924 |
-0.93 |
|
9.59 |
| |  |
 |
 |
 |
|
 |
FBD |
1,675.349 |
12/08/24 |
0.39 |
896.117 |
|
958.817 |
-62.700 |
-6.54 |
|
8.21 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
678.980 |
12/08/24 |
0.02 |
1,334.223 |
|
1,374.684 |
-40.460 |
-2.94 |
|
8.90 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
22/03/21 |
⇓ Δwk |
21/12/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Hiscox |
179,322.050 |
12/08/24 |
1.89 |
126,264.441 |
|
133,508.186 |
-7,243.745 |
-5.43 |
|
6.35 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
145.367 |
12/08/24 |
0.58 |
228.274 |
|
225.132 |
3.141 |
1.40 |
|
-1.74 |
| |  |
 |
 |
 |
|
 |
Beazley |
110,398.436 |
12/08/24 |
1.24 |
52,122.540 |
|
48,093.886 |
4,028.654 |
8.38 |
|
2.27 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
603.656 |
12/08/24 |
0.56 |
400.470 |
|
379.934 |
20.536 |
5.41 |
|
2.25 |
| |  |
 |
 |
 |
L |
 |
China Life |
492.937 |
12/08/24 |
0.44 |
527.538 |
|
617.305 |
-89.767 |
-14.54 |
|
-3.24 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,595.414 |
12/08/24 |
0.61 |
2,556.989 |
|
3,198.218 |
-641.229 |
-20.05 |
|
-16.70 |
| |  |
 |
 |
 |
L |
 |
DFV |
805.206 |
12/08/24 |
-0.80 |
1,828.598 |
|
2,744.898 |
-916.300 |
-33.38 |
|
-21.72 |
| |  |
 |
 |
 |
|
 |
Mandatum |
548.060 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 22/03/21 / 21/12/20 - 49 did rise, Market-Ratio(13) in JPY = 87.50 % |
Technical Chart
Transactions Insurances in Japanese yen * 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 |
31 |
|
313.834 |
336.695 |
290.974 |
-22.861 |
-7 |
9,291 |
-86 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
46 |
|
198.635 |
523.182 |
|
324.547 |
163 |
24,220 |
102 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
25 |
|
963.109 |
885.090 |
1,048.006 |
84.896 |
9 |
26,343 |
34 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
32 |
|
815.030 |
807.880 |
|
-7.150 |
-1 |
26,114 |
-4 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
0 |
|
56,160.071 |
2,237.305 |
1,409,710.919 |
1,353,550.848 |
2,410 |
26,114 |
0 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
23 |
|
1,121.478 |
1,834.049 |
|
712.571 |
64 |
42,503 |
43 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
32 |
|
1,314.040 |
1,151.966 |
1,498.917 |
184.877 |
14 |
48,419 |
99 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
24 |
|
1,964.340 |
2,171.037 |
|
206.697 |
11 |
53,380 |
13 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
72 |
|
740.501 |
391.424 |
1,400.890 |
660.389 |
89 |
100,928 |
427 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
204 |
|
493.460 |
2,358.074 |
|
1,864.614 |
378 |
481,309 |
51 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
648 |
|
742.759 |
875.227 |
610.291 |
-132.468 |
-18 |
395,470 |
-55 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
93 |
|
4,248.231 |
3,988.994 |
|
-259.237 |
-6 |
371,361 |
-31 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
577 |
|
643.142 |
557.643 |
741.749 |
98.608 |
15 |
428,258 |
86 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,659 |
|
258.022 |
221.485 |
|
-36.536 |
-14 |
367,644 |
-55 |
|
| short |
27/06/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,032 |
|
356.095 |
373.877 |
338.313 |
-17.782 |
-5 |
349,292 |
-36 |
|
| long |
8/08/16 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
117 |
|
2,964.971 |
2,787.648 |
|
-177.323 |
-6 |
328,546 |
-3 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
1,719 |
|
191.097 |
183.208 |
199.325 |
8.228 |
4 |
342,689 |
44 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
23 |
|
14,869.957 |
13,739.435 |
|
-1,130.522 |
-8 |
316,687 |
-7 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2,166,131 |
|
0.146 |
0.151 |
0.141 |
-0.005 |
-3 |
306,074 |
-12 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
142 |
|
2,152.721 |
1,603.643 |
|
-549.078 |
-26 |
228,105 |
-14 |
|
| short |
9/05/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
160 |
|
1,417.622 |
1,758.074 |
1,077.170 |
-340.452 |
-24 |
173,633 |
-97 |
|
| long |
6/06/22 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
8,651 |
|
20.070 |
19.623 |
|
-0.447 |
-2 |
169,769 |
-18 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
59 |
|
2,874.775 |
3,781.819 |
1,967.732 |
-907.044 |
-32 |
116,253 |
-92 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
2 |
|
49,665.304 |
54,558.847 |
|
4,893.542 |
10 |
126,040 |
5 |
|
| accum | 7/08/06 |
12/08/24 | 7253 |
days out of 7470 invested (97%) |
1,160 |
126,040 |
14 |
|
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 | 56,160.07 | 2,237.31 | 1,409,710.92 | 1,353,550.85 | 2,410.17 | | | 2,410.17 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 313.83 | 336.69 | 290.97 | -22.86 | -7.28 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 815.03 | 807.88 | | -7.15 | -0.88 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 493.46 | 2,358.07 | | 1,864.61 | 377.87 | | | 339.17 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 198.63 | 523.18 | | 324.55 | 163.39 | | | 163.39 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 1,314.04 | 1,151.97 | 1,498.92 | 184.88 | 14.07 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 740.50 | 391.42 | 1,400.89 | 660.39 | 89.18 | | | 115.80 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 1,121.48 | 1,834.05 | | 712.57 | 63.54 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 1,964.34 | 2,171.04 | | 206.70 | 10.52 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 2,964.97 | 2,787.65 | | -177.32 | -5.98 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 2,874.78 | 3,781.82 | 1,967.73 | -907.04 | -31.55 | | | 16.32 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 643.14 | 557.64 | 741.75 | 98.61 | 15.33 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 356.10 | 373.88 | 338.31 | -17.78 | -4.99 | | | 9.57 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 963.11 | 885.09 | 1,048.01 | 84.90 | 8.81 | | | 8.81 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 191.10 | 183.21 | 199.32 | 8.23 | 4.31 | | | 4.31 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 14,869.96 | 13,739.44 | | -1,130.52 | -7.60 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 49,665.30 | 54,558.85 | | 4,893.54 | 9.85 | | | 1.50 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 20.07 | 19.62 | | -0.45 | -2.23 | | | -2.23 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.15 | 0.15 | 0.14 | -0.00 | -3.35 | | | -3.35 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 4,248.23 | 3,988.99 | | -259.24 | -6.10 | | | -6.10 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 258.02 | 221.49 | | -36.54 | -14.16 | | | -14.16 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 742.76 | 875.23 | 610.29 | -132.47 | -17.83 | | | -17.83 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 1,417.62 | 1,758.07 | 1,077.17 | -340.45 | -24.02 | | | -24.02 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 2,152.72 | 1,603.64 | | -549.08 | -25.51 | | | -25.51 |
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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