| | |
| | |
Assessment - Insurances in Dollar - 6/28/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/28/21 |
⇓ Δwk |
3/29/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
276.458 |
|
279.514 |
-3.056 |
-1.09 |
|
9.14 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
21.601 |
8/12/24 |
0.50 |
16.281 |
|
14.792 |
1.489 |
10.07 |
|
29.85 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
47.960 |
|
46.580 |
1.380 |
2.96 |
|
27.89 |
| |  |
 |
 |
 |
|
 |
FBD |
15.386 |
8/12/24 |
0.39 |
10.568 |
|
7.961 |
2.606 |
32.74 |
|
26.85 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
59.750 |
|
60.160 |
-0.410 |
-0.68 |
|
26.04 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
12.432 |
8/12/24 |
0.38 |
9.333 |
|
9.919 |
-0.586 |
-5.90 |
|
30.33 |
| |  |
 |
 |
 |
|
 |
Aviva |
672.641 |
8/12/24 |
0.35 |
572.203 |
|
553.159 |
19.044 |
3.44 |
|
29.29 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
34.412 |
8/09/24 |
3.15 |
18.536 |
|
17.952 |
0.584 |
3.25 |
|
16.91 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
254.030 |
|
233.280 |
20.750 |
8.89 |
|
20.87 |
| |  |
 |
 |
 |
|
 |
Uniqa |
9.160 |
8/12/24 |
0.26 |
8.826 |
|
7.608 |
1.218 |
16.01 |
|
20.53 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
79.405 |
8/12/24 |
-0.33 |
72.234 |
|
67.043 |
5.191 |
7.74 |
|
21.26 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
276.610 |
|
258.820 |
17.790 |
6.87 |
|
19.64 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
313.812 |
8/12/24 |
1.00 |
196.962 |
|
165.179 |
31.783 |
19.24 |
|
19.09 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
401.460 |
|
379.060 |
22.400 |
5.91 |
|
17.65 |
| |  |
 |
 |
 |
|
 |
Generali |
26.777 |
8/12/24 |
1.35 |
19.979 |
|
20.092 |
-0.113 |
-0.56 |
|
16.14 |
| |  |
 |
 |
 |
|
 |
Ageas |
50.549 |
8/12/24 |
0.33 |
57.216 |
|
59.475 |
-2.259 |
-3.80 |
|
15.52 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
193.210 |
|
188.620 |
4.590 |
2.43 |
|
15.09 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
12.254 |
8/12/24 |
0.87 |
8.265 |
|
7.308 |
0.957 |
13.09 |
|
16.90 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,748.008 |
8/12/24 |
0.86 |
4,499.554 |
|
4,109.063 |
390.491 |
9.50 |
|
19.19 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
709.773 |
8/12/24 |
0.62 |
501.477 |
|
496.817 |
4.660 |
0.94 |
|
13.79 |
| |  |
 |
 |
 |
|
 |
SBI Life |
22.944 |
8/12/24 |
-1.17 |
13.485 |
|
11.985 |
1.500 |
12.52 |
|
13.87 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.634 |
8/12/24 |
0.22 |
4.162 |
|
4.726 |
-0.565 |
-11.95 |
|
13.34 |
| |  |
 |
 |
 |
|
 |
NN |
53.268 |
8/12/24 |
0.74 |
47.937 |
|
48.593 |
-0.656 |
-1.35 |
|
13.00 |
| |  |
 |
 |
 |
|
 |
Axa |
38.585 |
8/12/24 |
-0.77 |
25.769 |
|
26.681 |
-0.912 |
-3.42 |
|
12.54 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
149.450 |
|
153.850 |
-4.400 |
-2.86 |
|
12.04 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/28/21 |
⇓ Δwk |
3/29/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
35.544 |
8/12/24 |
1.36 |
27.791 |
|
26.558 |
1.233 |
4.64 |
|
11.04 |
| |  |
 |
 |
 |
|
 |
Allianz |
305.225 |
8/12/24 |
|
254.652 |
|
252.739 |
1.913 |
0.76 |
|
10.50 |
| |  |
 |
 |
 |
|
 |
Sampo |
48.294 |
8/12/24 |
0.40 |
46.768 |
|
45.118 |
1.649 |
3.66 |
|
10.13 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.937 |
8/12/24 |
0.52 |
2.384 |
|
2.163 |
0.221 |
10.20 |
|
11.69 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
27.818 |
8/12/24 |
-0.35 |
19.664 |
|
21.419 |
-1.754 |
-8.19 |
|
14.57 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.545 |
8/12/24 |
|
2.106 |
|
2.114 |
-0.008 |
-0.39 |
|
9.61 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.688 |
8/12/24 |
-1.33 |
12.346 |
|
12.368 |
-0.023 |
-0.18 |
|
9.32 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
9.453 |
8/12/24 |
0.01 |
9.369 |
|
9.451 |
-0.082 |
-0.87 |
|
7.60 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
53.448 |
8/12/24 |
-0.11 |
51.463 |
|
50.801 |
0.662 |
1.30 |
|
13.09 |
| |  |
 |
 |
 |
|
 |
Prudential |
882.685 |
8/12/24 |
0.41 |
1,965.690 |
|
2,127.588 |
-161.898 |
-7.61 |
|
12.37 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
313.399 |
8/12/24 |
0.53 |
362.159 |
|
380.168 |
-18.008 |
-4.74 |
|
11.83 |
| |  |
 |
 |
 |
|
 |
Talanx |
79.318 |
8/12/24 |
1.92 |
40.840 |
|
42.633 |
-1.794 |
-4.21 |
|
6.10 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
27.263 |
8/09/24 |
-0.50 |
9.778 |
|
10.272 |
-0.494 |
-4.81 |
|
1.33 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
113.181 |
8/12/24 |
0.10 |
91.568 |
|
100.494 |
-8.926 |
-8.88 |
|
4.24 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
505.722 |
8/12/24 |
0.85 |
408.103 |
|
432.302 |
-24.199 |
-5.60 |
|
3.39 |
| |  |
 |
 |
 |
|
 |
Sompo |
26.770 |
8/09/24 |
0.02 |
12.707 |
|
13.438 |
-0.731 |
-5.44 |
|
0.41 |
| |  |
 |
 |
 |
S |
 |
Scor |
20.432 |
8/12/24 |
1.06 |
31.918 |
|
35.685 |
-3.767 |
-10.56 |
|
3.35 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
5.419 |
8/12/24 |
0.56 |
3.853 |
|
3.608 |
0.244 |
6.77 |
|
4.21 |
| |  |
 |
 |
 |
|
 |
ASR |
52.302 |
8/12/24 |
0.46 |
39.039 |
|
44.435 |
-5.397 |
-12.14 |
|
1.93 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,651.735 |
8/12/24 |
1.89 |
1,222.478 |
|
1,138.849 |
83.630 |
7.34 |
|
4.61 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
271.231 |
8/12/24 |
5.23 |
170.981 |
|
182.664 |
-11.684 |
-6.40 |
|
0.82 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
523.856 |
8/12/24 |
1.01 |
279.282 |
|
306.443 |
-27.160 |
-8.86 |
|
-1.23 |
| |  |
 |
 |
 |
|
 |
Beazley |
1,016.880 |
8/12/24 |
1.24 |
470.515 |
|
480.241 |
-9.725 |
-2.03 |
|
-1.50 |
| |  |
 |
 |
 |
|
 |
Phoenix |
747.379 |
8/12/24 |
0.47 |
932.418 |
|
1,009.002 |
-76.584 |
-7.59 |
|
-1.78 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.317 |
8/12/24 |
-2.49 |
4.673 |
|
5.460 |
-0.788 |
-14.42 |
|
-1.20 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/28/21 |
⇓ Δwk |
3/29/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
China Life |
4.570 |
8/12/24 |
0.44 |
5.345 |
|
4.890 |
0.455 |
9.30 |
|
-5.22 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.338 |
8/12/24 |
0.58 |
2.018 |
|
2.080 |
-0.062 |
-2.97 |
|
-8.74 |
| |  |
 |
 |
 |
|
 |
Tryg |
23.835 |
8/12/24 |
0.61 |
25.343 |
|
23.597 |
1.746 |
7.40 |
|
-9.73 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.336 |
8/12/24 |
0.45 |
10.032 |
|
12.059 |
-2.027 |
-16.81 |
|
-10.61 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
4.245 |
8/12/24 |
0.22 |
4.693 |
|
5.891 |
-1.198 |
-20.34 |
|
-9.40 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
6.295 |
8/12/24 |
0.02 |
10.166 |
|
12.051 |
-1.885 |
-15.64 |
|
-14.67 |
| |  |
 |
 |
 |
L |
 |
DFV |
7.395 |
8/12/24 |
-0.80 |
14.432 |
|
15.781 |
-1.349 |
-8.55 |
|
-28.13 |
| |  |
 |
 |
 |
|
 |
Mandatum |
5.033 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 6/28/21 / 3/29/21 - 25 did rise, Market-Ratio(13) in USD = 44.64 % |
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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