| | |
| | |
Assessment - Insurances in Euro - 7/12/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/12/21 |
⇓ Δwk |
4/12/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
287.708 |
8/12/24 |
0.30 |
231.652 |
|
236.493 |
-4.841 |
-2.05 |
|
8.29 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
18.110 |
8/12/24 |
0.50 |
13.980 |
|
13.020 |
0.960 |
7.37 |
|
31.39 |
| |  |
 |
 |
 |
|
 |
AIG |
60.374 |
8/12/24 |
-0.62 |
39.997 |
|
39.567 |
0.430 |
1.09 |
|
25.00 |
| |  |
 |
 |
 |
|
 |
MetLife |
58.890 |
8/12/24 |
-0.40 |
50.215 |
|
52.572 |
-2.357 |
-4.48 |
|
23.78 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
10.279 |
8/12/24 |
0.38 |
7.665 |
|
8.269 |
-0.604 |
-7.31 |
|
24.81 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
284.689 |
8/12/24 |
-0.15 |
217.275 |
|
202.072 |
15.203 |
7.52 |
|
21.64 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
476.596 |
8/12/24 |
1.17 |
350.763 |
|
315.698 |
35.065 |
11.11 |
|
21.24 |
| |  |
 |
 |
 |
|
 |
FBD |
12.900 |
8/12/24 |
0.39 |
8.500 |
|
6.960 |
1.540 |
22.13 |
|
20.26 |
| |  |
 |
 |
 |
|
 |
Aviva |
566.913 |
8/12/24 |
0.35 |
470.437 |
|
470.758 |
-0.321 |
-0.07 |
|
24.28 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
362.861 |
8/12/24 |
-0.30 |
236.161 |
|
224.792 |
11.368 |
5.06 |
|
19.76 |
| |  |
 |
 |
 |
|
 |
SBI Life |
19.289 |
8/12/24 |
-1.17 |
11.691 |
|
9.758 |
1.933 |
19.81 |
|
16.96 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.680 |
8/12/24 |
0.26 |
7.250 |
|
6.730 |
0.520 |
7.73 |
|
17.01 |
| |  |
 |
 |
 |
|
 |
Generali |
22.450 |
8/12/24 |
1.35 |
17.005 |
|
17.070 |
-0.065 |
-0.38 |
|
16.75 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
194.815 |
8/12/24 |
-2.02 |
164.885 |
|
168.345 |
-3.460 |
-2.06 |
|
15.53 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
29.066 |
8/09/24 |
3.15 |
14.995 |
|
15.335 |
-0.340 |
-2.22 |
|
11.01 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
176.823 |
8/12/24 |
-1.29 |
129.913 |
|
127.393 |
2.520 |
1.98 |
|
14.93 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,158.881 |
8/12/24 |
0.86 |
3,798.150 |
|
3,695.928 |
102.222 |
2.77 |
|
17.85 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
8/12/24 |
0.22 |
3.541 |
|
3.979 |
-0.438 |
-11.01 |
|
13.54 |
| |  |
 |
 |
 |
|
 |
NN |
44.660 |
8/12/24 |
0.74 |
40.780 |
|
42.260 |
-1.480 |
-3.50 |
|
13.18 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.450 |
8/12/24 |
0.52 |
2.052 |
|
1.862 |
0.190 |
10.20 |
|
14.18 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
8/12/24 |
-0.77 |
21.825 |
|
23.680 |
-1.855 |
-7.83 |
|
12.88 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
600.846 |
8/12/24 |
0.62 |
421.384 |
|
432.622 |
-11.238 |
-2.60 |
|
12.75 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
261.103 |
8/12/24 |
1.00 |
156.883 |
|
142.313 |
14.570 |
10.24 |
|
12.20 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
29.800 |
8/12/24 |
1.36 |
23.650 |
|
23.100 |
0.550 |
2.38 |
|
11.87 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
10.224 |
8/12/24 |
0.87 |
6.726 |
|
6.228 |
0.498 |
8.00 |
|
12.50 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/12/21 |
⇓ Δwk |
4/12/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Sampo |
40.490 |
8/12/24 |
0.40 |
39.920 |
|
40.280 |
-0.360 |
-0.89 |
|
10.97 |
| |  |
 |
 |
 |
|
 |
Talanx |
66.500 |
8/12/24 |
1.92 |
35.880 |
|
36.660 |
-0.780 |
-2.13 |
|
10.92 |
| |  |
 |
 |
 |
|
 |
Ageas |
42.380 |
8/12/24 |
0.33 |
46.960 |
|
51.240 |
-4.280 |
-8.35 |
|
10.86 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
66.068 |
8/12/24 |
-0.33 |
56.787 |
|
56.776 |
0.011 |
0.02 |
|
10.40 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
264.138 |
8/12/24 |
0.53 |
313.898 |
|
341.677 |
-27.780 |
-8.13 |
|
14.24 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.134 |
8/12/24 |
|
1.765 |
|
1.796 |
-0.031 |
-1.73 |
|
9.02 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
8/12/24 |
|
212.100 |
|
219.150 |
-7.050 |
-3.22 |
|
8.96 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
44.610 |
8/12/24 |
-0.11 |
43.454 |
|
43.542 |
-0.088 |
-0.20 |
|
12.32 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
23.219 |
8/12/24 |
-0.35 |
16.386 |
|
18.373 |
-1.988 |
-10.82 |
|
12.13 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
23.028 |
8/09/24 |
-0.50 |
8.430 |
|
8.231 |
0.199 |
2.41 |
|
4.05 |
| |  |
 |
 |
 |
|
 |
Sompo |
22.612 |
8/09/24 |
0.02 |
11.059 |
|
10.571 |
0.488 |
4.62 |
|
3.91 |
| |  |
 |
 |
 |
L |
 |
AIA |
5.636 |
8/12/24 |
-1.33 |
10.218 |
|
10.388 |
-0.170 |
-1.63 |
|
6.86 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
95.811 |
8/12/24 |
0.10 |
78.362 |
|
85.323 |
-6.961 |
-8.16 |
|
5.80 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
7.947 |
8/12/24 |
0.01 |
7.726 |
|
7.687 |
0.039 |
0.51 |
|
5.02 |
| |  |
 |
 |
 |
|
 |
Prudential |
743.941 |
8/12/24 |
0.41 |
1,611.638 |
|
1,790.864 |
-179.226 |
-10.01 |
|
8.86 |
| |  |
 |
 |
 |
|
 |
ASR |
43.850 |
8/12/24 |
0.46 |
33.700 |
|
38.310 |
-4.610 |
-12.03 |
|
3.95 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
8/12/24 |
5.23 |
147.400 |
|
157.150 |
-9.750 |
-6.20 |
|
3.90 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
428.109 |
8/12/24 |
0.85 |
338.563 |
|
349.811 |
-11.248 |
-3.22 |
|
1.88 |
| |  |
 |
 |
 |
|
 |
Beazley |
857.043 |
8/12/24 |
1.24 |
416.579 |
|
397.508 |
19.071 |
4.80 |
|
4.67 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,392.109 |
8/12/24 |
1.89 |
1,020.021 |
|
999.192 |
20.829 |
2.08 |
|
3.38 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.522 |
8/12/24 |
0.56 |
3.101 |
|
3.091 |
0.009 |
0.31 |
|
0.30 |
| |  |
 |
 |
 |
S |
 |
Scor |
17.130 |
8/12/24 |
1.06 |
25.700 |
|
29.390 |
-3.690 |
-12.56 |
|
-1.24 |
| |  |
 |
 |
 |
|
 |
Phoenix |
629.903 |
8/12/24 |
0.47 |
811.849 |
|
849.925 |
-38.076 |
-4.48 |
|
1.43 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
8/12/24 |
1.01 |
231.850 |
|
265.300 |
-33.450 |
-12.61 |
|
-2.35 |
| |  |
 |
 |
 |
|
 |
Quálitas |
7.006 |
8/12/24 |
-2.49 |
3.960 |
|
4.774 |
-0.814 |
-17.05 |
|
-1.01 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/12/21 |
⇓ Δwk |
4/12/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Tryg |
19.981 |
8/12/24 |
0.61 |
21.346 |
|
20.202 |
1.144 |
5.66 |
|
-8.62 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.842 |
8/12/24 |
0.44 |
4.139 |
|
3.993 |
0.146 |
3.65 |
|
-12.92 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.654 |
8/12/24 |
0.45 |
7.748 |
|
9.816 |
-2.068 |
-21.07 |
|
-17.27 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.200 |
8/12/24 |
-0.80 |
13.400 |
|
13.400 |
0.000 |
0.00 |
|
-18.20 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.127 |
8/12/24 |
0.58 |
1.496 |
|
1.706 |
-0.210 |
-12.29 |
|
-18.68 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.568 |
8/12/24 |
0.22 |
3.576 |
|
4.467 |
-0.891 |
-19.95 |
|
-17.83 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.292 |
8/12/24 |
0.02 |
7.738 |
|
9.891 |
-2.153 |
-21.77 |
|
-22.07 |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.220 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 7/12/21 / 4/12/21 - 23 did rise, Market-Ratio(13) in EUR = 41.07 % |
Technical Chart
Transactions Insurances in Euro * 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 |
4,694 |
|
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
6,996 |
|
1.337 |
3.267 |
|
1.930 |
144 |
22,859 |
91 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
3,800 |
|
6.015 |
5.397 |
6.703 |
0.688 |
11 |
25,475 |
46 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
5,125 |
|
4.970 |
4.820 |
|
-0.150 |
-3 |
24,706 |
-15 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
73 |
|
335.064 |
19.403 |
5,786.250 |
5,451.186 |
1,627 |
422,643 |
14,041 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
43,456 |
|
9.726 |
16.519 |
|
6.793 |
70 |
717,828 |
47 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
60,652 |
|
11.835 |
10.585 |
13.233 |
1.398 |
12 |
802,595 |
79 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
44,466 |
|
18.050 |
18.954 |
|
0.905 |
5 |
842,827 |
6 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
130,367 |
|
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,501,480 |
351 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
328,192 |
|
4.575 |
17.150 |
|
12.575 |
275 |
5,628,495 |
42 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
1,041,927 |
|
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
4,269,822 |
-67 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
131,177 |
|
32.550 |
31.080 |
|
-1.470 |
-5 |
4,076,992 |
-23 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
813,608 |
|
5.011 |
4.530 |
5.543 |
0.532 |
11 |
4,509,913 |
55 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,151,641 |
|
2.096 |
1.965 |
|
-0.131 |
-6 |
4,227,645 |
-29 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,338,285 |
|
3.159 |
3.293 |
3.025 |
-0.134 |
-4 |
4,048,314 |
-31 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
155,021 |
|
26.115 |
21.776 |
|
-4.339 |
-17 |
3,375,684 |
-7 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
2,261,393 |
|
1.493 |
1.466 |
1.520 |
0.027 |
2 |
3,436,413 |
17 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
28,872 |
|
119.019 |
114.028 |
|
-4.991 |
-4 |
3,292,316 |
-4 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2713,399,922 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-1 |
3,256,080 |
-4 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
184,941 |
|
17.606 |
11.640 |
|
-5.966 |
-34 |
2,152,722 |
-19 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
209,209 |
|
10.290 |
12.468 |
8.111 |
-2.179 |
-21 |
1,696,945 |
-96 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
11,921,990 |
|
0.142 |
0.140 |
|
-0.003 |
-2 |
1,666,528 |
-15 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
81,379 |
|
20.478 |
26.217 |
14.740 |
-5.738 |
-28 |
1,199,544 |
-88 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,484 |
|
344.295 |
314.809 |
|
-29.487 |
-9 |
1,096,812 |
-5 |
|
| accum | 8/07/06 |
8/12/24 | 7052 |
days out of 7269 invested (97%) |
10,868 |
1,096,812 |
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 | 335.06 | 19.40 | 5,786.25 | 5,451.19 | 1,626.91 | | | 1,626.91 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 1.34 | 3.27 | | 1.93 | 144.31 | | | 144.31 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 6.01 | 5.40 | 6.70 | 0.69 | 11.44 | | | 11.44 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 9.73 | 16.52 | | 6.79 | 69.84 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 18.05 | 18.95 | | 0.90 | 5.01 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 26.11 | 21.78 | | -4.34 | -16.62 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 20.48 | 26.22 | 14.74 | -5.74 | -28.02 | | | 7.05 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 1.49 | 1.47 | 1.52 | 0.03 | 1.80 | | | 1.80 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -1.10 | | | -1.10 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 0.14 | 0.14 | | -0.00 | -1.79 | | | -1.79 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 2.10 | 1.96 | | -0.13 | -6.26 | | | -6.26 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 119.02 | 114.03 | | -4.99 | -4.19 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 344.30 | 314.81 | | -29.49 | -8.56 | | | -12.40 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 10.29 | 12.47 | 8.11 | -2.18 | -21.17 | | | -21.17 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
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. |
|
|