| | |
| | |
Assessment - Insurances in Japanese yen - 2/08/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/08/21 |
⇓ Δwk |
3/05/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,267.543 |
12/08/24 |
0.30 |
29,733.788 |
|
30,286.650 |
-552.863 |
-1.83 |
|
8.18 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,348.342 |
12/08/24 |
0.50 |
1,889.306 |
|
1,610.539 |
278.767 |
17.31 |
|
37.51 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
36,876.467 |
12/08/24 |
-0.15 |
29,950.458 |
|
27,942.865 |
2,007.592 |
7.18 |
|
29.25 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,504.526 |
12/08/24 |
-1.17 |
1,626.400 |
|
1,415.026 |
211.374 |
14.94 |
|
26.47 |
| |  |
 |
 |
 |
|
 |
AIG |
7,820.428 |
12/08/24 |
-0.62 |
5,173.211 |
|
5,349.091 |
-175.880 |
-3.29 |
|
24.33 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
61,734.528 |
12/08/24 |
1.17 |
45,383.817 |
|
44,264.953 |
1,118.863 |
2.53 |
|
21.15 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,073.500 |
|
1,965.500 |
108.000 |
5.49 |
|
18.02 |
| |  |
 |
 |
 |
|
 |
Uniqa |
995.873 |
12/08/24 |
0.26 |
956.972 |
|
894.744 |
62.228 |
6.95 |
|
20.04 |
| |  |
 |
 |
 |
|
 |
Axa |
4,194.857 |
12/08/24 |
-0.77 |
2,957.147 |
|
3,146.078 |
-188.931 |
-6.01 |
|
19.07 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,628.220 |
12/08/24 |
-0.40 |
6,315.533 |
|
7,003.438 |
-687.904 |
-9.82 |
|
19.58 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
409,538.502 |
12/08/24 |
0.86 |
513,516.958 |
|
474,811.522 |
38,705.436 |
8.15 |
|
22.11 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,312.146 |
12/08/24 |
0.38 |
944.993 |
|
1,047.036 |
-102.043 |
-9.75 |
|
18.29 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,302.648 |
12/08/24 |
0.87 |
893.106 |
|
845.866 |
47.240 |
5.58 |
|
16.46 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
312.185 |
12/08/24 |
0.52 |
268.737 |
|
259.094 |
9.642 |
3.72 |
|
16.47 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,002.288 |
12/08/24 |
-0.30 |
30,375.279 |
|
30,445.651 |
-70.372 |
-0.23 |
|
18.45 |
| |  |
 |
 |
 |
|
 |
Beazley |
111,112.744 |
12/08/24 |
1.24 |
60,626.270 |
|
50,713.330 |
9,912.940 |
19.55 |
|
19.97 |
| |  |
 |
 |
 |
|
 |
NN |
5,791.107 |
12/08/24 |
0.74 |
5,420.248 |
|
5,488.202 |
-67.954 |
-1.24 |
|
16.54 |
| |  |
 |
 |
 |
|
 |
Generali |
2,911.114 |
12/08/24 |
1.35 |
2,184.956 |
|
2,236.860 |
-51.904 |
-2.32 |
|
16.56 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
78,720.162 |
12/08/24 |
0.62 |
56,764.938 |
|
53,639.430 |
3,125.508 |
5.83 |
|
17.55 |
| |  |
 |
 |
 |
|
 |
Aegon |
721.230 |
12/08/24 |
0.22 |
468.242 |
|
513.425 |
-45.183 |
-8.80 |
|
16.39 |
| |  |
 |
 |
 |
|
 |
Aviva |
73,498.348 |
12/08/24 |
0.35 |
58,895.826 |
|
60,743.705 |
-1,847.879 |
-3.04 |
|
19.75 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
33,659.203 |
12/08/24 |
1.00 |
20,556.325 |
|
19,726.772 |
829.553 |
4.21 |
|
14.07 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,545.330 |
|
1,353.330 |
192.000 |
14.19 |
|
13.00 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,250.379 |
12/08/24 |
0.40 |
5,286.687 |
|
5,194.778 |
91.908 |
1.77 |
|
13.99 |
| |  |
 |
 |
 |
|
 |
Talanx |
8,623.122 |
12/08/24 |
1.92 |
4,683.717 |
|
4,686.880 |
-3.163 |
-0.07 |
|
13.23 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/08/21 |
⇓ Δwk |
3/05/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,152.670 |
|
1,031.670 |
121.000 |
11.73 |
|
10.90 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,864.196 |
12/08/24 |
1.36 |
3,053.752 |
|
2,967.129 |
86.623 |
2.92 |
|
12.38 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,234.830 |
12/08/24 |
-2.02 |
20,854.474 |
|
21,723.525 |
-869.051 |
-4.00 |
|
12.78 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
22,904.319 |
12/08/24 |
-1.29 |
16,266.620 |
|
17,076.741 |
-810.120 |
-4.74 |
|
11.49 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,763.428 |
12/08/24 |
-0.11 |
5,679.520 |
|
5,898.687 |
-219.167 |
-3.72 |
|
13.60 |
| |  |
 |
 |
 |
|
 |
FBD |
1,672.756 |
12/08/24 |
0.39 |
1,006.247 |
|
1,031.587 |
-25.340 |
-2.46 |
|
10.25 |
| |  |
 |
 |
 |
|
 |
Mapfre |
276.718 |
12/08/24 |
|
227.767 |
|
236.515 |
-8.748 |
-3.70 |
|
10.01 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,244.583 |
12/08/24 |
0.53 |
40,225.242 |
|
41,335.461 |
-1,110.219 |
-2.69 |
|
13.63 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,999.709 |
12/08/24 |
-0.35 |
2,108.187 |
|
2,400.008 |
-291.821 |
-12.16 |
|
11.43 |
| |  |
 |
 |
 |
|
 |
ASR |
5,686.073 |
12/08/24 |
0.46 |
4,487.913 |
|
4,821.091 |
-333.178 |
-6.91 |
|
7.64 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,516.870 |
12/08/24 |
-0.33 |
7,197.088 |
|
8,280.374 |
-1,083.286 |
-13.08 |
|
6.01 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,495.457 |
12/08/24 |
0.33 |
5,814.448 |
|
6,615.842 |
-801.395 |
-12.11 |
|
5.87 |
| |  |
 |
 |
 |
L |
 |
AIA |
729.466 |
12/08/24 |
-1.33 |
1,302.918 |
|
1,353.526 |
-50.608 |
-3.74 |
|
5.54 |
| |  |
 |
 |
 |
|
 |
Prudential |
96,449.505 |
12/08/24 |
0.41 |
206,970.255 |
|
232,853.398 |
-25,883.143 |
-11.12 |
|
8.77 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,031.850 |
12/08/24 |
0.01 |
984.697 |
|
991.817 |
-7.120 |
-0.72 |
|
4.57 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,552.740 |
12/08/24 |
0.10 |
9,972.186 |
|
10,301.739 |
-329.553 |
-3.20 |
|
5.08 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
56,089.021 |
12/08/24 |
0.85 |
44,429.457 |
|
45,331.962 |
-902.505 |
-1.99 |
|
4.62 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,487.185 |
12/08/24 |
5.23 |
18,439.216 |
|
20,421.216 |
-1,982.000 |
-9.71 |
|
2.33 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
576.094 |
12/08/24 |
0.56 |
395.059 |
|
412.349 |
-17.290 |
-4.19 |
|
0.55 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,182.809 |
12/08/24 |
|
25,117.273 |
|
28,934.442 |
-3,817.169 |
-13.19 |
|
0.64 |
| |  |
 |
 |
 |
|
 |
Hiscox |
180,482.313 |
12/08/24 |
1.89 |
131,392.338 |
|
123,217.308 |
8,175.030 |
6.63 |
|
3.46 |
| |  |
 |
 |
 |
|
 |
Quálitas |
905.538 |
12/08/24 |
-2.49 |
536.815 |
|
608.763 |
-71.949 |
-11.82 |
|
4.68 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
56,951.503 |
12/08/24 |
1.01 |
29,616.856 |
|
31,842.360 |
-2,225.504 |
-6.99 |
|
-1.97 |
| |  |
 |
 |
 |
|
 |
Phoenix |
81,664.831 |
12/08/24 |
0.47 |
103,917.739 |
|
107,951.715 |
-4,033.977 |
-3.74 |
|
1.26 |
| |  |
 |
 |
 |
L |
 |
DFV |
803.960 |
12/08/24 |
-0.80 |
1,875.043 |
|
1,489.486 |
385.557 |
25.89 |
|
-7.70 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/08/21 |
⇓ Δwk |
3/05/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Tryg |
2,590.505 |
12/08/24 |
0.61 |
2,726.481 |
|
2,524.191 |
202.289 |
8.01 |
|
-7.64 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,221.264 |
12/08/24 |
1.06 |
3,043.378 |
|
3,539.502 |
-496.124 |
-14.02 |
|
-8.52 |
| |  |
 |
 |
 |
L |
 |
Ping An |
472.958 |
12/08/24 |
0.45 |
959.268 |
|
1,163.878 |
-204.609 |
-17.58 |
|
-18.67 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
463.244 |
12/08/24 |
0.22 |
454.956 |
|
554.410 |
-99.453 |
-17.94 |
|
-17.73 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
145.893 |
12/08/24 |
0.58 |
184.404 |
|
217.744 |
-33.340 |
-15.31 |
|
-19.87 |
| |  |
 |
 |
 |
L |
 |
China Life |
498.761 |
12/08/24 |
0.44 |
478.127 |
|
557.444 |
-79.317 |
-14.23 |
|
-20.63 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
687.001 |
12/08/24 |
0.02 |
913.464 |
|
1,222.095 |
-308.630 |
-25.25 |
|
-26.67 |
| |  |
 |
 |
 |
|
 |
Mandatum |
547.212 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 2/08/21 / 3/05/21 - 19 did rise, Market-Ratio(13) in JPY = 33.93 % |
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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