| | |
| | |
Assessment - Insurances in Japanese yen - 30/08/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
30/08/21 |
⇓ Δwk |
31/05/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,480.663 |
12/08/24 |
0.30 |
30,926.371 |
|
30,995.423 |
-69.052 |
-0.22 |
|
10.57 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
407,859.840 |
12/08/24 |
0.86 |
552,984.172 |
|
457,199.798 |
95,784.373 |
20.95 |
|
27.61 |
| |  |
 |
 |
 |
|
 |
Aegon |
721.158 |
12/08/24 |
0.22 |
544.564 |
|
516.172 |
28.392 |
5.50 |
|
30.49 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,494.906 |
12/08/24 |
0.33 |
5,572.701 |
|
7,161.617 |
-1,588.916 |
-22.19 |
|
-0.65 |
| |  |
 |
 |
 |
L |
 |
AIA |
732.520 |
12/08/24 |
-1.33 |
1,325.311 |
|
1,399.454 |
-74.143 |
-5.30 |
|
4.88 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,179.482 |
12/08/24 |
|
25,713.775 |
|
28,840.568 |
-3,126.793 |
-10.84 |
|
2.00 |
| |  |
 |
 |
 |
|
 |
AIG |
7,865.150 |
12/08/24 |
-0.62 |
5,933.185 |
|
5,781.695 |
151.490 |
2.62 |
|
36.59 |
| |  |
 |
 |
 |
|
 |
ASR |
5,685.503 |
12/08/24 |
0.46 |
5,033.324 |
|
4,713.281 |
320.043 |
6.79 |
|
18.47 |
| |  |
 |
 |
 |
|
 |
Aviva |
73,197.085 |
12/08/24 |
0.35 |
62,146.472 |
|
63,967.525 |
-1,821.054 |
-2.85 |
|
21.99 |
| |  |
 |
 |
 |
|
 |
Axa |
4,194.436 |
12/08/24 |
-0.77 |
3,105.957 |
|
3,022.604 |
83.353 |
2.76 |
|
21.86 |
| |  |
 |
 |
 |
|
 |
Beazley |
110,657.303 |
12/08/24 |
1.24 |
59,183.516 |
|
47,384.504 |
11,799.012 |
24.90 |
|
16.85 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,271.078 |
12/08/24 |
-0.30 |
31,374.930 |
|
31,670.210 |
-295.280 |
-0.93 |
|
19.09 |
| |  |
 |
 |
 |
L |
 |
China Life |
501.313 |
12/08/24 |
0.44 |
486.014 |
|
625.732 |
-139.719 |
-22.33 |
|
-17.51 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
146.504 |
12/08/24 |
0.58 |
183.483 |
|
230.797 |
-47.314 |
-20.50 |
|
-18.08 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
465.614 |
12/08/24 |
0.22 |
442.835 |
|
591.351 |
-148.516 |
-25.11 |
|
-19.62 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,198.000 |
|
2,233.000 |
-35.000 |
-1.57 |
|
20.91 |
| |  |
 |
 |
 |
|
 |
FBD |
1,672.588 |
12/08/24 |
0.39 |
987.994 |
|
1,191.372 |
-203.378 |
-17.07 |
|
6.03 |
| |  |
 |
 |
 |
|
 |
Generali |
2,910.822 |
12/08/24 |
1.35 |
2,219.097 |
|
2,250.890 |
-31.793 |
-1.41 |
|
15.52 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,348.106 |
12/08/24 |
0.50 |
1,957.836 |
|
1,833.909 |
123.926 |
6.76 |
|
37.87 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,484.229 |
12/08/24 |
5.23 |
20,116.439 |
|
19,155.652 |
960.787 |
5.02 |
|
10.92 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,052.924 |
12/08/24 |
0.01 |
1,067.764 |
|
1,005.170 |
62.593 |
6.23 |
|
12.02 |
| |  |
 |
 |
 |
|
 |
Hiscox |
179,742.532 |
12/08/24 |
1.89 |
140,921.773 |
|
121,992.542 |
18,929.230 |
15.52 |
|
8.90 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
573.967 |
12/08/24 |
0.56 |
428.070 |
|
425.179 |
2.891 |
0.68 |
|
8.20 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,104.218 |
12/08/24 |
0.53 |
40,816.218 |
|
44,226.575 |
-3,410.356 |
-7.71 |
|
12.91 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,379.140 |
12/08/24 |
-2.02 |
22,514.692 |
|
21,318.086 |
1,196.605 |
5.61 |
|
19.44 |
| |
|
instrument |
freshest |
⇓ Δday |
30/08/21 |
⇓ Δwk |
31/05/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
547.157 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,991.263 |
12/08/24 |
-0.35 |
2,146.702 |
|
2,292.947 |
-146.245 |
-6.38 |
|
10.35 |
| |  |
 |
 |
 |
|
 |
Mapfre |
276.690 |
12/08/24 |
|
237.793 |
|
249.452 |
-11.659 |
-4.67 |
|
13.48 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
311.032 |
12/08/24 |
0.52 |
284.579 |
|
265.102 |
19.477 |
7.35 |
|
21.08 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,671.844 |
12/08/24 |
-0.40 |
6,795.375 |
|
7,151.620 |
-356.245 |
-4.98 |
|
23.78 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,087.351 |
12/08/24 |
-0.15 |
29,162.891 |
|
27,503.537 |
1,659.353 |
6.03 |
|
22.35 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,187.670 |
|
1,114.330 |
73.340 |
6.58 |
|
12.43 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
56,945.794 |
12/08/24 |
1.01 |
32,239.462 |
|
31,611.511 |
627.950 |
1.99 |
|
6.15 |
| |  |
 |
 |
 |
|
 |
NN |
5,790.526 |
12/08/24 |
0.74 |
5,723.104 |
|
5,559.289 |
163.815 |
2.95 |
|
19.76 |
| |  |
 |
 |
 |
|
 |
Phoenix |
81,330.094 |
12/08/24 |
0.47 |
95,086.671 |
|
114,432.178 |
-19,345.507 |
-16.91 |
|
-7.71 |
| |  |
 |
 |
 |
L |
 |
Ping An |
474.938 |
12/08/24 |
0.45 |
886.363 |
|
1,191.370 |
-305.007 |
-25.60 |
|
-23.64 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
690.517 |
12/08/24 |
0.02 |
862.041 |
|
1,234.274 |
-372.233 |
-30.16 |
|
-29.16 |
| |  |
 |
 |
 |
|
 |
Prudential |
96,054.167 |
12/08/24 |
0.41 |
230,838.390 |
|
233,500.135 |
-2,661.745 |
-1.14 |
|
18.86 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,297.839 |
12/08/24 |
0.87 |
951.535 |
|
927.433 |
24.102 |
2.60 |
|
22.51 |
| |  |
 |
 |
 |
|
 |
Quálitas |
899.889 |
12/08/24 |
-2.49 |
517.133 |
|
595.814 |
-78.681 |
-13.21 |
|
-0.82 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,249.852 |
12/08/24 |
0.40 |
5,710.138 |
|
5,100.142 |
609.996 |
11.96 |
|
20.13 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
33,467.134 |
12/08/24 |
1.00 |
21,194.278 |
|
20,898.955 |
295.323 |
1.41 |
|
15.00 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,468.271 |
12/08/24 |
-0.33 |
6,929.443 |
|
8,280.531 |
-1,351.088 |
-16.32 |
|
-1.09 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,555.678 |
12/08/24 |
-1.17 |
1,769.788 |
|
1,472.735 |
297.053 |
20.17 |
|
34.61 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,221.042 |
12/08/24 |
1.06 |
3,323.135 |
|
3,560.729 |
-237.595 |
-6.67 |
|
-1.29 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,611.000 |
|
1,468.000 |
143.000 |
9.74 |
|
15.77 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,344.500 |
12/08/24 |
0.38 |
993.915 |
|
1,099.298 |
-105.382 |
-9.59 |
|
19.75 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,747.199 |
12/08/24 |
-0.11 |
5,680.959 |
|
5,868.928 |
-187.968 |
-3.20 |
|
11.30 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
78,211.401 |
12/08/24 |
0.62 |
57,992.999 |
|
56,815.333 |
1,177.665 |
2.07 |
|
16.85 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,471.613 |
12/08/24 |
0.10 |
10,176.356 |
|
10,524.967 |
-348.611 |
-3.31 |
|
5.63 |
| |
|
instrument |
freshest |
⇓ Δday |
30/08/21 |
⇓ Δwk |
31/05/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,622.257 |
12/08/24 |
1.92 |
5,007.392 |
|
4,599.498 |
407.894 |
8.87 |
|
19.16 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,035.301 |
12/08/24 |
-1.29 |
17,511.793 |
|
17,474.200 |
37.593 |
0.22 |
|
16.98 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,591.137 |
12/08/24 |
0.61 |
2,767.251 |
|
2,579.458 |
187.793 |
7.28 |
|
-5.19 |
| |  |
 |
 |
 |
|
 |
Uniqa |
995.773 |
12/08/24 |
0.26 |
1,019.112 |
|
993.256 |
25.856 |
2.60 |
|
24.46 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
62,087.566 |
12/08/24 |
1.17 |
45,943.195 |
|
45,071.838 |
871.357 |
1.93 |
|
19.69 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,863.808 |
12/08/24 |
1.36 |
3,215.518 |
|
3,098.905 |
116.613 |
3.76 |
|
16.04 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
55,726.523 |
12/08/24 |
0.85 |
48,171.604 |
|
45,754.372 |
2,417.231 |
5.28 |
|
12.03 |
| |  |
 |
 |
 |
L |
 |
DFV |
803.880 |
12/08/24 |
-0.80 |
1,789.280 |
|
1,496.577 |
292.703 |
19.56 |
|
-9.43 |
| Insurances - 56 out of 57 instruments rated - 30/08/21 / 31/05/21 - 31 did rise, Market-Ratio(13) in JPY = 55.36 % |
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 | 7387 |
days out of 7604 invested (97%) |
1,160 |
126,040 |
13 |
|
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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