| | |
| | |
Assessment - Insurances in Japanese yen - 13/09/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
13/09/21 |
⇓ Δwk |
14/06/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
37,514.705 |
12/08/24 |
0.30 |
31,143.875 |
|
30,868.365 |
275.510 |
0.89 |
|
10.34 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
410,667.101 |
12/08/24 |
0.86 |
535,937.310 |
|
482,915.888 |
53,021.422 |
10.98 |
|
21.86 |
| |  |
 |
 |
 |
|
 |
Aegon |
722.320 |
12/08/24 |
0.22 |
548.039 |
|
499.396 |
48.643 |
9.74 |
|
28.02 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,503.763 |
12/08/24 |
0.33 |
5,464.803 |
|
6,582.156 |
-1,117.353 |
-16.98 |
|
-3.48 |
| |  |
 |
 |
 |
L |
 |
AIA |
733.840 |
12/08/24 |
-1.33 |
1,332.647 |
|
1,354.896 |
-22.249 |
-1.64 |
|
4.68 |
| |  |
 |
 |
 |
|
 |
Allianz |
33,232.965 |
12/08/24 |
|
25,290.300 |
|
28,890.278 |
-3,599.978 |
-12.46 |
|
-0.15 |
| |  |
 |
 |
 |
|
 |
AIG |
7,872.293 |
12/08/24 |
-0.62 |
6,059.500 |
|
5,619.668 |
439.832 |
7.83 |
|
35.93 |
| |  |
 |
 |
 |
|
 |
ASR |
5,694.668 |
12/08/24 |
0.46 |
5,099.877 |
|
4,463.225 |
636.653 |
14.26 |
|
18.68 |
| |  |
 |
 |
 |
|
 |
Aviva |
73,700.893 |
12/08/24 |
0.35 |
62,680.768 |
|
64,735.574 |
-2,054.806 |
-3.17 |
|
20.78 |
| |  |
 |
 |
 |
|
 |
Axa |
4,201.197 |
12/08/24 |
-0.77 |
3,049.277 |
|
2,997.041 |
52.236 |
1.74 |
|
18.00 |
| |  |
 |
 |
 |
|
 |
Beazley |
111,418.947 |
12/08/24 |
1.24 |
62,647.281 |
|
48,664.257 |
13,983.024 |
28.73 |
|
23.53 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
47,314.012 |
12/08/24 |
-0.30 |
30,772.412 |
|
31,180.911 |
-408.499 |
-1.31 |
|
15.48 |
| |  |
 |
 |
 |
L |
 |
China Life |
502.701 |
12/08/24 |
0.44 |
546.851 |
|
572.554 |
-25.702 |
-4.49 |
|
-6.25 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
146.768 |
12/08/24 |
0.58 |
190.035 |
|
222.793 |
-32.758 |
-14.70 |
|
-14.12 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
466.903 |
12/08/24 |
0.22 |
485.655 |
|
558.971 |
-73.316 |
-13.12 |
|
-11.77 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,408.500 |
|
2,183.000 |
225.500 |
10.33 |
|
30.75 |
| |  |
 |
 |
 |
|
 |
FBD |
1,675.284 |
12/08/24 |
0.39 |
1,041.533 |
|
1,181.481 |
-139.948 |
-11.85 |
|
10.65 |
| |  |
 |
 |
 |
|
 |
Generali |
2,915.514 |
12/08/24 |
1.35 |
2,292.153 |
|
2,286.953 |
5.200 |
0.23 |
|
17.84 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,351.891 |
12/08/24 |
0.50 |
1,938.914 |
|
1,893.570 |
45.344 |
2.39 |
|
34.14 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
29,531.756 |
12/08/24 |
5.23 |
20,785.213 |
|
19,015.710 |
1,769.503 |
9.31 |
|
14.12 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,049.872 |
12/08/24 |
0.01 |
1,098.372 |
|
1,024.402 |
73.970 |
7.22 |
|
14.11 |
| |  |
 |
 |
 |
|
 |
Hiscox |
180,979.682 |
12/08/24 |
1.89 |
141,054.864 |
|
123,197.899 |
17,856.965 |
14.49 |
|
7.74 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
580.132 |
12/08/24 |
0.56 |
426.187 |
|
442.646 |
-16.459 |
-3.72 |
|
7.07 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
34,338.954 |
12/08/24 |
0.53 |
42,604.048 |
|
42,996.595 |
-392.547 |
-0.91 |
|
16.26 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
25,402.190 |
12/08/24 |
-2.02 |
22,651.670 |
|
20,857.657 |
1,794.012 |
8.60 |
|
18.91 |
| |
|
instrument |
freshest |
⇓ Δday |
13/09/21 |
⇓ Δwk |
14/06/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
548.039 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
2,985.268 |
12/08/24 |
-0.35 |
2,150.228 |
|
2,227.618 |
-77.390 |
-3.47 |
|
9.09 |
| |  |
 |
 |
 |
|
 |
Mapfre |
277.136 |
12/08/24 |
|
238.046 |
|
247.364 |
-9.318 |
-3.77 |
|
12.80 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
314.373 |
12/08/24 |
0.52 |
289.256 |
|
260.330 |
28.926 |
11.11 |
|
21.47 |
| |  |
 |
 |
 |
|
 |
MetLife |
7,678.812 |
12/08/24 |
-0.40 |
6,792.753 |
|
6,962.450 |
-169.697 |
-2.44 |
|
21.25 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
37,121.035 |
12/08/24 |
-0.15 |
28,911.248 |
|
26,790.751 |
2,120.497 |
7.92 |
|
19.34 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,288.330 |
|
1,106.000 |
182.330 |
16.49 |
|
20.95 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
57,037.586 |
12/08/24 |
1.01 |
31,823.908 |
|
31,190.565 |
633.343 |
2.03 |
|
4.63 |
| |  |
 |
 |
 |
|
 |
NN |
5,799.860 |
12/08/24 |
0.74 |
5,754.407 |
|
5,406.009 |
348.398 |
6.44 |
|
18.83 |
| |  |
 |
 |
 |
|
 |
Phoenix |
81,889.881 |
12/08/24 |
0.47 |
97,567.684 |
|
112,048.908 |
-14,481.224 |
-12.92 |
|
-5.26 |
| |  |
 |
 |
 |
L |
 |
Ping An |
475.794 |
12/08/24 |
0.45 |
836.351 |
|
1,146.560 |
-310.209 |
-27.06 |
|
-27.15 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
692.429 |
12/08/24 |
0.02 |
871.417 |
|
1,193.250 |
-321.833 |
-26.97 |
|
-27.39 |
| |  |
 |
 |
 |
|
 |
Prudential |
96,715.299 |
12/08/24 |
0.41 |
225,121.068 |
|
230,588.455 |
-5,467.386 |
-2.37 |
|
14.46 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,311.780 |
12/08/24 |
0.87 |
966.617 |
|
959.914 |
6.703 |
0.70 |
|
23.64 |
| |  |
 |
 |
 |
|
 |
Quálitas |
908.289 |
12/08/24 |
-2.49 |
536.130 |
|
559.707 |
-23.577 |
-4.21 |
|
1.82 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,258.315 |
12/08/24 |
0.40 |
5,742.719 |
|
5,181.981 |
560.738 |
10.82 |
|
19.53 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
33,259.540 |
12/08/24 |
1.00 |
21,531.916 |
|
20,634.335 |
897.582 |
4.35 |
|
15.70 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
8,415.742 |
12/08/24 |
-0.33 |
6,877.078 |
|
7,968.103 |
-1,091.025 |
-13.69 |
|
-2.83 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,548.270 |
12/08/24 |
-1.17 |
1,741.417 |
|
1,481.904 |
259.514 |
17.51 |
|
30.58 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,224.622 |
12/08/24 |
1.06 |
3,449.268 |
|
3,731.133 |
-281.865 |
-7.55 |
|
1.75 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,705.330 |
|
1,422.670 |
282.660 |
19.87 |
|
21.54 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,348.990 |
12/08/24 |
0.38 |
983.235 |
|
1,076.262 |
-93.027 |
-8.64 |
|
16.33 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
5,735.682 |
12/08/24 |
-0.11 |
5,718.285 |
|
5,754.303 |
-36.019 |
-0.63 |
|
10.92 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
77,805.674 |
12/08/24 |
0.62 |
57,071.810 |
|
55,932.490 |
1,139.321 |
2.04 |
|
13.70 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
12,406.915 |
12/08/24 |
0.10 |
9,896.901 |
|
10,371.911 |
-475.011 |
-4.58 |
|
2.09 |
| |
|
instrument |
freshest |
⇓ Δday |
13/09/21 |
⇓ Δwk |
14/06/21 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
8,636.156 |
12/08/24 |
1.92 |
5,046.632 |
|
4,565.904 |
480.728 |
10.53 |
|
19.04 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
23,056.223 |
12/08/24 |
-1.29 |
17,468.335 |
|
16,853.506 |
614.828 |
3.65 |
|
15.08 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,595.279 |
12/08/24 |
0.61 |
2,688.716 |
|
2,725.821 |
-37.104 |
-1.36 |
|
-7.31 |
| |  |
 |
 |
 |
|
 |
Uniqa |
997.379 |
12/08/24 |
0.26 |
1,022.053 |
|
976.122 |
45.931 |
4.71 |
|
23.06 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
62,143.957 |
12/08/24 |
1.17 |
45,569.377 |
|
43,897.198 |
1,672.179 |
3.81 |
|
17.22 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
3,870.037 |
12/08/24 |
1.36 |
3,188.235 |
|
3,120.390 |
67.845 |
2.17 |
|
14.16 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
55,437.438 |
12/08/24 |
0.85 |
47,862.062 |
|
45,438.268 |
2,423.794 |
5.33 |
|
10.44 |
| |  |
 |
 |
 |
L |
 |
DFV |
805.175 |
12/08/24 |
-0.80 |
1,667.492 |
|
1,746.885 |
-79.393 |
-4.54 |
|
-14.22 |
| Insurances - 56 out of 57 instruments rated - 13/09/21 / 14/06/21 - 30 did rise, Market-Ratio(13) in JPY = 53.57 % |
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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