| | |
| | |
Assessment - Insurances in Renminbi yuán - 10/11/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/11/21 |
⇓ Δwk |
7/12/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
2,200.281 |
8/12/24 |
0.30 |
1,832.717 |
|
1,778.251 |
54.466 |
3.06 |
|
5.14 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
216.322 |
8/09/24 |
3.15 |
145.419 |
|
115.111 |
30.308 |
26.33 |
|
25.90 |
| |  |
 |
 |
 |
|
 |
AIG |
461.719 |
8/12/24 |
-0.62 |
373.257 |
|
307.030 |
66.227 |
21.57 |
|
29.68 |
| |  |
 |
 |
 |
|
 |
Aegon |
41.483 |
8/12/24 |
0.22 |
34.137 |
|
27.182 |
6.955 |
25.58 |
|
23.72 |
| |  |
 |
 |
 |
|
 |
SBI Life |
145.808 |
8/12/24 |
-1.17 |
103.143 |
|
89.748 |
13.395 |
14.93 |
|
23.90 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
1,913.146 |
8/12/24 |
1.00 |
1,300.615 |
|
1,204.296 |
96.319 |
8.00 |
|
13.15 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
79.814 |
8/12/24 |
0.38 |
65.658 |
|
58.837 |
6.821 |
11.59 |
|
21.30 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
76.866 |
8/12/24 |
0.87 |
56.688 |
|
51.630 |
5.058 |
9.80 |
|
16.68 |
| |  |
 |
 |
 |
|
 |
Generali |
167.439 |
8/12/24 |
1.35 |
140.925 |
|
130.537 |
10.387 |
7.96 |
|
15.26 |
| |  |
 |
 |
 |
|
 |
Uniqa |
57.280 |
8/12/24 |
0.26 |
59.517 |
|
55.654 |
3.863 |
6.94 |
|
14.13 |
| |  |
 |
 |
 |
|
 |
MetLife |
450.371 |
8/12/24 |
-0.40 |
419.874 |
|
385.470 |
34.403 |
8.92 |
|
17.92 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
2,177.191 |
8/12/24 |
-0.15 |
1,799.744 |
|
1,667.891 |
131.853 |
7.91 |
|
17.91 |
| |  |
 |
 |
 |
|
 |
Sampo |
301.987 |
8/12/24 |
0.40 |
336.966 |
|
306.442 |
30.524 |
9.96 |
|
13.41 |
| |  |
 |
 |
 |
|
 |
ASR |
327.046 |
8/12/24 |
0.46 |
301.241 |
|
258.695 |
42.546 |
16.45 |
|
12.81 |
| |  |
 |
 |
 |
|
 |
NN |
333.088 |
8/12/24 |
0.74 |
339.576 |
|
313.044 |
26.533 |
8.48 |
|
12.46 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
171.385 |
8/09/24 |
-0.50 |
72.126 |
|
64.713 |
7.413 |
11.46 |
|
9.79 |
| |  |
 |
 |
 |
|
 |
Sompo |
168.285 |
8/09/24 |
0.02 |
95.125 |
|
84.896 |
10.230 |
12.05 |
|
9.78 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
222.257 |
8/12/24 |
1.36 |
193.170 |
|
181.547 |
11.623 |
6.40 |
|
11.96 |
| |  |
 |
 |
 |
|
 |
Axa |
241.276 |
8/12/24 |
-0.77 |
180.677 |
|
167.537 |
13.140 |
7.84 |
|
11.49 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
18.421 |
8/12/24 |
0.52 |
16.712 |
|
15.756 |
0.956 |
6.07 |
|
12.33 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
1,489.868 |
8/12/24 |
-2.02 |
1,346.600 |
|
1,265.723 |
80.877 |
6.39 |
|
14.23 |
| |  |
 |
 |
 |
|
 |
Talanx |
495.977 |
8/12/24 |
1.92 |
285.504 |
|
275.429 |
10.074 |
3.66 |
|
8.54 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
135.070 |
8/12/24 |
0.50 |
99.345 |
|
107.316 |
-7.972 |
-7.43 |
|
8.44 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
341.156 |
8/12/24 |
-0.11 |
354.401 |
|
333.567 |
20.834 |
6.25 |
|
11.04 |
| |  |
 |
 |
 |
|
 |
Aviva |
4,250.649 |
8/12/24 |
0.35 |
3,558.887 |
|
3,611.261 |
-52.373 |
-1.45 |
|
9.01 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/11/21 |
⇓ Δwk |
7/12/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
2,775.021 |
8/12/24 |
-0.30 |
1,811.349 |
|
1,812.863 |
-1.513 |
-0.08 |
|
9.44 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
1,980.476 |
8/12/24 |
0.53 |
2,494.908 |
|
2,409.604 |
85.304 |
3.54 |
|
7.58 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
3,644.814 |
8/12/24 |
1.17 |
2,611.250 |
|
2,692.597 |
-81.347 |
-3.02 |
|
8.00 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
4,536.158 |
8/12/24 |
0.62 |
3,300.921 |
|
3,234.715 |
66.206 |
2.05 |
|
5.83 |
| |  |
 |
 |
 |
|
 |
Beazley |
6,426.012 |
8/12/24 |
1.24 |
3,334.152 |
|
3,197.826 |
136.326 |
4.26 |
|
6.94 |
| |  |
 |
 |
 |
|
 |
Mapfre |
15.916 |
8/12/24 |
|
13.649 |
|
13.549 |
0.100 |
0.74 |
|
4.01 |
| |  |
 |
 |
 |
|
 |
Prudential |
5,577.989 |
8/12/24 |
0.41 |
13,062.713 |
|
12,371.578 |
691.135 |
5.59 |
|
6.53 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
33.994 |
8/12/24 |
0.56 |
25.400 |
|
23.803 |
1.597 |
6.71 |
|
4.27 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
1,352.274 |
8/12/24 |
-1.29 |
1,007.323 |
|
997.265 |
10.057 |
1.01 |
|
6.12 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
1,696.017 |
8/12/24 |
5.23 |
1,142.984 |
|
1,131.501 |
11.483 |
1.01 |
|
2.22 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
60.072 |
8/12/24 |
0.01 |
61.342 |
|
59.309 |
2.033 |
3.43 |
|
3.15 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
3,232.064 |
8/12/24 |
0.85 |
2,690.953 |
|
2,598.945 |
92.007 |
3.54 |
|
1.04 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
177.563 |
8/12/24 |
-0.35 |
127.533 |
|
125.782 |
1.750 |
1.39 |
|
3.56 |
| |  |
 |
 |
 |
|
 |
FBD |
96.212 |
8/12/24 |
0.39 |
57.429 |
|
65.249 |
-7.820 |
-11.99 |
|
-1.42 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
3,275.685 |
8/12/24 |
1.01 |
1,804.909 |
|
1,779.773 |
25.135 |
1.41 |
|
-2.59 |
| |  |
 |
 |
 |
|
 |
Allianz |
1,908.579 |
8/12/24 |
|
1,483.754 |
|
1,628.164 |
-144.410 |
-8.87 |
|
-4.56 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
23,684.946 |
8/12/24 |
0.86 |
26,669.706 |
|
29,156.121 |
-2,486.414 |
-8.53 |
|
-2.40 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
723.337 |
8/12/24 |
0.10 |
558.917 |
|
601.541 |
-42.624 |
-7.09 |
|
-6.00 |
| |  |
 |
 |
 |
L |
 |
AIA |
43.040 |
8/12/24 |
-1.33 |
73.516 |
|
78.440 |
-4.924 |
-6.28 |
|
-5.84 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
484.088 |
8/12/24 |
-0.33 |
385.867 |
|
435.921 |
-50.054 |
-11.48 |
|
-11.40 |
| |  |
 |
 |
 |
|
 |
Quálitas |
51.072 |
8/12/24 |
-2.49 |
29.662 |
|
30.399 |
-0.737 |
-2.42 |
|
-8.95 |
| |  |
 |
 |
 |
|
 |
Ageas |
316.083 |
8/12/24 |
0.33 |
310.042 |
|
360.484 |
-50.442 |
-13.99 |
|
-10.91 |
| |  |
 |
 |
 |
|
 |
Phoenix |
4,722.943 |
8/12/24 |
0.47 |
5,700.891 |
|
6,232.076 |
-531.185 |
-8.52 |
|
-8.62 |
| |  |
 |
 |
 |
L |
 |
China Life |
29.490 |
8/12/24 |
0.44 |
31.900 |
|
31.770 |
0.130 |
0.41 |
|
-7.33 |
| |  |
 |
 |
 |
|
 |
Hiscox |
10,437.880 |
8/12/24 |
1.89 |
7,177.469 |
|
7,830.090 |
-652.621 |
-8.33 |
|
-10.15 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/11/21 |
⇓ Δwk |
7/12/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Tryg |
148.962 |
8/12/24 |
0.61 |
147.910 |
|
163.862 |
-15.953 |
-9.74 |
|
-13.84 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
27.390 |
8/12/24 |
0.22 |
29.680 |
|
27.450 |
2.230 |
8.12 |
|
-10.35 |
| |  |
 |
 |
 |
S |
 |
Scor |
127.761 |
8/12/24 |
1.06 |
178.104 |
|
197.283 |
-19.179 |
-9.72 |
|
-13.97 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
8.608 |
8/12/24 |
0.58 |
11.444 |
|
11.487 |
-0.043 |
-0.37 |
|
-12.15 |
| |  |
 |
 |
 |
L |
 |
DFV |
46.241 |
8/12/24 |
-0.80 |
87.560 |
|
102.864 |
-15.303 |
-14.88 |
|
-22.43 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
40.620 |
8/12/24 |
0.02 |
52.740 |
|
59.400 |
-6.660 |
-11.21 |
|
-24.53 |
| |  |
 |
 |
 |
L |
 |
Ping An |
27.905 |
8/12/24 |
0.45 |
49.632 |
|
59.476 |
-9.843 |
-16.55 |
|
-25.71 |
| |  |
 |
 |
 |
|
 |
Mandatum |
31.474 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 10/11/21 / 7/12/21 - 36 did rise, Market-Ratio(13) in CNY = 64.29 % |
Technical Chart
Transactions Insurances in Renminbi yuán * 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 |
457 |
|
21.878 |
23.188 |
20.569 |
-1.309 |
-6 |
9,402 |
-80 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
687 |
|
13.680 |
35.036 |
|
21.357 |
156 |
24,074 |
98 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
373 |
|
64.497 |
59.705 |
69.674 |
5.177 |
8 |
26,005 |
31 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
472 |
|
54.979 |
52.236 |
|
-2.743 |
-5 |
24,710 |
-23 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
6 |
|
3,631.222 |
172.360 |
76,501.191 |
72,869.969 |
2,007 |
461,930 |
19,879 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
5,346 |
|
86.398 |
136.699 |
|
50.301 |
58 |
730,839 |
39 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
7,462 |
|
97.941 |
91.359 |
104.996 |
7.056 |
7 |
783,488 |
44 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
5,029 |
|
155.786 |
175.485 |
|
19.699 |
13 |
882,555 |
16 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
14,744 |
|
59.855 |
31.764 |
112.790 |
52.935 |
88 |
1,663,030 |
422 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
41,530 |
|
40.044 |
127.510 |
|
87.467 |
218 |
5,295,520 |
36 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
131,847 |
|
40.164 |
45.536 |
34.792 |
-5.372 |
-13 |
4,587,255 |
-44 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
20,754 |
|
221.024 |
221.905 |
|
0.881 |
0 |
4,605,533 |
2 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
128,726 |
|
35.778 |
33.179 |
38.580 |
2.802 |
8 |
4,966,219 |
39 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
323,490 |
|
15.352 |
14.430 |
|
-0.922 |
-6 |
4,667,913 |
-28 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
201,205 |
|
23.200 |
24.316 |
22.084 |
-1.116 |
-5 |
4,443,349 |
-35 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
23,042 |
|
192.833 |
170.449 |
|
-22.384 |
-12 |
3,927,576 |
-5 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
336,136 |
|
11.684 |
11.307 |
12.074 |
0.390 |
3 |
4,058,648 |
33 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
4,422 |
|
917.729 |
885.791 |
|
-31.939 |
-3 |
3,917,415 |
-3 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
415,615,302 |
|
0.009 |
0.010 |
0.009 |
-0.000 |
-5 |
3,740,538 |
-16 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
26,620 |
|
140.512 |
82.820 |
|
-57.692 |
-41 |
2,204,778 |
-24 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
30,114 |
|
73.213 |
88.684 |
57.742 |
-15.471 |
-21 |
1,738,888 |
-95 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
1,717,584 |
|
1.012 |
0.958 |
|
-0.055 |
-5 |
1,645,054 |
-38 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
11,724 |
|
140.312 |
184.065 |
96.558 |
-43.754 |
-31 |
1,132,088 |
-91 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
468 |
|
2,417.264 |
2,459.096 |
|
41.832 |
2 |
1,151,666 |
1 |
|
| accum | 8/07/06 |
8/12/24 | 7052 |
days out of 7269 invested (97%) |
11,417 |
1,151,666 |
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 | 3,631.22 | 172.36 | 76,501.19 | 72,869.97 | 2,006.76 | | | 2,006.76 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 21.88 | 23.19 | 20.57 | -1.31 | -5.99 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 54.98 | 52.24 | | -2.74 | -4.99 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 40.04 | 127.51 | | 87.47 | 218.43 | | | 184.43 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 13.68 | 35.04 | | 21.36 | 156.12 | | | 156.12 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 97.94 | 91.36 | 105.00 | 7.06 | 7.20 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 59.85 | 31.76 | 112.79 | 52.94 | 88.44 | | | 102.01 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 86.40 | 136.70 | | 50.30 | 58.22 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 155.79 | 175.49 | | 19.70 | 12.65 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 192.83 | 170.45 | | -22.38 | -11.61 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 140.31 | 184.07 | 96.56 | -43.75 | -31.18 | | | 8.41 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 64.50 | 59.71 | 69.67 | 5.18 | 8.03 | | | 8.03 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 11.68 | 11.31 | 12.07 | 0.39 | 3.34 | | | 3.34 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 35.78 | 33.18 | 38.58 | 2.80 | 7.83 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 23.20 | 24.32 | 22.08 | -1.12 | -4.81 | | | 2.64 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 221.02 | 221.90 | | 0.88 | 0.40 | | | 0.40 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 917.73 | 885.79 | | -31.94 | -3.48 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 2,417.26 | 2,459.10 | | 41.83 | 1.73 | | | -1.81 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.01 | 0.01 | 0.01 | -0.00 | -4.52 | | | -4.52 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 1.01 | 0.96 | | -0.05 | -5.40 | | | -5.40 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 15.35 | 14.43 | | -0.92 | -6.01 | | | -6.01 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 40.16 | 45.54 | 34.79 | -5.37 | -13.37 | | | -13.37 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 73.21 | 88.68 | 57.74 | -15.47 | -21.13 | | | -21.13 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 140.51 | 82.82 | | -57.69 | -41.06 | | | -41.06 |
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. |
|
|