| | |
| | |
Assessment - Insurances in Renminbi yuán - 12/27/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/27/21 |
⇓ Δwk |
9/27/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
2,173.095 |
8/12/24 |
0.30 |
1,816.753 |
|
1,805.868 |
10.885 |
0.60 |
|
1.56 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
1,471.460 |
8/12/24 |
-2.02 |
1,615.568 |
|
1,359.221 |
256.347 |
18.86 |
|
27.54 |
| |  |
 |
 |
 |
|
 |
Beazley |
6,267.299 |
8/12/24 |
1.24 |
3,968.433 |
|
3,450.711 |
517.722 |
15.00 |
|
23.44 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
2,150.291 |
8/12/24 |
-0.15 |
2,052.605 |
|
1,788.935 |
263.671 |
14.74 |
|
25.61 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
3,599.781 |
8/12/24 |
1.17 |
3,180.828 |
|
2,615.257 |
565.571 |
21.63 |
|
24.59 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
4,528.619 |
8/12/24 |
0.62 |
3,885.641 |
|
3,318.349 |
567.292 |
17.10 |
|
17.52 |
| |  |
 |
 |
 |
|
 |
Talanx |
479.804 |
8/12/24 |
1.92 |
303.611 |
|
282.475 |
21.137 |
7.48 |
|
9.46 |
| |  |
 |
 |
 |
|
 |
AIG |
456.014 |
8/12/24 |
-0.62 |
362.341 |
|
368.022 |
-5.681 |
-1.54 |
|
14.29 |
| |  |
 |
 |
 |
|
 |
Axa |
233.408 |
8/12/24 |
-0.77 |
188.458 |
|
180.361 |
8.098 |
4.49 |
|
9.05 |
| |  |
 |
 |
 |
|
 |
NN |
322.226 |
8/12/24 |
0.74 |
345.603 |
|
340.858 |
4.745 |
1.39 |
|
8.38 |
| |  |
 |
 |
 |
|
 |
SBI Life |
144.890 |
8/12/24 |
-1.17 |
98.742 |
|
106.840 |
-8.098 |
-7.58 |
|
11.24 |
| |  |
 |
 |
 |
|
 |
Aegon |
40.130 |
8/12/24 |
0.22 |
31.804 |
|
32.303 |
-0.499 |
-1.55 |
|
6.37 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
1,640.714 |
8/12/24 |
5.23 |
1,200.953 |
|
1,180.503 |
20.451 |
1.73 |
|
5.46 |
| |  |
 |
 |
 |
|
 |
Uniqa |
55.412 |
8/12/24 |
0.26 |
58.082 |
|
58.459 |
-0.377 |
-0.65 |
|
5.15 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
210.893 |
8/09/24 |
3.15 |
127.711 |
|
143.240 |
-15.529 |
-10.84 |
|
4.45 |
| |  |
 |
 |
 |
|
 |
ASR |
316.382 |
8/12/24 |
0.46 |
292.139 |
|
293.879 |
-1.740 |
-0.59 |
|
4.69 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
2,740.734 |
8/12/24 |
-0.30 |
1,889.202 |
|
1,805.068 |
84.134 |
4.66 |
|
8.62 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
76.386 |
8/12/24 |
0.38 |
62.536 |
|
62.337 |
0.198 |
0.32 |
|
5.14 |
| |  |
 |
 |
 |
|
 |
Generali |
161.979 |
8/12/24 |
1.35 |
133.840 |
|
140.671 |
-6.831 |
-4.86 |
|
3.20 |
| |  |
 |
 |
 |
|
 |
Sampo |
292.139 |
8/12/24 |
0.40 |
316.887 |
|
326.281 |
-9.394 |
-2.88 |
|
3.11 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
74.686 |
8/12/24 |
0.87 |
52.082 |
|
55.134 |
-3.052 |
-5.54 |
|
2.71 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
328.369 |
8/12/24 |
-0.11 |
348.736 |
|
332.325 |
16.411 |
4.94 |
|
4.43 |
| |  |
 |
 |
 |
|
 |
Sompo |
164.061 |
8/09/24 |
0.02 |
89.374 |
|
99.758 |
-10.384 |
-10.41 |
|
1.28 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
1,931.561 |
8/12/24 |
0.53 |
2,540.311 |
|
2,493.999 |
46.312 |
1.86 |
|
3.71 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
3,168.872 |
8/12/24 |
1.01 |
1,867.629 |
|
1,822.113 |
45.516 |
2.50 |
|
0.40 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/27/21 |
⇓ Δwk |
9/27/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
215.010 |
8/12/24 |
1.36 |
180.378 |
|
187.687 |
-7.310 |
-3.89 |
|
-0.00 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
1,904.933 |
8/12/24 |
1.00 |
1,174.126 |
|
1,260.261 |
-86.135 |
-6.83 |
|
0.67 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
722.135 |
8/12/24 |
0.10 |
625.063 |
|
566.768 |
58.295 |
10.29 |
|
3.49 |
| |  |
 |
 |
 |
|
 |
MetLife |
444.807 |
8/12/24 |
-0.40 |
397.938 |
|
410.483 |
-12.545 |
-3.06 |
|
3.56 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
17.899 |
8/12/24 |
0.52 |
15.362 |
|
16.888 |
-1.527 |
-9.04 |
|
-0.48 |
| |  |
 |
 |
 |
|
 |
Aviva |
4,145.664 |
8/12/24 |
0.35 |
3,509.516 |
|
3,582.580 |
-73.063 |
-2.04 |
|
1.17 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
167.084 |
8/09/24 |
-0.50 |
65.436 |
|
75.681 |
-10.245 |
-13.54 |
|
-1.50 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
3,226.693 |
8/12/24 |
0.85 |
2,769.804 |
|
2,702.084 |
67.719 |
2.51 |
|
2.03 |
| |  |
 |
 |
 |
|
 |
Mapfre |
15.397 |
8/12/24 |
|
13.110 |
|
14.267 |
-1.157 |
-8.11 |
|
-3.02 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
1,335.566 |
8/12/24 |
-1.29 |
993.667 |
|
1,008.559 |
-14.892 |
-1.48 |
|
0.98 |
| |  |
 |
 |
 |
|
 |
Allianz |
1,846.344 |
8/12/24 |
|
1,497.494 |
|
1,477.781 |
19.713 |
1.33 |
|
-4.27 |
| |  |
 |
 |
 |
S |
 |
Scor |
123.595 |
8/12/24 |
1.06 |
194.880 |
|
189.198 |
5.682 |
3.00 |
|
-4.56 |
| |  |
 |
 |
 |
|
 |
Quálitas |
50.671 |
8/12/24 |
-2.49 |
31.835 |
|
30.458 |
1.377 |
4.52 |
|
-2.37 |
| |  |
 |
 |
 |
|
 |
Tryg |
144.193 |
8/12/24 |
0.61 |
155.692 |
|
152.001 |
3.691 |
2.43 |
|
-4.61 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
23,099.963 |
8/12/24 |
0.86 |
26,499.031 |
|
29,152.712 |
-2,653.680 |
-9.10 |
|
-4.10 |
| |  |
 |
 |
 |
|
 |
Ageas |
305.776 |
8/12/24 |
0.33 |
325.329 |
|
307.323 |
18.005 |
5.86 |
|
-7.50 |
| |  |
 |
 |
 |
|
 |
Hiscox |
10,180.080 |
8/12/24 |
1.89 |
7,274.177 |
|
7,540.410 |
-266.233 |
-3.53 |
|
-5.94 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
130.665 |
8/12/24 |
0.50 |
88.169 |
|
108.232 |
-20.063 |
-18.54 |
|
-9.27 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
170.907 |
8/12/24 |
-0.35 |
118.968 |
|
127.550 |
-8.582 |
-6.73 |
|
-6.97 |
| |  |
 |
 |
 |
|
 |
Phoenix |
4,606.294 |
8/12/24 |
0.47 |
5,558.375 |
|
5,736.730 |
-178.355 |
-3.11 |
|
-8.72 |
| |  |
 |
 |
 |
L |
 |
China Life |
29.490 |
8/12/24 |
0.44 |
30.270 |
|
30.490 |
-0.220 |
-0.72 |
|
-5.58 |
| |  |
 |
 |
 |
|
 |
FBD |
93.075 |
8/12/24 |
0.39 |
52.815 |
|
58.157 |
-5.342 |
-9.19 |
|
-11.03 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
59.694 |
8/12/24 |
0.01 |
54.365 |
|
62.996 |
-8.631 |
-13.70 |
|
-9.80 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
482.010 |
8/12/24 |
-0.33 |
364.866 |
|
396.708 |
-31.843 |
-8.03 |
|
-14.17 |
| |  |
 |
 |
 |
|
 |
Prudential |
5,440.221 |
8/12/24 |
0.41 |
10,916.402 |
|
12,647.002 |
-1,730.600 |
-13.68 |
|
-14.08 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/27/21 |
⇓ Δwk |
9/27/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
8.478 |
8/12/24 |
0.58 |
10.537 |
|
10.535 |
0.001 |
0.01 |
|
-13.79 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
33.030 |
8/12/24 |
0.56 |
19.698 |
|
22.628 |
-2.930 |
-12.95 |
|
-16.95 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
27.390 |
8/12/24 |
0.22 |
27.130 |
|
27.640 |
-0.510 |
-1.85 |
|
-14.22 |
| |  |
 |
 |
 |
L |
 |
AIA |
42.391 |
8/12/24 |
-1.33 |
64.363 |
|
72.005 |
-7.643 |
-10.61 |
|
-17.18 |
| |  |
 |
 |
 |
L |
 |
DFV |
44.734 |
8/12/24 |
-0.80 |
75.903 |
|
95.618 |
-19.716 |
-20.62 |
|
-23.73 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
40.620 |
8/12/24 |
0.02 |
49.980 |
|
49.000 |
0.980 |
2.00 |
|
-20.08 |
| |  |
 |
 |
 |
L |
 |
Ping An |
27.485 |
8/12/24 |
0.45 |
45.863 |
|
45.626 |
0.237 |
0.52 |
|
-23.71 |
| |  |
 |
 |
 |
|
 |
Mandatum |
30.448 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 12/27/21 / 9/27/21 - 24 did rise, Market-Ratio(13) in CNY = 42.86 % |
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. |
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