| | |
| | |
Assessment - Insurances in Japanese yen - 18/04/22 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
18/04/22 |
⇓ Δwk |
17/01/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
43,274.458 |
12/08/24 |
0.30 |
36,451.887 |
|
34,348.038 |
2,103.849 |
6.13 |
|
14.41 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
445,554.514 |
12/08/24 |
0.86 |
411,700.298 |
|
507,219.513 |
-95,519.215 |
-18.83 |
|
-12.73 |
| |  |
 |
 |
 |
|
 |
Aegon |
760.537 |
12/08/24 |
0.22 |
711.858 |
|
656.696 |
55.162 |
8.40 |
|
30.99 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,794.956 |
12/08/24 |
0.33 |
6,380.195 |
|
5,935.122 |
445.073 |
7.50 |
|
8.19 |
| |  |
 |
 |
 |
L |
 |
AIA |
839.663 |
12/08/24 |
-1.33 |
1,296.704 |
|
1,224.307 |
72.398 |
5.91 |
|
1.24 |
| |  |
 |
 |
 |
|
 |
Allianz |
34,991.254 |
12/08/24 |
|
29,959.296 |
|
29,701.773 |
257.523 |
0.87 |
|
10.54 |
| |  |
 |
 |
 |
|
 |
AIG |
9,080.952 |
12/08/24 |
-0.62 |
8,103.237 |
|
7,094.581 |
1,008.657 |
14.22 |
|
31.94 |
| |  |
 |
 |
 |
|
 |
ASR |
5,995.961 |
12/08/24 |
0.46 |
6,212.007 |
|
5,601.541 |
610.466 |
10.90 |
|
24.54 |
| |  |
 |
 |
 |
|
 |
Aviva |
79,962.007 |
12/08/24 |
0.35 |
71,721.396 |
|
68,797.809 |
2,923.587 |
4.25 |
|
14.06 |
| |  |
 |
 |
 |
|
 |
Axa |
4,423.474 |
12/08/24 |
-0.77 |
3,691.926 |
|
3,733.489 |
-41.563 |
-1.11 |
|
16.51 |
| |  |
 |
 |
 |
|
 |
Beazley |
120,884.323 |
12/08/24 |
1.24 |
65,000.095 |
|
76,544.605 |
-11,544.510 |
-15.08 |
|
8.59 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
54,578.284 |
12/08/24 |
-0.30 |
43,959.112 |
|
37,143.700 |
6,815.412 |
18.35 |
|
32.97 |
| |  |
 |
 |
 |
L |
 |
China Life |
587.566 |
12/08/24 |
0.44 |
521.616 |
|
521.574 |
0.043 |
0.01 |
|
-1.71 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
167.933 |
12/08/24 |
0.58 |
196.730 |
|
198.067 |
-1.337 |
-0.67 |
|
-0.84 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
545.725 |
12/08/24 |
0.22 |
444.709 |
|
489.246 |
-44.537 |
-9.10 |
|
-9.85 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,588.500 |
|
2,693.000 |
-104.500 |
-3.88 |
|
12.72 |
| |  |
 |
 |
 |
|
 |
FBD |
1,763.920 |
12/08/24 |
0.39 |
1,381.054 |
|
1,098.854 |
282.199 |
25.68 |
|
25.78 |
| |  |
 |
 |
 |
|
 |
Generali |
3,069.768 |
12/08/24 |
1.35 |
2,634.258 |
|
2,430.561 |
203.696 |
8.38 |
|
12.91 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,476.325 |
12/08/24 |
0.50 |
1,449.423 |
|
1,700.608 |
-251.185 |
-14.77 |
|
-14.58 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
31,094.221 |
12/08/24 |
5.23 |
20,114.160 |
|
22,984.371 |
-2,870.211 |
-12.49 |
|
-0.40 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,169.043 |
12/08/24 |
0.01 |
955.771 |
|
1,040.303 |
-84.532 |
-8.13 |
|
-2.95 |
| |  |
 |
 |
 |
|
 |
Hiscox |
196,354.454 |
12/08/24 |
1.89 |
155,696.366 |
|
151,899.802 |
3,796.564 |
2.50 |
|
15.87 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
667.957 |
12/08/24 |
0.56 |
405.812 |
|
372.959 |
32.853 |
8.81 |
|
2.52 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
37,256.152 |
12/08/24 |
0.53 |
45,315.107 |
|
46,950.279 |
-1,635.172 |
-3.48 |
|
6.16 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
29,302.270 |
12/08/24 |
-2.02 |
25,174.565 |
|
27,892.440 |
-2,717.875 |
-9.74 |
|
4.49 |
| |
|
instrument |
freshest |
⇓ Δday |
18/04/22 |
⇓ Δwk |
17/01/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
577.034 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,451.868 |
12/08/24 |
-0.35 |
2,705.572 |
|
2,397.763 |
307.809 |
12.84 |
|
20.11 |
| |  |
 |
 |
 |
|
 |
Mapfre |
291.799 |
12/08/24 |
|
257.614 |
|
248.550 |
9.064 |
3.65 |
|
7.51 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
361.965 |
12/08/24 |
0.52 |
292.931 |
|
288.609 |
4.322 |
1.50 |
|
7.31 |
| |  |
 |
 |
 |
|
 |
MetLife |
8,857.764 |
12/08/24 |
-0.40 |
9,032.764 |
|
7,834.865 |
1,197.899 |
15.29 |
|
26.33 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
42,820.347 |
12/08/24 |
-0.15 |
42,197.704 |
|
32,785.649 |
9,412.055 |
28.71 |
|
33.75 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,268.330 |
|
1,322.670 |
-54.340 |
-4.11 |
|
5.99 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
60,055.330 |
12/08/24 |
1.01 |
33,022.227 |
|
35,817.421 |
-2,795.194 |
-7.80 |
|
3.06 |
| |  |
 |
 |
 |
|
 |
NN |
6,106.719 |
12/08/24 |
0.74 |
6,614.017 |
|
6,773.652 |
-159.635 |
-2.36 |
|
14.17 |
| |  |
 |
 |
 |
|
 |
Phoenix |
88,846.675 |
12/08/24 |
0.47 |
101,430.535 |
|
107,359.638 |
-5,929.103 |
-5.52 |
|
-0.67 |
| |  |
 |
 |
 |
L |
 |
Ping An |
544.406 |
12/08/24 |
0.45 |
927.026 |
|
892.478 |
34.548 |
3.87 |
|
0.51 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
809.322 |
12/08/24 |
0.02 |
936.439 |
|
919.978 |
16.461 |
1.79 |
|
-2.42 |
| |  |
 |
 |
 |
|
 |
Prudential |
104,931.556 |
12/08/24 |
0.41 |
176,537.352 |
|
205,407.470 |
-28,870.118 |
-14.06 |
|
-14.42 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,510.366 |
12/08/24 |
0.87 |
1,109.219 |
|
1,006.410 |
102.808 |
10.22 |
|
17.70 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,050.590 |
12/08/24 |
-2.49 |
733.385 |
|
621.397 |
111.987 |
18.02 |
|
29.78 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,536.522 |
12/08/24 |
0.40 |
6,471.810 |
|
5,843.551 |
628.259 |
10.75 |
|
16.75 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,460.040 |
12/08/24 |
1.00 |
21,392.633 |
|
20,661.241 |
731.392 |
3.54 |
|
3.67 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,225.573 |
12/08/24 |
-0.33 |
6,654.343 |
|
6,366.937 |
287.406 |
4.51 |
|
-2.39 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,837.523 |
12/08/24 |
-1.17 |
1,952.815 |
|
1,987.478 |
-34.662 |
-1.74 |
|
17.36 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,342.322 |
12/08/24 |
1.06 |
3,816.358 |
|
3,848.607 |
-32.249 |
-0.84 |
|
9.13 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,702.330 |
|
1,786.000 |
-83.670 |
-4.68 |
|
6.70 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,518.849 |
12/08/24 |
0.38 |
1,242.304 |
|
1,283.946 |
-41.642 |
-3.24 |
|
14.22 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,632.172 |
12/08/24 |
-0.11 |
6,890.660 |
|
6,656.382 |
234.278 |
3.52 |
|
13.90 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
87,646.707 |
12/08/24 |
0.62 |
84,340.805 |
|
76,680.565 |
7,660.241 |
9.99 |
|
35.89 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
13,976.169 |
12/08/24 |
0.10 |
11,984.565 |
|
12,165.546 |
-180.981 |
-1.49 |
|
12.67 |
| |
|
instrument |
freshest |
⇓ Δday |
18/04/22 |
⇓ Δwk |
17/01/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,093.077 |
12/08/24 |
1.92 |
5,537.889 |
|
5,748.055 |
-210.166 |
-3.66 |
|
10.67 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
26,596.119 |
12/08/24 |
-1.29 |
23,487.976 |
|
18,703.061 |
4,784.914 |
25.58 |
|
30.61 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,731.966 |
12/08/24 |
0.61 |
3,063.809 |
|
2,917.960 |
145.850 |
5.00 |
|
12.89 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,050.148 |
12/08/24 |
0.26 |
992.718 |
|
1,109.320 |
-116.602 |
-10.51 |
|
0.42 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
71,685.119 |
12/08/24 |
1.17 |
67,727.340 |
|
53,709.563 |
14,017.778 |
26.10 |
|
37.24 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,074.792 |
12/08/24 |
1.36 |
3,268.038 |
|
3,512.410 |
-244.371 |
-6.96 |
|
3.03 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
62,449.286 |
12/08/24 |
0.85 |
61,804.233 |
|
55,133.752 |
6,670.480 |
12.10 |
|
26.80 |
| |  |
 |
 |
 |
L |
 |
DFV |
847.776 |
12/08/24 |
-0.80 |
1,627.182 |
|
1,368.335 |
258.847 |
18.92 |
|
4.37 |
| Insurances - 56 out of 57 instruments rated - 18/04/22 / 17/01/22 - 32 did rise, Market-Ratio(13) in JPY = 57.14 % |
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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