| | |
| | |
Assessment - Insurances in Japanese yen - 9/05/22 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/05/22 |
⇓ Δwk |
7/02/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
44,447.320 |
12/08/24 |
0.30 |
34,982.966 |
|
34,502.103 |
480.863 |
1.39 |
|
8.73 |
| |  |
 |
 |
 |
|
 |
FBD |
1,777.233 |
12/08/24 |
0.39 |
1,341.880 |
|
1,368.754 |
-26.875 |
-1.96 |
|
20.26 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,658.000 |
|
2,765.500 |
-107.500 |
-3.89 |
|
13.86 |
| |  |
 |
 |
 |
|
 |
Aegon |
766.277 |
12/08/24 |
0.22 |
652.892 |
|
698.065 |
-45.173 |
-6.47 |
|
18.22 |
| |  |
 |
 |
 |
|
 |
Beazley |
117,786.519 |
12/08/24 |
1.24 |
71,090.279 |
|
76,231.904 |
-5,141.625 |
-6.74 |
|
16.88 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,771.670 |
|
1,873.330 |
-101.660 |
-5.43 |
|
9.50 |
| |  |
 |
 |
 |
|
 |
ASR |
6,041.215 |
12/08/24 |
0.46 |
5,793.229 |
|
5,544.771 |
248.457 |
4.48 |
|
14.92 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
73,627.990 |
12/08/24 |
1.17 |
63,355.317 |
|
55,639.277 |
7,716.040 |
13.87 |
|
25.37 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
61,025.955 |
12/08/24 |
0.85 |
57,362.034 |
|
55,362.293 |
1,999.741 |
3.61 |
|
15.91 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,311.670 |
|
1,383.330 |
-71.660 |
-5.18 |
|
8.32 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,475.137 |
12/08/24 |
0.87 |
1,131.637 |
|
1,014.449 |
117.188 |
11.55 |
|
17.95 |
| |  |
 |
 |
 |
|
 |
AIG |
9,327.072 |
12/08/24 |
-0.62 |
7,764.094 |
|
7,107.610 |
656.484 |
9.24 |
|
23.51 |
| |  |
 |
 |
 |
|
 |
Hiscox |
191,322.639 |
12/08/24 |
1.89 |
151,577.734 |
|
151,249.081 |
328.653 |
0.22 |
|
11.65 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
27,316.950 |
12/08/24 |
-1.29 |
22,392.266 |
|
19,707.830 |
2,684.436 |
13.62 |
|
22.56 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
56,057.512 |
12/08/24 |
-0.30 |
40,762.469 |
|
36,415.717 |
4,346.751 |
11.94 |
|
20.86 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
43,980.901 |
12/08/24 |
-0.15 |
38,618.584 |
|
34,255.482 |
4,363.101 |
12.74 |
|
19.74 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
85,649.081 |
12/08/24 |
0.62 |
69,969.074 |
|
75,162.131 |
-5,193.057 |
-6.91 |
|
10.52 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,097.835 |
12/08/24 |
-0.40 |
8,561.212 |
|
7,922.012 |
639.201 |
8.07 |
|
18.15 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,057.074 |
12/08/24 |
-2.49 |
670.537 |
|
635.296 |
35.241 |
5.55 |
|
17.77 |
| |  |
 |
 |
 |
|
 |
NN |
6,152.808 |
12/08/24 |
0.74 |
6,232.715 |
|
6,751.644 |
-518.929 |
-7.69 |
|
6.65 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,578.307 |
12/08/24 |
0.40 |
5,953.042 |
|
5,776.407 |
176.635 |
3.06 |
|
6.20 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,752.277 |
12/08/24 |
0.61 |
2,857.849 |
|
2,736.967 |
120.882 |
4.42 |
|
4.20 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,448.672 |
12/08/24 |
-0.35 |
2,464.916 |
|
2,412.721 |
52.195 |
2.16 |
|
8.86 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
353.523 |
12/08/24 |
0.52 |
293.387 |
|
257.508 |
35.880 |
13.93 |
|
6.53 |
| |  |
 |
 |
 |
|
 |
Aviva |
77,912.886 |
12/08/24 |
0.35 |
64,702.130 |
|
68,414.046 |
-3,711.915 |
-5.43 |
|
2.06 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/05/22 |
⇓ Δwk |
7/02/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
652.377 |
12/08/24 |
0.56 |
420.947 |
|
364.119 |
56.828 |
15.61 |
|
6.27 |
| |  |
 |
 |
 |
L |
 |
DFV |
854.174 |
12/08/24 |
-0.80 |
1,603.643 |
|
1,576.700 |
26.943 |
1.71 |
|
2.69 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,360.000 |
12/08/24 |
1.06 |
3,587.531 |
|
3,895.686 |
-308.155 |
-7.91 |
|
2.53 |
| |  |
 |
 |
 |
|
 |
Generali |
3,092.937 |
12/08/24 |
1.35 |
2,402.709 |
|
2,394.004 |
8.705 |
0.36 |
|
2.27 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,838.693 |
12/08/24 |
0.33 |
5,966.819 |
|
5,806.677 |
160.141 |
2.76 |
|
1.47 |
| |  |
 |
 |
 |
|
 |
Talanx |
9,161.705 |
12/08/24 |
1.92 |
5,103.001 |
|
5,514.501 |
-411.500 |
-7.46 |
|
1.09 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,871.514 |
12/08/24 |
-1.17 |
1,792.717 |
|
1,764.032 |
28.685 |
1.63 |
|
5.68 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,626.031 |
12/08/24 |
-0.11 |
6,441.138 |
|
6,617.490 |
-176.353 |
-2.66 |
|
5.64 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,105.546 |
12/08/24 |
1.36 |
3,175.599 |
|
3,441.628 |
-266.029 |
-7.73 |
|
-0.33 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,279.504 |
12/08/24 |
1.00 |
20,775.005 |
|
20,532.661 |
242.344 |
1.18 |
|
0.07 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,433.963 |
12/08/24 |
0.38 |
1,060.862 |
|
1,288.521 |
-227.659 |
-17.67 |
|
-3.00 |
| |  |
 |
 |
 |
|
 |
Mapfre |
294.001 |
12/08/24 |
|
235.036 |
|
251.443 |
-16.407 |
-6.53 |
|
-2.26 |
| |  |
 |
 |
 |
|
 |
Allianz |
35,255.343 |
12/08/24 |
|
26,404.998 |
|
29,711.183 |
-3,306.185 |
-11.13 |
|
-2.73 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,058.074 |
12/08/24 |
0.26 |
967.145 |
|
1,073.946 |
-106.800 |
-9.94 |
|
-2.85 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
30,096.446 |
12/08/24 |
-2.02 |
25,537.759 |
|
26,113.766 |
-576.007 |
-2.21 |
|
4.96 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,495.015 |
12/08/24 |
0.50 |
1,622.931 |
|
1,605.654 |
17.276 |
1.08 |
|
-3.87 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,179.891 |
12/08/24 |
-0.33 |
6,529.287 |
|
6,145.373 |
383.915 |
6.25 |
|
-3.19 |
| |  |
 |
 |
 |
|
 |
Axa |
4,456.860 |
12/08/24 |
-0.77 |
3,064.005 |
|
3,678.527 |
-614.523 |
-16.71 |
|
-4.04 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
13,657.627 |
12/08/24 |
0.10 |
10,237.967 |
|
12,413.215 |
-2,175.248 |
-17.52 |
|
-4.10 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
31,328.898 |
12/08/24 |
5.23 |
18,902.044 |
|
21,761.879 |
-2,859.835 |
-13.14 |
|
-6.32 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,183.047 |
12/08/24 |
0.01 |
949.620 |
|
930.203 |
19.417 |
2.09 |
|
-3.31 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
60,508.584 |
12/08/24 |
1.01 |
29,441.449 |
|
35,567.873 |
-6,126.424 |
-17.22 |
|
-7.88 |
| |  |
 |
 |
 |
|
 |
Phoenix |
86,569.874 |
12/08/24 |
0.47 |
91,912.104 |
|
103,656.701 |
-11,744.597 |
-11.33 |
|
-9.51 |
| |  |
 |
 |
 |
L |
 |
China Life |
571.016 |
12/08/24 |
0.44 |
495.500 |
|
510.190 |
-14.690 |
-2.88 |
|
-6.38 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
36,301.419 |
12/08/24 |
0.53 |
37,846.160 |
|
44,244.094 |
-6,397.933 |
-14.46 |
|
-11.44 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/05/22 |
⇓ Δwk |
7/02/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
AIA |
861.410 |
12/08/24 |
-1.33 |
1,228.215 |
|
1,255.988 |
-27.773 |
-2.21 |
|
-3.71 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
172.282 |
12/08/24 |
0.58 |
187.220 |
|
207.042 |
-19.823 |
-9.57 |
|
-4.94 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
786.527 |
12/08/24 |
0.02 |
858.751 |
|
940.415 |
-81.663 |
-8.68 |
|
-9.00 |
| |  |
 |
 |
 |
L |
 |
Ping An |
558.506 |
12/08/24 |
0.45 |
807.468 |
|
940.699 |
-133.231 |
-14.16 |
|
-10.94 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
434,136.652 |
12/08/24 |
0.86 |
370,094.255 |
|
467,046.945 |
-96,952.690 |
-20.76 |
|
-20.79 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
530.354 |
12/08/24 |
0.22 |
398.685 |
|
486.671 |
-87.986 |
-18.08 |
|
-17.81 |
| |  |
 |
 |
 |
|
 |
Prudential |
102,242.561 |
12/08/24 |
0.41 |
141,762.191 |
|
194,122.713 |
-52,360.522 |
-26.97 |
|
-29.90 |
| |  |
 |
 |
 |
|
 |
Mandatum |
581.389 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 9/05/22 / 7/02/22 - 24 did rise, Market-Ratio(13) in JPY = 42.86 % |
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 | 7253 |
days out of 7470 invested (97%) |
1,160 |
126,040 |
14 |
|
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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