| | |
| | |
Assessment - Insurances in Pound sterling - 7/11/22 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/11/22 |
⇓ Δwk |
4/11/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
287.101 |
8/12/24 |
0.30 |
221.119 |
|
220.683 |
0.436 |
0.20 |
|
4.52 |
| |  |
 |
 |
 |
|
 |
Sompo |
18.117 |
8/09/24 |
0.02 |
12.388 |
|
10.407 |
1.981 |
19.03 |
|
13.59 |
| |  |
 |
 |
 |
|
 |
Beazley |
732.000 |
8/12/24 |
1.24 |
494.000 |
|
417.600 |
76.400 |
18.30 |
|
16.34 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
18.451 |
8/09/24 |
-0.50 |
8.861 |
|
7.699 |
1.162 |
15.10 |
|
10.10 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
475.589 |
8/12/24 |
1.17 |
434.919 |
|
412.299 |
22.620 |
5.49 |
|
25.72 |
| |  |
 |
 |
 |
|
 |
FBD |
10.924 |
8/12/24 |
0.39 |
8.028 |
|
8.233 |
-0.206 |
-2.50 |
|
9.25 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.695 |
8/12/24 |
0.44 |
3.762 |
|
3.192 |
0.571 |
17.88 |
|
12.95 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
176.450 |
8/12/24 |
-1.29 |
141.779 |
|
142.415 |
-0.636 |
-0.45 |
|
15.23 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,189.000 |
8/12/24 |
1.89 |
927.800 |
|
982.200 |
-54.400 |
-5.54 |
|
2.95 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
399.032 |
8/12/24 |
0.85 |
362.280 |
|
375.958 |
-13.678 |
-3.64 |
|
9.20 |
| |  |
 |
 |
 |
|
 |
Tryg |
16.914 |
8/12/24 |
0.61 |
18.343 |
|
18.971 |
-0.628 |
-3.31 |
|
2.35 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.184 |
8/12/24 |
0.87 |
6.762 |
|
6.745 |
0.017 |
0.25 |
|
6.12 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
23.288 |
8/09/24 |
3.15 |
14.957 |
|
15.584 |
-0.627 |
-4.02 |
|
-3.50 |
| |  |
 |
 |
 |
|
 |
SBI Life |
18.041 |
8/12/24 |
-1.17 |
12.141 |
|
11.555 |
0.586 |
5.07 |
|
6.96 |
| |  |
 |
 |
 |
|
 |
ASR |
37.133 |
8/12/24 |
0.46 |
33.407 |
|
36.725 |
-3.318 |
-9.03 |
|
-0.58 |
| |  |
 |
 |
 |
L |
 |
AIA |
5.564 |
8/12/24 |
-1.33 |
8.919 |
|
7.998 |
0.921 |
11.51 |
|
9.70 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.201 |
8/12/24 |
0.52 |
1.855 |
|
1.766 |
0.089 |
5.04 |
|
2.74 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
284.088 |
8/12/24 |
-0.15 |
240.608 |
|
255.508 |
-14.900 |
-5.83 |
|
10.06 |
| |  |
 |
 |
 |
|
 |
MetLife |
58.766 |
8/12/24 |
-0.40 |
52.254 |
|
54.146 |
-1.892 |
-3.49 |
|
8.66 |
| |  |
 |
 |
 |
|
 |
Sampo |
34.288 |
8/12/24 |
0.40 |
35.592 |
|
39.021 |
-3.430 |
-8.79 |
|
-3.22 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
397.800 |
|
428.500 |
-30.700 |
-7.16 |
|
-3.24 |
| |  |
 |
 |
 |
|
 |
NN |
37.819 |
8/12/24 |
0.74 |
37.048 |
|
39.564 |
-2.516 |
-6.36 |
|
-3.55 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.113 |
8/12/24 |
0.58 |
1.327 |
|
1.175 |
0.152 |
12.97 |
|
6.60 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.062 |
8/12/24 |
0.56 |
2.502 |
|
2.467 |
0.035 |
1.42 |
|
-0.81 |
| |  |
 |
 |
 |
|
 |
Ageas |
35.888 |
8/12/24 |
0.33 |
35.126 |
|
38.771 |
-3.645 |
-9.40 |
|
-5.43 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/11/22 |
⇓ Δwk |
4/11/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Aegon |
4.710 |
8/12/24 |
0.22 |
3.491 |
|
4.244 |
-0.753 |
-17.75 |
|
-5.94 |
| |  |
 |
 |
 |
L |
 |
DFV |
5.250 |
8/12/24 |
-0.80 |
9.467 |
|
9.937 |
-0.470 |
-4.73 |
|
-5.90 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
362.095 |
8/12/24 |
-0.30 |
234.315 |
|
270.054 |
-35.738 |
-13.23 |
|
4.12 |
| |  |
 |
 |
 |
|
 |
Phoenix |
538.000 |
8/12/24 |
0.47 |
594.400 |
|
627.200 |
-32.800 |
-5.23 |
|
-7.35 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
227.906 |
8/12/24 |
1.00 |
126.007 |
|
136.469 |
-10.462 |
-7.67 |
|
-5.18 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.089 |
8/12/24 |
0.02 |
5.685 |
|
5.737 |
-0.052 |
-0.91 |
|
-1.76 |
| |  |
 |
 |
 |
|
 |
Talanx |
56.314 |
8/12/24 |
1.92 |
30.316 |
|
34.053 |
-3.737 |
-10.97 |
|
-8.46 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
371.923 |
8/12/24 |
1.01 |
187.063 |
|
203.249 |
-16.186 |
-7.96 |
|
-8.49 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
22.232 |
8/12/24 |
-0.35 |
14.562 |
|
16.367 |
-1.805 |
-11.03 |
|
-0.52 |
| |  |
 |
 |
 |
|
 |
AIG |
60.247 |
8/12/24 |
-0.62 |
43.286 |
|
48.009 |
-4.723 |
-9.84 |
|
2.11 |
| |  |
 |
 |
 |
|
 |
Quálitas |
6.677 |
8/12/24 |
-2.49 |
3.707 |
|
4.352 |
-0.646 |
-14.83 |
|
-1.04 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.607 |
8/12/24 |
0.45 |
5.537 |
|
5.458 |
0.079 |
1.45 |
|
0.01 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
560.036 |
8/12/24 |
0.62 |
405.901 |
|
513.427 |
-107.525 |
-20.94 |
|
-4.14 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
225.600 |
8/12/24 |
0.53 |
244.600 |
|
270.800 |
-26.200 |
-9.68 |
|
-9.93 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
15.336 |
8/12/24 |
0.50 |
9.357 |
|
8.559 |
0.798 |
9.33 |
|
-10.60 |
| |  |
 |
 |
 |
|
 |
Mapfre |
1.807 |
8/12/24 |
|
1.367 |
|
1.558 |
-0.191 |
-12.28 |
|
-10.96 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
25.235 |
8/12/24 |
1.36 |
18.249 |
|
19.957 |
-1.708 |
-8.56 |
|
-10.96 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
192.567 |
8/12/24 |
5.23 |
115.549 |
|
125.674 |
-10.125 |
-8.06 |
|
-11.01 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
42.715 |
8/12/24 |
-0.11 |
38.135 |
|
42.521 |
-4.386 |
-10.31 |
|
-3.87 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
57.668 |
8/12/24 |
-0.33 |
38.124 |
|
40.847 |
-2.724 |
-6.67 |
|
-9.37 |
| |  |
 |
 |
 |
|
 |
Allianz |
216.701 |
8/12/24 |
|
150.971 |
|
183.124 |
-32.153 |
-17.56 |
|
-12.21 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
7.433 |
8/12/24 |
0.01 |
5.784 |
|
5.738 |
0.046 |
0.80 |
|
-7.22 |
| |  |
 |
 |
 |
|
 |
Axa |
27.395 |
8/12/24 |
-0.77 |
18.156 |
|
22.129 |
-3.973 |
-17.95 |
|
-12.45 |
| |  |
 |
 |
 |
|
 |
Uniqa |
6.504 |
8/12/24 |
0.26 |
5.597 |
|
6.062 |
-0.465 |
-7.67 |
|
-12.41 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
89.303 |
8/12/24 |
0.10 |
62.444 |
|
73.641 |
-11.197 |
-15.21 |
|
-8.97 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/11/22 |
⇓ Δwk |
4/11/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.431 |
8/12/24 |
0.22 |
2.719 |
|
2.722 |
-0.003 |
-0.12 |
|
-8.65 |
| |  |
 |
 |
 |
|
 |
Generali |
19.011 |
8/12/24 |
1.35 |
12.846 |
|
16.233 |
-3.387 |
-20.86 |
|
-14.89 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
194.403 |
8/12/24 |
-2.02 |
151.530 |
|
156.952 |
-5.422 |
-3.45 |
|
-5.53 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
8.761 |
8/12/24 |
0.38 |
5.852 |
|
7.585 |
-1.733 |
-22.85 |
|
-16.75 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
1,010.000 |
|
1,059.000 |
-49.000 |
-4.63 |
|
-16.91 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
2,698.000 |
8/12/24 |
0.86 |
2,316.000 |
|
2,536.000 |
-220.000 |
-8.68 |
|
-18.46 |
| |  |
 |
 |
 |
S |
 |
Scor |
14.506 |
8/12/24 |
1.06 |
16.615 |
|
23.465 |
-6.850 |
-29.19 |
|
-24.85 |
| |  |
 |
 |
 |
|
 |
Mandatum |
3.574 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 7/11/22 / 4/11/22 - 14 did rise, Market-Ratio(13) in GBP = 25.00 % |
Technical Chart
Transactions Insurances in Pound sterling * 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 |
6,958 |
|
1.437 |
1.545 |
1.329 |
-0.108 |
-8 |
9,246 |
-87 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
10,141 |
|
0.912 |
2.440 |
|
1.529 |
168 |
24,749 |
104 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
5,508 |
|
4.493 |
4.273 |
4.723 |
0.231 |
5 |
26,021 |
19 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
6,613 |
|
3.935 |
3.816 |
|
-0.119 |
-3 |
25,232 |
-15 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
95 |
|
265.237 |
18.254 |
3,853.997 |
3,588.761 |
1,353 |
366,164 |
10,375 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
40,017 |
|
9.150 |
13.750 |
|
4.600 |
50 |
550,243 |
34 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
55,853 |
|
9.851 |
8.662 |
11.205 |
1.353 |
14 |
625,820 |
96 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
42,371 |
|
14.770 |
16.750 |
|
1.980 |
13 |
709,714 |
16 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
124,225 |
|
5.713 |
3.121 |
10.458 |
4.745 |
83 |
1,299,184 |
384 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
330,203 |
|
3.935 |
12.621 |
|
8.686 |
221 |
4,167,389 |
36 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
1,048,312 |
|
3.975 |
4.710 |
3.240 |
-0.735 |
-18 |
3,396,951 |
-56 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
148,577 |
|
22.863 |
23.671 |
|
0.807 |
4 |
3,516,913 |
22 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
921,531 |
|
3.816 |
3.589 |
4.059 |
0.242 |
6 |
3,740,036 |
31 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,252,385 |
|
1.660 |
1.632 |
|
-0.028 |
-2 |
3,676,781 |
-9 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,400,947 |
|
2.624 |
2.799 |
2.450 |
-0.175 |
-7 |
3,431,760 |
-45 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
154,583 |
|
22.200 |
19.595 |
|
-2.605 |
-12 |
3,029,071 |
-5 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
2,255,012 |
|
1.343 |
1.273 |
1.417 |
0.074 |
6 |
3,195,803 |
59 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
30,926 |
|
103.334 |
99.604 |
|
-3.730 |
-4 |
3,080,449 |
-3 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2906,420,892 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-6 |
2,906,421 |
-19 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
185,714 |
|
15.650 |
9.966 |
|
-5.684 |
-36 |
1,850,837 |
-21 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
210,083 |
|
8.810 |
10.635 |
6.985 |
-1.825 |
-21 |
1,467,436 |
-95 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
12,086,801 |
|
0.121 |
0.119 |
|
-0.003 |
-2 |
1,433,934 |
-18 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
82,504 |
|
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
994,188 |
-91 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,333 |
|
298.242 |
267.106 |
|
-31.137 |
-10 |
890,409 |
-6 |
|
| accum | 8/07/06 |
8/12/24 | 7281 |
days out of 7498 invested (97%) |
8,804 |
890,409 |
25 |
|
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 | 265.24 | 18.25 | 3,854.00 | 3,588.76 | 1,353.04 | | | 1,353.04 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 1.44 | 1.55 | 1.33 | -0.11 | -7.54 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 3.93 | 3.82 | | -0.12 | -3.03 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 3.93 | 12.62 | | 8.69 | 220.77 | | | 187.61 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 0.91 | 2.44 | | 1.53 | 167.67 | | | 167.67 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 9.85 | 8.66 | 11.20 | 1.35 | 13.74 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 5.71 | 3.12 | 10.46 | 4.75 | 83.06 | | | 108.20 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 1.34 | 1.27 | 1.42 | 0.07 | 5.50 | | | 5.50 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 4.49 | 4.27 | 4.72 | 0.23 | 5.14 | | | 5.14 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 9.15 | 13.75 | | 4.60 | 50.27 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 14.77 | 16.75 | | 1.98 | 13.41 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 22.20 | 19.60 | | -2.61 | -11.73 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 17.38 | 22.71 | 12.05 | -5.33 | -30.67 | | | 4.29 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 22.86 | 23.67 | | 0.81 | 3.53 | | | 3.53 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 3.82 | 3.59 | 4.06 | 0.24 | 6.34 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 2.62 | 2.80 | 2.45 | -0.17 | -6.66 | | | -0.74 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 1.66 | 1.63 | | -0.03 | -1.69 | | | -1.69 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 0.12 | 0.12 | | -0.00 | -2.28 | | | -2.28 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -5.65 | | | -5.65 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 103.33 | 99.60 | | -3.73 | -3.61 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 298.24 | 267.11 | | -31.14 | -10.44 | | | -13.67 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 3.98 | 4.71 | 3.24 | -0.73 | -18.49 | | | -18.49 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 15.65 | 9.97 | | -5.68 | -36.32 | | | -36.32 |
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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