| | |
| | |
Assessment - Insurances in Japanese yen - 25/07/22 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
25/07/22 |
⇓ Δwk |
25/04/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
46,642.100 |
12/08/24 |
0.30 |
35,537.964 |
|
35,630.274 |
-92.310 |
-0.26 |
|
7.06 |
| |  |
 |
 |
 |
|
 |
Beazley |
120,610.404 |
12/08/24 |
1.24 |
88,480.583 |
|
64,273.700 |
24,206.883 |
37.66 |
|
31.70 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,978.670 |
|
1,710.670 |
268.000 |
15.67 |
|
15.09 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,446.330 |
|
1,264.000 |
182.330 |
14.42 |
|
14.20 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
77,263.693 |
12/08/24 |
1.17 |
72,367.825 |
|
66,905.507 |
5,462.317 |
8.16 |
|
32.29 |
| |  |
 |
 |
 |
|
 |
FBD |
1,802.646 |
12/08/24 |
0.39 |
1,321.940 |
|
1,365.364 |
-43.423 |
-3.18 |
|
14.80 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
46,152.649 |
12/08/24 |
-0.15 |
42,057.724 |
|
41,694.866 |
362.858 |
0.87 |
|
21.84 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
369.089 |
12/08/24 |
0.52 |
325.331 |
|
291.784 |
33.547 |
11.50 |
|
14.91 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,789.461 |
12/08/24 |
0.61 |
3,019.414 |
|
3,090.047 |
-70.634 |
-2.29 |
|
7.71 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,921.610 |
12/08/24 |
-1.17 |
1,961.934 |
|
1,816.760 |
145.174 |
7.99 |
|
9.70 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
65,818.490 |
12/08/24 |
0.85 |
58,382.573 |
|
58,159.501 |
223.072 |
0.38 |
|
11.72 |
| |  |
 |
 |
 |
L |
 |
China Life |
597.366 |
12/08/24 |
0.44 |
570.830 |
|
492.585 |
78.246 |
15.88 |
|
9.39 |
| |  |
 |
 |
 |
|
 |
Hiscox |
195,909.522 |
12/08/24 |
1.89 |
146,643.797 |
|
146,850.937 |
-207.141 |
-0.14 |
|
3.95 |
| |  |
 |
 |
 |
|
 |
ASR |
6,127.599 |
12/08/24 |
0.46 |
5,500.166 |
|
5,855.468 |
-355.302 |
-6.07 |
|
4.08 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,540.089 |
12/08/24 |
0.87 |
1,096.802 |
|
1,108.595 |
-11.793 |
-1.06 |
|
9.49 |
| |  |
 |
 |
 |
|
 |
NN |
6,240.788 |
12/08/24 |
0.74 |
6,228.212 |
|
6,297.364 |
-69.153 |
-1.10 |
|
3.43 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
28,665.843 |
12/08/24 |
-1.29 |
21,866.026 |
|
22,261.424 |
-395.398 |
-1.78 |
|
13.02 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
681.102 |
12/08/24 |
0.56 |
424.262 |
|
407.034 |
17.228 |
4.23 |
|
7.70 |
| |  |
 |
 |
 |
|
 |
Aviva |
79,780.816 |
12/08/24 |
0.35 |
65,495.404 |
|
69,702.991 |
-4,207.587 |
-6.04 |
|
1.88 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
58,825.595 |
12/08/24 |
-0.30 |
39,362.400 |
|
43,000.383 |
-3,637.983 |
-8.46 |
|
11.39 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,547.080 |
12/08/24 |
-0.40 |
8,423.573 |
|
8,815.748 |
-392.176 |
-4.45 |
|
11.35 |
| |  |
 |
 |
 |
|
 |
Phoenix |
88,645.351 |
12/08/24 |
0.47 |
101,167.743 |
|
99,320.260 |
1,847.483 |
1.86 |
|
1.28 |
| |  |
 |
 |
 |
L |
 |
AIA |
903.960 |
12/08/24 |
-1.33 |
1,396.000 |
|
1,220.555 |
175.445 |
14.37 |
|
9.74 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,473.611 |
12/08/24 |
0.38 |
1,105.764 |
|
1,156.608 |
-50.843 |
-4.40 |
|
0.62 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,922.181 |
12/08/24 |
0.33 |
5,776.852 |
|
6,371.242 |
-594.390 |
-9.33 |
|
-0.17 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
25/07/22 |
⇓ Δwk |
25/04/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,300.000 |
|
2,602.500 |
-302.500 |
-11.62 |
|
-5.52 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,658.073 |
12/08/24 |
0.40 |
5,736.327 |
|
6,347.984 |
-611.657 |
-9.64 |
|
-0.38 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
37,171.731 |
12/08/24 |
0.53 |
42,048.873 |
|
41,044.788 |
1,004.085 |
2.45 |
|
-0.91 |
| |  |
 |
 |
 |
|
 |
Aegon |
777.234 |
12/08/24 |
0.22 |
574.751 |
|
685.692 |
-110.941 |
-16.18 |
|
-1.51 |
| |  |
 |
 |
 |
L |
 |
DFV |
866.388 |
12/08/24 |
-0.80 |
1,537.140 |
|
1,600.677 |
-63.537 |
-3.97 |
|
-1.69 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,530.691 |
12/08/24 |
0.50 |
1,590.241 |
|
1,526.800 |
63.442 |
4.16 |
|
-2.10 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
92,375.338 |
12/08/24 |
0.62 |
69,231.931 |
|
79,241.821 |
-10,009.890 |
-12.63 |
|
4.04 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,649.802 |
12/08/24 |
-0.35 |
2,411.932 |
|
2,577.432 |
-165.499 |
-6.42 |
|
5.20 |
| |  |
 |
 |
 |
|
 |
AIG |
9,787.637 |
12/08/24 |
-0.62 |
7,114.181 |
|
7,616.153 |
-501.973 |
-6.59 |
|
6.37 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
31,582.589 |
12/08/24 |
-2.02 |
26,625.214 |
|
25,571.796 |
1,053.418 |
4.12 |
|
5.70 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,985.091 |
12/08/24 |
1.00 |
20,187.913 |
|
21,433.974 |
-1,246.061 |
-5.81 |
|
-2.63 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
180.792 |
12/08/24 |
0.58 |
204.131 |
|
186.175 |
17.956 |
9.64 |
|
4.82 |
| |  |
 |
 |
 |
|
 |
Talanx |
9,292.710 |
12/08/24 |
1.92 |
4,997.102 |
|
5,439.566 |
-442.463 |
-8.13 |
|
-3.58 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
61,373.808 |
12/08/24 |
1.01 |
30,756.774 |
|
31,192.680 |
-435.906 |
-1.40 |
|
-3.77 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,164.252 |
12/08/24 |
1.36 |
3,053.319 |
|
3,180.833 |
-127.514 |
-4.01 |
|
-4.46 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
31,776.876 |
12/08/24 |
5.23 |
19,221.237 |
|
19,837.450 |
-616.213 |
-3.11 |
|
-5.27 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,358.428 |
12/08/24 |
-0.33 |
6,238.952 |
|
6,624.119 |
-385.167 |
-5.81 |
|
-4.33 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,073.203 |
12/08/24 |
0.26 |
922.284 |
|
995.977 |
-73.693 |
-7.40 |
|
-7.43 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
822.822 |
12/08/24 |
0.02 |
869.412 |
|
873.218 |
-3.806 |
-0.44 |
|
-3.36 |
| |  |
 |
 |
 |
|
 |
Axa |
4,520.589 |
12/08/24 |
-0.77 |
2,993.930 |
|
3,526.278 |
-532.348 |
-15.10 |
|
-7.64 |
| |  |
 |
 |
 |
|
 |
Allianz |
35,759.466 |
12/08/24 |
|
24,373.451 |
|
29,092.647 |
-4,719.196 |
-16.22 |
|
-8.75 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,012.470 |
12/08/24 |
-0.11 |
6,103.210 |
|
6,607.671 |
-504.461 |
-7.63 |
|
-1.68 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
14,730.198 |
12/08/24 |
0.10 |
10,271.480 |
|
10,507.865 |
-236.385 |
-2.25 |
|
-4.11 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,101.952 |
12/08/24 |
-2.49 |
576.327 |
|
720.292 |
-143.964 |
-19.99 |
|
-1.72 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,203.686 |
12/08/24 |
0.01 |
902.615 |
|
899.015 |
3.599 |
0.40 |
|
-7.05 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
25/07/22 |
⇓ Δwk |
25/04/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Mapfre |
298.205 |
12/08/24 |
|
214.641 |
|
256.108 |
-41.468 |
-16.19 |
|
-10.28 |
| |  |
 |
 |
 |
L |
 |
Ping An |
586.093 |
12/08/24 |
0.45 |
826.453 |
|
823.467 |
2.985 |
0.36 |
|
-3.84 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
554.828 |
12/08/24 |
0.22 |
419.109 |
|
405.165 |
13.943 |
3.44 |
|
-9.58 |
| |  |
 |
 |
 |
|
 |
Generali |
3,137.163 |
12/08/24 |
1.35 |
2,033.217 |
|
2,478.997 |
-445.780 |
-17.98 |
|
-13.46 |
| |  |
 |
 |
 |
|
 |
Prudential |
104,693.785 |
12/08/24 |
0.41 |
162,527.462 |
|
160,798.038 |
1,729.424 |
1.08 |
|
-13.85 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,393.746 |
12/08/24 |
1.06 |
2,818.556 |
|
3,611.784 |
-793.228 |
-21.96 |
|
-17.74 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
444,544.903 |
12/08/24 |
0.86 |
286,120.172 |
|
407,847.024 |
-121,726.853 |
-29.85 |
|
-34.50 |
| |  |
 |
 |
 |
|
 |
Mandatum |
589.703 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 25/07/22 / 25/04/22 - 20 did rise, Market-Ratio(13) in JPY = 35.71 % |
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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