| | |
| | |
Assessment - Insurances in Pound sterling - 25/07/22 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
25/07/22 |
Δwk |
25/04/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
283.077 |
12/08/24 |
0.30 |
215.684 |
|
219.191 |
-3.506 |
-1.60 |
|
1.54 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
18.286 |
9/08/24 |
-0.50 |
8.778 |
|
7.776 |
1.002 |
12.89 |
|
8.34 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
372.486 |
12/08/24 |
1.01 |
186.667 |
|
191.892 |
-5.225 |
-2.72 |
|
-8.58 |
| |  |
 |
 |
 |
|
 |
Quálitas |
6.688 |
12/08/24 |
-2.49 |
3.498 |
|
4.431 |
-0.933 |
-21.06 |
|
-6.87 |
| |  |
 |
 |
 |
|
 |
Talanx |
56.399 |
12/08/24 |
1.92 |
30.328 |
|
33.463 |
-3.135 |
-9.37 |
|
-8.46 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
224.467 |
12/08/24 |
1.00 |
122.523 |
|
131.858 |
-9.335 |
-7.08 |
|
-7.52 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
23.081 |
9/08/24 |
3.15 |
13.959 |
|
16.010 |
-2.051 |
-12.81 |
|
-10.34 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
192.858 |
12/08/24 |
5.23 |
116.656 |
|
122.036 |
-5.380 |
-4.41 |
|
-9.98 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.134 |
12/08/24 |
0.56 |
2.575 |
|
2.504 |
0.071 |
2.83 |
|
2.25 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
15.359 |
12/08/24 |
0.50 |
9.651 |
|
9.393 |
0.259 |
2.76 |
|
-6.83 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
2,698.000 |
12/08/24 |
0.86 |
1,736.500 |
|
2,509.000 |
-772.500 |
-30.79 |
|
-37.54 |
| |  |
 |
 |
 |
|
 |
Generali |
19.040 |
12/08/24 |
1.35 |
12.340 |
|
15.250 |
-2.910 |
-19.08 |
|
-17.81 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
22.151 |
12/08/24 |
-0.35 |
14.638 |
|
15.856 |
-1.218 |
-7.68 |
|
-0.22 |
| |  |
 |
 |
 |
|
 |
Axa |
27.436 |
12/08/24 |
-0.77 |
18.171 |
|
21.693 |
-3.522 |
-16.24 |
|
-12.30 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
56.797 |
12/08/24 |
-0.33 |
37.865 |
|
40.750 |
-2.885 |
-7.08 |
|
-9.12 |
| |  |
 |
 |
 |
|
 |
Sompo |
17.956 |
9/08/24 |
0.02 |
12.009 |
|
10.524 |
1.485 |
14.11 |
|
9.15 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
357.020 |
12/08/24 |
-0.30 |
238.895 |
|
264.530 |
-25.635 |
-9.69 |
|
5.53 |
| |  |
 |
 |
 |
|
 |
SBI Life |
17.732 |
12/08/24 |
-1.17 |
11.907 |
|
11.176 |
0.731 |
6.54 |
|
4.10 |
| |  |
 |
 |
 |
|
 |
Allianz |
217.029 |
12/08/24 |
|
147.926 |
|
178.973 |
-31.047 |
-17.35 |
|
-13.37 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
89.399 |
12/08/24 |
0.10 |
62.339 |
|
64.642 |
-2.304 |
-3.56 |
|
-8.94 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.347 |
12/08/24 |
0.87 |
6.657 |
|
6.820 |
-0.163 |
-2.39 |
|
3.79 |
| |  |
 |
 |
 |
|
 |
Mapfre |
1.810 |
12/08/24 |
|
1.303 |
|
1.576 |
-0.273 |
-17.32 |
|
-14.79 |
| |  |
 |
 |
 |
|
 |
AIG |
59.402 |
12/08/24 |
-0.62 |
43.177 |
|
46.853 |
-3.676 |
-7.85 |
|
0.80 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
25.273 |
12/08/24 |
1.36 |
18.531 |
|
19.568 |
-1.037 |
-5.30 |
|
-9.23 |
| |  |
 |
 |
 |
|
 |
FBD |
10.940 |
12/08/24 |
0.39 |
8.023 |
|
8.399 |
-0.376 |
-4.48 |
|
8.69 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
25/07/22 |
Δwk |
25/04/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Beazley |
732.000 |
12/08/24 |
1.24 |
537.000 |
|
395.400 |
141.600 |
35.81 |
|
24.82 |
| |  |
 |
 |
 |
|
 |
Aegon |
4.717 |
12/08/24 |
0.22 |
3.488 |
|
4.218 |
-0.730 |
-17.31 |
|
-6.67 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,189.000 |
12/08/24 |
1.89 |
890.000 |
|
903.400 |
-13.400 |
-1.48 |
|
-1.43 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
560.638 |
12/08/24 |
0.62 |
420.177 |
|
487.481 |
-67.304 |
-13.81 |
|
-1.38 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
7.305 |
12/08/24 |
0.01 |
5.478 |
|
5.531 |
-0.052 |
-0.95 |
|
-11.63 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
8.944 |
12/08/24 |
0.38 |
6.711 |
|
7.115 |
-0.404 |
-5.68 |
|
-4.48 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.367 |
12/08/24 |
0.22 |
2.544 |
|
2.493 |
0.051 |
2.05 |
|
-13.98 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
173.977 |
12/08/24 |
-1.29 |
132.708 |
|
136.948 |
-4.240 |
-3.10 |
|
7.03 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
12/08/24 |
0.35 |
397.500 |
|
428.800 |
-31.300 |
-7.30 |
|
-3.36 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
191.679 |
12/08/24 |
-2.02 |
161.592 |
|
157.313 |
4.279 |
2.72 |
|
0.39 |
| |  |
 |
 |
 |
|
 |
Uniqa |
6.513 |
12/08/24 |
0.26 |
5.597 |
|
6.127 |
-0.530 |
-8.64 |
|
-12.05 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
42.560 |
12/08/24 |
-0.11 |
37.041 |
|
40.649 |
-3.608 |
-8.88 |
|
-6.68 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.240 |
12/08/24 |
0.52 |
1.974 |
|
1.795 |
0.179 |
10.00 |
|
9.08 |
| |  |
 |
 |
 |
|
 |
MetLife |
57.942 |
12/08/24 |
-0.40 |
51.124 |
|
54.233 |
-3.109 |
-5.73 |
|
5.48 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
399.461 |
12/08/24 |
0.85 |
354.331 |
|
357.787 |
-3.455 |
-0.97 |
|
5.85 |
| |  |
 |
 |
 |
|
 |
ASR |
37.189 |
12/08/24 |
0.46 |
33.381 |
|
36.022 |
-2.641 |
-7.33 |
|
-1.31 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
280.106 |
12/08/24 |
-0.15 |
255.254 |
|
256.499 |
-1.245 |
-0.49 |
|
15.44 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
468.923 |
12/08/24 |
1.17 |
439.210 |
|
411.590 |
27.619 |
6.71 |
|
25.21 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.625 |
12/08/24 |
0.44 |
3.464 |
|
3.030 |
0.434 |
14.33 |
|
3.88 |
| |  |
 |
 |
 |
|
 |
Ageas |
35.942 |
12/08/24 |
0.33 |
35.060 |
|
39.195 |
-4.134 |
-10.55 |
|
-5.27 |
| |  |
 |
 |
 |
|
 |
NN |
37.876 |
12/08/24 |
0.74 |
37.800 |
|
38.740 |
-0.940 |
-2.43 |
|
-1.86 |
| |  |
 |
 |
 |
|
 |
Mandatum |
3.579 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sampo |
34.340 |
12/08/24 |
0.40 |
34.815 |
|
39.052 |
-4.237 |
-10.85 |
|
-5.45 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
4.994 |
12/08/24 |
0.02 |
5.277 |
|
5.372 |
-0.095 |
-1.77 |
|
-8.20 |
| |  |
 |
 |
 |
|
 |
Tryg |
16.930 |
12/08/24 |
0.61 |
18.325 |
|
19.009 |
-0.684 |
-3.60 |
|
2.18 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
25/07/22 |
Δwk |
25/04/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.097 |
12/08/24 |
0.58 |
1.239 |
|
1.145 |
0.094 |
8.17 |
|
-0.52 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
225.600 |
12/08/24 |
0.53 |
255.200 |
|
252.500 |
2.700 |
1.07 |
|
-5.84 |
| |  |
 |
 |
 |
|
 |
Phoenix |
538.000 |
12/08/24 |
0.47 |
614.000 |
|
611.000 |
3.000 |
0.49 |
|
-3.81 |
| |  |
 |
 |
 |
S |
 |
Scor |
14.528 |
12/08/24 |
1.06 |
17.106 |
|
22.219 |
-5.113 |
-23.01 |
|
-21.83 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.557 |
12/08/24 |
0.45 |
5.016 |
|
5.066 |
-0.050 |
-0.99 |
|
-8.67 |
| |  |
 |
 |
 |
L |
 |
AIA |
5.486 |
12/08/24 |
-1.33 |
8.473 |
|
7.509 |
0.964 |
12.84 |
|
4.14 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
12/08/24 |
0.41 |
986.400 |
|
989.200 |
-2.800 |
-0.28 |
|
-17.92 |
| |  |
 |
 |
 |
L |
 |
DFV |
5.258 |
12/08/24 |
-0.80 |
9.329 |
|
9.847 |
-0.518 |
-5.26 |
|
-6.66 |
| Insurances - 56 out of 57 instruments rated - 25/07/22 / 25/04/22 - 15 did rise, Market-Ratio(13) in GBP = 26.79 % |
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 | |
| 2/01/06 |
7/08/06 |
217 |
|
- cash - |
| short |
7/08/06 |
21/08/06 |
14 |
 |
 |
 |
Glanbia |
100 |
6,958 |
|
1.437 |
1.545 |
1.329 |
-0.108 |
-8 |
9,246 |
-87 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
10,141 |
|
0.912 |
2.440 |
|
1.529 |
168 |
24,749 |
104 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
5,508 |
|
4.493 |
4.273 |
4.723 |
0.231 |
5 |
26,021 |
19 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
6,613 |
|
3.935 |
3.816 |
|
-0.119 |
-3 |
25,232 |
-15 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
95 |
|
265.237 |
18.254 |
3,853.997 |
3,588.761 |
1,353 |
366,164 |
10,375 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
40,017 |
|
9.150 |
13.750 |
|
4.600 |
50 |
550,243 |
34 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
55,853 |
|
9.851 |
8.662 |
11.205 |
1.353 |
14 |
625,820 |
96 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
42,371 |
|
14.770 |
16.750 |
|
1.980 |
13 |
709,714 |
16 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
124,225 |
|
5.713 |
3.121 |
10.458 |
4.745 |
83 |
1,299,184 |
384 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
330,203 |
|
3.935 |
12.621 |
|
8.686 |
221 |
4,167,389 |
36 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
1,048,312 |
|
3.975 |
4.710 |
3.240 |
-0.735 |
-18 |
3,396,951 |
-56 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
148,577 |
|
22.863 |
23.671 |
|
0.807 |
4 |
3,516,913 |
22 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
921,531 |
|
3.816 |
3.589 |
4.059 |
0.242 |
6 |
3,740,036 |
31 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,252,385 |
|
1.660 |
1.632 |
|
-0.028 |
-2 |
3,676,781 |
-9 |
|
| short |
27/06/16 |
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 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
154,583 |
|
22.200 |
19.595 |
|
-2.605 |
-12 |
3,029,071 |
-5 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
2,255,012 |
|
1.343 |
1.273 |
1.417 |
0.074 |
6 |
3,195,803 |
59 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
30,926 |
|
103.334 |
99.604 |
|
-3.730 |
-4 |
3,080,449 |
-3 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2906,420,892 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-6 |
2,906,421 |
-19 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
185,714 |
|
15.650 |
9.966 |
|
-5.684 |
-36 |
1,850,837 |
-21 |
|
| short |
9/05/22 |
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 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
12,086,801 |
|
0.121 |
0.119 |
|
-0.003 |
-2 |
1,433,934 |
-18 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
82,504 |
|
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
994,188 |
-91 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,333 |
|
298.242 |
267.106 |
|
-31.137 |
-10 |
890,409 |
-6 |
|
| accum | 7/08/06 |
12/08/24 | 7295 |
days out of 7512 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 | 30/06/08 | 26/01/09 | 210 | 265.24 | 18.25 | 3,854.00 | 3,588.76 | 1,353.04 | | | 1,353.04 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 1.44 | 1.55 | 1.33 | -0.11 | -7.54 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 3.93 | 3.82 | | -0.12 | -3.03 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 3.93 | 12.62 | | 8.69 | 220.77 | | | 187.61 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 0.91 | 2.44 | | 1.53 | 167.67 | | | 167.67 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 9.85 | 8.66 | 11.20 | 1.35 | 13.74 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 5.71 | 3.12 | 10.46 | 4.75 | 83.06 | | | 108.20 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 1.34 | 1.27 | 1.42 | 0.07 | 5.50 | | | 5.50 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 4.49 | 4.27 | 4.72 | 0.23 | 5.14 | | | 5.14 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 9.15 | 13.75 | | 4.60 | 50.27 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 14.77 | 16.75 | | 1.98 | 13.41 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 22.20 | 19.60 | | -2.61 | -11.73 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 17.38 | 22.71 | 12.05 | -5.33 | -30.67 | | | 4.29 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 22.86 | 23.67 | | 0.81 | 3.53 | | | 3.53 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 3.82 | 3.59 | 4.06 | 0.24 | 6.34 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 2.62 | 2.80 | 2.45 | -0.17 | -6.66 | | | -0.74 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 1.66 | 1.63 | | -0.03 | -1.69 | | | -1.69 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 0.12 | 0.12 | | -0.00 | -2.28 | | | -2.28 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -5.65 | | | -5.65 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 103.33 | 99.60 | | -3.73 | -3.61 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 298.24 | 267.11 | | -31.14 | -10.44 | | | -13.67 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 3.98 | 4.71 | 3.24 | -0.73 | -18.49 | | | -18.49 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 15.65 | 9.97 | | -5.68 | -36.32 | | | -36.32 |
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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