| | |
| | |
Assessment - Insurances - 9/26/22 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/26/22 |
⇓ Δwk |
6/27/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
256.721 |
|
265.980 |
-9.259 |
-3.48 |
USD |
-7.69 |
| |  |
 |
 |
 |
|
 |
Beazley |
732.000 |
8/12/24 |
1.24 |
570.500 |
|
496.200 |
74.300 |
14.97 |
GBP |
25.22 |
| |  |
 |
 |
 |
|
 |
FBD |
12.900 |
8/12/24 |
0.39 |
10.200 |
|
9.540 |
0.660 |
6.92 |
EUR |
11.69 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
8/09/24 |
0.02 |
1,942.330 |
|
1,963.330 |
-21.000 |
-1.07 |
JPY |
9.08 |
| |  |
 |
 |
 |
L |
 |
China Life |
29.490 |
8/12/24 |
0.44 |
30.820 |
|
31.450 |
-0.630 |
-2.00 |
CNY |
9.07 |
| |  |
 |
 |
 |
|
 |
SBI Life |
1,705.000 |
8/12/24 |
-1.17 |
1,259.800 |
|
1,084.550 |
175.250 |
16.16 |
INR |
8.48 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
326.820 |
|
274.560 |
52.260 |
19.03 |
USD |
7.51 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
508.360 |
|
505.660 |
2.700 |
0.53 |
USD |
4.87 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
3.880 |
8/12/24 |
0.52 |
3.430 |
|
3.260 |
0.170 |
5.21 |
AUD |
3.39 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
8/12/24 |
1.01 |
245.300 |
|
220.800 |
24.500 |
11.10 |
EUR |
2.00 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
8/09/24 |
-0.50 |
1,324.670 |
|
1,375.330 |
-50.660 |
-3.68 |
JPY |
1.90 |
| |  |
 |
 |
 |
|
 |
Sampo |
40.490 |
8/12/24 |
0.40 |
44.260 |
|
41.620 |
2.640 |
6.34 |
EUR |
1.26 |
| |  |
 |
 |
 |
|
 |
ASR |
43.850 |
8/12/24 |
0.46 |
40.900 |
|
38.250 |
2.650 |
6.93 |
EUR |
0.64 |
| |  |
 |
 |
 |
|
 |
Aviva |
484.200 |
8/12/24 |
0.35 |
414.900 |
|
412.200 |
2.700 |
0.66 |
GBP |
0.04 |
| |  |
 |
 |
 |
|
 |
Tryg |
148.600 |
8/12/24 |
0.61 |
159.300 |
|
158.950 |
0.350 |
0.22 |
DKK |
0.03 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
89,700.000 |
8/12/24 |
-0.33 |
64,200.000 |
|
64,700.000 |
-500.000 |
-0.77 |
KRW |
-0.45 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
18.110 |
8/12/24 |
0.50 |
11.800 |
|
10.970 |
0.830 |
7.57 |
EUR |
-0.49 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
8/12/24 |
5.23 |
151.400 |
|
136.400 |
15.000 |
11.00 |
EUR |
-0.63 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
16.190 |
8/12/24 |
0.87 |
11.630 |
|
12.060 |
-0.430 |
-3.57 |
AUD |
-1.46 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,189.000 |
8/12/24 |
1.89 |
883.000 |
|
951.800 |
-68.800 |
-7.23 |
GBP |
-2.03 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
7.160 |
8/12/24 |
0.56 |
4.380 |
|
4.400 |
-0.020 |
-0.45 |
AUD |
-2.77 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
8/12/24 |
-0.77 |
23.515 |
|
22.035 |
1.480 |
6.72 |
EUR |
-4.07 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
8/12/24 |
0.22 |
4.293 |
|
4.290 |
0.003 |
0.07 |
EUR |
-4.75 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
8/09/24 |
3.15 |
2,344.500 |
|
2,519.500 |
-175.000 |
-6.95 |
JPY |
-4.96 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
464.700 |
8/12/24 |
0.85 |
398.600 |
|
416.700 |
-18.100 |
-4.34 |
CHF |
-4.99 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/26/22 |
⇓ Δwk |
6/27/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
354,500.000 |
8/12/24 |
1.00 |
196,000.000 |
|
199,500.000 |
-3,500.000 |
-1.75 |
KRW |
-5.36 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
60.860 |
|
63.580 |
-2.720 |
-4.28 |
USD |
-6.20 |
| |  |
 |
 |
 |
|
 |
Talanx |
66.500 |
8/12/24 |
1.92 |
36.140 |
|
35.940 |
0.200 |
0.56 |
EUR |
-7.02 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
106.000 |
8/12/24 |
0.38 |
76.460 |
|
74.340 |
2.120 |
2.85 |
NOK |
-8.95 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
150.600 |
|
167.490 |
-16.890 |
-10.08 |
USD |
-9.02 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.134 |
8/12/24 |
|
1.610 |
|
1.660 |
-0.050 |
-3.01 |
EUR |
-9.16 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.200 |
8/12/24 |
-0.80 |
10.300 |
|
11.680 |
-1.380 |
-11.82 |
EUR |
-9.71 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
29.800 |
8/12/24 |
1.36 |
21.500 |
|
22.100 |
-0.600 |
-2.71 |
EUR |
-9.83 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
40.620 |
8/12/24 |
0.02 |
42.490 |
|
46.800 |
-4.310 |
-9.21 |
CNY |
-10.00 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
225.600 |
8/12/24 |
0.53 |
242.300 |
|
246.700 |
-4.400 |
-1.78 |
GBP |
-10.12 |
| |  |
 |
 |
 |
|
 |
Phoenix |
538.000 |
8/12/24 |
0.47 |
570.200 |
|
620.400 |
-50.200 |
-8.09 |
GBP |
-10.13 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
74.100 |
|
74.580 |
-0.480 |
-0.64 |
CHF |
-10.66 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
34.320 |
8/12/24 |
-0.35 |
21.570 |
|
22.130 |
-0.560 |
-2.53 |
CAD |
-11.24 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
264.320 |
|
278.400 |
-14.080 |
-5.06 |
USD |
-12.00 |
| |  |
 |
 |
 |
|
 |
NN |
44.660 |
8/12/24 |
0.74 |
39.810 |
|
42.900 |
-3.090 |
-7.20 |
EUR |
-12.08 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
702.450 |
8/12/24 |
0.01 |
522.750 |
|
558.000 |
-35.250 |
-6.32 |
INR |
-12.16 |
| |  |
 |
 |
 |
|
 |
Ageas |
42.380 |
8/12/24 |
0.33 |
38.020 |
|
41.020 |
-3.000 |
-7.31 |
EUR |
-12.28 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
186.020 |
|
184.220 |
1.800 |
0.98 |
USD |
-12.37 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
48.410 |
|
51.920 |
-3.510 |
-6.76 |
USD |
-14.74 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.680 |
8/12/24 |
0.26 |
6.250 |
|
6.820 |
-0.570 |
-8.36 |
EUR |
-14.91 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
65.940 |
8/12/24 |
-0.11 |
55.170 |
|
59.050 |
-3.880 |
-6.57 |
CAD |
-15.42 |
| |  |
 |
 |
 |
L |
 |
AIA |
51.900 |
8/12/24 |
-1.33 |
68.350 |
|
82.850 |
-14.500 |
-17.50 |
HKD |
-15.60 |
| |  |
 |
 |
 |
|
 |
Generali |
22.450 |
8/12/24 |
1.35 |
14.570 |
|
15.535 |
-0.965 |
-6.21 |
EUR |
-15.61 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
8/12/24 |
|
165.740 |
|
181.040 |
-15.300 |
-8.45 |
EUR |
-15.87 |
| |  |
 |
 |
 |
|
 |
Prudential |
635.400 |
8/12/24 |
0.41 |
940.200 |
|
1,009.000 |
-68.800 |
-6.82 |
GBP |
-16.12 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/26/22 |
⇓ Δwk |
6/27/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
27.390 |
8/12/24 |
0.22 |
19.900 |
|
23.550 |
-3.650 |
-15.50 |
CNY |
-16.59 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
652.200 |
8/12/24 |
0.62 |
443.300 |
|
471.700 |
-28.400 |
-6.02 |
CHF |
-16.72 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
10.380 |
8/12/24 |
0.58 |
10.340 |
|
13.540 |
-3.200 |
-23.63 |
HKD |
-17.28 |
| |  |
 |
 |
 |
|
 |
Quálitas |
164.740 |
8/12/24 |
-2.49 |
82.010 |
|
93.160 |
-11.150 |
-11.97 |
MXN |
-17.29 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
2,698.000 |
8/12/24 |
0.86 |
2,030.000 |
|
2,257.000 |
-227.000 |
-10.06 |
GBP |
-20.29 |
| |  |
 |
 |
 |
L |
 |
Ping An |
33.650 |
8/12/24 |
0.45 |
41.550 |
|
54.400 |
-12.850 |
-23.62 |
HKD |
-22.04 |
| |  |
 |
 |
 |
S |
 |
Scor |
17.130 |
8/12/24 |
1.06 |
15.320 |
|
20.700 |
-5.380 |
-25.99 |
EUR |
-35.93 |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.220 |
8/12/24 |
|
|
|
|
|
|
EUR |
-na- |
| Insurances - 56 out of 57 instruments rated - 9/26/22 / 6/27/22 - 18 did rise, Market-Ratio(13) = 32.14 % |
Technical Chart
Transactions Insurances * A13 - 49/16 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | 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 |
4,694 |
EUR |
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
701 |
HKD |
13.330 |
37.600 |
|
24.270 |
182 |
26,370 |
112 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
556 |
NOK |
47.400 |
42.950 |
52.311 |
4.911 |
10 |
29,101 |
41 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
5,855 |
EUR |
4.970 |
4.820 |
|
-0.150 |
-3 |
28,223 |
-15 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
53 |
USD |
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
589,175 |
19,767 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
64,390 |
GBP |
9.150 |
13.750 |
|
4.600 |
50 |
885,369 |
34 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
74,809 |
EUR |
11.835 |
10.585 |
13.233 |
1.398 |
12 |
989,922 |
79 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
67,022 |
GBP |
14.770 |
16.750 |
|
1.980 |
13 |
1,122,625 |
16 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
173,646 |
EUR |
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,999,937 |
351 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
437,144 |
EUR |
4.575 |
17.150 |
|
12.575 |
275 |
7,497,023 |
42 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
1,387,823 |
EUR |
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
5,687,301 |
-67 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
174,725 |
EUR |
32.550 |
31.080 |
|
-1.470 |
-5 |
5,430,456 |
-23 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,083,706 |
EUR |
5.011 |
4.530 |
5.543 |
0.532 |
11 |
6,007,096 |
55 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,963,103 |
AUD |
3.060 |
2.940 |
|
-0.120 |
-4 |
5,771,523 |
-19 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,827,009 |
EUR |
3.159 |
3.293 |
3.025 |
-0.134 |
-4 |
5,526,704 |
-31 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
248,950 |
GBP |
22.200 |
19.595 |
|
-2.605 |
-12 |
4,878,189 |
-5 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
2,067,029 |
AUD |
2.360 |
2.340 |
2.380 |
0.020 |
1 |
4,919,943 |
8 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
36,141 |
USD |
136.130 |
127.320 |
|
-8.810 |
-6 |
4,601,541 |
-6 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2,858,100 |
KRW |
1.610 |
1.670 |
1.550 |
-0.060 |
-4 |
4,430,055 |
-13 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
251,621 |
EUR |
17.606 |
11.640 |
|
-5.966 |
-34 |
2,928,884 |
-19 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
332,449 |
GBP |
8.810 |
10.635 |
6.985 |
-1.825 |
-21 |
2,322,165 |
-95 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
115,703 |
JPY |
20.070 |
19.623 |
|
-0.447 |
-2 |
2,270,480 |
-18 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
130,637 |
GBP |
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
1,574,185 |
-91 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
4,505 |
USD |
349.360 |
337.670 |
|
-11.690 |
-3 |
1,521,522 |
-2 |
|
| accum | 8/07/06 |
8/12/24 | 7040 |
days out of 7257 invested (97%) |
15,115 |
1,521,522 |
30 |
|
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 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 13.33 | 37.60 | | 24.27 | 182.07 | | | 182.07 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 47.40 | 42.95 | 52.31 | 4.91 | 10.36 | | | 10.36 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
| 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 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 2.36 | 2.34 | 2.38 | 0.02 | 0.86 | | | 0.86 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 20.07 | 19.62 | | -0.45 | -2.23 | | | -2.23 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 1.61 | 1.67 | 1.55 | -0.06 | -3.73 | | | -3.73 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 3.06 | 2.94 | | -0.12 | -3.92 | | | -3.92 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 349.36 | 337.67 | | -11.69 | -3.35 | | | -9.60 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
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. |
|
|