| | |
| | |
Assessment - Insurances in Japanese yen - 31/10/22 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
31/10/22 |
⇓ Δwk |
1/08/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
50,707.100 |
12/08/24 |
0.30 |
38,679.634 |
|
34,516.265 |
4,163.369 |
12.06 |
|
11.11 |
| |  |
 |
 |
 |
|
 |
Beazley |
124,763.057 |
12/08/24 |
1.24 |
106,440.614 |
|
85,972.656 |
20,467.957 |
23.81 |
|
41.15 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
50,174.992 |
12/08/24 |
-0.15 |
53,323.653 |
|
42,801.548 |
10,522.104 |
24.58 |
|
36.83 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
2,064.330 |
|
1,994.330 |
70.000 |
3.51 |
|
14.07 |
| |  |
 |
 |
 |
|
 |
MetLife |
10,379.137 |
12/08/24 |
-0.40 |
10,878.406 |
|
8,283.703 |
2,594.702 |
31.32 |
|
33.14 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
83,997.457 |
12/08/24 |
1.17 |
82,490.737 |
|
70,518.828 |
11,971.909 |
16.98 |
|
32.54 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
31,164.158 |
12/08/24 |
-1.29 |
27,409.243 |
|
20,583.468 |
6,825.775 |
33.16 |
|
31.06 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
64,538.683 |
12/08/24 |
1.01 |
39,293.360 |
|
29,859.975 |
9,433.386 |
31.59 |
|
20.49 |
| |  |
 |
 |
 |
|
 |
ASR |
6,443.582 |
12/08/24 |
0.46 |
6,552.322 |
|
5,490.120 |
1,062.202 |
19.35 |
|
19.06 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
680.605 |
12/08/24 |
0.56 |
465.777 |
|
421.679 |
44.098 |
10.46 |
|
17.10 |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,061.637 |
12/08/24 |
-1.17 |
2,273.243 |
|
2,191.037 |
82.205 |
3.75 |
|
19.68 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
33,415.520 |
12/08/24 |
5.23 |
24,216.701 |
|
18,747.083 |
5,469.618 |
29.18 |
|
17.39 |
| |  |
 |
 |
 |
|
 |
FBD |
1,895.603 |
12/08/24 |
0.39 |
1,476.807 |
|
1,340.044 |
136.763 |
10.21 |
|
16.79 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,949.844 |
12/08/24 |
0.40 |
6,800.661 |
|
5,781.140 |
1,019.521 |
17.64 |
|
15.18 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,342.303 |
12/08/24 |
-0.33 |
7,019.746 |
|
6,050.705 |
969.042 |
16.02 |
|
9.75 |
| |  |
 |
 |
 |
|
 |
Aegon |
817.314 |
12/08/24 |
0.22 |
688.442 |
|
573.106 |
115.336 |
20.12 |
|
13.62 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,538.965 |
12/08/24 |
0.87 |
1,163.492 |
|
1,092.658 |
70.834 |
6.48 |
|
11.10 |
| |  |
 |
 |
 |
|
 |
Axa |
4,753.703 |
12/08/24 |
-0.77 |
3,673.650 |
|
3,023.221 |
650.429 |
21.51 |
|
10.93 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,932.920 |
12/08/24 |
0.61 |
3,218.120 |
|
2,988.226 |
229.894 |
7.69 |
|
10.72 |
| |  |
 |
 |
 |
|
 |
AIG |
10,640.659 |
12/08/24 |
-0.62 |
8,469.732 |
|
6,722.853 |
1,746.880 |
25.98 |
|
19.60 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
69,001.351 |
12/08/24 |
0.85 |
63,447.982 |
|
57,569.331 |
5,878.651 |
10.21 |
|
13.39 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,313.670 |
|
1,458.670 |
-145.000 |
-9.94 |
|
0.74 |
| |  |
 |
 |
 |
|
 |
Aviva |
82,527.694 |
12/08/24 |
0.35 |
71,261.522 |
|
63,715.201 |
7,546.321 |
11.84 |
|
7.80 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,661.192 |
12/08/24 |
0.50 |
1,717.799 |
|
1,567.446 |
150.353 |
9.59 |
|
8.60 |
| |  |
 |
 |
 |
|
 |
Hiscox |
202,654.747 |
12/08/24 |
1.89 |
153,260.848 |
|
142,926.508 |
10,334.340 |
7.23 |
|
6.27 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
31/10/22 |
⇓ Δwk |
1/08/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Mapfre |
313.583 |
12/08/24 |
|
254.951 |
|
211.971 |
42.981 |
20.28 |
|
7.62 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
63,952.424 |
12/08/24 |
-0.30 |
43,847.954 |
|
38,969.891 |
4,878.062 |
12.52 |
|
15.93 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,921.366 |
12/08/24 |
1.00 |
20,830.108 |
|
19,950.153 |
879.955 |
4.41 |
|
2.49 |
| |  |
 |
 |
 |
|
 |
Talanx |
9,771.909 |
12/08/24 |
1.92 |
5,586.887 |
|
4,837.695 |
749.192 |
15.49 |
|
6.75 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,515.851 |
12/08/24 |
0.38 |
1,155.479 |
|
1,097.960 |
57.518 |
5.24 |
|
3.58 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,378.991 |
12/08/24 |
1.36 |
3,328.327 |
|
3,038.787 |
289.540 |
9.53 |
|
4.79 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,357.500 |
|
2,333.000 |
24.500 |
1.05 |
|
-3.87 |
| |  |
 |
 |
 |
|
 |
NN |
6,562.608 |
12/08/24 |
0.74 |
6,296.636 |
|
6,133.071 |
163.565 |
2.67 |
|
3.90 |
| |  |
 |
 |
 |
L |
 |
China Life |
600.349 |
12/08/24 |
0.44 |
541.515 |
|
535.053 |
6.462 |
1.21 |
|
0.24 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,740.127 |
12/08/24 |
-0.35 |
2,460.724 |
|
2,408.337 |
52.387 |
2.18 |
|
4.27 |
| |  |
 |
 |
 |
|
 |
Allianz |
37,603.481 |
12/08/24 |
|
26,773.561 |
|
24,131.624 |
2,641.937 |
10.95 |
|
2.01 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,261.376 |
12/08/24 |
0.01 |
970.476 |
|
911.000 |
59.476 |
6.53 |
|
2.33 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
34,335.107 |
12/08/24 |
-2.02 |
28,967.971 |
|
25,565.018 |
3,402.953 |
13.31 |
|
8.75 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
96,842.438 |
12/08/24 |
0.62 |
72,000.764 |
|
69,765.871 |
2,234.893 |
3.20 |
|
2.02 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,128.545 |
12/08/24 |
0.26 |
963.966 |
|
906.899 |
57.067 |
6.29 |
|
-0.79 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
15,442.523 |
12/08/24 |
0.10 |
11,047.343 |
|
9,893.211 |
1,154.132 |
11.67 |
|
0.71 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,186.012 |
12/08/24 |
-0.11 |
6,305.470 |
|
6,109.203 |
196.266 |
3.21 |
|
-0.00 |
| |  |
 |
 |
 |
|
 |
Generali |
3,298.938 |
12/08/24 |
1.35 |
2,232.110 |
|
2,014.804 |
217.306 |
10.79 |
|
-2.11 |
| |  |
 |
 |
 |
L |
 |
DFV |
911.065 |
12/08/24 |
-0.80 |
1,465.052 |
|
1,486.231 |
-21.179 |
-1.43 |
|
-3.41 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
38,451.565 |
12/08/24 |
0.53 |
39,695.787 |
|
42,557.678 |
-2,861.891 |
-6.72 |
|
-5.74 |
| |  |
 |
 |
 |
|
 |
Phoenix |
91,697.438 |
12/08/24 |
0.47 |
92,447.380 |
|
103,814.207 |
-11,366.827 |
-10.95 |
|
-6.82 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
368.819 |
12/08/24 |
0.52 |
267.109 |
|
320.661 |
-53.552 |
-16.70 |
|
-9.23 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
459,850.721 |
12/08/24 |
0.86 |
343,780.172 |
|
308,870.719 |
34,909.453 |
11.30 |
|
-11.64 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
557.598 |
12/08/24 |
0.22 |
387.407 |
|
387.661 |
-0.253 |
-0.07 |
|
-12.77 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,227.571 |
12/08/24 |
0.33 |
5,147.518 |
|
5,616.003 |
-468.485 |
-8.34 |
|
-11.63 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
31/10/22 |
⇓ Δwk |
1/08/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,236.497 |
12/08/24 |
-2.49 |
584.322 |
|
552.618 |
31.704 |
5.74 |
|
-3.72 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
826.930 |
12/08/24 |
0.02 |
735.931 |
|
814.652 |
-78.721 |
-9.66 |
|
-17.13 |
| |  |
 |
 |
 |
|
 |
Prudential |
108,298.424 |
12/08/24 |
0.41 |
138,193.834 |
|
157,484.437 |
-19,290.603 |
-12.25 |
|
-19.14 |
| |  |
 |
 |
 |
L |
 |
AIA |
982.791 |
12/08/24 |
-1.33 |
1,125.760 |
|
1,295.864 |
-170.104 |
-13.13 |
|
-11.44 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
196.558 |
12/08/24 |
0.58 |
161.905 |
|
195.051 |
-33.146 |
-16.99 |
|
-17.43 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,517.185 |
12/08/24 |
1.06 |
2,237.253 |
|
2,346.431 |
-109.178 |
-4.65 |
|
-26.85 |
| |  |
 |
 |
 |
L |
 |
Ping An |
637.205 |
12/08/24 |
0.45 |
594.598 |
|
774.665 |
-180.067 |
-23.24 |
|
-28.36 |
| |  |
 |
 |
 |
|
 |
Mandatum |
620.112 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 31/10/22 / 1/08/22 - 43 did rise, Market-Ratio(13) in JPY = 76.79 % |
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 | 7387 |
days out of 7604 invested (97%) |
1,160 |
126,040 |
13 |
|
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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