| |
| |
Assessment - Insurances - 28/11/22 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
28/11/22 |
⇓ Δwk |
29/08/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Insurances |
302.231 |
11:20 |
0.21 |
278.645 |
|
265.556 |
13.089 |
4.93 |
USD |
1.71 |
| |  |
 |
 |
 |
|
 |
Beazley |
662.500 |
Thu |
2.55 |
645.000 |
|
568.000 |
77.000 |
13.56 |
GBP |
31.52 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
332.200 |
09:01 |
0.03 |
295.300 |
|
234.400 |
60.900 |
25.98 |
EUR |
21.67 |
| |  |
 |
 |
 |
L |
 |
China Life |
36.100 |
07:00 |
0.31 |
33.370 |
|
29.020 |
4.350 |
14.99 |
CNY |
18.05 |
| |  |
 |
 |
 |
L |
 |
Hannover Rück |
189.200 |
08:59 |
-0.05 |
178.900 |
|
145.350 |
33.550 |
23.08 |
EUR |
16.91 |
| |  |
 |
 |
 |
|
 |
MetLife |
71.560 |
Wed |
0.83 |
75.730 |
|
65.430 |
10.300 |
15.74 |
USD |
15.41 |
| |  |
 |
 |
 |
|
 |
FBD |
11.300 |
Thu |
5.12 |
11.000 |
|
10.450 |
0.550 |
5.26 |
EUR |
15.11 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
192.110 |
Thu |
0.72 |
186.320 |
|
165.360 |
20.960 |
12.68 |
USD |
10.88 |
| |  |
 |
 |
 |
L |
 |
Axa |
28.570 |
09:06 |
-0.28 |
27.100 |
|
23.295 |
3.805 |
16.33 |
EUR |
10.53 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
13.860 |
05:10 |
0.95 |
12.960 |
|
12.190 |
0.770 |
6.32 |
AUD |
9.67 |
| |  |
 |
 |
 |
L |
 |
Talanx |
45.720 |
09:19 |
-0.22 |
42.160 |
|
34.840 |
7.320 |
21.01 |
EUR |
9.50 |
| |  |
 |
 |
 |
L |
 |
Samsung Life |
72,600.000 |
06:30 |
1.82 |
69,700.000 |
|
60,200.000 |
9,500.000 |
15.78 |
KRW |
8.95 |
| |  |
 |
 |
 |
L |
 |
Hiscox |
1,140.000 |
Thu |
1.56 |
996.200 |
|
881.800 |
114.400 |
12.97 |
GBP |
8.77 |
| |  |
 |
 |
 |
L |
 |
Sampo |
48.200 |
11:19 |
0.40 |
47.620 |
|
44.520 |
3.100 |
6.96 |
EUR |
8.65 |
| |  |
 |
 |
 |
L |
 |
AIG |
63.980 |
Thu |
0.76 |
60.740 |
|
52.800 |
7.940 |
15.04 |
USD |
8.38 |
| |  |
 |
 |
 |
|
 |
Sompo |
5,759.000 |
06:15 |
0.30 |
5,967.000 |
|
5,874.000 |
93.000 |
1.58 |
JPY |
8.19 |
| |  |
 |
 |
 |
|
 |
Aviva |
455.100 |
Thu |
-0.13 |
449.200 |
|
420.500 |
28.700 |
6.83 |
GBP |
7.42 |
| |  |
 |
 |
 |
L |
 |
Insurance Australia |
5.080 |
05:10 |
0.79 |
4.820 |
|
4.590 |
0.230 |
5.01 |
AUD |
7.18 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
453.600 |
09:04 |
|
451.900 |
|
430.900 |
21.000 |
4.87 |
CHF |
6.72 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
492.480 |
Thu |
|
532.270 |
|
529.770 |
2.500 |
0.47 |
USD |
5.93 |
| |  |
 |
 |
 |
L |
 |
Allianz |
221.400 |
08:52 |
-0.09 |
203.800 |
|
169.420 |
34.380 |
20.29 |
EUR |
5.62 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
87.700 |
09:07 |
-0.05 |
86.560 |
|
79.020 |
7.540 |
9.54 |
NOK |
5.14 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
297.220 |
Wed |
0.34 |
326.530 |
|
344.960 |
-18.430 |
-5.34 |
USD |
4.61 |
| |  |
 |
 |
 |
L |
 |
Berkshire Hathaway |
310.950 |
Thu |
-0.30 |
313.270 |
|
287.450 |
25.820 |
8.98 |
USD |
4.19 |
| |  |
 |
 |
 |
L |
 |
MS&AD Insurance |
4,274.000 |
06:15 |
0.45 |
4,091.000 |
|
4,135.000 |
-44.000 |
-1.06 |
JPY |
3.93 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
28/11/22 |
⇓ Δwk |
29/08/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
26.290 |
07:00 |
1.74 |
23.450 |
|
20.170 |
3.280 |
16.26 |
CNY |
3.69 |
| |  |
 |
 |
 |
L |
 |
Swiss Re |
95.180 |
09:04 |
-0.87 |
83.780 |
|
73.760 |
10.020 |
13.58 |
CHF |
3.13 |
| |  |
 |
 |
 |
L |
 |
Aegon |
5.082 |
09:05 |
0.24 |
4.642 |
|
4.485 |
0.157 |
3.50 |
EUR |
2.90 |
| |  |
 |
 |
 |
L |
 |
Mapfre |
1.875 |
09:13 |
-0.37 |
1.787 |
|
1.622 |
0.165 |
10.17 |
EUR |
2.75 |
| |  |
 |
 |
 |
|
 |
Tryg |
156.450 |
11:20 |
-0.79 |
163.500 |
|
168.450 |
-4.950 |
-2.94 |
DKK |
1.85 |
| |  |
 |
 |
 |
L |
 |
Dai-ichi Life |
3,105.000 |
06:15 |
1.44 |
2,480.500 |
|
2,359.000 |
121.500 |
5.15 |
JPY |
1.28 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
11.220 |
09:08 |
0.54 |
11.680 |
|
12.690 |
-1.010 |
-7.96 |
EUR |
1.19 |
| |  |
 |
 |
 |
L |
 |
Lowe´s |
206.110 |
Wed |
-0.15 |
209.040 |
|
201.070 |
7.970 |
3.96 |
USD |
0.99 |
| |  |
 |
 |
 |
L |
 |
Generali |
17.895 |
09:10 |
-0.08 |
16.705 |
|
14.645 |
2.060 |
14.07 |
EUR |
0.39 |
| |  |
 |
 |
 |
L |
 |
Uniqa |
7.690 |
09:23 |
0.13 |
7.100 |
|
6.520 |
0.580 |
8.90 |
EUR |
0.23 |
| |  |
 |
 |
 |
L |
 |
Samsung F&M Ins |
209,500.000 |
06:30 |
1.95 |
201,000.000 |
|
193,000.000 |
8,000.000 |
4.15 |
KRW |
-0.09 |
| |  |
 |
 |
 |
L |
 |
Manulife Financial |
26.030 |
Wed |
1.13 |
23.620 |
|
23.130 |
0.490 |
2.12 |
CAD |
-1.03 |
| |  |
 |
 |
 |
L |
 |
Legal & General |
259.800 |
Thu |
0.39 |
256.700 |
|
255.500 |
1.200 |
0.47 |
GBP |
-1.47 |
| |  |
 |
 |
 |
L |
 |
Phoenix |
637.400 |
Thu |
0.31 |
604.200 |
|
600.200 |
4.000 |
0.67 |
GBP |
-1.74 |
| |  |
 |
 |
 |
L |
 |
Sun Life Financial |
65.610 |
Wed |
0.03 |
62.040 |
|
58.850 |
3.190 |
5.42 |
CAD |
-1.80 |
| |  |
 |
 |
 |
L |
 |
Vienna Insurance |
24.750 |
09:23 |
0.20 |
22.600 |
|
22.850 |
-0.250 |
-1.09 |
EUR |
-2.72 |
| |  |
 |
 |
 |
L |
 |
Swiss Life |
547.000 |
09:04 |
-0.11 |
501.600 |
|
507.000 |
-5.400 |
-1.07 |
CHF |
-4.89 |
| |  |
 |
 |
 |
L |
 |
AIA |
90.000 |
Thu |
2.74 |
72.300 |
|
77.550 |
-5.250 |
-6.77 |
HKD |
-6.38 |
| |  |
 |
 |
 |
L |
 |
Hanwha Life |
2,875.000 |
06:30 |
2.50 |
2,405.000 |
|
2,255.000 |
150.000 |
6.65 |
KRW |
-6.62 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
15.260 |
Thu |
1.60 |
10.760 |
|
11.220 |
-0.460 |
-4.10 |
HKD |
-8.50 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
52.100 |
07:00 |
0.56 |
41.410 |
|
43.070 |
-1.660 |
-3.85 |
CNY |
-8.69 |
| |  |
 |
 |
 |
|
 |
NN |
39.590 |
09:06 |
0.05 |
40.500 |
|
40.360 |
0.140 |
0.35 |
EUR |
-8.91 |
| |  |
 |
 |
 |
L |
 |
Prudential |
1,371.500 |
Thu |
2.81 |
928.400 |
|
915.000 |
13.400 |
1.46 |
GBP |
-10.21 |
| |  |
 |
 |
 |
|
 |
DFV |
9.490 |
Thu |
-0.11 |
9.870 |
|
11.120 |
-1.250 |
-11.24 |
EUR |
-10.85 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.910 |
05:10 |
0.34 |
2.890 |
|
3.650 |
-0.760 |
-20.82 |
AUD |
-11.31 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
28/11/22 |
⇓ Δwk |
29/08/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Ageas |
45.070 |
09:07 |
-0.42 |
37.290 |
|
40.330 |
-3.040 |
-7.54 |
EUR |
-12.14 |
| |  |
 |
 |
 |
L |
 |
Quálitas |
94.950 |
Wed |
1.39 |
83.200 |
|
89.010 |
-5.810 |
-6.53 |
MXN |
-13.41 |
| |  |
 |
 |
 |
L |
 |
Admiral Group |
2,184.000 |
Thu |
2.10 |
2,034.000 |
|
2,192.000 |
-158.000 |
-7.21 |
GBP |
-14.10 |
| |  |
 |
 |
 |
L |
 |
Ping An |
64.750 |
Thu |
4.18 |
41.850 |
|
46.350 |
-4.500 |
-9.71 |
HKD |
-14.91 |
| |  |
 |
 |
 |
L |
 |
Scor |
23.800 |
Thu |
|
18.300 |
|
16.135 |
2.165 |
13.42 |
EUR |
-15.07 |
Insurances - 54 out of 54 instruments rated - 28/11/22 / 29/08/22 - 39 did rise, Market-Ratio(13) = 72.22 % |
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 | |
2/01/06 |
7/08/06 |
217 |
|
- cash - |
short |
7/08/06 |
21/08/06 |
14 |
 |
 |
 |
Glanbia |
100 |
4,694 |
EUR |
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
701 |
HKD |
13.330 |
37.600 |
|
24.270 |
182 |
26,370 |
112 |
|
short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
556 |
NOK |
47.400 |
42.950 |
52.311 |
4.911 |
10 |
29,101 |
41 |
|
long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
5,855 |
EUR |
4.970 |
4.820 |
|
-0.150 |
-3 |
28,223 |
-15 |
|
short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
53 |
USD |
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
589,175 |
19,767 |
|
long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
64,390 |
GBP |
9.150 |
13.750 |
|
4.600 |
50 |
885,369 |
34 |
|
short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
74,809 |
EUR |
11.835 |
10.585 |
13.233 |
1.398 |
12 |
989,922 |
79 |
|
long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
67,022 |
GBP |
14.770 |
16.750 |
|
1.980 |
13 |
1,122,625 |
16 |
|
short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
173,646 |
EUR |
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,999,937 |
351 |
|
long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
437,144 |
EUR |
4.575 |
17.150 |
|
12.575 |
275 |
7,497,023 |
42 |
|
short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
1,387,823 |
EUR |
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
5,687,301 |
-67 |
|
long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
174,725 |
EUR |
32.550 |
31.080 |
|
-1.470 |
-5 |
5,430,456 |
-23 |
|
short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,083,706 |
EUR |
5.011 |
4.530 |
5.543 |
0.532 |
11 |
6,007,096 |
55 |
|
long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,963,103 |
AUD |
3.060 |
2.940 |
|
-0.120 |
-4 |
5,771,523 |
-19 |
|
short |
27/06/16 |
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 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
248,950 |
GBP |
22.200 |
19.595 |
|
-2.605 |
-12 |
4,878,189 |
-5 |
|
short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
2,067,029 |
AUD |
2.360 |
2.340 |
2.380 |
0.020 |
1 |
4,919,943 |
8 |
|
long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
36,141 |
USD |
136.130 |
127.320 |
|
-8.810 |
-6 |
4,601,541 |
-6 |
|
short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2,858,100 |
KRW |
1.610 |
1.670 |
1.550 |
-0.060 |
-4 |
4,430,055 |
-13 |
|
long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
251,621 |
EUR |
17.606 |
11.640 |
|
-5.966 |
-34 |
2,928,884 |
-19 |
|
short |
9/05/22 |
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 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
38,567 |
JPY |
60.210 |
58.870 |
|
-1.340 |
-2 |
2,270,485 |
-18 |
|
short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
130,637 |
GBP |
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
1,574,190 |
-91 |
|
long |
12/09/22 |
25/01/23 |
135 |
 |
 |
 |
Molina Healthcare |
100 |
4,505 |
USD |
349.360 |
297.220 |
|
-52.140 |
-15 |
1,339,299 |
-35 |
|
accum | 7/08/06 |
25/01/23 | 6017 |
days out of 6234 invested (97%) |
13,293 |
1,339,299 |
35 |
|
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 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
Glanbia | short | 7/08/06 | 21/08/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| long | 21/04/08 | 30/06/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| long | 7/11/11 | 24/08/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 13.33 | 37.60 | | 24.27 | 182.07 | | | 182.07 |
UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| short | 20/06/11 | 7/11/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
Storebrand | short | 7/01/08 | 21/04/08 | 105 | 47.40 | 42.95 | 52.31 | 4.91 | 10.36 | | | 10.36 |
Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| short | 27/06/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
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 |
AMP | short | 17/12/18 | 28/01/19 | 42 | 2.36 | 2.34 | 2.38 | 0.02 | 0.86 | | | 0.86 |
Sompo | long | 6/06/22 | 18/07/22 | 42 | 60.21 | 58.87 | | -1.34 | -2.23 | | | -2.23 |
Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 1.61 | 1.67 | 1.55 | -0.06 | -3.73 | | | -3.73 |
Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 3.06 | 2.94 | | -0.12 | -3.92 | | | -3.92 |
NN | long | 23/11/15 | 25/01/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| long | 12/09/22 | 25/01/23 | 135 | 349.36 | 297.22 | | -52.14 | -14.92 | | | -20.43 |
Prudential | short | 9/05/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
FBD | short | 24/08/15 | 23/11/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
DFV | long | 8/06/20 | 9/05/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
Annotations
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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