| | |
| | |
Assessment - Insurances in Japanese yen - 26/12/22 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
26/12/22 |
⇓ Δwk |
26/09/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
45,327.787 |
12/08/24 |
0.30 |
38,212.707 |
|
37,101.215 |
1,111.491 |
3.00 |
|
6.72 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
432,676.909 |
12/08/24 |
0.86 |
337,738.165 |
|
313,414.745 |
24,323.420 |
7.76 |
|
-9.38 |
| |  |
 |
 |
 |
|
 |
Aegon |
785.527 |
12/08/24 |
0.22 |
689.772 |
|
596.847 |
92.925 |
15.57 |
|
9.75 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,985.370 |
12/08/24 |
0.33 |
5,926.053 |
|
5,285.845 |
640.208 |
12.11 |
|
2.30 |
| |  |
 |
 |
 |
L |
 |
AIA |
883.558 |
12/08/24 |
-1.33 |
1,476.001 |
|
1,258.789 |
217.212 |
17.26 |
|
14.41 |
| |  |
 |
 |
 |
|
 |
Allianz |
36,141.013 |
12/08/24 |
|
28,556.908 |
|
23,042.501 |
5,514.407 |
23.93 |
|
7.25 |
| |  |
 |
 |
 |
|
 |
AIG |
9,511.834 |
12/08/24 |
-0.62 |
8,389.435 |
|
6,996.194 |
1,393.241 |
19.91 |
|
13.46 |
| |  |
 |
 |
 |
|
 |
ASR |
6,192.979 |
12/08/24 |
0.46 |
6,434.484 |
|
5,686.245 |
748.239 |
13.16 |
|
13.04 |
| |  |
 |
 |
 |
|
 |
Aviva |
77,650.912 |
12/08/24 |
0.35 |
71,204.058 |
|
64,057.033 |
7,147.024 |
11.16 |
|
4.42 |
| |  |
 |
 |
 |
|
 |
Axa |
4,568.823 |
12/08/24 |
-0.77 |
3,732.735 |
|
3,269.243 |
463.492 |
14.18 |
|
10.00 |
| |  |
 |
 |
 |
|
 |
Beazley |
117,390.473 |
12/08/24 |
1.24 |
108,730.520 |
|
88,080.351 |
20,650.170 |
23.44 |
|
32.97 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
57,167.968 |
12/08/24 |
-0.30 |
40,710.543 |
|
38,199.420 |
2,511.123 |
6.57 |
|
2.97 |
| |  |
 |
 |
 |
L |
 |
China Life |
562.924 |
12/08/24 |
0.44 |
679.364 |
|
624.813 |
54.551 |
8.73 |
|
22.18 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
176.712 |
12/08/24 |
0.58 |
213.824 |
|
190.430 |
23.394 |
12.29 |
|
9.30 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
522.837 |
12/08/24 |
0.22 |
448.201 |
|
403.432 |
44.769 |
11.10 |
|
2.36 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,950.500 |
|
2,344.500 |
606.000 |
25.85 |
|
19.70 |
| |  |
 |
 |
 |
|
 |
FBD |
1,821.880 |
12/08/24 |
0.39 |
1,504.110 |
|
1,418.086 |
86.025 |
6.07 |
|
11.51 |
| |  |
 |
 |
 |
|
 |
Generali |
3,170.636 |
12/08/24 |
1.35 |
2,372.681 |
|
2,025.638 |
347.043 |
17.13 |
|
4.00 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,557.693 |
12/08/24 |
0.50 |
1,649.578 |
|
1,640.530 |
9.048 |
0.55 |
|
4.06 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
32,115.929 |
12/08/24 |
5.23 |
26,226.597 |
|
21,048.839 |
5,177.758 |
24.60 |
|
23.45 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,128.854 |
12/08/24 |
0.01 |
914.878 |
|
925.623 |
-10.745 |
-1.16 |
|
-2.47 |
| |  |
 |
 |
 |
|
 |
Hiscox |
190,679.335 |
12/08/24 |
1.89 |
176,486.634 |
|
136,327.695 |
40,158.939 |
29.46 |
|
17.51 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
639.823 |
12/08/24 |
0.56 |
424.463 |
|
408.547 |
15.917 |
3.90 |
|
3.44 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
36,179.359 |
12/08/24 |
0.53 |
40,188.597 |
|
37,409.061 |
2,779.536 |
7.43 |
|
-3.73 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
30,692.633 |
12/08/24 |
-2.02 |
26,815.375 |
|
26,883.535 |
-68.160 |
-0.25 |
|
0.31 |
| |
|
instrument |
freshest |
⇓ Δday |
26/12/22 |
⇓ Δwk |
26/09/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
595.995 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,357.844 |
12/08/24 |
-0.35 |
2,376.516 |
|
2,267.601 |
108.915 |
4.80 |
|
-1.21 |
| |  |
 |
 |
 |
|
 |
Mapfre |
301.387 |
12/08/24 |
|
259.865 |
|
223.835 |
36.030 |
16.10 |
|
8.52 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
346.720 |
12/08/24 |
0.52 |
263.614 |
|
319.935 |
-56.321 |
-17.60 |
|
-9.66 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,278.056 |
12/08/24 |
-0.40 |
9,599.501 |
|
8,795.463 |
804.038 |
9.14 |
|
10.56 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
44,852.129 |
12/08/24 |
-0.15 |
44,508.104 |
|
47,231.894 |
-2,723.791 |
-5.77 |
|
8.73 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,417.670 |
|
1,324.670 |
93.000 |
7.02 |
|
6.75 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
62,028.655 |
12/08/24 |
1.01 |
42,863.609 |
|
34,103.568 |
8,760.040 |
25.69 |
|
26.72 |
| |  |
 |
 |
 |
|
 |
NN |
6,307.376 |
12/08/24 |
0.74 |
5,806.006 |
|
5,534.705 |
271.302 |
4.90 |
|
-4.50 |
| |  |
 |
 |
 |
|
 |
Phoenix |
86,278.791 |
12/08/24 |
0.47 |
98,114.060 |
|
88,034.033 |
10,080.026 |
11.45 |
|
-0.85 |
| |  |
 |
 |
 |
L |
 |
Ping An |
572.865 |
12/08/24 |
0.45 |
858.873 |
|
765.219 |
93.654 |
12.24 |
|
4.82 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
775.380 |
12/08/24 |
0.02 |
852.498 |
|
861.399 |
-8.901 |
-1.03 |
|
-2.96 |
| |  |
 |
 |
 |
|
 |
Prudential |
101,898.780 |
12/08/24 |
0.41 |
179,052.546 |
|
145,158.889 |
33,893.657 |
23.35 |
|
8.55 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,446.750 |
12/08/24 |
0.87 |
1,180.455 |
|
1,084.794 |
95.661 |
8.82 |
|
9.41 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,131.342 |
12/08/24 |
-2.49 |
603.236 |
|
581.046 |
22.190 |
3.82 |
|
-2.81 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,718.443 |
12/08/24 |
0.40 |
7,023.418 |
|
6,153.379 |
870.038 |
14.14 |
|
15.62 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,965.734 |
12/08/24 |
1.00 |
22,419.274 |
|
19,832.233 |
2,587.041 |
13.04 |
|
10.12 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,353.530 |
12/08/24 |
-0.33 |
7,643.408 |
|
6,496.068 |
1,147.340 |
17.66 |
|
17.22 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,739.975 |
12/08/24 |
-1.17 |
1,998.012 |
|
2,230.703 |
-232.691 |
-10.43 |
|
1.90 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,419.287 |
12/08/24 |
1.06 |
3,030.817 |
|
2,129.909 |
900.908 |
42.30 |
|
3.77 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,945.330 |
|
1,942.330 |
3.000 |
0.15 |
|
4.45 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,429.982 |
12/08/24 |
0.38 |
1,145.875 |
|
1,022.733 |
123.142 |
12.04 |
|
1.90 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,451.522 |
12/08/24 |
-0.11 |
6,177.572 |
|
5,799.886 |
377.686 |
6.51 |
|
-2.31 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
92,987.734 |
12/08/24 |
0.62 |
68,421.977 |
|
64,403.691 |
4,018.286 |
6.24 |
|
-4.76 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
14,827.851 |
12/08/24 |
0.10 |
12,469.652 |
|
10,765.426 |
1,704.226 |
15.83 |
|
12.18 |
| |
|
instrument |
freshest |
⇓ Δday |
26/12/22 |
⇓ Δwk |
26/09/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,391.862 |
12/08/24 |
1.92 |
6,231.112 |
|
5,024.472 |
1,206.640 |
24.02 |
|
17.02 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
27,858.077 |
12/08/24 |
-1.29 |
25,168.304 |
|
21,764.651 |
3,403.653 |
15.64 |
|
13.32 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,822.265 |
12/08/24 |
0.61 |
3,125.193 |
|
2,978.130 |
147.063 |
4.94 |
|
5.17 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,084.654 |
12/08/24 |
0.26 |
973.082 |
|
868.925 |
104.157 |
11.99 |
|
0.35 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
75,086.504 |
12/08/24 |
1.17 |
70,572.999 |
|
73,467.982 |
-2,894.983 |
-3.94 |
|
7.10 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,208.684 |
12/08/24 |
1.36 |
3,170.636 |
|
2,989.102 |
181.534 |
6.07 |
|
-0.04 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
66,254.829 |
12/08/24 |
0.85 |
63,745.501 |
|
57,909.567 |
5,835.934 |
10.08 |
|
8.92 |
| |  |
 |
 |
 |
L |
 |
DFV |
875.632 |
12/08/24 |
-0.80 |
1,242.833 |
|
1,431.988 |
-189.156 |
-13.21 |
|
-17.56 |
| Insurances - 56 out of 57 instruments rated - 26/12/22 / 26/09/22 - 48 did rise, Market-Ratio(13) in JPY = 85.71 % |
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 | 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. |
|
|