| | |
| | |
Assessment - Insurances in Renminbi yuán - 1/16/23 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/16/23 |
⇓ Δwk |
10/17/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
2,296.468 |
8/12/24 |
0.30 |
2,004.937 |
|
1,860.138 |
144.799 |
7.78 |
|
8.46 |
| |  |
 |
 |
 |
|
 |
Prudential |
5,215.524 |
8/12/24 |
0.41 |
10,880.040 |
|
7,243.479 |
3,636.561 |
50.20 |
|
29.74 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
3,197.332 |
8/12/24 |
1.01 |
2,352.864 |
|
1,745.829 |
607.034 |
34.77 |
|
34.34 |
| |  |
 |
 |
 |
L |
 |
China Life |
29.490 |
8/12/24 |
0.44 |
37.430 |
|
31.720 |
5.710 |
18.00 |
|
29.61 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
8.948 |
8/12/24 |
0.58 |
12.844 |
|
8.990 |
3.854 |
42.87 |
|
27.30 |
| |  |
 |
 |
 |
L |
 |
Ping An |
29.008 |
8/12/24 |
0.45 |
52.412 |
|
35.054 |
17.358 |
49.52 |
|
24.99 |
| |  |
 |
 |
 |
|
 |
Beazley |
6,008.442 |
8/12/24 |
1.24 |
5,199.929 |
|
5,027.007 |
172.921 |
3.44 |
|
21.40 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
198.947 |
8/09/24 |
3.15 |
156.129 |
|
109.757 |
46.371 |
42.25 |
|
22.62 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
27.390 |
8/12/24 |
0.22 |
26.230 |
|
20.790 |
5.440 |
26.17 |
|
17.72 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
1,655.449 |
8/12/24 |
5.23 |
1,320.574 |
|
1,099.108 |
221.466 |
20.15 |
|
20.52 |
| |  |
 |
 |
 |
|
 |
Talanx |
484.113 |
8/12/24 |
1.92 |
328.906 |
|
258.689 |
70.217 |
27.14 |
|
20.06 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
40.620 |
8/12/24 |
0.02 |
52.090 |
|
42.100 |
9.990 |
23.73 |
|
16.17 |
| |  |
 |
 |
 |
|
 |
Hiscox |
9,759.613 |
8/12/24 |
1.89 |
8,905.955 |
|
7,240.202 |
1,665.753 |
23.01 |
|
14.31 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
756.089 |
8/12/24 |
0.10 |
673.646 |
|
529.510 |
144.136 |
27.22 |
|
18.00 |
| |  |
 |
 |
 |
|
 |
Axa |
235.505 |
8/12/24 |
-0.77 |
204.201 |
|
169.344 |
34.857 |
20.58 |
|
17.20 |
| |  |
 |
 |
 |
|
 |
Allianz |
1,862.926 |
8/12/24 |
|
1,594.298 |
|
1,205.373 |
388.925 |
32.27 |
|
17.00 |
| |  |
 |
 |
 |
L |
 |
AIA |
44.740 |
8/12/24 |
-1.33 |
75.817 |
|
61.997 |
13.819 |
22.29 |
|
13.33 |
| |  |
 |
 |
 |
|
 |
AIG |
481.904 |
8/12/24 |
-0.62 |
433.451 |
|
372.124 |
61.327 |
16.48 |
|
13.11 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
1,411.390 |
8/12/24 |
-1.29 |
1,304.996 |
|
1,185.502 |
119.493 |
10.08 |
|
12.48 |
| |  |
 |
 |
 |
|
 |
Aegon |
40.491 |
8/12/24 |
0.22 |
37.040 |
|
29.437 |
7.603 |
25.83 |
|
14.29 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
486.774 |
8/12/24 |
-0.33 |
388.008 |
|
332.855 |
55.153 |
16.57 |
|
15.24 |
| |  |
 |
 |
 |
|
 |
SBI Life |
140.588 |
8/12/24 |
-1.17 |
107.268 |
|
104.234 |
3.034 |
2.91 |
|
6.13 |
| |  |
 |
 |
 |
|
 |
FBD |
93.911 |
8/12/24 |
0.39 |
80.079 |
|
71.858 |
8.221 |
11.44 |
|
12.63 |
| |  |
 |
 |
 |
S |
 |
Scor |
124.705 |
8/12/24 |
1.06 |
165.836 |
|
101.840 |
63.996 |
62.84 |
|
12.54 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
75.801 |
8/12/24 |
0.87 |
60.912 |
|
53.144 |
7.768 |
14.62 |
|
8.79 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/16/23 |
⇓ Δwk |
10/17/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Uniqa |
55.910 |
8/12/24 |
0.26 |
55.036 |
|
44.318 |
10.718 |
24.18 |
|
11.42 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
57.922 |
8/12/24 |
0.01 |
49.820 |
|
45.884 |
3.936 |
8.58 |
|
4.18 |
| |  |
 |
 |
 |
|
 |
Sampo |
294.763 |
8/12/24 |
0.40 |
348.634 |
|
318.370 |
30.265 |
9.51 |
|
10.89 |
| |  |
 |
 |
 |
|
 |
MetLife |
470.060 |
8/12/24 |
-0.40 |
483.990 |
|
476.719 |
7.271 |
1.53 |
|
7.13 |
| |  |
 |
 |
 |
|
 |
Mapfre |
15.535 |
8/12/24 |
|
13.519 |
|
11.462 |
2.057 |
17.95 |
|
10.00 |
| |  |
 |
 |
 |
|
 |
Ageas |
308.522 |
8/12/24 |
0.33 |
323.810 |
|
279.149 |
44.661 |
16.00 |
|
9.50 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
33.523 |
8/12/24 |
0.56 |
22.707 |
|
22.155 |
0.553 |
2.49 |
|
6.85 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
172.539 |
8/12/24 |
-0.35 |
127.644 |
|
115.446 |
12.199 |
10.57 |
|
3.29 |
| |  |
 |
 |
 |
|
 |
Generali |
163.434 |
8/12/24 |
1.35 |
126.852 |
|
101.946 |
24.906 |
24.43 |
|
9.00 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
72.038 |
8/12/24 |
0.38 |
58.840 |
|
50.346 |
8.494 |
16.87 |
|
2.61 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
216.941 |
8/12/24 |
1.36 |
175.446 |
|
152.565 |
22.880 |
15.00 |
|
8.43 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
1,554.999 |
8/12/24 |
-2.02 |
1,427.743 |
|
1,396.202 |
31.540 |
2.26 |
|
4.95 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
2,896.334 |
8/12/24 |
-0.30 |
2,137.577 |
|
1,992.766 |
144.810 |
7.27 |
|
4.66 |
| |  |
 |
 |
 |
|
 |
Aviva |
3,974.436 |
8/12/24 |
0.35 |
3,643.644 |
|
3,299.716 |
343.928 |
10.42 |
|
3.86 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
157.620 |
8/09/24 |
-0.50 |
72.994 |
|
62.212 |
10.782 |
17.33 |
|
6.51 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
331.503 |
8/12/24 |
-0.11 |
325.722 |
|
294.334 |
31.388 |
10.66 |
|
0.96 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
131.839 |
8/12/24 |
0.50 |
86.412 |
|
86.088 |
0.324 |
0.38 |
|
6.42 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
3,378.409 |
8/12/24 |
0.85 |
3,235.188 |
|
2,925.747 |
309.441 |
10.58 |
|
6.54 |
| |  |
 |
 |
 |
|
 |
Phoenix |
4,416.040 |
8/12/24 |
0.47 |
5,158.066 |
|
4,400.168 |
757.899 |
17.22 |
|
2.24 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
1,851.782 |
8/12/24 |
0.53 |
2,122.654 |
|
1,855.937 |
266.718 |
14.37 |
|
0.28 |
| |  |
 |
 |
 |
|
 |
ASR |
319.224 |
8/12/24 |
0.46 |
305.028 |
|
294.653 |
10.375 |
3.52 |
|
3.78 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
4,741.550 |
8/12/24 |
0.62 |
3,799.346 |
|
3,292.098 |
507.249 |
15.41 |
|
3.68 |
| |  |
 |
 |
 |
|
 |
Sompo |
154.768 |
8/09/24 |
0.02 |
99.012 |
|
96.235 |
2.776 |
2.89 |
|
2.76 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
1,923.760 |
8/12/24 |
1.00 |
1,088.051 |
|
979.431 |
108.620 |
11.09 |
|
4.30 |
| |  |
 |
 |
 |
|
 |
Tryg |
145.436 |
8/12/24 |
0.61 |
156.593 |
|
149.340 |
7.253 |
4.86 |
|
2.31 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/16/23 |
⇓ Δwk |
10/17/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Quálitas |
59.055 |
8/12/24 |
-2.49 |
32.836 |
|
29.773 |
3.063 |
10.29 |
|
3.34 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
3,804.151 |
8/12/24 |
1.17 |
3,294.589 |
|
3,754.187 |
-459.597 |
-12.24 |
|
-3.78 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
22,145.868 |
8/12/24 |
0.86 |
17,738.036 |
|
15,863.547 |
1,874.488 |
11.82 |
|
-4.88 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
2,272.370 |
8/12/24 |
-0.15 |
2,020.550 |
|
2,535.450 |
-514.900 |
-20.31 |
|
-4.83 |
| |  |
 |
 |
 |
|
 |
NN |
325.120 |
8/12/24 |
0.74 |
289.667 |
|
295.290 |
-5.623 |
-1.90 |
|
-6.15 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
18.166 |
8/12/24 |
0.52 |
13.531 |
|
15.404 |
-1.873 |
-12.16 |
|
-9.17 |
| |  |
 |
 |
 |
L |
 |
DFV |
45.135 |
8/12/24 |
-0.80 |
70.542 |
|
70.938 |
-0.395 |
-0.56 |
|
-8.02 |
| |  |
 |
 |
 |
|
 |
Mandatum |
30.721 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 1/16/23 / 10/17/22 - 51 did rise, Market-Ratio(13) in CNY = 91.07 % |
Technical Chart
Transactions Insurances in Renminbi yuán * 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 | |
| 1/02/06 |
8/07/06 |
217 |
|
- cash - |
| short |
8/07/06 |
8/21/06 |
14 |
 |
 |
 |
Glanbia |
100 |
457 |
|
21.878 |
23.188 |
20.569 |
-1.309 |
-6 |
9,402 |
-80 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
687 |
|
13.680 |
35.036 |
|
21.357 |
156 |
24,074 |
98 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
373 |
|
64.497 |
59.705 |
69.674 |
5.177 |
8 |
26,005 |
31 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
472 |
|
54.979 |
52.236 |
|
-2.743 |
-5 |
24,710 |
-23 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
6 |
|
3,631.222 |
172.360 |
76,501.191 |
72,869.969 |
2,007 |
461,930 |
19,879 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
5,346 |
|
86.398 |
136.699 |
|
50.301 |
58 |
730,839 |
39 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
7,462 |
|
97.941 |
91.359 |
104.996 |
7.056 |
7 |
783,488 |
44 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
5,029 |
|
155.786 |
175.485 |
|
19.699 |
13 |
882,555 |
16 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
14,744 |
|
59.855 |
31.764 |
112.790 |
52.935 |
88 |
1,663,030 |
422 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
41,530 |
|
40.044 |
127.510 |
|
87.467 |
218 |
5,295,520 |
36 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
131,847 |
|
40.164 |
45.536 |
34.792 |
-5.372 |
-13 |
4,587,255 |
-44 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
20,754 |
|
221.024 |
221.905 |
|
0.881 |
0 |
4,605,533 |
2 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
128,726 |
|
35.778 |
33.179 |
38.580 |
2.802 |
8 |
4,966,219 |
39 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
323,490 |
|
15.352 |
14.430 |
|
-0.922 |
-6 |
4,667,913 |
-28 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
201,205 |
|
23.200 |
24.316 |
22.084 |
-1.116 |
-5 |
4,443,349 |
-35 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
23,042 |
|
192.833 |
170.449 |
|
-22.384 |
-12 |
3,927,576 |
-5 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
336,136 |
|
11.684 |
11.307 |
12.074 |
0.390 |
3 |
4,058,648 |
33 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
4,422 |
|
917.729 |
885.791 |
|
-31.939 |
-3 |
3,917,415 |
-3 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
415,615,302 |
|
0.009 |
0.010 |
0.009 |
-0.000 |
-5 |
3,740,538 |
-16 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
26,620 |
|
140.512 |
82.820 |
|
-57.692 |
-41 |
2,204,778 |
-24 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
30,114 |
|
73.213 |
88.684 |
57.742 |
-15.471 |
-21 |
1,738,888 |
-95 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
1,717,584 |
|
1.012 |
0.958 |
|
-0.055 |
-5 |
1,645,054 |
-38 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
11,724 |
|
140.312 |
184.065 |
96.558 |
-43.754 |
-31 |
1,132,088 |
-91 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
468 |
|
2,417.264 |
2,459.096 |
|
41.832 |
2 |
1,151,666 |
1 |
|
| accum | 8/07/06 |
8/12/24 | 7052 |
days out of 7269 invested (97%) |
11,417 |
1,151,666 |
28 |
|
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 | 3,631.22 | 172.36 | 76,501.19 | 72,869.97 | 2,006.76 | | | 2,006.76 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 21.88 | 23.19 | 20.57 | -1.31 | -5.99 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 54.98 | 52.24 | | -2.74 | -4.99 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 40.04 | 127.51 | | 87.47 | 218.43 | | | 184.43 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 13.68 | 35.04 | | 21.36 | 156.12 | | | 156.12 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 97.94 | 91.36 | 105.00 | 7.06 | 7.20 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 59.85 | 31.76 | 112.79 | 52.94 | 88.44 | | | 102.01 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 86.40 | 136.70 | | 50.30 | 58.22 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 155.79 | 175.49 | | 19.70 | 12.65 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 192.83 | 170.45 | | -22.38 | -11.61 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 140.31 | 184.07 | 96.56 | -43.75 | -31.18 | | | 8.41 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 64.50 | 59.71 | 69.67 | 5.18 | 8.03 | | | 8.03 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 11.68 | 11.31 | 12.07 | 0.39 | 3.34 | | | 3.34 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 35.78 | 33.18 | 38.58 | 2.80 | 7.83 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 23.20 | 24.32 | 22.08 | -1.12 | -4.81 | | | 2.64 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 221.02 | 221.90 | | 0.88 | 0.40 | | | 0.40 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 917.73 | 885.79 | | -31.94 | -3.48 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 2,417.26 | 2,459.10 | | 41.83 | 1.73 | | | -1.81 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.01 | 0.01 | 0.01 | -0.00 | -4.52 | | | -4.52 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 1.01 | 0.96 | | -0.05 | -5.40 | | | -5.40 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 15.35 | 14.43 | | -0.92 | -6.01 | | | -6.01 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 40.16 | 45.54 | 34.79 | -5.37 | -13.37 | | | -13.37 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 73.21 | 88.68 | 57.74 | -15.47 | -21.13 | | | -21.13 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 140.51 | 82.82 | | -57.69 | -41.06 | | | -41.06 |
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. |
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