| | |
| | |
Assessment - Insurances in Japanese yen - 16/01/23 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
16/01/23 |
⇓ Δwk |
17/10/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
43,898.475 |
12/08/24 |
0.30 |
38,325.668 |
|
38,471.300 |
-145.632 |
-0.38 |
|
6.18 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
423,332.604 |
12/08/24 |
0.86 |
339,074.039 |
|
328,089.247 |
10,984.792 |
3.35 |
|
-7.36 |
| |  |
 |
 |
 |
|
 |
Aegon |
774.008 |
12/08/24 |
0.22 |
708.046 |
|
608.814 |
99.232 |
16.30 |
|
11.75 |
| |  |
 |
 |
 |
|
 |
Ageas |
5,897.601 |
12/08/24 |
0.33 |
6,189.837 |
|
5,773.341 |
416.496 |
7.21 |
|
7.05 |
| |  |
 |
 |
 |
L |
 |
AIA |
855.233 |
12/08/24 |
-1.33 |
1,449.283 |
|
1,282.221 |
167.062 |
13.03 |
|
10.88 |
| |  |
 |
 |
 |
|
 |
Allianz |
35,611.044 |
12/08/24 |
|
30,476.040 |
|
24,929.469 |
5,546.571 |
22.25 |
|
14.19 |
| |  |
 |
 |
 |
|
 |
AIG |
9,211.899 |
12/08/24 |
-0.62 |
8,285.692 |
|
7,696.254 |
589.439 |
7.66 |
|
10.68 |
| |  |
 |
 |
 |
|
 |
ASR |
6,102.166 |
12/08/24 |
0.46 |
5,830.804 |
|
6,094.000 |
-263.196 |
-4.32 |
|
1.58 |
| |  |
 |
 |
 |
|
 |
Aviva |
75,973.924 |
12/08/24 |
0.35 |
69,650.609 |
|
68,244.597 |
1,406.012 |
2.06 |
|
1.58 |
| |  |
 |
 |
 |
|
 |
Axa |
4,501.826 |
12/08/24 |
-0.77 |
3,903.438 |
|
3,502.366 |
401.072 |
11.45 |
|
14.52 |
| |  |
 |
 |
 |
|
 |
Beazley |
114,855.251 |
12/08/24 |
1.24 |
99,400.002 |
|
103,968.364 |
-4,568.362 |
-4.39 |
|
19.08 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
55,365.302 |
12/08/24 |
-0.30 |
40,861.160 |
|
41,214.309 |
-353.149 |
-0.86 |
|
2.41 |
| |  |
 |
 |
 |
L |
 |
China Life |
563.720 |
12/08/24 |
0.44 |
715.499 |
|
656.032 |
59.467 |
9.06 |
|
26.97 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
171.047 |
12/08/24 |
0.58 |
245.529 |
|
185.936 |
59.593 |
32.05 |
|
24.41 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
523.578 |
12/08/24 |
0.22 |
501.403 |
|
429.978 |
71.425 |
16.61 |
|
14.89 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,984.500 |
|
2,270.000 |
714.500 |
31.48 |
|
19.70 |
| |  |
 |
 |
 |
|
 |
FBD |
1,795.164 |
12/08/24 |
0.39 |
1,530.760 |
|
1,486.163 |
44.597 |
3.00 |
|
10.25 |
| |  |
 |
 |
 |
|
 |
Generali |
3,124.142 |
12/08/24 |
1.35 |
2,424.863 |
|
2,108.448 |
316.415 |
15.01 |
|
6.39 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,520.188 |
12/08/24 |
0.50 |
1,651.829 |
|
1,780.467 |
-128.638 |
-7.22 |
|
4.09 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
31,644.984 |
12/08/24 |
5.23 |
25,243.624 |
|
22,731.705 |
2,511.919 |
11.05 |
|
17.81 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,107.209 |
12/08/24 |
0.01 |
952.346 |
|
948.966 |
3.380 |
0.36 |
|
1.97 |
| |  |
 |
 |
 |
|
 |
Hiscox |
186,561.329 |
12/08/24 |
1.89 |
170,243.097 |
|
149,741.559 |
20,501.538 |
13.69 |
|
11.77 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
640.808 |
12/08/24 |
0.56 |
434.067 |
|
458.204 |
-24.137 |
-5.27 |
|
4.66 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
35,398.012 |
12/08/24 |
0.53 |
40,575.912 |
|
38,384.408 |
2,191.504 |
5.71 |
|
-2.04 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
29,724.808 |
12/08/24 |
-2.02 |
27,292.229 |
|
28,876.201 |
-1,583.972 |
-5.49 |
|
2.63 |
| |
|
instrument |
freshest |
⇓ Δday |
16/01/23 |
⇓ Δwk |
17/10/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
587.255 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,298.186 |
12/08/24 |
-0.35 |
2,440.004 |
|
2,387.642 |
52.362 |
2.19 |
|
1.00 |
| |  |
 |
 |
 |
|
 |
Mapfre |
296.967 |
12/08/24 |
|
258.420 |
|
237.054 |
21.366 |
9.01 |
|
7.48 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
347.253 |
12/08/24 |
0.52 |
258.650 |
|
318.587 |
-59.937 |
-18.81 |
|
-10.99 |
| |  |
 |
 |
 |
|
 |
MetLife |
8,985.493 |
12/08/24 |
-0.40 |
9,251.777 |
|
9,859.477 |
-607.699 |
-6.16 |
|
4.97 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
43,437.816 |
12/08/24 |
-0.15 |
38,624.113 |
|
52,438.074 |
-13,813.961 |
-26.34 |
|
-6.62 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,395.330 |
|
1,286.670 |
108.660 |
8.45 |
|
4.14 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
61,119.072 |
12/08/24 |
1.01 |
44,976.512 |
|
36,107.172 |
8,869.340 |
24.56 |
|
31.39 |
| |  |
 |
 |
 |
|
 |
NN |
6,214.886 |
12/08/24 |
0.74 |
5,537.176 |
|
6,107.178 |
-570.002 |
-9.33 |
|
-8.26 |
| |  |
 |
 |
 |
|
 |
Phoenix |
84,415.471 |
12/08/24 |
0.47 |
98,599.781 |
|
91,004.094 |
7,595.687 |
8.35 |
|
-0.12 |
| |  |
 |
 |
 |
L |
 |
Ping An |
554.501 |
12/08/24 |
0.45 |
1,001.892 |
|
724.981 |
276.911 |
38.20 |
|
21.92 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
776.478 |
12/08/24 |
0.02 |
995.734 |
|
870.710 |
125.024 |
14.36 |
|
13.46 |
| |  |
 |
 |
 |
|
 |
Prudential |
99,698.123 |
12/08/24 |
0.41 |
207,979.009 |
|
149,809.346 |
58,169.663 |
38.83 |
|
26.54 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,448.977 |
12/08/24 |
0.87 |
1,164.373 |
|
1,099.127 |
65.246 |
5.94 |
|
6.57 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,128.865 |
12/08/24 |
-2.49 |
627.680 |
|
615.771 |
11.909 |
1.93 |
|
0.97 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,634.588 |
12/08/24 |
0.40 |
6,664.372 |
|
6,584.507 |
79.865 |
1.21 |
|
8.57 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
36,773.926 |
12/08/24 |
1.00 |
20,798.793 |
|
20,256.554 |
542.239 |
2.68 |
|
2.01 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,304.996 |
12/08/24 |
-0.33 |
7,417.026 |
|
6,884.104 |
532.922 |
7.74 |
|
12.79 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,687.439 |
12/08/24 |
-1.17 |
2,050.492 |
|
2,155.761 |
-105.269 |
-4.88 |
|
4.05 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,383.811 |
12/08/24 |
1.06 |
3,170.065 |
|
2,106.252 |
1,063.813 |
50.51 |
|
9.33 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,892.670 |
|
1,990.330 |
-97.660 |
-4.91 |
|
0.62 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,377.050 |
12/08/24 |
0.38 |
1,124.764 |
|
1,041.260 |
83.504 |
8.02 |
|
0.18 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,336.899 |
12/08/24 |
-0.11 |
6,226.383 |
|
6,087.403 |
138.981 |
2.28 |
|
-1.34 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
90,637.789 |
12/08/24 |
0.62 |
72,626.968 |
|
68,087.033 |
4,539.935 |
6.67 |
|
1.30 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
14,453.128 |
12/08/24 |
0.10 |
12,877.181 |
|
10,951.312 |
1,925.869 |
17.59 |
|
15.25 |
| |
|
instrument |
freshest |
⇓ Δday |
16/01/23 |
⇓ Δwk |
17/10/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,254.140 |
12/08/24 |
1.92 |
6,287.249 |
|
5,350.187 |
937.062 |
17.51 |
|
17.33 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
26,979.634 |
12/08/24 |
-1.29 |
24,945.838 |
|
24,518.512 |
427.327 |
1.74 |
|
10.22 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,780.098 |
12/08/24 |
0.61 |
2,993.376 |
|
3,088.639 |
-95.263 |
-3.08 |
|
0.21 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,068.749 |
12/08/24 |
0.26 |
1,052.050 |
|
916.589 |
135.460 |
14.78 |
|
8.82 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
72,718.817 |
12/08/24 |
1.17 |
62,978.208 |
|
77,643.937 |
-14,665.729 |
-18.89 |
|
-5.55 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,146.968 |
12/08/24 |
1.36 |
3,353.756 |
|
3,155.351 |
198.405 |
6.29 |
|
5.98 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
64,580.467 |
12/08/24 |
0.85 |
61,842.711 |
|
60,510.184 |
1,332.527 |
2.20 |
|
4.31 |
| |  |
 |
 |
 |
L |
 |
DFV |
862.792 |
12/08/24 |
-0.80 |
1,348.460 |
|
1,467.128 |
-118.668 |
-8.09 |
|
-10.01 |
| Insurances - 56 out of 57 instruments rated - 16/01/23 / 17/10/22 - 41 did rise, Market-Ratio(13) in JPY = 73.21 % |
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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