| | |
| | |
Assessment - Insurances in Japanese yen - 30/01/23 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
30/01/23 |
⇓ Δwk |
31/10/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
44,568.652 |
12/08/24 |
0.30 |
38,954.651 |
|
38,679.634 |
275.017 |
0.71 |
|
7.35 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
436,007.078 |
12/08/24 |
0.86 |
341,307.246 |
|
343,780.172 |
-2,472.926 |
-0.72 |
|
-5.56 |
| |  |
 |
 |
 |
|
 |
Aegon |
789.326 |
12/08/24 |
0.22 |
711.841 |
|
688.442 |
23.399 |
3.40 |
|
11.92 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,014.315 |
12/08/24 |
0.33 |
6,275.437 |
|
5,147.518 |
1,127.919 |
21.91 |
|
8.12 |
| |  |
 |
 |
 |
L |
 |
AIA |
865.888 |
12/08/24 |
-1.33 |
1,461.498 |
|
1,125.760 |
335.739 |
29.82 |
|
11.20 |
| |  |
 |
 |
 |
|
 |
Allianz |
36,315.793 |
12/08/24 |
|
31,235.271 |
|
26,773.561 |
4,461.710 |
16.66 |
|
16.75 |
| |  |
 |
 |
 |
|
 |
AIG |
9,352.533 |
12/08/24 |
-0.62 |
8,241.095 |
|
8,469.732 |
-228.637 |
-2.70 |
|
9.26 |
| |  |
 |
 |
 |
|
 |
ASR |
6,222.929 |
12/08/24 |
0.46 |
6,088.111 |
|
6,552.322 |
-464.212 |
-7.08 |
|
5.65 |
| |  |
 |
 |
 |
|
 |
Aviva |
78,248.565 |
12/08/24 |
0.35 |
71,121.837 |
|
71,261.522 |
-139.685 |
-0.20 |
|
3.51 |
| |  |
 |
 |
 |
|
 |
Axa |
4,590.918 |
12/08/24 |
-0.77 |
3,979.269 |
|
3,673.650 |
305.619 |
8.32 |
|
16.36 |
| |  |
 |
 |
 |
|
 |
Beazley |
118,293.989 |
12/08/24 |
1.24 |
103,022.429 |
|
106,440.614 |
-3,418.185 |
-3.21 |
|
22.08 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
56,210.538 |
12/08/24 |
-0.30 |
40,542.009 |
|
43,847.954 |
-3,305.945 |
-7.54 |
|
1.09 |
| |  |
 |
 |
 |
L |
 |
China Life |
568.064 |
12/08/24 |
0.44 |
695.392 |
|
541.515 |
153.878 |
28.42 |
|
22.08 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
173.178 |
12/08/24 |
0.58 |
250.590 |
|
161.905 |
88.685 |
54.78 |
|
26.08 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
527.612 |
12/08/24 |
0.22 |
506.423 |
|
387.407 |
119.016 |
30.72 |
|
15.97 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
2,984.000 |
|
2,357.500 |
626.500 |
26.57 |
|
19.47 |
| |  |
 |
 |
 |
|
 |
FBD |
1,830.691 |
12/08/24 |
0.39 |
1,532.671 |
|
1,476.807 |
55.864 |
3.78 |
|
8.81 |
| |  |
 |
 |
 |
|
 |
Generali |
3,185.969 |
12/08/24 |
1.35 |
2,531.746 |
|
2,232.110 |
299.636 |
13.42 |
|
10.89 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,570.063 |
12/08/24 |
0.50 |
1,643.364 |
|
1,717.799 |
-74.435 |
-4.33 |
|
3.50 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
32,271.244 |
12/08/24 |
5.23 |
26,261.186 |
|
24,216.701 |
2,044.485 |
8.44 |
|
21.90 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,127.608 |
12/08/24 |
0.01 |
943.806 |
|
970.476 |
-26.670 |
-2.75 |
|
1.23 |
| |  |
 |
 |
 |
|
 |
Hiscox |
192,146.930 |
12/08/24 |
1.89 |
179,299.427 |
|
153,260.848 |
26,038.579 |
16.99 |
|
16.99 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
657.307 |
12/08/24 |
0.56 |
460.849 |
|
465.777 |
-4.928 |
-1.06 |
|
10.20 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
36,457.819 |
12/08/24 |
0.53 |
41,499.858 |
|
39,695.787 |
1,804.071 |
4.54 |
|
0.52 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
30,178.603 |
12/08/24 |
-2.02 |
26,788.130 |
|
28,967.971 |
-2,179.841 |
-7.53 |
|
0.75 |
| |
|
instrument |
freshest |
⇓ Δday |
30/01/23 |
⇓ Δwk |
31/10/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
598.877 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,351.653 |
12/08/24 |
-0.35 |
2,497.138 |
|
2,460.724 |
36.414 |
1.48 |
|
3.11 |
| |  |
 |
 |
 |
|
 |
Mapfre |
302.844 |
12/08/24 |
|
264.812 |
|
254.951 |
9.860 |
3.87 |
|
9.84 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
356.194 |
12/08/24 |
0.52 |
265.310 |
|
267.109 |
-1.799 |
-0.67 |
|
-8.53 |
| |  |
 |
 |
 |
|
 |
MetLife |
9,122.670 |
12/08/24 |
-0.40 |
9,232.377 |
|
10,878.406 |
-1,646.028 |
-15.13 |
|
3.94 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
44,100.960 |
12/08/24 |
-0.15 |
38,824.570 |
|
53,323.653 |
-14,499.083 |
-27.19 |
|
-6.90 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,388.670 |
|
1,313.670 |
75.000 |
5.71 |
|
3.43 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
62,328.629 |
12/08/24 |
1.01 |
46,221.390 |
|
39,293.360 |
6,928.029 |
17.63 |
|
33.80 |
| |  |
 |
 |
 |
|
 |
NN |
6,337.879 |
12/08/24 |
0.74 |
5,547.418 |
|
6,296.636 |
-749.218 |
-11.90 |
|
-7.54 |
| |  |
 |
 |
 |
|
 |
Phoenix |
86,942.850 |
12/08/24 |
0.47 |
101,616.476 |
|
92,447.380 |
9,169.095 |
9.92 |
|
3.09 |
| |  |
 |
 |
 |
L |
 |
Ping An |
561.409 |
12/08/24 |
0.45 |
1,036.896 |
|
594.598 |
442.298 |
74.39 |
|
25.78 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
782.461 |
12/08/24 |
0.02 |
1,003.600 |
|
735.931 |
267.669 |
36.37 |
|
14.09 |
| |  |
 |
 |
 |
|
 |
Prudential |
102,683.061 |
12/08/24 |
0.41 |
210,004.151 |
|
138,193.834 |
71,810.316 |
51.96 |
|
27.53 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,486.284 |
12/08/24 |
0.87 |
1,238.417 |
|
1,163.492 |
74.925 |
6.44 |
|
12.40 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,143.743 |
12/08/24 |
-2.49 |
644.770 |
|
584.322 |
60.448 |
10.34 |
|
3.49 |
| |  |
 |
 |
 |
|
 |
Sampo |
5,746.098 |
12/08/24 |
0.40 |
6,923.984 |
|
6,800.661 |
123.323 |
1.81 |
|
11.93 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
37,672.991 |
12/08/24 |
1.00 |
21,891.781 |
|
20,830.108 |
1,061.673 |
5.10 |
|
7.16 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,532.489 |
12/08/24 |
-0.33 |
7,555.852 |
|
7,019.746 |
536.106 |
7.64 |
|
14.11 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,736.950 |
12/08/24 |
-1.17 |
1,979.995 |
|
2,273.243 |
-293.248 |
-12.90 |
|
0.21 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,430.987 |
12/08/24 |
1.06 |
3,333.560 |
|
2,237.253 |
1,096.307 |
49.00 |
|
15.50 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
1,889.000 |
|
2,064.330 |
-175.330 |
-8.49 |
|
0.18 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,411.046 |
12/08/24 |
0.38 |
1,149.337 |
|
1,155.479 |
-6.141 |
-0.53 |
|
2.55 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
6,439.627 |
12/08/24 |
-0.11 |
6,395.681 |
|
6,305.470 |
90.211 |
1.43 |
|
1.43 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
92,297.879 |
12/08/24 |
0.62 |
76,023.337 |
|
72,000.764 |
4,022.573 |
5.59 |
|
5.98 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
14,717.846 |
12/08/24 |
0.10 |
13,328.142 |
|
11,047.343 |
2,280.799 |
20.65 |
|
18.96 |
| |
|
instrument |
freshest |
⇓ Δday |
30/01/23 |
⇓ Δwk |
31/10/22 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
9,437.281 |
12/08/24 |
1.92 |
6,522.367 |
|
5,586.887 |
935.481 |
16.74 |
|
21.04 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
27,391.519 |
12/08/24 |
-1.29 |
24,339.310 |
|
27,409.243 |
-3,069.933 |
-11.20 |
|
6.40 |
| |  |
 |
 |
 |
|
 |
Tryg |
2,834.854 |
12/08/24 |
0.61 |
3,097.164 |
|
3,218.120 |
-120.956 |
-3.76 |
|
3.37 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,089.900 |
12/08/24 |
0.26 |
1,101.253 |
|
963.966 |
137.287 |
14.24 |
|
13.83 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
73,828.980 |
12/08/24 |
1.17 |
63,448.596 |
|
82,490.737 |
-19,042.141 |
-23.08 |
|
-5.58 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,229.037 |
12/08/24 |
1.36 |
3,526.563 |
|
3,328.327 |
198.236 |
5.96 |
|
11.33 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
65,763.300 |
12/08/24 |
0.85 |
62,692.365 |
|
63,447.982 |
-755.617 |
-1.19 |
|
5.14 |
| |  |
 |
 |
 |
L |
 |
DFV |
879.867 |
12/08/24 |
-0.80 |
1,372.308 |
|
1,465.052 |
-92.743 |
-6.33 |
|
-8.51 |
| Insurances - 56 out of 57 instruments rated - 30/01/23 / 31/10/22 - 34 did rise, Market-Ratio(13) in JPY = 60.71 % |
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. |
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