| | |
| | |
Assessment - Insurances in Dollar - 3/27/23 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
12/26/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
341.251 |
8/12/24 |
0.30 |
279.017 |
|
287.685 |
-8.668 |
-3.01 |
|
1.24 |
| |  |
 |
 |
 |
|
 |
FBD |
13.925 |
8/12/24 |
0.39 |
15.112 |
|
11.324 |
3.789 |
33.46 |
|
39.05 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
474.094 |
8/12/24 |
1.01 |
342.186 |
|
322.699 |
19.486 |
6.04 |
|
27.18 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.977 |
8/12/24 |
-2.49 |
6.161 |
|
4.541 |
1.620 |
35.67 |
|
30.12 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
19.549 |
8/12/24 |
0.50 |
14.724 |
|
12.419 |
2.305 |
18.56 |
|
23.19 |
| |  |
 |
 |
 |
L |
 |
China Life |
4.287 |
8/12/24 |
0.44 |
5.002 |
|
5.115 |
-0.113 |
-2.20 |
|
13.45 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.982 |
8/12/24 |
0.22 |
3.714 |
|
3.374 |
0.340 |
10.07 |
|
13.47 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
10.759 |
8/12/24 |
0.87 |
9.403 |
|
8.887 |
0.516 |
5.81 |
|
10.18 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
113.575 |
8/12/24 |
0.10 |
100.295 |
|
93.878 |
6.417 |
6.84 |
|
18.07 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
245.467 |
8/12/24 |
5.23 |
189.443 |
|
197.447 |
-8.004 |
-4.05 |
|
15.32 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,460.675 |
8/12/24 |
1.89 |
1,314.485 |
|
1,328.683 |
-14.198 |
-1.07 |
|
12.40 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.323 |
8/12/24 |
0.58 |
1.646 |
|
1.610 |
0.037 |
2.28 |
|
9.40 |
| |  |
 |
 |
 |
|
 |
Generali |
24.234 |
8/12/24 |
1.35 |
19.257 |
|
17.863 |
1.395 |
7.81 |
|
12.60 |
| |  |
 |
 |
 |
|
 |
Uniqa |
8.290 |
8/12/24 |
0.26 |
8.204 |
|
7.326 |
0.878 |
11.98 |
|
12.24 |
| |  |
 |
 |
 |
|
 |
Axa |
34.920 |
8/12/24 |
-0.77 |
29.102 |
|
28.102 |
1.000 |
3.56 |
|
11.95 |
| |  |
 |
 |
 |
|
 |
Talanx |
71.783 |
8/12/24 |
1.92 |
45.574 |
|
46.911 |
-1.337 |
-2.85 |
|
11.30 |
| |  |
 |
 |
 |
|
 |
Allianz |
276.231 |
8/12/24 |
|
221.935 |
|
214.991 |
6.944 |
3.23 |
|
10.52 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.288 |
8/12/24 |
0.45 |
6.461 |
|
6.466 |
-0.005 |
-0.08 |
|
5.55 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.304 |
8/12/24 |
|
1.986 |
|
1.956 |
0.030 |
1.52 |
|
9.18 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
32.168 |
8/12/24 |
1.36 |
26.015 |
|
23.870 |
2.145 |
8.98 |
|
8.77 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
712.244 |
8/12/24 |
0.62 |
584.691 |
|
515.116 |
69.575 |
13.51 |
|
8.62 |
| |  |
 |
 |
 |
|
 |
Beazley |
899.255 |
8/12/24 |
1.24 |
699.011 |
|
818.580 |
-119.568 |
-14.61 |
|
5.20 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.614 |
8/12/24 |
-1.33 |
10.265 |
|
11.112 |
-0.848 |
-7.63 |
|
3.19 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.905 |
8/12/24 |
0.02 |
6.685 |
|
6.418 |
0.267 |
4.17 |
|
2.62 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.578 |
8/12/24 |
0.52 |
2.160 |
|
1.985 |
0.175 |
8.82 |
|
-0.68 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
12/26/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Scor |
18.491 |
8/12/24 |
1.06 |
22.096 |
|
22.818 |
-0.721 |
-3.16 |
|
6.43 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
25.126 |
8/12/24 |
-0.35 |
17.805 |
|
17.892 |
-0.087 |
-0.49 |
|
-1.57 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
22.912 |
8/09/24 |
-0.50 |
10.449 |
|
10.673 |
-0.224 |
-2.10 |
|
4.05 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
48.275 |
8/12/24 |
-0.11 |
45.463 |
|
46.508 |
-1.045 |
-2.25 |
|
-2.85 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
430.390 |
8/12/24 |
-0.30 |
302.140 |
|
306.490 |
-4.350 |
-1.42 |
|
0.45 |
| |  |
 |
 |
 |
|
 |
Prudential |
780.583 |
8/12/24 |
0.41 |
1,261.045 |
|
1,348.000 |
-86.955 |
-6.45 |
|
2.18 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
273.176 |
8/12/24 |
1.00 |
154.504 |
|
168.784 |
-14.280 |
-8.46 |
|
0.21 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.758 |
8/12/24 |
0.56 |
3.037 |
|
3.196 |
-0.159 |
-4.96 |
|
-3.96 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
507.482 |
8/12/24 |
0.85 |
460.195 |
|
479.909 |
-19.714 |
-4.11 |
|
1.85 |
| |  |
 |
 |
 |
|
 |
Aviva |
594.835 |
8/12/24 |
0.35 |
506.998 |
|
536.061 |
-29.063 |
-5.42 |
|
-1.45 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
231.070 |
8/12/24 |
-2.02 |
190.530 |
|
201.880 |
-11.350 |
-5.62 |
|
-3.83 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
209.730 |
8/12/24 |
-1.29 |
166.350 |
|
189.480 |
-23.130 |
-12.21 |
|
-4.72 |
| |  |
 |
 |
 |
|
 |
Sampo |
43.707 |
8/12/24 |
0.40 |
46.200 |
|
52.876 |
-6.675 |
-12.62 |
|
-1.55 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
69.122 |
8/12/24 |
-0.33 |
48.085 |
|
57.544 |
-9.458 |
-16.44 |
|
-4.35 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,314.467 |
8/12/24 |
0.86 |
2,486.465 |
|
2,542.667 |
-56.203 |
-2.21 |
|
-3.44 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
565.290 |
8/12/24 |
1.17 |
481.900 |
|
531.310 |
-49.410 |
-9.30 |
|
-5.58 |
| |  |
 |
 |
 |
|
 |
Ageas |
45.747 |
8/12/24 |
0.33 |
42.045 |
|
44.614 |
-2.570 |
-5.76 |
|
-3.07 |
| |  |
 |
 |
 |
|
 |
Sompo |
22.498 |
8/09/24 |
0.02 |
13.506 |
|
14.645 |
-1.140 |
-7.78 |
|
-4.37 |
| |  |
 |
 |
 |
|
 |
SBI Life |
20.748 |
8/12/24 |
-1.17 |
13.377 |
|
15.042 |
-1.665 |
-11.07 |
|
-9.95 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
28.920 |
8/09/24 |
3.15 |
17.757 |
|
22.213 |
-4.456 |
-20.06 |
|
-5.31 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
10.113 |
8/12/24 |
0.38 |
7.092 |
|
8.627 |
-1.534 |
-17.79 |
|
-13.50 |
| |  |
 |
 |
 |
|
 |
Tryg |
21.528 |
8/12/24 |
0.61 |
21.339 |
|
23.528 |
-2.189 |
-9.30 |
|
-5.58 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
277.147 |
8/12/24 |
0.53 |
281.816 |
|
302.561 |
-20.745 |
-6.86 |
|
-7.17 |
| |  |
 |
 |
 |
|
 |
Phoenix |
660.928 |
8/12/24 |
0.47 |
671.984 |
|
738.653 |
-66.669 |
-9.03 |
|
-7.83 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
8.548 |
8/12/24 |
0.01 |
5.999 |
|
6.888 |
-0.889 |
-12.91 |
|
-12.36 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
12/26/22 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
ASR |
47.334 |
8/12/24 |
0.46 |
39.216 |
|
48.442 |
-9.226 |
-19.04 |
|
-9.99 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
337.670 |
8/12/24 |
-0.15 |
269.640 |
|
335.080 |
-65.440 |
-19.53 |
|
-13.72 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.693 |
8/12/24 |
-0.80 |
9.521 |
|
9.357 |
0.164 |
1.75 |
|
-12.42 |
| |  |
 |
 |
 |
|
 |
AIG |
71.610 |
8/12/24 |
-0.62 |
47.460 |
|
63.160 |
-15.700 |
-24.86 |
|
-16.38 |
| |  |
 |
 |
 |
|
 |
Aegon |
6.004 |
8/12/24 |
0.22 |
4.166 |
|
5.193 |
-1.027 |
-19.78 |
|
-13.43 |
| |  |
 |
 |
 |
|
 |
MetLife |
69.850 |
8/12/24 |
-0.40 |
55.850 |
|
72.270 |
-16.420 |
-22.72 |
|
-17.04 |
| |  |
 |
 |
 |
|
 |
NN |
48.208 |
8/12/24 |
0.74 |
35.352 |
|
43.711 |
-8.359 |
-19.12 |
|
-19.27 |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.555 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| Insurances - 56 out of 57 instruments rated - 3/27/23 / 12/26/22 - 18 did rise, Market-Ratio(13) in USD = 32.14 % |
Technical Chart
Transactions Insurances in Dollar * 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 |
3,646 |
|
2.742 |
2.907 |
2.577 |
-0.165 |
-6 |
9,398 |
-80 |
|
| long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
5,479 |
|
1.715 |
4.817 |
|
3.102 |
181 |
26,394 |
111 |
|
| short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
2,976 |
|
8.868 |
8.537 |
9.212 |
0.344 |
4 |
27,417 |
14 |
|
| long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
3,487 |
|
7.861 |
7.613 |
|
-0.248 |
-3 |
26,551 |
-15 |
|
| short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
50 |
|
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
555,751 |
19,767 |
|
| long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
43,996 |
|
12.632 |
20.007 |
|
7.375 |
58 |
880,238 |
40 |
|
| short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
61,406 |
|
14.335 |
13.454 |
15.273 |
0.939 |
7 |
937,883 |
39 |
|
| long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
40,882 |
|
22.941 |
27.114 |
|
4.173 |
18 |
1,108,492 |
22 |
|
| short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
119,860 |
|
9.248 |
5.004 |
17.093 |
7.845 |
85 |
2,048,796 |
396 |
|
| long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
324,792 |
|
6.308 |
19.911 |
|
13.603 |
216 |
6,466,987 |
35 |
|
| short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
1,031,134 |
|
6.272 |
7.126 |
5.418 |
-0.854 |
-14 |
5,586,273 |
-44 |
|
| long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
161,510 |
|
34.588 |
33.719 |
|
-0.869 |
-3 |
5,445,931 |
-14 |
|
| short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,001,746 |
|
5.436 |
5.124 |
5.768 |
0.332 |
6 |
5,778,176 |
29 |
|
| long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,437,201 |
|
2.371 |
2.171 |
|
-0.200 |
-8 |
5,290,107 |
-37 |
|
| short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,515,899 |
|
3.490 |
3.651 |
3.329 |
-0.161 |
-5 |
5,046,278 |
-34 |
|
| long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
174,306 |
|
28.951 |
24.723 |
|
-4.228 |
-15 |
4,309,292 |
-6 |
|
| short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
2,542,717 |
|
1.695 |
1.677 |
1.713 |
0.018 |
1 |
4,354,404 |
9 |
|
| long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
31,987 |
|
136.130 |
127.320 |
|
-8.810 |
-6 |
4,072,599 |
-6 |
|
| short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
3006,062,565 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-4 |
3,907,881 |
-14 |
|
| long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
196,547 |
|
19.883 |
12.312 |
|
-7.570 |
-38 |
2,419,938 |
-22 |
|
| short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
222,338 |
|
10.884 |
13.335 |
8.433 |
-2.451 |
-23 |
1,874,964 |
-96 |
|
| long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
12,316,432 |
|
0.152 |
0.142 |
|
-0.010 |
-7 |
1,750,899 |
-45 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
84,072 |
|
20.826 |
26.602 |
15.050 |
-5.776 |
-28 |
1,265,274 |
-88 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,621 |
|
349.360 |
337.670 |
|
-11.690 |
-3 |
1,222,944 |
-2 |
|
| accum | 8/07/06 |
8/12/24 | 7052 |
days out of 7269 invested (97%) |
12,129 |
1,222,944 |
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 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
| Glanbia | short | 8/07/06 | 8/21/06 | 14 | 2.74 | 2.91 | 2.58 | -0.17 | -6.02 | | | |
| | long | 4/21/08 | 6/30/08 | 70 | 7.86 | 7.61 | | -0.25 | -3.16 | | | |
| | long | 11/07/11 | 8/24/15 | 1386 | 6.31 | 19.91 | | 13.60 | 215.65 | | | 187.28 |
| China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 1.72 | 4.82 | | 3.10 | 180.84 | | | 180.84 |
| UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 14.33 | 13.45 | 15.27 | 0.94 | 6.55 | | | |
| | short | 6/20/11 | 11/07/11 | 140 | 9.25 | 5.00 | 17.09 | 7.85 | 84.83 | | | 96.93 |
| Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 12.63 | 20.01 | | 7.38 | 58.39 | | | |
| | long | 8/23/10 | 6/20/11 | 301 | 22.94 | 27.11 | | 4.17 | 18.19 | | | |
| | long | 8/08/16 | 12/17/18 | 861 | 28.95 | 24.72 | | -4.23 | -14.60 | | | |
| | short | 7/18/22 | 9/12/22 | 56 | 20.83 | 26.60 | 15.05 | -5.78 | -27.74 | | | 15.52 |
| Storebrand | short | 1/07/08 | 4/21/08 | 105 | 8.87 | 8.54 | 9.21 | 0.34 | 3.88 | | | 3.88 |
| Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 5.44 | 5.12 | 5.77 | 0.33 | 6.10 | | | |
| | short | 6/27/16 | 8/08/16 | 42 | 3.49 | 3.65 | 3.33 | -0.16 | -4.61 | | | 1.21 |
| AMP | short | 12/17/18 | 1/28/19 | 42 | 1.69 | 1.68 | 1.71 | 0.02 | 1.05 | | | 1.05 |
| NN | long | 11/23/15 | 1/25/16 | 63 | 34.59 | 33.72 | | -0.87 | -2.51 | | | -2.51 |
| Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -4.04 | | | -4.04 |
| Sompo | long | 6/06/22 | 7/18/22 | 42 | 0.15 | 0.14 | | -0.01 | -6.62 | | | -6.62 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 2.37 | 2.17 | | -0.20 | -8.45 | | | -8.45 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 349.36 | 337.67 | | -11.69 | -3.35 | | | -9.60 |
| FBD | short | 8/24/15 | 11/23/15 | 91 | 6.27 | 7.13 | 5.42 | -0.85 | -13.62 | | | -13.62 |
| Prudential | short | 5/09/22 | 6/06/22 | 28 | 10.88 | 13.34 | 8.43 | -2.45 | -22.52 | | | -22.52 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 19.88 | 12.31 | | -7.57 | -38.08 | | | -38.08 |
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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