| | |
| | |
Assessment - Insurances in Euro - 1/01/24 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
1/01/24 |
⇓ Δwk |
2/10/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
308.219 |
12/08/24 |
0.30 |
280.050 |
|
286.018 |
-5.968 |
-2.09 |
|
1.33 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,103.754 |
12/08/24 |
0.86 |
3,087.648 |
|
2,681.944 |
405.705 |
15.13 |
|
17.83 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.562 |
12/08/24 |
0.22 |
5.248 |
|
4.566 |
0.682 |
14.94 |
|
13.32 |
| |  |
 |
 |
 |
|
 |
Ageas |
42.380 |
12/08/24 |
0.33 |
39.310 |
|
37.430 |
1.880 |
5.02 |
|
-0.37 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.000 |
12/08/24 |
-1.33 |
7.868 |
|
7.765 |
0.102 |
1.32 |
|
-12.27 |
| |  |
 |
 |
 |
|
 |
Allianz |
255.900 |
12/08/24 |
|
241.950 |
|
222.700 |
19.250 |
8.64 |
|
10.46 |
| |  |
 |
 |
 |
|
 |
AIG |
64.678 |
12/08/24 |
-0.62 |
61.192 |
|
57.180 |
4.012 |
7.02 |
|
13.08 |
| |  |
 |
 |
 |
|
 |
ASR |
43.850 |
12/08/24 |
0.46 |
42.700 |
|
35.570 |
7.130 |
20.04 |
|
6.98 |
| |  |
 |
 |
 |
|
 |
Aviva |
557.019 |
12/08/24 |
0.35 |
500.075 |
|
440.869 |
59.206 |
13.43 |
|
5.91 |
| |  |
 |
 |
 |
|
 |
Axa |
32.350 |
12/08/24 |
-0.77 |
29.490 |
|
27.685 |
1.805 |
6.52 |
|
5.65 |
| |  |
 |
 |
 |
|
 |
Beazley |
842.086 |
12/08/24 |
1.24 |
600.504 |
|
615.045 |
-14.541 |
-2.36 |
|
-9.15 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
388.730 |
12/08/24 |
-0.30 |
322.137 |
|
331.442 |
-9.305 |
-2.81 |
|
4.26 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.754 |
12/08/24 |
0.44 |
3.609 |
|
4.731 |
-1.122 |
-23.72 |
|
-20.96 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.200 |
12/08/24 |
0.58 |
1.170 |
|
1.484 |
-0.314 |
-21.14 |
|
-21.32 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.487 |
12/08/24 |
0.22 |
3.027 |
|
3.730 |
-0.703 |
-18.85 |
|
-15.41 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
24.281 |
9/08/24 |
3.15 |
19.103 |
|
19.868 |
-0.765 |
-3.85 |
|
3.57 |
| |  |
 |
 |
 |
|
 |
FBD |
12.900 |
12/08/24 |
0.39 |
11.350 |
|
12.100 |
-0.750 |
-6.20 |
|
-8.28 |
| |  |
 |
 |
 |
|
 |
Generali |
22.450 |
12/08/24 |
1.35 |
19.105 |
|
19.075 |
0.030 |
0.16 |
|
2.86 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
18.110 |
12/08/24 |
0.50 |
14.910 |
|
15.360 |
-0.450 |
-2.93 |
|
8.43 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
12/08/24 |
5.23 |
216.300 |
|
205.700 |
10.600 |
5.15 |
|
11.47 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
7.629 |
12/08/24 |
0.01 |
7.024 |
|
7.322 |
-0.298 |
-4.07 |
|
6.50 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,367.814 |
12/08/24 |
1.89 |
1,212.512 |
|
1,128.449 |
84.062 |
7.45 |
|
-1.27 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.410 |
12/08/24 |
0.56 |
3.486 |
|
3.424 |
0.062 |
1.81 |
|
6.50 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
259.528 |
12/08/24 |
0.53 |
288.863 |
|
249.137 |
39.726 |
15.95 |
|
7.43 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
208.703 |
12/08/24 |
-2.02 |
201.008 |
|
195.906 |
5.102 |
2.60 |
|
3.96 |
| |
|
instrument |
freshest |
⇓ Δday |
1/01/24 |
⇓ Δwk |
2/10/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.220 |
12/08/24 |
|
4.214 |
|
3.669 |
0.546 |
14.87 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
23.447 |
12/08/24 |
-0.35 |
20.004 |
|
17.047 |
2.957 |
17.35 |
|
13.77 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.134 |
12/08/24 |
|
1.943 |
|
1.923 |
0.020 |
1.04 |
|
2.00 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.390 |
12/08/24 |
0.52 |
2.193 |
|
2.088 |
0.104 |
4.99 |
|
5.35 |
| |  |
 |
 |
 |
|
 |
MetLife |
63.089 |
12/08/24 |
-0.40 |
59.729 |
|
58.741 |
0.988 |
1.68 |
|
4.89 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
304.985 |
12/08/24 |
-0.15 |
326.337 |
|
316.568 |
9.768 |
3.09 |
|
14.22 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
19.237 |
9/08/24 |
-0.50 |
11.803 |
|
11.569 |
0.234 |
2.02 |
|
10.03 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
439.200 |
12/08/24 |
1.01 |
375.100 |
|
368.400 |
6.700 |
1.82 |
|
8.94 |
| |  |
 |
 |
 |
|
 |
NN |
44.660 |
12/08/24 |
0.74 |
35.750 |
|
30.830 |
4.920 |
15.96 |
|
3.28 |
| |  |
 |
 |
 |
|
 |
Phoenix |
618.910 |
12/08/24 |
0.47 |
615.689 |
|
543.434 |
72.255 |
13.30 |
|
-1.02 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.890 |
12/08/24 |
0.45 |
4.087 |
|
5.455 |
-1.368 |
-25.07 |
|
-28.20 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.171 |
12/08/24 |
0.02 |
5.130 |
|
6.302 |
-1.172 |
-18.60 |
|
-17.06 |
| |  |
 |
 |
 |
|
 |
Prudential |
730.958 |
12/08/24 |
0.41 |
1,020.626 |
|
993.543 |
27.083 |
2.73 |
|
-14.77 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.971 |
12/08/24 |
0.87 |
9.121 |
|
9.440 |
-0.319 |
-3.38 |
|
0.18 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.809 |
12/08/24 |
-2.49 |
9.174 |
|
7.193 |
1.981 |
27.54 |
|
44.48 |
| |  |
 |
 |
 |
|
 |
Sampo |
40.490 |
12/08/24 |
0.40 |
39.610 |
|
37.140 |
2.470 |
6.65 |
|
-5.77 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
247.176 |
12/08/24 |
1.00 |
183.377 |
|
182.820 |
0.558 |
0.31 |
|
11.64 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
62.544 |
12/08/24 |
-0.33 |
48.180 |
|
49.337 |
-1.157 |
-2.34 |
|
-0.46 |
| |  |
 |
 |
 |
|
 |
SBI Life |
18.518 |
12/08/24 |
-1.17 |
15.559 |
|
15.001 |
0.558 |
3.72 |
|
10.93 |
| |  |
 |
 |
 |
S |
 |
Scor |
17.130 |
12/08/24 |
1.06 |
26.460 |
|
29.040 |
-2.580 |
-8.88 |
|
4.52 |
| |  |
 |
 |
 |
|
 |
Sompo |
18.889 |
9/08/24 |
0.02 |
14.676 |
|
13.451 |
1.225 |
9.11 |
|
9.61 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
9.454 |
12/08/24 |
0.38 |
8.031 |
|
7.495 |
0.536 |
7.15 |
|
7.54 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
45.050 |
12/08/24 |
-0.11 |
46.950 |
|
45.573 |
1.377 |
3.02 |
|
3.18 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
703.226 |
12/08/24 |
0.62 |
629.690 |
|
585.476 |
44.214 |
7.55 |
|
10.86 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
112.137 |
12/08/24 |
0.10 |
101.958 |
|
96.424 |
5.534 |
5.74 |
|
7.16 |
| |
|
instrument |
freshest |
⇓ Δday |
1/01/24 |
⇓ Δwk |
2/10/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
66.500 |
12/08/24 |
1.92 |
64.650 |
|
59.750 |
4.900 |
8.20 |
|
24.11 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
189.429 |
12/08/24 |
-1.29 |
172.051 |
|
154.513 |
17.538 |
11.35 |
|
6.69 |
| |  |
 |
 |
 |
|
 |
Tryg |
19.941 |
12/08/24 |
0.61 |
19.713 |
|
17.019 |
2.694 |
15.83 |
|
0.50 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.680 |
12/08/24 |
0.26 |
7.460 |
|
7.550 |
-0.090 |
-1.19 |
|
-2.67 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
510.572 |
12/08/24 |
1.17 |
475.510 |
|
489.973 |
-14.464 |
-2.95 |
|
2.88 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
29.800 |
12/08/24 |
1.36 |
26.500 |
|
25.600 |
0.900 |
3.52 |
|
5.75 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
501.057 |
12/08/24 |
0.85 |
473.993 |
|
428.471 |
45.522 |
10.62 |
|
7.36 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.200 |
12/08/24 |
-0.80 |
6.660 |
|
7.220 |
-0.560 |
-7.76 |
|
-13.71 |
| Insurances - 57 out of 57 instruments rated - 1/01/24 / 2/10/23 - 40 did rise, Market-Ratio(13) in EUR = 70.18 % |
Technical Chart
Transactions Insurances in Euro * 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 |
4,694 |
|
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
| long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
6,996 |
|
1.337 |
3.267 |
|
1.930 |
144 |
22,859 |
91 |
|
| short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
3,800 |
|
6.015 |
5.397 |
6.703 |
0.688 |
11 |
25,475 |
46 |
|
| long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
5,125 |
|
4.970 |
4.820 |
|
-0.150 |
-3 |
24,706 |
-15 |
|
| short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
73 |
|
335.064 |
19.403 |
5,786.250 |
5,451.186 |
1,627 |
422,643 |
14,041 |
|
| long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
43,456 |
|
9.726 |
16.519 |
|
6.793 |
70 |
717,828 |
47 |
|
| short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
60,652 |
|
11.835 |
10.585 |
13.233 |
1.398 |
12 |
802,595 |
79 |
|
| long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
44,466 |
|
18.050 |
18.954 |
|
0.905 |
5 |
842,827 |
6 |
|
| short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
130,367 |
|
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,501,480 |
351 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
328,192 |
|
4.575 |
17.150 |
|
12.575 |
275 |
5,628,495 |
42 |
|
| short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
1,041,927 |
|
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
4,269,822 |
-67 |
|
| long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
131,177 |
|
32.550 |
31.080 |
|
-1.470 |
-5 |
4,076,992 |
-23 |
|
| short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
813,608 |
|
5.011 |
4.530 |
5.543 |
0.532 |
11 |
4,509,913 |
55 |
|
| long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
2,151,641 |
|
2.096 |
1.965 |
|
-0.131 |
-6 |
4,227,645 |
-29 |
|
| short |
27/06/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,338,285 |
|
3.159 |
3.293 |
3.025 |
-0.134 |
-4 |
4,048,314 |
-31 |
|
| long |
8/08/16 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
155,021 |
|
26.115 |
21.776 |
|
-4.339 |
-17 |
3,375,684 |
-7 |
|
| short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
2,261,393 |
|
1.493 |
1.466 |
1.520 |
0.027 |
2 |
3,436,413 |
17 |
|
| long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
28,872 |
|
119.019 |
114.028 |
|
-4.991 |
-4 |
3,292,316 |
-4 |
|
| short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2713,399,922 |
|
0.001 |
0.001 |
0.001 |
-0.000 |
-1 |
3,256,080 |
-4 |
|
| long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
184,941 |
|
17.606 |
11.640 |
|
-5.966 |
-34 |
2,152,722 |
-19 |
|
| short |
9/05/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
209,209 |
|
10.290 |
12.468 |
8.111 |
-2.179 |
-21 |
1,696,945 |
-96 |
|
| long |
6/06/22 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
11,921,990 |
|
0.142 |
0.140 |
|
-0.003 |
-2 |
1,666,528 |
-15 |
|
| short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
81,379 |
|
20.478 |
26.217 |
14.740 |
-5.738 |
-28 |
1,199,544 |
-88 |
|
| long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,484 |
|
344.295 |
314.809 |
|
-29.487 |
-9 |
1,096,812 |
-5 |
|
| accum | 7/08/06 |
12/08/24 | 7387 |
days out of 7604 invested (97%) |
10,868 |
1,096,812 |
26 |
|
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 | 335.06 | 19.40 | 5,786.25 | 5,451.19 | 1,626.91 | | | 1,626.91 |
| Glanbia | short | 7/08/06 | 21/08/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| | long | 21/04/08 | 30/06/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| | long | 7/11/11 | 24/08/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 1.34 | 3.27 | | 1.93 | 144.31 | | | 144.31 |
| UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| | short | 20/06/11 | 7/11/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
| Storebrand | short | 7/01/08 | 21/04/08 | 105 | 6.01 | 5.40 | 6.70 | 0.69 | 11.44 | | | 11.44 |
| Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 9.73 | 16.52 | | 6.79 | 69.84 | | | |
| | long | 23/08/10 | 20/06/11 | 301 | 18.05 | 18.95 | | 0.90 | 5.01 | | | |
| | long | 8/08/16 | 17/12/18 | 861 | 26.11 | 21.78 | | -4.34 | -16.62 | | | |
| | short | 18/07/22 | 12/09/22 | 56 | 20.48 | 26.22 | 14.74 | -5.74 | -28.02 | | | 7.05 |
| Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| | short | 27/06/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
| AMP | short | 17/12/18 | 28/01/19 | 42 | 1.49 | 1.47 | 1.52 | 0.03 | 1.80 | | | 1.80 |
| Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.00 | 0.00 | 0.00 | -0.00 | -1.10 | | | -1.10 |
| Sompo | long | 6/06/22 | 18/07/22 | 42 | 0.14 | 0.14 | | -0.00 | -1.79 | | | -1.79 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 2.10 | 1.96 | | -0.13 | -6.26 | | | -6.26 |
| Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 119.02 | 114.03 | | -4.99 | -4.19 | | | |
| | long | 12/09/22 | 12/08/24 | 700 | 344.30 | 314.81 | | -29.49 | -8.56 | | | -12.40 |
| Prudential | short | 9/05/22 | 6/06/22 | 28 | 10.29 | 12.47 | 8.11 | -2.18 | -21.17 | | | -21.17 |
| FBD | short | 24/08/15 | 23/11/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
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. |
|
|