| | |
| | |
Assessment - Insurances in Japanese yen - 8/01/24 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
8/01/24 |
⇓ Δwk |
9/10/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
49,109.925 |
12/08/24 |
0.30 |
44,635.575 |
|
44,749.614 |
-114.039 |
-0.25 |
|
6.22 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
495,440.073 |
12/08/24 |
0.86 |
499,663.617 |
|
430,450.759 |
69,212.857 |
16.08 |
|
25.21 |
| |  |
 |
 |
 |
|
 |
Aegon |
877.862 |
12/08/24 |
0.22 |
838.088 |
|
714.680 |
123.408 |
17.27 |
|
18.97 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,688.920 |
12/08/24 |
0.33 |
6,275.400 |
|
6,013.653 |
261.747 |
4.35 |
|
4.50 |
| |  |
 |
 |
 |
L |
 |
AIA |
957.116 |
12/08/24 |
-1.33 |
1,161.818 |
|
1,277.229 |
-115.411 |
-9.04 |
|
-14.67 |
| |  |
 |
 |
 |
|
 |
Allianz |
40,389.209 |
12/08/24 |
|
38,597.816 |
|
34,871.980 |
3,725.836 |
10.68 |
|
15.61 |
| |  |
 |
 |
 |
|
 |
AIG |
10,305.499 |
12/08/24 |
-0.62 |
9,817.639 |
|
9,081.394 |
736.245 |
8.11 |
|
19.47 |
| |  |
 |
 |
 |
|
 |
ASR |
6,920.933 |
12/08/24 |
0.46 |
6,865.692 |
|
5,776.994 |
1,088.698 |
18.85 |
|
13.14 |
| |  |
 |
 |
 |
|
 |
Aviva |
88,914.783 |
12/08/24 |
0.35 |
80,045.340 |
|
72,860.868 |
7,184.472 |
9.86 |
|
11.37 |
| |  |
 |
 |
 |
|
 |
Axa |
5,105.865 |
12/08/24 |
-0.77 |
4,720.755 |
|
4,368.793 |
351.962 |
8.06 |
|
11.00 |
| |  |
 |
 |
 |
|
 |
Beazley |
134,418.878 |
12/08/24 |
1.24 |
101,365.056 |
|
97,541.013 |
3,824.043 |
3.92 |
|
1.09 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
61,938.048 |
12/08/24 |
-0.30 |
52,985.317 |
|
51,353.210 |
1,632.107 |
3.18 |
|
12.84 |
| |  |
 |
 |
 |
L |
 |
China Life |
593.462 |
12/08/24 |
0.44 |
528.059 |
|
736.173 |
-208.114 |
-28.27 |
|
-23.61 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
191.423 |
12/08/24 |
0.58 |
171.138 |
|
224.488 |
-53.351 |
-23.77 |
|
-24.11 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
551.202 |
12/08/24 |
0.22 |
480.968 |
|
580.331 |
-99.362 |
-17.12 |
|
-11.57 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
3,107.000 |
|
3,101.000 |
6.000 |
0.19 |
|
10.98 |
| |  |
 |
 |
 |
|
 |
FBD |
2,036.033 |
12/08/24 |
0.39 |
1,791.393 |
|
1,896.409 |
-105.016 |
-5.54 |
|
-4.92 |
| |  |
 |
 |
 |
|
 |
Generali |
3,543.328 |
12/08/24 |
1.35 |
3,124.284 |
|
2,910.439 |
213.845 |
7.35 |
|
10.46 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,858.338 |
12/08/24 |
0.50 |
2,367.480 |
|
2,371.295 |
-3.815 |
-0.16 |
|
13.18 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
35,890.997 |
12/08/24 |
5.23 |
35,527.983 |
|
32,411.350 |
3,116.633 |
9.62 |
|
20.36 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,217.822 |
12/08/24 |
0.01 |
1,119.696 |
|
1,098.287 |
21.410 |
1.95 |
|
11.93 |
| |  |
 |
 |
 |
|
 |
Hiscox |
218,338.861 |
12/08/24 |
1.89 |
197,404.773 |
|
175,573.824 |
21,830.950 |
12.43 |
|
5.60 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
691.894 |
12/08/24 |
0.56 |
564.338 |
|
526.439 |
37.899 |
7.20 |
|
13.43 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
41,427.458 |
12/08/24 |
0.53 |
46,018.266 |
|
38,889.375 |
7,128.891 |
18.33 |
|
12.32 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
33,253.618 |
12/08/24 |
-2.02 |
31,248.932 |
|
29,841.202 |
1,407.729 |
4.72 |
|
6.21 |
| |
|
instrument |
freshest |
⇓ Δday |
8/01/24 |
⇓ Δwk |
9/10/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
666.051 |
12/08/24 |
|
650.584 |
|
531.621 |
118.962 |
22.38 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,696.537 |
12/08/24 |
-0.35 |
3,150.457 |
|
2,719.152 |
431.305 |
15.86 |
|
17.44 |
| |  |
 |
 |
 |
|
 |
Mapfre |
336.813 |
12/08/24 |
|
320.083 |
|
305.306 |
14.777 |
4.84 |
|
10.42 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
374.937 |
12/08/24 |
0.52 |
357.543 |
|
327.246 |
30.297 |
9.26 |
|
12.78 |
| |  |
 |
 |
 |
|
 |
MetLife |
10,052.215 |
12/08/24 |
-0.40 |
10,004.724 |
|
9,201.805 |
802.918 |
8.73 |
|
15.72 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
48,594.578 |
12/08/24 |
-0.15 |
54,365.427 |
|
50,305.185 |
4,060.242 |
8.07 |
|
25.42 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
1,900.000 |
|
1,814.000 |
86.000 |
4.74 |
|
16.48 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
69,319.814 |
12/08/24 |
1.01 |
60,449.656 |
|
58,506.562 |
1,943.094 |
3.32 |
|
15.28 |
| |  |
 |
 |
 |
|
 |
NN |
7,048.777 |
12/08/24 |
0.74 |
5,860.302 |
|
4,982.383 |
877.919 |
17.62 |
|
11.27 |
| |  |
 |
 |
 |
|
 |
Phoenix |
98,794.203 |
12/08/24 |
0.47 |
96,553.888 |
|
84,112.111 |
12,441.777 |
14.79 |
|
1.95 |
| |  |
 |
 |
 |
L |
 |
Ping An |
620.558 |
12/08/24 |
0.45 |
600.272 |
|
826.163 |
-225.890 |
-27.34 |
|
-30.41 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
817.445 |
12/08/24 |
0.02 |
773.775 |
|
980.544 |
-206.769 |
-21.09 |
|
-17.57 |
| |  |
 |
 |
 |
|
 |
Prudential |
116,679.993 |
12/08/24 |
0.41 |
154,544.983 |
|
157,553.689 |
-3,008.705 |
-1.91 |
|
-15.16 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,564.492 |
12/08/24 |
0.87 |
1,458.195 |
|
1,465.492 |
-7.297 |
-0.50 |
|
5.28 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,409.060 |
12/08/24 |
-2.49 |
1,390.157 |
|
1,098.204 |
291.953 |
26.58 |
|
42.75 |
| |  |
 |
 |
 |
|
 |
Sampo |
6,390.618 |
12/08/24 |
0.40 |
6,265.141 |
|
5,863.978 |
401.163 |
6.84 |
|
-1.88 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
38,876.769 |
12/08/24 |
1.00 |
27,197.288 |
|
28,646.242 |
-1,448.954 |
-5.06 |
|
8.76 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,837.084 |
12/08/24 |
-0.33 |
7,139.288 |
|
7,932.805 |
-793.517 |
-10.00 |
|
-2.83 |
| |  |
 |
 |
 |
|
 |
SBI Life |
2,955.922 |
12/08/24 |
-1.17 |
2,463.644 |
|
2,280.398 |
183.246 |
8.04 |
|
15.62 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,703.662 |
12/08/24 |
1.06 |
4,215.693 |
|
4,513.766 |
-298.074 |
-6.60 |
|
9.60 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
2,360.000 |
|
2,071.670 |
288.330 |
13.92 |
|
15.95 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,471.407 |
12/08/24 |
0.38 |
1,269.852 |
|
1,159.250 |
110.602 |
9.54 |
|
11.91 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,102.262 |
12/08/24 |
-0.11 |
7,401.690 |
|
7,223.772 |
177.918 |
2.46 |
|
6.88 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
110,831.444 |
12/08/24 |
0.62 |
100,023.594 |
|
94,400.054 |
5,623.540 |
5.96 |
|
15.34 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
17,673.214 |
12/08/24 |
0.10 |
16,459.880 |
|
15,496.414 |
963.466 |
6.22 |
|
13.55 |
| |
|
instrument |
freshest |
⇓ Δday |
8/01/24 |
⇓ Δwk |
9/10/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
10,495.828 |
12/08/24 |
1.92 |
10,290.646 |
|
9,505.553 |
785.093 |
8.26 |
|
29.82 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
30,182.548 |
12/08/24 |
-1.29 |
27,675.610 |
|
24,269.576 |
3,406.034 |
14.03 |
|
12.77 |
| |  |
 |
 |
 |
|
 |
Tryg |
3,145.181 |
12/08/24 |
0.61 |
3,109.200 |
|
2,766.324 |
342.876 |
12.39 |
|
4.25 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,212.150 |
12/08/24 |
0.26 |
1,183.740 |
|
1,184.864 |
-1.124 |
-0.09 |
|
1.37 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
81,351.702 |
12/08/24 |
1.17 |
77,211.370 |
|
78,268.862 |
-1,057.493 |
-1.35 |
|
10.07 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,703.394 |
12/08/24 |
1.36 |
4,253.572 |
|
3,894.691 |
358.882 |
9.21 |
|
11.28 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
78,968.679 |
12/08/24 |
0.85 |
74,295.473 |
|
68,916.625 |
5,378.848 |
7.80 |
|
10.59 |
| |  |
 |
 |
 |
L |
 |
DFV |
978.558 |
12/08/24 |
-0.80 |
1,089.041 |
|
1,075.154 |
13.887 |
1.29 |
|
-7.16 |
| Insurances - 57 out of 57 instruments rated - 8/01/24 / 9/10/23 - 42 did rise, Market-Ratio(13) in JPY = 73.68 % |
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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