| | |
| | |
Assessment - Insurances in Japanese yen - 22/01/24 - RS = mixed
⇐
| |
|
instrument |
freshest |
⇓ Δday |
22/01/24 |
⇓ Δwk |
24/07/23 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
|
|
 |
SOM Insurances |
50,490.620 |
12/08/24 |
0.30 |
45,801.701 |
|
42,459.377 |
3,342.324 |
7.87 |
|
8.35 |
| | |
|
|
|
|
|
Admiral Group |
507,941.115 |
12/08/24 |
0.86 |
481,772.169 |
|
403,817.034 |
77,955.135 |
19.30 |
|
19.14 |
| | |
|
|
|
|
|
Aegon |
896.839 |
12/08/24 |
0.22 |
895.549 |
|
757.231 |
138.319 |
18.27 |
|
26.28 |
| | |
|
|
|
|
|
Ageas |
6,833.521 |
12/08/24 |
0.33 |
6,335.277 |
|
5,990.827 |
344.449 |
5.75 |
|
5.38 |
| | |
|
|
|
L |
|
AIA |
982.573 |
12/08/24 |
-1.33 |
1,118.884 |
|
1,369.369 |
-250.485 |
-18.29 |
|
-17.13 |
| | |
|
|
|
|
|
Allianz |
41,262.340 |
12/08/24 |
|
40,286.813 |
|
33,704.276 |
6,582.538 |
19.53 |
|
19.58 |
| | |
|
|
|
|
|
AIG |
10,595.231 |
12/08/24 |
-0.62 |
10,247.531 |
|
8,512.840 |
1,734.692 |
20.38 |
|
24.00 |
| | |
|
|
|
|
|
ASR |
7,070.549 |
12/08/24 |
0.46 |
6,878.669 |
|
6,401.072 |
477.597 |
7.46 |
|
12.76 |
| | |
|
|
|
|
|
Aviva |
91,158.298 |
12/08/24 |
0.35 |
82,705.164 |
|
73,292.701 |
9,412.463 |
12.84 |
|
14.58 |
| | |
|
|
|
|
|
Axa |
5,216.243 |
12/08/24 |
-0.77 |
4,952.609 |
|
4,349.065 |
603.544 |
13.88 |
|
15.60 |
| | |
|
|
|
|
|
Beazley |
137,810.562 |
12/08/24 |
1.24 |
98,839.542 |
|
101,180.918 |
-2,341.376 |
-2.31 |
|
-1.24 |
| | |
|
|
|
|
|
Berkshire Hathaway |
63,679.397 |
12/08/24 |
-0.30 |
54,457.210 |
|
49,391.705 |
5,065.506 |
10.26 |
|
14.84 |
| | |
|
|
|
L |
|
China Life |
606.903 |
12/08/24 |
0.44 |
531.786 |
|
621.466 |
-89.680 |
-14.43 |
|
-22.03 |
| | |
|
|
|
L |
|
China Life Ins HK |
196.515 |
12/08/24 |
0.58 |
157.704 |
|
202.601 |
-44.898 |
-22.16 |
|
-28.99 |
| | |
|
|
|
L |
|
China Pacific Ins |
563.685 |
12/08/24 |
0.22 |
449.466 |
|
514.086 |
-64.620 |
-12.57 |
|
-17.14 |
| | |
|
|
|
|
|
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
3,158.000 |
|
2,675.000 |
483.000 |
18.06 |
|
12.60 |
| | |
|
|
|
|
|
FBD |
2,080.048 |
12/08/24 |
0.39 |
1,870.430 |
|
2,035.566 |
-165.136 |
-8.11 |
|
-1.48 |
| | |
|
|
|
|
|
Generali |
3,619.928 |
12/08/24 |
1.35 |
3,300.665 |
|
2,990.716 |
309.948 |
10.36 |
|
15.51 |
| | |
|
|
|
L |
|
Glanbia |
2,920.129 |
12/08/24 |
0.50 |
2,505.732 |
|
2,199.977 |
305.755 |
13.90 |
|
17.92 |
| | |
|
|
|
|
|
Hannover Rück |
36,666.886 |
12/08/24 |
5.23 |
36,860.378 |
|
30,611.781 |
6,248.597 |
20.41 |
|
23.40 |
| | |
|
|
|
|
|
HDFC Life |
1,250.900 |
12/08/24 |
0.01 |
1,084.487 |
|
1,128.318 |
-43.831 |
-3.88 |
|
7.88 |
| | |
|
|
|
|
|
Hiscox |
223,848.030 |
12/08/24 |
1.89 |
199,750.008 |
|
199,279.264 |
470.745 |
0.24 |
|
6.33 |
| | |
|
|
|
|
|
Insurance Australia |
697.621 |
12/08/24 |
0.56 |
572.907 |
|
562.696 |
10.211 |
1.81 |
|
14.02 |
| | |
|
|
|
S |
|
Legal & General |
42,472.763 |
12/08/24 |
0.53 |
47,179.408 |
|
42,394.442 |
4,784.966 |
11.29 |
|
14.67 |
| | |
|
|
|
|
|
Lowe´s |
34,188.523 |
12/08/24 |
-2.02 |
32,529.920 |
|
33,056.828 |
-526.909 |
-1.59 |
|
9.85 |
| |
|
instrument |
freshest |
⇓ Δday |
22/01/24 |
⇓ Δwk |
24/07/23 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| | |
|
|
|
|
|
Mandatum |
680.450 |
12/08/24 |
|
677.144 |
|
|
|
|
|
-na- |
| | |
|
|
|
|
|
Manulife Financial |
3,775.985 |
12/08/24 |
-0.35 |
3,175.260 |
|
2,783.580 |
391.680 |
14.07 |
|
17.26 |
| | |
|
|
|
|
|
Mapfre |
344.095 |
12/08/24 |
|
320.392 |
|
285.292 |
35.099 |
12.30 |
|
9.61 |
| | |
|
|
|
|
|
Medibank Private |
378.040 |
12/08/24 |
0.52 |
373.169 |
|
333.803 |
39.366 |
11.79 |
|
16.19 |
| | |
|
|
|
|
|
MetLife |
10,334.826 |
12/08/24 |
-0.40 |
10,283.041 |
|
8,755.821 |
1,527.220 |
17.44 |
|
18.64 |
| | |
|
|
|
S |
|
Molina Healthcare |
49,960.784 |
12/08/24 |
-0.15 |
54,477.924 |
|
44,354.070 |
10,123.854 |
22.83 |
|
24.10 |
| | |
|
|
|
|
|
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
2,010.000 |
|
1,714.330 |
295.670 |
17.25 |
|
21.66 |
| | |
|
|
|
L |
|
Münchener Rück |
70,818.365 |
12/08/24 |
1.01 |
64,239.610 |
|
53,331.829 |
10,907.780 |
20.45 |
|
21.13 |
| | |
|
|
|
|
|
NN |
7,201.157 |
12/08/24 |
0.74 |
6,053.100 |
|
5,402.079 |
651.021 |
12.05 |
|
14.71 |
| | |
|
|
|
|
|
Phoenix |
101,286.998 |
12/08/24 |
0.47 |
97,220.457 |
|
100,854.528 |
-3,634.072 |
-3.60 |
|
2.79 |
| | |
|
|
|
L |
|
Ping An |
637.063 |
12/08/24 |
0.45 |
564.175 |
|
882.764 |
-318.589 |
-36.09 |
|
-33.18 |
| | |
|
|
|
L |
|
Ping An Ins |
835.958 |
12/08/24 |
0.02 |
812.497 |
|
916.860 |
-104.363 |
-11.38 |
|
-12.56 |
| | |
|
|
|
|
|
Prudential |
119,624.086 |
12/08/24 |
0.41 |
149,934.879 |
|
191,028.849 |
-41,093.969 |
-21.51 |
|
-16.74 |
| | |
|
|
|
L |
|
QBE Insurance |
1,577.442 |
12/08/24 |
0.87 |
1,521.905 |
|
1,510.695 |
11.210 |
0.74 |
|
8.95 |
| | |
|
|
|
|
|
Quálitas |
1,422.180 |
12/08/24 |
-2.49 |
1,446.007 |
|
1,029.980 |
416.027 |
40.39 |
|
43.52 |
| | |
|
|
|
|
|
Sampo |
6,528.770 |
12/08/24 |
0.40 |
6,246.593 |
|
6,241.359 |
5.234 |
0.08 |
|
-1.86 |
| | |
|
|
|
|
|
Samsung F&M Ins |
39,226.600 |
12/08/24 |
1.00 |
25,892.875 |
|
26,170.773 |
-277.897 |
-1.06 |
|
2.42 |
| | |
|
|
|
|
|
Samsung Life |
9,925.602 |
12/08/24 |
-0.33 |
6,749.852 |
|
7,569.052 |
-819.200 |
-10.82 |
|
-7.91 |
| | |
|
|
|
|
|
SBI Life |
3,036.208 |
12/08/24 |
-1.17 |
2,570.804 |
|
2,275.379 |
295.425 |
12.98 |
|
19.85 |
| | |
|
|
|
S |
|
Scor |
2,762.110 |
12/08/24 |
1.06 |
4,551.918 |
|
4,465.719 |
86.199 |
1.93 |
|
17.00 |
| | |
|
|
|
|
|
Sompo |
2,958.500 |
9/08/24 |
0.02 |
2,565.670 |
|
2,114.000 |
451.670 |
21.37 |
|
24.92 |
| | |
|
|
|
L |
|
Storebrand |
1,495.639 |
12/08/24 |
0.38 |
1,355.388 |
|
1,236.203 |
119.184 |
9.64 |
|
18.82 |
| | |
|
|
|
S |
|
Sun Life Financial |
7,254.908 |
12/08/24 |
-0.11 |
7,547.569 |
|
7,450.454 |
97.115 |
1.30 |
|
8.25 |
| | |
|
|
|
|
|
Swiss Life |
111,128.729 |
12/08/24 |
0.62 |
101,586.858 |
|
88,629.475 |
12,957.383 |
14.62 |
|
15.63 |
| | |
|
|
|
|
|
Swiss Re |
17,720.619 |
12/08/24 |
0.10 |
16,930.007 |
|
15,191.763 |
1,738.244 |
11.44 |
|
15.76 |
| |
|
instrument |
freshest |
⇓ Δday |
22/01/24 |
⇓ Δwk |
24/07/23 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| | |
|
|
|
|
|
Talanx |
10,722.726 |
12/08/24 |
1.92 |
10,698.539 |
|
8,604.181 |
2,094.359 |
24.34 |
|
32.48 |
| | |
|
|
|
|
|
Travelers Companies |
31,031.111 |
12/08/24 |
-1.29 |
31,642.175 |
|
24,699.384 |
6,942.791 |
28.11 |
|
28.38 |
| | |
|
|
|
|
|
Tryg |
3,213.221 |
12/08/24 |
0.61 |
3,140.783 |
|
2,852.673 |
288.110 |
10.10 |
|
5.19 |
| | |
|
|
|
|
|
Uniqa |
1,238.354 |
12/08/24 |
0.26 |
1,222.230 |
|
1,166.536 |
55.694 |
4.77 |
|
4.13 |
| | |
|
|
|
S |
|
UnitedHealth |
83,638.854 |
12/08/24 |
1.17 |
75,900.680 |
|
71,860.459 |
4,040.221 |
5.62 |
|
7.44 |
| | |
|
|
|
|
|
Vienna Insurance |
4,805.071 |
12/08/24 |
1.36 |
4,281.028 |
|
3,726.652 |
554.377 |
14.88 |
|
10.87 |
| | |
|
|
|
L |
|
Zurich Insurance |
79,180.498 |
12/08/24 |
0.85 |
75,278.554 |
|
68,776.603 |
6,501.951 |
9.45 |
|
11.35 |
| | |
|
|
|
L |
|
DFV |
999.713 |
12/08/24 |
-0.80 |
1,048.086 |
|
1,215.076 |
-166.990 |
-13.74 |
|
-9.95 |
| Insurances - 56 out of 57 instruments rated - 22/01/24 / 24/07/23 - 41 did rise, Market-Ratio(26) in JPY = 73.21 % |
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Insurances in Japanese yen * Mixed Straddles L13 - 49/16 (1) - S21 - 33/55 (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 |
21/08/06 |
231 |
|
- cash - |
| long |
21/08/06 |
7/01/08 |
504 |
|
|
|
China Life Ins HK |
100 |
50 |
|
198.635 |
523.182 |
|
324.547 |
163 |
26,227 |
102 |
|
| short |
20/08/07 |
11/08/08 |
357 |
|
|
|
Ageas |
100 |
0 |
|
41,308.848 |
15,859.942 |
107,593.138 |
66,284.290 |
160 |
26,227 |
0 |
|
| long |
21/04/08 |
30/06/08 |
70 |
|
|
|
Glanbia |
100 |
32 |
|
815.030 |
807.880 |
|
-7.150 |
-1 |
25,999 |
-4 |
|
| 11/08/08 |
18/08/08 |
7 |
|
- cash - |
| short |
18/08/08 |
15/06/09 |
301 |
|
|
|
AIG |
100 |
0 |
|
47,741.795 |
3,011.314 |
756,905.100 |
709,163.305 |
1,485 |
25,999 |
0 |
|
| long |
26/01/09 |
14/06/10 |
504 |
|
|
|
Admiral Group |
100 |
23 |
|
1,121.478 |
1,834.049 |
|
712.571 |
64 |
42,388 |
43 |
|
| short |
24/05/10 |
18/10/10 |
147 |
|
|
|
UnipolSai |
100 |
32 |
|
1,285.726 |
1,336.937 |
1,234.514 |
-51.211 |
-4 |
40,749 |
-10 |
|
| long |
23/08/10 |
20/06/11 |
301 |
|
|
|
Admiral Group |
100 |
20 |
|
1,964.340 |
2,171.037 |
|
206.697 |
11 |
44,883 |
13 |
|
| short |
13/06/11 |
16/01/12 |
217 |
|
|
|
UnipolSai |
100 |
56 |
|
788.220 |
153.040 |
4,059.656 |
3,271.436 |
415 |
228,083 |
1,475 |
|
| long |
7/11/11 |
24/08/15 |
1386 |
|
|
|
Glanbia |
100 |
462 |
|
493.460 |
2,358.074 |
|
1,864.614 |
378 |
1,089,535 |
51 |
|
| short |
17/08/15 |
5/09/16 |
385 |
|
|
|
FBD |
100 |
1,145 |
|
951.062 |
793.216 |
1,140.318 |
189.256 |
20 |
1,306,233 |
19 |
|
| long |
23/11/15 |
25/01/16 |
63 |
|
|
|
NN |
100 |
307 |
|
4,248.231 |
3,988.994 |
|
-259.237 |
-6 |
1,226,647 |
-31 |
|
| |
18/04/16 |
27/06/16 |
70 |
|
|
|
Medibank Private |
100 |
4,754 |
|
258.022 |
221.485 |
|
-36.536 |
-14 |
1,052,953 |
-55 |
|
| |
8/08/16 |
17/12/18 |
861 |
|
|
|
Admiral Group |
100 |
355 |
|
2,964.971 |
2,787.648 |
|
-177.323 |
-6 |
990,004 |
-3 |
|
| short |
11/06/18 |
27/08/18 |
77 |
|
|
|
AMP |
100 |
3,255 |
|
304.100 |
273.391 |
338.259 |
34.159 |
11 |
1,101,191 |
66 |
|
| |
10/09/18 |
19/11/18 |
70 |
|
|
|
China Life Ins HK |
100 |
4,635 |
|
237.561 |
242.399 |
232.723 |
-4.838 |
-2 |
1,078,765 |
-10 |
|
| |
10/12/18 |
11/03/19 |
91 |
|
|
|
AMP |
100 |
5,814 |
|
185.525 |
189.774 |
181.276 |
-4.249 |
-2 |
1,054,061 |
-9 |
|
| long |
28/01/19 |
2/03/20 |
399 |
|
|
|
Molina Healthcare |
100 |
70 |
|
14,869.957 |
13,739.435 |
|
-1,130.522 |
-8 |
974,924 |
-7 |
|
| 2/03/20 |
9/03/20 |
7 |
|
- cash - |
| short |
9/03/20 |
10/08/20 |
154 |
|
|
|
Hanwha Life |
100 |
8,174,657 |
|
0.119 |
0.137 |
0.102 |
-0.017 |
-15 |
832,998 |
-31 |
|
| long |
8/06/20 |
9/05/22 |
700 |
|
|
|
DFV |
100 |
386 |
|
2,152.721 |
1,603.643 |
|
-549.078 |
-26 |
621,053 |
-14 |
|
| short |
2/11/20 |
9/11/20 |
7 |
|
|
|
Uniqa |
100 |
1,030 |
|
602.845 |
680.540 |
525.150 |
-77.695 |
-13 |
541,028 |
-100 |
|
| |
7/03/22 |
25/04/22 |
49 |
|
|
|
Prudential |
100 |
350 |
|
1,542.204 |
1,607.980 |
1,476.427 |
-65.777 |
-4 |
518,006 |
-28 |
|
| 9/05/22 |
23/05/22 |
14 |
|
- cash - |
| |
23/05/22 |
1/08/22 |
70 |
|
|
|
New China Life |
100 |
954 |
|
542.615 |
561.534 |
523.697 |
-18.918 |
-3 |
499,958 |
-17 |
|
| long |
6/06/22 |
18/07/22 |
42 |
|
|
|
Sompo |
100 |
24,910 |
|
20.070 |
19.623 |
|
-0.447 |
-2 |
488,831 |
-18 |
|
| 1/08/22 |
22/08/22 |
21 |
|
- cash - |
| short |
22/08/22 |
7/11/22 |
77 |
|
|
|
Scor |
100 |
222 |
|
2,198.004 |
2,315.698 |
2,080.310 |
-117.694 |
-5 |
462,702 |
-23 |
|
| long |
12/09/22 |
12/08/24 |
700 |
|
|
|
Molina Healthcare |
100 |
9 |
|
49,665.304 |
54,558.847 |
|
4,893.542 |
10 |
506,744 |
5 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
10/07/23 |
7/08/23 |
28 |
|
|
|
DFV |
100 |
413 |
|
1,225.214 |
1,160.231 |
1,293.836 |
68.622 |
6 |
535,085 |
103 |
|
| accum | 21/08/06 |
7/08/23 | 7324 |
days out of 7604 invested (96%) |
5,251 |
535,085 |
22 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| AIG | short | 18/08/08 | 15/06/09 | 301 | 47,741.79 | 3,011.31 | 756,905.10 | 709,163.31 | 1,485.41 | | | 1,485.41 |
| UnipolSai | short | 24/05/10 | 18/10/10 | 147 | 1,285.73 | 1,336.94 | 1,234.51 | -51.21 | -3.98 | | | |
| | short | 13/06/11 | 16/01/12 | 217 | 788.22 | 153.04 | 4,059.66 | 3,271.44 | 415.04 | | | 394.53 |
| Glanbia | 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 | | | 373.67 |
| Ageas | short | 20/08/07 | 11/08/08 | 357 | 41,308.85 | 15,859.94 | 107,593.14 | 66,284.29 | 160.46 | | | 160.46 |
| China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 198.63 | 523.18 | | 324.55 | 163.39 | | | |
| | short | 10/09/18 | 19/11/18 | 70 | 237.56 | 242.40 | 232.72 | -4.84 | -2.04 | | | 158.02 |
| 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 | | | 69.94 |
| FBD | short | 17/08/15 | 5/09/16 | 385 | 951.06 | 793.22 | 1,140.32 | 189.26 | 19.90 | | | 19.90 |
| AMP | short | 11/06/18 | 27/08/18 | 77 | 304.10 | 273.39 | 338.26 | 34.16 | 11.23 | | | |
| | short | 10/12/18 | 11/03/19 | 91 | 185.52 | 189.77 | 181.28 | -4.25 | -2.29 | | | 8.69 |
| 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 |
| New China Life | short | 23/05/22 | 1/08/22 | 70 | 542.62 | 561.53 | 523.70 | -18.92 | -3.49 | | | -3.49 |
| Prudential | short | 7/03/22 | 25/04/22 | 49 | 1,542.20 | 1,607.98 | 1,476.43 | -65.78 | -4.27 | | | -4.27 |
| Scor | short | 22/08/22 | 7/11/22 | 77 | 2,198.00 | 2,315.70 | 2,080.31 | -117.69 | -5.35 | | | -5.35 |
| NN | long | 23/11/15 | 25/01/16 | 63 | 4,248.23 | 3,988.99 | | -259.24 | -6.10 | | | -6.10 |
| Uniqa | short | 2/11/20 | 9/11/20 | 7 | 602.84 | 680.54 | 525.15 | -77.69 | -12.89 | | | -12.89 |
| Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 258.02 | 221.49 | | -36.54 | -14.16 | | | -14.16 |
| Hanwha Life | short | 9/03/20 | 10/08/20 | 154 | 0.12 | 0.14 | 0.10 | -0.02 | -14.56 | | | -14.56 |
| DFV | long | 8/06/20 | 9/05/22 | 700 | 2,152.72 | 1,603.64 | | -549.08 | -25.51 | | | |
| | short | 10/07/23 | 7/08/23 | 28 | 1,225.21 | 1,160.23 | 1,293.84 | 68.62 | 5.60 | | | -21.33 |
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. |
|
|
