| | |
| | |
Assessment - Insurances in Japanese yen - 5/02/24 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
5/02/24 |
⇓ Δwk |
6/11/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
50,689.069 |
12/08/24 |
0.30 |
47,166.022 |
|
45,538.409 |
1,627.613 |
3.57 |
|
10.85 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
502,534.658 |
12/08/24 |
0.86 |
466,027.322 |
|
459,772.859 |
6,254.463 |
1.36 |
|
13.77 |
| |  |
 |
 |
 |
|
 |
Aegon |
887.501 |
12/08/24 |
0.22 |
861.332 |
|
763.196 |
98.136 |
12.86 |
|
20.53 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,762.365 |
12/08/24 |
0.33 |
6,034.748 |
|
5,978.152 |
56.596 |
0.95 |
|
0.34 |
| |  |
 |
 |
 |
L |
 |
AIA |
985.857 |
12/08/24 |
-1.33 |
1,144.468 |
|
1,390.398 |
-245.930 |
-17.69 |
|
-14.48 |
| |  |
 |
 |
 |
|
 |
Allianz |
40,832.684 |
12/08/24 |
|
39,157.251 |
|
35,577.727 |
3,579.524 |
10.06 |
|
15.19 |
| |  |
 |
 |
 |
|
 |
AIG |
10,636.875 |
12/08/24 |
-0.62 |
10,238.791 |
|
9,579.716 |
659.075 |
6.88 |
|
22.96 |
| |  |
 |
 |
 |
|
 |
ASR |
6,996.925 |
12/08/24 |
0.46 |
6,966.608 |
|
5,781.883 |
1,184.724 |
20.49 |
|
13.67 |
| |  |
 |
 |
 |
|
 |
Aviva |
90,188.021 |
12/08/24 |
0.35 |
79,310.325 |
|
75,399.041 |
3,911.284 |
5.19 |
|
9.31 |
| |  |
 |
 |
 |
|
 |
Axa |
5,161.928 |
12/08/24 |
-0.77 |
4,852.372 |
|
4,477.179 |
375.193 |
8.38 |
|
12.34 |
| |  |
 |
 |
 |
|
 |
Beazley |
136,343.725 |
12/08/24 |
1.24 |
102,630.317 |
|
98,257.909 |
4,372.408 |
4.45 |
|
2.67 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
63,929.684 |
12/08/24 |
-0.30 |
58,043.085 |
|
51,933.326 |
6,109.758 |
11.76 |
|
20.92 |
| |  |
 |
 |
 |
L |
 |
China Life |
608.710 |
12/08/24 |
0.44 |
599.215 |
|
689.825 |
-90.610 |
-13.14 |
|
-11.36 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
197.171 |
12/08/24 |
0.58 |
168.488 |
|
215.794 |
-47.306 |
-21.92 |
|
-22.83 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
565.363 |
12/08/24 |
0.22 |
497.041 |
|
557.380 |
-60.339 |
-10.83 |
|
-8.18 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
3,122.000 |
|
3,192.000 |
-70.000 |
-2.19 |
|
11.06 |
| |  |
 |
 |
 |
|
 |
FBD |
2,058.389 |
12/08/24 |
0.39 |
1,850.954 |
|
1,874.205 |
-23.251 |
-1.24 |
|
-3.37 |
| |  |
 |
 |
 |
|
 |
Generali |
3,582.234 |
12/08/24 |
1.35 |
3,288.635 |
|
3,038.948 |
249.687 |
8.22 |
|
13.94 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,889.722 |
12/08/24 |
0.50 |
2,578.570 |
|
2,472.664 |
105.906 |
4.28 |
|
19.24 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
36,285.081 |
12/08/24 |
5.23 |
36,093.603 |
|
32,979.580 |
3,114.023 |
9.44 |
|
19.37 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,256.728 |
12/08/24 |
0.01 |
1,007.869 |
|
1,119.018 |
-111.149 |
-9.93 |
|
-0.17 |
| |  |
 |
 |
 |
|
 |
Hiscox |
221,465.422 |
12/08/24 |
1.89 |
192,222.301 |
|
179,181.641 |
13,040.660 |
7.28 |
|
1.99 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
690.003 |
12/08/24 |
0.56 |
587.851 |
|
554.960 |
32.892 |
5.93 |
|
16.00 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
42,020.689 |
12/08/24 |
0.53 |
46,435.096 |
|
41,175.626 |
5,259.471 |
12.77 |
|
12.32 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
34,322.898 |
12/08/24 |
-2.02 |
32,382.979 |
|
29,100.222 |
3,282.757 |
11.28 |
|
8.61 |
| |
|
instrument |
freshest |
⇓ Δday |
5/02/24 |
⇓ Δwk |
6/11/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
673.364 |
12/08/24 |
|
644.643 |
|
604.894 |
39.749 |
6.57 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,770.316 |
12/08/24 |
-0.35 |
3,249.591 |
|
2,783.003 |
466.587 |
16.77 |
|
18.91 |
| |  |
 |
 |
 |
|
 |
Mapfre |
340.512 |
12/08/24 |
|
324.874 |
|
317.247 |
7.627 |
2.40 |
|
10.31 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
373.912 |
12/08/24 |
0.52 |
367.166 |
|
336.870 |
30.296 |
8.99 |
|
12.82 |
| |  |
 |
 |
 |
|
 |
MetLife |
10,375.446 |
12/08/24 |
-0.40 |
9,775.349 |
|
9,053.835 |
721.514 |
7.97 |
|
12.35 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
50,157.151 |
12/08/24 |
-0.15 |
52,152.030 |
|
52,217.991 |
-65.962 |
-0.13 |
|
17.39 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
2,027.670 |
|
1,909.000 |
118.670 |
6.22 |
|
20.98 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
70,080.948 |
12/08/24 |
1.01 |
62,980.306 |
|
60,071.098 |
2,909.207 |
4.84 |
|
17.32 |
| |  |
 |
 |
 |
|
 |
NN |
7,126.173 |
12/08/24 |
0.74 |
6,020.387 |
|
5,028.984 |
991.404 |
19.71 |
|
13.73 |
| |  |
 |
 |
 |
|
 |
Phoenix |
100,208.913 |
12/08/24 |
0.47 |
92,609.426 |
|
87,152.912 |
5,456.514 |
6.26 |
|
-1.90 |
| |  |
 |
 |
 |
L |
 |
Ping An |
639.192 |
12/08/24 |
0.45 |
605.950 |
|
809.708 |
-203.757 |
-25.16 |
|
-26.60 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
838.447 |
12/08/24 |
0.02 |
839.685 |
|
948.741 |
-109.055 |
-11.49 |
|
-8.95 |
| |  |
 |
 |
 |
|
 |
Prudential |
118,350.823 |
12/08/24 |
0.41 |
152,324.998 |
|
166,778.897 |
-14,453.899 |
-8.67 |
|
-14.37 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,560.215 |
12/08/24 |
0.87 |
1,557.324 |
|
1,510.075 |
47.249 |
3.13 |
|
10.56 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,427.836 |
12/08/24 |
-2.49 |
1,638.102 |
|
1,233.257 |
404.845 |
32.83 |
|
57.06 |
| |  |
 |
 |
 |
|
 |
Sampo |
6,460.787 |
12/08/24 |
0.40 |
6,214.259 |
|
5,999.066 |
215.193 |
3.59 |
|
-1.96 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
39,515.050 |
12/08/24 |
1.00 |
33,272.898 |
|
30,380.119 |
2,892.779 |
9.52 |
|
30.57 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
9,998.589 |
12/08/24 |
-0.33 |
8,605.252 |
|
7,982.001 |
623.251 |
7.81 |
|
17.75 |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,050.354 |
12/08/24 |
-1.17 |
2,540.202 |
|
2,396.854 |
143.348 |
5.98 |
|
17.44 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,733.348 |
12/08/24 |
1.06 |
4,555.581 |
|
4,547.965 |
7.616 |
0.17 |
|
15.73 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
2,564.000 |
|
2,223.330 |
340.670 |
15.32 |
|
23.48 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,473.887 |
12/08/24 |
0.38 |
1,320.103 |
|
1,253.816 |
66.287 |
5.29 |
|
15.04 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,244.017 |
12/08/24 |
-0.11 |
7,596.660 |
|
7,161.931 |
434.728 |
6.07 |
|
8.23 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
111,372.077 |
12/08/24 |
0.62 |
105,702.722 |
|
98,346.315 |
7,356.407 |
7.48 |
|
18.91 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
17,759.423 |
12/08/24 |
0.10 |
17,084.907 |
|
16,541.276 |
543.631 |
3.29 |
|
15.77 |
| |
|
instrument |
freshest |
⇓ Δday |
5/02/24 |
⇓ Δwk |
6/11/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
10,611.073 |
12/08/24 |
1.92 |
10,547.247 |
|
9,564.078 |
983.168 |
10.28 |
|
28.22 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
31,153.076 |
12/08/24 |
-1.29 |
31,650.682 |
|
25,402.578 |
6,248.104 |
24.60 |
|
27.29 |
| |  |
 |
 |
 |
|
 |
Tryg |
3,179.208 |
12/08/24 |
0.61 |
3,120.373 |
|
3,019.942 |
100.431 |
3.33 |
|
4.45 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,225.459 |
12/08/24 |
0.26 |
1,235.033 |
|
1,238.745 |
-3.712 |
-0.30 |
|
4.77 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
83,967.590 |
12/08/24 |
1.17 |
74,709.156 |
|
79,924.855 |
-5,215.698 |
-6.53 |
|
5.04 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,755.037 |
12/08/24 |
1.36 |
4,132.734 |
|
4,118.426 |
14.308 |
0.35 |
|
6.26 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
79,353.885 |
12/08/24 |
0.85 |
75,255.557 |
|
72,624.714 |
2,630.843 |
3.62 |
|
10.53 |
| |  |
 |
 |
 |
L |
 |
DFV |
989.303 |
12/08/24 |
-0.80 |
1,021.216 |
|
1,042.476 |
-21.260 |
-2.04 |
|
-11.33 |
| Insurances - 57 out of 57 instruments rated - 5/02/24 / 6/11/23 - 43 did rise, Market-Ratio(13) in JPY = 75.44 % |
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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