| | |
| | |
Assessment - Insurances in Japanese yen - 26/02/24 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
26/02/24 |
⇓ Δwk |
27/11/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
51,403.322 |
12/08/24 |
0.30 |
50,026.395 |
|
46,196.830 |
3,829.565 |
8.29 |
|
16.30 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
515,706.993 |
12/08/24 |
0.86 |
493,151.980 |
|
508,579.260 |
-15,427.280 |
-3.03 |
|
18.51 |
| |  |
 |
 |
 |
|
 |
Aegon |
909.381 |
12/08/24 |
0.22 |
879.625 |
|
804.030 |
75.595 |
9.40 |
|
21.92 |
| |  |
 |
 |
 |
|
 |
Ageas |
6,929.088 |
12/08/24 |
0.33 |
6,472.925 |
|
6,522.463 |
-49.537 |
-0.76 |
|
7.69 |
| |  |
 |
 |
 |
L |
 |
AIA |
999.557 |
12/08/24 |
-1.33 |
1,228.742 |
|
1,345.920 |
-117.177 |
-8.71 |
|
-7.15 |
| |  |
 |
 |
 |
|
 |
Allianz |
41,839.394 |
12/08/24 |
|
40,163.529 |
|
37,538.769 |
2,624.760 |
6.99 |
|
16.58 |
| |  |
 |
 |
 |
|
 |
AIG |
10,786.758 |
12/08/24 |
-0.62 |
10,743.075 |
|
9,715.821 |
1,027.254 |
10.57 |
|
27.33 |
| |  |
 |
 |
 |
|
 |
ASR |
7,169.431 |
12/08/24 |
0.46 |
7,001.027 |
|
6,040.403 |
960.624 |
15.90 |
|
13.40 |
| |  |
 |
 |
 |
|
 |
Aviva |
92,552.011 |
12/08/24 |
0.35 |
86,779.457 |
|
80,388.940 |
6,390.517 |
7.95 |
|
18.85 |
| |  |
 |
 |
 |
|
 |
Axa |
5,289.193 |
12/08/24 |
-0.77 |
5,293.280 |
|
4,618.653 |
674.627 |
14.61 |
|
21.19 |
| |  |
 |
 |
 |
|
 |
Beazley |
139,917.538 |
12/08/24 |
1.24 |
124,052.572 |
|
105,602.006 |
18,450.566 |
17.47 |
|
24.14 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
64,830.509 |
12/08/24 |
-0.30 |
61,629.579 |
|
53,804.057 |
7,825.521 |
14.54 |
|
25.76 |
| |  |
 |
 |
 |
L |
 |
China Life |
617.495 |
12/08/24 |
0.44 |
636.549 |
|
639.921 |
-3.371 |
-0.53 |
|
-5.40 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
199.911 |
12/08/24 |
0.58 |
192.400 |
|
208.770 |
-16.370 |
-7.84 |
|
-10.29 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
573.523 |
12/08/24 |
0.22 |
546.302 |
|
513.936 |
32.366 |
6.30 |
|
0.92 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
9/08/24 |
3.15 |
3,361.000 |
|
3,190.000 |
171.000 |
5.36 |
|
19.06 |
| |  |
 |
 |
 |
|
 |
FBD |
2,109.137 |
12/08/24 |
0.39 |
2,051.912 |
|
1,799.581 |
252.332 |
14.02 |
|
6.64 |
| |  |
 |
 |
 |
|
 |
Generali |
3,670.553 |
12/08/24 |
1.35 |
3,619.868 |
|
3,100.816 |
519.052 |
16.74 |
|
23.68 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
2,960.967 |
12/08/24 |
0.50 |
2,545.679 |
|
2,498.242 |
47.438 |
1.90 |
|
14.31 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
37,179.673 |
12/08/24 |
5.23 |
38,569.414 |
|
35,698.474 |
2,870.941 |
8.04 |
|
24.97 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,277.536 |
12/08/24 |
0.01 |
1,048.200 |
|
1,193.769 |
-145.569 |
-12.19 |
|
2.17 |
| |  |
 |
 |
 |
|
 |
Hiscox |
227,270.428 |
12/08/24 |
1.89 |
212,170.038 |
|
194,683.165 |
17,486.873 |
8.98 |
|
12.00 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
705.693 |
12/08/24 |
0.56 |
611.075 |
|
583.281 |
27.794 |
4.77 |
|
18.44 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
43,122.127 |
12/08/24 |
0.53 |
46,123.090 |
|
42,822.787 |
3,300.303 |
7.71 |
|
11.00 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
34,806.537 |
12/08/24 |
-2.02 |
34,844.195 |
|
29,753.492 |
5,090.704 |
17.11 |
|
15.81 |
| |
|
instrument |
freshest |
⇓ Δday |
26/02/24 |
⇓ Δwk |
27/11/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mandatum |
689.966 |
12/08/24 |
|
646.966 |
|
619.593 |
27.372 |
4.42 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
3,829.053 |
12/08/24 |
-0.35 |
3,652.773 |
|
2,869.379 |
783.394 |
27.30 |
|
31.74 |
| |  |
 |
 |
 |
|
 |
Mapfre |
348.907 |
12/08/24 |
|
322.093 |
|
341.676 |
-19.583 |
-5.73 |
|
8.36 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
382.415 |
12/08/24 |
0.52 |
360.731 |
|
342.702 |
18.029 |
5.26 |
|
9.03 |
| |  |
 |
 |
 |
|
 |
MetLife |
10,521.646 |
12/08/24 |
-0.40 |
10,328.837 |
|
9,413.551 |
915.286 |
9.72 |
|
18.36 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
50,863.909 |
12/08/24 |
-0.15 |
60,508.876 |
|
54,542.609 |
5,966.268 |
10.94 |
|
33.55 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
9/08/24 |
-0.50 |
2,390.000 |
|
1,830.670 |
559.330 |
30.55 |
|
39.41 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
71,808.761 |
12/08/24 |
1.01 |
68,914.829 |
|
63,530.906 |
5,383.923 |
8.47 |
|
26.00 |
| |  |
 |
 |
 |
|
 |
NN |
7,301.865 |
12/08/24 |
0.74 |
6,121.403 |
|
5,198.427 |
922.975 |
17.75 |
|
15.29 |
| |  |
 |
 |
 |
|
 |
Phoenix |
102,835.568 |
12/08/24 |
0.47 |
95,725.004 |
|
88,874.648 |
6,850.356 |
7.71 |
|
1.85 |
| |  |
 |
 |
 |
L |
 |
Ping An |
648.075 |
12/08/24 |
0.45 |
704.890 |
|
729.358 |
-24.469 |
-3.35 |
|
-12.32 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
850.547 |
12/08/24 |
0.02 |
899.336 |
|
871.483 |
27.853 |
3.20 |
|
-1.95 |
| |  |
 |
 |
 |
|
 |
Prudential |
121,453.011 |
12/08/24 |
0.41 |
155,706.048 |
|
170,615.294 |
-14,909.247 |
-8.74 |
|
-10.95 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,595.694 |
12/08/24 |
0.87 |
1,670.600 |
|
1,535.776 |
134.824 |
8.78 |
|
17.04 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,452.247 |
12/08/24 |
-2.49 |
1,720.587 |
|
1,319.045 |
401.542 |
30.44 |
|
58.15 |
| |  |
 |
 |
 |
|
 |
Sampo |
6,620.075 |
12/08/24 |
0.40 |
6,749.239 |
|
6,433.705 |
315.533 |
4.90 |
|
6.66 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
40,116.550 |
12/08/24 |
1.00 |
33,949.125 |
|
30,375.400 |
3,573.725 |
11.77 |
|
29.52 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
10,150.788 |
12/08/24 |
-0.33 |
10,433.698 |
|
7,989.303 |
2,444.394 |
30.60 |
|
40.73 |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,100.860 |
12/08/24 |
-1.17 |
2,817.418 |
|
2,510.400 |
307.018 |
12.23 |
|
27.79 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,800.738 |
12/08/24 |
1.06 |
4,627.022 |
|
4,701.710 |
-74.689 |
-1.59 |
|
15.10 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
9/08/24 |
0.02 |
2,900.000 |
|
2,256.000 |
644.000 |
28.55 |
|
36.93 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,519.001 |
12/08/24 |
0.38 |
1,358.790 |
|
1,297.451 |
61.339 |
4.73 |
|
17.30 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,356.869 |
12/08/24 |
-0.11 |
8,256.116 |
|
7,604.728 |
651.388 |
8.57 |
|
16.66 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
111,655.174 |
12/08/24 |
0.62 |
109,532.322 |
|
95,141.748 |
14,390.573 |
15.13 |
|
21.14 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
17,804.566 |
12/08/24 |
0.10 |
18,121.282 |
|
17,414.489 |
706.793 |
4.06 |
|
21.30 |
| |
|
instrument |
freshest |
⇓ Δday |
26/02/24 |
⇓ Δwk |
27/11/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Talanx |
10,872.684 |
12/08/24 |
1.92 |
10,921.733 |
|
10,724.199 |
197.534 |
1.84 |
|
28.78 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
31,592.050 |
12/08/24 |
-1.29 |
33,151.092 |
|
26,595.292 |
6,555.800 |
24.65 |
|
31.58 |
| |  |
 |
 |
 |
|
 |
Tryg |
3,259.722 |
12/08/24 |
0.61 |
3,191.720 |
|
3,227.820 |
-36.100 |
-1.12 |
|
6.64 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,255.672 |
12/08/24 |
0.26 |
1,306.357 |
|
1,249.121 |
57.236 |
4.58 |
|
10.10 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
85,150.766 |
12/08/24 |
1.17 |
79,130.005 |
|
80,941.351 |
-1,811.346 |
-2.24 |
|
10.21 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
4,872.270 |
12/08/24 |
1.36 |
4,398.123 |
|
4,242.451 |
155.672 |
3.67 |
|
12.12 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
79,555.595 |
12/08/24 |
0.85 |
79,658.314 |
|
73,646.135 |
6,012.179 |
8.16 |
|
15.89 |
| |  |
 |
 |
 |
L |
 |
DFV |
1,013.694 |
12/08/24 |
-0.80 |
1,039.854 |
|
1,087.891 |
-48.038 |
-4.42 |
|
-8.29 |
| Insurances - 57 out of 57 instruments rated - 26/02/24 / 27/11/23 - 44 did rise, Market-Ratio(13) in JPY = 77.19 % |
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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