| |
| |
Assessment - Insurances - 3/25/24 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
12/25/23 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SOM Insurances |
338.022 |
Fri |
0.32 |
342.653 |
|
307.089 |
35.564 |
11.58 |
USD |
12.40 |
| | |
|
|
|
L |
|
MS&AD Insurance |
2,775.000 |
Fri |
0.47 |
2,612.000 |
|
1,788.670 |
823.330 |
46.03 |
JPY |
46.40 |
| | |
|
|
|
|
|
Sompo |
3,063.000 |
Fri |
0.43 |
3,142.000 |
|
2,244.670 |
897.330 |
39.98 |
JPY |
43.57 |
| | |
|
|
|
|
|
Samsung Life |
88,800.000 |
Fri |
2.78 |
97,300.000 |
|
73,100.000 |
24,200.000 |
33.11 |
KRW |
38.54 |
| | |
|
|
|
L |
|
Quálitas |
220.610 |
Fri |
3.36 |
189.390 |
|
170.970 |
18.420 |
10.77 |
MXN |
35.78 |
| | |
|
|
|
|
|
Dai-ichi Life |
3,611.000 |
Fri |
3.82 |
3,893.000 |
|
2,943.500 |
949.500 |
32.26 |
JPY |
35.10 |
| | |
|
|
|
|
|
Samsung F&M Ins |
311,500.000 |
Fri |
4.01 |
334,000.000 |
|
258,000.000 |
76,000.000 |
29.46 |
KRW |
34.24 |
| | |
|
|
|
|
|
AIG |
74.485 |
Fri |
-0.19 |
76.590 |
|
66.930 |
9.660 |
14.43 |
USD |
26.30 |
| | |
|
|
|
|
|
Travelers Companies |
213.450 |
Fri |
-0.25 |
225.530 |
|
185.800 |
39.730 |
21.38 |
USD |
25.83 |
| | |
|
|
|
|
|
Molina Healthcare |
342.230 |
Fri |
-2.86 |
412.520 |
|
358.380 |
54.140 |
15.11 |
USD |
25.80 |
| | |
|
|
|
|
|
Talanx |
71.300 |
Fri |
2.22 |
71.150 |
|
64.900 |
6.250 |
9.63 |
EUR |
24.42 |
| | |
|
|
|
|
|
Manulife Financial |
32.070 |
Fri |
0.41 |
32.980 |
|
29.060 |
3.920 |
13.49 |
CAD |
23.82 |
| | |
|
|
|
L |
|
Glanbia |
17.860 |
Fri |
0.96 |
18.100 |
|
14.890 |
3.210 |
21.56 |
EUR |
22.52 |
| | |
|
|
|
|
|
Swiss Re |
99.500 |
Fri |
|
115.400 |
|
95.700 |
19.700 |
20.59 |
CHF |
22.46 |
| | |
|
|
|
L |
|
Generali |
22.800 |
Fri |
0.18 |
23.460 |
|
19.160 |
4.300 |
22.44 |
EUR |
21.94 |
| | |
|
|
|
L |
|
Allianz |
265.500 |
Fri |
1.07 |
275.200 |
|
242.600 |
32.600 |
13.44 |
EUR |
21.69 |
| | |
|
|
|
L |
|
NN |
43.150 |
Fri |
-0.19 |
41.950 |
|
35.440 |
6.510 |
18.37 |
EUR |
21.48 |
| | |
|
|
|
L |
|
Beazley |
638.000 |
Fri |
-3.11 |
682.000 |
|
528.500 |
153.500 |
29.04 |
GBP |
21.10 |
| | |
|
|
|
L |
|
Axa |
33.850 |
Fri |
0.15 |
34.575 |
|
29.640 |
4.935 |
16.65 |
EUR |
20.99 |
| | |
|
|
|
|
|
Hannover Rück |
230.400 |
Fri |
1.19 |
247.500 |
|
217.100 |
30.400 |
14.00 |
EUR |
20.75 |
| | |
|
|
|
L |
|
Aviva |
463.800 |
Fri |
1.16 |
495.000 |
|
431.100 |
63.900 |
14.82 |
GBP |
20.56 |
| | |
|
|
|
|
|
Münchener Rück |
413.500 |
Fri |
1.30 |
436.600 |
|
382.000 |
54.600 |
14.29 |
EUR |
20.31 |
| | |
|
|
|
|
|
Lowe´s |
229.870 |
Fri |
-0.04 |
254.000 |
|
223.000 |
31.000 |
13.90 |
USD |
18.83 |
| | |
|
|
|
|
|
Admiral Group |
2,699.000 |
Fri |
0.26 |
2,830.000 |
|
2,685.000 |
145.000 |
5.40 |
GBP |
18.53 |
| | |
|
|
|
L |
|
MetLife |
70.420 |
Fri |
-2.06 |
73.100 |
|
65.860 |
7.240 |
10.99 |
USD |
18.51 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
12/25/23 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
Mapfre |
2.284 |
Fri |
0.18 |
2.280 |
|
1.953 |
0.327 |
16.74 |
EUR |
18.19 |
| | |
|
|
|
L |
|
Aegon |
5.820 |
Fri |
1.57 |
5.588 |
|
5.228 |
0.360 |
6.89 |
EUR |
17.97 |
| | |
|
|
|
|
|
Berkshire Hathaway |
401.890 |
Fri |
-0.75 |
409.920 |
|
356.470 |
53.450 |
14.99 |
USD |
16.58 |
| | |
|
|
|
L |
|
QBE Insurance |
17.710 |
Fri |
-0.45 |
17.850 |
|
14.650 |
3.200 |
21.84 |
AUD |
16.31 |
| | |
|
|
|
L |
|
Hiscox |
1,209.000 |
Fri |
0.50 |
1,224.000 |
|
1,048.000 |
176.000 |
16.79 |
GBP |
15.08 |
| | |
|
|
|
|
|
SBI Life |
1,415.250 |
Fri |
-2.02 |
1,495.300 |
|
1,394.300 |
101.000 |
7.24 |
INR |
13.87 |
| | |
|
|
|
|
|
Storebrand |
106.400 |
Fri |
0.38 |
99.080 |
|
89.440 |
9.640 |
10.78 |
NOK |
13.39 |
| | |
|
|
|
|
|
Insurance Australia |
6.360 |
Fri |
-2.60 |
6.320 |
|
5.680 |
0.640 |
11.27 |
AUD |
12.57 |
| | |
|
|
|
|
|
Zurich Insurance |
439.900 |
Fri |
-0.61 |
485.200 |
|
440.700 |
44.500 |
10.10 |
CHF |
12.41 |
| | |
|
|
|
|
|
Scor |
30.400 |
Fri |
0.46 |
29.860 |
|
26.790 |
3.070 |
11.46 |
EUR |
11.79 |
| | |
|
|
|
L |
|
Vienna Insurance |
29.150 |
Fri |
-0.34 |
28.450 |
|
26.300 |
2.150 |
8.17 |
EUR |
11.34 |
| | |
|
|
|
|
|
Swiss Life |
617.800 |
Fri |
0.91 |
624.400 |
|
579.600 |
44.800 |
7.73 |
CHF |
9.67 |
| | |
|
|
|
L |
|
ASR |
46.350 |
Fri |
0.06 |
43.880 |
|
42.530 |
1.350 |
3.17 |
EUR |
9.50 |
| | |
|
|
|
L |
|
Legal & General |
234.400 |
Fri |
0.69 |
254.300 |
|
250.100 |
4.200 |
1.68 |
GBP |
9.47 |
| | |
|
|
|
|
|
Sun Life Financial |
70.670 |
Fri |
0.76 |
73.480 |
|
67.480 |
6.000 |
8.89 |
CAD |
8.72 |
| | |
|
|
|
L |
|
Ageas |
43.420 |
Fri |
-0.09 |
41.450 |
|
39.310 |
2.140 |
5.44 |
EUR |
7.13 |
| | |
|
|
|
L |
|
FBD |
13.700 |
Fri |
-3.18 |
13.000 |
|
11.000 |
2.000 |
18.18 |
EUR |
5.23 |
| | |
|
|
|
|
|
Medibank Private |
3.560 |
Fri |
-1.93 |
3.690 |
|
3.540 |
0.150 |
4.24 |
AUD |
3.91 |
| | |
|
|
|
L |
|
Uniqa |
8.280 |
Fri |
0.12 |
7.950 |
|
7.350 |
0.600 |
8.16 |
EUR |
3.59 |
| | |
|
|
|
S |
|
HDFC Life |
587.850 |
Fri |
-1.15 |
623.150 |
|
639.850 |
-16.700 |
-2.61 |
INR |
2.46 |
| | |
|
|
|
|
|
Phoenix |
485.000 |
Fri |
0.66 |
527.400 |
|
522.400 |
5.000 |
0.96 |
GBP |
1.91 |
| | |
|
|
|
L |
|
Sampo |
38.040 |
Fri |
0.61 |
40.505 |
|
39.495 |
1.010 |
2.56 |
EUR |
-0.31 |
| | |
|
|
|
|
|
Tryg |
138.100 |
Fri |
1.17 |
143.050 |
|
145.850 |
-2.800 |
-1.92 |
DKK |
-0.43 |
| | |
|
|
|
S |
|
UnitedHealth |
495.350 |
Fri |
0.30 |
485.880 |
|
520.310 |
-34.430 |
-6.62 |
USD |
-3.82 |
| | |
|
|
|
|
|
Ping An Ins |
41.530 |
Fri |
1.14 |
40.440 |
|
39.100 |
1.340 |
3.43 |
CNY |
-10.96 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
12/25/23 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
China Life |
29.550 |
Fri |
1.69 |
28.150 |
|
27.650 |
0.500 |
1.81 |
CNY |
-14.95 |
| | |
|
|
|
L |
|
China Pacific Ins |
25.370 |
Fri |
0.67 |
22.480 |
|
22.820 |
-0.340 |
-1.49 |
CNY |
-16.09 |
| | |
|
|
|
S |
|
DFV |
5.650 |
Fri |
-1.74 |
5.920 |
|
6.580 |
-0.660 |
-10.03 |
EUR |
-16.62 |
| | |
|
|
|
S |
|
Prudential |
723.800 |
Fri |
1.37 |
774.400 |
|
862.000 |
-87.600 |
-10.16 |
GBP |
-18.13 |
| | |
|
|
|
L |
|
China Life Ins HK |
10.300 |
Fri |
1.78 |
9.070 |
|
9.670 |
-0.600 |
-6.20 |
HKD |
-20.52 |
| | |
|
|
|
S |
|
AIA |
54.000 |
Fri |
4.75 |
54.800 |
|
66.650 |
-11.850 |
-17.78 |
HKD |
-22.51 |
| | |
|
|
|
L |
|
Ping An |
35.800 |
Fri |
1.56 |
32.650 |
|
32.900 |
-0.250 |
-0.76 |
HKD |
-23.20 |
| | |
|
|
|
|
|
Mandatum |
4.400 |
Fri |
1.15 |
4.112 |
|
4.029 |
0.083 |
2.06 |
EUR |
-na- |
Insurances - 57 out of 57 instruments rated - 3/25/24 / 12/25/23 - 48 did rise, Market-Ratio(13) = 84.21 % |
Technical Chart
Transactions Insurances * A13 - 49/16 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
8/07/06 |
217 |
|
- cash - |
short |
8/07/06 |
8/21/06 |
14 |
|
|
|
Glanbia |
100 |
4,694 |
EUR |
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
long |
8/21/06 |
1/07/08 |
504 |
|
|
|
China Life Ins HK |
100 |
701 |
HKD |
13.330 |
37.600 |
|
24.270 |
182 |
26,370 |
112 |
|
short |
1/07/08 |
4/21/08 |
105 |
|
|
|
Storebrand |
100 |
556 |
NOK |
47.400 |
42.950 |
52.311 |
4.911 |
10 |
29,101 |
41 |
|
long |
4/21/08 |
6/30/08 |
70 |
|
|
|
Glanbia |
100 |
5,855 |
EUR |
4.970 |
4.820 |
|
-0.150 |
-3 |
28,223 |
-15 |
|
short |
6/30/08 |
1/26/09 |
210 |
|
|
|
AIG |
100 |
53 |
USD |
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
589,175 |
19,767 |
|
long |
1/26/09 |
6/14/10 |
504 |
|
|
|
Admiral Group |
100 |
64,390 |
GBP |
9.150 |
13.750 |
|
4.600 |
50 |
885,369 |
34 |
|
short |
6/14/10 |
8/23/10 |
70 |
|
|
|
UnipolSai |
100 |
74,809 |
EUR |
11.835 |
10.585 |
13.233 |
1.398 |
12 |
989,922 |
79 |
|
long |
8/23/10 |
6/20/11 |
301 |
|
|
|
Admiral Group |
100 |
67,022 |
GBP |
14.770 |
16.750 |
|
1.980 |
13 |
1,122,625 |
16 |
|
short |
6/20/11 |
11/07/11 |
140 |
|
|
|
UnipolSai |
100 |
173,646 |
EUR |
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,999,937 |
351 |
|
long |
11/07/11 |
8/24/15 |
1386 |
|
|
|
Glanbia |
100 |
437,144 |
EUR |
4.575 |
17.150 |
|
12.575 |
275 |
7,497,023 |
42 |
|
short |
8/24/15 |
11/23/15 |
91 |
|
|
|
FBD |
100 |
1,387,823 |
EUR |
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
5,687,301 |
-67 |
|
long |
11/23/15 |
1/25/16 |
63 |
|
|
|
NN |
100 |
174,725 |
EUR |
32.550 |
31.080 |
|
-1.470 |
-5 |
5,430,456 |
-23 |
|
short |
1/25/16 |
4/18/16 |
84 |
|
|
|
Delta Lloyd |
100 |
1,083,706 |
EUR |
5.011 |
4.530 |
5.543 |
0.532 |
11 |
6,007,096 |
55 |
|
long |
4/18/16 |
6/27/16 |
70 |
|
|
|
Medibank Private |
100 |
1,963,103 |
AUD |
3.060 |
2.940 |
|
-0.120 |
-4 |
5,771,523 |
-19 |
|
short |
6/27/16 |
8/08/16 |
42 |
|
|
|
Delta Lloyd |
100 |
1,827,009 |
EUR |
3.159 |
3.293 |
3.025 |
-0.134 |
-4 |
5,526,704 |
-31 |
|
long |
8/08/16 |
12/17/18 |
861 |
|
|
|
Admiral Group |
100 |
248,950 |
GBP |
22.200 |
19.595 |
|
-2.605 |
-12 |
4,878,189 |
-5 |
|
short |
12/17/18 |
1/28/19 |
42 |
|
|
|
AMP |
100 |
2,067,029 |
AUD |
2.360 |
2.340 |
2.380 |
0.020 |
1 |
4,919,943 |
8 |
|
long |
1/28/19 |
3/02/20 |
399 |
|
|
|
Molina Healthcare |
100 |
36,141 |
USD |
136.130 |
127.320 |
|
-8.810 |
-6 |
4,601,541 |
-6 |
|
short |
3/02/20 |
6/08/20 |
98 |
|
|
|
Hanwha Life |
100 |
2,858,100 |
KRW |
1.610 |
1.670 |
1.550 |
-0.060 |
-4 |
4,430,055 |
-13 |
|
long |
6/08/20 |
5/09/22 |
700 |
|
|
|
DFV |
100 |
251,621 |
EUR |
17.606 |
11.640 |
|
-5.966 |
-34 |
2,928,884 |
-19 |
|
short |
5/09/22 |
6/06/22 |
28 |
|
|
|
Prudential |
100 |
332,449 |
GBP |
8.810 |
10.635 |
6.985 |
-1.825 |
-21 |
2,322,165 |
-95 |
|
long |
6/06/22 |
7/18/22 |
42 |
|
|
|
Sompo |
100 |
115,703 |
JPY |
20.070 |
19.623 |
|
-0.447 |
-2 |
2,270,480 |
-18 |
|
short |
7/18/22 |
9/12/22 |
56 |
|
|
|
Admiral Group |
100 |
130,637 |
GBP |
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
1,574,185 |
-91 |
|
long |
9/12/22 |
4/26/24 |
592 |
|
|
|
Molina Healthcare |
100 |
4,505 |
USD |
349.360 |
342.230 |
|
-7.130 |
-2 |
1,542,064 |
-1 |
|
accum | 8/07/06 |
4/26/24 | 6474 |
days out of 6691 invested (97%) |
15,321 |
1,542,064 |
33 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
AIG | short | 6/30/08 | 1/26/09 | 210 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
Glanbia | short | 8/07/06 | 8/21/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| long | 4/21/08 | 6/30/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| long | 11/07/11 | 8/24/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 13.33 | 37.60 | | 24.27 | 182.07 | | | 182.07 |
UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| short | 6/20/11 | 11/07/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
Storebrand | short | 1/07/08 | 4/21/08 | 105 | 47.40 | 42.95 | 52.31 | 4.91 | 10.36 | | | 10.36 |
Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| short | 6/27/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 9.15 | 13.75 | | 4.60 | 50.27 | | | |
| long | 8/23/10 | 6/20/11 | 301 | 14.77 | 16.75 | | 1.98 | 13.41 | | | |
| long | 8/08/16 | 12/17/18 | 861 | 22.20 | 19.60 | | -2.61 | -11.73 | | | |
| short | 7/18/22 | 9/12/22 | 56 | 17.38 | 22.71 | 12.05 | -5.33 | -30.67 | | | 4.29 |
AMP | short | 12/17/18 | 1/28/19 | 42 | 2.36 | 2.34 | 2.38 | 0.02 | 0.86 | | | 0.86 |
Sompo | long | 6/06/22 | 7/18/22 | 42 | 20.07 | 19.62 | | -0.45 | -2.23 | | | -2.23 |
Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 1.61 | 1.67 | 1.55 | -0.06 | -3.73 | | | -3.73 |
Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 3.06 | 2.94 | | -0.12 | -3.92 | | | -3.92 |
NN | long | 11/23/15 | 1/25/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| long | 9/12/22 | 4/26/24 | 592 | 349.36 | 342.23 | | -7.13 | -2.04 | | | -8.38 |
Prudential | short | 5/09/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
FBD | short | 8/24/15 | 11/23/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
DFV | long | 6/08/20 | 5/09/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
Annotations
3/28/24 | MS&AD Insurance | | | stock split 1:3 (three for one) |
| Sompo | | | stock split 1:3 (three for one) |
8/25/15 | NN | | | recording started |
7/27/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
| Ping An Ins | | | forward stock split 10:20 (twenty for ten) |
5/18/15 | Tryg | | | forward stock split 1:5 (five for one) |
3/12/15 | Insurances | | | first full analysis,
the techniques are strongly influenced by the shorts of AIG and UnipolSai. |
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