| |
| |
Assessment - Insurances - 3/25/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
SOM Insurances |
337.394 |
16:36 |
0.30 |
342.653 |
-1.53 |
308.469 |
34.184 |
11.08 |
USD |
12.40 |
| | |
|
|
|
L |
|
MS&AD Insurance |
2,664.500 |
06:15 |
-0.75 |
7,836.000 |
-66.00 |
5,733.000 |
2,103.000 |
36.68 |
JPY |
46.40 |
| | |
|
|
|
L |
|
Sompo |
3,160.000 |
06:15 |
-1.03 |
9,426.000 |
-66.48 |
6,877.000 |
2,549.000 |
37.07 |
JPY |
43.57 |
| | |
|
|
|
L |
|
Samsung Life |
95,500.000 |
06:30 |
1.49 |
97,300.000 |
-1.85 |
71,400.000 |
25,900.000 |
36.27 |
KRW |
38.54 |
| | |
|
|
|
|
|
Quálitas |
193.450 |
Wed |
-0.79 |
189.390 |
2.14 |
133.420 |
55.970 |
41.95 |
MXN |
35.78 |
| | |
|
|
|
L |
|
Dai-ichi Life |
3,850.000 |
06:15 |
-1.10 |
3,893.000 |
-1.10 |
3,012.000 |
881.000 |
29.25 |
JPY |
35.10 |
| | |
|
|
|
L |
|
Samsung F&M Ins |
309,000.000 |
06:30 |
0.65 |
334,000.000 |
-7.49 |
267,000.000 |
67,000.000 |
25.09 |
KRW |
34.24 |
| | |
|
|
|
L |
|
AIG |
78.510 |
15:20 |
0.22 |
76.590 |
2.51 |
62.130 |
14.460 |
23.27 |
USD |
26.30 |
| | |
|
|
|
L |
|
Travelers Companies |
229.745 |
15:08 |
0.40 |
225.530 |
1.87 |
167.840 |
57.690 |
34.37 |
USD |
25.83 |
| | |
|
|
|
L |
|
Molina Healthcare |
411.950 |
15:24 |
-1.59 |
412.520 |
-0.14 |
341.400 |
71.120 |
20.83 |
USD |
25.80 |
| | |
|
|
|
|
|
Talanx |
73.400 |
16:35 |
0.96 |
71.150 |
3.16 |
58.200 |
12.950 |
22.25 |
EUR |
24.42 |
| | |
|
|
|
L |
|
Manulife Financial |
33.735 |
15:33 |
0.91 |
32.980 |
2.29 |
25.340 |
7.640 |
30.15 |
CAD |
23.82 |
| | |
|
|
|
L |
|
Glanbia |
18.280 |
16:32 |
-0.22 |
18.100 |
0.99 |
15.760 |
2.340 |
14.85 |
EUR |
22.52 |
| | |
|
|
|
L |
|
Swiss Re |
115.950 |
16:30 |
-0.69 |
115.400 |
0.48 |
94.680 |
20.720 |
21.88 |
CHF |
22.46 |
| | |
|
|
|
L |
|
Generali |
23.460 |
16:35 |
-0.89 |
23.460 |
|
19.505 |
3.955 |
20.28 |
EUR |
21.94 |
| | |
|
|
|
L |
|
Allianz |
277.800 |
16:35 |
0.13 |
275.200 |
0.94 |
229.350 |
45.850 |
19.99 |
EUR |
21.69 |
| | |
|
|
|
L |
|
NN |
42.820 |
16:35 |
1.09 |
41.950 |
2.07 |
35.830 |
6.120 |
17.08 |
EUR |
21.48 |
| | |
|
|
|
L |
|
Beazley |
671.500 |
Wed |
0.30 |
682.000 |
-1.54 |
561.000 |
121.000 |
21.57 |
GBP |
21.10 |
| | |
|
|
|
L |
|
Axa |
34.815 |
16:35 |
0.36 |
34.575 |
0.69 |
28.620 |
5.955 |
20.81 |
EUR |
20.99 |
| | |
|
|
|
L |
|
Hannover Rück |
253.700 |
16:35 |
0.12 |
247.500 |
2.51 |
211.800 |
35.700 |
16.86 |
EUR |
20.75 |
| | |
|
|
|
L |
|
Aviva |
496.200 |
Wed |
0.02 |
495.000 |
0.24 |
394.100 |
100.900 |
25.60 |
GBP |
20.56 |
| | |
|
|
|
L |
|
Münchener Rück |
452.300 |
16:35 |
0.44 |
436.600 |
3.60 |
373.800 |
62.800 |
16.80 |
EUR |
20.31 |
| | |
|
|
|
L |
|
Lowe´s |
253.770 |
15:23 |
0.17 |
254.000 |
-0.09 |
212.500 |
41.500 |
19.53 |
USD |
18.83 |
| | |
|
|
|
|
|
Admiral Group |
2,829.000 |
Wed |
-0.04 |
2,830.000 |
-0.04 |
2,403.000 |
427.000 |
17.77 |
GBP |
18.53 |
| | |
|
|
|
L |
|
MetLife |
74.090 |
15:23 |
0.23 |
73.100 |
1.35 |
65.050 |
8.050 |
12.38 |
USD |
18.51 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
Mapfre |
2.342 |
16:35 |
-0.59 |
2.280 |
2.72 |
1.930 |
0.350 |
18.13 |
EUR |
18.19 |
| | |
|
|
|
L |
|
Aegon |
5.650 |
16:35 |
0.18 |
5.588 |
1.11 |
4.684 |
0.904 |
19.30 |
EUR |
17.97 |
| | |
|
|
|
L |
|
Berkshire Hathaway |
417.140 |
15:20 |
0.05 |
409.920 |
1.76 |
361.710 |
48.210 |
13.33 |
USD |
16.58 |
| | |
|
|
|
L |
|
QBE Insurance |
18.130 |
05:10 |
0.11 |
17.850 |
1.57 |
15.710 |
2.140 |
13.62 |
AUD |
16.31 |
| | |
|
|
|
L |
|
Hiscox |
1,236.000 |
Wed |
0.90 |
1,224.000 |
0.98 |
1,034.000 |
190.000 |
18.38 |
GBP |
15.08 |
| | |
|
|
|
|
|
SBI Life |
1,500.250 |
10:00 |
1.40 |
1,495.300 |
0.33 |
1,294.150 |
201.150 |
15.54 |
INR |
13.87 |
| | |
|
|
|
|
|
Storebrand |
100.000 |
12:08 |
0.48 |
99.080 |
0.93 |
86.960 |
12.120 |
13.94 |
NOK |
13.39 |
| | |
|
|
|
L |
|
Insurance Australia |
6.400 |
05:10 |
-0.62 |
6.320 |
1.27 |
5.760 |
0.560 |
9.72 |
AUD |
12.57 |
| | |
|
|
|
L |
|
Zurich Insurance |
486.300 |
16:30 |
0.27 |
485.200 |
0.23 |
423.500 |
61.700 |
14.57 |
CHF |
12.41 |
| | |
|
|
|
|
|
Scor |
32.070 |
16:35 |
4.80 |
29.860 |
7.40 |
29.740 |
0.120 |
0.40 |
EUR |
11.79 |
| | |
|
|
|
L |
|
Vienna Insurance |
28.900 |
16:35 |
|
28.450 |
1.58 |
26.000 |
2.450 |
9.42 |
EUR |
11.34 |
| | |
|
|
|
|
|
Swiss Life |
632.200 |
16:30 |
0.13 |
624.400 |
1.25 |
571.800 |
52.600 |
9.20 |
CHF |
9.67 |
| | |
|
|
|
L |
|
ASR |
45.390 |
16:35 |
1.32 |
43.880 |
3.44 |
40.760 |
3.120 |
7.65 |
EUR |
9.50 |
| | |
|
|
|
L |
|
Legal & General |
255.500 |
Wed |
0.20 |
254.300 |
0.47 |
224.100 |
30.200 |
13.48 |
GBP |
9.47 |
| | |
|
|
|
L |
|
Sun Life Financial |
74.035 |
15:39 |
0.32 |
73.480 |
0.76 |
66.830 |
6.650 |
9.95 |
CAD |
8.72 |
| | |
|
|
|
L |
|
Ageas |
42.920 |
16:35 |
-0.09 |
41.450 |
3.55 |
38.960 |
2.490 |
6.39 |
EUR |
7.13 |
| | |
|
|
|
L |
|
FBD |
13.200 |
16:30 |
1.15 |
13.000 |
1.54 |
12.150 |
0.850 |
7.00 |
EUR |
5.23 |
| | |
|
|
|
|
|
Medibank Private |
3.760 |
05:10 |
1.08 |
3.690 |
1.90 |
3.480 |
0.210 |
6.03 |
AUD |
3.91 |
| | |
|
|
|
L |
|
Uniqa |
8.010 |
16:35 |
|
7.950 |
0.75 |
7.570 |
0.380 |
5.02 |
EUR |
3.59 |
| | |
|
|
|
|
|
HDFC Life |
633.350 |
10:00 |
1.12 |
623.150 |
1.64 |
642.100 |
-18.950 |
-2.95 |
INR |
2.46 |
| | |
|
|
|
L |
|
Phoenix |
542.200 |
Wed |
0.78 |
527.400 |
2.81 |
511.000 |
16.400 |
3.21 |
GBP |
1.91 |
| | |
|
|
|
L |
|
Sampo |
39.515 |
16:29 |
-1.90 |
40.505 |
-2.44 |
40.570 |
-0.065 |
-0.16 |
EUR |
-0.31 |
| | |
|
|
|
|
|
Tryg |
142.200 |
15:59 |
0.32 |
143.050 |
-0.59 |
133.400 |
9.650 |
7.23 |
DKK |
-0.43 |
| | |
|
|
|
S |
|
UnitedHealth |
493.140 |
15:25 |
0.01 |
485.880 |
1.49 |
510.280 |
-24.400 |
-4.78 |
USD |
-3.82 |
| | |
|
|
|
L |
|
Ping An Ins |
40.690 |
07:00 |
0.10 |
40.440 |
0.62 |
49.060 |
-8.620 |
-17.57 |
CNY |
-10.96 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
China Life |
28.500 |
07:00 |
1.32 |
28.150 |
1.24 |
37.240 |
-9.090 |
-24.41 |
CNY |
-14.95 |
| | |
|
|
|
|
|
China Pacific Ins |
22.620 |
07:00 |
0.09 |
22.480 |
0.62 |
29.460 |
-6.980 |
-23.69 |
CNY |
-16.09 |
| | |
|
|
|
S |
|
DFV |
5.680 |
16:36 |
-1.73 |
5.920 |
-4.05 |
7.100 |
-1.180 |
-16.62 |
EUR |
-16.62 |
| | |
|
|
|
S |
|
Prudential |
755.800 |
Wed |
-0.71 |
774.400 |
-2.40 |
876.800 |
-102.400 |
-11.68 |
GBP |
-18.13 |
| | |
|
|
|
L |
|
China Life Ins HK |
9.390 |
08:08 |
5.15 |
9.070 |
3.53 |
12.320 |
-3.250 |
-26.38 |
HKD |
-20.52 |
| | |
|
|
|
S |
|
AIA |
52.550 |
08:08 |
|
54.800 |
-4.11 |
63.600 |
-8.800 |
-13.84 |
HKD |
-22.51 |
| | |
|
|
|
L |
|
Ping An |
33.050 |
08:08 |
1.23 |
32.650 |
1.23 |
46.100 |
-13.450 |
-29.18 |
HKD |
-23.20 |
| | |
|
|
|
|
|
Mandatum |
4.145 |
16:29 |
0.59 |
4.112 |
0.79 |
|
|
|
EUR |
-na- |
Insurances - 56 out of 57 instruments rated - 3/25/24 / 9/25/23 - 45 did rise, Market-Ratio(26) = 80.36 % |
Technical Chart
Transactions Insurances * 26 - 60/40 (2)
|
⇐ |
| |
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 |
7/30/07 |
574 |
|
- cash - |
short |
7/30/07 |
5/25/09 |
665 |
|
|
|
Aviva |
50 |
758 |
GBP |
6.590 |
3.403 |
12.764 |
6.174 |
94 |
14,680 |
44 |
|
|
|
|
|
|
|
|
Admiral Group |
50 |
650 |
GBP |
7.695 |
8.815 |
6.575 |
-1.120 |
-15 |
13,952 |
-8 |
|
100 |
40 |
20 | |
long |
5/25/09 |
6/29/09 |
35 |
|
|
|
Ageas |
50 |
249 |
EUR |
27.990 |
24.200 |
|
-3.790 |
-14 |
13,008 |
-78 |
|
|
|
|
|
|
|
|
Ping An |
50 |
260 |
HKD |
26.810 |
28.205 |
|
1.395 |
5 |
13,371 |
70 |
|
100 |
-4 |
-36 | |
short |
6/29/09 |
7/20/09 |
21 |
|
|
|
AIG |
50 |
251 |
USD |
26.600 |
13.460 |
52.568 |
25.968 |
98 |
19,888 |
> 999,999 |
|
|
|
|
|
|
|
|
Glanbia |
50 |
2,946 |
EUR |
2.272 |
2.332 |
2.212 |
-0.060 |
-3 |
19,712 |
-37 |
|
100 |
47 |
85,032 | |
long |
7/20/09 |
5/17/10 |
301 |
|
|
|
China Pacific Ins |
50 |
339 |
CNY |
29.060 |
23.900 |
|
-5.160 |
-18 |
17,962 |
-21 |
|
|
|
|
|
|
|
|
Ping An Ins |
50 |
324 |
CNY |
30.400 |
22.760 |
|
-7.640 |
-25 |
15,487 |
-30 |
|
100 |
-21 |
-25 | |
short |
5/17/10 |
8/09/10 |
84 |
|
|
|
Ageas |
50 |
373 |
EUR |
20.720 |
22.900 |
18.540 |
-2.180 |
-11 |
14,674 |
-38 |
|
|
|
|
|
|
|
|
UnipolSai |
50 |
653 |
EUR |
11.878 |
11.885 |
11.871 |
-0.007 |
0 |
14,669 |
0 |
|
100 |
-5 |
-21 | |
long |
8/09/10 |
8/23/10 |
14 |
|
|
|
AIG |
50 |
176 |
USD |
41.640 |
35.040 |
|
-6.600 |
-16 |
13,508 |
-99 |
|
|
|
|
|
|
|
|
Admiral Group |
50 |
487 |
GBP |
15.060 |
14.770 |
|
-0.290 |
-2 |
13,367 |
-40 |
|
100 |
-9 |
-91 | |
short |
8/23/10 |
11/22/10 |
91 |
|
|
|
Manulife Financial |
50 |
539 |
CAD |
12.380 |
14.430 |
10.330 |
-2.050 |
-17 |
12,262 |
-52 |
|
|
|
|
|
|
|
|
UnipolSai |
50 |
632 |
EUR |
10.585 |
8.885 |
12.610 |
2.025 |
19 |
13,542 |
102 |
|
100 |
1 |
5 | |
long |
11/22/10 |
6/13/11 |
203 |
|
|
|
AIG |
50 |
160 |
USD |
42.140 |
28.980 |
|
-13.160 |
-31 |
11,436 |
-49 |
|
|
|
|
|
|
|
|
Ping An |
50 |
152 |
HKD |
44.675 |
37.175 |
|
-7.500 |
-17 |
10,296 |
-28 |
|
100 |
-24 |
-39 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/13/11 |
2/06/12 |
238 |
|
|
|
AIG |
50 |
177 |
USD |
28.980 |
26.800 |
31.337 |
2.357 |
8 |
10,713 |
13 |
|
|
|
|
|
|
|
|
UnipolSai |
50 |
755 |
EUR |
6.841 |
3.234 |
14.471 |
7.630 |
112 |
16,474 |
216 |
|
100 |
60 |
106 | |
long |
2/06/12 |
6/04/12 |
119 |
|
|
|
Molina Healthcare |
50 |
245 |
USD |
33.490 |
24.830 |
|
-8.660 |
-26 |
14,352 |
-60 |
|
|
|
|
|
|
|
|
Old Mutual |
50 |
7,126 |
GBP |
1.160 |
1.096 |
|
-0.065 |
-6 |
13,893 |
-16 |
|
100 |
-16 |
-41 | |
short |
6/04/12 |
6/11/12 |
7 |
|
|
|
Mapfre |
50 |
4,393 |
EUR |
1.581 |
1.655 |
1.507 |
-0.074 |
-5 |
13,567 |
-92 |
|
|
|
|
|
|
|
|
Storebrand |
50 |
414 |
NOK |
16.770 |
18.880 |
14.660 |
-2.110 |
-13 |
12,694 |
-100 |
|
100 |
-9 |
-99 | |
long |
6/11/12 |
8/24/15 |
1169 |
|
|
|
Hannover Rück |
50 |
144 |
EUR |
43.865 |
86.400 |
|
42.535 |
97 |
18,819 |
24 |
|
|
|
|
|
|
|
|
Allstate |
50 |
188 |
USD |
33.900 |
58.390 |
|
24.490 |
72 |
23,423 |
19 |
|
100 |
85 |
21 | |
short |
8/24/15 |
8/08/16 |
350 |
|
|
|
Delta Lloyd |
50 |
1,237 |
EUR |
9.467 |
3.293 |
27.217 |
17.750 |
187 |
45,379 |
201 |
|
|
|
|
|
|
|
|
FBD |
50 |
2,168 |
EUR |
5.402 |
6.050 |
4.754 |
-0.648 |
-12 |
43,974 |
-12 |
|
100 |
88 |
93 | |
long |
8/08/16 |
9/12/16 |
35 |
|
|
|
Admiral Group |
50 |
990 |
GBP |
22.200 |
19.570 |
|
-2.630 |
-12 |
41,371 |
-73 |
|
|
|
|
|
|
|
|
Medibank Private |
50 |
7,188 |
AUD |
3.060 |
2.480 |
|
-0.580 |
-19 |
37,202 |
-89 |
|
100 |
-15 |
-83 | |
short |
9/12/16 |
11/07/16 |
56 |
|
|
|
Aegon |
50 |
5,267 |
EUR |
3.531 |
3.930 |
3.132 |
-0.399 |
-11 |
35,100 |
-54 |
|
|
|
|
|
|
|
|
Tower |
50 |
17,888 |
NZD |
1.040 |
0.900 |
1.202 |
0.162 |
16 |
37,994 |
157 |
|
100 |
2 |
15 | |
long |
11/07/16 |
6/04/18 |
574 |
|
|
|
Mapfre |
50 |
7,010 |
EUR |
2.710 |
2.662 |
|
-0.048 |
-2 |
37,658 |
-1 |
|
|
|
|
|
|
|
|
Storebrand |
50 |
446 |
NOK |
42.520 |
68.620 |
|
26.100 |
61 |
49,298 |
36 |
|
100 |
30 |
18 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/04/18 |
4/15/19 |
315 |
|
|
|
AMP |
50 |
6,469 |
AUD |
3.810 |
2.220 |
6.539 |
2.729 |
72 |
66,951 |
87 |
|
|
|
|
|
|
|
|
New China Life |
50 |
560 |
CNY |
43.950 |
59.700 |
28.200 |
-15.750 |
-36 |
58,131 |
-40 |
|
100 |
18 |
21 | |
long |
4/15/19 |
10/07/19 |
175 |
|
|
|
Ping An Ins |
50 |
355 |
CNY |
81.660 |
87.040 |
|
5.380 |
7 |
60,041 |
14 |
|
|
|
|
|
|
|
|
New China Life |
50 |
488 |
CNY |
59.700 |
48.670 |
|
-11.030 |
-18 |
54,658 |
-35 |
|
100 |
-6 |
-12 | |
short |
10/07/19 |
11/11/19 |
35 |
|
|
|
AMP |
50 |
16,028 |
AUD |
1.705 |
1.975 |
1.435 |
-0.270 |
-16 |
50,331 |
-83 |
|
|
|
|
|
|
|
|
Hanwha Life |
50 |
12,201 |
KRW |
2.240 |
2.415 |
2.065 |
-0.175 |
-8 |
48,196 |
-57 |
|
100 |
-12 |
-73 | |
long |
11/11/19 |
3/09/20 |
119 |
|
|
|
Hannover Rück |
50 |
145 |
EUR |
165.800 |
145.400 |
|
-20.400 |
-12 |
45,238 |
-33 |
|
|
|
|
|
|
|
|
China Life |
50 |
684 |
CNY |
35.300 |
29.150 |
|
-6.150 |
-17 |
41,031 |
-44 |
|
100 |
-15 |
-39 | |
short |
3/09/20 |
9/14/20 |
189 |
|
|
|
Aegon |
50 |
9,041 |
EUR |
2.269 |
2.320 |
2.218 |
-0.051 |
-2 |
40,570 |
-4 |
|
|
|
|
|
|
|
|
Hanwha Life |
50 |
14,654 |
KRW |
1.400 |
1.595 |
1.205 |
-0.195 |
-14 |
37,712 |
-25 |
|
100 |
-8 |
-15 | |
long |
9/14/20 |
3/07/22 |
539 |
|
|
|
Lowe´s |
50 |
114 |
USD |
165.190 |
222.260 |
|
57.070 |
35 |
44,218 |
22 |
|
|
|
|
|
|
|
|
China Life |
50 |
428 |
CNY |
44.090 |
27.800 |
|
-16.290 |
-37 |
37,246 |
-27 |
|
100 |
-1 |
-1 | |
short |
3/07/22 |
3/21/22 |
14 |
|
|
|
Prudential |
50 |
1,827 |
GBP |
10.190 |
10.840 |
9.540 |
-0.650 |
-6 |
36,059 |
-82 |
|
|
|
|
|
|
|
|
Admiral Group |
50 |
762 |
GBP |
24.430 |
26.110 |
22.750 |
-1.680 |
-7 |
34,779 |
-84 |
|
100 |
-7 |
-83 | |
long |
3/21/22 |
5/02/22 |
42 |
|
|
|
CNP Assurances |
50 |
797 |
EUR |
21.800 |
20.900 |
|
-0.900 |
-4 |
34,061 |
-31 |
|
|
|
|
|
|
|
|
FBD |
50 |
1,689 |
EUR |
10.300 |
9.960 |
|
-0.340 |
-3 |
33,487 |
-25 |
|
100 |
-4 |
-28 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/02/22 |
9/05/22 |
126 |
|
|
|
China Pacific Ins |
50 |
804 |
CNY |
20.800 |
20.900 |
20.700 |
-0.100 |
0 |
33,407 |
-1 |
|
|
|
|
|
|
|
|
New China Life |
50 |
561 |
CNY |
29.830 |
28.920 |
30.769 |
0.939 |
3 |
33,933 |
9 |
|
100 |
1 |
4 | |
long |
9/05/22 |
9/19/22 |
14 |
|
|
|
Molina Healthcare |
50 |
50 |
USD |
338.220 |
343.770 |
|
5.550 |
2 |
34,211 |
53 |
|
|
|
|
|
|
|
|
FBD |
50 |
1,652 |
EUR |
10.300 |
10.250 |
|
-0.050 |
0 |
34,128 |
-12 |
|
100 |
1 |
16 | |
short |
9/19/22 |
12/05/22 |
77 |
|
|
|
Scor |
50 |
1,031 |
EUR |
16.550 |
19.125 |
13.975 |
-2.575 |
-16 |
31,473 |
-55 |
|
|
|
|
|
|
|
|
New China Life |
50 |
620 |
CNY |
27.480 |
30.430 |
24.530 |
-2.950 |
-11 |
29,644 |
-42 |
|
100 |
-13 |
-49 | |
long |
12/05/22 |
7/10/23 |
217 |
|
|
|
Münchener Rück |
50 |
48 |
EUR |
303.500 |
326.900 |
|
23.400 |
8 |
30,767 |
13 |
|
|
|
|
|
|
|
|
China Life |
50 |
406 |
CNY |
37.100 |
34.230 |
|
-2.870 |
-8 |
29,602 |
-13 |
|
100 |
0 |
0 | |
short |
7/10/23 |
9/11/23 |
63 |
|
|
|
DFV |
50 |
1,878 |
EUR |
7.880 |
7.280 |
8.530 |
0.650 |
8 |
30,822 |
58 |
|
|
|
|
|
|
|
|
NN |
50 |
442 |
EUR |
33.450 |
35.900 |
31.000 |
-2.450 |
-7 |
29,739 |
-36 |
|
100 |
0 |
3 | |
long |
9/11/23 |
3/28/24 |
199 |
|
|
|
Talanx |
50 |
228 |
EUR |
65.050 |
73.400 |
|
8.350 |
13 |
31,643 |
25 |
|
|
|
|
|
|
|
|
Scor |
50 |
490 |
EUR |
30.400 |
32.070 |
|
1.670 |
5 |
32,461 |
10 |
|
100 |
9 |
17 | |
accum | 7/30/07 |
3/28/24 | 6086 |
days out of 6660 invested (91%) |
225 |
32,461 |
7 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Delta Lloyd | short | 8/24/15 | 8/08/16 | 350 | 9.47 | 3.29 | 27.22 | 17.75 | 187.49 | 50 | 93.74 | 93.74 |
UnipolSai | short | 5/17/10 | 8/09/10 | 84 | 11.88 | 11.89 | 11.87 | -0.01 | -0.06 | | -0.03 | |
| short | 8/23/10 | 11/22/10 | 91 | 10.59 | 8.89 | 12.61 | 2.03 | 19.13 | | 9.57 | |
| short | 6/13/11 | 2/06/12 | 238 | 6.84 | 3.23 | 14.47 | 7.63 | 111.53 | | 55.77 | 70.62 |
Aviva | short | 7/30/07 | 5/25/09 | 665 | 6.59 | 3.40 | 12.76 | 6.17 | 93.68 | | 46.84 | 46.84 |
Hannover Rück | long | 6/11/12 | 8/24/15 | 1169 | 43.87 | 86.40 | | 42.54 | 96.97 | | 48.48 | |
| long | 11/11/19 | 3/09/20 | 119 | 165.80 | 145.40 | | -20.40 | -12.30 | | -6.15 | 39.35 |
Allstate | long | 6/11/12 | 8/24/15 | 1169 | 33.90 | 58.39 | | 24.49 | 72.24 | | 36.12 | 36.12 |
AMP | short | 6/04/18 | 4/15/19 | 315 | 3.81 | 2.22 | 6.54 | 2.73 | 71.62 | | 35.81 | |
| short | 10/07/19 | 11/11/19 | 35 | 1.71 | 1.98 | 1.44 | -0.27 | -15.84 | | -7.92 | 25.06 |
Storebrand | short | 6/04/12 | 6/11/12 | 7 | 16.77 | 18.88 | 14.66 | -2.11 | -12.58 | | -6.29 | |
| long | 11/07/16 | 6/04/18 | 574 | 42.52 | 68.62 | | 26.10 | 61.38 | | 30.69 | 22.47 |
AIG | short | 6/29/09 | 7/20/09 | 21 | 26.60 | 13.46 | 52.57 | 25.97 | 97.62 | | 48.81 | |
| long | 8/09/10 | 8/23/10 | 14 | 41.64 | 35.04 | | -6.60 | -15.85 | | -7.93 | |
| long | 11/22/10 | 6/13/11 | 203 | 42.14 | 28.98 | | -13.16 | -31.23 | | -15.61 | |
| short | 6/13/11 | 2/06/12 | 238 | 28.98 | 26.80 | 31.34 | 2.36 | 8.13 | | 4.07 | 20.33 |
Lowe´s | long | 9/14/20 | 3/07/22 | 539 | 165.19 | 222.26 | | 57.07 | 34.55 | | 17.27 | 17.27 |
Tower | short | 9/12/16 | 11/07/16 | 56 | 1.04 | 0.90 | 1.20 | 0.16 | 15.56 | | 7.78 | 7.78 |
Talanx | long | 9/11/23 | 3/28/24 | 199 | 65.05 | 73.40 | | 8.35 | 12.84 | | 6.42 | 6.42 |
DFV | short | 7/10/23 | 9/11/23 | 63 | 7.88 | 7.28 | 8.53 | 0.65 | 8.24 | | 4.12 | 4.12 |
Münchener Rück | long | 12/05/22 | 7/10/23 | 217 | 303.50 | 326.90 | | 23.40 | 7.71 | | 3.86 | 3.86 |
Glanbia | short | 6/29/09 | 7/20/09 | 21 | 2.27 | 2.33 | 2.21 | -0.06 | -2.64 | | -1.32 | -1.32 |
CNP Assurances | long | 3/21/22 | 5/02/22 | 42 | 21.80 | 20.90 | | -0.90 | -4.13 | | -2.06 | -2.06 |
Old Mutual | long | 2/06/12 | 6/04/12 | 119 | 1.16 | 1.10 | | -0.06 | -5.56 | | -2.78 | -2.78 |
Prudential | short | 3/07/22 | 3/21/22 | 14 | 10.19 | 10.84 | 9.54 | -0.65 | -6.38 | | -3.19 | -3.19 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Mapfre | short | 6/04/12 | 6/11/12 | 7 | 1.58 | 1.66 | 1.51 | -0.07 | -4.68 | | -2.34 | |
| long | 11/07/16 | 6/04/18 | 574 | 2.71 | 2.66 | | -0.05 | -1.77 | | -0.89 | -3.21 |
NN | short | 7/10/23 | 9/11/23 | 63 | 33.45 | 35.90 | 31.00 | -2.45 | -7.32 | | -3.66 | -3.66 |
Scor | short | 9/19/22 | 12/05/22 | 77 | 16.55 | 19.13 | 13.98 | -2.58 | -15.56 | | -7.78 | |
| long | 9/11/23 | 3/28/24 | 199 | 30.40 | 32.07 | | 1.67 | 5.49 | | 2.75 | -5.25 |
Ping An | long | 5/25/09 | 6/29/09 | 35 | 26.81 | 28.21 | | 1.40 | 5.20 | | 2.60 | |
| long | 11/22/10 | 6/13/11 | 203 | 44.68 | 37.18 | | -7.50 | -16.79 | | -8.39 | -6.01 |
Aegon | short | 9/12/16 | 11/07/16 | 56 | 3.53 | 3.93 | 3.13 | -0.40 | -11.30 | | -5.65 | |
| short | 3/09/20 | 9/14/20 | 189 | 2.27 | 2.32 | 2.22 | -0.05 | -2.25 | | -1.12 | -6.71 |
FBD | short | 8/24/15 | 8/08/16 | 350 | 5.40 | 6.05 | 4.75 | -0.65 | -12.00 | | -6.00 | |
| long | 3/21/22 | 5/02/22 | 42 | 10.30 | 9.96 | | -0.34 | -3.30 | | -1.65 | |
| long | 9/05/22 | 9/19/22 | 14 | 10.30 | 10.25 | | -0.05 | -0.49 | | -0.24 | -7.77 |
Manulife Financial | short | 8/23/10 | 11/22/10 | 91 | 12.38 | 14.43 | 10.33 | -2.05 | -16.56 | | -8.28 | -8.28 |
China Pacific Ins | long | 7/20/09 | 5/17/10 | 301 | 29.06 | 23.90 | | -5.16 | -17.76 | | -8.88 | |
| short | 5/02/22 | 9/05/22 | 126 | 20.80 | 20.90 | 20.70 | -0.10 | -0.48 | | -0.24 | -9.10 |
Medibank Private | long | 8/08/16 | 9/12/16 | 35 | 3.06 | 2.48 | | -0.58 | -18.95 | | -9.48 | -9.48 |
Ping An Ins | long | 7/20/09 | 5/17/10 | 301 | 30.40 | 22.76 | | -7.64 | -25.13 | | -12.57 | |
| long | 4/15/19 | 10/07/19 | 175 | 81.66 | 87.04 | | 5.38 | 6.59 | | 3.29 | -9.69 |
Hanwha Life | short | 10/07/19 | 11/11/19 | 35 | 2.24 | 2.42 | 2.07 | -0.18 | -7.81 | | -3.91 | |
| short | 3/09/20 | 9/14/20 | 189 | 1.40 | 1.60 | 1.21 | -0.20 | -13.93 | | -6.96 | -10.60 |
Ageas | long | 5/25/09 | 6/29/09 | 35 | 27.99 | 24.20 | | -3.79 | -13.54 | | -6.77 | |
| short | 5/17/10 | 8/09/10 | 84 | 20.72 | 22.90 | 18.54 | -2.18 | -10.52 | | -5.26 | -11.67 |
Molina Healthcare | long | 2/06/12 | 6/04/12 | 119 | 33.49 | 24.83 | | -8.66 | -25.86 | | -12.93 | |
| long | 9/05/22 | 9/19/22 | 14 | 338.22 | 343.77 | | 5.55 | 1.64 | | 0.82 | -12.21 |
Admiral Group | short | 7/30/07 | 5/25/09 | 665 | 7.70 | 8.82 | 6.58 | -1.12 | -14.55 | | -7.28 | |
| long | 8/09/10 | 8/23/10 | 14 | 15.06 | 14.77 | | -0.29 | -1.93 | | -0.96 | |
| long | 8/08/16 | 9/12/16 | 35 | 22.20 | 19.57 | | -2.63 | -11.85 | | -5.92 | |
| short | 3/07/22 | 3/21/22 | 14 | 24.43 | 26.11 | 22.75 | -1.68 | -6.88 | | -3.44 | -16.58 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
New China Life | short | 6/04/18 | 4/15/19 | 315 | 43.95 | 59.70 | 28.20 | -15.75 | -35.84 | | -17.92 | |
| long | 4/15/19 | 10/07/19 | 175 | 59.70 | 48.67 | | -11.03 | -18.48 | | -9.24 | |
| short | 5/02/22 | 9/05/22 | 126 | 29.83 | 28.92 | 30.77 | 0.94 | 3.15 | | 1.57 | |
| short | 9/19/22 | 12/05/22 | 77 | 27.48 | 30.43 | 24.53 | -2.95 | -10.74 | | -5.37 | -28.39 |
China Life | long | 11/11/19 | 3/09/20 | 119 | 35.30 | 29.15 | | -6.15 | -17.42 | | -8.71 | |
| long | 9/14/20 | 3/07/22 | 539 | 44.09 | 27.80 | | -16.29 | -36.95 | | -18.47 | |
| long | 12/05/22 | 7/10/23 | 217 | 37.10 | 34.23 | | -2.87 | -7.74 | | -3.87 | -28.45 |
Annotations
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. |
|
|