| |
| |
Assessment - Insurances in Renminbi yuán - 2/22/21 - RS = 13
⇐
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/23/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Insurances |
1,764.414 |
15:59 |
1.19 |
1,750.066 |
0.82 |
1,682.795 |
67.272 |
4.00 |
|
11.78 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
28,555.509 |
09:18 |
1.62 |
28,036.815 |
1.85 |
25,201.765 |
2,835.050 |
11.25 |
|
26.20 |
| |  |
 |
 |
 |
L |
 |
Aegon |
31.536 |
09:03 |
1.42 |
31.851 |
-0.99 |
23.810 |
8.040 |
33.77 |
|
54.37 |
| |  |
 |
 |
 |
L |
 |
Ageas |
375.417 |
09:04 |
2.80 |
371.251 |
1.12 |
323.079 |
48.172 |
14.91 |
|
30.19 |
| |  |
 |
 |
 |
L |
 |
AIA |
83.259 |
08:08 |
2.94 |
83.842 |
-0.70 |
73.661 |
10.181 |
13.82 |
|
21.68 |
| |  |
 |
 |
 |
L |
 |
Allianz |
1,585.463 |
12:54 |
0.95 |
1,532.169 |
3.48 |
1,531.278 |
0.891 |
0.06 |
|
10.00 |
| |  |
 |
 |
 |
|
 |
Allstate |
706.601 |
15:26 |
2.61 |
680.278 |
3.87 |
664.564 |
15.714 |
2.36 |
|
1.65 |
| |  |
 |
 |
 |
L |
 |
AIG |
296.277 |
15:27 |
4.36 |
284.876 |
4.00 |
260.880 |
23.996 |
9.20 |
|
32.78 |
| |  |
 |
 |
 |
S |
 |
AMP |
7.420 |
05:10 |
-3.33 |
6.832 |
8.61 |
8.196 |
-1.364 |
-16.65 |
|
-6.08 |
| |  |
 |
 |
 |
L |
 |
ASR |
278.498 |
09:04 |
2.40 |
269.930 |
3.17 |
248.618 |
21.311 |
8.57 |
|
23.04 |
| |  |
 |
 |
 |
L |
 |
Aviva |
3,363.189 |
09:24 |
2.12 |
3,410.645 |
-1.39 |
2,844.399 |
566.246 |
19.91 |
|
34.84 |
| |  |
 |
 |
 |
L |
 |
Axa |
167.547 |
13:25 |
2.48 |
156.660 |
6.95 |
147.722 |
8.937 |
6.05 |
|
14.93 |
| |  |
 |
 |
 |
L |
 |
Berkshire Hathaway |
1,607.028 |
15:27 |
3.44 |
1,582.448 |
1.55 |
1,505.715 |
76.733 |
5.10 |
|
13.50 |
| |  |
 |
 |
 |
|
 |
China Life |
33.060 |
07:00 |
-0.30 |
34.720 |
-4.78 |
42.640 |
-7.920 |
-18.57 |
|
0.29 |
| |  |
 |
 |
 |
|
 |
China Life Ins HK |
13.585 |
08:08 |
-0.37 |
13.952 |
-2.63 |
14.918 |
-0.967 |
-6.48 |
|
-6.97 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
43.560 |
07:00 |
-1.43 |
42.620 |
2.21 |
34.250 |
8.370 |
24.44 |
|
33.43 |
| |  |
 |
 |
 |
L |
 |
CNP Assurances |
119.008 |
09:17 |
1.54 |
113.663 |
4.70 |
101.177 |
12.486 |
12.34 |
|
33.49 |
| |  |
 |
 |
 |
L |
 |
Dai-ichi Life |
114.995 |
06:15 |
0.03 |
116.994 |
-1.71 |
103.654 |
13.340 |
12.87 |
|
24.37 |
| |  |
 |
 |
 |
L |
 |
Generali |
124.157 |
13:34 |
1.58 |
122.152 |
1.64 |
110.757 |
11.395 |
10.29 |
|
16.62 |
| |  |
 |
 |
 |
L |
 |
Gjensidige |
153.468 |
15:25 |
1.11 |
154.231 |
-0.49 |
141.341 |
12.890 |
9.12 |
|
13.37 |
| |  |
 |
 |
 |
|
 |
Glanbia |
84.186 |
15:00 |
-0.37 |
79.470 |
5.93 |
75.551 |
3.918 |
5.19 |
|
4.36 |
| |  |
 |
 |
 |
L |
 |
Hannover Rück |
1,124.838 |
09:10 |
2.00 |
1,109.117 |
1.42 |
1,121.587 |
-12.471 |
-1.11 |
|
1.07 |
| |  |
 |
 |
 |
L |
 |
Hanwha Life |
18.654 |
06:30 |
2.07 |
20.197 |
-7.64 |
12.733 |
7.464 |
58.62 |
|
105.43 |
| |  |
 |
 |
 |
L |
 |
Insurance Australia |
25.383 |
05:10 |
-0.60 |
25.178 |
0.81 |
24.589 |
0.589 |
2.40 |
|
-0.73 |
| |  |
 |
 |
 |
L |
 |
Legal & General |
2,427.855 |
09:55 |
2.89 |
2,417.845 |
0.41 |
2,279.200 |
138.645 |
6.08 |
|
26.07 |
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/23/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Lowe´s |
1,052.683 |
15:27 |
2.01 |
1,113.728 |
-5.48 |
1,008.030 |
105.698 |
10.49 |
|
21.30 |
| |  |
 |
 |
 |
L |
 |
Manulife Financial |
132.918 |
15:33 |
2.13 |
126.301 |
5.24 |
108.989 |
17.311 |
15.88 |
|
28.02 |
| |  |
 |
 |
 |
|
 |
Mapfre |
12.695 |
09:07 |
2.74 |
11.940 |
6.32 |
12.369 |
-0.429 |
-3.46 |
|
-4.12 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
14.380 |
05:10 |
1.44 |
14.585 |
-1.40 |
13.757 |
0.828 |
6.02 |
|
8.91 |
| |  |
 |
 |
 |
L |
 |
MetLife |
385.454 |
15:27 |
3.59 |
371.049 |
3.88 |
309.421 |
61.627 |
19.92 |
|
39.11 |
| |  |
 |
 |
 |
|
 |
Molina Healthcare |
1,442.950 |
15:29 |
3.05 |
1,449.248 |
-0.43 |
1,359.171 |
90.077 |
6.63 |
|
18.34 |
| |  |
 |
 |
 |
L |
 |
MS&AD Insurance |
188.839 |
06:15 |
2.33 |
192.714 |
-2.01 |
199.866 |
-7.152 |
-3.58 |
|
-1.07 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
1,932.111 |
12:55 |
1.15 |
1,870.013 |
3.32 |
1,831.926 |
38.087 |
2.08 |
|
8.10 |
| |  |
 |
 |
 |
|
 |
New China Life |
51.860 |
07:00 |
-0.44 |
52.390 |
-1.01 |
60.090 |
-7.700 |
-12.81 |
|
1.47 |
| |  |
 |
 |
 |
L |
 |
NN |
301.843 |
09:04 |
0.52 |
295.869 |
2.02 |
268.402 |
27.467 |
10.23 |
|
23.82 |
| |  |
 |
 |
 |
S |
 |
People's Insurance |
6.130 |
07:00 |
|
6.150 |
-0.33 |
6.670 |
-0.520 |
-7.80 |
|
-7.80 |
| |  |
 |
 |
 |
L |
 |
Phoenix |
6,521.276 |
09:55 |
0.93 |
6,460.934 |
0.93 |
6,871.775 |
-410.841 |
-5.98 |
|
10.98 |
| |  |
 |
 |
 |
L |
 |
Ping An |
79.759 |
08:08 |
0.42 |
78.634 |
1.43 |
75.143 |
3.491 |
4.65 |
|
6.40 |
| |  |
 |
 |
 |
|
 |
Ping An Ins |
84.840 |
07:00 |
-0.40 |
83.000 |
2.22 |
86.220 |
-3.220 |
-3.73 |
|
6.31 |
| |  |
 |
 |
 |
L |
 |
Prudential |
13,112.966 |
09:55 |
2.31 |
12,981.018 |
1.02 |
11,084.921 |
1,896.097 |
17.11 |
|
27.35 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
47.286 |
05:10 |
-0.54 |
48.566 |
-2.63 |
47.693 |
0.873 |
1.83 |
|
11.95 |
| |  |
 |
 |
 |
|
 |
RSA Insurance |
6,151.537 |
09:55 |
0.09 |
6,146.077 |
0.09 |
5,923.642 |
222.436 |
3.76 |
|
48.32 |
| |  |
 |
 |
 |
L |
 |
Sampo |
290.681 |
09:31 |
0.30 |
288.480 |
0.76 |
275.724 |
12.757 |
4.63 |
|
13.57 |
| |  |
 |
 |
 |
S |
 |
Samsung F&M Ins |
1,006.936 |
06:30 |
-1.42 |
1,018.576 |
-1.14 |
1,217.276 |
-198.700 |
-16.32 |
|
-4.35 |
| |  |
 |
 |
 |
L |
 |
Samsung Life |
436.533 |
06:30 |
-2.22 |
459.815 |
-5.06 |
442.110 |
17.704 |
4.00 |
|
40.56 |
| |  |
 |
 |
 |
L |
 |
Scor |
220.723 |
09:13 |
2.18 |
223.081 |
-1.06 |
225.719 |
-2.638 |
-1.17 |
|
15.78 |
| |  |
 |
 |
 |
|
 |
Sompo |
254.533 |
06:15 |
1.42 |
253.672 |
0.34 |
252.718 |
0.953 |
0.38 |
|
4.31 |
| |  |
 |
 |
 |
L |
 |
Standard Life Aberdn |
2,885.581 |
09:55 |
2.03 |
2,968.390 |
-2.79 |
2,359.818 |
608.572 |
25.79 |
|
34.70 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
58.184 |
15:25 |
2.94 |
55.453 |
4.92 |
45.828 |
9.624 |
21.00 |
|
44.77 |
| |  |
 |
 |
 |
L |
 |
Sun Life Financial |
320.010 |
15:34 |
1.86 |
324.627 |
-1.42 |
297.499 |
27.127 |
9.12 |
|
20.61 |
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/23/20 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Swiss Life |
3,319.712 |
13:15 |
1.70 |
3,234.554 |
2.63 |
2,933.160 |
301.394 |
10.28 |
|
21.02 |
| |  |
 |
 |
 |
L |
 |
Swiss Re |
631.323 |
13:15 |
2.39 |
602.311 |
4.82 |
603.208 |
-0.896 |
-0.15 |
|
9.84 |
| |  |
 |
 |
 |
L |
 |
Talanx |
276.218 |
09:10 |
1.97 |
268.986 |
2.69 |
239.739 |
29.247 |
12.20 |
|
8.94 |
| |  |
 |
 |
 |
L |
 |
Travelers Companies |
961.665 |
15:09 |
2.32 |
955.205 |
0.68 |
883.133 |
72.072 |
8.16 |
|
19.23 |
| |  |
 |
 |
 |
|
 |
Tryg |
194.813 |
15:59 |
-5.00 |
209.401 |
-6.97 |
186.184 |
23.217 |
12.47 |
|
5.47 |
| |  |
 |
 |
 |
L |
 |
Uniqa |
51.015 |
15:22 |
1.09 |
50.622 |
0.78 |
48.680 |
1.942 |
3.99 |
|
5.65 |
| |  |
 |
 |
 |
|
 |
UnitedHealth |
2,184.499 |
15:28 |
1.79 |
2,116.477 |
3.21 |
2,197.896 |
-81.418 |
-3.70 |
|
2.03 |
| |  |
 |
 |
 |
L |
 |
Vienna Insurance |
176.861 |
15:06 |
1.12 |
174.896 |
1.12 |
153.595 |
21.301 |
13.87 |
|
13.98 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
2,730.102 |
13:15 |
1.83 |
2,706.287 |
0.88 |
2,702.543 |
3.744 |
0.14 |
|
9.63 |
| |  |
 |
 |
 |
S |
 |
DFV |
123.583 |
08:50 |
0.78 |
125.344 |
-1.40 |
151.866 |
-26.522 |
-17.46 |
|
-17.48 |
Insurances - 59 out of 59 instruments rated - 2/22/21 / 11/23/20 - 44 did rise, Market-Ratio(13) in CNY = 74.58 % |
Technical Chart
Transactions Insurances in Renminbi yuán * 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 | |
1/02/06 |
8/07/06 |
217 |
|
- cash - |
short |
8/07/06 |
8/21/06 |
14 |
 |
 |
 |
Glanbia |
100 |
457 |
|
21.878 |
23.188 |
20.569 |
-1.309 |
-6 |
9,402 |
-80 |
|
long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
687 |
|
13.680 |
35.036 |
|
21.357 |
156 |
24,074 |
98 |
|
short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
373 |
|
64.497 |
59.705 |
69.674 |
5.177 |
8 |
26,005 |
31 |
|
long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
472 |
|
54.979 |
52.236 |
|
-2.743 |
-5 |
24,710 |
-23 |
|
short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
6 |
|
3,631.222 |
172.360 |
76,501.191 |
72,869.969 |
2,007 |
461,930 |
19,879 |
|
long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
5,346 |
|
86.398 |
136.699 |
|
50.301 |
58 |
730,839 |
39 |
|
short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
7,462 |
|
97.941 |
91.359 |
104.996 |
7.056 |
7 |
783,488 |
44 |
|
long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
5,029 |
|
155.786 |
175.485 |
|
19.699 |
13 |
882,555 |
16 |
|
short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
14,744 |
|
59.855 |
31.764 |
112.790 |
52.935 |
88 |
1,663,030 |
422 |
|
long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
41,530 |
|
40.044 |
127.510 |
|
87.467 |
218 |
5,295,520 |
36 |
|
short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD Holdings |
100 |
131,847 |
|
40.164 |
45.536 |
34.792 |
-5.372 |
-13 |
4,587,255 |
-44 |
|
long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
20,754 |
|
221.024 |
221.905 |
|
0.881 |
0 |
4,605,533 |
2 |
|
short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
128,726 |
|
35.778 |
33.179 |
38.580 |
2.802 |
8 |
4,966,219 |
39 |
|
long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
323,490 |
|
15.352 |
14.430 |
|
-0.922 |
-6 |
4,667,913 |
-28 |
|
short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
201,205 |
|
23.200 |
24.316 |
22.084 |
-1.116 |
-5 |
4,443,349 |
-35 |
|
long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
23,042 |
|
192.833 |
170.449 |
|
-22.384 |
-12 |
3,927,576 |
-5 |
|
short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
336,136 |
|
11.684 |
11.307 |
12.074 |
0.390 |
3 |
4,058,648 |
33 |
|
long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
4,422 |
|
917.729 |
885.791 |
|
-31.939 |
-3 |
3,917,415 |
-3 |
|
short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
415,615,302 |
|
0.009 |
0.010 |
0.009 |
-0.000 |
-5 |
3,740,538 |
-16 |
|
long |
6/08/20 |
3/01/21 |
266 |
 |
 |
 |
DFV |
100 |
26,620 |
|
140.512 |
123.583 |
|
-16.929 |
-12 |
3,289,889 |
-16 |
|
accum | 8/07/06 |
3/01/21 | 5320 |
days out of 5537 invested (96%) |
32,799 |
3,289,889 |
49 |
|
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 | 3,631.22 | 172.36 | 76,501.19 | 72,869.97 | 2,006.76 | | | 2,006.76 |
Glanbia | short | 8/07/06 | 8/21/06 | 14 | 21.88 | 23.19 | 20.57 | -1.31 | -5.99 | | | |
| long | 4/21/08 | 6/30/08 | 70 | 54.98 | 52.24 | | -2.74 | -4.99 | | | |
| long | 11/07/11 | 8/24/15 | 1386 | 40.04 | 127.51 | | 87.47 | 218.43 | | | 184.43 |
China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 13.68 | 35.04 | | 21.36 | 156.12 | | | 156.12 |
UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 97.94 | 91.36 | 105.00 | 7.06 | 7.20 | | | |
| short | 6/20/11 | 11/07/11 | 140 | 59.85 | 31.76 | 112.79 | 52.94 | 88.44 | | | 102.01 |
Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 86.40 | 136.70 | | 50.30 | 58.22 | | | |
| long | 8/23/10 | 6/20/11 | 301 | 155.79 | 175.49 | | 19.70 | 12.65 | | | |
| long | 8/08/16 | 12/17/18 | 861 | 192.83 | 170.45 | | -22.38 | -11.61 | | | 57.54 |
Storebrand | short | 1/07/08 | 4/21/08 | 105 | 64.50 | 59.71 | 69.67 | 5.18 | 8.03 | | | 8.03 |
AMP | short | 12/17/18 | 1/28/19 | 42 | 11.68 | 11.31 | 12.07 | 0.39 | 3.34 | | | 3.34 |
Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 35.78 | 33.18 | 38.58 | 2.80 | 7.83 | | | |
| short | 6/27/16 | 8/08/16 | 42 | 23.20 | 24.32 | 22.08 | -1.12 | -4.81 | | | 2.64 |
NN | long | 11/23/15 | 1/25/16 | 63 | 221.02 | 221.90 | | 0.88 | 0.40 | | | 0.40 |
Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 917.73 | 885.79 | | -31.94 | -3.48 | | | -3.48 |
Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.01 | 0.01 | 0.01 | -0.00 | -4.52 | | | -4.52 |
Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 15.35 | 14.43 | | -0.92 | -6.01 | | | -6.01 |
DFV | long | 6/08/20 | 3/01/21 | 266 | 140.51 | 123.58 | | -16.93 | -12.05 | | | -12.05 |
FBD Holdings | short | 8/24/15 | 11/23/15 | 91 | 40.16 | 45.54 | 34.79 | -5.37 | -13.37 | | | -13.37 |
Annotations
8/14/17 | Standard Life | | | merger with Aberdeen Asset Management completed |
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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