| |
| |
Assessment - Insurances - 4/15/24 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/15/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SOM Insurances |
328.195 |
Wed |
0.11 |
332.748 |
-1.37 |
308.906 |
23.842 |
7.72 |
USD |
7.99 |
| | |
|
|
|
L |
|
MS&AD Insurance |
2,605.500 |
Wed |
-2.36 |
2,791.000 |
-6.65 |
1,966.670 |
824.330 |
41.92 |
JPY |
50.81 |
| | |
|
|
|
L |
|
Sompo |
3,017.000 |
Wed |
-1.69 |
3,187.000 |
-5.33 |
2,484.670 |
702.330 |
28.27 |
JPY |
41.11 |
| | |
|
|
|
|
|
Quálitas |
191.170 |
Tue |
1.26 |
188.790 |
1.26 |
163.040 |
25.750 |
15.79 |
MXN |
31.12 |
| | |
|
|
|
L |
|
NN |
42.230 |
Wed |
-0.38 |
43.430 |
-2.76 |
37.280 |
6.150 |
16.50 |
EUR |
24.13 |
| | |
|
|
|
L |
|
Dai-ichi Life |
3,464.000 |
Wed |
-1.70 |
3,652.000 |
-5.15 |
3,146.000 |
506.000 |
16.08 |
JPY |
23.59 |
| | |
|
|
|
|
|
Travelers Companies |
223.120 |
Tue |
0.93 |
221.060 |
0.93 |
195.560 |
25.500 |
13.04 |
USD |
21.44 |
| | |
|
|
|
L |
|
Beazley |
651.500 |
Wed |
0.62 |
673.500 |
-3.27 |
511.500 |
162.000 |
31.67 |
GBP |
18.73 |
| | |
|
|
|
|
|
Talanx |
68.450 |
Wed |
-0.07 |
69.400 |
-1.37 |
65.500 |
3.900 |
5.95 |
EUR |
17.59 |
| | |
|
|
|
|
|
AIG |
73.810 |
Tue |
1.04 |
73.050 |
1.04 |
67.500 |
5.550 |
8.22 |
USD |
17.42 |
| | |
|
|
|
|
|
Manulife Financial |
31.470 |
Tue |
-0.66 |
31.680 |
-0.66 |
28.620 |
3.060 |
10.69 |
CAD |
17.07 |
| | |
|
|
|
L |
|
Axa |
33.460 |
Wed |
0.72 |
33.820 |
-1.06 |
29.420 |
4.400 |
14.96 |
EUR |
17.01 |
| | |
|
|
|
L |
|
Aegon |
5.560 |
Wed |
0.54 |
5.650 |
-1.59 |
5.342 |
0.308 |
5.77 |
EUR |
16.80 |
| | |
|
|
|
L |
|
Glanbia |
17.530 |
Wed |
0.46 |
17.520 |
0.06 |
15.320 |
2.200 |
14.36 |
EUR |
16.78 |
| | |
|
|
|
L |
|
Generali |
22.470 |
Wed |
0.49 |
22.660 |
-0.84 |
19.800 |
2.860 |
14.44 |
EUR |
16.22 |
| | |
|
|
|
L |
|
Allianz |
261.400 |
Wed |
0.93 |
264.000 |
-0.98 |
241.800 |
22.200 |
9.18 |
EUR |
15.10 |
| | |
|
|
|
L |
|
Mapfre |
2.194 |
Wed |
1.11 |
2.240 |
-2.05 |
2.020 |
0.220 |
10.89 |
EUR |
14.76 |
| | |
|
|
|
|
|
Münchener Rück |
409.100 |
Wed |
-0.46 |
419.200 |
-2.41 |
385.000 |
34.200 |
8.88 |
EUR |
13.52 |
| | |
|
|
|
|
|
Samsung F&M Ins |
277,000.000 |
Wed |
-1.77 |
289,500.000 |
-4.32 |
257,000.000 |
32,500.000 |
12.65 |
KRW |
13.43 |
| | |
|
|
|
L |
|
QBE Insurance |
17.530 |
Wed |
1.39 |
17.600 |
-0.40 |
15.020 |
2.580 |
17.18 |
AUD |
13.34 |
| | |
|
|
|
|
|
Samsung Life |
78,000.000 |
Wed |
-1.64 |
81,300.000 |
-4.06 |
63,500.000 |
17,800.000 |
28.03 |
KRW |
13.19 |
| | |
|
|
|
L |
|
Ageas |
42.780 |
Wed |
-0.51 |
43.820 |
-2.37 |
39.470 |
4.350 |
11.02 |
EUR |
12.81 |
| | |
|
|
|
|
|
Swiss Re |
98.040 |
Wed |
0.20 |
107.400 |
-8.72 |
98.420 |
8.980 |
9.12 |
CHF |
12.78 |
| | |
|
|
|
L |
|
Insurance Australia |
6.420 |
Wed |
1.42 |
6.400 |
0.31 |
5.670 |
0.730 |
12.87 |
AUD |
12.01 |
| | |
|
|
|
L |
|
Vienna Insurance |
29.000 |
Wed |
1.05 |
28.850 |
0.52 |
26.550 |
2.300 |
8.66 |
EUR |
11.94 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/15/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Berkshire Hathaway |
396.920 |
Tue |
-0.83 |
400.260 |
-0.83 |
363.620 |
36.640 |
10.08 |
USD |
11.91 |
| | |
|
|
|
|
|
Admiral Group |
2,689.000 |
Wed |
-0.11 |
2,711.000 |
-0.81 |
2,625.000 |
86.000 |
3.28 |
GBP |
11.73 |
| | |
|
|
|
|
|
Hannover Rück |
228.700 |
Wed |
-0.52 |
233.200 |
-1.93 |
224.300 |
8.900 |
3.97 |
EUR |
11.68 |
| | |
|
|
|
L |
|
Aviva |
455.500 |
Wed |
0.69 |
462.500 |
-1.51 |
432.500 |
30.000 |
6.94 |
GBP |
11.55 |
| | |
|
|
|
L |
|
ASR |
44.950 |
Wed |
0.81 |
45.170 |
-0.49 |
42.570 |
2.600 |
6.11 |
EUR |
11.48 |
| | |
|
|
|
L |
|
Hiscox |
1,150.000 |
Wed |
-1.63 |
1,192.000 |
-3.52 |
1,059.000 |
133.000 |
12.56 |
GBP |
11.48 |
| | |
|
|
|
|
|
MetLife |
68.930 |
Tue |
-0.73 |
69.440 |
-0.73 |
68.830 |
0.610 |
0.89 |
USD |
11.09 |
| | |
|
|
|
L |
|
FBD |
13.950 |
Wed |
2.95 |
13.650 |
2.20 |
11.650 |
2.000 |
17.17 |
EUR |
10.68 |
| | |
|
|
|
|
|
SBI Life |
1,462.750 |
Tue |
-0.28 |
1,466.900 |
-0.28 |
1,430.050 |
36.850 |
2.58 |
INR |
9.67 |
| | |
|
|
|
|
|
Scor |
29.280 |
Wed |
-0.34 |
29.900 |
-2.07 |
27.680 |
2.220 |
8.02 |
EUR |
9.37 |
| | |
|
|
|
|
|
Swiss Life |
611.600 |
Wed |
-0.23 |
623.600 |
-1.92 |
593.000 |
30.600 |
5.16 |
CHF |
8.82 |
| | |
|
|
|
|
|
Molina Healthcare |
357.390 |
Tue |
-0.96 |
360.850 |
-0.96 |
380.480 |
-19.630 |
-5.16 |
USD |
7.74 |
| | |
|
|
|
L |
|
Legal & General |
243.000 |
Wed |
-0.12 |
249.600 |
-2.64 |
252.500 |
-2.900 |
-1.15 |
GBP |
7.03 |
| | |
|
|
|
|
|
Storebrand |
95.000 |
Wed |
0.74 |
94.650 |
0.37 |
94.540 |
0.110 |
0.12 |
NOK |
6.97 |
| | |
|
|
|
|
|
Lowe´s |
228.350 |
Tue |
-0.72 |
230.010 |
-0.72 |
218.910 |
11.100 |
5.07 |
USD |
6.24 |
| | |
|
|
|
L |
|
Uniqa |
8.110 |
Wed |
0.87 |
8.090 |
0.25 |
7.520 |
0.570 |
7.58 |
EUR |
5.20 |
| | |
|
|
|
|
|
Zurich Insurance |
445.700 |
Wed |
0.02 |
453.700 |
-1.76 |
439.000 |
14.700 |
3.35 |
CHF |
4.54 |
| | |
|
|
|
|
|
Medibank Private |
3.690 |
Wed |
1.37 |
3.710 |
-0.54 |
3.810 |
-0.100 |
-2.62 |
AUD |
3.81 |
| | |
|
|
|
|
|
Sun Life Financial |
69.530 |
Tue |
-0.60 |
69.950 |
-0.60 |
68.340 |
1.610 |
2.36 |
CAD |
2.62 |
| | |
|
|
|
S |
|
HDFC Life |
604.600 |
Tue |
-1.36 |
612.950 |
-1.36 |
614.450 |
-1.500 |
-0.24 |
INR |
-0.64 |
| | |
|
|
|
L |
|
Phoenix |
476.000 |
Wed |
-1.82 |
508.500 |
-6.39 |
513.200 |
-4.700 |
-0.92 |
GBP |
-1.70 |
| | |
|
|
|
L |
|
Sampo |
39.570 |
Wed |
0.41 |
39.470 |
0.25 |
38.970 |
0.500 |
1.28 |
EUR |
-2.39 |
| | |
|
|
|
|
|
Tryg |
138.900 |
Wed |
-0.07 |
138.300 |
0.43 |
145.050 |
-6.750 |
-4.65 |
DKK |
-3.51 |
| | |
|
|
|
|
|
China Pacific Ins |
23.520 |
Wed |
0.77 |
23.630 |
-0.47 |
22.050 |
1.580 |
7.17 |
CNY |
-11.07 |
| | |
|
|
|
S |
|
UnitedHealth |
468.890 |
Tue |
5.22 |
445.630 |
5.22 |
521.510 |
-75.880 |
-14.55 |
USD |
-11.57 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/15/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Ping An Ins |
38.950 |
Wed |
1.75 |
38.360 |
1.54 |
38.170 |
0.190 |
0.50 |
CNY |
-14.91 |
| | |
|
|
|
|
|
China Life |
27.560 |
Wed |
1.58 |
27.520 |
0.15 |
25.870 |
1.650 |
6.38 |
CNY |
-15.96 |
| | |
|
|
|
L |
|
China Life Ins HK |
8.840 |
Wed |
0.80 |
8.920 |
-0.90 |
9.090 |
-0.170 |
-1.87 |
HKD |
-20.25 |
| | |
|
|
|
S |
|
DFV |
5.500 |
Wed |
-0.90 |
5.500 |
|
6.540 |
-1.040 |
-15.90 |
EUR |
-20.56 |
| | |
|
|
|
S |
|
Prudential |
692.200 |
Wed |
0.70 |
709.600 |
-2.45 |
815.800 |
-106.200 |
-13.02 |
GBP |
-23.25 |
| | |
|
|
|
|
|
Ping An |
30.000 |
Wed |
0.33 |
30.350 |
-1.15 |
32.700 |
-2.350 |
-7.19 |
HKD |
-26.70 |
| | |
|
|
|
S |
|
AIA |
46.850 |
Wed |
1.85 |
47.250 |
-0.85 |
64.800 |
-17.550 |
-27.08 |
HKD |
-31.37 |
| | |
|
|
|
|
|
Mandatum |
4.294 |
Wed |
-1.78 |
4.445 |
-3.40 |
4.153 |
0.292 |
7.03 |
EUR |
-na- |
Insurances - 57 out of 57 instruments rated - 4/15/24 / 1/15/24 - 45 did rise, Market-Ratio(13) = 78.95 % |
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 |
4/16/24 |
582 |
|
|
|
Molina Healthcare |
100 |
4,505 |
USD |
349.360 |
357.390 |
|
8.030 |
2 |
1,610,360 |
1 |
|
accum | 8/07/06 |
4/16/24 | 6464 |
days out of 6681 invested (97%) |
16,004 |
1,610,360 |
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 |
Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| long | 9/12/22 | 4/16/24 | 582 | 349.36 | 357.39 | | 8.03 | 2.30 | | | -4.32 |
NN | long | 11/23/15 | 1/25/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
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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