| |
| |
Assessment - Insurances - 16/05/22 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/22 |
⇓ Δwk |
14/02/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Insurances |
268.851 |
Fri |
0.41 |
271.568 |
-1.00 |
299.790 |
-28.222 |
-9.41 |
USD |
-3.90 |
| |  |
 |
 |
 |
|
 |
CNP Assurances |
20.920 |
Fri |
|
20.920 |
|
21.830 |
-0.910 |
-4.17 |
EUR |
18.90 |
| |  |
 |
 |
 |
|
 |
Aegon |
4.780 |
Fri |
1.08 |
4.874 |
-1.93 |
4.805 |
0.069 |
1.44 |
EUR |
15.13 |
| |  |
 |
 |
 |
|
 |
ASR |
44.080 |
Fri |
1.17 |
43.740 |
0.78 |
42.000 |
1.740 |
4.14 |
EUR |
13.36 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
432.200 |
Fri |
-0.39 |
455.100 |
-5.03 |
443.000 |
12.100 |
2.73 |
CHF |
13.19 |
| |  |
 |
 |
 |
|
 |
FBD |
9.060 |
Fri |
-2.58 |
9.480 |
-4.43 |
10.900 |
-1.420 |
-13.03 |
EUR |
10.77 |
| |  |
 |
 |
 |
|
 |
QBE Insurance |
12.470 |
Fri |
-0.16 |
12.660 |
-1.50 |
12.700 |
-0.040 |
-0.31 |
AUD |
10.07 |
| |  |
 |
 |
 |
|
 |
UnitedHealth |
485.730 |
Fri |
1.50 |
489.220 |
-0.71 |
474.400 |
14.820 |
3.12 |
USD |
9.47 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
168.240 |
Fri |
-0.63 |
174.500 |
-3.59 |
170.770 |
3.730 |
2.18 |
USD |
8.31 |
| |  |
 |
 |
 |
L |
 |
Sampo |
41.760 |
Fri |
-0.95 |
46.300 |
-9.81 |
44.300 |
2.000 |
4.51 |
EUR |
8.02 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
2,484.000 |
Fri |
-0.12 |
2,524.000 |
-1.58 |
2,698.000 |
-174.000 |
-6.45 |
JPY |
7.58 |
| |  |
 |
 |
 |
|
 |
Molina Healthcare |
309.530 |
Fri |
0.07 |
303.580 |
1.96 |
307.510 |
-3.930 |
-1.28 |
USD |
6.53 |
| |  |
 |
 |
 |
|
 |
AIG |
55.620 |
Fri |
-3.94 |
58.640 |
-5.15 |
58.990 |
-0.350 |
-0.59 |
USD |
5.57 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
537.800 |
Fri |
0.67 |
543.000 |
-0.96 |
591.800 |
-48.800 |
-8.25 |
CHF |
5.41 |
| |  |
 |
 |
 |
|
 |
NN |
46.690 |
Fri |
0.95 |
46.740 |
-0.11 |
50.440 |
-3.700 |
-7.34 |
EUR |
4.63 |
| |  |
 |
 |
 |
|
 |
Quálitas |
102.520 |
Fri |
-0.17 |
106.180 |
-3.45 |
111.890 |
-5.710 |
-5.10 |
MXN |
4.33 |
| |  |
 |
 |
 |
|
 |
Scor |
25.400 |
Fri |
-1.40 |
27.770 |
-8.53 |
30.330 |
-2.560 |
-8.44 |
EUR |
4.05 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
304.050 |
Fri |
-0.03 |
309.290 |
-1.69 |
314.030 |
-4.740 |
-1.51 |
USD |
3.92 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,748.000 |
Fri |
0.59 |
3,786.000 |
-1.00 |
4,169.000 |
-383.000 |
-9.19 |
JPY |
3.86 |
| |  |
 |
 |
 |
|
 |
Sompo |
5,069.000 |
Fri |
1.75 |
5,007.000 |
1.24 |
5,589.000 |
-582.000 |
-10.41 |
JPY |
2.70 |
| |  |
 |
 |
 |
|
 |
Tryg |
157.650 |
Fri |
2.01 |
157.950 |
-0.19 |
152.000 |
5.950 |
3.91 |
DKK |
1.26 |
| |  |
 |
 |
 |
|
 |
Allstate |
123.030 |
Fri |
-2.19 |
127.250 |
-3.32 |
124.800 |
2.450 |
1.96 |
USD |
0.10 |
| |  |
 |
 |
 |
S |
 |
MetLife |
62.050 |
Fri |
-0.54 |
63.620 |
-2.47 |
70.130 |
-6.510 |
-9.28 |
USD |
-0.26 |
| |  |
 |
 |
 |
L |
 |
Ageas |
43.740 |
Fri |
-0.09 |
44.490 |
-1.69 |
44.240 |
0.250 |
0.57 |
EUR |
-0.64 |
| |  |
 |
 |
 |
S |
 |
Generali |
17.995 |
Fri |
-0.58 |
17.815 |
1.01 |
18.355 |
-0.540 |
-2.94 |
EUR |
-0.71 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/22 |
⇓ Δwk |
14/02/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Talanx |
37.800 |
Fri |
0.05 |
38.300 |
-1.31 |
42.080 |
-3.780 |
-8.98 |
EUR |
-0.71 |
| |  |
 |
 |
 |
L |
 |
Insurance Australia |
4.560 |
Fri |
-0.22 |
4.680 |
-2.56 |
4.720 |
-0.040 |
-0.85 |
AUD |
-0.88 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
3.230 |
Fri |
0.94 |
3.220 |
0.31 |
3.180 |
0.040 |
1.26 |
AUD |
-2.15 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.310 |
Fri |
|
7.420 |
-1.48 |
7.930 |
-0.510 |
-6.43 |
EUR |
-2.29 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
23.350 |
Fri |
0.65 |
23.650 |
-1.27 |
25.600 |
-1.950 |
-7.62 |
EUR |
-2.76 |
| |  |
 |
 |
 |
S |
 |
Storebrand |
82.100 |
Fri |
0.39 |
81.640 |
0.56 |
91.720 |
-10.080 |
-10.99 |
NOK |
-2.87 |
| |  |
 |
 |
 |
S |
 |
Gjensidige |
200.000 |
Fri |
0.96 |
200.000 |
|
212.400 |
-12.400 |
-5.84 |
NOK |
-2.94 |
| |  |
 |
 |
 |
|
 |
Phoenix |
626.200 |
Fri |
0.93 |
633.800 |
-1.20 |
657.200 |
-23.400 |
-3.56 |
GBP |
-3.12 |
| |  |
 |
 |
 |
L |
 |
DFV |
11.740 |
Fri |
0.69 |
11.500 |
2.09 |
11.860 |
-0.360 |
-3.04 |
EUR |
-3.40 |
| |  |
 |
 |
 |
S |
 |
Aviva |
412.100 |
Fri |
0.78 |
394.650 |
4.42 |
431.000 |
-36.350 |
-8.43 |
GBP |
-3.86 |
| |  |
 |
 |
 |
S |
 |
Allianz |
195.580 |
Fri |
0.40 |
198.820 |
-1.63 |
223.100 |
-24.280 |
-10.88 |
EUR |
-3.90 |
| |  |
 |
 |
 |
S |
 |
Samsung F&M Ins |
199,500.000 |
Fri |
0.50 |
204,500.000 |
-2.44 |
212,500.000 |
-8,000.000 |
-3.76 |
KRW |
-4.76 |
| |  |
 |
 |
 |
S |
 |
Mapfre |
1.773 |
Fri |
-0.11 |
1.734 |
2.25 |
1.943 |
-0.209 |
-10.76 |
EUR |
-5.37 |
| |  |
 |
 |
 |
S |
 |
Axa |
23.120 |
Fri |
0.33 |
23.040 |
0.35 |
27.575 |
-4.535 |
-16.45 |
EUR |
-5.44 |
| |  |
 |
 |
 |
S |
 |
Swiss Re |
78.960 |
Fri |
-0.10 |
81.500 |
-3.12 |
98.060 |
-16.560 |
-16.89 |
CHF |
-5.46 |
| |  |
 |
 |
 |
S |
 |
Hannover Rück |
139.050 |
Fri |
-3.07 |
145.050 |
-4.14 |
171.700 |
-26.650 |
-15.52 |
EUR |
-5.62 |
| |  |
 |
 |
 |
L |
 |
Samsung Life |
66,900.000 |
Fri |
1.83 |
65,200.000 |
2.61 |
62,700.000 |
2,500.000 |
3.99 |
KRW |
-6.08 |
| |  |
 |
 |
 |
|
 |
Glanbia |
11.080 |
Fri |
0.09 |
11.990 |
-7.59 |
12.440 |
-0.450 |
-3.62 |
EUR |
-6.67 |
| |  |
 |
 |
 |
S |
 |
Münchener Rück |
221.400 |
Fri |
-0.63 |
226.400 |
-2.21 |
262.600 |
-36.200 |
-13.79 |
EUR |
-6.93 |
| |  |
 |
 |
 |
L |
 |
People's Insurance |
4.660 |
Fri |
1.53 |
4.650 |
0.22 |
4.740 |
-0.090 |
-1.90 |
CNY |
-7.01 |
| |  |
 |
 |
 |
|
 |
Legal & General |
250.900 |
Fri |
1.70 |
252.300 |
-0.55 |
272.000 |
-19.700 |
-7.24 |
GBP |
-8.42 |
| |  |
 |
 |
 |
S |
 |
Lowe´s |
184.690 |
Fri |
-1.69 |
194.730 |
-5.16 |
225.910 |
-31.180 |
-13.80 |
USD |
-8.92 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
61.560 |
Fri |
-0.34 |
60.930 |
1.03 |
68.330 |
-7.400 |
-10.83 |
CAD |
-9.42 |
| |  |
 |
 |
 |
S |
 |
Manulife Financial |
22.430 |
Fri |
-0.88 |
22.500 |
-0.31 |
27.050 |
-4.550 |
-16.82 |
CAD |
-9.91 |
| |  |
 |
 |
 |
S |
 |
AIA |
80.850 |
Fri |
4.19 |
74.050 |
9.18 |
87.200 |
-13.150 |
-15.08 |
HKD |
-14.48 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/22 |
⇓ Δwk |
14/02/22 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
China Life |
24.920 |
Fri |
1.63 |
25.060 |
-0.56 |
30.800 |
-5.740 |
-18.64 |
CNY |
-15.33 |
| |  |
 |
 |
 |
S |
 |
China Life Ins HK |
11.560 |
Fri |
2.12 |
11.060 |
4.52 |
14.480 |
-3.420 |
-23.62 |
HKD |
-17.24 |
| |  |
 |
 |
 |
S |
 |
Ping An Ins |
44.310 |
Fri |
2.36 |
43.360 |
2.19 |
53.900 |
-10.540 |
-19.55 |
CNY |
-17.48 |
| |  |
 |
 |
 |
S |
 |
Hanwha Life |
2,410.000 |
Fri |
0.84 |
2,550.000 |
-5.49 |
3,105.000 |
-555.000 |
-17.87 |
KRW |
-22.23 |
| |  |
 |
 |
 |
S |
 |
China Pacific Ins |
21.150 |
Fri |
3.07 |
20.710 |
2.12 |
27.920 |
-7.210 |
-25.82 |
CNY |
-23.21 |
| |  |
 |
 |
 |
S |
 |
Admiral Group |
2,174.000 |
Fri |
1.26 |
2,285.000 |
-4.86 |
3,030.000 |
-745.000 |
-24.59 |
GBP |
-23.89 |
| |  |
 |
 |
 |
S |
 |
Ping An |
48.500 |
Fri |
3.19 |
46.550 |
4.19 |
66.650 |
-20.100 |
-30.16 |
HKD |
-24.03 |
| |  |
 |
 |
 |
S |
 |
Prudential |
1,006.000 |
Fri |
2.95 |
965.600 |
4.18 |
1,177.000 |
-211.400 |
-17.96 |
GBP |
-25.18 |
| |  |
 |
 |
 |
S |
 |
New China Life |
28.210 |
Fri |
2.03 |
27.980 |
0.82 |
39.790 |
-11.810 |
-29.68 |
CNY |
-29.41 |
Insurances - 58 out of 58 instruments rated - 16/05/22 / 14/02/22 - 11 did rise, Market-Ratio(13) = 18.97 % |
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 | |
2/01/06 |
7/08/06 |
217 |
|
- cash - |
short |
7/08/06 |
21/08/06 |
14 |
 |
 |
 |
Glanbia |
100 |
4,694 |
EUR |
2.130 |
2.267 |
1.993 |
-0.137 |
-6 |
9,357 |
-82 |
|
long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
701 |
HKD |
13.330 |
37.600 |
|
24.270 |
182 |
26,370 |
112 |
|
short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
556 |
NOK |
47.400 |
42.950 |
52.311 |
4.911 |
10 |
29,101 |
41 |
|
long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
5,855 |
EUR |
4.970 |
4.820 |
|
-0.150 |
-3 |
28,223 |
-15 |
|
short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
53 |
USD |
529.200 |
25.200 |
11,113.200 |
10,584.000 |
2,000 |
589,175 |
19,767 |
|
long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
64,390 |
GBP |
9.150 |
13.750 |
|
4.600 |
50 |
885,369 |
34 |
|
short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
74,809 |
EUR |
11.835 |
10.585 |
13.233 |
1.398 |
12 |
989,922 |
79 |
|
long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
67,022 |
GBP |
14.770 |
16.750 |
|
1.980 |
13 |
1,122,625 |
16 |
|
short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
173,646 |
EUR |
6.465 |
3.629 |
11.517 |
5.052 |
78 |
1,999,937 |
351 |
|
long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
437,144 |
EUR |
4.575 |
17.150 |
|
12.575 |
275 |
7,497,023 |
42 |
|
short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
1,387,823 |
EUR |
5.402 |
6.706 |
4.098 |
-1.304 |
-24 |
5,687,301 |
-67 |
|
long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
174,725 |
EUR |
32.550 |
31.080 |
|
-1.470 |
-5 |
5,430,456 |
-23 |
|
short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
1,083,706 |
EUR |
5.011 |
4.530 |
5.543 |
0.532 |
11 |
6,007,096 |
55 |
|
long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,963,103 |
AUD |
3.060 |
2.940 |
|
-0.120 |
-4 |
5,771,523 |
-19 |
|
short |
27/06/16 |
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 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
248,950 |
GBP |
22.200 |
19.595 |
|
-2.605 |
-12 |
4,878,189 |
-5 |
|
short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
2,067,029 |
AUD |
2.360 |
2.340 |
2.380 |
0.020 |
1 |
4,919,943 |
8 |
|
long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
36,141 |
USD |
136.130 |
127.320 |
|
-8.810 |
-6 |
4,601,541 |
-6 |
|
short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2,858,100 |
KRW |
1.610 |
1.670 |
1.550 |
-0.060 |
-4 |
4,430,055 |
-13 |
|
long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
251,621 |
EUR |
17.606 |
11.640 |
|
-5.966 |
-34 |
2,928,884 |
-19 |
|
short |
9/05/22 |
20/05/22 |
11 |
 |
 |
 |
Prudential |
100 |
332,449 |
GBP |
8.810 |
10.060 |
7.560 |
-1.250 |
-14 |
2,513,323 |
-99 |
|
accum | 7/08/06 |
20/05/22 | 5766 |
days out of 5983 invested (96%) |
25,033 |
2,513,323 |
42 |
|
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 | 529.20 | 25.20 | 11,113.20 | 10,584.00 | 2,000.00 | | | 2,000.00 |
Glanbia | short | 7/08/06 | 21/08/06 | 14 | 2.13 | 2.27 | 1.99 | -0.14 | -6.43 | | | |
| long | 21/04/08 | 30/06/08 | 70 | 4.97 | 4.82 | | -0.15 | -3.02 | | | |
| long | 7/11/11 | 24/08/15 | 1386 | 4.58 | 17.15 | | 12.58 | 274.86 | | | 240.17 |
China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 13.33 | 37.60 | | 24.27 | 182.07 | | | 182.07 |
UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 11.84 | 10.59 | 13.23 | 1.40 | 11.81 | | | |
| short | 20/06/11 | 7/11/11 | 140 | 6.47 | 3.63 | 11.52 | 5.05 | 78.15 | | | 99.19 |
Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 9.15 | 13.75 | | 4.60 | 50.27 | | | |
| long | 23/08/10 | 20/06/11 | 301 | 14.77 | 16.75 | | 1.98 | 13.41 | | | |
| long | 8/08/16 | 17/12/18 | 861 | 22.20 | 19.60 | | -2.61 | -11.73 | | | 50.42 |
Storebrand | short | 7/01/08 | 21/04/08 | 105 | 47.40 | 42.95 | 52.31 | 4.91 | 10.36 | | | 10.36 |
Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 5.01 | 4.53 | 5.54 | 0.53 | 10.62 | | | |
| short | 27/06/16 | 8/08/16 | 42 | 3.16 | 3.29 | 3.03 | -0.13 | -4.24 | | | 5.93 |
AMP | short | 17/12/18 | 28/01/19 | 42 | 2.36 | 2.34 | 2.38 | 0.02 | 0.86 | | | 0.86 |
Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 1.61 | 1.67 | 1.55 | -0.06 | -3.73 | | | -3.73 |
Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 3.06 | 2.94 | | -0.12 | -3.92 | | | -3.92 |
NN | long | 23/11/15 | 25/01/16 | 63 | 32.55 | 31.08 | | -1.47 | -4.52 | | | -4.52 |
Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | -6.47 |
Prudential | short | 9/05/22 | 20/05/22 | 11 | 8.81 | 10.06 | 7.56 | -1.25 | -14.19 | | | -14.19 |
FBD | short | 24/08/15 | 23/11/15 | 91 | 5.40 | 6.71 | 4.10 | -1.30 | -24.14 | | | -24.14 |
DFV | long | 8/06/20 | 9/05/22 | 700 | 17.61 | 11.64 | | -5.97 | -33.89 | | | -33.89 |
Annotations
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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