| |
| |
Assessment - Insurances - 4/22/24 - RS = 50
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
5/08/23 |
prc diff |
⇓ Δ50 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SOM Insurances |
338.723 |
Tue |
0.82 |
335.990 |
0.81 |
299.627 |
36.363 |
12.14 |
USD |
8.77 |
| | |
|
|
|
L |
|
MS&AD Insurance |
2,767.500 |
Tue |
1.37 |
2,730.000 |
1.37 |
1,493.000 |
1,237.000 |
82.85 |
JPY |
45.74 |
| | |
|
|
|
L |
|
Quálitas |
210.810 |
Tue |
1.88 |
206.920 |
1.88 |
112.840 |
94.080 |
83.37 |
MXN |
42.34 |
| | |
|
|
|
|
|
Sompo |
3,058.000 |
Tue |
0.63 |
3,039.000 |
0.63 |
1,893.330 |
1,145.670 |
60.51 |
JPY |
33.15 |
| | |
|
|
|
L |
|
NN |
43.520 |
Tue |
0.35 |
43.370 |
0.35 |
33.400 |
9.970 |
29.85 |
EUR |
23.43 |
| | |
|
|
|
|
|
AIG |
74.950 |
Tue |
-0.01 |
74.960 |
-0.01 |
53.750 |
21.210 |
39.46 |
USD |
19.69 |
| | |
|
|
|
L |
|
Axa |
34.920 |
Tue |
1.72 |
34.330 |
1.72 |
27.655 |
6.675 |
24.14 |
EUR |
18.40 |
| | |
|
|
|
L |
|
Glanbia |
17.840 |
Tue |
|
17.840 |
|
14.000 |
3.840 |
27.43 |
EUR |
18.37 |
| | |
|
|
|
|
|
Manulife Financial |
32.210 |
Tue |
0.22 |
32.140 |
0.22 |
26.730 |
5.410 |
20.24 |
CAD |
18.33 |
| | |
|
|
|
L |
|
Beazley |
668.000 |
Tue |
-0.22 |
669.500 |
-0.22 |
581.500 |
88.000 |
15.13 |
GBP |
17.68 |
| | |
|
|
|
|
|
Dai-ichi Life |
3,507.000 |
Tue |
0.52 |
3,489.000 |
0.52 |
2,471.500 |
1,017.500 |
41.17 |
JPY |
17.19 |
| | |
|
|
|
|
|
Travelers Companies |
214.320 |
Tue |
0.02 |
214.270 |
0.02 |
182.570 |
31.700 |
17.36 |
USD |
17.17 |
| | |
|
|
|
L |
|
Aegon |
5.798 |
Tue |
1.72 |
5.702 |
1.68 |
4.070 |
1.632 |
40.10 |
EUR |
17.13 |
| | |
|
|
|
|
|
Samsung F&M Ins |
308,000.000 |
Tue |
2.50 |
300,500.000 |
2.50 |
232,000.000 |
68,500.000 |
29.53 |
KRW |
16.94 |
| | |
|
|
|
|
|
Samsung Life |
86,100.000 |
Tue |
2.26 |
84,200.000 |
2.26 |
67,400.000 |
16,800.000 |
24.93 |
KRW |
16.71 |
| | |
|
|
|
L |
|
Generali |
23.090 |
Tue |
1.41 |
22.770 |
1.41 |
18.990 |
3.780 |
19.91 |
EUR |
16.38 |
| | |
|
|
|
|
|
Talanx |
70.650 |
Tue |
2.17 |
69.150 |
2.17 |
45.620 |
23.530 |
51.58 |
EUR |
16.04 |
| | |
|
|
|
L |
|
Allianz |
270.500 |
Tue |
1.42 |
266.700 |
1.42 |
217.000 |
49.700 |
22.90 |
EUR |
15.85 |
| | |
|
|
|
L |
|
Mapfre |
2.276 |
Tue |
1.16 |
2.250 |
1.16 |
1.856 |
0.394 |
21.23 |
EUR |
14.95 |
| | |
|
|
|
L |
|
MetLife |
72.220 |
Tue |
0.36 |
71.960 |
0.36 |
53.690 |
18.270 |
34.03 |
USD |
14.86 |
| | |
|
|
|
L |
|
ASR |
46.570 |
Tue |
0.13 |
46.510 |
0.13 |
39.400 |
7.110 |
18.05 |
EUR |
14.46 |
| | |
|
|
|
L |
|
Vienna Insurance |
29.600 |
Tue |
0.34 |
29.500 |
0.34 |
27.350 |
2.150 |
7.86 |
EUR |
14.28 |
| | |
|
|
|
|
|
Admiral Group |
2,799.000 |
Tue |
0.72 |
2,779.000 |
0.72 |
2,236.000 |
543.000 |
24.28 |
GBP |
14.07 |
| | |
|
|
|
|
|
Berkshire Hathaway |
408.720 |
Tue |
-0.01 |
408.780 |
-0.01 |
326.140 |
82.640 |
25.34 |
USD |
13.82 |
| | |
|
|
|
L |
|
Aviva |
470.700 |
Tue |
0.34 |
469.100 |
0.34 |
414.600 |
54.500 |
13.15 |
GBP |
12.93 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
5/08/23 |
prc diff |
⇓ Δ50 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Münchener Rück |
435.000 |
Tue |
3.94 |
418.500 |
3.94 |
330.300 |
88.200 |
26.70 |
EUR |
12.78 |
| | |
|
|
|
L |
|
FBD |
14.050 |
Tue |
1.08 |
13.900 |
1.08 |
13.050 |
0.850 |
6.51 |
EUR |
12.76 |
| | |
|
|
|
L |
|
Ageas |
44.040 |
Tue |
0.46 |
43.840 |
0.46 |
40.690 |
3.150 |
7.74 |
EUR |
12.69 |
| | |
|
|
|
L |
|
QBE Insurance |
17.600 |
Tue |
0.98 |
17.430 |
0.98 |
15.460 |
1.970 |
12.74 |
AUD |
11.89 |
| | |
|
|
|
|
|
Insurance Australia |
6.450 |
Tue |
1.26 |
6.370 |
1.26 |
4.980 |
1.390 |
27.91 |
AUD |
10.91 |
| | |
|
|
|
L |
|
Hiscox |
1,215.000 |
Tue |
2.45 |
1,186.000 |
2.45 |
1,147.000 |
39.000 |
3.40 |
GBP |
10.75 |
| | |
|
|
|
|
|
Hannover Rück |
235.200 |
Tue |
1.82 |
231.000 |
1.82 |
189.950 |
41.050 |
21.61 |
EUR |
10.06 |
| | |
|
|
|
|
|
Storebrand |
97.850 |
Tue |
0.20 |
97.650 |
0.20 |
80.880 |
16.770 |
20.73 |
NOK |
10.00 |
| | |
|
|
|
|
|
SBI Life |
1,469.850 |
Tue |
-0.38 |
1,475.400 |
-0.38 |
1,182.350 |
293.050 |
24.79 |
INR |
9.76 |
| | |
|
|
|
|
|
Molina Healthcare |
363.220 |
Tue |
0.37 |
361.870 |
0.37 |
294.980 |
66.890 |
22.68 |
USD |
7.62 |
| | |
|
|
|
L |
|
Legal & General |
253.100 |
Tue |
1.08 |
250.400 |
1.08 |
228.300 |
22.100 |
9.68 |
GBP |
7.37 |
| | |
|
|
|
|
|
Swiss Life |
627.000 |
Tue |
1.82 |
615.800 |
1.82 |
556.600 |
59.200 |
10.64 |
CHF |
7.34 |
| | |
|
|
|
|
|
Scor |
30.600 |
Tue |
3.66 |
29.520 |
3.66 |
23.420 |
6.100 |
26.05 |
EUR |
7.32 |
| | |
|
|
|
|
|
Lowe´s |
233.560 |
Tue |
1.49 |
231.230 |
1.01 |
204.050 |
27.180 |
13.32 |
USD |
6.57 |
| | |
|
|
|
L |
|
Uniqa |
8.200 |
Tue |
0.61 |
8.150 |
0.61 |
8.280 |
-0.130 |
-1.57 |
EUR |
5.98 |
| | |
|
|
|
|
|
Zurich Insurance |
453.800 |
Tue |
0.53 |
451.400 |
0.53 |
431.900 |
19.500 |
4.51 |
CHF |
3.84 |
| | |
|
|
|
|
|
Swiss Re |
101.850 |
Tue |
2.57 |
99.300 |
2.57 |
89.820 |
9.480 |
10.55 |
CHF |
3.82 |
| | |
|
|
|
|
|
Sun Life Financial |
70.830 |
Tue |
0.21 |
70.680 |
0.21 |
65.240 |
5.440 |
8.34 |
CAD |
3.53 |
| | |
|
|
|
|
|
Medibank Private |
3.620 |
Tue |
-0.55 |
3.640 |
-0.55 |
3.570 |
0.070 |
1.96 |
AUD |
1.75 |
| | |
|
|
|
L |
|
Sampo |
40.700 |
Tue |
0.99 |
40.300 |
0.99 |
46.010 |
-5.710 |
-12.41 |
EUR |
-0.13 |
| | |
|
|
|
S |
|
HDFC Life |
601.150 |
Tue |
-0.79 |
605.950 |
-0.79 |
549.550 |
56.400 |
10.26 |
INR |
-2.06 |
| | |
|
|
|
S |
|
UnitedHealth |
486.180 |
Tue |
-1.03 |
491.230 |
-1.03 |
492.620 |
-1.390 |
-0.28 |
USD |
-2.27 |
| | |
|
|
|
|
|
Tryg |
137.900 |
Tue |
0.29 |
137.500 |
0.29 |
158.500 |
-21.000 |
-13.25 |
DKK |
-3.92 |
| | |
|
|
|
|
|
Phoenix |
492.000 |
Tue |
0.94 |
487.400 |
0.94 |
577.600 |
-90.200 |
-15.62 |
GBP |
-5.60 |
| | |
|
|
|
L |
|
China Pacific Ins |
24.040 |
Tue |
-1.27 |
24.350 |
-1.27 |
34.930 |
-10.580 |
-30.29 |
CNY |
-8.01 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
5/08/23 |
prc diff |
⇓ Δ50 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Ping An Ins |
39.890 |
Tue |
0.15 |
39.830 |
0.15 |
54.920 |
-15.090 |
-27.48 |
CNY |
-11.27 |
| | |
|
|
|
L |
|
China Life |
28.580 |
Tue |
0.42 |
28.460 |
0.42 |
39.660 |
-11.200 |
-28.24 |
CNY |
-12.66 |
| | |
|
|
|
L |
|
China Life Ins HK |
9.510 |
Tue |
1.39 |
9.380 |
1.39 |
15.700 |
-6.320 |
-40.25 |
HKD |
-15.43 |
| | |
|
|
|
S |
|
DFV |
5.500 |
Tue |
-3.51 |
5.700 |
-3.51 |
7.880 |
-2.180 |
-27.66 |
EUR |
-17.10 |
| | |
|
|
|
S |
|
Prudential |
742.600 |
Tue |
0.98 |
735.400 |
0.98 |
1,188.500 |
-453.100 |
-38.12 |
GBP |
-19.70 |
| | |
|
|
|
L |
|
Ping An |
33.000 |
Tue |
2.96 |
32.050 |
2.96 |
61.150 |
-29.100 |
-47.59 |
HKD |
-21.70 |
| | |
|
|
|
S |
|
AIA |
48.750 |
Tue |
1.25 |
48.150 |
1.25 |
84.000 |
-35.850 |
-42.68 |
HKD |
-29.18 |
| | |
|
|
|
|
|
Mandatum |
4.430 |
Tue |
1.42 |
4.368 |
1.42 |
|
|
|
EUR |
-na- |
Insurances - 56 out of 57 instruments rated - 4/22/24 / 5/08/23 - 43 did rise, Market-Ratio(50) = 76.79 % |
Technical Chart
Transactions Insurances * L50 - 71 ex 15 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | | long |
1/02/06 |
9/25/06 |
266 |
|
|
|
Uniqa |
50 |
219 |
EUR |
22.773 |
23.749 |
|
0.976 |
4 |
10,214 |
6 |
|
|
|
10/30/06 |
301 |
|
|
|
Samsung F&M Ins |
50 |
37 |
KRW |
134.000 |
141.000 |
|
7.000 |
5 |
10,473 |
6 |
|
|
9/25/06 |
8/20/07 |
329 |
|
|
|
China Life Ins HK |
50 |
354 |
HKD |
14.830 |
32.910 |
|
18.080 |
122 |
16,873 |
142 |
|
|
10/30/06 |
5/21/07 |
203 |
|
|
|
Admiral Group |
50 |
562 |
GBP |
9.280 |
9.770 |
|
0.490 |
5 |
17,148 |
10 |
|
|
5/21/07 |
8/20/07 |
91 |
|
|
|
Ping An |
50 |
246 |
HKD |
22.340 |
36.400 |
|
14.060 |
63 |
20,607 |
609 |
|
8/20/07 |
8/27/07 |
7 |
|
- cash - |
|
8/27/07 |
9/17/07 |
21 |
|
|
|
China Life Ins HK |
50 |
279 |
HKD |
36.920 |
38.240 |
|
1.320 |
4 |
20,975 |
84 |
|
|
|
|
|
|
|
|
Ping An |
50 |
258 |
HKD |
39.945 |
47.680 |
|
7.735 |
19 |
22,971 |
2,068 |
|
9/17/07 |
10/05/09 |
749 |
|
- cash - |
|
10/05/09 |
10/26/09 |
21 |
|
|
|
Ageas |
50 |
357 |
EUR |
32.170 |
29.930 |
|
-2.240 |
-7 |
22,171 |
-71 |
|
|
|
|
|
|
|
|
Storebrand |
50 |
300 |
NOK |
38.200 |
39.170 |
|
0.970 |
3 |
22,462 |
55 |
|
10/26/09 |
11/02/09 |
7 |
|
- cash - |
|
11/02/09 |
11/23/09 |
21 |
|
|
|
Ageas |
50 |
385 |
EUR |
29.110 |
29.100 |
|
-0.010 |
0 |
22,459 |
-1 |
|
|
|
|
|
|
|
|
Storebrand |
50 |
310 |
NOK |
36.290 |
40.000 |
|
3.710 |
10 |
23,609 |
443 |
|
11/23/09 |
12/07/09 |
14 |
|
- cash - |
|
12/07/09 |
12/14/09 |
7 |
|
|
|
Swiss Re |
50 |
234 |
CHF |
50.300 |
48.570 |
|
-1.730 |
-3 |
23,204 |
-84 |
|
|
|
|
|
|
|
|
Ageas |
50 |
405 |
EUR |
29.180 |
26.420 |
|
-2.760 |
-9 |
22,086 |
-99 |
|
12/14/09 |
12/28/09 |
14 |
|
- cash - |
|
12/28/09 |
5/03/10 |
126 |
|
|
|
Swiss Re |
50 |
219 |
CHF |
50.300 |
47.010 |
|
-3.290 |
-7 |
21,366 |
-18 |
|
|
|
3/01/10 |
63 |
|
|
|
Prudential |
50 |
1,729 |
GBP |
6.400 |
5.300 |
|
-1.100 |
-17 |
19,464 |
-66 |
|
|
3/01/10 |
5/03/10 |
63 |
|
|
|
Storebrand |
50 |
201 |
NOK |
45.520 |
37.900 |
|
-7.620 |
-17 |
17,932 |
-65 |
|
|
5/03/10 |
5/31/10 |
28 |
|
|
|
MetLife |
50 |
195 |
USD |
45.760 |
39.840 |
|
-5.920 |
-13 |
16,778 |
-84 |
|
|
|
|
|
|
|
|
AIG |
50 |
227 |
USD |
39.540 |
34.250 |
|
-5.290 |
-13 |
15,577 |
-85 |
|
5/31/10 |
6/14/10 |
14 |
|
- cash - |
|
6/14/10 |
7/05/10 |
21 |
|
|
|
AIG |
50 |
209 |
USD |
37.090 |
33.710 |
|
-3.380 |
-9 |
14,870 |
-81 |
|
|
|
|
|
|
|
|
Admiral Group |
50 |
569 |
GBP |
13.750 |
13.980 |
|
0.230 |
2 |
15,001 |
33 |
|
7/05/10 |
1/24/11 |
203 |
|
- cash - |
|
1/24/11 |
2/28/11 |
35 |
|
|
|
Legal & General |
50 |
6,794 |
GBP |
1.104 |
1.188 |
|
0.084 |
8 |
15,572 |
115 |
|
|
|
|
|
|
|
|
Glanbia |
50 |
1,875 |
EUR |
4.000 |
4.220 |
|
0.220 |
5 |
15,984 |
75 |
|
2/28/11 |
5/02/11 |
63 |
|
- cash - |
|
5/02/11 |
5/23/11 |
21 |
|
|
|
Molina Healthcare |
50 |
187 |
USD |
42.610 |
26.850 |
|
-15.760 |
-37 |
13,037 |
-100 |
|
|
|
5/30/11 |
28 |
|
|
|
UnitedHealth |
50 |
160 |
USD |
49.880 |
48.950 |
|
-0.930 |
-2 |
12,889 |
-22 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | | |
5/23/11 |
|
7 |
|
|
|
Glanbia |
50 |
1,055 |
EUR |
4.790 |
5.000 |
|
0.210 |
4 |
13,110 |
837 |
|
5/30/11 |
7/04/11 |
35 |
|
- cash - |
|
7/04/11 |
7/11/11 |
7 |
|
|
|
UnitedHealth |
50 |
124 |
USD |
52.850 |
50.940 |
|
-1.910 |
-4 |
12,873 |
-85 |
|
|
|
|
|
|
|
|
Glanbia |
50 |
1,386 |
EUR |
4.730 |
4.970 |
|
0.240 |
5 |
13,206 |
1,221 |
|
7/11/11 |
8/20/12 |
406 |
|
- cash - |
|
8/20/12 |
11/05/12 |
77 |
|
|
|
AIG |
50 |
190 |
USD |
34.660 |
32.800 |
|
-1.860 |
-5 |
12,852 |
-23 |
|
|
|
5/20/13 |
273 |
|
|
|
Insurance Australia |
50 |
1,634 |
AUD |
4.050 |
5.600 |
|
1.550 |
38 |
15,385 |
54 |
|
|
11/05/12 |
7/22/13 |
259 |
|
|
|
Glanbia |
50 |
820 |
EUR |
7.600 |
10.190 |
|
2.590 |
34 |
17,509 |
51 |
|
|
5/20/13 |
11/04/13 |
168 |
|
|
|
MS&AD Insurance |
50 |
916 |
JPY |
9.987 |
8.177 |
|
-1.810 |
-18 |
15,851 |
-35 |
|
|
7/22/13 |
10/07/13 |
77 |
|
|
|
Sompo |
50 |
932 |
JPY |
8.970 |
7.683 |
|
-1.287 |
-14 |
14,652 |
-52 |
|
|
10/07/13 |
11/11/13 |
35 |
|
|
|
AIG |
50 |
146 |
USD |
48.730 |
48.840 |
|
0.110 |
0 |
14,668 |
2 |
|
|
11/04/13 |
3/24/14 |
140 |
|
|
|
Storebrand |
50 |
196 |
NOK |
38.400 |
35.170 |
|
-3.230 |
-8 |
14,035 |
-20 |
|
|
11/11/13 |
4/28/14 |
168 |
|
|
|
FBD |
50 |
438 |
EUR |
16.300 |
17.000 |
|
0.700 |
4 |
14,341 |
10 |
|
|
3/24/14 |
|
35 |
|
|
|
Swiss Life |
50 |
32 |
CHF |
212.000 |
214.000 |
|
2.000 |
1 |
14,405 |
10 |
|
4/28/14 |
5/05/14 |
7 |
|
- cash - |
|
5/05/14 |
8/04/14 |
91 |
|
|
|
Swiss Life |
50 |
33 |
CHF |
215.300 |
206.800 |
|
-8.500 |
-4 |
14,125 |
-15 |
|
|
|
7/21/14 |
77 |
|
|
|
Aviva |
50 |
1,374 |
GBP |
5.310 |
4.879 |
|
-0.431 |
-8 |
13,533 |
-33 |
|
|
7/21/14 |
10/13/14 |
84 |
|
|
|
Molina Healthcare |
50 |
147 |
USD |
45.330 |
42.290 |
|
-3.040 |
-7 |
13,086 |
-26 |
|
|
8/04/14 |
9/22/14 |
49 |
|
|
|
China Pacific Ins |
50 |
338 |
CNY |
20.280 |
18.790 |
|
-1.490 |
-7 |
12,582 |
-43 |
|
|
9/22/14 |
10/13/14 |
21 |
|
|
|
UnitedHealth |
50 |
72 |
USD |
87.770 |
83.950 |
|
-3.820 |
-4 |
12,307 |
-54 |
|
10/13/14 |
11/24/14 |
42 |
|
- cash - |
|
11/24/14 |
12/15/14 |
21 |
|
|
|
Lowe´s |
50 |
96 |
USD |
63.640 |
65.320 |
|
1.680 |
3 |
12,468 |
57 |
|
|
|
|
|
|
|
|
China Life |
50 |
333 |
CNY |
18.610 |
23.340 |
|
4.730 |
25 |
14,044 |
5,023 |
|
12/15/14 |
12/22/14 |
7 |
|
- cash - |
|
12/22/14 |
1/05/15 |
14 |
|
|
|
China Life |
50 |
274 |
CNY |
25.560 |
34.090 |
|
8.530 |
33 |
16,381 |
182,144 |
|
|
|
|
|
|
|
|
Ping An Ins |
50 |
213 |
CNY |
32.925 |
38.080 |
|
5.155 |
16 |
17,479 |
4,336 |
|
1/05/15 |
1/12/15 |
7 |
|
- cash - |
|
1/12/15 |
8/17/15 |
217 |
|
|
|
China Life |
50 |
250 |
CNY |
34.820 |
27.140 |
|
-7.680 |
-22 |
15,559 |
-34 |
|
|
|
8/03/15 |
203 |
|
|
|
Ping An Ins |
50 |
233 |
CNY |
37.585 |
33.360 |
|
-4.225 |
-11 |
14,574 |
-19 |
|
|
8/03/15 |
8/24/15 |
21 |
|
|
|
Molina Healthcare |
50 |
101 |
USD |
76.570 |
72.680 |
|
-3.890 |
-5 |
14,181 |
-60 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | | |
8/17/15 |
|
7 |
|
|
|
MS&AD Insurance |
50 |
479 |
JPY |
14.280 |
11.623 |
|
-2.657 |
-19 |
12,909 |
-100 |
|
8/24/15 |
10/05/15 |
42 |
|
- cash - |
|
10/05/15 |
11/16/15 |
42 |
|
|
|
Ageas |
50 |
169 |
EUR |
38.075 |
39.845 |
|
1.770 |
5 |
13,208 |
48 |
|
|
|
|
|
|
|
|
Beazley |
50 |
1,818 |
GBP |
3.560 |
3.716 |
|
0.156 |
4 |
13,492 |
45 |
|
11/16/15 |
11/30/15 |
14 |
|
- cash - |
|
11/30/15 |
12/14/15 |
14 |
|
|
|
Hannover Rück |
50 |
60 |
EUR |
110.750 |
103.600 |
|
-7.150 |
-6 |
13,063 |
-82 |
|
|
|
|
|
|
|
|
Beazley |
50 |
1,739 |
GBP |
3.936 |
3.821 |
|
-0.115 |
-3 |
12,863 |
-54 |
|
12/14/15 |
12/26/16 |
378 |
|
- cash - |
|
12/26/16 |
12/11/17 |
350 |
|
|
|
Storebrand |
50 |
139 |
NOK |
46.190 |
63.000 |
|
16.810 |
36 |
15,199 |
38 |
|
|
|
4/24/17 |
119 |
|
|
|
Dai-ichi Life |
50 |
330 |
JPY |
19.500 |
18.330 |
|
-1.170 |
-6 |
14,813 |
-17 |
|
|
4/24/17 |
6/26/17 |
63 |
|
|
|
Mapfre |
50 |
1,835 |
EUR |
3.300 |
3.040 |
|
-0.260 |
-8 |
14,336 |
-38 |
|
|
6/26/17 |
4/23/18 |
301 |
|
|
|
Ping An Ins |
50 |
112 |
CNY |
49.720 |
64.990 |
|
15.270 |
31 |
16,046 |
38 |
|
|
12/11/17 |
|
133 |
|
|
|
Ping An |
50 |
107 |
HKD |
81.350 |
82.050 |
|
0.700 |
1 |
16,121 |
2 |
|
4/23/18 |
5/07/18 |
14 |
|
- cash - |
|
5/07/18 |
5/28/18 |
21 |
|
|
|
Quálitas |
50 |
162 |
MXN |
49.570 |
48.950 |
|
-0.620 |
-1 |
16,021 |
-20 |
|
|
|
|
|
|
|
|
Beazley |
50 |
1,307 |
GBP |
6.190 |
5.915 |
|
-0.275 |
-4 |
15,661 |
-55 |
|
5/28/18 |
7/01/19 |
399 |
|
- cash - |
|
7/01/19 |
7/08/19 |
7 |
|
|
|
Tryg |
50 |
36 |
DKK |
215.400 |
221.200 |
|
5.800 |
3 |
15,870 |
300 |
|
|
|
|
|
|
|
|
Ping An Ins |
50 |
86 |
CNY |
91.840 |
88.590 |
|
-3.250 |
-4 |
15,591 |
-85 |
|
7/08/19 |
11/25/19 |
140 |
|
- cash - |
|
11/25/19 |
2/03/20 |
70 |
|
|
|
Quálitas |
50 |
94 |
MXN |
82.790 |
89.560 |
|
6.770 |
8 |
16,227 |
51 |
|
|
|
|
|
|
|
|
SBI Life |
50 |
82 |
INR |
95.160 |
91.265 |
|
-3.895 |
-4 |
15,908 |
-20 |
|
2/03/20 |
2/10/20 |
7 |
|
- cash - |
|
2/10/20 |
2/17/20 |
7 |
|
|
|
DFV |
50 |
425 |
EUR |
18.680 |
19.216 |
|
0.536 |
3 |
16,135 |
337 |
|
|
|
|
|
|
|
|
Quálitas |
50 |
90 |
MXN |
87.660 |
96.510 |
|
8.850 |
10 |
16,932 |
14,968 |
|
2/17/20 |
2/22/21 |
371 |
|
- cash - |
|
2/22/21 |
9/20/21 |
210 |
|
|
|
MetLife |
50 |
147 |
USD |
57.440 |
59.310 |
|
1.870 |
3 |
17,207 |
6 |
|
|
|
6/28/21 |
126 |
|
|
|
Aegon |
50 |
2,094 |
EUR |
4.052 |
3.489 |
|
-0.563 |
-14 |
16,028 |
-35 |
|
|
6/28/21 |
10/11/21 |
105 |
|
|
|
Glanbia |
50 |
535 |
EUR |
13.650 |
13.320 |
|
-0.330 |
-2 |
15,851 |
-8 |
|
|
9/20/21 |
12/13/21 |
84 |
|
|
|
Dai-ichi Life |
50 |
358 |
JPY |
24.355 |
24.340 |
|
-0.015 |
0 |
15,846 |
0 |
|
|
10/11/21 |
|
63 |
|
|
|
AIG |
50 |
123 |
USD |
57.890 |
53.840 |
|
-4.050 |
-7 |
15,348 |
-34 |
|
12/13/21 |
1/10/22 |
28 |
|
- cash - |
|
1/10/22 |
2/14/22 |
35 |
|
|
|
Swiss Life |
50 |
12 |
CHF |
593.400 |
591.800 |
|
-1.600 |
0 |
15,329 |
-3 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | | |
|
|
|
|
|
|
Beazley |
50 |
1,692 |
GBP |
4.861 |
4.848 |
|
-0.013 |
0 |
15,307 |
-3 |
|
2/14/22 |
2/13/23 |
364 |
|
- cash - |
|
2/13/23 |
3/13/23 |
28 |
|
|
|
Münchener Rück |
50 |
23 |
EUR |
327.300 |
313.400 |
|
-13.900 |
-4 |
14,987 |
-43 |
|
|
|
|
|
|
|
|
Prudential |
50 |
601 |
GBP |
12.935 |
11.590 |
|
-1.345 |
-10 |
14,179 |
-76 |
|
3/13/23 |
4/24/23 |
42 |
|
- cash - |
|
4/24/23 |
5/15/23 |
21 |
|
|
|
Münchener Rück |
50 |
20 |
EUR |
338.100 |
325.300 |
|
-12.800 |
-4 |
13,923 |
-49 |
|
|
|
|
|
|
|
|
China Pacific Ins |
50 |
246 |
CNY |
30.070 |
33.550 |
|
3.480 |
12 |
14,779 |
571 |
|
5/15/23 |
5/29/23 |
14 |
|
- cash - |
|
5/29/23 |
8/07/23 |
70 |
|
|
|
Quálitas |
50 |
62 |
MXN |
118.250 |
131.400 |
|
13.150 |
11 |
15,594 |
73 |
|
|
|
|
|
|
|
|
Scor |
50 |
297 |
EUR |
25.050 |
27.710 |
|
2.660 |
11 |
16,384 |
69 |
|
8/07/23 |
8/14/23 |
7 |
|
- cash - |
|
8/14/23 |
8/21/23 |
7 |
|
|
|
Talanx |
50 |
137 |
EUR |
59.600 |
60.450 |
|
0.850 |
1 |
16,500 |
109 |
|
|
|
|
|
|
|
|
Scor |
50 |
285 |
EUR |
28.770 |
27.980 |
|
-0.790 |
-3 |
16,275 |
-77 |
|
8/21/23 |
9/04/23 |
14 |
|
- cash - |
|
9/04/23 |
10/23/23 |
49 |
|
|
|
Talanx |
50 |
130 |
EUR |
62.150 |
57.750 |
|
-4.400 |
-7 |
15,703 |
-42 |
|
|
|
|
|
|
|
|
Scor |
50 |
290 |
EUR |
28.170 |
27.620 |
|
-0.550 |
-2 |
15,544 |
-14 |
|
10/23/23 |
2/26/24 |
126 |
|
- cash - |
|
2/26/24 |
4/23/24 |
57 |
|
|
|
Quálitas |
50 |
39 |
MXN |
195.180 |
210.810 |
|
15.630 |
8 |
16,153 |
64 |
|
|
|
|
|
|
|
|
MS&AD Insurance |
50 |
331 |
JPY |
23.900 |
27.675 |
|
3.775 |
16 |
17,403 |
156 |
|
accum | 1/02/06 |
4/23/24 | 3152 |
days out of 6687 invested (47%) |
74 |
17,403 |
7 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
China Life Ins HK | long | 9/25/06 | 8/20/07 | 329 | 14.83 | 32.91 | | 18.08 | 121.92 | 50 | 60.96 | |
| | 8/27/07 | 9/17/07 | 21 | 36.92 | 38.24 | | 1.32 | 3.58 | | 1.79 | 63.83 |
Ping An | | 5/21/07 | 8/20/07 | 91 | 22.34 | 36.40 | | 14.06 | 62.94 | | 31.47 | |
| | 8/27/07 | 9/17/07 | 21 | 39.95 | 47.68 | | 7.74 | 19.36 | | 9.68 | |
| | 12/11/17 | 4/23/18 | 133 | 81.35 | 82.05 | | 0.70 | 0.86 | | 0.43 | 44.82 |
Glanbia | | 1/24/11 | 2/28/11 | 35 | 4.00 | 4.22 | | 0.22 | 5.50 | | 2.75 | |
| | 5/23/11 | 5/30/11 | 7 | 4.79 | 5.00 | | 0.21 | 4.38 | | 2.19 | |
| | 7/04/11 | 7/11/11 | 7 | 4.73 | 4.97 | | 0.24 | 5.07 | | 2.54 | |
| | 11/05/12 | 7/22/13 | 259 | 7.60 | 10.19 | | 2.59 | 34.08 | | 17.04 | |
| | 6/28/21 | 10/11/21 | 105 | 13.65 | 13.32 | | -0.33 | -2.42 | | -1.21 | 24.49 |
Quálitas | | 5/07/18 | 5/28/18 | 21 | 49.57 | 48.95 | | -0.62 | -1.25 | | -0.63 | |
| | 11/25/19 | 2/03/20 | 70 | 82.79 | 89.56 | | 6.77 | 8.18 | | 4.09 | |
| | 2/10/20 | 2/17/20 | 7 | 87.66 | 96.51 | | 8.85 | 10.10 | | 5.05 | |
| | 5/29/23 | 8/07/23 | 70 | 118.25 | 131.40 | | 13.15 | 11.12 | | 5.56 | |
| | 2/26/24 | 4/23/24 | 57 | 195.18 | 210.81 | | 15.63 | 8.01 | | 4.00 | 19.29 |
Insurance Australia | | 8/20/12 | 5/20/13 | 273 | 4.05 | 5.60 | | 1.55 | 38.27 | | 19.14 | 19.14 |
China Life | | 11/24/14 | 12/15/14 | 21 | 18.61 | 23.34 | | 4.73 | 25.42 | | 12.71 | |
| | 12/22/14 | 1/05/15 | 14 | 25.56 | 34.09 | | 8.53 | 33.37 | | 16.69 | |
| | 1/12/15 | 8/17/15 | 217 | 34.82 | 27.14 | | -7.68 | -22.06 | | -11.03 | 17.01 |
Ping An Ins | | 12/22/14 | 1/05/15 | 14 | 32.93 | 38.08 | | 5.16 | 15.66 | | 7.83 | |
| | 1/12/15 | 8/03/15 | 203 | 37.59 | 33.36 | | -4.23 | -11.24 | | -5.62 | |
| | 6/26/17 | 4/23/18 | 301 | 49.72 | 64.99 | | 15.27 | 30.71 | | 15.36 | |
| | 7/01/19 | 7/08/19 | 7 | 91.84 | 88.59 | | -3.25 | -3.54 | | -1.77 | 15.32 |
Storebrand | | 10/05/09 | 10/26/09 | 21 | 38.20 | 39.17 | | 0.97 | 2.54 | | 1.27 | |
| | 11/02/09 | 11/23/09 | 21 | 36.29 | 40.00 | | 3.71 | 10.22 | | 5.11 | |
| | 3/01/10 | 5/03/10 | 63 | 45.52 | 37.90 | | -7.62 | -16.74 | | -8.37 | |
| | 11/04/13 | 3/24/14 | 140 | 38.40 | 35.17 | | -3.23 | -8.41 | | -4.21 | |
| | 12/26/16 | 12/11/17 | 350 | 46.19 | 63.00 | | 16.81 | 36.39 | | 18.20 | 10.44 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Legal & General | | 1/24/11 | 2/28/11 | 35 | 1.10 | 1.19 | | 0.08 | 7.61 | | 3.80 | 3.80 |
Admiral Group | | 10/30/06 | 5/21/07 | 203 | 9.28 | 9.77 | | 0.49 | 5.28 | | 2.64 | |
| | 6/14/10 | 7/05/10 | 21 | 13.75 | 13.98 | | 0.23 | 1.67 | | 0.84 | 3.50 |
Scor | | 5/29/23 | 8/07/23 | 70 | 25.05 | 27.71 | | 2.66 | 10.62 | | 5.31 | |
| | 8/14/23 | 8/21/23 | 7 | 28.77 | 27.98 | | -0.79 | -2.75 | | -1.37 | |
| | 9/04/23 | 10/23/23 | 49 | 28.17 | 27.62 | | -0.55 | -1.95 | | -0.98 | 2.85 |
Samsung F&M Ins | | 1/02/06 | 10/30/06 | 301 | 134.00 | 141.00 | | 7.00 | 5.22 | | 2.61 | 2.61 |
FBD | | 11/11/13 | 4/28/14 | 168 | 16.30 | 17.00 | | 0.70 | 4.29 | | 2.15 | 2.15 |
Uniqa | | 1/02/06 | 9/25/06 | 266 | 22.77 | 23.75 | | 0.98 | 4.29 | | 2.14 | 2.14 |
China Pacific Ins | | 8/04/14 | 9/22/14 | 49 | 20.28 | 18.79 | | -1.49 | -7.35 | | -3.67 | |
| | 4/24/23 | 5/15/23 | 21 | 30.07 | 33.55 | | 3.48 | 11.57 | | 5.79 | 1.90 |
DFV | | 2/10/20 | 2/17/20 | 7 | 18.68 | 19.22 | | 0.54 | 2.87 | | 1.43 | 1.43 |
Tryg | | 7/01/19 | 7/08/19 | 7 | 215.40 | 221.20 | | 5.80 | 2.69 | | 1.35 | 1.35 |
Lowe´s | | 11/24/14 | 12/15/14 | 21 | 63.64 | 65.32 | | 1.68 | 2.64 | | 1.32 | 1.32 |
Swiss Life | | 3/24/14 | 4/28/14 | 35 | 212.00 | 214.00 | | 2.00 | 0.94 | | 0.47 | |
| | 5/05/14 | 8/04/14 | 91 | 215.30 | 206.80 | | -8.50 | -3.95 | | -1.97 | |
| | 1/10/22 | 2/14/22 | 35 | 593.40 | 591.80 | | -1.60 | -0.27 | | -0.13 | -1.64 |
Beazley | | 10/05/15 | 11/16/15 | 42 | 3.56 | 3.72 | | 0.16 | 4.38 | | 2.19 | |
| | 11/30/15 | 12/14/15 | 14 | 3.94 | 3.82 | | -0.12 | -2.92 | | -1.46 | |
| | 5/07/18 | 5/28/18 | 21 | 6.19 | 5.92 | | -0.28 | -4.44 | | -2.22 | |
| | 1/10/22 | 2/14/22 | 35 | 4.86 | 4.85 | | -0.01 | -0.27 | | -0.13 | -1.67 |
SBI Life | | 11/25/19 | 2/03/20 | 70 | 95.16 | 91.27 | | -3.90 | -4.09 | | -2.05 | -2.05 |
Talanx | | 8/14/23 | 8/21/23 | 7 | 59.60 | 60.45 | | 0.85 | 1.43 | | 0.71 | |
| | 9/04/23 | 10/23/23 | 49 | 62.15 | 57.75 | | -4.40 | -7.08 | | -3.54 | -2.85 |
Dai-ichi Life | | 12/26/16 | 4/24/17 | 119 | 19.50 | 18.33 | | -1.17 | -6.00 | | -3.00 | |
| | 9/20/21 | 12/13/21 | 84 | 24.36 | 24.34 | | -0.02 | -0.06 | | -0.03 | -3.03 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Hannover Rück | | 11/30/15 | 12/14/15 | 14 | 110.75 | 103.60 | | -7.15 | -6.46 | | -3.23 | -3.23 |
Mapfre | | 4/24/17 | 6/26/17 | 63 | 3.30 | 3.04 | | -0.26 | -7.88 | | -3.94 | -3.94 |
Münchener Rück | | 2/13/23 | 3/13/23 | 28 | 327.30 | 313.40 | | -13.90 | -4.25 | | -2.12 | |
| | 4/24/23 | 5/15/23 | 21 | 338.10 | 325.30 | | -12.80 | -3.79 | | -1.89 | -3.98 |
Aviva | | 5/05/14 | 7/21/14 | 77 | 5.31 | 4.88 | | -0.43 | -8.12 | | -4.06 | -4.06 |
UnitedHealth | | 5/02/11 | 5/30/11 | 28 | 49.88 | 48.95 | | -0.93 | -1.86 | | -0.93 | |
| | 7/04/11 | 7/11/11 | 7 | 52.85 | 50.94 | | -1.91 | -3.61 | | -1.81 | |
| | 9/22/14 | 10/13/14 | 21 | 87.77 | 83.95 | | -3.82 | -4.35 | | -2.18 | -4.84 |
Swiss Re | | 12/07/09 | 12/14/09 | 7 | 50.30 | 48.57 | | -1.73 | -3.44 | | -1.72 | |
| | 12/28/09 | 5/03/10 | 126 | 50.30 | 47.01 | | -3.29 | -6.54 | | -3.27 | -4.93 |
MetLife | | 5/03/10 | 5/31/10 | 28 | 45.76 | 39.84 | | -5.92 | -12.94 | | -6.47 | |
| | 2/22/21 | 9/20/21 | 210 | 57.44 | 59.31 | | 1.87 | 3.26 | | 1.63 | -4.95 |
Ageas | | 10/05/09 | 10/26/09 | 21 | 32.17 | 29.93 | | -2.24 | -6.96 | | -3.48 | |
| | 11/02/09 | 11/23/09 | 21 | 29.11 | 29.10 | | -0.01 | -0.03 | | -0.02 | |
| | 12/07/09 | 12/14/09 | 7 | 29.18 | 26.42 | | -2.76 | -9.46 | | -4.73 | |
| | 10/05/15 | 11/16/15 | 42 | 38.08 | 39.85 | | 1.77 | 4.65 | | 2.32 | -5.92 |
Aegon | | 2/22/21 | 6/28/21 | 126 | 4.05 | 3.49 | | -0.56 | -13.89 | | -6.95 | -6.95 |
Sompo | | 7/22/13 | 10/07/13 | 77 | 8.97 | 7.68 | | -1.29 | -14.34 | | -7.17 | -7.17 |
MS&AD Insurance | | 5/20/13 | 11/04/13 | 168 | 9.99 | 8.18 | | -1.81 | -18.12 | | -9.06 | |
| | 8/17/15 | 8/24/15 | 7 | 14.28 | 11.62 | | -2.66 | -18.60 | | -9.30 | |
| | 2/26/24 | 4/23/24 | 57 | 23.90 | 27.68 | | 3.78 | 15.79 | | 7.90 | -11.01 |
Prudential | | 12/28/09 | 3/01/10 | 63 | 6.40 | 5.30 | | -1.10 | -17.19 | | -8.59 | |
| | 2/13/23 | 3/13/23 | 28 | 12.94 | 11.59 | | -1.35 | -10.40 | | -5.20 | -13.35 |
AIG | | 5/03/10 | 5/31/10 | 28 | 39.54 | 34.25 | | -5.29 | -13.38 | | -6.69 | |
| | 6/14/10 | 7/05/10 | 21 | 37.09 | 33.71 | | -3.38 | -9.11 | | -4.56 | |
| | 8/20/12 | 11/05/12 | 77 | 34.66 | 32.80 | | -1.86 | -5.37 | | -2.68 | |
| | 10/07/13 | 11/11/13 | 35 | 48.73 | 48.84 | | 0.11 | 0.23 | | 0.11 | |
| | 10/11/21 | 12/13/21 | 63 | 57.89 | 53.84 | | -4.05 | -7.00 | | -3.50 | -16.27 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Molina Healthcare | | 5/02/11 | 5/23/11 | 21 | 42.61 | 26.85 | | -15.76 | -36.99 | | -18.49 | |
| | 7/21/14 | 10/13/14 | 84 | 45.33 | 42.29 | | -3.04 | -6.71 | | -3.35 | |
| | 8/03/15 | 8/24/15 | 21 | 76.57 | 72.68 | | -3.89 | -5.08 | | -2.54 | -23.23 |
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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