| |
| |
Assessment - Insurances - 2/22/21 - RS = 50
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
3/09/20 |
prc diff |
⇓ Δ50 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Insurances |
269.869 |
Fri |
-1.59 |
270.918 |
-0.39 |
214.200 |
56.718 |
26.48 |
USD |
18.45 |
| |  |
 |
 |
 |
L |
 |
Hanwha Life |
3,205.000 |
Fri |
2.07 |
3,470.000 |
-7.64 |
1,400.000 |
2,070.000 |
147.86 |
KRW |
105.92 |
| |  |
 |
 |
 |
L |
 |
Aegon |
3.956 |
Fri |
-1.44 |
4.052 |
-2.37 |
2.269 |
1.783 |
78.58 |
EUR |
55.03 |
| |  |
 |
 |
 |
L |
 |
MetLife |
57.600 |
Fri |
-1.13 |
57.440 |
0.28 |
32.660 |
24.780 |
75.87 |
USD |
47.68 |
| |  |
 |
 |
 |
|
 |
RSA Insurance |
675.400 |
Fri |
-0.12 |
675.400 |
|
471.000 |
204.400 |
43.40 |
GBP |
43.59 |
| |  |
 |
 |
 |
L |
 |
AIG |
43.950 |
Fri |
|
44.100 |
-0.34 |
32.810 |
11.290 |
34.41 |
USD |
40.94 |
| |  |
 |
 |
 |
L |
 |
Samsung Life |
75,000.000 |
Fri |
-2.22 |
79,000.000 |
-5.06 |
51,400.000 |
27,600.000 |
53.70 |
KRW |
40.92 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
74.100 |
Fri |
-1.20 |
72.700 |
1.93 |
47.970 |
24.730 |
51.55 |
NOK |
38.06 |
| |  |
 |
 |
 |
L |
 |
CNP Assurances |
14.910 |
Fri |
-1.58 |
14.460 |
3.11 |
11.320 |
3.140 |
27.74 |
EUR |
33.92 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
44.190 |
Fri |
-3.93 |
42.620 |
3.68 |
30.960 |
11.660 |
37.66 |
CNY |
33.43 |
| |  |
 |
 |
 |
L |
 |
Ageas |
46.460 |
Fri |
-0.81 |
47.230 |
-1.63 |
35.470 |
11.760 |
33.15 |
EUR |
30.73 |
| |  |
 |
 |
 |
L |
 |
Dai-ichi Life |
1,869.000 |
Fri |
-1.08 |
1,902.000 |
-1.74 |
1,184.000 |
718.000 |
60.64 |
JPY |
30.58 |
| |  |
 |
 |
 |
L |
 |
Aviva |
361.900 |
Fri |
-2.92 |
374.800 |
-3.44 |
308.000 |
66.800 |
21.69 |
GBP |
30.50 |
| |  |
 |
 |
 |
L |
 |
Standard Life Aberdn |
310.800 |
Fri |
-3.45 |
326.200 |
-4.72 |
239.400 |
86.800 |
36.26 |
GBP |
30.33 |
| |  |
 |
 |
 |
L |
 |
AIA |
97.050 |
Fri |
-3.82 |
100.600 |
-3.53 |
71.400 |
29.200 |
40.90 |
HKD |
29.10 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
159.750 |
Fri |
0.78 |
172.410 |
-7.34 |
94.220 |
78.190 |
82.99 |
USD |
28.95 |
| |  |
 |
 |
 |
L |
 |
Manulife Financial |
25.370 |
Fri |
-1.51 |
24.620 |
3.05 |
19.460 |
5.160 |
26.52 |
CAD |
27.59 |
| |  |
 |
 |
 |
L |
 |
Travelers Companies |
145.500 |
Fri |
-1.69 |
147.870 |
-1.60 |
116.200 |
31.670 |
27.25 |
USD |
26.45 |
| |  |
 |
 |
 |
|
 |
Molina Healthcare |
216.760 |
Fri |
-0.91 |
224.350 |
-3.38 |
132.770 |
91.580 |
68.98 |
USD |
25.57 |
| |  |
 |
 |
 |
L |
 |
NN |
38.200 |
Fri |
-1.72 |
37.640 |
1.49 |
26.000 |
11.640 |
44.77 |
EUR |
24.20 |
| |  |
 |
 |
 |
L |
 |
Swiss Life |
452.300 |
Fri |
-1.84 |
448.200 |
0.91 |
395.800 |
52.400 |
13.24 |
CHF |
23.62 |
| |  |
 |
 |
 |
L |
 |
ASR |
34.600 |
Fri |
-2.78 |
34.340 |
0.76 |
24.720 |
9.620 |
38.92 |
EUR |
23.42 |
| |  |
 |
 |
 |
L |
 |
Prudential |
1,408.500 |
Fri |
-2.90 |
1,426.500 |
-1.26 |
1,090.000 |
336.500 |
30.87 |
GBP |
23.21 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,088.000 |
Fri |
-0.61 |
3,081.000 |
0.23 |
2,050.000 |
1,031.000 |
50.29 |
GBP |
22.24 |
| |  |
 |
 |
 |
L |
 |
Legal & General |
259.300 |
Fri |
-3.86 |
265.700 |
-2.41 |
218.000 |
47.700 |
21.88 |
GBP |
21.94 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
3/09/20 |
prc diff |
⇓ Δ50 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Berkshire Hathaway |
240.510 |
Fri |
-1.30 |
244.970 |
-1.82 |
193.130 |
51.840 |
26.84 |
USD |
20.32 |
| |  |
 |
 |
 |
L |
 |
Sun Life Financial |
61.240 |
Fri |
-1.94 |
63.280 |
-3.22 |
50.810 |
12.470 |
24.54 |
CAD |
20.20 |
| |  |
 |
 |
 |
L |
 |
Generali |
15.550 |
Fri |
-1.80 |
15.540 |
0.06 |
13.760 |
1.780 |
12.94 |
EUR |
17.14 |
| |  |
 |
 |
 |
L |
 |
Scor |
27.480 |
Fri |
-0.79 |
28.380 |
-3.17 |
27.010 |
1.370 |
5.07 |
EUR |
16.34 |
| |  |
 |
 |
 |
L |
 |
Axa |
20.800 |
Fri |
-1.65 |
19.930 |
4.37 |
18.002 |
1.928 |
10.71 |
EUR |
15.37 |
| |  |
 |
 |
 |
L |
 |
Vienna Insurance |
22.250 |
Fri |
-0.89 |
22.250 |
|
20.050 |
2.200 |
10.97 |
EUR |
14.42 |
| |  |
 |
 |
 |
L |
 |
Sampo |
36.870 |
Fri |
-2.36 |
36.700 |
0.46 |
32.660 |
4.040 |
12.37 |
EUR |
13.98 |
| |  |
 |
 |
 |
L |
 |
Ping An |
95.300 |
Fri |
-2.36 |
94.350 |
1.01 |
84.100 |
10.250 |
12.19 |
HKD |
12.68 |
| |  |
 |
 |
 |
L |
 |
Swiss Re |
85.440 |
Fri |
-1.91 |
83.460 |
2.37 |
81.680 |
1.780 |
2.18 |
CHF |
12.20 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
371.500 |
Fri |
-2.00 |
375.000 |
-0.93 |
334.700 |
40.300 |
12.04 |
CHF |
11.96 |
| |  |
 |
 |
 |
L |
 |
Allianz |
199.800 |
Fri |
-1.09 |
194.920 |
2.50 |
171.700 |
23.220 |
13.52 |
EUR |
10.42 |
| |  |
 |
 |
 |
L |
 |
Talanx |
34.460 |
Fri |
-1.26 |
34.220 |
0.70 |
35.720 |
-1.500 |
-4.20 |
EUR |
9.43 |
| |  |
 |
 |
 |
|
 |
Sompo |
4,080.000 |
Fri |
-2.42 |
4,124.000 |
-1.07 |
3,416.000 |
708.000 |
20.73 |
JPY |
9.42 |
| |  |
 |
 |
 |
L |
 |
Gjensidige |
199.000 |
Fri |
-1.78 |
202.200 |
-1.58 |
183.350 |
18.850 |
10.28 |
NOK |
8.59 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
243.000 |
Fri |
-0.82 |
237.900 |
2.14 |
217.300 |
20.600 |
9.48 |
EUR |
8.45 |
| |  |
 |
 |
 |
|
 |
UnitedHealth |
332.220 |
Fri |
1.02 |
327.640 |
1.40 |
273.440 |
54.200 |
19.82 |
USD |
8.14 |
| |  |
 |
 |
 |
|
 |
Allstate |
106.600 |
Fri |
-2.05 |
105.310 |
1.22 |
95.610 |
9.700 |
10.15 |
USD |
7.54 |
| |  |
 |
 |
 |
L |
 |
Phoenix |
710.000 |
Fri |
-2.26 |
710.000 |
|
660.700 |
49.300 |
7.46 |
GBP |
7.41 |
| |  |
 |
 |
 |
|
 |
Ping An Ins |
85.180 |
Fri |
-2.25 |
83.000 |
2.63 |
78.140 |
4.860 |
6.22 |
CNY |
6.31 |
| |  |
 |
 |
 |
L |
 |
Uniqa |
6.400 |
Fri |
-1.99 |
6.440 |
-0.62 |
7.570 |
-1.130 |
-14.93 |
EUR |
6.22 |
| |  |
 |
 |
 |
|
 |
Tryg |
194.000 |
Fri |
-1.42 |
198.100 |
-2.07 |
178.000 |
20.100 |
11.29 |
DKK |
5.70 |
| |  |
 |
 |
 |
|
 |
Glanbia |
10.760 |
Fri |
-1.37 |
10.110 |
6.43 |
10.700 |
-0.590 |
-5.51 |
EUR |
4.78 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.290 |
Fri |
-2.42 |
9.490 |
-2.11 |
10.900 |
-1.410 |
-12.94 |
AUD |
4.55 |
| |  |
 |
 |
 |
L |
 |
MS&AD Insurance |
3,000.000 |
Fri |
-3.38 |
3,133.000 |
-4.25 |
3,086.000 |
47.000 |
1.52 |
JPY |
3.67 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.770 |
Fri |
|
2.850 |
-2.81 |
2.730 |
0.120 |
4.40 |
AUD |
1.73 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
3/09/20 |
prc diff |
⇓ Δ50 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Hannover Rück |
140.300 |
Fri |
-2.57 |
141.100 |
-0.57 |
145.400 |
-4.300 |
-2.96 |
EUR |
1.48 |
| |  |
 |
 |
 |
|
 |
New China Life |
52.090 |
Fri |
-4.28 |
52.390 |
-0.57 |
44.220 |
8.170 |
18.48 |
CNY |
1.47 |
| |  |
 |
 |
 |
|
 |
China Life |
33.160 |
Fri |
-6.22 |
34.720 |
-4.49 |
29.150 |
5.570 |
19.11 |
CNY |
0.29 |
| |  |
 |
 |
 |
|
 |
China Life Ins HK |
16.360 |
Fri |
-2.85 |
16.740 |
-2.27 |
17.040 |
-0.300 |
-1.76 |
HKD |
-1.60 |
| |  |
 |
 |
 |
|
 |
Mapfre |
1.572 |
Fri |
-1.26 |
1.519 |
3.49 |
1.673 |
-0.154 |
-9.21 |
EUR |
-3.67 |
| |  |
 |
 |
 |
S |
 |
Samsung F&M Ins |
173,000.000 |
Fri |
-1.42 |
175,000.000 |
-1.14 |
186,000.000 |
-11,000.000 |
-5.91 |
KRW |
-3.99 |
| |  |
 |
 |
 |
L |
 |
Insurance Australia |
4.990 |
Fri |
-2.35 |
4.920 |
1.42 |
6.360 |
-1.440 |
-22.64 |
AUD |
-6.93 |
| |  |
 |
 |
 |
S |
 |
People's Insurance |
6.130 |
Fri |
-1.92 |
6.150 |
-0.33 |
6.890 |
-0.740 |
-10.74 |
CNY |
-7.80 |
| |  |
 |
 |
 |
S |
 |
AMP |
1.500 |
Fri |
7.53 |
1.335 |
12.36 |
1.415 |
-0.080 |
-5.65 |
AUD |
-12.44 |
| |  |
 |
 |
 |
S |
 |
DFV |
15.600 |
Fri |
0.65 |
15.946 |
-2.17 |
17.000 |
-1.054 |
-6.20 |
EUR |
-17.24 |
Insurances - 59 out of 59 instruments rated - 2/22/21 / 3/09/20 - 47 did rise, Market-Ratio(50) = 79.66 % |
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 |
8/06/07 |
315 |
 |
 |
 |
China Life Ins HK |
50 |
354 |
HKD |
14.830 |
29.340 |
|
14.510 |
98 |
15,609 |
120 |
|
|
10/30/06 |
5/21/07 |
203 |
 |
 |
 |
Admiral Group |
50 |
562 |
GBP |
9.280 |
9.770 |
|
0.490 |
5 |
15,885 |
10 |
|
|
5/21/07 |
8/06/07 |
77 |
 |
 |
 |
Ping An |
50 |
246 |
HKD |
22.340 |
30.170 |
|
7.830 |
35 |
17,811 |
315 |
|
8/06/07 |
8/13/07 |
7 |
|
- cash - |
|
8/13/07 |
8/20/07 |
7 |
 |
 |
 |
China Life Ins HK |
50 |
332 |
HKD |
26.800 |
32.910 |
|
6.110 |
23 |
19,839 |
> 999,999 |
|
|
|
|
|
 |
 |
 |
Ping An |
50 |
311 |
HKD |
28.570 |
36.400 |
|
7.830 |
27 |
22,274 |
> 999,999 |
|
8/20/07 |
8/27/07 |
7 |
|
- cash - |
|
8/27/07 |
9/17/07 |
21 |
 |
 |
 |
China Life Ins HK |
50 |
301 |
HKD |
36.920 |
38.240 |
|
1.320 |
4 |
22,672 |
84 |
|
|
|
|
|
 |
 |
 |
Ping An |
50 |
279 |
HKD |
39.945 |
47.680 |
|
7.735 |
19 |
24,830 |
2,068 |
|
9/17/07 |
10/05/09 |
749 |
|
- cash - |
|
10/05/09 |
11/23/09 |
49 |
 |
 |
 |
Ageas |
50 |
385 |
EUR |
32.170 |
29.100 |
|
-3.070 |
-10 |
23,648 |
-53 |
|
|
|
|
|
 |
 |
 |
Storebrand |
50 |
325 |
NOK |
38.200 |
40.000 |
|
1.800 |
5 |
24,233 |
41 |
|
11/23/09 |
11/30/09 |
7 |
|
- cash - |
|
11/30/09 |
12/21/09 |
21 |
 |
 |
 |
Ageas |
50 |
431 |
EUR |
28.050 |
26.030 |
|
-2.020 |
-7 |
23,362 |
-73 |
|
|
|
|
|
 |
 |
 |
Storebrand |
50 |
310 |
NOK |
39.100 |
38.500 |
|
-0.600 |
-2 |
23,176 |
-24 |
|
12/21/09 |
12/28/09 |
7 |
|
- cash - |
|
12/28/09 |
5/03/10 |
126 |
 |
 |
 |
Swiss Re |
50 |
230 |
CHF |
50.300 |
47.010 |
|
-3.290 |
-7 |
22,420 |
-18 |
|
|
|
3/01/10 |
63 |
 |
 |
 |
Prudential |
50 |
1,813 |
GBP |
6.400 |
5.300 |
|
-1.100 |
-17 |
20,425 |
-66 |
|
|
3/01/10 |
5/03/10 |
63 |
 |
 |
 |
Storebrand |
50 |
211 |
NOK |
45.520 |
37.900 |
|
-7.620 |
-17 |
18,817 |
-65 |
|
|
5/03/10 |
5/24/10 |
21 |
 |
 |
 |
MetLife |
50 |
205 |
USD |
45.760 |
38.610 |
|
-7.150 |
-16 |
17,352 |
-95 |
|
|
|
|
|
 |
 |
 |
AIG |
50 |
238 |
USD |
39.540 |
34.530 |
|
-5.010 |
-13 |
16,159 |
-91 |
|
5/24/10 |
6/14/10 |
21 |
|
- cash - |
|
6/14/10 |
7/05/10 |
21 |
 |
 |
 |
AIG |
50 |
217 |
USD |
37.090 |
33.710 |
|
-3.380 |
-9 |
15,426 |
-81 |
|
|
|
|
|
 |
 |
 |
Admiral Group |
50 |
589 |
GBP |
13.750 |
13.980 |
|
0.230 |
2 |
15,561 |
33 |
|
7/05/10 |
1/24/11 |
203 |
|
- cash - |
|
1/24/11 |
2/21/11 |
28 |
 |
 |
 |
Legal & General |
50 |
7,047 |
GBP |
1.104 |
1.192 |
|
0.088 |
8 |
16,182 |
172 |
|
|
|
|
|
 |
 |
 |
Glanbia |
50 |
1,945 |
EUR |
4.000 |
4.170 |
|
0.170 |
4 |
16,512 |
72 |
|
2/21/11 |
5/02/11 |
70 |
|
- cash - |
|
5/02/11 |
5/16/11 |
14 |
 |
 |
 |
Molina Healthcare |
50 |
193 |
USD |
42.610 |
40.220 |
|
-2.390 |
-6 |
16,051 |
-78 |
|
|
|
|
|
 |
 |
 |
UnitedHealth |
50 |
166 |
USD |
49.880 |
50.170 |
|
0.290 |
1 |
16,099 |
16 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
5/16/11 |
5/23/11 |
7 |
|
- cash - |
|
5/23/11 |
5/30/11 |
7 |
 |
 |
 |
UnitedHealth |
50 |
163 |
USD |
49.160 |
48.950 |
|
-0.210 |
0 |
16,065 |
-20 |
|
|
|
|
|
 |
 |
 |
Glanbia |
50 |
1,688 |
EUR |
4.790 |
5.000 |
|
0.210 |
4 |
16,419 |
837 |
|
5/30/11 |
7/04/11 |
35 |
|
- cash - |
|
7/04/11 |
7/11/11 |
7 |
 |
 |
 |
UnitedHealth |
50 |
155 |
USD |
52.850 |
50.940 |
|
-1.910 |
-4 |
16,123 |
-85 |
|
|
|
|
|
 |
 |
 |
Glanbia |
50 |
1,739 |
EUR |
4.730 |
4.970 |
|
0.240 |
5 |
16,541 |
1,221 |
|
7/11/11 |
8/20/12 |
406 |
|
- cash - |
|
8/20/12 |
12/24/12 |
126 |
 |
 |
 |
Allstate |
50 |
216 |
USD |
38.120 |
40.330 |
|
2.210 |
6 |
17,018 |
18 |
|
|
|
11/05/12 |
77 |
 |
 |
 |
AIG |
50 |
239 |
USD |
34.660 |
32.800 |
|
-1.860 |
-5 |
16,573 |
-23 |
|
|
11/05/12 |
7/22/13 |
259 |
 |
 |
 |
Glanbia |
50 |
1,034 |
EUR |
7.600 |
10.190 |
|
2.590 |
34 |
19,251 |
51 |
|
|
12/24/12 |
4/08/13 |
105 |
 |
 |
 |
Standard Life Aberdn |
50 |
2,572 |
GBP |
3.388 |
3.294 |
|
-0.094 |
-3 |
19,010 |
-9 |
|
|
4/08/13 |
11/04/13 |
210 |
 |
 |
 |
MS&AD Insurance |
50 |
375 |
JPY |
22.580 |
24.530 |
|
1.950 |
9 |
19,741 |
15 |
|
|
7/22/13 |
10/28/13 |
98 |
 |
 |
 |
Sompo |
50 |
391 |
JPY |
26.910 |
24.660 |
|
-2.250 |
-8 |
18,861 |
-28 |
|
|
10/28/13 |
11/11/13 |
14 |
 |
 |
 |
AIG |
50 |
187 |
USD |
51.430 |
48.840 |
|
-2.590 |
-5 |
18,377 |
-74 |
|
|
11/04/13 |
3/17/14 |
133 |
 |
 |
 |
Storebrand |
50 |
240 |
NOK |
38.400 |
35.040 |
|
-3.360 |
-9 |
17,570 |
-22 |
|
|
11/11/13 |
|
126 |
 |
 |
 |
Manulife Financial |
50 |
466 |
CAD |
19.620 |
20.850 |
|
1.230 |
6 |
18,144 |
19 |
|
3/17/14 |
3/24/14 |
7 |
|
- cash - |
|
3/24/14 |
4/21/14 |
28 |
 |
 |
 |
Swiss Life |
50 |
42 |
CHF |
212.000 |
220.400 |
|
8.400 |
4 |
18,496 |
66 |
|
|
|
|
|
 |
 |
 |
Gjensidige |
50 |
73 |
NOK |
125.100 |
124.000 |
|
-1.100 |
-1 |
18,416 |
-11 |
|
4/21/14 |
5/12/14 |
21 |
|
- cash - |
|
5/12/14 |
8/04/14 |
84 |
 |
 |
 |
Swiss Life |
50 |
42 |
CHF |
218.400 |
206.800 |
|
-11.600 |
-5 |
17,929 |
-21 |
|
|
|
7/21/14 |
70 |
 |
 |
 |
Aviva |
50 |
1,740 |
GBP |
5.310 |
4.879 |
|
-0.431 |
-8 |
17,179 |
-36 |
|
|
7/21/14 |
10/20/14 |
91 |
 |
 |
 |
Molina Healthcare |
50 |
187 |
USD |
45.330 |
45.410 |
|
0.080 |
0 |
17,194 |
1 |
|
|
8/04/14 |
9/22/14 |
49 |
 |
 |
 |
China Pacific Ins |
50 |
429 |
CNY |
20.280 |
18.790 |
|
-1.490 |
-7 |
16,555 |
-43 |
|
|
9/22/14 |
10/20/14 |
28 |
 |
 |
 |
Gjensidige |
50 |
59 |
NOK |
134.700 |
132.200 |
|
-2.500 |
-2 |
16,407 |
-22 |
|
10/20/14 |
11/03/14 |
14 |
|
- cash - |
|
11/03/14 |
11/17/14 |
14 |
 |
 |
 |
Molina Healthcare |
50 |
168 |
USD |
48.820 |
49.710 |
|
0.890 |
2 |
16,557 |
60 |
|
|
|
|
|
 |
 |
 |
New China Life |
50 |
284 |
CNY |
28.850 |
28.610 |
|
-0.240 |
-1 |
16,489 |
-20 |
|
11/17/14 |
11/24/14 |
7 |
|
- cash - |
|
11/24/14 |
12/15/14 |
21 |
 |
 |
 |
Lowe´s |
50 |
129 |
USD |
63.640 |
65.320 |
|
1.680 |
3 |
16,705 |
57 |
|
|
|
|
|
 |
 |
 |
New China Life |
50 |
240 |
CNY |
34.410 |
38.370 |
|
3.960 |
12 |
17,656 |
564 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
12/15/14 |
12/22/14 |
7 |
|
- cash - |
|
12/22/14 |
1/05/15 |
14 |
 |
 |
 |
China Life |
50 |
345 |
CNY |
25.560 |
34.090 |
|
8.530 |
33 |
20,599 |
182,144 |
|
|
|
|
|
 |
 |
 |
New China Life |
50 |
209 |
CNY |
42.100 |
49.610 |
|
7.510 |
18 |
22,168 |
7,120 |
|
1/05/15 |
1/12/15 |
7 |
|
- cash - |
|
1/12/15 |
8/17/15 |
217 |
 |
 |
 |
China Life |
50 |
318 |
CNY |
34.820 |
27.140 |
|
-7.680 |
-22 |
19,726 |
-34 |
|
|
|
8/03/15 |
203 |
 |
 |
 |
New China Life |
50 |
237 |
CNY |
46.780 |
43.830 |
|
-2.950 |
-6 |
19,027 |
-11 |
|
|
8/03/15 |
8/24/15 |
21 |
 |
 |
 |
Molina Healthcare |
50 |
135 |
USD |
76.570 |
72.680 |
|
-3.890 |
-5 |
18,502 |
-60 |
|
|
8/17/15 |
|
7 |
 |
 |
 |
MS&AD Insurance |
50 |
202 |
JPY |
42.840 |
34.870 |
|
-7.970 |
-19 |
16,892 |
-100 |
|
8/24/15 |
10/05/15 |
42 |
|
- cash - |
|
10/05/15 |
10/12/15 |
7 |
 |
 |
 |
Molina Healthcare |
50 |
125 |
USD |
67.370 |
67.170 |
|
-0.200 |
0 |
16,867 |
-14 |
|
|
|
|
|
 |
 |
 |
Ageas |
50 |
222 |
EUR |
38.075 |
38.510 |
|
0.435 |
1 |
16,963 |
81 |
|
10/12/15 |
11/30/15 |
49 |
|
- cash - |
|
11/30/15 |
12/07/15 |
7 |
 |
 |
 |
Hannover Rück |
50 |
76 |
EUR |
110.750 |
110.700 |
|
-0.050 |
0 |
16,959 |
-2 |
|
|
|
|
|
 |
 |
 |
NN |
50 |
264 |
EUR |
32.330 |
31.830 |
|
-0.500 |
-2 |
16,827 |
-56 |
|
12/07/15 |
12/26/16 |
385 |
|
- cash - |
|
12/26/16 |
12/11/17 |
350 |
 |
 |
 |
Storebrand |
50 |
182 |
NOK |
46.190 |
63.000 |
|
16.810 |
36 |
19,887 |
38 |
|
|
|
4/24/17 |
119 |
 |
 |
 |
Dai-ichi Life |
50 |
431 |
JPY |
19.500 |
18.330 |
|
-1.170 |
-6 |
19,383 |
-17 |
|
|
4/24/17 |
6/26/17 |
63 |
 |
 |
 |
Mapfre |
50 |
2,398 |
EUR |
3.300 |
3.040 |
|
-0.260 |
-8 |
18,759 |
-38 |
|
|
6/26/17 |
4/16/18 |
294 |
 |
 |
 |
Ping An Ins |
50 |
146 |
CNY |
49.720 |
64.300 |
|
14.580 |
29 |
20,888 |
38 |
|
|
12/11/17 |
|
126 |
 |
 |
 |
Ping An |
50 |
141 |
HKD |
81.350 |
82.300 |
|
0.950 |
1 |
21,022 |
3 |
|
4/16/18 |
11/11/19 |
574 |
|
- cash - |
|
11/11/19 |
11/18/19 |
7 |
 |
 |
 |
Hannover Rück |
50 |
63 |
EUR |
165.800 |
167.000 |
|
1.200 |
1 |
21,097 |
46 |
|
|
|
|
|
 |
 |
 |
China Life |
50 |
299 |
CNY |
35.300 |
35.560 |
|
0.260 |
1 |
21,175 |
47 |
|
11/18/19 |
11/25/19 |
7 |
|
- cash - |
|
11/25/19 |
2/03/20 |
70 |
 |
 |
 |
Hannover Rück |
50 |
63 |
EUR |
166.900 |
177.800 |
|
10.900 |
7 |
21,862 |
39 |
|
|
|
|
|
 |
 |
 |
China Life |
50 |
321 |
CNY |
33.190 |
29.190 |
|
-4.000 |
-12 |
20,578 |
-49 |
|
2/03/20 |
2/22/21 |
385 |
|
- cash - |
|
2/22/21 |
2/26/21 |
4 |
 |
 |
 |
Aegon |
50 |
2,539 |
EUR |
4.052 |
3.956 |
|
-0.096 |
-2 |
20,334 |
-89 |
|
|
|
|
|
 |
 |
 |
Hanwha Life |
50 |
2,965 |
KRW |
3.470 |
3.205 |
|
-0.265 |
-8 |
19,548 |
-100 |
|
accum | 1/02/06 |
2/26/21 | 2512 |
days out of 5536 invested (45%) |
95 |
19,548 |
10 |
|
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 | 8/06/07 | 315 | 14.83 | 29.34 | | 14.51 | 97.84 | 50 | 48.92 | |
| | 8/13/07 | 8/20/07 | 7 | 26.80 | 32.91 | | 6.11 | 22.80 | | 11.40 | |
| | 8/27/07 | 9/17/07 | 21 | 36.92 | 38.24 | | 1.32 | 3.58 | | 1.79 | 68.86 |
Ping An | | 5/21/07 | 8/06/07 | 77 | 22.34 | 30.17 | | 7.83 | 35.05 | | 17.52 | |
| | 8/13/07 | 8/20/07 | 7 | 28.57 | 36.40 | | 7.83 | 27.41 | | 13.70 | |
| | 8/27/07 | 9/17/07 | 21 | 39.95 | 47.68 | | 7.74 | 19.36 | | 9.68 | |
| | 12/11/17 | 4/16/18 | 126 | 81.35 | 82.30 | | 0.95 | 1.17 | | 0.58 | 47.42 |
Glanbia | | 1/24/11 | 2/21/11 | 28 | 4.00 | 4.17 | | 0.17 | 4.25 | | 2.13 | |
| | 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 | 25.25 |
Ping An Ins | | 6/26/17 | 4/16/18 | 294 | 49.72 | 64.30 | | 14.58 | 29.32 | | 14.66 | 14.66 |
New China Life | | 11/03/14 | 11/17/14 | 14 | 28.85 | 28.61 | | -0.24 | -0.83 | | -0.42 | |
| | 11/24/14 | 12/15/14 | 21 | 34.41 | 38.37 | | 3.96 | 11.51 | | 5.75 | |
| | 12/22/14 | 1/05/15 | 14 | 42.10 | 49.61 | | 7.51 | 17.84 | | 8.92 | |
| | 1/12/15 | 8/03/15 | 203 | 46.78 | 43.83 | | -2.95 | -6.31 | | -3.15 | 11.09 |
Storebrand | | 10/05/09 | 11/23/09 | 49 | 38.20 | 40.00 | | 1.80 | 4.71 | | 2.36 | |
| | 11/30/09 | 12/21/09 | 21 | 39.10 | 38.50 | | -0.60 | -1.53 | | -0.77 | |
| | 3/01/10 | 5/03/10 | 63 | 45.52 | 37.90 | | -7.62 | -16.74 | | -8.37 | |
| | 11/04/13 | 3/17/14 | 133 | 38.40 | 35.04 | | -3.36 | -8.75 | | -4.38 | |
| | 12/26/16 | 12/11/17 | 350 | 46.19 | 63.00 | | 16.81 | 36.39 | | 18.20 | 5.19 |
Legal & General | | 1/24/11 | 2/21/11 | 28 | 1.10 | 1.19 | | 0.09 | 7.97 | | 3.99 | 3.99 |
Hannover Rück | | 11/30/15 | 12/07/15 | 7 | 110.75 | 110.70 | | -0.05 | -0.05 | | -0.02 | |
| | 11/11/19 | 11/18/19 | 7 | 165.80 | 167.00 | | 1.20 | 0.72 | | 0.36 | |
| | 11/25/19 | 2/03/20 | 70 | 166.90 | 177.80 | | 10.90 | 6.53 | | 3.27 | 3.62 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
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 |
Manulife Financial | | 11/11/13 | 3/17/14 | 126 | 19.62 | 20.85 | | 1.23 | 6.27 | | 3.13 | 3.13 |
Allstate | | 8/20/12 | 12/24/12 | 126 | 38.12 | 40.33 | | 2.21 | 5.80 | | 2.90 | 2.90 |
Samsung F&M Ins | | 1/02/06 | 10/30/06 | 301 | 134.00 | 141.00 | | 7.00 | 5.22 | | 2.61 | 2.61 |
Uniqa | | 1/02/06 | 9/25/06 | 266 | 22.77 | 23.75 | | 0.98 | 4.29 | | 2.14 | 2.14 |
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 | 4/21/14 | 28 | 212.00 | 220.40 | | 8.40 | 3.96 | | 1.98 | |
| | 5/12/14 | 8/04/14 | 84 | 218.40 | 206.80 | | -11.60 | -5.31 | | -2.66 | -0.73 |
NN | | 11/30/15 | 12/07/15 | 7 | 32.33 | 31.83 | | -0.50 | -1.55 | | -0.77 | -0.77 |
Aegon | | 2/22/21 | 2/26/21 | 4 | 4.05 | 3.96 | | -0.10 | -2.37 | | -1.18 | -1.18 |
Gjensidige | | 3/24/14 | 4/21/14 | 28 | 125.10 | 124.00 | | -1.10 | -0.88 | | -0.44 | |
| | 9/22/14 | 10/20/14 | 28 | 134.70 | 132.20 | | -2.50 | -1.86 | | -0.93 | -1.36 |
Standard Life Aberdn | | 12/24/12 | 4/08/13 | 105 | 3.39 | 3.29 | | -0.09 | -2.77 | | -1.39 | -1.39 |
UnitedHealth | | 5/02/11 | 5/16/11 | 14 | 49.88 | 50.17 | | 0.29 | 0.58 | | 0.29 | |
| | 5/23/11 | 5/30/11 | 7 | 49.16 | 48.95 | | -0.21 | -0.43 | | -0.21 | |
| | 7/04/11 | 7/11/11 | 7 | 52.85 | 50.94 | | -1.91 | -3.61 | | -1.81 | -1.73 |
China Life | | 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 | |
| | 11/11/19 | 11/18/19 | 7 | 35.30 | 35.56 | | 0.26 | 0.74 | | 0.37 | |
| | 11/25/19 | 2/03/20 | 70 | 33.19 | 29.19 | | -4.00 | -12.05 | | -6.03 | -2.08 |
Dai-ichi Life | | 12/26/16 | 4/24/17 | 119 | 19.50 | 18.33 | | -1.17 | -6.00 | | -3.00 | -3.00 |
Swiss Re | | 12/28/09 | 5/03/10 | 126 | 50.30 | 47.01 | | -3.29 | -6.54 | | -3.27 | -3.27 |
China Pacific Ins | | 8/04/14 | 9/22/14 | 49 | 20.28 | 18.79 | | -1.49 | -7.35 | | -3.67 | -3.67 |
Hanwha Life | | 2/22/21 | 2/26/21 | 4 | 3.47 | 3.21 | | -0.27 | -7.64 | | -3.82 | -3.82 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
Mapfre | | 4/24/17 | 6/26/17 | 63 | 3.30 | 3.04 | | -0.26 | -7.88 | | -3.94 | -3.94 |
Aviva | | 5/12/14 | 7/21/14 | 70 | 5.31 | 4.88 | | -0.43 | -8.12 | | -4.06 | -4.06 |
Sompo | | 7/22/13 | 10/28/13 | 98 | 26.91 | 24.66 | | -2.25 | -8.36 | | -4.18 | -4.18 |
Molina Healthcare | | 5/02/11 | 5/16/11 | 14 | 42.61 | 40.22 | | -2.39 | -5.61 | | -2.80 | |
| | 7/21/14 | 10/20/14 | 91 | 45.33 | 45.41 | | 0.08 | 0.18 | | 0.09 | |
| | 11/03/14 | 11/17/14 | 14 | 48.82 | 49.71 | | 0.89 | 1.82 | | 0.91 | |
| | 8/03/15 | 8/24/15 | 21 | 76.57 | 72.68 | | -3.89 | -5.08 | | -2.54 | |
| | 10/05/15 | 10/12/15 | 7 | 67.37 | 67.17 | | -0.20 | -0.30 | | -0.15 | -4.47 |
MS&AD Insurance | | 4/08/13 | 11/04/13 | 210 | 22.58 | 24.53 | | 1.95 | 8.64 | | 4.32 | |
| | 8/17/15 | 8/24/15 | 7 | 42.84 | 34.87 | | -7.97 | -18.60 | | -9.30 | -5.39 |
Ageas | | 10/05/09 | 11/23/09 | 49 | 32.17 | 29.10 | | -3.07 | -9.54 | | -4.77 | |
| | 11/30/09 | 12/21/09 | 21 | 28.05 | 26.03 | | -2.02 | -7.20 | | -3.60 | |
| | 10/05/15 | 10/12/15 | 7 | 38.08 | 38.51 | | 0.43 | 1.14 | | 0.57 | -7.68 |
MetLife | | 5/03/10 | 5/24/10 | 21 | 45.76 | 38.61 | | -7.15 | -15.63 | | -7.81 | -7.81 |
Prudential | | 12/28/09 | 3/01/10 | 63 | 6.40 | 5.30 | | -1.10 | -17.19 | | -8.59 | -8.59 |
AIG | | 5/03/10 | 5/24/10 | 21 | 39.54 | 34.53 | | -5.01 | -12.67 | | -6.34 | |
| | 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 | |
| | 10/28/13 | 11/11/13 | 14 | 51.43 | 48.84 | | -2.59 | -5.04 | | -2.52 | -15.19 |
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. |
|
|