| Thu, Jun 8th, 2023, 15:42UTC |
| |
Assessment - Insurances in Swiss Franc - 6/05/23 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/05/23 |
⇓ Δwk |
3/06/23 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Insurances |
270.899 |
14:49 |
0.52 |
269.401 |
0.56 |
282.017 |
-12.616 |
-4.47 |
|
2.49 |
| |  |
 |
 |
 |
L |
 |
Talanx |
50.828 |
Wed |
-0.38 |
51.459 |
-1.23 |
44.767 |
6.692 |
14.95 |
|
28.85 |
| |  |
 |
 |
 |
L |
 |
Quálitas |
6.147 |
Wed |
-0.18 |
6.088 |
0.96 |
6.137 |
-0.048 |
-0.78 |
|
32.31 |
| |  |
 |
 |
 |
L |
 |
Scor |
23.202 |
Wed |
-1.52 |
23.668 |
-1.97 |
24.155 |
-0.487 |
-2.02 |
|
22.73 |
| |  |
 |
 |
 |
|
 |
Münchener Rück |
321.361 |
08:13 |
0.61 |
328.442 |
-2.16 |
329.630 |
-1.188 |
-0.36 |
|
20.38 |
| |  |
 |
 |
 |
L |
 |
Hannover Rück |
188.859 |
08:14 |
0.65 |
196.134 |
-3.71 |
181.535 |
14.599 |
8.04 |
|
20.11 |
| |  |
 |
 |
 |
|
 |
China Pacific Ins |
3.792 |
07:00 |
1.47 |
3.634 |
4.35 |
3.766 |
-0.132 |
-3.50 |
|
12.02 |
| |  |
 |
 |
 |
L |
 |
MS&AD Insurance |
32.874 |
06:15 |
0.81 |
31.895 |
3.07 |
30.751 |
1.144 |
3.72 |
|
10.78 |
| |  |
 |
 |
 |
|
 |
China Life |
4.877 |
07:00 |
1.54 |
4.807 |
1.46 |
4.844 |
-0.037 |
-0.77 |
|
8.36 |
| |  |
 |
 |
 |
L |
 |
Hiscox |
1,299.550 |
Wed |
|
1,308.559 |
-0.69 |
1,197.277 |
111.281 |
9.29 |
|
14.99 |
| |  |
 |
 |
 |
|
 |
QBE Insurance |
8.960 |
06:10 |
1.63 |
8.906 |
0.61 |
9.367 |
-0.462 |
-4.93 |
|
7.72 |
| |  |
 |
 |
 |
|
 |
FBD |
12.271 |
13:47 |
2.02 |
12.271 |
|
13.436 |
-1.166 |
-8.67 |
|
12.59 |
| |  |
 |
 |
 |
|
 |
Glanbia |
13.144 |
14:00 |
-1.17 |
13.192 |
-0.37 |
12.889 |
0.303 |
2.35 |
|
12.03 |
| |  |
 |
 |
 |
L |
 |
Samsung F&M Ins |
168.466 |
06:30 |
2.76 |
161.156 |
4.54 |
154.668 |
6.488 |
4.19 |
|
10.75 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.779 |
14:20 |
-0.50 |
7.838 |
-0.74 |
8.271 |
-0.433 |
-5.24 |
|
11.06 |
| |  |
 |
 |
 |
L |
 |
Admiral Group |
2,613.739 |
Wed |
-2.97 |
2,662.162 |
-1.82 |
2,346.327 |
315.835 |
13.46 |
|
11.39 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
91.620 |
08:17 |
0.39 |
92.280 |
-0.72 |
98.980 |
-6.700 |
-6.77 |
|
11.65 |
| |  |
 |
 |
 |
|
 |
China Life Ins HK |
1.578 |
08:08 |
1.49 |
1.551 |
1.79 |
1.645 |
-0.094 |
-5.73 |
|
5.32 |
| |  |
 |
 |
 |
L |
 |
Berkshire Hathaway |
303.411 |
14:24 |
-0.08 |
297.463 |
2.00 |
295.183 |
2.280 |
0.77 |
|
5.23 |
| |  |
 |
 |
 |
|
 |
Generali |
17.717 |
08:23 |
0.91 |
17.509 |
1.19 |
18.671 |
-1.163 |
-6.23 |
|
7.74 |
| |  |
 |
 |
 |
L |
 |
Sun Life Financial |
45.535 |
14:49 |
-0.21 |
45.488 |
0.10 |
46.053 |
-0.565 |
-1.23 |
|
4.14 |
| |  |
 |
 |
 |
L |
 |
Insurance Australia |
3.046 |
06:10 |
0.20 |
3.070 |
-0.78 |
2.974 |
0.097 |
3.25 |
|
2.50 |
| |  |
 |
 |
 |
|
 |
Prudential |
1,278.716 |
Wed |
-0.87 |
1,280.405 |
-0.13 |
1,417.105 |
-136.700 |
-9.65 |
|
7.77 |
| |  |
 |
 |
 |
|
 |
Allianz |
204.234 |
08:12 |
0.81 |
203.652 |
0.29 |
222.043 |
-18.391 |
-8.28 |
|
6.25 |
| |  |
 |
 |
 |
L |
 |
Hanwha Life |
1.838 |
06:30 |
2.13 |
1.806 |
1.73 |
1.916 |
-0.110 |
-5.73 |
|
5.20 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/05/23 |
⇓ Δwk |
3/06/23 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Ping An Ins |
6.331 |
07:00 |
1.35 |
6.183 |
2.39 |
6.531 |
-0.348 |
-5.33 |
|
0.09 |
| |  |
 |
 |
 |
|
 |
Ping An |
6.170 |
08:08 |
1.14 |
5.985 |
3.09 |
6.628 |
-0.643 |
-9.70 |
|
2.54 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
17.356 |
14:40 |
-0.77 |
17.342 |
0.08 |
18.680 |
-1.338 |
-7.16 |
|
1.95 |
| |  |
 |
 |
 |
|
 |
Mapfre |
1.837 |
Wed |
0.69 |
1.819 |
1.01 |
2.044 |
-0.226 |
-11.03 |
|
4.78 |
| |  |
 |
 |
 |
|
 |
Axa |
26.481 |
08:19 |
0.55 |
26.360 |
0.46 |
29.962 |
-3.603 |
-12.02 |
|
4.49 |
| |  |
 |
 |
 |
L |
 |
HDFC Life |
6.519 |
10:00 |
-0.09 |
6.302 |
3.44 |
5.583 |
0.719 |
12.88 |
|
-0.23 |
| |  |
 |
 |
 |
|
 |
Beazley |
682.432 |
Wed |
-1.06 |
692.005 |
-1.38 |
684.719 |
7.285 |
1.06 |
|
3.70 |
| |  |
 |
 |
 |
L |
 |
Sompo |
39.777 |
06:15 |
0.25 |
39.038 |
1.89 |
39.859 |
-0.821 |
-2.06 |
|
-2.15 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
192.150 |
14:25 |
0.49 |
187.198 |
2.65 |
187.715 |
-0.517 |
-0.28 |
|
-0.24 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
538.600 |
08:17 |
0.82 |
532.800 |
1.09 |
602.200 |
-69.400 |
-11.52 |
|
3.96 |
| |  |
 |
 |
 |
|
 |
Storebrand |
6.776 |
14:25 |
0.36 |
6.851 |
-1.10 |
7.797 |
-0.945 |
-12.13 |
|
-8.29 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
47.616 |
06:30 |
0.15 |
46.989 |
1.33 |
48.302 |
-1.313 |
-2.72 |
|
0.18 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
23.183 |
13:39 |
0.63 |
23.377 |
-0.83 |
25.976 |
-2.599 |
-10.01 |
|
1.14 |
| |  |
 |
 |
 |
|
 |
AIA |
9.394 |
08:08 |
1.69 |
9.232 |
1.75 |
10.284 |
-1.052 |
-10.23 |
|
-2.69 |
| |  |
 |
 |
 |
L |
 |
SBI Life |
13.599 |
09:59 |
-0.55 |
13.341 |
1.93 |
12.857 |
0.484 |
3.77 |
|
-4.10 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
432.200 |
08:18 |
0.49 |
431.700 |
0.12 |
445.000 |
-13.300 |
-2.99 |
|
0.64 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
16.200 |
06:15 |
0.30 |
16.443 |
-1.48 |
19.714 |
-3.270 |
-16.59 |
|
-5.42 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
158.581 |
14:20 |
0.22 |
157.857 |
0.46 |
170.747 |
-12.890 |
-7.55 |
|
-4.06 |
| |  |
 |
 |
 |
|
 |
Tryg |
20.413 |
14:59 |
0.13 |
20.608 |
-0.95 |
20.522 |
0.086 |
0.42 |
|
-2.75 |
| |  |
 |
 |
 |
|
 |
AIG |
51.403 |
14:24 |
0.09 |
49.094 |
4.70 |
56.192 |
-7.098 |
-12.63 |
|
-5.63 |
| |  |
 |
 |
 |
L |
 |
UnitedHealth |
443.352 |
14:26 |
1.58 |
451.011 |
-1.70 |
447.733 |
3.278 |
0.73 |
|
-5.62 |
| |  |
 |
 |
 |
|
 |
Aegon |
4.420 |
08:19 |
1.86 |
4.207 |
5.07 |
4.917 |
-0.710 |
-14.43 |
|
-4.39 |
| |  |
 |
 |
 |
S |
 |
Sampo |
41.671 |
08:18 |
-0.05 |
41.982 |
-0.74 |
44.508 |
-2.526 |
-5.68 |
|
-5.34 |
| |  |
 |
 |
 |
L |
 |
Molina Healthcare |
259.997 |
14:30 |
1.10 |
265.379 |
-2.03 |
261.676 |
3.703 |
1.42 |
|
-7.93 |
| |  |
 |
 |
 |
S |
 |
Aviva |
457.883 |
Wed |
-0.27 |
456.532 |
0.30 |
503.586 |
-47.054 |
-9.34 |
|
-5.14 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/05/23 |
⇓ Δwk |
3/06/23 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Legal & General |
269.032 |
Wed |
-0.58 |
263.964 |
1.92 |
295.646 |
-31.682 |
-10.72 |
|
-5.97 |
| |  |
 |
 |
 |
S |
 |
Phoenix |
634.685 |
Wed |
-0.39 |
632.207 |
0.39 |
710.852 |
-78.645 |
-11.06 |
|
-6.22 |
| |  |
 |
 |
 |
|
 |
Ageas |
36.928 |
08:18 |
0.45 |
37.054 |
-0.34 |
42.677 |
-5.623 |
-13.18 |
|
-7.84 |
| |  |
 |
 |
 |
|
 |
NN |
32.233 |
08:19 |
2.15 |
33.378 |
-3.43 |
38.716 |
-5.338 |
-13.79 |
|
-14.37 |
| |  |
 |
 |
 |
S |
 |
MetLife |
49.031 |
14:24 |
-1.26 |
47.664 |
2.87 |
64.900 |
-17.236 |
-26.56 |
|
-21.89 |
| |  |
 |
 |
 |
S |
 |
DFV |
7.469 |
Wed |
-0.52 |
7.488 |
-0.26 |
9.286 |
-1.797 |
-19.36 |
|
-21.44 |
Insurances - 55 out of 55 instruments rated - 6/05/23 / 3/06/23 - 15 did rise, Market-Ratio(13) in CHF = 27.27 % |
Technical Chart
Transactions Insurances in Swiss Franc * 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 |
2,980 |
|
3.355 |
3.586 |
3.125 |
-0.231 |
-7 |
9,313 |
-84 |
|
long |
8/21/06 |
1/07/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
4,402 |
|
2.115 |
5.340 |
|
3.224 |
152 |
23,506 |
96 |
|
short |
1/07/08 |
4/21/08 |
105 |
 |
 |
 |
Storebrand |
100 |
2,391 |
|
9.830 |
8.693 |
11.115 |
1.286 |
13 |
26,580 |
53 |
|
long |
4/21/08 |
6/30/08 |
70 |
 |
 |
 |
Glanbia |
100 |
3,320 |
|
8.005 |
7.753 |
|
-0.251 |
-3 |
25,746 |
-15 |
|
short |
6/30/08 |
1/26/09 |
210 |
 |
 |
 |
AIG |
100 |
47 |
|
538.984 |
29.067 |
9,994.303 |
9,455.319 |
1,754 |
470,146 |
15,903 |
|
long |
1/26/09 |
6/14/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
32,267 |
|
14.570 |
22.984 |
|
8.414 |
58 |
741,629 |
39 |
|
short |
6/14/10 |
8/23/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
45,036 |
|
16.467 |
13.913 |
19.491 |
3.023 |
18 |
877,786 |
141 |
|
long |
8/23/10 |
6/20/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
36,999 |
|
23.724 |
23.011 |
|
-0.714 |
-3 |
851,377 |
-4 |
|
short |
6/20/11 |
11/07/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
108,476 |
|
7.849 |
4.430 |
13.905 |
6.057 |
77 |
1,508,382 |
344 |
|
long |
11/07/11 |
8/24/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
270,091 |
|
5.585 |
18.536 |
|
12.951 |
232 |
5,006,336 |
37 |
|
short |
8/24/15 |
11/23/15 |
91 |
 |
 |
 |
FBD |
100 |
857,472 |
|
5.838 |
7.261 |
4.416 |
-1.422 |
-24 |
3,786,941 |
-67 |
|
long |
11/23/15 |
1/25/16 |
63 |
 |
 |
 |
NN |
100 |
107,455 |
|
35.242 |
34.157 |
|
-1.085 |
-3 |
3,670,356 |
-17 |
|
short |
1/25/16 |
4/18/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
666,478 |
|
5.507 |
4.942 |
6.137 |
0.630 |
11 |
4,090,244 |
60 |
|
long |
4/18/16 |
6/27/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,788,817 |
|
2.287 |
2.121 |
|
-0.165 |
-7 |
3,794,877 |
-32 |
|
short |
6/27/16 |
8/08/16 |
42 |
 |
 |
 |
Delta Lloyd |
100 |
1,112,615 |
|
3.411 |
3.586 |
3.235 |
-0.176 |
-5 |
3,599,422 |
-37 |
|
long |
8/08/16 |
12/17/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
126,555 |
|
28.441 |
24.528 |
|
-3.913 |
-14 |
3,104,169 |
-6 |
|
short |
12/17/18 |
1/28/19 |
42 |
 |
 |
 |
AMP |
100 |
1,846,150 |
|
1.681 |
1.662 |
1.701 |
0.020 |
1 |
3,140,856 |
11 |
|
long |
1/28/19 |
3/02/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
23,286 |
|
134.877 |
121.818 |
|
-13.059 |
-10 |
2,836,774 |
-9 |
|
short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2188,445,371 |
|
0.001 |
0.001 |
0.001 |
0.000 |
0 |
2,844,979 |
1 |
|
long |
6/08/20 |
5/09/22 |
700 |
 |
 |
 |
DFV |
100 |
149,479 |
|
19.033 |
12.211 |
|
-6.821 |
-36 |
1,825,352 |
-21 |
|
short |
5/09/22 |
6/06/22 |
28 |
 |
 |
 |
Prudential |
100 |
169,093 |
|
10.795 |
12.943 |
8.646 |
-2.148 |
-20 |
1,462,056 |
-94 |
|
long |
6/06/22 |
7/18/22 |
42 |
 |
 |
 |
Sompo |
100 |
3,298,257 |
|
0.443 |
0.416 |
|
-0.027 |
-6 |
1,372,780 |
-42 |
|
short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
67,542 |
|
20.325 |
25.296 |
15.354 |
-4.971 |
-24 |
1,037,029 |
-84 |
|
long |
9/12/22 |
6/08/23 |
269 |
 |
 |
 |
Molina Healthcare |
100 |
3,121 |
|
332.200 |
259.997 |
|
-72.203 |
-22 |
811,683 |
-28 |
|
accum | 8/07/06 |
6/08/23 | 6149 |
days out of 6366 invested (97%) |
8,017 |
811,683 |
30 |
|
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 | 538.98 | 29.07 | 9,994.30 | 9,455.32 | 1,754.29 | | | 1,754.29 |
Glanbia | short | 8/07/06 | 8/21/06 | 14 | 3.36 | 3.59 | 3.12 | -0.23 | -6.87 | | | |
| long | 4/21/08 | 6/30/08 | 70 | 8.00 | 7.75 | | -0.25 | -3.14 | | | |
| long | 11/07/11 | 8/24/15 | 1386 | 5.58 | 18.54 | | 12.95 | 231.90 | | | 199.39 |
China Life Ins HK | long | 8/21/06 | 1/07/08 | 504 | 2.12 | 5.34 | | 3.22 | 152.42 | | | 152.42 |
UnipolSai | short | 6/14/10 | 8/23/10 | 70 | 16.47 | 13.91 | 19.49 | 3.02 | 18.36 | | | |
| short | 6/20/11 | 11/07/11 | 140 | 7.85 | 4.43 | 13.91 | 6.06 | 77.17 | | | 109.70 |
Storebrand | short | 1/07/08 | 4/21/08 | 105 | 9.83 | 8.69 | 11.12 | 1.29 | 13.08 | | | 13.08 |
Delta Lloyd | short | 1/25/16 | 4/18/16 | 84 | 5.51 | 4.94 | 6.14 | 0.63 | 11.44 | | | |
| short | 6/27/16 | 8/08/16 | 42 | 3.41 | 3.59 | 3.24 | -0.18 | -5.15 | | | 5.70 |
AMP | short | 12/17/18 | 1/28/19 | 42 | 1.68 | 1.66 | 1.70 | 0.02 | 1.18 | | | 1.18 |
Hanwha Life | short | 3/02/20 | 6/08/20 | 98 | 0.00 | 0.00 | 0.00 | 0.00 | 0.29 | | | 0.29 |
Admiral Group | long | 1/26/09 | 6/14/10 | 504 | 14.57 | 22.98 | | 8.41 | 57.75 | | | |
| long | 8/23/10 | 6/20/11 | 301 | 23.72 | 23.01 | | -0.71 | -3.01 | | | |
| long | 8/08/16 | 12/17/18 | 861 | 28.44 | 24.53 | | -3.91 | -13.76 | | | |
| short | 7/18/22 | 9/12/22 | 56 | 20.32 | 25.30 | 15.35 | -4.97 | -24.46 | | | -0.32 |
NN | long | 11/23/15 | 1/25/16 | 63 | 35.24 | 34.16 | | -1.08 | -3.08 | | | -3.08 |
Sompo | long | 6/06/22 | 7/18/22 | 42 | 0.44 | 0.42 | | -0.03 | -6.11 | | | -6.11 |
Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 2.29 | 2.12 | | -0.17 | -7.22 | | | -7.22 |
Prudential | short | 5/09/22 | 6/06/22 | 28 | 10.79 | 12.94 | 8.65 | -2.15 | -19.90 | | | -19.90 |
FBD | short | 8/24/15 | 11/23/15 | 91 | 5.84 | 7.26 | 4.42 | -1.42 | -24.36 | | | -24.36 |
Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 134.88 | 121.82 | | -13.06 | -9.68 | | | |
| long | 9/12/22 | 6/08/23 | 269 | 332.20 | 260.00 | | -72.20 | -21.73 | | | -29.31 |
DFV | long | 6/08/20 | 5/09/22 | 700 | 19.03 | 12.21 | | -6.82 | -35.84 | | | -35.84 |
Annotations
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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