| Tue, Mar 19th, 2024, 9:35UTC |
| |
Assessment - Insurances - 3/18/24 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
12/18/23 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
SOM Insurances |
340.167 |
09:01 |
-0.21 |
340.867 |
-0.21 |
310.829 |
30.038 |
9.66 |
USD |
12.25 |
| | |
|
|
|
L |
|
MS&AD Insurance |
7,756.000 |
06:15 |
0.22 |
7,739.000 |
0.22 |
5,644.000 |
2,095.000 |
37.12 |
JPY |
46.34 |
| | |
|
|
|
L |
|
Quálitas |
199.400 |
Mon |
1.20 |
199.400 |
|
169.320 |
30.080 |
17.77 |
MXN |
44.44 |
| | |
|
|
|
L |
|
Sompo |
9,358.000 |
06:15 |
1.98 |
9,176.000 |
1.98 |
7,246.000 |
1,930.000 |
26.64 |
JPY |
41.18 |
| | |
|
|
|
L |
|
Samsung Life |
93,500.000 |
06:30 |
-3.81 |
97,200.000 |
-3.81 |
69,200.000 |
28,000.000 |
40.46 |
KRW |
39.41 |
| | |
|
|
|
L |
|
Dai-ichi Life |
3,753.000 |
06:15 |
2.32 |
3,668.000 |
2.32 |
3,084.000 |
584.000 |
18.94 |
JPY |
28.41 |
| | |
|
|
|
L |
|
Samsung F&M Ins |
307,500.000 |
06:30 |
-2.07 |
314,000.000 |
-2.07 |
253,000.000 |
61,000.000 |
24.11 |
KRW |
27.17 |
| | |
|
|
|
L |
|
Molina Healthcare |
410.350 |
Mon |
1.46 |
410.350 |
|
366.000 |
44.350 |
12.12 |
USD |
26.19 |
| | |
|
|
|
L |
|
AIG |
75.340 |
Mon |
-1.22 |
75.340 |
|
66.180 |
9.160 |
13.84 |
USD |
25.28 |
| | |
|
|
|
L |
|
Travelers Companies |
221.920 |
Mon |
0.45 |
221.920 |
|
182.350 |
39.570 |
21.70 |
USD |
24.42 |
| | |
|
|
|
L |
|
Münchener Rück |
448.500 |
09:00 |
0.61 |
445.800 |
0.61 |
393.000 |
52.800 |
13.44 |
EUR |
23.68 |
| | |
|
|
|
L |
|
Manulife Financial |
32.600 |
Mon |
-0.21 |
32.600 |
|
27.950 |
4.650 |
16.64 |
CAD |
23.04 |
| | |
|
|
|
|
|
Talanx |
69.350 |
Mon |
-1.84 |
69.350 |
|
67.100 |
2.250 |
3.35 |
EUR |
22.58 |
| | |
|
|
|
L |
|
Swiss Re |
114.600 |
Mon |
0.75 |
114.600 |
|
99.100 |
15.500 |
15.64 |
CHF |
22.16 |
| | |
|
|
|
L |
|
Glanbia |
17.890 |
Mon |
|
17.890 |
|
15.770 |
2.120 |
13.44 |
EUR |
21.76 |
| | |
|
|
|
L |
|
Beazley |
676.500 |
Mon |
2.97 |
676.500 |
|
538.000 |
138.500 |
25.74 |
GBP |
20.66 |
| | |
|
|
|
L |
|
Axa |
34.425 |
08:05 |
0.54 |
34.235 |
0.55 |
30.060 |
4.175 |
13.89 |
EUR |
20.35 |
| | |
|
|
|
L |
|
Hannover Rück |
254.400 |
09:01 |
4.09 |
244.400 |
4.09 |
220.400 |
24.000 |
10.89 |
EUR |
20.10 |
| | |
|
|
|
L |
|
NN |
40.910 |
Mon |
0.12 |
40.910 |
|
35.460 |
5.450 |
15.37 |
EUR |
18.88 |
| | |
|
|
|
L |
|
Generali |
22.750 |
Mon |
0.09 |
22.750 |
|
19.145 |
3.605 |
18.83 |
EUR |
18.81 |
| | |
|
|
|
L |
|
Allianz |
266.650 |
08:51 |
0.17 |
266.200 |
0.17 |
245.400 |
20.800 |
8.48 |
EUR |
18.32 |
| | |
|
|
|
|
|
Scor |
31.300 |
Mon |
2.89 |
31.300 |
|
27.380 |
3.920 |
14.32 |
EUR |
18.21 |
| | |
|
|
|
L |
|
MetLife |
72.550 |
Mon |
0.22 |
72.550 |
|
64.940 |
7.610 |
11.72 |
USD |
18.15 |
| | |
|
|
|
L |
|
Aviva |
480.700 |
Mon |
-0.35 |
480.700 |
|
429.100 |
51.600 |
12.03 |
GBP |
17.40 |
| | |
|
|
|
L |
|
Berkshire Hathaway |
408.410 |
Mon |
0.07 |
408.410 |
|
357.060 |
51.350 |
14.38 |
USD |
16.84 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
12/18/23 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Admiral Group |
2,763.000 |
Mon |
1.06 |
2,763.000 |
|
2,798.000 |
-35.000 |
-1.25 |
GBP |
16.55 |
| | |
|
|
|
L |
|
Hiscox |
1,227.000 |
Mon |
0.66 |
1,227.000 |
|
1,042.000 |
185.000 |
17.75 |
GBP |
15.67 |
| | |
|
|
|
L |
|
QBE Insurance |
17.380 |
05:10 |
-1.19 |
17.590 |
-1.19 |
14.490 |
3.100 |
21.39 |
AUD |
15.16 |
| | |
|
|
|
L |
|
Lowe´s |
243.480 |
Mon |
-0.51 |
243.480 |
|
206.340 |
37.140 |
18.00 |
USD |
14.37 |
| | |
|
|
|
|
|
SBI Life |
1,489.700 |
Mon |
-0.69 |
1,489.700 |
|
1,460.600 |
29.100 |
1.99 |
INR |
14.19 |
| | |
|
|
|
|
|
Aegon |
5.358 |
Mon |
0.53 |
5.358 |
|
5.258 |
0.100 |
1.90 |
EUR |
13.77 |
| | |
|
|
|
|
|
Storebrand |
98.500 |
Mon |
0.55 |
98.500 |
|
95.940 |
2.560 |
2.67 |
NOK |
13.28 |
| | |
|
|
|
L |
|
Insurance Australia |
6.210 |
05:10 |
-1.58 |
6.310 |
-1.58 |
5.920 |
0.390 |
6.59 |
AUD |
13.17 |
| | |
|
|
|
L |
|
Zurich Insurance |
484.900 |
08:47 |
-0.12 |
485.500 |
-0.12 |
449.700 |
35.800 |
7.96 |
CHF |
12.82 |
| | |
|
|
|
L |
|
Swiss Life |
630.400 |
Mon |
-0.76 |
630.400 |
|
576.000 |
54.400 |
9.44 |
CHF |
11.04 |
| | |
|
|
|
L |
|
Vienna Insurance |
28.150 |
Mon |
|
28.150 |
|
26.200 |
1.950 |
7.44 |
EUR |
10.53 |
| | |
|
|
|
L |
|
Sun Life Financial |
73.860 |
Mon |
-0.15 |
73.860 |
|
70.290 |
3.570 |
5.08 |
CAD |
9.67 |
| | |
|
|
|
|
|
Medibank Private |
3.740 |
05:10 |
-1.58 |
3.800 |
-1.58 |
3.510 |
0.290 |
8.26 |
AUD |
7.38 |
| | |
|
|
|
|
|
Mapfre |
2.066 |
Mon |
-0.77 |
2.066 |
|
2.008 |
0.058 |
2.89 |
EUR |
7.36 |
| | |
|
|
|
L |
|
Legal & General |
247.100 |
Mon |
1.31 |
247.100 |
|
240.300 |
6.800 |
2.83 |
GBP |
6.51 |
| | |
|
|
|
|
|
ASR |
42.540 |
Mon |
0.33 |
42.540 |
|
44.400 |
-1.860 |
-4.19 |
EUR |
6.43 |
| | |
|
|
|
|
|
HDFC Life |
634.100 |
Mon |
0.28 |
634.100 |
|
672.500 |
-38.400 |
-5.71 |
INR |
4.96 |
| | |
|
|
|
L |
|
Uniqa |
8.040 |
Mon |
0.37 |
8.040 |
|
7.550 |
0.490 |
6.49 |
EUR |
4.87 |
| | |
|
|
|
L |
|
Ageas |
40.140 |
Mon |
0.60 |
40.140 |
|
40.340 |
-0.200 |
-0.50 |
EUR |
3.80 |
| | |
|
|
|
L |
|
FBD |
12.700 |
Mon |
-0.78 |
12.700 |
|
11.300 |
1.400 |
12.39 |
EUR |
2.64 |
| | |
|
|
|
|
|
Tryg |
144.500 |
Mon |
0.31 |
144.500 |
|
152.050 |
-7.550 |
-4.97 |
DKK |
0.53 |
| | |
|
|
|
L |
|
Sampo |
40.620 |
Mon |
-0.93 |
40.620 |
|
41.250 |
-0.630 |
-1.53 |
EUR |
-0.11 |
| | |
|
|
|
S |
|
UnitedHealth |
487.050 |
Mon |
-0.77 |
487.050 |
|
543.680 |
-56.630 |
-10.42 |
USD |
-3.55 |
| | |
|
|
|
L |
|
Ping An Ins |
41.830 |
07:00 |
-1.72 |
42.560 |
-1.72 |
39.600 |
2.960 |
7.47 |
CNY |
-6.42 |
| | |
|
|
|
|
|
Phoenix |
481.700 |
Mon |
-4.50 |
481.700 |
|
496.700 |
-15.000 |
-3.02 |
GBP |
-7.19 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/18/24 |
⇓ Δwk |
12/18/23 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
China Life |
28.890 |
07:00 |
-1.63 |
29.370 |
-1.63 |
28.770 |
0.600 |
2.09 |
CNY |
-11.54 |
| | |
|
|
|
|
|
China Pacific Ins |
23.070 |
07:00 |
-1.07 |
23.320 |
-1.07 |
23.240 |
0.080 |
0.34 |
CNY |
-13.25 |
| | |
|
|
|
L |
|
DFV |
6.140 |
Mon |
-0.97 |
6.140 |
|
6.700 |
-0.560 |
-8.36 |
EUR |
-14.08 |
| | |
|
|
|
L |
|
China Life Ins HK |
9.420 |
08:08 |
-1.98 |
9.610 |
-1.98 |
9.740 |
-0.130 |
-1.33 |
HKD |
-16.29 |
| | |
|
|
|
L |
|
Ping An |
34.900 |
08:08 |
-2.10 |
35.650 |
-2.10 |
33.600 |
2.050 |
6.10 |
HKD |
-16.70 |
| | |
|
|
|
|
|
AIA |
57.400 |
08:08 |
-2.79 |
59.050 |
-2.79 |
63.550 |
-4.500 |
-7.08 |
HKD |
-16.93 |
| | |
|
|
|
|
|
Prudential |
788.200 |
Mon |
-0.98 |
788.200 |
|
896.600 |
-108.400 |
-12.09 |
GBP |
-17.10 |
| | |
|
|
|
|
|
Mandatum |
4.039 |
Mon |
0.70 |
4.039 |
|
3.811 |
0.228 |
5.97 |
EUR |
-na- |
Insurances - 57 out of 57 instruments rated - 3/18/24 / 12/18/23 - 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 |
38,567 |
JPY |
60.210 |
58.870 |
|
-1.340 |
-2 |
2,270,485 |
-18 |
|
short |
7/18/22 |
9/12/22 |
56 |
|
|
|
Admiral Group |
100 |
130,637 |
GBP |
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
1,574,190 |
-91 |
|
long |
9/12/22 |
3/18/24 |
553 |
|
|
|
Molina Healthcare |
100 |
4,505 |
USD |
349.360 |
410.350 |
|
60.990 |
17 |
1,848,950 |
11 |
|
accum | 8/07/06 |
3/18/24 | 6434 |
days out of 6651 invested (97%) |
18,389 |
1,848,950 |
34 |
|
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 |
Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 136.13 | 127.32 | | -8.81 | -6.47 | | | |
| long | 9/12/22 | 3/18/24 | 553 | 349.36 | 410.35 | | 60.99 | 17.46 | | | 9.86 |
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 | 60.21 | 58.87 | | -1.34 | -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 |
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
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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