| |
| |
Assessment - Insurances - 1/07/24 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/04/24 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
SOM Insurances |
341.251 |
12/08 |
0.30 |
348.747 |
-2.15 |
344.885 |
3.862 |
1.12 |
USD |
7.97 |
| | |
|
|
|
|
|
MS&AD Insurance |
3,013.000 |
9/08 |
-0.50 |
3,713.000 |
-18.85 |
2,614.000 |
1,099.000 |
42.04 |
JPY |
49.18 |
| | |
|
|
|
|
|
Sompo |
2,958.500 |
9/08 |
0.02 |
3,485.000 |
-15.11 |
3,017.000 |
468.000 |
15.51 |
JPY |
28.96 |
| | |
|
|
|
|
|
Manulife Financial |
34.320 |
12/08 |
-0.35 |
36.430 |
-5.79 |
33.380 |
3.050 |
9.14 |
CAD |
23.76 |
| | |
|
|
|
|
|
Samsung F&M Ins |
354,500.000 |
12/08 |
1.00 |
372,000.000 |
-4.70 |
305,000.000 |
67,000.000 |
21.97 |
KRW |
23.68 |
| | |
|
|
|
|
|
Dai-ichi Life |
3,803.000 |
9/08 |
3.15 |
4,459.000 |
-14.71 |
3,777.000 |
682.000 |
18.06 |
JPY |
21.79 |
| | |
|
|
|
L |
|
Glanbia |
18.110 |
12/08 |
0.50 |
18.230 |
-0.66 |
18.280 |
-0.050 |
-0.27 |
EUR |
19.83 |
| | |
|
|
|
|
|
Quálitas |
164.740 |
12/08 |
-2.49 |
189.050 |
-12.86 |
195.500 |
-6.450 |
-3.30 |
MXN |
18.49 |
| | |
|
|
|
L |
|
Münchener Rück |
439.200 |
12/08 |
1.01 |
466.900 |
-5.93 |
452.300 |
14.600 |
3.23 |
EUR |
18.31 |
| | |
|
|
|
L |
|
Storebrand |
106.000 |
12/08 |
0.38 |
109.200 |
-2.93 |
100.000 |
9.200 |
9.20 |
NOK |
17.83 |
| | |
|
|
|
L |
|
DFV |
6.200 |
12/08 |
-0.80 |
7.250 |
-14.48 |
5.680 |
1.570 |
27.64 |
EUR |
17.67 |
| | |
|
|
|
|
|
Beazley |
732.000 |
12/08 |
1.24 |
686.500 |
6.63 |
665.500 |
21.000 |
3.16 |
GBP |
16.64 |
| | |
|
|
|
|
|
NN |
44.660 |
12/08 |
0.74 |
43.940 |
1.64 |
42.820 |
1.120 |
2.62 |
EUR |
14.52 |
| | |
|
|
|
|
|
Talanx |
66.500 |
12/08 |
1.92 |
75.050 |
-11.39 |
73.400 |
1.650 |
2.25 |
EUR |
14.33 |
| | |
|
|
|
L |
|
QBE Insurance |
16.190 |
12/08 |
0.87 |
17.060 |
-5.10 |
18.130 |
-1.070 |
-5.90 |
AUD |
14.13 |
| | |
|
|
|
|
|
Generali |
22.450 |
12/08 |
1.35 |
23.930 |
-6.18 |
23.460 |
0.470 |
2.00 |
EUR |
12.54 |
| | |
|
|
|
|
|
Swiss Re |
104.000 |
12/08 |
0.10 |
112.400 |
-7.47 |
115.950 |
-3.550 |
-3.06 |
CHF |
12.30 |
| | |
|
|
|
|
|
AIG |
71.610 |
12/08 |
-0.62 |
74.490 |
-3.87 |
77.640 |
-3.150 |
-4.06 |
USD |
11.59 |
| | |
|
|
|
|
|
Aegon |
5.562 |
12/08 |
0.22 |
5.856 |
-5.02 |
5.650 |
0.206 |
3.65 |
EUR |
11.53 |
| | |
|
|
|
|
|
Samsung Life |
89,700.000 |
12/08 |
-0.33 |
87,500.000 |
2.51 |
91,500.000 |
-4,000.000 |
-4.37 |
KRW |
11.09 |
| | |
|
|
|
|
|
Insurance Australia |
7.160 |
12/08 |
0.56 |
7.110 |
0.70 |
6.400 |
0.710 |
11.09 |
AUD |
10.89 |
| | |
|
|
|
|
|
Travelers Companies |
209.730 |
12/08 |
-1.29 |
202.970 |
3.33 |
228.160 |
-25.190 |
-11.04 |
USD |
10.84 |
| | |
|
|
|
|
|
Aviva |
484.200 |
12/08 |
0.35 |
476.000 |
1.72 |
496.600 |
-20.600 |
-4.15 |
GBP |
10.82 |
| | |
|
|
|
|
|
Berkshire Hathaway |
430.390 |
12/08 |
-0.30 |
405.190 |
6.22 |
420.200 |
-15.010 |
-3.57 |
USD |
9.59 |
| | |
|
|
|
L |
|
China Pacific Ins |
27.390 |
12/08 |
0.22 |
28.540 |
-4.03 |
23.720 |
4.820 |
20.32 |
CNY |
9.20 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/04/24 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
|
|
Swiss Life |
652.200 |
12/08 |
0.62 |
669.200 |
-2.54 |
632.200 |
37.000 |
5.85 |
CHF |
8.91 |
| | |
|
|
|
L |
|
Zurich Insurance |
464.700 |
12/08 |
0.85 |
482.800 |
-3.75 |
486.300 |
-3.500 |
-0.72 |
CHF |
8.25 |
| | |
|
|
|
|
|
Vienna Insurance |
29.800 |
12/08 |
1.36 |
30.600 |
-2.61 |
28.900 |
1.700 |
5.88 |
EUR |
7.92 |
| | |
|
|
|
|
|
Allianz |
255.900 |
12/08 |
|
262.500 |
-2.51 |
277.800 |
-15.300 |
-5.51 |
EUR |
7.44 |
| | |
|
|
|
|
|
Ageas |
42.380 |
12/08 |
0.33 |
43.100 |
-1.67 |
42.920 |
0.180 |
0.42 |
EUR |
6.75 |
| | |
|
|
|
|
|
Hannover Rück |
227.400 |
12/08 |
5.23 |
240.900 |
-5.60 |
253.700 |
-12.800 |
-5.05 |
EUR |
6.49 |
| | |
|
|
|
|
|
Mapfre |
2.134 |
12/08 |
|
2.172 |
-1.75 |
2.342 |
-0.170 |
-7.26 |
EUR |
6.36 |
| | |
|
|
|
|
|
SBI Life |
1,705.000 |
12/08 |
-1.17 |
1,501.850 |
13.53 |
1,489.950 |
11.900 |
0.80 |
INR |
6.00 |
| | |
|
|
|
|
|
MetLife |
69.850 |
12/08 |
-0.40 |
69.880 |
-0.04 |
73.690 |
-3.810 |
-5.17 |
USD |
5.97 |
| | |
|
|
|
|
|
Tryg |
148.600 |
12/08 |
0.61 |
153.100 |
-2.94 |
142.200 |
10.900 |
7.67 |
DKK |
5.77 |
| | |
|
|
|
|
|
ASR |
43.850 |
12/08 |
0.46 |
44.820 |
-2.16 |
45.390 |
-0.570 |
-1.26 |
EUR |
5.38 |
| | |
|
|
|
|
|
Hiscox |
1,189.000 |
12/08 |
1.89 |
1,134.000 |
4.85 |
1,240.000 |
-106.000 |
-8.55 |
GBP |
4.93 |
| | |
|
|
|
|
|
Medibank Private |
3.880 |
12/08 |
0.52 |
3.690 |
5.15 |
3.760 |
-0.070 |
-1.86 |
AUD |
4.93 |
| | |
|
|
|
|
|
Admiral Group |
2,698.000 |
12/08 |
0.86 |
2,574.000 |
4.82 |
2,837.000 |
-263.000 |
-9.27 |
GBP |
3.43 |
| | |
|
|
|
|
|
Lowe´s |
231.070 |
12/08 |
-2.02 |
213.560 |
8.20 |
249.280 |
-35.720 |
-14.33 |
USD |
3.11 |
| | |
|
|
|
|
|
FBD |
12.900 |
12/08 |
0.39 |
13.100 |
-1.53 |
13.200 |
-0.100 |
-0.76 |
EUR |
2.21 |
| | |
|
|
|
|
|
Axa |
32.350 |
12/08 |
-0.77 |
31.260 |
3.49 |
34.815 |
-3.555 |
-10.21 |
EUR |
0.60 |
| | |
|
|
|
L |
|
China Life Ins HK |
10.380 |
12/08 |
0.58 |
11.040 |
-5.98 |
9.390 |
1.650 |
17.57 |
HKD |
0.11 |
| | |
|
|
|
|
|
Uniqa |
7.680 |
12/08 |
0.26 |
8.000 |
-4.00 |
8.010 |
-0.010 |
-0.12 |
EUR |
-0.68 |
| | |
|
|
|
L |
|
China Life |
29.490 |
12/08 |
0.44 |
31.350 |
-5.93 |
29.430 |
1.920 |
6.52 |
CNY |
-0.76 |
| | |
|
|
|
|
|
Sampo |
40.490 |
12/08 |
0.40 |
40.180 |
0.77 |
39.515 |
0.665 |
1.68 |
EUR |
-2.21 |
| | |
|
|
|
S |
|
UnitedHealth |
565.290 |
12/08 |
1.17 |
494.650 |
14.28 |
489.700 |
4.950 |
1.01 |
USD |
-3.00 |
| | |
|
|
|
S |
|
Legal & General |
225.600 |
12/08 |
0.53 |
228.900 |
-1.44 |
254.400 |
-25.500 |
-10.02 |
GBP |
-3.05 |
| | |
|
|
|
|
|
HDFC Life |
702.450 |
12/08 |
0.01 |
600.750 |
16.93 |
634.750 |
-34.000 |
-5.36 |
INR |
-3.50 |
| | |
|
|
|
S |
|
Sun Life Financial |
65.940 |
12/08 |
-0.11 |
67.080 |
-1.70 |
73.250 |
-6.170 |
-8.42 |
CAD |
-4.57 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/04/24 |
prc diff |
⇓ Δ13 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
Ping An Ins |
40.620 |
12/08 |
0.02 |
41.620 |
-2.40 |
41.250 |
0.370 |
0.90 |
CNY |
-5.07 |
| | |
|
|
|
|
|
Phoenix |
538.000 |
12/08 |
0.47 |
532.500 |
1.03 |
552.600 |
-20.100 |
-3.64 |
GBP |
-5.41 |
| | |
|
|
|
L |
|
Ping An |
33.650 |
12/08 |
0.45 |
35.400 |
-4.94 |
33.050 |
2.350 |
7.11 |
HKD |
-7.18 |
| | |
|
|
|
S |
|
Molina Healthcare |
337.670 |
12/08 |
-0.15 |
292.160 |
15.58 |
404.200 |
-112.040 |
-27.72 |
USD |
-10.63 |
| | |
|
|
|
S |
|
Scor |
17.130 |
12/08 |
1.06 |
24.160 |
-29.10 |
32.070 |
-7.910 |
-24.66 |
EUR |
-11.76 |
| | |
|
|
|
L |
|
AIA |
51.900 |
12/08 |
-1.33 |
53.000 |
-2.08 |
52.550 |
0.450 |
0.86 |
HKD |
-14.44 |
| | |
|
|
|
|
|
Prudential |
635.400 |
12/08 |
0.41 |
714.200 |
-11.03 |
743.000 |
-28.800 |
-3.88 |
GBP |
-18.98 |
| | |
|
|
|
|
|
Mandatum |
4.220 |
12/08 |
|
4.227 |
-0.17 |
4.145 |
0.083 |
1.99 |
EUR |
-na- |
Insurances - 57 out of 57 instruments rated - 1/07/24 / 1/04/24 - 28 did rise, Market-Ratio(13) = 49.12 % |
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 |
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 |
18/07/22 |
42 |
|
|
|
Sompo |
100 |
115,703 |
JPY |
20.070 |
19.623 |
|
-0.447 |
-2 |
2,270,480 |
-18 |
|
short |
18/07/22 |
12/09/22 |
56 |
|
|
|
Admiral Group |
100 |
130,637 |
GBP |
17.380 |
22.710 |
12.050 |
-5.330 |
-31 |
1,574,185 |
-91 |
|
long |
12/09/22 |
12/08/24 |
700 |
|
|
|
Molina Healthcare |
100 |
4,505 |
USD |
349.360 |
337.670 |
|
-11.690 |
-3 |
1,521,522 |
-2 |
|
accum | 7/08/06 |
12/08/24 | 6692 |
days out of 6909 invested (97%) |
15,115 |
1,521,522 |
32 |
|
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 |
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 |
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 | | | |
| short | 18/07/22 | 12/09/22 | 56 | 17.38 | 22.71 | 12.05 | -5.33 | -30.67 | | | 4.29 |
AMP | short | 17/12/18 | 28/01/19 | 42 | 2.36 | 2.34 | 2.38 | 0.02 | 0.86 | | | 0.86 |
Sompo | long | 6/06/22 | 18/07/22 | 42 | 20.07 | 19.62 | | -0.45 | -2.23 | | | -2.23 |
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 | | | |
| long | 12/09/22 | 12/08/24 | 700 | 349.36 | 337.67 | | -11.69 | -3.35 | | | -9.60 |
Prudential | short | 9/05/22 | 6/06/22 | 28 | 8.81 | 10.64 | 6.99 | -1.83 | -20.72 | | | -20.72 |
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
28/03/24 | MS&AD Insurance | | | stock split 1:3 (three for one) |
| Sompo | | | stock split 1:3 (three for one) |
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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