| | |
| | |
Assessment - Insurances in Swiss Franc - 1/02/06 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/02/06 |
Δwk |
10/03/05 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
448.376 |
8/12/24 |
0.30 |
159.261 |
|
140.479 |
18.783 |
13.37 |
|
22.45 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
443.671 |
8/12/24 |
-0.15 |
34.766 |
|
31.406 |
3.361 |
10.70 |
|
15.99 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
742.745 |
8/12/24 |
1.17 |
81.108 |
|
73.444 |
7.664 |
10.44 |
|
29.17 |
| |  |
 |
 |
 |
|
 |
Beazley |
1,656.873 |
8/12/24 |
1.24 |
211.636 |
|
211.045 |
0.591 |
0.28 |
|
3.00 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
353.971 |
8/12/24 |
5.23 |
46.340 |
|
45.134 |
1.206 |
2.67 |
|
-0.49 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
28.190 |
8/12/24 |
0.50 |
3.814 |
|
3.866 |
-0.052 |
-1.36 |
|
-8.83 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
565.498 |
8/12/24 |
-0.30 |
77.915 |
|
70.779 |
7.136 |
10.08 |
|
9.70 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
303.607 |
8/12/24 |
-2.02 |
44.062 |
|
41.456 |
2.606 |
6.29 |
|
17.91 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
6,106.888 |
8/12/24 |
0.86 |
1,056.483 |
|
975.369 |
81.113 |
8.32 |
|
22.07 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
275.568 |
8/12/24 |
-1.29 |
60.427 |
|
56.732 |
3.695 |
6.51 |
|
21.14 |
| |  |
 |
 |
 |
L |
 |
Ping An |
5.704 |
8/12/24 |
0.45 |
1.299 |
|
1.076 |
0.223 |
20.70 |
|
31.34 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
683.659 |
8/12/24 |
1.01 |
179.165 |
|
147.941 |
31.224 |
21.11 |
|
23.50 |
| |  |
 |
 |
 |
|
 |
Hiscox |
2,691.286 |
8/12/24 |
1.89 |
778.526 |
|
661.184 |
117.342 |
17.75 |
|
33.66 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
652.200 |
8/12/24 |
0.62 |
218.420 |
|
165.844 |
52.576 |
31.70 |
|
34.73 |
| |  |
 |
 |
 |
|
 |
Sampo |
63.027 |
8/12/24 |
0.40 |
22.882 |
|
19.976 |
2.906 |
14.54 |
|
24.55 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
460.398 |
8/12/24 |
1.00 |
174.029 |
|
133.872 |
40.157 |
30.00 |
|
65.98 |
| |  |
 |
 |
 |
|
 |
Tryg |
31.001 |
8/12/24 |
0.61 |
12.464 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Allianz |
398.334 |
8/12/24 |
|
201.268 |
|
175.136 |
26.132 |
14.92 |
|
26.50 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
510.643 |
8/12/24 |
0.53 |
280.107 |
|
260.669 |
19.438 |
7.46 |
|
9.49 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
464.700 |
8/12/24 |
0.85 |
283.421 |
|
221.385 |
62.036 |
28.02 |
|
31.59 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
20.657 |
8/12/24 |
0.38 |
12.618 |
|
12.243 |
0.375 |
3.06 |
|
10.60 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
74.546 |
8/12/24 |
-0.11 |
47.855 |
|
41.240 |
6.614 |
16.04 |
|
29.31 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.759 |
8/12/24 |
0.58 |
1.215 |
|
0.954 |
0.261 |
27.41 |
|
41.22 |
| |  |
 |
 |
 |
|
 |
MetLife |
91.777 |
8/12/24 |
-0.40 |
66.379 |
|
63.820 |
2.559 |
4.01 |
|
20.07 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
6.896 |
8/12/24 |
0.56 |
5.181 |
|
5.092 |
0.089 |
1.75 |
|
-6.50 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/02/06 |
Δwk |
10/03/05 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Axa |
50.356 |
8/12/24 |
-0.77 |
41.992 |
|
34.688 |
7.304 |
21.06 |
|
30.00 |
| |  |
 |
 |
 |
|
 |
Prudential |
1,438.220 |
8/12/24 |
0.41 |
1,266.421 |
|
1,177.288 |
89.133 |
7.57 |
|
12.61 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
38.799 |
8/12/24 |
-0.35 |
35.566 |
|
30.068 |
5.498 |
18.29 |
|
32.04 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
97.050 |
|
86.000 |
11.050 |
12.85 |
|
15.82 |
| |  |
 |
 |
 |
L |
 |
AIA |
8.797 |
8/12/24 |
-1.33 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
ASR |
68.257 |
8/12/24 |
0.46 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
China Life |
4.800 |
8/12/24 |
0.44 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
4.458 |
8/12/24 |
0.22 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
42.426 |
8/09/24 |
3.15 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
HDFC Life |
20.457 |
8/12/24 |
0.01 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mandatum |
6.569 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Medibank Private |
3.737 |
8/12/24 |
0.52 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
33.613 |
8/09/24 |
-0.50 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
NN |
69.518 |
8/12/24 |
0.74 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Phoenix |
1,217.756 |
8/12/24 |
0.47 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
6.611 |
8/12/24 |
0.02 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Quálitas |
20.373 |
8/12/24 |
-2.49 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Samsung Life |
116.496 |
8/12/24 |
-0.33 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
SBI Life |
49.653 |
8/12/24 |
-1.17 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sompo |
33.005 |
8/09/24 |
0.02 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Talanx |
103.514 |
8/12/24 |
1.92 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
DFV |
9.651 |
8/12/24 |
-0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Scor |
26.665 |
8/12/24 |
1.06 |
28.486 |
|
26.760 |
1.726 |
6.45 |
|
12.31 |
| |  |
 |
 |
 |
|
 |
Generali |
34.946 |
8/12/24 |
1.35 |
41.717 |
|
37.296 |
4.421 |
11.85 |
|
15.78 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
15.592 |
8/12/24 |
0.87 |
18.972 |
|
17.625 |
1.347 |
7.64 |
|
23.10 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/02/06 |
Δwk |
10/03/05 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mapfre |
3.322 |
8/12/24 |
|
4.285 |
|
4.353 |
-0.068 |
-1.56 |
|
11.87 |
| |  |
 |
 |
 |
|
 |
Aviva |
1,095.980 |
8/12/24 |
0.35 |
1,602.549 |
|
1,427.120 |
175.429 |
12.29 |
|
10.83 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
46.387 |
8/12/24 |
1.36 |
77.830 |
|
71.598 |
6.232 |
8.70 |
|
25.26 |
| |  |
 |
 |
 |
|
 |
FBD |
20.080 |
8/12/24 |
0.39 |
49.687 |
|
44.854 |
4.833 |
10.77 |
|
42.42 |
| |  |
 |
 |
 |
|
 |
Aegon |
8.658 |
8/12/24 |
0.22 |
21.574 |
|
19.385 |
2.189 |
11.29 |
|
24.18 |
| |  |
 |
 |
 |
|
 |
Uniqa |
11.955 |
8/12/24 |
0.26 |
35.448 |
|
25.755 |
9.694 |
37.64 |
|
56.57 |
| |  |
 |
 |
 |
|
 |
Ageas |
65.969 |
8/12/24 |
0.33 |
422.928 |
|
377.748 |
45.180 |
11.96 |
|
19.07 |
| |  |
 |
 |
 |
|
 |
AIG |
94.090 |
8/12/24 |
-0.62 |
1,829.501 |
|
1,592.017 |
237.484 |
14.92 |
|
21.07 |
| Insurances - 38 out of 57 instruments rated - 1/02/06 / 10/03/05 - 36 did rise, Market-Ratio(13) in CHF = 94.74 % |
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 |
9,894,772 |
|
0.148 |
0.139 |
|
-0.009 |
-6 |
1,372,777 |
-42 |
|
| short |
7/18/22 |
9/12/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
67,542 |
|
20.325 |
25.296 |
15.354 |
-4.971 |
-24 |
1,037,027 |
-84 |
|
| long |
9/12/22 |
8/12/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,121 |
|
332.200 |
305.128 |
|
-27.072 |
-8 |
952,535 |
-4 |
|
| accum | 8/07/06 |
8/12/24 | 7356 |
days out of 7573 invested (97%) |
9,425 |
952,535 |
25 |
|
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 | 0.15 | 0.14 | | -0.01 | -6.11 | | | -6.11 |
| Medibank Private | long | 4/18/16 | 6/27/16 | 70 | 2.29 | 2.12 | | -0.17 | -7.22 | | | -7.22 |
| Molina Healthcare | long | 1/28/19 | 3/02/20 | 399 | 134.88 | 121.82 | | -13.06 | -9.68 | | | |
| | long | 9/12/22 | 8/12/24 | 700 | 332.20 | 305.13 | | -27.07 | -8.15 | | | -17.04 |
| 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 |
| DFV | long | 6/08/20 | 5/09/22 | 700 | 19.03 | 12.21 | | -6.82 | -35.84 | | | -35.84 |
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. |
|
|