| | |
| | |
Assessment - Insurances in Swiss Franc - 9/25/23 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/23 |
Δwk |
6/26/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
311.079 |
8/12/24 |
0.30 |
281.196 |
|
261.807 |
19.389 |
7.41 |
|
5.83 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
18.462 |
8/09/24 |
-0.50 |
11.709 |
|
10.615 |
1.095 |
10.31 |
|
18.90 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
23.236 |
8/12/24 |
-0.35 |
17.156 |
|
16.415 |
0.741 |
4.51 |
|
1.45 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
241.466 |
8/12/24 |
1.00 |
181.866 |
|
154.347 |
27.519 |
17.83 |
|
20.25 |
| |  |
 |
 |
 |
|
 |
SBI Life |
18.701 |
8/12/24 |
-1.17 |
14.194 |
|
13.824 |
0.371 |
2.68 |
|
3.76 |
| |  |
 |
 |
 |
|
 |
Beazley |
815.147 |
8/12/24 |
1.24 |
624.724 |
|
651.311 |
-26.588 |
-4.08 |
|
-6.86 |
| |  |
 |
 |
 |
|
 |
Sompo |
18.128 |
8/09/24 |
0.02 |
14.046 |
|
13.432 |
0.614 |
4.57 |
|
7.73 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
23.302 |
8/09/24 |
3.15 |
18.455 |
|
16.954 |
1.502 |
8.86 |
|
6.35 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
61.099 |
8/12/24 |
-0.33 |
48.634 |
|
44.658 |
3.976 |
8.90 |
|
3.12 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
191.187 |
8/12/24 |
-1.29 |
153.000 |
|
154.248 |
-1.248 |
-0.81 |
|
-5.08 |
| |  |
 |
 |
 |
|
 |
NN |
43.126 |
8/12/24 |
0.74 |
34.600 |
|
32.537 |
2.063 |
6.34 |
|
-4.08 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.191 |
8/12/24 |
0.56 |
3.371 |
|
3.324 |
0.047 |
1.42 |
|
8.75 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.641 |
8/12/24 |
-2.49 |
6.998 |
|
6.296 |
0.703 |
11.16 |
|
34.24 |
| |  |
 |
 |
 |
|
 |
Aviva |
539.200 |
8/12/24 |
0.35 |
438.865 |
|
442.368 |
-3.502 |
-0.79 |
|
-5.78 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
8.954 |
8/12/24 |
0.38 |
7.346 |
|
6.871 |
0.475 |
6.91 |
|
0.46 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
392.337 |
8/12/24 |
-0.30 |
329.729 |
|
298.958 |
30.771 |
10.29 |
|
12.66 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.371 |
8/12/24 |
0.22 |
4.523 |
|
4.396 |
0.127 |
2.89 |
|
1.55 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
424.118 |
8/12/24 |
1.01 |
360.964 |
|
323.319 |
37.645 |
11.64 |
|
17.06 |
| |  |
 |
 |
 |
|
 |
AIG |
65.279 |
8/12/24 |
-0.62 |
56.637 |
|
49.811 |
6.825 |
13.70 |
|
8.46 |
| |  |
 |
 |
 |
|
 |
Generali |
21.679 |
8/12/24 |
1.35 |
18.835 |
|
17.850 |
0.985 |
5.52 |
|
9.22 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,324.057 |
8/12/24 |
1.89 |
1,151.451 |
|
1,220.639 |
-69.188 |
-5.67 |
|
-2.71 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
17.488 |
8/12/24 |
0.50 |
15.219 |
|
13.212 |
2.007 |
15.19 |
|
21.85 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
28.777 |
8/12/24 |
1.36 |
25.107 |
|
23.143 |
1.964 |
8.49 |
|
6.68 |
| |  |
 |
 |
 |
|
 |
Talanx |
64.216 |
8/12/24 |
1.92 |
56.201 |
|
49.557 |
6.644 |
13.41 |
|
24.44 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
652.200 |
8/12/24 |
0.62 |
571.800 |
|
529.600 |
42.200 |
7.97 |
|
8.93 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/23 |
Δwk |
6/26/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Axa |
31.239 |
8/12/24 |
-0.77 |
27.637 |
|
25.902 |
1.736 |
6.70 |
|
4.40 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,004.463 |
8/12/24 |
0.86 |
2,675.955 |
|
2,452.665 |
223.290 |
9.10 |
|
11.17 |
| |  |
 |
 |
 |
|
 |
Allianz |
247.112 |
8/12/24 |
|
221.474 |
|
204.284 |
17.190 |
8.41 |
|
9.43 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.271 |
8/12/24 |
0.52 |
2.037 |
|
2.140 |
-0.104 |
-4.84 |
|
1.76 |
| |  |
 |
 |
 |
|
 |
Tryg |
19.245 |
8/12/24 |
0.61 |
17.277 |
|
19.539 |
-2.263 |
-11.58 |
|
-13.29 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
515.310 |
8/12/24 |
1.17 |
465.163 |
|
428.645 |
36.518 |
8.52 |
|
1.67 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.061 |
8/12/24 |
|
1.864 |
|
1.724 |
0.140 |
8.13 |
|
3.84 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
94.680 |
|
88.040 |
6.640 |
7.54 |
|
8.77 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
464.700 |
8/12/24 |
0.85 |
423.500 |
|
424.400 |
-0.900 |
-0.21 |
|
-0.96 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
7.705 |
8/12/24 |
0.01 |
7.043 |
|
6.880 |
0.163 |
2.37 |
|
11.43 |
| |  |
 |
 |
 |
|
 |
Ageas |
40.925 |
8/12/24 |
0.33 |
37.622 |
|
36.140 |
1.482 |
4.10 |
|
-2.66 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
210.640 |
8/12/24 |
-2.02 |
193.712 |
|
195.023 |
-1.311 |
-0.67 |
|
1.25 |
| |  |
 |
 |
 |
|
 |
ASR |
42.344 |
8/12/24 |
0.46 |
39.360 |
|
38.826 |
0.535 |
1.38 |
|
-2.17 |
| |  |
 |
 |
 |
|
 |
MetLife |
63.674 |
8/12/24 |
-0.40 |
59.299 |
|
48.371 |
10.928 |
22.59 |
|
2.04 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
219.591 |
8/12/24 |
5.23 |
204.527 |
|
185.926 |
18.601 |
10.00 |
|
14.45 |
| |  |
 |
 |
 |
|
 |
FBD |
12.457 |
8/12/24 |
0.39 |
11.733 |
|
12.353 |
-0.620 |
-5.02 |
|
-0.05 |
| |  |
 |
 |
 |
|
 |
Phoenix |
599.111 |
8/12/24 |
0.47 |
569.044 |
|
606.448 |
-37.404 |
-6.17 |
|
-10.76 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.476 |
8/12/24 |
0.87 |
9.195 |
|
9.100 |
0.095 |
1.05 |
|
7.48 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.416 |
8/12/24 |
0.26 |
7.310 |
|
7.060 |
0.250 |
3.54 |
|
1.11 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
251.226 |
8/12/24 |
0.53 |
249.555 |
|
256.084 |
-6.528 |
-2.55 |
|
-6.80 |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.075 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sampo |
39.100 |
8/12/24 |
0.40 |
39.177 |
|
40.398 |
-1.221 |
-3.02 |
|
-9.39 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
307.815 |
8/12/24 |
-0.15 |
311.215 |
|
259.481 |
51.734 |
19.94 |
|
10.90 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
44.644 |
8/12/24 |
-0.11 |
45.246 |
|
45.889 |
-0.643 |
-1.40 |
|
3.33 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.417 |
8/12/24 |
0.22 |
3.675 |
|
3.214 |
0.461 |
14.34 |
|
8.14 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/23 |
Δwk |
6/26/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
DFV |
5.987 |
8/12/24 |
-0.80 |
6.856 |
|
7.363 |
-0.507 |
-6.88 |
|
-18.08 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.211 |
8/12/24 |
0.58 |
1.437 |
|
1.463 |
-0.026 |
-1.76 |
|
-1.55 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.067 |
8/12/24 |
0.02 |
6.120 |
|
5.680 |
0.440 |
7.75 |
|
0.28 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.056 |
8/12/24 |
-1.33 |
7.421 |
|
8.813 |
-1.393 |
-15.80 |
|
-18.25 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.679 |
8/12/24 |
0.44 |
4.646 |
|
4.311 |
0.335 |
7.76 |
|
2.13 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.926 |
8/12/24 |
0.45 |
5.379 |
|
5.555 |
-0.177 |
-3.18 |
|
-6.73 |
| |  |
 |
 |
 |
|
 |
Prudential |
707.575 |
8/12/24 |
0.41 |
976.395 |
|
1,225.763 |
-249.368 |
-20.34 |
|
-18.21 |
| |  |
 |
 |
 |
S |
 |
Scor |
16.542 |
8/12/24 |
1.06 |
28.719 |
|
24.657 |
4.062 |
16.47 |
|
34.93 |
| Insurances - 56 out of 57 instruments rated - 9/25/23 / 6/26/23 - 38 did rise, Market-Ratio(13) in CHF = 67.86 % |
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. |
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