| | |
| | |
Assessment - Insurances in Swiss Franc - 12/25/23 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/25/23 |
Δwk |
9/25/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
292.655 |
8/12/24 |
0.30 |
263.358 |
|
281.196 |
-17.837 |
-6.34 |
|
-2.00 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
18.152 |
8/09/24 |
-0.50 |
10.776 |
|
11.709 |
-0.934 |
-7.97 |
|
3.43 |
| |  |
 |
 |
 |
|
 |
Beazley |
796.810 |
8/12/24 |
1.24 |
575.292 |
|
624.724 |
-49.431 |
-7.91 |
|
-10.83 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
235.004 |
8/12/24 |
1.00 |
171.032 |
|
181.866 |
-10.833 |
-5.96 |
|
7.19 |
| |  |
 |
 |
 |
|
 |
Sompo |
17.823 |
8/09/24 |
0.02 |
13.523 |
|
14.046 |
-0.523 |
-3.72 |
|
3.87 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
22.911 |
8/09/24 |
3.15 |
17.733 |
|
18.455 |
-0.723 |
-3.92 |
|
-1.33 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.176 |
8/12/24 |
0.56 |
3.313 |
|
3.371 |
-0.058 |
-1.73 |
|
4.28 |
| |  |
 |
 |
 |
|
 |
NN |
42.185 |
8/12/24 |
0.74 |
33.476 |
|
34.600 |
-1.123 |
-3.25 |
|
-0.76 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
59.464 |
8/12/24 |
-0.33 |
48.459 |
|
48.634 |
-0.175 |
-0.36 |
|
2.83 |
| |  |
 |
 |
 |
|
 |
SBI Life |
17.579 |
8/12/24 |
-1.17 |
14.376 |
|
14.194 |
0.182 |
1.28 |
|
5.43 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
17.107 |
8/12/24 |
0.50 |
14.065 |
|
15.219 |
-1.154 |
-7.58 |
|
5.52 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
369.101 |
8/12/24 |
-0.30 |
305.707 |
|
329.729 |
-24.022 |
-7.29 |
|
1.87 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.289 |
8/12/24 |
0.22 |
2.740 |
|
3.675 |
-0.935 |
-25.45 |
|
-21.42 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
8.892 |
8/12/24 |
0.38 |
7.502 |
|
7.346 |
0.157 |
2.13 |
|
3.24 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
22.210 |
8/12/24 |
-0.35 |
18.806 |
|
17.156 |
1.650 |
9.62 |
|
10.30 |
| |  |
 |
 |
 |
|
 |
FBD |
12.185 |
8/12/24 |
0.39 |
10.390 |
|
11.733 |
-1.342 |
-11.44 |
|
-13.61 |
| |  |
 |
 |
 |
|
 |
Generali |
21.206 |
8/12/24 |
1.35 |
18.098 |
|
18.835 |
-0.737 |
-3.91 |
|
0.41 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
414.864 |
8/12/24 |
1.01 |
360.833 |
|
360.964 |
-0.130 |
-0.04 |
|
8.12 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,294.272 |
8/12/24 |
1.89 |
1,140.788 |
|
1,151.451 |
-10.663 |
-0.93 |
|
-4.52 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
28.149 |
8/12/24 |
1.36 |
24.843 |
|
25.107 |
-0.264 |
-1.05 |
|
2.22 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
179.864 |
8/12/24 |
-1.29 |
159.341 |
|
153.000 |
6.341 |
4.14 |
|
1.53 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
652.200 |
8/12/24 |
0.62 |
579.600 |
|
571.800 |
7.800 |
1.36 |
|
5.35 |
| |  |
 |
 |
 |
|
 |
Aviva |
527.070 |
8/12/24 |
0.35 |
469.269 |
|
438.865 |
30.403 |
6.93 |
|
2.19 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.443 |
8/12/24 |
0.87 |
8.545 |
|
9.195 |
-0.650 |
-7.07 |
|
-3.37 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
7.243 |
8/12/24 |
0.01 |
6.597 |
|
7.043 |
-0.445 |
-6.32 |
|
2.87 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/25/23 |
Δwk |
9/25/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.263 |
8/12/24 |
0.52 |
2.065 |
|
2.037 |
0.028 |
1.37 |
|
2.27 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.016 |
8/12/24 |
|
1.845 |
|
1.864 |
-0.019 |
-1.02 |
|
-0.35 |
| |  |
 |
 |
 |
|
 |
Axa |
30.557 |
8/12/24 |
-0.77 |
27.998 |
|
27.637 |
0.360 |
1.30 |
|
3.34 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
95.700 |
|
94.680 |
1.020 |
1.08 |
|
3.65 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
484.790 |
8/12/24 |
1.17 |
446.216 |
|
465.163 |
-18.948 |
-4.07 |
|
-0.89 |
| |  |
 |
 |
 |
|
 |
Ageas |
40.032 |
8/12/24 |
0.33 |
37.132 |
|
37.622 |
-0.490 |
-1.30 |
|
-3.31 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.140 |
8/12/24 |
0.58 |
1.062 |
|
1.437 |
-0.376 |
-26.14 |
|
-26.97 |
| |  |
 |
 |
 |
|
 |
AIG |
61.412 |
8/12/24 |
-0.62 |
57.399 |
|
56.637 |
0.762 |
1.35 |
|
9.05 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.541 |
8/12/24 |
0.44 |
3.320 |
|
4.646 |
-1.326 |
-28.54 |
|
-25.69 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.254 |
8/12/24 |
0.22 |
4.938 |
|
4.523 |
0.415 |
9.18 |
|
9.73 |
| |  |
 |
 |
 |
|
 |
MetLife |
59.903 |
8/12/24 |
-0.40 |
56.481 |
|
59.299 |
-2.817 |
-4.75 |
|
1.78 |
| |  |
 |
 |
 |
|
 |
Allianz |
241.721 |
8/12/24 |
|
229.158 |
|
221.474 |
7.683 |
3.47 |
|
7.90 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
464.700 |
8/12/24 |
0.85 |
440.700 |
|
423.500 |
17.200 |
4.06 |
|
2.68 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
214.800 |
8/12/24 |
5.23 |
205.070 |
|
204.527 |
0.544 |
0.27 |
|
8.87 |
| |  |
 |
 |
 |
|
 |
Mandatum |
3.986 |
8/12/24 |
|
3.806 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.254 |
8/12/24 |
0.26 |
6.943 |
|
7.310 |
-0.367 |
-5.02 |
|
-6.73 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
4.877 |
8/12/24 |
0.02 |
4.695 |
|
6.120 |
-1.426 |
-23.29 |
|
-22.24 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
198.165 |
8/12/24 |
-2.02 |
191.244 |
|
193.712 |
-2.468 |
-1.27 |
|
1.79 |
| |  |
 |
 |
 |
|
 |
ASR |
41.420 |
8/12/24 |
0.46 |
40.173 |
|
39.360 |
0.813 |
2.07 |
|
3.38 |
| |  |
 |
 |
 |
|
 |
Phoenix |
585.634 |
8/12/24 |
0.47 |
568.652 |
|
569.044 |
-0.392 |
-0.07 |
|
-6.15 |
| |  |
 |
 |
 |
|
 |
Sampo |
38.246 |
8/12/24 |
0.40 |
37.307 |
|
39.177 |
-1.870 |
-4.77 |
|
-9.05 |
| |  |
 |
 |
 |
|
 |
Talanx |
62.815 |
8/12/24 |
1.92 |
61.304 |
|
56.201 |
5.102 |
9.08 |
|
21.61 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.695 |
8/12/24 |
0.45 |
3.613 |
|
5.379 |
-1.766 |
-32.84 |
|
-35.32 |
| |  |
 |
 |
 |
|
 |
Tryg |
18.830 |
8/12/24 |
0.61 |
18.482 |
|
17.277 |
1.205 |
6.97 |
|
-3.27 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
2,936.876 |
8/12/24 |
0.86 |
2,922.725 |
|
2,675.955 |
246.771 |
9.22 |
|
15.10 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/25/23 |
Δwk |
9/25/23 |
prc diff |
⇓ Δ13 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
42.672 |
8/12/24 |
-0.11 |
43.668 |
|
45.246 |
-1.578 |
-3.49 |
|
-1.25 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.328 |
8/12/24 |
-2.49 |
8.643 |
|
6.998 |
1.645 |
23.51 |
|
41.70 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
289.584 |
8/12/24 |
-0.15 |
307.345 |
|
311.215 |
-3.870 |
-1.24 |
|
10.55 |
| |  |
 |
 |
 |
L |
 |
DFV |
5.856 |
8/12/24 |
-0.80 |
6.215 |
|
6.856 |
-0.641 |
-9.35 |
|
-17.55 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
245.574 |
8/12/24 |
0.53 |
272.243 |
|
249.555 |
22.688 |
9.09 |
|
4.18 |
| |  |
 |
 |
 |
L |
 |
AIA |
5.699 |
8/12/24 |
-1.33 |
7.318 |
|
7.421 |
-0.102 |
-1.38 |
|
-16.46 |
| |  |
 |
 |
 |
|
 |
Prudential |
691.657 |
8/12/24 |
0.41 |
938.320 |
|
976.395 |
-38.075 |
-3.90 |
|
-19.71 |
| |  |
 |
 |
 |
S |
 |
Scor |
16.181 |
8/12/24 |
1.06 |
25.306 |
|
28.719 |
-3.413 |
-11.88 |
|
3.07 |
| Insurances - 56 out of 57 instruments rated - 12/25/23 / 9/25/23 - 20 did rise, Market-Ratio(13) in CHF = 35.71 % |
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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