| | |
| | |
Assessment - Insurances in Japanese yen - 7/01/24 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
2/05/24 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
|
|
 |
SOM Insurances |
55,137.445 |
8/12/24 |
0.30 |
56,348.607 |
-2.15 |
47,166.022 |
9,182.585 |
19.47 |
|
19.88 |
| | |
|
|
|
|
|
Hannover Rück |
39,410.239 |
8/12/24 |
5.23 |
41,749.897 |
-5.60 |
36,093.603 |
5,656.294 |
15.67 |
|
20.10 |
| | |
|
|
|
|
|
Dai-ichi Life |
3,803.000 |
8/09/24 |
3.15 |
4,459.000 |
-14.71 |
3,122.000 |
1,337.000 |
42.83 |
|
21.79 |
| | |
|
|
|
|
|
Talanx |
11,524.982 |
8/12/24 |
1.92 |
13,006.765 |
-11.39 |
10,547.247 |
2,459.519 |
23.32 |
|
27.01 |
| | |
|
|
|
|
|
Hiscox |
242,864.470 |
8/12/24 |
1.89 |
231,630.201 |
4.85 |
192,222.301 |
39,407.901 |
20.50 |
|
15.63 |
| | |
|
|
|
|
|
Vienna Insurance |
5,164.578 |
8/12/24 |
1.36 |
5,303.225 |
-2.61 |
4,132.734 |
1,170.491 |
28.32 |
|
24.89 |
| | |
|
|
|
|
|
Generali |
3,890.765 |
8/12/24 |
1.35 |
4,147.260 |
-6.18 |
3,288.635 |
858.626 |
26.11 |
|
27.05 |
| | |
|
|
|
|
|
Beazley |
149,517.908 |
8/12/24 |
1.24 |
140,224.103 |
6.63 |
102,630.317 |
37,593.786 |
36.63 |
|
29.67 |
| | |
|
|
|
S |
|
UnitedHealth |
91,336.424 |
8/12/24 |
1.17 |
79,922.805 |
14.28 |
74,709.156 |
5,213.648 |
6.98 |
|
6.49 |
| | |
|
|
|
S |
|
Scor |
2,968.766 |
8/12/24 |
1.06 |
4,187.121 |
-29.10 |
4,555.581 |
-368.459 |
-8.09 |
|
-7.90 |
| | |
|
|
|
L |
|
Münchener Rück |
76,116.874 |
8/12/24 |
1.01 |
80,917.505 |
-5.93 |
62,980.306 |
17,937.200 |
28.48 |
|
29.34 |
| | |
|
|
|
|
|
Samsung F&M Ins |
41,419.594 |
8/12/24 |
1.00 |
43,464.285 |
-4.70 |
33,272.898 |
10,191.387 |
30.63 |
|
42.36 |
| | |
|
|
|
L |
|
QBE Insurance |
1,739.678 |
8/12/24 |
0.87 |
1,833.163 |
-5.10 |
1,557.324 |
275.838 |
17.71 |
|
17.61 |
| | |
|
|
|
|
|
Admiral Group |
551,091.960 |
8/12/24 |
0.86 |
525,763.790 |
4.82 |
466,027.322 |
59,736.468 |
12.82 |
|
12.14 |
| | |
|
|
|
L |
|
Zurich Insurance |
83,091.282 |
8/12/24 |
0.85 |
86,327.676 |
-3.75 |
75,255.557 |
11,072.119 |
14.71 |
|
17.13 |
| | |
|
|
|
|
|
NN |
7,739.935 |
8/12/24 |
0.74 |
7,615.154 |
1.64 |
6,020.387 |
1,594.766 |
26.49 |
|
29.63 |
| | |
|
|
|
|
|
Swiss Life |
116,617.461 |
8/12/24 |
0.62 |
119,657.168 |
-2.54 |
105,702.722 |
13,954.446 |
13.20 |
|
21.72 |
| | |
|
|
|
|
|
Tryg |
3,453.415 |
8/12/24 |
0.61 |
3,557.994 |
-2.94 |
3,120.373 |
437.621 |
14.02 |
|
17.28 |
| | |
|
|
|
L |
|
China Life Ins HK |
214.757 |
8/12/24 |
0.58 |
228.412 |
-5.98 |
168.488 |
59.924 |
35.57 |
|
12.37 |
| | |
|
|
|
|
|
Insurance Australia |
769.370 |
8/12/24 |
0.56 |
763.997 |
0.70 |
587.851 |
176.146 |
29.96 |
|
31.23 |
| | |
|
|
|
S |
|
Legal & General |
46,080.929 |
8/12/24 |
0.53 |
46,754.985 |
-1.44 |
46,435.096 |
319.889 |
0.69 |
|
6.50 |
| | |
|
|
|
|
|
Medibank Private |
416.921 |
8/12/24 |
0.52 |
396.505 |
5.15 |
367.166 |
29.339 |
7.99 |
|
13.20 |
| | |
|
|
|
L |
|
Glanbia |
3,138.608 |
8/12/24 |
0.50 |
3,159.405 |
-0.66 |
2,578.570 |
580.834 |
22.53 |
|
24.33 |
| | |
|
|
|
|
|
Phoenix |
109,891.577 |
8/12/24 |
0.47 |
108,768.150 |
1.03 |
92,609.426 |
16,158.724 |
17.45 |
|
15.02 |
| | |
|
|
|
|
|
ASR |
7,599.556 |
8/12/24 |
0.46 |
7,767.665 |
-2.16 |
6,966.608 |
801.057 |
11.50 |
|
15.86 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
2/05/24 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| | |
|
|
|
L |
|
Ping An |
696.202 |
8/12/24 |
0.45 |
732.409 |
-4.94 |
605.950 |
126.458 |
20.87 |
|
-1.04 |
| | |
|
|
|
L |
|
China Life |
654.281 |
8/12/24 |
0.44 |
695.548 |
-5.93 |
599.215 |
96.333 |
16.08 |
|
7.17 |
| | |
|
|
|
|
|
Prudential |
129,786.446 |
8/12/24 |
0.41 |
145,882.090 |
-11.03 |
152,324.998 |
-6,442.908 |
-4.23 |
|
-8.85 |
| | |
|
|
|
|
|
Sampo |
7,017.241 |
8/12/24 |
0.40 |
6,963.515 |
0.77 |
6,214.259 |
749.257 |
12.06 |
|
9.30 |
| | |
|
|
|
|
|
FBD |
2,235.673 |
8/12/24 |
0.39 |
2,270.335 |
-1.53 |
1,850.954 |
419.381 |
22.66 |
|
14.19 |
| | |
|
|
|
L |
|
Storebrand |
1,604.536 |
8/12/24 |
0.38 |
1,652.974 |
-2.93 |
1,320.103 |
332.872 |
25.22 |
|
27.29 |
| | |
|
|
|
|
|
Aviva |
98,902.419 |
8/12/24 |
0.35 |
97,227.492 |
1.72 |
79,310.325 |
17,917.167 |
22.59 |
|
22.17 |
| | |
|
|
|
|
|
Ageas |
7,344.793 |
8/12/24 |
0.33 |
7,469.575 |
-1.67 |
6,034.748 |
1,434.827 |
23.78 |
|
17.12 |
| | |
|
|
|
|
|
Uniqa |
1,331.005 |
8/12/24 |
0.26 |
1,386.464 |
-4.00 |
1,235.033 |
151.431 |
12.26 |
|
11.96 |
| | |
|
|
|
|
|
Aegon |
963.939 |
8/12/24 |
0.22 |
1,014.892 |
-5.02 |
861.332 |
153.560 |
17.83 |
|
22.43 |
| | |
|
|
|
L |
|
China Pacific Ins |
607.690 |
8/12/24 |
0.22 |
633.204 |
-4.03 |
497.041 |
136.163 |
27.39 |
|
17.95 |
| | |
|
|
|
|
|
Swiss Re |
18,595.854 |
8/12/24 |
0.10 |
20,097.827 |
-7.47 |
17,084.907 |
3,012.920 |
17.63 |
|
21.91 |
| | |
|
|
|
L |
|
Ping An Ins |
901.218 |
8/12/24 |
0.02 |
923.404 |
-2.40 |
839.685 |
83.719 |
9.97 |
|
2.58 |
| | |
|
|
|
|
|
Sompo |
2,958.500 |
8/09/24 |
0.02 |
3,485.000 |
-15.11 |
2,564.000 |
921.000 |
35.92 |
|
28.96 |
| | |
|
|
|
|
|
HDFC Life |
1,360.670 |
8/12/24 |
0.01 |
1,163.673 |
16.93 |
1,007.869 |
155.804 |
15.46 |
|
4.82 |
| | |
|
|
|
|
|
Allianz |
44,349.517 |
8/12/24 |
|
45,493.350 |
-2.51 |
39,157.251 |
6,336.099 |
16.18 |
|
18.63 |
| | |
|
|
|
|
|
Mandatum |
731.360 |
8/12/24 |
|
732.573 |
-0.17 |
644.643 |
87.930 |
13.64 |
|
-na- |
| | |
|
|
|
|
|
Mapfre |
369.839 |
8/12/24 |
|
376.425 |
-1.75 |
324.874 |
51.551 |
15.87 |
|
15.91 |
| | |
|
|
|
S |
|
Sun Life Financial |
7,753.163 |
8/12/24 |
-0.11 |
7,887.203 |
-1.70 |
7,596.660 |
290.543 |
3.82 |
|
4.39 |
| | |
|
|
|
S |
|
Molina Healthcare |
54,558.847 |
8/12/24 |
-0.15 |
47,205.593 |
15.58 |
52,152.030 |
-4,946.436 |
-9.48 |
|
-7.99 |
| | |
|
|
|
|
|
Berkshire Hathaway |
69,540.030 |
8/12/24 |
-0.30 |
65,468.354 |
6.22 |
58,043.085 |
7,425.269 |
12.79 |
|
18.30 |
| | |
|
|
|
|
|
Samsung Life |
10,480.501 |
8/12/24 |
-0.33 |
10,223.454 |
2.51 |
8,605.252 |
1,618.202 |
18.80 |
|
21.54 |
| | |
|
|
|
|
|
Manulife Financial |
4,035.313 |
8/12/24 |
-0.35 |
4,283.405 |
-5.79 |
3,249.591 |
1,033.814 |
31.81 |
|
37.34 |
| | |
|
|
|
|
|
MetLife |
11,285.976 |
8/12/24 |
-0.40 |
11,290.823 |
-0.04 |
9,775.349 |
1,515.474 |
15.50 |
|
15.70 |
| | |
|
|
|
|
|
MS&AD Insurance |
3,013.000 |
8/09/24 |
-0.50 |
3,713.000 |
-18.85 |
2,027.670 |
1,685.330 |
83.12 |
|
49.18 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
2/05/24 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| | |
|
|
|
|
|
AIG |
11,570.347 |
8/12/24 |
-0.62 |
12,035.681 |
-3.87 |
10,238.791 |
1,796.891 |
17.55 |
|
21.84 |
| | |
|
|
|
|
|
Axa |
5,606.514 |
8/12/24 |
-0.77 |
5,417.608 |
3.49 |
4,852.372 |
565.236 |
11.65 |
|
12.92 |
| | |
|
|
|
L |
|
DFV |
1,074.510 |
8/12/24 |
-0.80 |
1,256.483 |
-14.48 |
1,021.216 |
235.267 |
23.04 |
|
17.70 |
| | |
|
|
|
|
|
SBI Life |
3,302.643 |
8/12/24 |
-1.17 |
2,909.135 |
13.53 |
2,540.202 |
368.932 |
14.52 |
|
16.96 |
| | |
|
|
|
|
|
Travelers Companies |
33,887.011 |
8/12/24 |
-1.29 |
32,794.767 |
3.33 |
31,650.682 |
1,144.085 |
3.61 |
|
17.42 |
| | |
|
|
|
L |
|
AIA |
1,073.786 |
8/12/24 |
-1.33 |
1,096.544 |
-2.08 |
1,144.468 |
-47.923 |
-4.19 |
|
-10.64 |
| | |
|
|
|
|
|
Lowe´s |
37,335.010 |
8/12/24 |
-2.02 |
34,505.841 |
8.20 |
32,382.979 |
2,122.862 |
6.56 |
|
5.51 |
| | |
|
|
|
|
|
Quálitas |
1,446.949 |
8/12/24 |
-2.49 |
1,660.469 |
-12.86 |
1,638.102 |
22.367 |
1.37 |
|
20.52 |
| Insurances - 57 out of 57 instruments rated - 7/01/24 / 2/05/24 - 53 did rise, Market-Ratio(21) in JPY = 92.98 % |
Technical Chart
Transactions Insurances in Japanese yen * S21 - 33/55 (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 |
8/20/07 |
595 |
|
- cash - |
| short |
8/20/07 |
8/11/08 |
357 |
|
|
|
Ageas |
100 |
0 |
|
41,308.848 |
15,859.942 |
107,593.138 |
66,284.290 |
160 |
10,000 |
0 |
|
| 8/11/08 |
8/18/08 |
7 |
|
- cash - |
| |
8/18/08 |
6/15/09 |
301 |
|
|
|
AIG |
100 |
0 |
|
47,741.795 |
3,011.314 |
756,905.100 |
709,163.305 |
1,485 |
10,000 |
0 |
|
| 6/15/09 |
5/24/10 |
343 |
|
- cash - |
| |
5/24/10 |
10/18/10 |
147 |
|
|
|
UnipolSai |
100 |
7 |
|
1,285.726 |
1,336.937 |
1,234.514 |
-51.211 |
-4 |
9,642 |
-10 |
|
| 10/18/10 |
6/13/11 |
238 |
|
- cash - |
| |
6/13/11 |
1/16/12 |
217 |
|
|
|
UnipolSai |
100 |
12 |
|
788.220 |
153.040 |
4,059.656 |
3,271.436 |
415 |
48,899 |
1,475 |
|
| 1/16/12 |
8/17/15 |
1309 |
|
- cash - |
| |
8/17/15 |
9/05/16 |
385 |
|
|
|
FBD |
100 |
51 |
|
951.062 |
793.216 |
1,140.318 |
189.256 |
20 |
58,551 |
19 |
|
| 9/05/16 |
6/11/18 |
644 |
|
- cash - |
| |
6/11/18 |
8/27/18 |
77 |
|
|
|
AMP |
100 |
192 |
|
304.100 |
273.391 |
338.259 |
34.159 |
11 |
65,109 |
66 |
|
| 8/27/18 |
9/10/18 |
14 |
|
- cash - |
| |
9/10/18 |
11/19/18 |
70 |
|
|
|
China Life Ins HK |
100 |
274 |
|
237.561 |
242.399 |
232.723 |
-4.838 |
-2 |
63,784 |
-10 |
|
| 11/19/18 |
12/10/18 |
21 |
|
- cash - |
| |
12/10/18 |
3/11/19 |
91 |
|
|
|
AMP |
100 |
343 |
|
185.525 |
189.774 |
181.276 |
-4.249 |
-2 |
62,326 |
-9 |
|
| 3/11/19 |
3/09/20 |
364 |
|
- cash - |
| |
3/09/20 |
8/10/20 |
154 |
|
|
|
Hanwha Life |
100 |
522,599 |
|
0.119 |
0.137 |
0.102 |
-0.017 |
-15 |
53,253 |
-31 |
|
| 8/10/20 |
11/02/20 |
84 |
|
- cash - |
| |
11/02/20 |
11/09/20 |
7 |
|
|
|
Uniqa |
100 |
88 |
|
602.845 |
680.540 |
525.150 |
-77.695 |
-13 |
46,416 |
-100 |
|
| 11/09/20 |
3/07/22 |
483 |
|
- cash - |
| |
3/07/22 |
4/25/22 |
49 |
|
|
|
Prudential |
100 |
30 |
|
1,542.204 |
1,607.980 |
1,476.427 |
-65.777 |
-4 |
44,442 |
-28 |
|
| 4/25/22 |
5/23/22 |
28 |
|
- cash - |
| |
5/23/22 |
8/01/22 |
70 |
|
|
|
New China Life |
100 |
81 |
|
542.615 |
561.534 |
523.697 |
-18.918 |
-3 |
42,910 |
-17 |
|
| 8/01/22 |
8/22/22 |
21 |
|
- cash - |
| |
8/22/22 |
11/07/22 |
77 |
|
|
|
Scor |
100 |
19 |
|
2,198.004 |
2,315.698 |
2,080.310 |
-117.694 |
-5 |
40,674 |
-23 |
|
| 11/07/22 |
7/10/23 |
245 |
|
- cash - |
| |
7/10/23 |
8/07/23 |
28 |
|
|
|
DFV |
100 |
33 |
|
1,225.214 |
1,160.231 |
1,293.836 |
68.622 |
6 |
42,938 |
103 |
|
| 8/07/23 |
5/30/26 |
1027 |
|
- cash - |
| accum | 8/20/07 |
8/07/23 | 2030 |
days out of 7453 invested (27%) |
329 |
42,938 |
30 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| AIG | short | 8/18/08 | 6/15/09 | 301 | 47,741.79 | 3,011.31 | 756,905.10 | 709,163.31 | 1,485.41 | | | 1,485.41 |
| UnipolSai | | 5/24/10 | 10/18/10 | 147 | 1,285.73 | 1,336.94 | 1,234.51 | -51.21 | -3.98 | | | |
| | | 6/13/11 | 1/16/12 | 217 | 788.22 | 153.04 | 4,059.66 | 3,271.44 | 415.04 | | | 394.53 |
| Ageas | | 8/20/07 | 8/11/08 | 357 | 41,308.85 | 15,859.94 | 107,593.14 | 66,284.29 | 160.46 | | | 160.46 |
| FBD | | 8/17/15 | 9/05/16 | 385 | 951.06 | 793.22 | 1,140.32 | 189.26 | 19.90 | | | 19.90 |
| AMP | | 6/11/18 | 8/27/18 | 77 | 304.10 | 273.39 | 338.26 | 34.16 | 11.23 | | | |
| | | 12/10/18 | 3/11/19 | 91 | 185.52 | 189.77 | 181.28 | -4.25 | -2.29 | | | 8.69 |
| DFV | | 7/10/23 | 8/07/23 | 28 | 1,225.21 | 1,160.23 | 1,293.84 | 68.62 | 5.60 | | | 5.60 |
| China Life Ins HK | | 9/10/18 | 11/19/18 | 70 | 237.56 | 242.40 | 232.72 | -4.84 | -2.04 | | | -2.04 |
| New China Life | | 5/23/22 | 8/01/22 | 70 | 542.62 | 561.53 | 523.70 | -18.92 | -3.49 | | | -3.49 |
| Prudential | | 3/07/22 | 4/25/22 | 49 | 1,542.20 | 1,607.98 | 1,476.43 | -65.78 | -4.27 | | | -4.27 |
| Scor | | 8/22/22 | 11/07/22 | 77 | 2,198.00 | 2,315.70 | 2,080.31 | -117.69 | -5.35 | | | -5.35 |
| Uniqa | | 11/02/20 | 11/09/20 | 7 | 602.84 | 680.54 | 525.15 | -77.69 | -12.89 | | | -12.89 |
| Hanwha Life | | 3/09/20 | 8/10/20 | 154 | 0.12 | 0.14 | 0.10 | -0.02 | -14.56 | | | -14.56 |
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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