| | |
| | |
Assessment - Insurances in Japanese yen - 7/01/24 - RS = 50
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
7/17/23 |
prc diff |
⇓ Δ50 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
55,137.445 |
8/12/24 |
0.30 |
56,348.607 |
-2.15 |
41,265.625 |
15,082.982 |
36.55 |
|
19.88 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
39,410.239 |
8/12/24 |
5.23 |
41,749.897 |
-5.60 |
29,812.286 |
11,937.611 |
40.04 |
|
20.10 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
3,803.000 |
8/09/24 |
3.15 |
4,459.000 |
-14.71 |
2,716.500 |
1,742.500 |
64.15 |
|
21.79 |
| |  |
 |
 |
 |
|
 |
Talanx |
11,524.982 |
8/12/24 |
1.92 |
13,006.765 |
-11.39 |
8,263.866 |
4,742.899 |
57.39 |
|
27.01 |
| |  |
 |
 |
 |
|
 |
Hiscox |
242,864.470 |
8/12/24 |
1.89 |
231,630.201 |
4.85 |
196,560.929 |
35,069.272 |
17.84 |
|
15.63 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
5,164.578 |
8/12/24 |
1.36 |
5,303.225 |
-2.61 |
3,687.555 |
1,615.670 |
43.81 |
|
24.89 |
| |  |
 |
 |
 |
|
 |
Generali |
3,890.765 |
8/12/24 |
1.35 |
4,147.260 |
-6.18 |
2,944.587 |
1,202.673 |
40.84 |
|
27.05 |
| |  |
 |
 |
 |
|
 |
Beazley |
149,517.908 |
8/12/24 |
1.24 |
140,224.103 |
6.63 |
102,545.637 |
37,678.466 |
36.74 |
|
29.67 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
91,336.424 |
8/12/24 |
1.17 |
79,922.805 |
14.28 |
67,175.792 |
12,747.013 |
18.98 |
|
6.49 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,968.766 |
8/12/24 |
1.06 |
4,187.121 |
-29.10 |
4,300.329 |
-113.207 |
-2.63 |
|
-7.90 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
76,116.874 |
8/12/24 |
1.01 |
80,917.505 |
-5.93 |
52,296.239 |
28,621.266 |
54.73 |
|
29.34 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
41,419.594 |
8/12/24 |
1.00 |
43,464.285 |
-4.70 |
26,406.057 |
17,058.228 |
64.60 |
|
42.36 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
1,739.678 |
8/12/24 |
0.87 |
1,833.163 |
-5.10 |
1,426.116 |
407.047 |
28.54 |
|
17.61 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
551,091.960 |
8/12/24 |
0.86 |
525,763.790 |
4.82 |
372,975.724 |
152,788.066 |
40.96 |
|
12.14 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
83,091.282 |
8/12/24 |
0.85 |
86,327.676 |
-3.75 |
65,862.768 |
20,464.908 |
31.07 |
|
17.13 |
| |  |
 |
 |
 |
|
 |
NN |
7,739.935 |
8/12/24 |
0.74 |
7,615.154 |
1.64 |
5,253.012 |
2,362.141 |
44.97 |
|
29.63 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
116,617.461 |
8/12/24 |
0.62 |
119,657.168 |
-2.54 |
85,203.806 |
34,453.362 |
40.44 |
|
21.72 |
| |  |
 |
 |
 |
|
 |
Tryg |
3,453.415 |
8/12/24 |
0.61 |
3,557.994 |
-2.94 |
2,776.137 |
781.857 |
28.16 |
|
17.28 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
214.757 |
8/12/24 |
0.58 |
228.412 |
-5.98 |
222.076 |
6.336 |
2.85 |
|
12.37 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
769.370 |
8/12/24 |
0.56 |
763.997 |
0.70 |
539.765 |
224.232 |
41.54 |
|
31.23 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
46,080.929 |
8/12/24 |
0.53 |
46,754.985 |
-1.44 |
40,637.112 |
6,117.873 |
15.05 |
|
6.50 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
416.921 |
8/12/24 |
0.52 |
396.505 |
5.15 |
328.594 |
67.911 |
20.67 |
|
13.20 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
3,138.608 |
8/12/24 |
0.50 |
3,159.405 |
-0.66 |
2,104.947 |
1,054.458 |
50.09 |
|
24.33 |
| |  |
 |
 |
 |
|
 |
Phoenix |
109,891.577 |
8/12/24 |
0.47 |
108,768.150 |
1.03 |
97,790.423 |
10,977.727 |
11.23 |
|
15.02 |
| |  |
 |
 |
 |
|
 |
ASR |
7,599.556 |
8/12/24 |
0.46 |
7,767.665 |
-2.16 |
6,180.748 |
1,586.916 |
25.68 |
|
15.86 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
7/17/23 |
prc diff |
⇓ Δ50 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Ping An |
696.202 |
8/12/24 |
0.45 |
732.409 |
-4.94 |
930.055 |
-197.646 |
-21.25 |
|
-1.04 |
| |  |
 |
 |
 |
L |
 |
China Life |
654.281 |
8/12/24 |
0.44 |
695.548 |
-5.93 |
635.124 |
60.424 |
9.51 |
|
7.17 |
| |  |
 |
 |
 |
|
 |
Prudential |
129,786.446 |
8/12/24 |
0.41 |
145,882.090 |
-11.03 |
192,114.260 |
-46,232.170 |
-24.06 |
|
-8.85 |
| |  |
 |
 |
 |
|
 |
Sampo |
7,017.241 |
8/12/24 |
0.40 |
6,963.515 |
0.77 |
5,990.523 |
972.992 |
16.24 |
|
9.30 |
| |  |
 |
 |
 |
|
 |
FBD |
2,235.673 |
8/12/24 |
0.39 |
2,270.335 |
-1.53 |
1,988.006 |
282.329 |
14.20 |
|
14.19 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
1,604.536 |
8/12/24 |
0.38 |
1,652.974 |
-2.93 |
1,190.591 |
462.384 |
38.84 |
|
27.29 |
| |  |
 |
 |
 |
|
 |
Aviva |
98,902.419 |
8/12/24 |
0.35 |
97,227.492 |
1.72 |
70,257.374 |
26,970.118 |
38.39 |
|
22.17 |
| |  |
 |
 |
 |
|
 |
Ageas |
7,344.793 |
8/12/24 |
0.33 |
7,469.575 |
-1.67 |
5,783.147 |
1,686.428 |
29.16 |
|
17.12 |
| |  |
 |
 |
 |
|
 |
Uniqa |
1,331.005 |
8/12/24 |
0.26 |
1,386.464 |
-4.00 |
1,146.027 |
240.437 |
20.98 |
|
11.96 |
| |  |
 |
 |
 |
|
 |
Aegon |
963.939 |
8/12/24 |
0.22 |
1,014.892 |
-5.02 |
730.806 |
284.085 |
38.87 |
|
22.43 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
607.690 |
8/12/24 |
0.22 |
633.204 |
-4.03 |
543.950 |
89.254 |
16.41 |
|
17.95 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
18,595.854 |
8/12/24 |
0.10 |
20,097.827 |
-7.47 |
14,579.175 |
5,518.652 |
37.85 |
|
21.91 |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
901.218 |
8/12/24 |
0.02 |
923.404 |
-2.40 |
930.135 |
-6.731 |
-0.72 |
|
2.58 |
| |  |
 |
 |
 |
|
 |
Sompo |
2,958.500 |
8/09/24 |
0.02 |
3,485.000 |
-15.11 |
2,130.670 |
1,354.330 |
63.56 |
|
28.96 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
1,360.670 |
8/12/24 |
0.01 |
1,163.673 |
16.93 |
1,128.859 |
34.814 |
3.08 |
|
4.82 |
| |  |
 |
 |
 |
|
 |
Allianz |
44,349.517 |
8/12/24 |
|
45,493.350 |
-2.51 |
32,774.804 |
12,718.546 |
38.81 |
|
18.63 |
| |  |
 |
 |
 |
|
 |
Mandatum |
731.360 |
8/12/24 |
|
732.573 |
-0.17 |
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mapfre |
369.839 |
8/12/24 |
|
376.425 |
-1.75 |
278.789 |
97.636 |
35.02 |
|
15.91 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
7,753.163 |
8/12/24 |
-0.11 |
7,887.203 |
-1.70 |
7,163.984 |
723.219 |
10.10 |
|
4.39 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
54,558.847 |
8/12/24 |
-0.15 |
47,205.593 |
15.58 |
41,618.517 |
5,587.076 |
13.42 |
|
-7.99 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
69,540.030 |
8/12/24 |
-0.30 |
65,468.354 |
6.22 |
47,771.580 |
17,696.774 |
37.04 |
|
18.30 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
10,480.501 |
8/12/24 |
-0.33 |
10,223.454 |
2.51 |
7,663.795 |
2,559.659 |
33.40 |
|
21.54 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
4,035.313 |
8/12/24 |
-0.35 |
4,283.405 |
-5.79 |
2,670.691 |
1,612.714 |
60.39 |
|
37.34 |
| |  |
 |
 |
 |
|
 |
MetLife |
11,285.976 |
8/12/24 |
-0.40 |
11,290.823 |
-0.04 |
8,187.431 |
3,103.392 |
37.90 |
|
15.70 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
3,013.000 |
8/09/24 |
-0.50 |
3,713.000 |
-18.85 |
1,672.670 |
2,040.330 |
121.98 |
|
49.18 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
7/17/23 |
prc diff |
⇓ Δ50 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
AIG |
11,570.347 |
8/12/24 |
-0.62 |
12,035.681 |
-3.87 |
8,201.308 |
3,834.373 |
46.75 |
|
21.84 |
| |  |
 |
 |
 |
|
 |
Axa |
5,606.514 |
8/12/24 |
-0.77 |
5,417.608 |
3.49 |
4,125.696 |
1,291.912 |
31.31 |
|
12.92 |
| |  |
 |
 |
 |
L |
 |
DFV |
1,074.510 |
8/12/24 |
-0.80 |
1,256.483 |
-14.48 |
1,213.073 |
43.410 |
3.58 |
|
17.70 |
| |  |
 |
 |
 |
|
 |
SBI Life |
3,302.643 |
8/12/24 |
-1.17 |
2,909.135 |
13.53 |
2,224.216 |
684.919 |
30.79 |
|
16.96 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
33,887.011 |
8/12/24 |
-1.29 |
32,794.767 |
3.33 |
23,395.238 |
9,399.529 |
40.18 |
|
17.42 |
| |  |
 |
 |
 |
L |
 |
AIA |
1,073.786 |
8/12/24 |
-1.33 |
1,096.544 |
-2.08 |
1,430.171 |
-333.626 |
-23.33 |
|
-10.64 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
37,335.010 |
8/12/24 |
-2.02 |
34,505.841 |
8.20 |
31,635.402 |
2,870.439 |
9.07 |
|
5.51 |
| |  |
 |
 |
 |
|
 |
Quálitas |
1,446.949 |
8/12/24 |
-2.49 |
1,660.469 |
-12.86 |
1,105.082 |
555.387 |
50.26 |
|
20.52 |
| Insurances - 56 out of 57 instruments rated - 7/01/24 / 7/17/23 - 51 did rise, Market-Ratio(50) in JPY = 91.07 % |
Technical Chart
Transactions Insurances in Japanese yen * L50 - 71 ex 15 (2)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | | long |
1/02/06 |
9/25/06 |
266 |
 |
 |
 |
Uniqa |
50 |
1 |
|
3,177.517 |
3,538.601 |
|
361.084 |
11 |
10,361 |
16 |
|
| |
|
10/30/06 |
301 |
 |
 |
 |
Samsung F&M Ins |
50 |
437 |
|
15.600 |
17.540 |
|
1.941 |
12 |
11,209 |
15 |
|
| |
9/25/06 |
8/20/07 |
329 |
 |
 |
 |
China Life Ins HK |
50 |
15 |
|
221.961 |
481.326 |
|
259.365 |
117 |
15,100 |
136 |
|
| |
10/30/06 |
5/21/07 |
203 |
 |
 |
 |
Admiral Group |
50 |
3 |
|
2,071.685 |
2,337.087 |
|
265.401 |
13 |
15,896 |
24 |
|
| |
5/21/07 |
8/20/07 |
91 |
 |
 |
 |
Ping An |
50 |
25 |
|
345.750 |
532.369 |
|
186.619 |
54 |
20,561 |
465 |
|
| 8/20/07 |
8/27/07 |
7 |
|
- cash - |
| |
8/27/07 |
9/17/07 |
21 |
 |
 |
 |
China Life Ins HK |
50 |
18 |
|
551.161 |
566.268 |
|
15.107 |
3 |
20,833 |
60 |
|
| |
|
|
|
 |
 |
 |
Ping An |
50 |
17 |
|
596.320 |
706.058 |
|
109.739 |
18 |
22,699 |
1,784 |
|
| 9/17/07 |
10/05/09 |
749 |
|
- cash - |
| |
10/05/09 |
10/26/09 |
21 |
 |
 |
 |
Ageas |
50 |
2 |
|
4,211.375 |
4,134.231 |
|
-77.144 |
-2 |
22,544 |
-27 |
|
| |
|
|
|
 |
 |
 |
Storebrand |
50 |
24 |
|
591.533 |
648.545 |
|
57.012 |
10 |
23,913 |
395 |
|
| 10/26/09 |
11/02/09 |
7 |
|
- cash - |
| |
11/02/09 |
11/23/09 |
21 |
 |
 |
 |
Ageas |
50 |
3 |
|
3,857.366 |
3,844.110 |
|
-13.256 |
0 |
23,873 |
-6 |
|
| |
|
|
|
 |
 |
 |
Storebrand |
50 |
21 |
|
570.519 |
628.509 |
|
57.990 |
10 |
25,091 |
438 |
|
| 11/23/09 |
12/07/09 |
14 |
|
- cash - |
| |
12/07/09 |
12/14/09 |
7 |
 |
 |
 |
Swiss Re |
50 |
2 |
|
4,479.474 |
4,180.989 |
|
-298.485 |
-7 |
24,494 |
-97 |
|
| |
|
|
|
 |
 |
 |
Ageas |
50 |
4 |
|
3,924.710 |
3,439.620 |
|
-485.090 |
-12 |
22,553 |
-100 |
|
| 12/14/09 |
12/28/09 |
14 |
|
- cash - |
| |
12/28/09 |
5/03/10 |
126 |
 |
 |
 |
Swiss Re |
50 |
2 |
|
4,440.798 |
4,094.345 |
|
-346.453 |
-8 |
21,861 |
-21 |
|
| |
|
3/01/10 |
63 |
 |
 |
 |
Prudential |
50 |
14 |
|
932.766 |
717.979 |
|
-214.787 |
-23 |
18,854 |
-78 |
|
| |
3/01/10 |
5/03/10 |
63 |
 |
 |
 |
Storebrand |
50 |
15 |
|
684.970 |
602.420 |
|
-82.549 |
-12 |
17,615 |
-52 |
|
| |
5/03/10 |
5/31/10 |
28 |
 |
 |
 |
MetLife |
50 |
2 |
|
4,294.172 |
3,627.839 |
|
-666.333 |
-16 |
16,283 |
-89 |
|
| |
|
|
|
 |
 |
 |
AIG |
50 |
2 |
|
3,710.480 |
3,118.813 |
|
-591.668 |
-16 |
15,099 |
-90 |
|
| 5/31/10 |
6/14/10 |
14 |
|
- cash - |
| |
6/14/10 |
7/05/10 |
21 |
 |
 |
 |
AIG |
50 |
2 |
|
3,400.019 |
2,957.573 |
|
-442.446 |
-13 |
14,214 |
-91 |
|
| |
|
|
|
 |
 |
 |
Admiral Group |
50 |
4 |
|
1,834.049 |
1,866.031 |
|
31.982 |
2 |
14,342 |
35 |
|
| 7/05/10 |
1/24/11 |
203 |
|
- cash - |
| |
1/24/11 |
2/28/11 |
35 |
 |
 |
 |
Legal & General |
50 |
49 |
|
145.838 |
156.404 |
|
10.566 |
7 |
14,860 |
107 |
|
| |
|
|
|
 |
 |
 |
Glanbia |
50 |
15 |
|
449.880 |
474.075 |
|
24.195 |
5 |
15,223 |
73 |
|
| 2/28/11 |
5/02/11 |
63 |
|
- cash - |
| |
5/02/11 |
5/23/11 |
21 |
 |
 |
 |
Molina Healthcare |
50 |
2 |
|
3,459.329 |
2,194.438 |
|
-1,264.891 |
-37 |
12,693 |
-100 |
|
| |
|
5/30/11 |
28 |
 |
 |
 |
UnitedHealth |
50 |
2 |
|
4,049.550 |
3,955.179 |
|
-94.371 |
-2 |
12,504 |
-26 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | | |
5/23/11 |
|
7 |
 |
 |
 |
Glanbia |
50 |
8 |
|
554.107 |
578.450 |
|
24.343 |
4 |
12,699 |
841 |
|
| 5/30/11 |
7/04/11 |
35 |
|
- cash - |
| |
7/04/11 |
7/11/11 |
7 |
 |
 |
 |
UnitedHealth |
50 |
1 |
|
4,272.096 |
4,108.572 |
|
-163.524 |
-4 |
12,536 |
-87 |
|
| |
|
|
|
 |
 |
 |
Glanbia |
50 |
15 |
|
555.397 |
571.500 |
|
16.104 |
3 |
12,777 |
344 |
|
| 7/11/11 |
8/20/12 |
406 |
|
- cash - |
| |
8/20/12 |
11/05/12 |
77 |
 |
 |
 |
AIG |
50 |
2 |
|
2,757.627 |
2,638.411 |
|
-119.216 |
-4 |
12,539 |
-19 |
|
| |
|
5/20/13 |
273 |
 |
 |
 |
Insurance Australia |
50 |
21 |
|
335.784 |
562.547 |
|
226.764 |
68 |
17,301 |
99 |
|
| |
11/05/12 |
7/22/13 |
259 |
 |
 |
 |
Glanbia |
50 |
6 |
|
784.776 |
1,347.526 |
|
562.750 |
72 |
20,677 |
114 |
|
| |
5/20/13 |
11/04/13 |
168 |
 |
 |
 |
MS&AD Insurance |
50 |
1,260 |
|
9.987 |
8.177 |
|
-1.810 |
-18 |
18,397 |
-35 |
|
| |
7/22/13 |
10/07/13 |
77 |
 |
 |
 |
Sompo |
50 |
902 |
|
8.970 |
7.683 |
|
-1.287 |
-14 |
17,236 |
-52 |
|
| |
10/07/13 |
11/11/13 |
35 |
 |
 |
 |
AIG |
50 |
1 |
|
4,715.053 |
4,843.785 |
|
128.733 |
3 |
17,365 |
32 |
|
| |
11/04/13 |
3/24/14 |
140 |
 |
 |
 |
Storebrand |
50 |
19 |
|
636.604 |
596.854 |
|
-39.750 |
-6 |
16,610 |
-15 |
|
| |
11/11/13 |
4/28/14 |
168 |
 |
 |
 |
FBD |
50 |
2 |
|
2,167.509 |
2,412.895 |
|
245.386 |
11 |
17,100 |
26 |
|
| |
3/24/14 |
|
35 |
 |
 |
 |
Swiss Life |
50 |
0 |
|
24,602.331 |
24,911.087 |
|
308.757 |
1 |
17,100 |
0 |
|
| 4/28/14 |
5/05/14 |
7 |
|
- cash - |
| |
5/05/14 |
8/04/14 |
91 |
 |
 |
 |
Swiss Life |
50 |
0 |
|
25,057.928 |
23,392.020 |
|
-1,665.908 |
-7 |
17,100 |
0 |
|
| |
|
7/21/14 |
77 |
 |
 |
 |
Aviva |
50 |
18 |
|
915.031 |
844.800 |
|
-70.231 |
-8 |
15,836 |
-32 |
|
| |
7/21/14 |
10/13/14 |
84 |
 |
 |
 |
Molina Healthcare |
50 |
3 |
|
4,596.857 |
4,523.556 |
|
-73.300 |
-2 |
15,616 |
-7 |
|
| |
8/04/14 |
9/22/14 |
49 |
 |
 |
 |
China Pacific Ins |
50 |
6 |
|
336.635 |
332.703 |
|
-3.931 |
-1 |
15,593 |
-8 |
|
| |
9/22/14 |
10/13/14 |
21 |
 |
 |
 |
UnitedHealth |
50 |
0 |
|
9,550.035 |
8,979.725 |
|
-570.310 |
-6 |
15,593 |
0 |
|
| 10/13/14 |
11/24/14 |
42 |
|
- cash - |
| |
11/24/14 |
12/15/14 |
21 |
 |
 |
 |
Lowe´s |
50 |
1 |
|
7,529.515 |
7,696.703 |
|
167.189 |
2 |
15,760 |
46 |
|
| |
|
|
|
 |
 |
 |
China Life |
50 |
22 |
|
358.503 |
444.367 |
|
85.865 |
24 |
17,649 |
4,076 |
|
| 12/15/14 |
12/22/14 |
7 |
|
- cash - |
| |
12/22/14 |
1/05/15 |
14 |
 |
 |
 |
China Life |
50 |
17 |
|
493.274 |
653.892 |
|
160.618 |
33 |
20,379 |
155,355 |
|
| |
|
|
|
 |
 |
 |
Ping An Ins |
50 |
14 |
|
635.408 |
730.425 |
|
95.017 |
15 |
21,710 |
3,684 |
|
| 1/05/15 |
1/12/15 |
7 |
|
- cash - |
| |
1/12/15 |
8/17/15 |
217 |
 |
 |
 |
China Life |
50 |
16 |
|
664.205 |
528.024 |
|
-136.180 |
-21 |
19,531 |
-32 |
|
| |
|
8/03/15 |
203 |
 |
 |
 |
Ping An Ins |
50 |
15 |
|
716.948 |
666.097 |
|
-50.851 |
-7 |
18,768 |
-12 |
|
| |
8/03/15 |
8/24/15 |
21 |
 |
 |
 |
Molina Healthcare |
50 |
1 |
|
9,495.925 |
8,607.478 |
|
-888.448 |
-9 |
17,880 |
-82 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | | |
8/17/15 |
|
7 |
 |
 |
 |
MS&AD Insurance |
50 |
649 |
|
14.280 |
11.623 |
|
-2.657 |
-19 |
16,155 |
-100 |
|
| 8/24/15 |
10/05/15 |
42 |
|
- cash - |
| |
10/05/15 |
11/16/15 |
42 |
 |
 |
 |
Ageas |
50 |
1 |
|
5,130.073 |
5,244.997 |
|
114.923 |
2 |
16,270 |
21 |
|
| |
|
|
|
 |
 |
 |
Beazley |
50 |
16 |
|
649.242 |
695.812 |
|
46.570 |
7 |
17,015 |
83 |
|
| 11/16/15 |
11/30/15 |
14 |
|
- cash - |
| |
11/30/15 |
12/14/15 |
14 |
 |
 |
 |
Hannover Rück |
50 |
0 |
|
14,403.924 |
13,791.439 |
|
-612.484 |
-4 |
17,015 |
0 |
|
| |
|
|
|
 |
 |
 |
Beazley |
50 |
23 |
|
728.799 |
700.536 |
|
-28.263 |
-4 |
16,365 |
-64 |
|
| 12/14/15 |
12/26/16 |
378 |
|
- cash - |
| |
12/26/16 |
12/11/17 |
350 |
 |
 |
 |
Storebrand |
50 |
13 |
|
622.627 |
853.535 |
|
230.908 |
37 |
19,367 |
39 |
|
| |
|
4/24/17 |
119 |
 |
 |
 |
Dai-ichi Life |
50 |
424 |
|
19.500 |
18.330 |
|
-1.170 |
-6 |
18,871 |
-17 |
|
| |
4/24/17 |
6/26/17 |
63 |
 |
 |
 |
Mapfre |
50 |
19 |
|
393.644 |
380.334 |
|
-13.309 |
-3 |
18,618 |
-18 |
|
| |
6/26/17 |
4/23/18 |
301 |
 |
 |
 |
Ping An Ins |
50 |
9 |
|
813.346 |
1,118.298 |
|
304.952 |
37 |
21,363 |
47 |
|
| |
12/11/17 |
|
133 |
 |
 |
 |
Ping An |
50 |
9 |
|
1,182.971 |
1,137.189 |
|
-45.782 |
-4 |
20,951 |
-10 |
|
| 4/23/18 |
5/07/18 |
14 |
|
- cash - |
| |
5/07/18 |
5/28/18 |
21 |
 |
 |
 |
Quálitas |
50 |
37 |
|
277.764 |
273.371 |
|
-4.394 |
-2 |
20,788 |
-24 |
|
| |
|
|
|
 |
 |
 |
Beazley |
50 |
11 |
|
915.388 |
861.099 |
|
-54.289 |
-6 |
20,191 |
-65 |
|
| 5/28/18 |
7/01/19 |
399 |
|
- cash - |
| |
7/01/19 |
7/08/19 |
7 |
 |
 |
 |
Tryg |
50 |
2 |
|
3,531.378 |
3,614.354 |
|
82.976 |
2 |
20,357 |
236 |
|
| |
|
|
|
 |
 |
 |
Ping An Ins |
50 |
9 |
|
1,454.518 |
1,399.312 |
|
-55.206 |
-4 |
19,860 |
-87 |
|
| 7/08/19 |
11/25/19 |
140 |
|
- cash - |
| |
11/25/19 |
2/03/20 |
70 |
 |
 |
 |
Quálitas |
50 |
21 |
|
463.742 |
517.358 |
|
53.616 |
12 |
20,986 |
77 |
|
| |
|
|
|
 |
 |
 |
SBI Life |
50 |
70 |
|
144.552 |
138.997 |
|
-5.555 |
-4 |
20,597 |
-18 |
|
| 2/03/20 |
2/10/20 |
7 |
|
- cash - |
| |
2/10/20 |
2/17/20 |
7 |
 |
 |
 |
DFV |
50 |
4 |
|
2,235.753 |
2,288.472 |
|
52.719 |
2 |
20,808 |
237 |
|
| |
|
|
|
 |
 |
 |
Quálitas |
50 |
22 |
|
512.796 |
571.720 |
|
58.923 |
11 |
22,104 |
28,950 |
|
| 2/17/20 |
2/22/21 |
371 |
|
- cash - |
| |
2/22/21 |
9/20/21 |
210 |
 |
 |
 |
MetLife |
50 |
1 |
|
6,032.229 |
6,486.312 |
|
454.083 |
8 |
22,558 |
13 |
|
| |
|
6/28/21 |
126 |
 |
 |
 |
Aegon |
50 |
31 |
|
517.805 |
459.910 |
|
-57.896 |
-11 |
20,764 |
-29 |
|
| |
6/28/21 |
10/11/21 |
105 |
 |
 |
 |
Glanbia |
50 |
7 |
|
1,799.302 |
1,746.505 |
|
-52.797 |
-3 |
20,394 |
-10 |
|
| |
9/20/21 |
12/13/21 |
84 |
 |
 |
 |
Dai-ichi Life |
50 |
335 |
|
24.355 |
24.340 |
|
-0.015 |
0 |
20,389 |
0 |
|
| |
10/11/21 |
|
63 |
 |
 |
 |
AIG |
50 |
1 |
|
6,561.958 |
6,106.178 |
|
-455.780 |
-7 |
19,933 |
-34 |
|
| 12/13/21 |
1/10/22 |
28 |
|
- cash - |
| |
1/10/22 |
2/14/22 |
35 |
 |
 |
 |
Swiss Life |
50 |
0 |
|
73,756.152 |
73,934.431 |
|
178.280 |
0 |
19,933 |
0 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | | |
|
|
|
 |
 |
 |
Beazley |
50 |
26 |
|
758.932 |
758.505 |
|
-0.427 |
0 |
19,922 |
-1 |
|
| 2/14/22 |
2/13/23 |
364 |
|
- cash - |
| |
2/13/23 |
3/13/23 |
28 |
 |
 |
 |
Münchener Rück |
50 |
0 |
|
46,516.858 |
44,811.812 |
|
-1,705.046 |
-4 |
19,922 |
0 |
|
| |
|
|
|
 |
 |
 |
Prudential |
50 |
9 |
|
2,081.713 |
1,879.155 |
|
-202.559 |
-10 |
18,099 |
-74 |
|
| 3/13/23 |
4/24/23 |
42 |
|
- cash - |
| |
4/24/23 |
5/15/23 |
21 |
 |
 |
 |
Münchener Rück |
50 |
0 |
|
50,129.411 |
48,156.111 |
|
-1,973.300 |
-4 |
18,099 |
0 |
|
| |
|
|
|
 |
 |
 |
China Pacific Ins |
50 |
30 |
|
585.494 |
656.915 |
|
71.421 |
12 |
20,242 |
639 |
|
| 5/15/23 |
5/29/23 |
14 |
|
- cash - |
| |
5/29/23 |
8/07/23 |
70 |
 |
 |
 |
Quálitas |
50 |
10 |
|
945.315 |
1,097.997 |
|
152.683 |
16 |
21,769 |
118 |
|
| |
|
|
|
 |
 |
 |
Scor |
50 |
2 |
|
3,766.493 |
4,344.595 |
|
578.103 |
15 |
22,925 |
111 |
|
| 8/07/23 |
8/14/23 |
7 |
|
- cash - |
| |
8/14/23 |
8/21/23 |
7 |
 |
 |
 |
Talanx |
50 |
1 |
|
9,462.454 |
9,633.977 |
|
171.523 |
2 |
23,096 |
155 |
|
| |
|
|
|
 |
 |
 |
Scor |
50 |
2 |
|
4,567.698 |
4,459.201 |
|
-108.497 |
-2 |
22,879 |
-71 |
|
| 8/21/23 |
9/04/23 |
14 |
|
- cash - |
| |
9/04/23 |
10/23/23 |
49 |
 |
 |
 |
Talanx |
50 |
1 |
|
9,826.101 |
9,221.174 |
|
-604.928 |
-6 |
22,274 |
-38 |
|
| |
|
|
|
 |
 |
 |
Scor |
50 |
2 |
|
4,453.762 |
4,410.196 |
|
-43.566 |
-1 |
22,187 |
-7 |
|
| 10/23/23 |
2/26/24 |
126 |
|
- cash - |
| |
2/26/24 |
8/12/24 |
168 |
 |
 |
 |
Quálitas |
50 |
6 |
|
1,720.587 |
1,446.949 |
|
-273.639 |
-16 |
20,545 |
-31 |
|
| |
|
8/09/24 |
165 |
 |
 |
 |
MS&AD Insurance |
50 |
496 |
|
23.900 |
30.130 |
|
6.230 |
26 |
23,636 |
67 |
|
| accum | 1/02/06 |
8/09/24 | 3918 |
days out of 7453 invested (53%) |
136 |
23,636 |
8 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
| China Life Ins HK | long | 9/25/06 | 8/20/07 | 329 | 221.96 | 481.33 | | 259.36 | 116.85 | 50 | 58.43 | |
| | | 8/27/07 | 9/17/07 | 21 | 551.16 | 566.27 | | 15.11 | 2.74 | | 1.37 | 60.60 |
| Glanbia | | 1/24/11 | 2/28/11 | 35 | 449.88 | 474.07 | | 24.19 | 5.38 | | 2.69 | |
| | | 5/23/11 | 5/30/11 | 7 | 554.11 | 578.45 | | 24.34 | 4.39 | | 2.20 | |
| | | 7/04/11 | 7/11/11 | 7 | 555.40 | 571.50 | | 16.10 | 2.90 | | 1.45 | |
| | | 11/05/12 | 7/22/13 | 259 | 784.78 | 1,347.53 | | 562.75 | 71.71 | | 35.85 | |
| | | 6/28/21 | 10/11/21 | 105 | 1,799.30 | 1,746.51 | | -52.80 | -2.93 | | -1.47 | 42.52 |
| Ping An | | 5/21/07 | 8/20/07 | 91 | 345.75 | 532.37 | | 186.62 | 53.98 | | 26.99 | |
| | | 8/27/07 | 9/17/07 | 21 | 596.32 | 706.06 | | 109.74 | 18.40 | | 9.20 | |
| | | 12/11/17 | 4/23/18 | 133 | 1,182.97 | 1,137.19 | | -45.78 | -3.87 | | -1.94 | 35.99 |
| Insurance Australia | | 8/20/12 | 5/20/13 | 273 | 335.78 | 562.55 | | 226.76 | 67.53 | | 33.77 | 33.77 |
| Ping An Ins | | 12/22/14 | 1/05/15 | 14 | 635.41 | 730.43 | | 95.02 | 14.95 | | 7.48 | |
| | | 1/12/15 | 8/03/15 | 203 | 716.95 | 666.10 | | -50.85 | -7.09 | | -3.55 | |
| | | 6/26/17 | 4/23/18 | 301 | 813.35 | 1,118.30 | | 304.95 | 37.49 | | 18.75 | |
| | | 7/01/19 | 7/08/19 | 7 | 1,454.52 | 1,399.31 | | -55.21 | -3.80 | | -1.90 | 20.76 |
| Storebrand | | 10/05/09 | 10/26/09 | 21 | 591.53 | 648.55 | | 57.01 | 9.64 | | 4.82 | |
| | | 11/02/09 | 11/23/09 | 21 | 570.52 | 628.51 | | 57.99 | 10.16 | | 5.08 | |
| | | 3/01/10 | 5/03/10 | 63 | 684.97 | 602.42 | | -82.55 | -12.05 | | -6.03 | |
| | | 11/04/13 | 3/24/14 | 140 | 636.60 | 596.85 | | -39.75 | -6.24 | | -3.12 | |
| | | 12/26/16 | 12/11/17 | 350 | 622.63 | 853.54 | | 230.91 | 37.09 | | 18.54 | 18.87 |
| China Life | | 11/24/14 | 12/15/14 | 21 | 358.50 | 444.37 | | 85.86 | 23.95 | | 11.98 | |
| | | 12/22/14 | 1/05/15 | 14 | 493.27 | 653.89 | | 160.62 | 32.56 | | 16.28 | |
| | | 1/12/15 | 8/17/15 | 217 | 664.20 | 528.02 | | -136.18 | -20.50 | | -10.25 | 16.86 |
| Quálitas | | 5/07/18 | 5/28/18 | 21 | 277.76 | 273.37 | | -4.39 | -1.58 | | -0.79 | |
| | | 11/25/19 | 2/03/20 | 70 | 463.74 | 517.36 | | 53.62 | 11.56 | | 5.78 | |
| | | 2/10/20 | 2/17/20 | 7 | 512.80 | 571.72 | | 58.92 | 11.49 | | 5.75 | |
| | | 5/29/23 | 8/07/23 | 70 | 945.31 | 1,098.00 | | 152.68 | 16.15 | | 8.08 | |
| | | 2/26/24 | 8/12/24 | 168 | 1,720.59 | 1,446.95 | | -273.64 | -15.90 | | -7.95 | 10.40 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
| Admiral Group | | 10/30/06 | 5/21/07 | 203 | 2,071.69 | 2,337.09 | | 265.40 | 12.81 | | 6.41 | |
| | | 6/14/10 | 7/05/10 | 21 | 1,834.05 | 1,866.03 | | 31.98 | 1.74 | | 0.87 | 7.33 |
| Samsung F&M Ins | | 1/02/06 | 10/30/06 | 301 | 15.60 | 17.54 | | 1.94 | 12.44 | | 6.22 | 6.22 |
| Scor | | 5/29/23 | 8/07/23 | 70 | 3,766.49 | 4,344.60 | | 578.10 | 15.35 | | 7.67 | |
| | | 8/14/23 | 8/21/23 | 7 | 4,567.70 | 4,459.20 | | -108.50 | -2.38 | | -1.19 | |
| | | 9/04/23 | 10/23/23 | 49 | 4,453.76 | 4,410.20 | | -43.57 | -0.98 | | -0.49 | 5.88 |
| Uniqa | | 1/02/06 | 9/25/06 | 266 | 3,177.52 | 3,538.60 | | 361.08 | 11.36 | | 5.68 | 5.68 |
| FBD | | 11/11/13 | 4/28/14 | 168 | 2,167.51 | 2,412.90 | | 245.39 | 11.32 | | 5.66 | 5.66 |
| China Pacific Ins | | 8/04/14 | 9/22/14 | 49 | 336.63 | 332.70 | | -3.93 | -1.17 | | -0.58 | |
| | | 4/24/23 | 5/15/23 | 21 | 585.49 | 656.92 | | 71.42 | 12.20 | | 6.10 | 5.48 |
| Legal & General | | 1/24/11 | 2/28/11 | 35 | 145.84 | 156.40 | | 10.57 | 7.24 | | 3.62 | 3.62 |
| DFV | | 2/10/20 | 2/17/20 | 7 | 2,235.75 | 2,288.47 | | 52.72 | 2.36 | | 1.18 | 1.18 |
| Tryg | | 7/01/19 | 7/08/19 | 7 | 3,531.38 | 3,614.35 | | 82.98 | 2.35 | | 1.17 | 1.17 |
| Lowe´s | | 11/24/14 | 12/15/14 | 21 | 7,529.51 | 7,696.70 | | 167.19 | 2.22 | | 1.11 | 1.11 |
| Beazley | | 10/05/15 | 11/16/15 | 42 | 649.24 | 695.81 | | 46.57 | 7.17 | | 3.59 | |
| | | 11/30/15 | 12/14/15 | 14 | 728.80 | 700.54 | | -28.26 | -3.88 | | -1.94 | |
| | | 5/07/18 | 5/28/18 | 21 | 915.39 | 861.10 | | -54.29 | -5.93 | | -2.97 | |
| | | 1/10/22 | 2/14/22 | 35 | 758.93 | 758.50 | | -0.43 | -0.06 | | -0.03 | -1.46 |
| Mapfre | | 4/24/17 | 6/26/17 | 63 | 393.64 | 380.33 | | -13.31 | -3.38 | | -1.69 | -1.69 |
| SBI Life | | 11/25/19 | 2/03/20 | 70 | 144.55 | 139.00 | | -5.55 | -3.84 | | -1.92 | -1.92 |
| Hannover Rück | | 11/30/15 | 12/14/15 | 14 | 14,403.92 | 13,791.44 | | -612.48 | -4.25 | | -2.13 | -2.13 |
| Talanx | | 8/14/23 | 8/21/23 | 7 | 9,462.45 | 9,633.98 | | 171.52 | 1.81 | | 0.91 | |
| | | 9/04/23 | 10/23/23 | 49 | 9,826.10 | 9,221.17 | | -604.93 | -6.16 | | -3.08 | -2.20 |
| Swiss Life | | 3/24/14 | 4/28/14 | 35 | 24,602.33 | 24,911.09 | | 308.76 | 1.25 | | 0.63 | |
| | | 5/05/14 | 8/04/14 | 91 | 25,057.93 | 23,392.02 | | -1,665.91 | -6.65 | | -3.32 | |
| | | 1/10/22 | 2/14/22 | 35 | 73,756.15 | 73,934.43 | | 178.28 | 0.24 | | 0.12 | -2.60 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
| Dai-ichi Life | | 12/26/16 | 4/24/17 | 119 | 19.50 | 18.33 | | -1.17 | -6.00 | | -3.00 | |
| | | 9/20/21 | 12/13/21 | 84 | 24.36 | 24.34 | | -0.02 | -0.06 | | -0.03 | -3.03 |
| Münchener Rück | | 2/13/23 | 3/13/23 | 28 | 46,516.86 | 44,811.81 | | -1,705.05 | -3.67 | | -1.83 | |
| | | 4/24/23 | 5/15/23 | 21 | 50,129.41 | 48,156.11 | | -1,973.30 | -3.94 | | -1.97 | -3.76 |
| Aviva | | 5/05/14 | 7/21/14 | 77 | 915.03 | 844.80 | | -70.23 | -7.68 | | -3.84 | -3.84 |
| MetLife | | 5/03/10 | 5/31/10 | 28 | 4,294.17 | 3,627.84 | | -666.33 | -15.52 | | -7.76 | |
| | | 2/22/21 | 9/20/21 | 210 | 6,032.23 | 6,486.31 | | 454.08 | 7.53 | | 3.76 | -4.29 |
| Aegon | | 2/22/21 | 6/28/21 | 126 | 517.81 | 459.91 | | -57.90 | -11.18 | | -5.59 | -5.59 |
| UnitedHealth | | 5/02/11 | 5/30/11 | 28 | 4,049.55 | 3,955.18 | | -94.37 | -2.33 | | -1.17 | |
| | | 7/04/11 | 7/11/11 | 7 | 4,272.10 | 4,108.57 | | -163.52 | -3.83 | | -1.91 | |
| | | 9/22/14 | 10/13/14 | 21 | 9,550.03 | 8,979.72 | | -570.31 | -5.97 | | -2.99 | -5.95 |
| Ageas | | 10/05/09 | 10/26/09 | 21 | 4,211.37 | 4,134.23 | | -77.14 | -1.83 | | -0.92 | |
| | | 11/02/09 | 11/23/09 | 21 | 3,857.37 | 3,844.11 | | -13.26 | -0.34 | | -0.17 | |
| | | 12/07/09 | 12/14/09 | 7 | 3,924.71 | 3,439.62 | | -485.09 | -12.36 | | -6.18 | |
| | | 10/05/15 | 11/16/15 | 42 | 5,130.07 | 5,245.00 | | 114.92 | 2.24 | | 1.12 | -6.16 |
| MS&AD Insurance | | 5/20/13 | 11/04/13 | 168 | 9.99 | 8.18 | | -1.81 | -18.12 | | -9.06 | |
| | | 8/17/15 | 8/24/15 | 7 | 14.28 | 11.62 | | -2.66 | -18.60 | | -9.30 | |
| | | 2/26/24 | 8/09/24 | 165 | 23.90 | 30.13 | | 6.23 | 26.07 | | 13.03 | -6.77 |
| Swiss Re | | 12/07/09 | 12/14/09 | 7 | 4,479.47 | 4,180.99 | | -298.48 | -6.66 | | -3.33 | |
| | | 12/28/09 | 5/03/10 | 126 | 4,440.80 | 4,094.35 | | -346.45 | -7.80 | | -3.90 | -7.10 |
| Sompo | | 7/22/13 | 10/07/13 | 77 | 8.97 | 7.68 | | -1.29 | -14.34 | | -7.17 | -7.17 |
| Prudential | | 12/28/09 | 3/01/10 | 63 | 932.77 | 717.98 | | -214.79 | -23.03 | | -11.51 | |
| | | 2/13/23 | 3/13/23 | 28 | 2,081.71 | 1,879.15 | | -202.56 | -9.73 | | -4.87 | -15.82 |
| AIG | | 5/03/10 | 5/31/10 | 28 | 3,710.48 | 3,118.81 | | -591.67 | -15.95 | | -7.97 | |
| | | 6/14/10 | 7/05/10 | 21 | 3,400.02 | 2,957.57 | | -442.45 | -13.01 | | -6.51 | |
| | | 8/20/12 | 11/05/12 | 77 | 2,757.63 | 2,638.41 | | -119.22 | -4.32 | | -2.16 | |
| | | 10/07/13 | 11/11/13 | 35 | 4,715.05 | 4,843.79 | | 128.73 | 2.73 | | 1.37 | |
| | | 10/11/21 | 12/13/21 | 63 | 6,561.96 | 6,106.18 | | -455.78 | -6.95 | | -3.47 | -17.63 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | spl | di % | total |
| Molina Healthcare | | 5/02/11 | 5/23/11 | 21 | 3,459.33 | 2,194.44 | | -1,264.89 | -36.56 | | -18.28 | |
| | | 7/21/14 | 10/13/14 | 84 | 4,596.86 | 4,523.56 | | -73.30 | -1.59 | | -0.80 | |
| | | 8/03/15 | 8/24/15 | 21 | 9,495.93 | 8,607.48 | | -888.45 | -9.36 | | -4.68 | -22.73 |
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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