| Wed, 19th Mar 2025, 10:38UTC |
| |
Assessment - Insurances in Swiss Franc - 1/07/24 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/04/24 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Insurances |
308.364 |
12/08/24 |
0.30 |
315.138 |
-2.15 |
311.942 |
3.195 |
1.02 |
|
12.23 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
16.851 |
9/08/24 |
-0.50 |
20.765 |
-18.85 |
15.596 |
5.170 |
33.15 |
|
67.60 |
| |  |
 |
 |
 |
|
 |
Sompo |
16.546 |
9/08/24 |
0.02 |
19.490 |
-15.11 |
18.000 |
1.490 |
8.28 |
|
31.95 |
| |  |
 |
 |
 |
|
 |
Manulife Financial |
22.568 |
12/08/24 |
-0.35 |
23.956 |
-5.79 |
22.236 |
1.720 |
7.73 |
|
28.44 |
| |  |
 |
 |
 |
|
 |
Samsung F&M Ins |
231.645 |
12/08/24 |
1.00 |
243.080 |
-4.70 |
203.815 |
39.265 |
19.27 |
|
33.17 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
21.269 |
9/08/24 |
3.15 |
24.938 |
-14.71 |
22.535 |
2.403 |
10.66 |
|
30.53 |
| |  |
 |
 |
 |
L |
 |
Glanbia |
17.553 |
12/08/24 |
0.50 |
17.669 |
-0.66 |
17.765 |
-0.096 |
-0.54 |
|
16.33 |
| |  |
 |
 |
 |
|
 |
Quálitas |
8.092 |
12/08/24 |
-2.49 |
9.286 |
-12.86 |
10.629 |
-1.342 |
-12.63 |
|
12.59 |
| |  |
 |
 |
 |
L |
 |
Münchener Rück |
425.695 |
12/08/24 |
1.01 |
452.543 |
-5.93 |
439.559 |
12.984 |
2.95 |
|
21.00 |
| |  |
 |
 |
 |
L |
 |
Storebrand |
8.974 |
12/08/24 |
0.38 |
9.244 |
-2.93 |
8.255 |
0.989 |
11.98 |
|
19.11 |
| |  |
 |
 |
 |
L |
 |
DFV |
6.009 |
12/08/24 |
-0.80 |
7.027 |
-14.48 |
5.520 |
1.507 |
27.30 |
|
10.43 |
| |  |
 |
 |
 |
|
 |
Beazley |
836.201 |
12/08/24 |
1.24 |
784.224 |
6.63 |
755.482 |
28.742 |
3.80 |
|
21.39 |
| |  |
 |
 |
 |
|
 |
NN |
43.287 |
12/08/24 |
0.74 |
42.589 |
1.64 |
41.614 |
0.975 |
2.34 |
|
21.30 |
| |  |
 |
 |
 |
|
 |
Talanx |
64.455 |
12/08/24 |
1.92 |
72.742 |
-11.39 |
71.332 |
1.410 |
1.98 |
|
18.80 |
| |  |
 |
 |
 |
L |
 |
QBE Insurance |
9.729 |
12/08/24 |
0.87 |
10.252 |
-5.10 |
10.640 |
-0.388 |
-3.64 |
|
10.10 |
| |  |
 |
 |
 |
|
 |
Generali |
21.760 |
12/08/24 |
1.35 |
23.194 |
-6.18 |
22.799 |
0.395 |
1.73 |
|
18.90 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
12/08/24 |
0.10 |
112.400 |
-7.47 |
115.950 |
-3.550 |
-3.06 |
|
12.30 |
| |  |
 |
 |
 |
|
 |
AIG |
64.709 |
12/08/24 |
-0.62 |
67.311 |
-3.87 |
70.224 |
-2.913 |
-4.15 |
|
13.97 |
| |  |
 |
 |
 |
|
 |
Aegon |
5.391 |
12/08/24 |
0.22 |
5.676 |
-5.02 |
5.491 |
0.185 |
3.37 |
|
14.56 |
| |  |
 |
 |
 |
|
 |
Samsung Life |
58.614 |
12/08/24 |
-0.33 |
57.176 |
2.51 |
61.144 |
-3.968 |
-6.49 |
|
13.77 |
| |  |
 |
 |
 |
|
 |
Insurance Australia |
4.303 |
12/08/24 |
0.56 |
4.273 |
0.70 |
3.756 |
0.517 |
13.76 |
|
22.88 |
| |  |
 |
 |
 |
|
 |
Travelers Companies |
189.518 |
12/08/24 |
-1.29 |
183.409 |
3.33 |
206.367 |
-22.957 |
-11.12 |
|
9.82 |
| |  |
 |
 |
 |
|
 |
Aviva |
553.126 |
12/08/24 |
0.35 |
543.759 |
1.72 |
563.745 |
-19.986 |
-3.55 |
|
14.32 |
| |  |
 |
 |
 |
|
 |
Berkshire Hathaway |
388.913 |
12/08/24 |
-0.30 |
366.141 |
6.22 |
380.063 |
-13.922 |
-3.66 |
|
10.73 |
| |  |
 |
 |
 |
L |
 |
China Pacific Ins |
3.399 |
12/08/24 |
0.22 |
3.541 |
-4.03 |
2.969 |
0.573 |
19.29 |
|
10.57 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/04/24 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Swiss Life |
652.200 |
12/08/24 |
0.62 |
669.200 |
-2.54 |
632.200 |
37.000 |
5.85 |
|
8.91 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
464.700 |
12/08/24 |
0.85 |
482.800 |
-3.75 |
486.300 |
-3.500 |
-0.72 |
|
8.25 |
| |  |
 |
 |
 |
|
 |
Vienna Insurance |
28.884 |
12/08/24 |
1.36 |
29.659 |
-2.61 |
28.086 |
1.573 |
5.60 |
|
16.90 |
| |  |
 |
 |
 |
|
 |
Allianz |
248.031 |
12/08/24 |
|
254.428 |
-2.51 |
269.974 |
-15.546 |
-5.76 |
|
11.02 |
| |  |
 |
 |
 |
|
 |
Ageas |
41.077 |
12/08/24 |
0.33 |
41.775 |
-1.67 |
41.711 |
0.064 |
0.15 |
|
9.65 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
220.407 |
12/08/24 |
5.23 |
233.492 |
-5.60 |
246.553 |
-13.061 |
-5.30 |
|
12.40 |
| |  |
 |
 |
 |
|
 |
Mapfre |
2.068 |
12/08/24 |
|
2.105 |
-1.75 |
2.276 |
-0.171 |
-7.50 |
|
8.49 |
| |  |
 |
 |
 |
|
 |
SBI Life |
18.471 |
12/08/24 |
-1.17 |
16.270 |
13.53 |
16.167 |
0.103 |
0.64 |
|
9.51 |
| |  |
 |
 |
 |
|
 |
MetLife |
63.118 |
12/08/24 |
-0.40 |
63.146 |
-0.04 |
66.651 |
-3.506 |
-5.26 |
|
8.28 |
| |  |
 |
 |
 |
|
 |
Tryg |
19.314 |
12/08/24 |
0.61 |
19.899 |
-2.94 |
18.529 |
1.370 |
7.39 |
|
9.86 |
| |  |
 |
 |
 |
|
 |
ASR |
42.502 |
12/08/24 |
0.46 |
43.442 |
-2.16 |
44.111 |
-0.670 |
-1.52 |
|
8.47 |
| |  |
 |
 |
 |
|
 |
Hiscox |
1,358.255 |
12/08/24 |
1.89 |
1,295.425 |
4.85 |
1,407.660 |
-112.234 |
-7.97 |
|
8.29 |
| |  |
 |
 |
 |
|
 |
Medibank Private |
2.332 |
12/08/24 |
0.52 |
2.218 |
5.15 |
2.207 |
0.011 |
0.49 |
|
6.02 |
| |  |
 |
 |
 |
|
 |
Admiral Group |
3,082.061 |
12/08/24 |
0.86 |
2,940.410 |
4.82 |
3,220.589 |
-280.179 |
-8.70 |
|
4.92 |
| |  |
 |
 |
 |
|
 |
Lowe´s |
208.801 |
12/08/24 |
-2.02 |
192.979 |
8.20 |
225.469 |
-32.490 |
-14.41 |
|
-1.15 |
| |  |
 |
 |
 |
|
 |
FBD |
12.503 |
12/08/24 |
0.39 |
12.697 |
-1.53 |
12.828 |
-0.131 |
-1.02 |
|
7.00 |
| |  |
 |
 |
 |
|
 |
Axa |
31.355 |
12/08/24 |
-0.77 |
30.299 |
3.49 |
33.834 |
-3.536 |
-10.45 |
|
5.69 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.201 |
12/08/24 |
0.58 |
1.277 |
-5.98 |
1.086 |
0.192 |
17.66 |
|
5.45 |
| |  |
 |
 |
 |
|
 |
Uniqa |
7.444 |
12/08/24 |
0.26 |
7.754 |
-4.00 |
7.784 |
-0.030 |
-0.39 |
|
4.85 |
| |  |
 |
 |
 |
L |
 |
China Life |
3.659 |
12/08/24 |
0.44 |
3.890 |
-5.93 |
3.683 |
0.207 |
5.61 |
|
0.55 |
| |  |
 |
 |
 |
|
 |
Sampo |
39.245 |
12/08/24 |
0.40 |
38.944 |
0.77 |
38.402 |
0.543 |
1.41 |
|
2.42 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
510.812 |
12/08/24 |
1.17 |
446.980 |
14.28 |
442.925 |
4.055 |
0.92 |
|
-0.23 |
| |  |
 |
 |
 |
S |
 |
Legal & General |
257.714 |
12/08/24 |
0.53 |
261.484 |
-1.44 |
288.797 |
-27.313 |
-9.46 |
|
-0.28 |
| |  |
 |
 |
 |
|
 |
HDFC Life |
7.610 |
12/08/24 |
0.01 |
6.508 |
16.93 |
6.887 |
-0.379 |
-5.51 |
|
-1.68 |
| |  |
 |
 |
 |
S |
 |
Sun Life Financial |
43.361 |
12/08/24 |
-0.11 |
44.110 |
-1.70 |
48.795 |
-4.684 |
-9.60 |
|
-2.19 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/04/24 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Ping An Ins |
5.040 |
12/08/24 |
0.02 |
5.164 |
-2.40 |
5.163 |
0.002 |
0.03 |
|
-3.76 |
| |  |
 |
 |
 |
|
 |
Phoenix |
614.585 |
12/08/24 |
0.47 |
608.302 |
1.03 |
627.317 |
-19.015 |
-3.03 |
|
7.81 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.894 |
12/08/24 |
0.45 |
4.096 |
-4.94 |
3.821 |
0.275 |
7.19 |
|
-7.06 |
| |  |
 |
 |
 |
S |
 |
Molina Healthcare |
305.128 |
12/08/24 |
-0.15 |
264.004 |
15.58 |
365.592 |
-101.588 |
-27.79 |
|
-13.86 |
| |  |
 |
 |
 |
S |
 |
Scor |
16.603 |
12/08/24 |
1.06 |
23.417 |
-29.10 |
31.167 |
-7.750 |
-24.86 |
|
-13.69 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.005 |
12/08/24 |
-1.33 |
6.133 |
-2.08 |
6.076 |
0.057 |
0.93 |
|
-16.14 |
| |  |
 |
 |
 |
|
 |
Prudential |
725.849 |
12/08/24 |
0.41 |
815.867 |
-11.03 |
843.461 |
-27.594 |
-3.27 |
|
-14.42 |
| |  |
 |
 |
 |
|
 |
Mandatum |
4.090 |
12/08/24 |
|
4.097 |
-0.17 |
4.028 |
0.069 |
1.72 |
|
-na- |
Insurances - 57 out of 57 instruments rated - 1/07/24 / 1/04/24 - 29 did rise, Market-Ratio(13) in CHF = 50.88 % |
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 | |
2/01/06 |
7/08/06 |
217 |
|
- cash - |
short |
7/08/06 |
21/08/06 |
14 |
 |
 |
 |
Glanbia |
100 |
2,980 |
|
3.355 |
3.586 |
3.125 |
-0.231 |
-7 |
9,313 |
-84 |
|
long |
21/08/06 |
7/01/08 |
504 |
 |
 |
 |
China Life Ins HK |
100 |
4,402 |
|
2.115 |
5.340 |
|
3.224 |
152 |
23,506 |
96 |
|
short |
7/01/08 |
21/04/08 |
105 |
 |
 |
 |
Storebrand |
100 |
2,391 |
|
9.830 |
8.693 |
11.115 |
1.286 |
13 |
26,580 |
53 |
|
long |
21/04/08 |
30/06/08 |
70 |
 |
 |
 |
Glanbia |
100 |
3,320 |
|
8.005 |
7.753 |
|
-0.251 |
-3 |
25,746 |
-15 |
|
short |
30/06/08 |
26/01/09 |
210 |
 |
 |
 |
AIG |
100 |
47 |
|
538.984 |
29.067 |
9,994.303 |
9,455.319 |
1,754 |
470,146 |
15,903 |
|
long |
26/01/09 |
14/06/10 |
504 |
 |
 |
 |
Admiral Group |
100 |
32,267 |
|
14.570 |
22.984 |
|
8.414 |
58 |
741,629 |
39 |
|
short |
14/06/10 |
23/08/10 |
70 |
 |
 |
 |
UnipolSai |
100 |
45,036 |
|
16.467 |
13.913 |
19.491 |
3.023 |
18 |
877,786 |
141 |
|
long |
23/08/10 |
20/06/11 |
301 |
 |
 |
 |
Admiral Group |
100 |
36,999 |
|
23.724 |
23.011 |
|
-0.714 |
-3 |
851,377 |
-4 |
|
short |
20/06/11 |
7/11/11 |
140 |
 |
 |
 |
UnipolSai |
100 |
108,476 |
|
7.849 |
4.430 |
13.905 |
6.057 |
77 |
1,508,382 |
344 |
|
long |
7/11/11 |
24/08/15 |
1386 |
 |
 |
 |
Glanbia |
100 |
270,091 |
|
5.585 |
18.536 |
|
12.951 |
232 |
5,006,336 |
37 |
|
short |
24/08/15 |
23/11/15 |
91 |
 |
 |
 |
FBD |
100 |
857,472 |
|
5.838 |
7.261 |
4.416 |
-1.422 |
-24 |
3,786,941 |
-67 |
|
long |
23/11/15 |
25/01/16 |
63 |
 |
 |
 |
NN |
100 |
107,455 |
|
35.242 |
34.157 |
|
-1.085 |
-3 |
3,670,356 |
-17 |
|
short |
25/01/16 |
18/04/16 |
84 |
 |
 |
 |
Delta Lloyd |
100 |
666,478 |
|
5.507 |
4.942 |
6.137 |
0.630 |
11 |
4,090,244 |
60 |
|
long |
18/04/16 |
27/06/16 |
70 |
 |
 |
 |
Medibank Private |
100 |
1,788,817 |
|
2.287 |
2.121 |
|
-0.165 |
-7 |
3,794,877 |
-32 |
|
short |
27/06/16 |
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 |
17/12/18 |
861 |
 |
 |
 |
Admiral Group |
100 |
126,555 |
|
28.441 |
24.528 |
|
-3.913 |
-14 |
3,104,169 |
-6 |
|
short |
17/12/18 |
28/01/19 |
42 |
 |
 |
 |
AMP |
100 |
1,846,150 |
|
1.681 |
1.662 |
1.701 |
0.020 |
1 |
3,140,856 |
11 |
|
long |
28/01/19 |
2/03/20 |
399 |
 |
 |
 |
Molina Healthcare |
100 |
23,286 |
|
134.877 |
121.818 |
|
-13.059 |
-10 |
2,836,774 |
-9 |
|
short |
2/03/20 |
8/06/20 |
98 |
 |
 |
 |
Hanwha Life |
100 |
2188,445,371 |
|
0.001 |
0.001 |
0.001 |
0.000 |
0 |
2,844,979 |
1 |
|
long |
8/06/20 |
9/05/22 |
700 |
 |
 |
 |
DFV |
100 |
149,479 |
|
19.033 |
12.211 |
|
-6.821 |
-36 |
1,825,352 |
-21 |
|
short |
9/05/22 |
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 |
18/07/22 |
42 |
 |
 |
 |
Sompo |
100 |
9,894,772 |
|
0.148 |
0.139 |
|
-0.009 |
-6 |
1,372,777 |
-42 |
|
short |
18/07/22 |
12/09/22 |
56 |
 |
 |
 |
Admiral Group |
100 |
67,542 |
|
20.325 |
25.296 |
15.354 |
-4.971 |
-24 |
1,037,027 |
-84 |
|
long |
12/09/22 |
12/08/24 |
700 |
 |
 |
 |
Molina Healthcare |
100 |
3,121 |
|
332.200 |
305.128 |
|
-27.072 |
-8 |
952,535 |
-4 |
|
accum | 7/08/06 |
12/08/24 | 6799 |
days out of 7016 invested (97%) |
9,425 |
952,535 |
28 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
AIG | short | 30/06/08 | 26/01/09 | 210 | 538.98 | 29.07 | 9,994.30 | 9,455.32 | 1,754.29 | | | 1,754.29 |
Glanbia | short | 7/08/06 | 21/08/06 | 14 | 3.36 | 3.59 | 3.12 | -0.23 | -6.87 | | | |
| long | 21/04/08 | 30/06/08 | 70 | 8.00 | 7.75 | | -0.25 | -3.14 | | | |
| long | 7/11/11 | 24/08/15 | 1386 | 5.58 | 18.54 | | 12.95 | 231.90 | | | 199.39 |
China Life Ins HK | long | 21/08/06 | 7/01/08 | 504 | 2.12 | 5.34 | | 3.22 | 152.42 | | | 152.42 |
UnipolSai | short | 14/06/10 | 23/08/10 | 70 | 16.47 | 13.91 | 19.49 | 3.02 | 18.36 | | | |
| short | 20/06/11 | 7/11/11 | 140 | 7.85 | 4.43 | 13.91 | 6.06 | 77.17 | | | 109.70 |
Storebrand | short | 7/01/08 | 21/04/08 | 105 | 9.83 | 8.69 | 11.12 | 1.29 | 13.08 | | | 13.08 |
Delta Lloyd | short | 25/01/16 | 18/04/16 | 84 | 5.51 | 4.94 | 6.14 | 0.63 | 11.44 | | | |
| short | 27/06/16 | 8/08/16 | 42 | 3.41 | 3.59 | 3.24 | -0.18 | -5.15 | | | 5.70 |
AMP | short | 17/12/18 | 28/01/19 | 42 | 1.68 | 1.66 | 1.70 | 0.02 | 1.18 | | | 1.18 |
Hanwha Life | short | 2/03/20 | 8/06/20 | 98 | 0.00 | 0.00 | 0.00 | 0.00 | 0.29 | | | 0.29 |
Admiral Group | long | 26/01/09 | 14/06/10 | 504 | 14.57 | 22.98 | | 8.41 | 57.75 | | | |
| long | 23/08/10 | 20/06/11 | 301 | 23.72 | 23.01 | | -0.71 | -3.01 | | | |
| long | 8/08/16 | 17/12/18 | 861 | 28.44 | 24.53 | | -3.91 | -13.76 | | | |
| short | 18/07/22 | 12/09/22 | 56 | 20.32 | 25.30 | 15.35 | -4.97 | -24.46 | | | -0.32 |
NN | long | 23/11/15 | 25/01/16 | 63 | 35.24 | 34.16 | | -1.08 | -3.08 | | | -3.08 |
Sompo | long | 6/06/22 | 18/07/22 | 42 | 0.15 | 0.14 | | -0.01 | -6.11 | | | -6.11 |
Medibank Private | long | 18/04/16 | 27/06/16 | 70 | 2.29 | 2.12 | | -0.17 | -7.22 | | | -7.22 |
Molina Healthcare | long | 28/01/19 | 2/03/20 | 399 | 134.88 | 121.82 | | -13.06 | -9.68 | | | |
| long | 12/09/22 | 12/08/24 | 700 | 332.20 | 305.13 | | -27.07 | -8.15 | | | -17.04 |
Prudential | short | 9/05/22 | 6/06/22 | 28 | 10.79 | 12.94 | 8.65 | -2.15 | -19.90 | | | -19.90 |
FBD | short | 24/08/15 | 23/11/15 | 91 | 5.84 | 7.26 | 4.42 | -1.42 | -24.36 | | | -24.36 |
DFV | long | 8/06/20 | 9/05/22 | 700 | 19.03 | 12.21 | | -6.82 | -35.84 | | | -35.84 |
Annotations
28/03/24 | MS&AD Insurance | | | stock split 1:3 (three for one) |
| Sompo | | | stock split 1:3 (three for one) |
25/08/15 | NN | | | recording started |
27/07/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
| Ping An Ins | | | forward stock split 10:20 (twenty for ten) |
18/05/15 | Tryg | | | forward stock split 1:5 (five for one) |
12/03/15 | Insurances | | | first full analysis,
the techniques are strongly influenced by the shorts of AIG and UnipolSai. |
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