Share-o-matic - Assessment OMXC 20 (OMX Copenhagen 20)

Assessment - OMX Copenhagen 20 - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
		OMXC 20	2,662.960	Wed	0.22	2,587.280	2.93	2,184.370	402.910	18.45	15.06
	L	Rockwool	2,576.000	Wed	-0.08	2,578.000	-0.08	1,599.500	978.500	61.18	40.73
		Pandora	1,131.500	Wed	1.75	1,114.500	1.53	818.000	296.500	36.25	38.85
	L	GN Store Nord	202.600	Wed	0.30	208.400	-2.78	121.100	87.300	72.09	32.74
		Novo Nordisk	883.200	Wed	0.07	851.400	3.74	701.100	150.300	21.44	26.32
		Ambu	119.550	Wed	-0.46	116.700	2.44	72.120	44.580	61.81	19.90
	L	Novonesis	418.400	Wed	1.01	405.000	3.31	338.100	66.900	19.79	18.19
		Danske Bank	190.750	Wed	-2.18	199.050	-4.17	168.200	30.850	18.34	15.46
	L	Jyske Bank	541.500	Wed	-2.43	580.000	-6.64	482.000	98.000	20.33	13.30
		Coloplast	845.200	Wed	0.33	872.600	-3.14	755.200	117.400	15.55	6.35
		Demant	320.400	Wed		313.000	2.36	277.700	35.300	12.71	5.95
		Vestas Wind Systems	191.050	Wed	2.00	181.650	5.17	162.800	18.850	11.58	1.65
		ISS	123.900	Wed	0.98	124.100	-0.16	115.400	8.700	7.54	-0.49
	L	Ørsted	431.100	Wed	-0.44	413.600	4.23	279.900	133.700	47.77	-0.68
		Tryg	142.800	Wed	1.13	140.700	1.49	140.000	0.700	0.50	-1.18
	L	Carlsberg B	956.200	Wed	2.16	922.600	3.64	828.000	94.600	11.43	-2.04
	L	Genmab	2,003.000	Wed	-0.45	2,004.000	-0.05	2,002.000	2.000	0.10	-12.42
		Møller-Mærsk B	10,435.000	Wed	2.86	9,824.000	6.22	10,020.000	-196.000	-1.96	-14.45
		Møller-Mærsk A	10,160.000	Wed	2.11	9,645.000	5.34	9,955.000	-310.000	-3.11	-14.63
		DSV	1,018.500	Wed	0.20	999.600	1.89	1,070.000	-70.400	-6.58	-17.38
OMXC 20 - 19 out of 19 instruments rated - 5/06/24 / 11/06/23 - 16 did rise, Market-Ratio(26) = 84.21 %
Stock Exchange Currency: DKK kr Danish krone

Technical Chart

	OMXC 20 RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions OMX Copenhagen 20 * 26 - 60/40 (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		11/05/07	672		- cash -
short	11/05/07	4/20/09	532		GN Store Nord	100	181	55.000	17.600	171.875	116.875	213	31,154	119
long	4/20/09	4/27/09	7		Demant	100	588	52.900	52.400		-0.500	-1	30,860	-39
short	4/27/09	5/11/09	14		Danske Bank	100	555	55.520	83.980	27.060	-28.460	-51	15,065	-100
long	5/11/09	6/20/11	770		Demant	100	256	58.800	89.720		30.920	53	22,981	22
short	6/20/11	1/30/12	224		Genmab	100	675	34.000	45.000	23.000	-11.000	-32	15,556	-47
long	1/30/12	10/20/14	994		GN Store Nord	100	271	57.300	131.400		74.100	129	35,637	36
short	10/20/14	11/03/14	14		TDC	100	832	42.800	45.210	40.390	-2.410	-6	33,632	-78
long	11/03/14	10/12/15	343		Pandora	100	67	496.300	808.500		312.200	63	54,549	68
short	10/12/15	3/07/16	147		TDC	100	1,533	35.580	30.510	41.493	5.913	17	63,613	46
long	3/07/16	5/09/16	63		Genmab	100	77	821.000	987.500		166.500	20	76,433	191
short	5/09/16	7/11/16	63		Jyske Bank	100	298	256.000	256.700	255.300	-0.700	0	76,225	-2
long	7/11/16	12/04/17	511		Genmab	100	62	1,224.000	1,195.000		-29.000	-2	74,427	-2
short	12/04/17	7/30/18	238		Vestas Wind Systems	100	1,005	74.040	81.460	66.620	-7.420	-10	66,970	-15
long	7/30/18	11/26/18	119		Ambu	100	260	256.800	137.600		-119.200	-46	35,978	-85
short	11/26/18	4/29/19	154		Danske Bank	100	264	136.150	130.550	141.990	5.840	4	37,519	10
long	4/29/19	9/09/19	133		Vestas Wind Systems	100	309	121.120	104.800		-16.320	-13	32,477	-33
short	9/09/19	12/16/19	98		Lundbeck B	100	698	46.520	52.880	40.160	-6.360	-14	28,037	-42
long	12/16/19	3/16/20	91		DSV	100	36	766.400	569.400		-197.000	-26	20,945	-70
short	3/16/20	6/08/20	84		ISS	100	229	91.260	128.050	54.470	-36.790	-40	12,520	-89
long	6/08/20	11/29/21	539		Ambu	100	58	215.600	191.000		-24.600	-11	11,094	-8
short	11/29/21	3/20/23	476		GN Store Nord	100	28	385.600	143.600	1,035.427	649.827	169	29,289	113
long	3/20/23	8/21/23	154		Danske Bank	100	208	140.200	160.200		20.000	14	33,449	37
short	8/21/23	2/19/24	182		Bavarian Nordic	100	238	140.350	167.700	113.000	-27.350	-19	26,939	-35
long	2/19/24	5/08/24	79		Pandora	100	23	1,144.500	1,131.500		-13.000	-1	26,640	-5
accum	11/05/07	5/08/24	6033	days out of 6705 invested (90%)							166		26,640	6

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
GN Store Nord	short	11/05/07	4/20/09	532	55.00	17.60	171.88	116.88	212.50
	long	1/30/12	10/20/14	994	57.30	131.40		74.10	129.32
	short	11/29/21	3/20/23	476	385.60	143.60	1,035.43	649.83	168.52	1,824.30
Pandora	long	11/03/14	10/12/15	343	496.30	808.50		312.20	62.91
	long	2/19/24	5/08/24	79	1,144.50	1,131.50		-13.00	-1.14	61.06
Demant	long	4/20/09	4/27/09	7	52.90	52.40		-0.50	-0.95
	long	5/11/09	6/20/11	770	58.80	89.72		30.92	52.59	51.14
TDC	short	10/20/14	11/03/14	14	42.80	45.21	40.39	-2.41	-5.63
	short	10/12/15	3/07/16	147	35.58	30.51	41.49	5.91	16.62	10.05
Jyske Bank	short	5/09/16	7/11/16	63	256.00	256.70	255.30	-0.70	-0.27	-0.27
Lundbeck B	short	9/09/19	12/16/19	98	46.52	52.88	40.16	-6.36	-13.67	-13.67
Bavarian Nordic	short	8/21/23	2/19/24	182	140.35	167.70	113.00	-27.35	-19.49	-19.49
Genmab	short	6/20/11	1/30/12	224	34.00	45.00	23.00	-11.00	-32.35
	long	3/07/16	5/09/16	63	821.00	987.50		166.50	20.28
	long	7/11/16	12/04/17	511	1,224.00	1,195.00		-29.00	-2.37	-20.56
Vestas Wind Systems	short	12/04/17	7/30/18	238	74.04	81.46	66.62	-7.42	-10.02
	long	4/29/19	9/09/19	133	121.12	104.80		-16.32	-13.47	-22.15
DSV	long	12/16/19	3/16/20	91	766.40	569.40		-197.00	-25.70	-25.70
ISS	short	3/16/20	6/08/20	84	91.26	128.05	54.47	-36.79	-40.31	-40.31
Danske Bank	short	4/27/09	5/11/09	14	55.52	83.98	27.06	-28.46	-51.26
	short	11/26/18	4/29/19	154	136.15	130.55	141.99	5.84	4.29
	long	3/20/23	8/21/23	154	140.20	160.20		20.00	14.27	-41.92
Ambu	long	7/30/18	11/26/18	119	256.80	137.60		-119.20	-46.42
	long	6/08/20	11/29/21	539	215.60	191.00		-24.60	-11.41	-52.53

Annotations

9/13/23	Novo Nordisk	stock split 1:2 (two for one)
6/18/18	OMXC 20	Ambu, FLSmidth and Tryg replace Møller-Mærsk A, Nordea Bank and TDC
2/14/18	OMXC 20	Nordea Bank replaces Nets (acquired by Evergood 5)
3/22/17	OMXC 20	index adaption: Dong Energy, Lundbeck and Nets for FlSmidth, Nordea and Tryg
5/25/16	William Demant	forward stock split 1:5 (five for one)
9/16/15	OMXC 20	complete analysis it was really a pleasure, this combination of instruments seems to have been built for Share-o-matic
5/18/15	Tryg	forward stock split 1:5 (five for one)


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