| | |
| | |
Assessment - OMX Copenhagen 20 - 5/06/24 - RS = 16
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ16 |
|
∅-RS |
| |  |
 |
 |
|
|
 |
OMXC 20 |
2,662.960 |
Wed |
0.22 |
2,587.280 |
2.93 |
2,355.230 |
232.050 |
9.85 |
|
15.06 |
| | |
|
|
|
L |
|
Rockwool |
2,576.000 |
Wed |
-0.08 |
2,578.000 |
-0.08 |
1,868.500 |
709.500 |
37.97 |
|
40.73 |
| | |
|
|
|
|
|
Pandora |
1,131.500 |
Wed |
1.75 |
1,114.500 |
1.53 |
977.200 |
137.300 |
14.05 |
|
38.85 |
| | |
|
|
|
L |
|
GN Store Nord |
202.600 |
Wed |
0.30 |
208.400 |
-2.78 |
181.650 |
26.750 |
14.73 |
|
32.74 |
| | |
|
|
|
|
|
Novo Nordisk |
883.200 |
Wed |
0.07 |
851.400 |
3.74 |
725.600 |
125.800 |
17.34 |
|
26.32 |
| | |
|
|
|
|
|
Ambu |
119.550 |
Wed |
-0.46 |
116.700 |
2.44 |
114.900 |
1.800 |
1.57 |
|
19.90 |
| | |
|
|
|
L |
|
Novonesis |
418.400 |
Wed |
1.01 |
405.000 |
3.31 |
366.800 |
38.200 |
10.41 |
|
18.19 |
| | |
|
|
|
|
|
Danske Bank |
190.750 |
Wed |
-2.18 |
199.050 |
-4.17 |
189.550 |
9.500 |
5.01 |
|
15.46 |
| | |
|
|
|
L |
|
Jyske Bank |
541.500 |
Wed |
-2.43 |
580.000 |
-6.64 |
533.800 |
46.200 |
8.65 |
|
13.30 |
| | |
|
|
|
|
|
Coloplast |
845.200 |
Wed |
0.33 |
872.600 |
-3.14 |
798.400 |
74.200 |
9.29 |
|
6.35 |
| | |
|
|
|
|
|
Demant |
320.400 |
Wed |
|
313.000 |
2.36 |
310.200 |
2.800 |
0.90 |
|
5.95 |
| | |
|
|
|
|
|
Vestas Wind Systems |
191.050 |
Wed |
2.00 |
181.650 |
5.17 |
198.220 |
-16.570 |
-8.36 |
|
1.65 |
| | |
|
|
|
|
|
ISS |
123.900 |
Wed |
0.98 |
124.100 |
-0.16 |
129.900 |
-5.800 |
-4.46 |
|
-0.49 |
| | |
|
|
|
L |
|
Ørsted |
431.100 |
Wed |
-0.44 |
413.600 |
4.23 |
394.800 |
18.800 |
4.76 |
|
-0.68 |
| | |
|
|
|
|
|
Tryg |
142.800 |
Wed |
1.13 |
140.700 |
1.49 |
145.050 |
-4.350 |
-3.00 |
|
-1.18 |
| | |
|
|
|
L |
|
Carlsberg B |
956.200 |
Wed |
2.16 |
922.600 |
3.64 |
916.600 |
6.000 |
0.65 |
|
-2.04 |
| | |
|
|
|
L |
|
Genmab |
2,003.000 |
Wed |
-0.45 |
2,004.000 |
-0.05 |
2,075.000 |
-71.000 |
-3.42 |
|
-12.42 |
| | |
|
|
|
|
|
Møller-Mærsk B |
10,435.000 |
Wed |
2.86 |
9,824.000 |
6.22 |
13,135.000 |
-3,311.000 |
-25.21 |
|
-14.45 |
| | |
|
|
|
|
|
Møller-Mærsk A |
10,160.000 |
Wed |
2.11 |
9,645.000 |
5.34 |
12,920.000 |
-3,275.000 |
-25.35 |
|
-14.63 |
| | |
|
|
|
|
|
DSV |
1,018.500 |
Wed |
0.20 |
999.600 |
1.89 |
1,259.500 |
-259.900 |
-20.64 |
|
-17.38 |
| OMXC 20 - 19 out of 19 instruments rated - 5/06/24 / 1/15/24 - 12 did rise, Market-Ratio(16) = 63.16 % |
| Stock Exchange Currency: DKK kr Danish krone |
Technical Chart
Transactions OMX Copenhagen 20 * S16 - 43/53 (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 |
7/10/06 |
189 |
|
- cash - |
| short |
7/10/06 |
9/11/06 |
63 |
|
|
|
Møller-Mærsk B |
100 |
115 |
|
86.482 |
93.673 |
79.291 |
-7.191 |
-8 |
9,173 |
-40 |
|
| 9/11/06 |
10/29/07 |
413 |
|
- cash - |
| |
10/29/07 |
4/28/08 |
182 |
|
|
|
GN Store Nord |
100 |
166 |
|
55.000 |
26.800 |
112.873 |
57.873 |
105 |
18,780 |
323 |
|
| 4/28/08 |
7/14/08 |
77 |
|
- cash - |
| |
7/14/08 |
4/13/09 |
273 |
|
|
|
Danske Bank |
100 |
161 |
|
116.600 |
49.040 |
277.234 |
160.634 |
138 |
44,642 |
218 |
|
| 4/13/09 |
8/30/10 |
504 |
|
- cash - |
| |
8/30/10 |
9/06/10 |
7 |
|
|
|
Vestas Wind Systems |
100 |
993 |
|
44.940 |
44.360 |
45.528 |
0.588 |
1 |
45,226 |
97 |
|
| 9/06/10 |
4/25/11 |
231 |
|
- cash - |
| |
4/25/11 |
11/28/11 |
217 |
|
|
|
Vestas Wind Systems |
100 |
1,261 |
|
35.860 |
14.720 |
87.360 |
51.500 |
144 |
110,167 |
347 |
|
| 11/28/11 |
5/14/12 |
168 |
|
- cash - |
| |
5/14/12 |
7/30/12 |
77 |
|
|
|
Vestas Wind Systems |
100 |
13,077 |
|
8.424 |
5.190 |
13.673 |
5.249 |
62 |
178,811 |
893 |
|
| 7/30/12 |
6/24/13 |
329 |
|
- cash - |
| |
6/24/13 |
7/15/13 |
21 |
|
|
|
FLSmidth |
100 |
684 |
|
261.300 |
270.900 |
251.700 |
-9.600 |
-4 |
172,244 |
-48 |
|
| 7/15/13 |
9/01/14 |
413 |
|
- cash - |
| |
9/01/14 |
11/24/14 |
84 |
|
|
|
Demant |
100 |
1,966 |
|
87.600 |
85.880 |
89.354 |
1.754 |
2 |
175,694 |
9 |
|
| 11/24/14 |
8/17/15 |
266 |
|
- cash - |
| |
8/17/15 |
10/19/15 |
63 |
|
|
|
GN Store Nord |
100 |
1,411 |
|
124.500 |
128.125 |
120.875 |
-3.625 |
-3 |
170,579 |
-16 |
|
| 10/19/15 |
11/02/15 |
14 |
|
- cash - |
| |
11/02/15 |
12/07/15 |
35 |
|
|
|
TDC |
100 |
4,736 |
|
36.010 |
34.750 |
37.316 |
1.306 |
4 |
176,763 |
45 |
|
| 12/07/15 |
2/08/16 |
63 |
|
- cash - |
| |
2/08/16 |
2/22/16 |
14 |
|
|
|
TDC |
100 |
5,818 |
|
30.380 |
30.790 |
29.970 |
-0.410 |
-1 |
174,377 |
-30 |
|
| 2/22/16 |
2/29/16 |
7 |
|
- cash - |
| |
2/29/16 |
4/04/16 |
35 |
|
|
|
TDC |
100 |
5,971 |
|
29.200 |
32.450 |
25.950 |
-3.250 |
-11 |
154,971 |
-71 |
|
| 4/04/16 |
4/11/16 |
7 |
|
- cash - |
| |
4/11/16 |
5/02/16 |
21 |
|
|
|
Nordea Bank (DK) |
100 |
2,513 |
|
61.650 |
63.050 |
60.250 |
-1.400 |
-2 |
151,453 |
-33 |
|
| 5/02/16 |
6/13/16 |
42 |
|
- cash - |
| |
6/13/16 |
8/01/16 |
49 |
|
|
|
Jyske Bank |
100 |
605 |
|
250.100 |
273.700 |
226.500 |
-23.600 |
-9 |
137,175 |
-52 |
|
| 8/01/16 |
11/28/16 |
119 |
|
- cash - |
| |
11/28/16 |
1/16/17 |
49 |
|
|
|
Novo Nordisk |
100 |
1,206 |
|
113.650 |
126.100 |
101.200 |
-12.450 |
-11 |
122,161 |
-58 |
|
| 1/16/17 |
10/09/17 |
266 |
|
- cash - |
| |
10/09/17 |
10/23/17 |
14 |
|
|
|
Pandora |
100 |
195 |
|
624.500 |
583.000 |
668.954 |
44.454 |
7 |
130,829 |
501 |
|
| 10/23/17 |
1/29/18 |
98 |
|
- cash - |
| |
1/29/18 |
3/19/18 |
49 |
|
|
|
Vestas Wind Systems |
100 |
1,639 |
|
79.800 |
86.540 |
73.060 |
-6.740 |
-8 |
119,782 |
-48 |
|
| 3/19/18 |
10/08/18 |
203 |
|
- cash - |
| |
10/08/18 |
2/04/19 |
119 |
|
|
|
Danske Bank |
100 |
835 |
|
143.350 |
123.900 |
165.853 |
22.503 |
16 |
138,572 |
56 |
|
| 2/04/19 |
7/15/19 |
161 |
|
- cash - |
| |
7/15/19 |
11/18/19 |
126 |
|
|
|
Ambu |
100 |
1,346 |
|
102.950 |
120.500 |
85.400 |
-17.550 |
-17 |
114,950 |
-42 |
|
| 11/18/19 |
3/09/20 |
112 |
|
- cash - |
| |
3/09/20 |
6/22/20 |
105 |
|
|
|
ISS |
100 |
1,113 |
|
103.250 |
118.200 |
88.300 |
-14.950 |
-14 |
98,311 |
-42 |
|
| 6/22/20 |
10/04/21 |
469 |
|
- cash - |
| |
10/04/21 |
6/27/22 |
266 |
|
|
|
Ambu |
100 |
538 |
|
182.500 |
76.620 |
434.694 |
252.194 |
138 |
233,991 |
229 |
|
| 6/27/22 |
7/04/22 |
7 |
|
- cash - |
| |
7/04/22 |
12/26/22 |
175 |
|
|
|
Ambu |
100 |
3,225 |
|
72.540 |
89.120 |
55.960 |
-16.580 |
-23 |
180,521 |
-42 |
|
| 12/26/22 |
8/07/23 |
224 |
|
- cash - |
| |
8/07/23 |
12/11/23 |
126 |
|
|
|
Bavarian Nordic |
100 |
1,175 |
|
153.600 |
170.250 |
136.950 |
-16.650 |
-11 |
160,957 |
-28 |
|
| 12/11/23 |
5/12/24 |
153 |
|
- cash - |
| accum | 7/10/06 |
12/11/23 | 2170 |
days out of 6705 invested (32%) |
1,510 |
160,957 |
60 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Vestas Wind Systems | short | 8/30/10 | 9/06/10 | 7 | 44.94 | 44.36 | 45.53 | 0.59 | 1.31 | | | |
| | | 4/25/11 | 11/28/11 | 217 | 35.86 | 14.72 | 87.36 | 51.50 | 143.61 | | | |
| | | 5/14/12 | 7/30/12 | 77 | 8.42 | 5.19 | 13.67 | 5.25 | 62.31 | | | |
| | | 1/29/18 | 3/19/18 | 49 | 79.80 | 86.54 | 73.06 | -6.74 | -8.45 | | | 266.75 |
| Danske Bank | | 7/14/08 | 4/13/09 | 273 | 116.60 | 49.04 | 277.23 | 160.63 | 137.77 | | | |
| | | 10/08/18 | 2/04/19 | 119 | 143.35 | 123.90 | 165.85 | 22.50 | 15.70 | | | 175.09 |
| GN Store Nord | | 10/29/07 | 4/28/08 | 182 | 55.00 | 26.80 | 112.87 | 57.87 | 105.22 | | | |
| | | 8/17/15 | 10/19/15 | 63 | 124.50 | 128.13 | 120.88 | -3.63 | -2.91 | | | 99.25 |
| Ambu | | 7/15/19 | 11/18/19 | 126 | 102.95 | 120.50 | 85.40 | -17.55 | -17.05 | | | |
| | | 10/04/21 | 6/27/22 | 266 | 182.50 | 76.62 | 434.69 | 252.19 | 138.19 | | | |
| | | 7/04/22 | 12/26/22 | 175 | 72.54 | 89.12 | 55.96 | -16.58 | -22.86 | | | 52.42 |
| Pandora | | 10/09/17 | 10/23/17 | 14 | 624.50 | 583.00 | 668.95 | 44.45 | 7.12 | | | 7.12 |
| Demant | | 9/01/14 | 11/24/14 | 84 | 87.60 | 85.88 | 89.35 | 1.75 | 2.00 | | | 2.00 |
| Nordea Bank (DK) | | 4/11/16 | 5/02/16 | 21 | 61.65 | 63.05 | 60.25 | -1.40 | -2.27 | | | -2.27 |
| FLSmidth | | 6/24/13 | 7/15/13 | 21 | 261.30 | 270.90 | 251.70 | -9.60 | -3.67 | | | -3.67 |
| Møller-Mærsk B | | 7/10/06 | 9/11/06 | 63 | 86.48 | 93.67 | 79.29 | -7.19 | -8.31 | | | -8.31 |
| TDC | | 11/02/15 | 12/07/15 | 35 | 36.01 | 34.75 | 37.32 | 1.31 | 3.63 | | | |
| | | 2/08/16 | 2/22/16 | 14 | 30.38 | 30.79 | 29.97 | -0.41 | -1.35 | | | |
| | | 2/29/16 | 4/04/16 | 35 | 29.20 | 32.45 | 25.95 | -3.25 | -11.13 | | | -9.15 |
| Jyske Bank | | 6/13/16 | 8/01/16 | 49 | 250.10 | 273.70 | 226.50 | -23.60 | -9.44 | | | -9.44 |
| Bavarian Nordic | | 8/07/23 | 12/11/23 | 126 | 153.60 | 170.25 | 136.95 | -16.65 | -10.84 | | | -10.84 |
| Novo Nordisk | | 11/28/16 | 1/16/17 | 49 | 113.65 | 126.10 | 101.20 | -12.45 | -10.95 | | | -10.95 |
| ISS | | 3/09/20 | 6/22/20 | 105 | 103.25 | 118.20 | 88.30 | -14.95 | -14.48 | | | -14.48 |
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) |
|
|
