Assessment - OMX Copenhagen 20 in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								OMXC 20	303.806	8/12/24	-2.06	329.462	-7.79	266.379	63.083	23.68		22.54
						L		Rockwool	312.199	8/12/24	-0.22	321.301	-2.83	230.505	90.796	39.39		44.07
								Novo Nordisk	101.590	8/12/24	-2.80	114.299	-11.12	81.435	32.864	40.36		37.83
						L		Ambu	15.667	8/12/24	-0.40	15.536	0.84	12.272	3.264	26.60		36.04
						L		GN Store Nord	145.937	8/12/24	-0.98	163.161	-10.56	149.341	13.820	9.25		18.35
								Pandora	118.440	8/12/24	1.56	114.799	3.17	108.860	5.939	5.46		13.07
								Novonesis	48.832	8/12/24	0.12	48.059	1.61	43.290	4.769	11.02		19.01
								Danske Bank	22.579	8/12/24	0.15	23.790	-5.09	21.044	2.746	13.05		14.65
								Jyske Bank	59.049	8/12/24	0.48	62.804	-5.98	56.460	6.344	11.24		4.80
								Demant	29.536	8/12/24	-1.44	34.337	-13.98	34.529	-0.192	-0.56		-1.15
								Tryg	16.907	8/12/24	0.61	17.419	-2.94	17.136	0.283	1.65		7.45
								Coloplast	100.623	8/12/24	0.25	94.707	6.25	90.056	4.651	5.16		0.92
								ISS	14.302	8/12/24	0.48	13.755	3.97	15.042	-1.287	-8.56		-3.53
						L		Møller-Mærsk B	1,225.360	8/12/24	1.99	1,463.150	-16.25	1,416.160	46.990	3.32		11.27
						L		Møller-Mærsk A	1,203.742	8/12/24	1.93	1,424.466	-15.50	1,397.495	26.971	1.93		10.32
						L		Carlsberg B	91.202	8/12/24		96.026	-5.02	98.781	-2.755	-2.79		-10.00
								Vestas Wind Systems	17.322	8/12/24	-7.76	18.443	-6.08	24.999	-6.556	-26.22		-9.78
						L		Ørsted	47.501	8/12/24	0.63	42.780	11.04	43.663	-0.883	-2.02		-6.45
						L		DSV	138.294	8/12/24		130.102	6.30	138.291	-8.189	-5.92		-3.61
								Genmab	207.185	8/12/24	0.89	197.343	4.99	251.386	-54.043	-21.50		-21.61
OMXC 20 - 19 out of 19 instruments rated - 7/01/24 / 1/01/24 - 12 did rise, Market-Ratio(26) in GBP = 63.16 %
Stock Exchange Currency: DKK kr Danish krone

 

 

Transactions OMX Copenhagen 20 in Pound sterling * Mixed Straddles L33 - 84/73 (1) - 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	1,245		8.026	8.531	7.522	-0.504	-6	9,372	-31
long		7/30/07	385				Vestas Wind Systems	100	3,247		3.081	6.555		3.474	113	20,652	105
7/30/07		10/29/07	91				- cash -
short	10/29/07	4/28/08	182				GN Store Nord	100	535		38.577	21.094	70.549	31.972	83	37,757	236
4/28/08		7/14/08	77				- cash -
	7/14/08	4/13/09	273				Danske Bank	100	3,014		12.525	5.915	26.522	13.998	112	79,946	173
4/13/09		7/06/09	84				- cash -
long	7/06/09	4/26/10	294				GN Store Nord	100	4,534		17.632	37.758		20.126	114	171,199	157
4/26/10		8/02/10	98				- cash -
	8/02/10	8/23/10	21				Novonesis	100	10,318		16.591	15.564		-1.028	-6	160,597	-67
8/23/10		8/30/10	7				- cash -
short	8/30/10	9/06/10	7				Vestas Wind Systems	100	32,382		4.959	4.973	4.946	-0.014	0	160,149	-14
9/06/10		12/27/10	112				- cash -
long	12/27/10	2/28/11	63				Novo Nordisk	100	22,145		7.232	7.776		0.545	8	172,207	52
2/28/11		4/25/11	56				- cash -
short	4/25/11	11/28/11	217				Vestas Wind Systems	100	40,603		4.241	1.697	10.599	6.358	150	430,366	367
11/28/11		3/26/12	119				- cash -
long	3/26/12	6/04/12	70				GN Store Nord	100	8,522		50.500	54.621		4.121	8	465,482	51
short	5/14/12	7/30/12	77				Vestas Wind Systems	100	511,030		0.911	0.546	1.520	0.609	67	776,817	1,033
long	7/09/12	9/17/12	70				Genmab	100	124,534		6.238	7.930		1.692	27	987,581	250
9/17/12		12/31/12	105				- cash -
	12/31/12	6/17/13	168				Pandora	100	69,883		14.132	21.190		7.058	50	1,480,798	141
6/17/13		6/24/13	7				- cash -
short	6/24/13	7/15/13	21				FLSmidth	100	49,676		29.809	31.421	28.196	-1.612	-5	1,400,705	-62
long		8/25/14	427				Vestas Wind Systems	100	910,286		1.627	5.456		3.829	235	4,886,412	181
8/25/14		9/01/14	7				- cash -
short	9/01/14	11/24/14	84				Demant	100	520,965		9.380	9.142	9.623	0.243	3	5,013,143	12
11/24/14		3/02/15	98				- cash -
long	3/02/15	8/24/15	175				Genmab	100	105,796		47.385	54.024		6.639	14	5,715,539	31
short	8/17/15	10/19/15	63				GN Store Nord	100	64,586		88.495	93.890	83.099	-5.395	-6	5,367,072	-31
10/19/15		11/02/15	14				- cash -
	11/02/15	12/07/15	35				TDC	100	1,555,793		3.450	3.354	3.548	0.099	3	5,520,422	34
12/07/15		2/08/16	63				- cash -
	2/08/16	2/22/16	14				TDC	100	1,748,890		3.157	3.228	3.086	-0.071	-2	5,396,377	-45
2/22/16		2/29/16	7				- cash -
	2/29/16	4/04/16	35				TDC	100	1,763,709		3.060	3.483	2.636	-0.424	-14	4,649,316	-79
4/04/16		4/11/16	7				- cash -
	4/11/16	5/02/16	21				Nordea Bank (DK)	100	700,550		6.637	6.658	6.615	-0.021	0	4,634,285	-5
5/02/16		6/13/16	42				- cash -
	6/13/16	8/01/16	49				Jyske Bank	100	174,013		26.632	31.180	22.084	-4.548	-17	3,842,870	-75
8/01/16		9/26/16	56				- cash -
long	9/26/16	10/24/16	28				Genmab	100	29,105		132.030	135.533		3.502	3	3,944,806	41
10/24/16		11/28/16	35				- cash -
short	11/28/16	1/16/17	49				Novo Nordisk	100	303,635		12.992	14.922	11.062	-1.930	-15	3,358,690	-70
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/16/17		2/13/17	28				- cash -
long	2/13/17	2/20/17	7				FLSmidth	100	82,907		40.511	39.952		-0.559	-1	3,312,318	-52
2/20/17		5/01/17	70				- cash -
	5/01/17	11/06/17	189				Lundbeck B	100	409,483		8.089	8.737		0.648	8	3,577,768	16
short	10/09/17	10/23/17	14				Pandora	100	48,257		74.140	69.716	78.845	4.705	6	3,804,819	397
11/06/17		1/29/18	84				- cash -
	1/29/18	3/19/18	49				Vestas Wind Systems	100	403,469		9.430	10.217	8.644	-0.787	-8	3,487,429	-48
3/19/18		10/08/18	203				- cash -
	10/08/18	2/04/19	119				Danske Bank	100	206,844		16.860	14.553	19.533	2.673	16	4,040,326	57
2/04/19		7/15/19	161				- cash -
	7/15/19	11/18/19	126				Ambu	100	325,683		12.406	13.781	11.030	-1.376	-11	3,592,292	-29
11/18/19		3/09/20	112				- cash -
	3/09/20	6/22/20	105				ISS	100	297,301		12.083	14.323	9.843	-2.240	-19	2,926,278	-51
6/22/20		10/26/20	126				- cash -
long	10/26/20	1/11/21	77				Pandora	100	46,275		63.237	77.484		14.248	23	3,585,584	162
1/11/21		2/15/21	35				- cash -
	2/15/21	3/01/21	14				Pandora	100	48,836		73.419	69.616		-3.804	-5	3,399,835	-75
3/01/21		4/26/21	56				- cash -
	4/26/21	5/17/21	21				Ambu	100	83,116		40.904	26.556		-14.348	-35	2,207,263	-100
5/17/21		6/14/21	28				- cash -
	6/14/21	8/09/21	56				Møller-Mærsk B	100	104,210		21.181	20.065		-1.115	-5	2,091,029	-30
8/09/21		10/04/21	56				- cash -
short	10/04/21	6/27/22	266				Ambu	100	99,818		20.948	8.879	49.422	28.474	136	4,933,223	225
6/27/22		7/04/22	7				- cash -
	7/04/22	12/26/22	175				Ambu	100	587,654		8.395	10.554	6.235	-2.160	-26	3,664,145	-46
12/26/22		8/07/23	224				- cash -
	8/07/23	12/11/23	126				Bavarian Nordic	100	206,415		17.751	19.562	15.940	-1.811	-10	3,290,291	-27
12/11/23		6/10/24	182				- cash -
long	6/10/24	8/12/24	63				Rockwool	100	10,216		322.059	312.199		-9.859	-3	3,189,568	-16
accum	7/10/06	8/12/24	4881	days out of 7527 invested (65%)										31,796		3,189,568	54

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Vestas Wind Systems	long	7/10/06	7/30/07	385	3.08	6.56		3.47	112.74
	short	8/30/10	9/06/10	7	4.96	4.97	4.95	-0.01	-0.28
	short	4/25/11	11/28/11	217	4.24	1.70	10.60	6.36	149.91
	short	5/14/12	7/30/12	77	0.91	0.55	1.52	0.61	66.88
	long	6/24/13	8/25/14	427	1.63	5.46		3.83	235.39
	short	1/29/18	3/19/18	49	9.43	10.22	8.64	-0.79	-8.34			2,620.03
GN Store Nord	short	10/29/07	4/28/08	182	38.58	21.09	70.55	31.97	82.88
	long	7/06/09	4/26/10	294	17.63	37.76		20.13	114.15
	long	3/26/12	6/04/12	70	50.50	54.62		4.12	8.16
	short	8/17/15	10/19/15	63	88.49	93.89	83.10	-5.40	-6.10			297.77
Danske Bank	short	7/14/08	4/13/09	273	12.52	5.91	26.52	14.00	111.76
	short	10/08/18	2/04/19	119	16.86	14.55	19.53	2.67	15.85			145.33
Pandora	long	12/31/12	6/17/13	168	14.13	21.19		7.06	49.94
	short	10/09/17	10/23/17	14	74.14	69.72	78.84	4.71	6.35
	long	10/26/20	1/11/21	77	63.24	77.48		14.25	22.53
	long	2/15/21	3/01/21	14	73.42	69.62		-3.80	-5.18			85.26
Genmab	long	7/09/12	9/17/12	70	6.24	7.93		1.69	27.13
	long	3/02/15	8/24/15	175	47.38	54.02		6.64	14.01
	long	9/26/16	10/24/16	28	132.03	135.53		3.50	2.65			48.79
Lundbeck B	long	5/01/17	11/06/17	189	8.09	8.74		0.65	8.01			8.01
Demant	short	9/01/14	11/24/14	84	9.38	9.14	9.62	0.24	2.59			2.59
Ambu	short	7/15/19	11/18/19	126	12.41	13.78	11.03	-1.38	-11.09
	long	4/26/21	5/17/21	21	40.90	26.56		-14.35	-35.08
	short	10/04/21	6/27/22	266	20.95	8.88	49.42	28.47	135.92
	short	7/04/22	12/26/22	175	8.39	10.55	6.24	-2.16	-25.73			1.15
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Nordea Bank (DK)	short	4/11/16	5/02/16	21	6.64	6.66	6.62	-0.02	-0.32			-0.32
Rockwool	long	6/10/24	8/12/24	63	322.06	312.20		-9.86	-3.06			-3.06
Novonesis	long	8/02/10	8/23/10	21	16.59	15.56		-1.03	-6.19			-6.19
FLSmidth	short	6/24/13	7/15/13	21	29.81	31.42	28.20	-1.61	-5.41
	long	2/13/17	2/20/17	7	40.51	39.95		-0.56	-1.38			-6.71
Novo Nordisk	long	12/27/10	2/28/11	63	7.23	7.78		0.54	7.53
	short	11/28/16	1/16/17	49	12.99	14.92	11.06	-1.93	-14.86			-8.45
Bavarian Nordic	short	8/07/23	12/11/23	126	17.75	19.56	15.94	-1.81	-10.20			-10.20
Møller-Mærsk B	short	7/10/06	9/11/06	63	8.03	8.53	7.52	-0.50	-6.28
	long	6/14/21	8/09/21	56	21.18	20.07		-1.12	-5.27			-11.22
TDC	short	11/02/15	12/07/15	35	3.45	3.35	3.55	0.10	2.86
	short	2/08/16	2/22/16	14	3.16	3.23	3.09	-0.07	-2.25
	short	2/29/16	4/04/16	35	3.06	3.48	2.64	-0.42	-13.84			-13.37
Jyske Bank	short	6/13/16	8/01/16	49	26.63	31.18	22.08	-4.55	-17.08			-17.08
ISS	short	3/09/20	6/22/20	105	12.08	14.32	9.84	-2.24	-18.54			-18.54

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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