Assessment - OMX Copenhagen 20 in Japanese yen - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								OMXC 20	62,055.272	8/12/24	-2.06	67,295.818	-7.79	47,995.562	19,300.256	40.21		34.08
						L		Rockwool	63,769.662	8/12/24	-0.22	65,628.836	-2.83	41,531.852	24,096.984	58.02		57.85
								Novo Nordisk	20,750.704	8/12/24	-2.80	23,346.575	-11.12	14,672.766	8,673.809	59.12		51.02
						L		Ambu	3,200.103	8/12/24	-0.40	3,173.377	0.84	2,211.109	962.269	43.52		49.01
						L		GN Store Nord	29,808.976	8/12/24	-0.98	33,327.128	-10.56	26,907.831	6,419.297	23.86		29.58
								Pandora	24,192.500	8/12/24	1.56	23,448.830	3.17	19,614.132	3,834.698	19.55		23.93
								Novonesis	9,974.468	8/12/24	0.12	9,816.438	1.61	7,799.833	2,016.605	25.85		30.20
								Danske Bank	4,611.913	8/12/24	0.15	4,859.416	-5.09	3,791.673	1,067.742	28.16		25.38
								Jyske Bank	12,061.390	8/12/24	0.48	12,828.299	-5.98	10,172.782	2,655.518	26.10		14.49
								Demant	6,033.019	8/12/24	-1.44	7,013.733	-13.98	6,221.371	792.363	12.74		8.06
								Tryg	3,453.415	8/12/24	0.61	3,557.994	-2.94	3,087.565	470.429	15.24		17.28
								Coloplast	20,553.167	8/12/24	0.25	19,344.704	6.25	16,226.007	3,118.697	19.22		10.25
								ISS	2,921.227	8/12/24	0.48	2,809.676	3.97	2,710.290	99.387	3.67		5.34
						L		Møller-Mærsk B	250,291.277	8/12/24	1.99	298,862.194	-16.25	255,160.266	43,701.928	17.13		21.21
						L		Møller-Mærsk A	245,875.739	8/12/24	1.93	290,960.705	-15.50	251,797.363	39,163.342	15.55		20.16
						L		Carlsberg B	18,628.922	8/12/24		19,614.284	-5.02	17,798.164	1,816.120	10.20		-1.78
								Vestas Wind Systems	3,538.240	8/12/24	-7.76	3,767.151	-6.08	4,504.188	-737.037	-16.36		-1.45
						L		Ørsted	9,702.563	8/12/24	0.63	8,738.117	11.04	7,867.091	871.026	11.07		2.01
						L		DSV	28,247.822	8/12/24		26,574.566	6.30	24,917.009	1,657.557	6.65		4.96
								Genmab	42,319.444	8/12/24	0.89	40,309.213	4.99	45,294.100	-4,984.887	-11.01		-14.67
OMXC 20 - 19 out of 19 instruments rated - 7/01/24 / 1/01/24 - 17 did rise, Market-Ratio(26) in JPY = 89.47 %
Stock Exchange Currency: DKK kr Danish krone

 

 

Transactions OMX Copenhagen 20 in Japanese yen * 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	5		1,693.630	1,860.546	1,526.713	-166.917	-10	9,165	-45
long		7/30/07	385				Vestas Wind Systems	100	17		650.176	1,573.482		923.306	142	24,862	131
7/30/07		10/29/07	91				- cash -
short	10/29/07	4/28/08	182				GN Store Nord	100	2		9,039.250	4,373.224	18,683.708	9,644.458	107	44,151	329
4/28/08		7/14/08	77				- cash -
	7/14/08	4/13/09	273				Danske Bank	100	16		2,647.201	870.128	8,053.611	5,406.410	204	130,653	343
4/13/09		7/06/09	84				- cash -
long	7/06/09	4/26/10	294				GN Store Nord	100	47		2,765.756	5,457.116		2,691.360	97	257,147	133
4/26/10		8/02/10	98				- cash -
	8/02/10	8/23/10	21				Novonesis	100	114		2,250.566	2,069.878		-180.689	-8	236,549	-77
8/23/10		8/30/10	7				- cash -
short	8/30/10	9/06/10	7				Vestas Wind Systems	100	360		656.257	647.717	664.910	8.653	1	239,663	98
9/06/10		12/27/10	112				- cash -
long	12/27/10	2/28/11	63				Novo Nordisk	100	259		925.207	1,023.766		98.558	11	265,190	80
2/28/11		4/25/11	56				- cash -
short	4/25/11	11/28/11	217				Vestas Wind Systems	100	462		573.375	203.768	1,613.398	1,040.023	181	745,681	470
11/28/11		3/26/12	119				- cash -
long	3/26/12	6/04/12	70				GN Store Nord	100	112		6,599.908	6,542.775		-57.133	-1	739,282	-4
short	5/14/12	7/30/12	77				Vestas Wind Systems	100	6,317		117.014	67.437	203.039	86.025	74	1,282,699	1,263
long	7/09/12	9/17/12	70				Genmab	100	1,666		769.671	1,008.492		238.821	31	1,680,575	309
9/17/12		12/31/12	105				- cash -
	12/31/12	6/17/13	168				Pandora	100	856		1,961.413	3,131.671		1,170.258	60	2,682,316	176
6/17/13		6/24/13	7				- cash -
short	6/24/13	7/15/13	21				FLSmidth	100	596		4,500.208	4,709.883	4,290.532	-209.675	-5	2,557,350	-56
long		8/25/14	427				Vestas Wind Systems	100	10,922		245.591	941.037		695.446	283	10,153,013	215
8/25/14		9/01/14	7				- cash -
short	9/01/14	11/24/14	84				Demant	100	6,255		1,623.070	1,698.865	1,547.274	-75.795	-5	9,678,913	-19
11/24/14		3/02/15	98				- cash -
long	3/02/15	8/24/15	175				Genmab	100	1,106		8,746.900	10,093.956		1,347.056	15	11,168,757	35
short	8/17/15	10/19/15	63				GN Store Nord	100	650		17,160.458	17,344.922	16,975.993	-184.464	-1	11,048,855	-6
10/19/15		11/02/15	14				- cash -
	11/02/15	12/07/15	35				TDC	100	17,205		642.172	622.900	662.040	19.868	3	11,390,682	37
12/07/15		2/08/16	63				- cash -
	2/08/16	2/22/16	14				TDC	100	21,582		527.777	511.094	545.005	17.228	3	11,762,491	131
2/22/16		2/29/16	7				- cash -
	2/29/16	4/04/16	35				TDC	100	24,496		480.172	552.986	407.358	-72.814	-15	9,978,841	-82
4/04/16		4/11/16	7				- cash -
	4/11/16	5/02/16	21				Nordea Bank (DK)	100	9,781		1,020.224	1,039.889	1,000.560	-19.665	-2	9,786,501	-29
5/02/16		6/13/16	42				- cash -
	6/13/16	8/01/16	49				Jyske Bank	100	2,425		4,035.562	4,205.839	3,865.285	-170.277	-4	9,373,579	-27
8/01/16		9/26/16	56				- cash -
long	9/26/16	10/24/16	28				Genmab	100	545		17,185.254	17,161.223		-24.032	0	9,360,482	-2
10/24/16		11/28/16	35				- cash -
short	11/28/16	1/16/17	49				Novo Nordisk	100	5,200		1,799.933	2,052.186	1,547.680	-252.253	-14	8,048,768	-68
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	1,394		5,770.462	5,648.883		-121.578	-2	7,879,287	-67
2/20/17		5/01/17	70				- cash -
	5/01/17	11/06/17	189				Lundbeck B	100	6,756		1,166.156	1,307.824		141.668	12	8,836,393	25
short	10/09/17	10/23/17	14				Pandora	100	796		11,098.326	10,436.040	11,802.640	704.315	6	9,397,028	397
11/06/17		1/29/18	84				- cash -
	1/29/18	3/19/18	49				Vestas Wind Systems	100	6,495		1,446.771	1,520.164	1,373.378	-73.393	-5	8,920,339	-32
3/19/18		10/08/18	203				- cash -
	10/08/18	2/04/19	119				Danske Bank	100	3,581		2,490.749	2,084.839	2,975.688	484.939	19	10,656,904	73
2/04/19		7/15/19	161				- cash -
	7/15/19	11/18/19	126				Ambu	100	6,364		1,674.463	1,940.582	1,408.343	-266.119	-16	8,963,322	-39
11/18/19		3/09/20	112				- cash -
	3/09/20	6/22/20	105				ISS	100	5,535		1,619.231	1,908.102	1,330.361	-288.870	-18	7,364,424	-49
6/22/20		10/26/20	126				- cash -
long	10/26/20	1/11/21	77				Pandora	100	852		8,637.881	10,916.969		2,279.088	26	9,306,207	203
1/11/21		2/15/21	35				- cash -
	2/15/21	3/01/21	14				Pandora	100	864		10,759.438	10,399.092		-360.346	-3	8,994,869	-59
3/01/21		4/26/21	56				- cash -
	4/26/21	5/17/21	21				Ambu	100	1,464		6,143.066	4,097.428		-2,045.638	-33	6,000,055	-100
5/17/21		6/14/21	28				- cash -
	6/14/21	8/09/21	56				Møller-Mærsk B	100	1,824		3,288.918	3,065.760		-223.158	-7	5,593,015	-37
8/09/21		10/04/21	56				- cash -
short	10/04/21	6/27/22	266				Ambu	100	1,769		3,160.861	1,477.103	6,763.945	3,603.084	114	11,966,871	184
6/27/22		7/04/22	7				- cash -
	7/04/22	12/26/22	175				Ambu	100	8,678		1,378.961	1,692.599	1,065.323	-313.638	-23	9,245,118	-42
12/26/22		8/07/23	224				- cash -
	8/07/23	12/11/23	126				Bavarian Nordic	100	2,860		3,232.243	3,592.884	2,871.603	-360.641	-11	8,213,686	-29
12/11/23		6/10/24	182				- cash -
long	6/10/24	8/12/24	63				Rockwool	100	127		64,264.931	63,769.662		-495.269	-1	8,150,787	-4
accum	7/10/06	8/12/24	4832	days out of 7478 invested (65%)										81,408		8,150,787	66

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	650.18	1,573.48		923.31	142.01
	short	8/30/10	9/06/10	7	656.26	647.72	664.91	8.65	1.32
	short	4/25/11	11/28/11	217	573.38	203.77	1,613.40	1,040.02	181.39
	short	5/14/12	7/30/12	77	117.01	67.44	203.04	86.02	73.52
	long	6/24/13	8/25/14	427	245.59	941.04		695.45	283.17
	short	1/29/18	3/19/18	49	1,446.77	1,520.16	1,373.38	-73.39	-5.07			4,254.58
GN Store Nord	short	10/29/07	4/28/08	182	9,039.25	4,373.22	18,683.71	9,644.46	106.70
	long	7/06/09	4/26/10	294	2,765.76	5,457.12		2,691.36	97.31
	long	3/26/12	6/04/12	70	6,599.91	6,542.78		-57.13	-0.87
	short	8/17/15	10/19/15	63	17,160.46	17,344.92	16,975.99	-184.46	-1.07			299.95
Danske Bank	short	7/14/08	4/13/09	273	2,647.20	870.13	8,053.61	5,406.41	204.23
	short	10/08/18	2/04/19	119	2,490.75	2,084.84	2,975.69	484.94	19.47			263.46
Pandora	long	12/31/12	6/17/13	168	1,961.41	3,131.67		1,170.26	59.66
	short	10/09/17	10/23/17	14	11,098.33	10,436.04	11,802.64	704.31	6.35
	long	10/26/20	1/11/21	77	8,637.88	10,916.97		2,279.09	26.38
	long	2/15/21	3/01/21	14	10,759.44	10,399.09		-360.35	-3.35			107.41
Genmab	long	7/09/12	9/17/12	70	769.67	1,008.49		238.82	31.03
	long	3/02/15	8/24/15	175	8,746.90	10,093.96		1,347.06	15.40
	long	9/26/16	10/24/16	28	17,185.25	17,161.22		-24.03	-0.14			51.00
Lundbeck B	long	5/01/17	11/06/17	189	1,166.16	1,307.82		141.67	12.15			12.15
Rockwool	long	6/10/24	8/12/24	63	64,264.93	63,769.66		-495.27	-0.77			-0.77
Nordea Bank (DK)	short	4/11/16	5/02/16	21	1,020.22	1,039.89	1,000.56	-19.66	-1.93			-1.93
Jyske Bank	short	6/13/16	8/01/16	49	4,035.56	4,205.84	3,865.28	-170.28	-4.22			-4.22
Demant	short	9/01/14	11/24/14	84	1,623.07	1,698.86	1,547.27	-75.80	-4.67			-4.67
Novo Nordisk	long	12/27/10	2/28/11	63	925.21	1,023.77		98.56	10.65
	short	11/28/16	1/16/17	49	1,799.93	2,052.19	1,547.68	-252.25	-14.01			-4.85
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
FLSmidth	short	6/24/13	7/15/13	21	4,500.21	4,709.88	4,290.53	-209.68	-4.66
	long	2/13/17	2/20/17	7	5,770.46	5,648.88		-121.58	-2.11			-6.67
Ambu	short	7/15/19	11/18/19	126	1,674.46	1,940.58	1,408.34	-266.12	-15.89
	long	4/26/21	5/17/21	21	6,143.07	4,097.43		-2,045.64	-33.30
	short	10/04/21	6/27/22	266	3,160.86	1,477.10	6,763.95	3,603.08	113.99
	short	7/04/22	12/26/22	175	1,378.96	1,692.60	1,065.32	-313.64	-22.74			-7.26
Novonesis	long	8/02/10	8/23/10	21	2,250.57	2,069.88		-180.69	-8.03			-8.03
TDC	short	11/02/15	12/07/15	35	642.17	622.90	662.04	19.87	3.09
	short	2/08/16	2/22/16	14	527.78	511.09	545.00	17.23	3.26
	short	2/29/16	4/04/16	35	480.17	552.99	407.36	-72.81	-15.16			-9.68
Bavarian Nordic	short	8/07/23	12/11/23	126	3,232.24	3,592.88	2,871.60	-360.64	-11.16			-11.16
Møller-Mærsk B	short	7/10/06	9/11/06	63	1,693.63	1,860.55	1,526.71	-166.92	-9.86
	long	6/14/21	8/09/21	56	3,288.92	3,065.76		-223.16	-6.79			-15.97
ISS	short	3/09/20	6/22/20	105	1,619.23	1,908.10	1,330.36	-288.87	-17.84			-17.84

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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