Assessment - STOXX Nordic 30 in Pound sterling - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Stoxx Nordic 30	11,499.908	12/08/24	-0.46	11,986.845	-4.06	11,791.126	195.719	1.66		6.97
						L		Ørsted	47.501	12/08/24	0.63	42.780	11.04	43.663	-0.883	-2.02		-6.45
						S		Neste	15.446	12/08/24	-1.54	14.305	7.98	27.999	-13.694	-48.91		-41.85
						L		Essity B	22.101	12/08/24	-0.97	20.524	7.68	19.523	1.002	5.13		7.47
						L		DSV	138.294	12/08/24		130.102	6.30	138.291	-8.189	-5.92		-3.61
								Coloplast	100.623	12/08/24	0.25	94.707	6.25	90.056	4.651	5.16		0.92
						L		Ericsson	5.288	12/08/24	1.14	4.992	5.93	4.935	0.057	1.15		18.68
								Genmab	207.185	12/08/24	0.89	197.343	4.99	251.386	-54.043	-21.50		-21.61
								Assa Abloy	22.756	12/08/24	0.13	22.339	1.86	22.718	-0.379	-1.67		10.34
								Novonesis	48.832	12/08/24	0.12	48.059	1.61	43.290	4.769	11.02		19.01
						L		Kone	39.666	12/08/24	-0.32	39.199	1.19	39.256	-0.057	-0.14		4.29
						S		DNB	15.911	12/08/24	0.14	15.726	1.18	16.747	-1.021	-6.10		1.04
								Sampo	34.355	12/08/24	0.40	34.092	0.77	34.432	-0.340	-0.99		0.16
								EQT	23.552	12/08/24	-0.13	23.411	0.60	22.265	1.146	5.15		22.55
						S		Svenska Handelsbank	7.599	12/08/24	0.29	7.573	0.34	8.554	-0.981	-11.47		0.12
								Equinor	22.529	12/08/24	3.19	22.640	-0.49	24.977	-2.337	-9.36		-3.30
								NIBE Industrier	3.316	12/08/24	0.18	3.359	-1.26	5.533	-2.174	-39.29		-30.42
						L		Investor	21.276	12/08/24	0.30	21.577	-1.40	18.238	3.339	18.31		23.97
						L		Nokia	2.984	12/08/24	1.05	3.113	-4.14	2.653	0.460	17.36		7.45
								S.E.B	11.211	12/08/24	-0.10	11.739	-4.50	10.867	0.872	8.02		15.38
						L		Carlsberg B	91.202	12/08/24		96.026	-5.02	98.781	-2.755	-2.79		-10.00
								Sandvik	15.071	12/08/24	-0.54	15.994	-5.77	17.038	-1.045	-6.13		0.18
								Vestas Wind Systems	17.322	12/08/24	-7.76	18.443	-6.08	24.999	-6.556	-26.22		-9.78
								Volvo	19.022	12/08/24	-0.12	20.338	-6.47	20.417	-0.079	-0.39		9.65
								Swedbank	15.406	12/08/24	-0.86	16.559	-6.96	15.890	0.669	4.21		9.37
								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Nordea Bank	8.912	12/08/24	-0.13	9.682	-7.95	9.792	-0.110	-1.12		5.91
								UPM-Kymmene	25.225	12/08/24	0.17	27.872	-9.50	29.607	-1.735	-5.86		2.90
						S		Evolution	74.211	12/08/24	-0.88	82.238	-9.76	94.152	-11.914	-12.65		-8.02
						L		Atlas Copco A	13.178	12/08/24	0.28	14.789	-10.89	13.574	1.215	8.95		20.46
								Novo Nordisk	101.590	12/08/24	-2.80	114.299	-11.12	81.435	32.864	40.36		37.83
								Hexagon	7.491	12/08/24	-0.15	8.957	-16.36	9.453	-0.496	-5.25		8.42
Nordic 30 - 30 out of 30 instruments rated - 1/07/24 / 1/01/24 - 11 did rise, Market-Ratio(26) in GBP = 36.67 %

 

 

Transactions STOXX Nordic 30 in Pound sterling * Mixed Straddles L12 - 76/48 (1) - S22 - 37/37 (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		12/06/06	161				- cash -
short	12/06/06	19/06/06	7				Yara International	100	1,429		6.995	7.010	6.980	-0.015	0	9,979	-11
19/06/06		10/07/06	21				- cash -
	10/07/06	25/09/06	77				Møller-Mærsk B	100	1,243		8.026	8.834	7.219	-0.807	-10	8,975	-39
long	28/08/06	7/05/07	252				Carlsberg A	100	239		37.461	56.409		18.948	51	13,504	81
7/05/07		21/05/07	14				- cash -
	21/05/07	9/07/07	49				Volvo	100	1,295		10.425	11.131		0.705	7	14,417	63
9/07/07		3/09/07	56				- cash -
short	3/09/07	10/09/07	7				Swedbank	100	952		15.139	14.867	15.417	0.278	2	14,681	158
10/09/07		17/09/07	7				- cash -
	17/09/07	24/09/07	7				Danske Bank	100	850		17.260	17.860	16.659	-0.601	-3	14,171	-84
24/09/07		12/11/07	49				- cash -
	12/11/07	3/12/07	21				Ericsson	100	2,051		6.907	6.059	7.874	0.967	14	16,153	874
3/12/07		10/12/07	7				- cash -
	10/12/07	12/05/08	154				Ericsson	100	2,615		6.176	6.964	5.387	-0.789	-13	14,091	-28
long	28/04/08	16/06/08	49				Yara International	100	385		36.556	44.145		7.589	21	17,012	308
short	19/05/08		28				Swedbank	100	1,359		12.513	10.803	14.494	1.981	16	19,705	579
16/06/08		23/06/08	7				- cash -
	23/06/08	9/03/09	259				Swedbank	100	2,069		9.523	1.844	49.169	39.646	416	101,733	911
9/03/09		16/03/09	7				- cash -
	16/03/09	23/03/09	7				S.E.B	100	44,190		2.302	2.286	2.318	0.016	1	102,429	43
23/03/09		30/03/09	7				- cash -
	30/03/09	6/04/09	7				S.E.B	100	37,128		2.759	2.600	2.927	0.168	6	108,664	2,079
6/04/09		4/05/09	28				- cash -
long	4/05/09	1/02/10	273				DNB	100	21,490		5.056	6.738		1.682	33	144,804	47
1/02/10		8/03/10	35				- cash -
	8/03/10	24/05/10	77				Coloplast	100	9,374		15.447	14.328		-1.119	-7	134,314	-30
24/05/10		26/07/10	63				- cash -
	26/07/10	21/02/11	210				Novo Nordisk	100	24,267		5.535	7.618		2.083	38	184,865	74
21/02/11		23/05/11	91				- cash -
short	23/05/11	30/05/11	7				Nokia	100	36,925		5.006	3.946	6.352	1.345	27	234,532	> 999,999
30/05/11		6/06/11	7				- cash -
	6/06/11	27/06/11	21				Nokia	100	61,214		3.831	3.903	3.760	-0.072	-2	230,137	-28
27/06/11		11/07/11	14				- cash -
	11/07/11	2/01/12	175				Nokia	100	65,915		3.491	3.484	3.499	0.007	0	230,624	0
long	24/10/11	21/11/11	28				Equinor	100	14,501		15.904	15.396		-0.508	-3	223,258	-35
	28/11/11	16/04/12	140				Equinor	100	14,263		15.652	16.084		0.432	3	229,414	7
16/04/12		4/06/12	49				- cash -
short	4/06/12	11/06/12	7				Nokia	100	133,102		1.724	1.555	1.911	0.187	11	254,345	21,584
11/06/12		25/06/12	14				- cash -
	25/06/12	2/07/12	7				Nokia	100	184,426		1.379	1.322	1.438	0.059	4	265,242	791
2/07/12		9/07/12	7				- cash -
	9/07/12	16/07/12	7				Nokia	100	232,247		1.142	1.117	1.168	0.026	2	271,242	221
16/07/12		6/08/12	21				- cash -
long	6/08/12	3/06/13	301				Pandora	100	33,041		8.209	22.461		14.252	174	742,137	239
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/08/12	3/09/12	7				Nokia	100	379,704		1.955	1.578	2.421	0.467	24	919,416	> 999,999
3/06/13		19/08/13	77				- cash -
long	19/08/13	3/02/14	168				Pandora	100	39,110		23.508	34.820		11.312	48	1,361,830	135
3/02/14		28/04/14	84				- cash -
	28/04/14	19/05/14	21				Pandora	100	35,729		38.115	42.270		4.154	11	1,510,257	504
19/05/14		26/05/14	7				- cash -
	26/05/14	1/09/14	98				Pandora	100	34,463		43.822	45.613		1.791	4	1,571,978	16
1/09/14		3/11/14	63				- cash -
	3/11/14	15/12/14	42				Pandora	100	30,158		52.123	53.881		1.758	3	1,624,991	33
15/12/14		5/01/15	21				- cash -
	5/01/15	11/05/15	126				Pandora	100	30,516		53.249	67.605		14.356	27	2,063,068	100
11/05/15		17/08/15	98				- cash -
short	17/08/15	9/11/15	84				Fortum	100	183,351		11.252	9.772	12.956	1.704	15	2,375,541	85
9/11/15		16/11/15	7				- cash -
	16/11/15	23/11/15	7				Fortum	100	252,363		9.413	9.855	8.972	-0.441	-5	2,264,130	-92
23/11/15		14/12/15	21				- cash -
	14/12/15	25/01/16	42				Møller-Mærsk B	100	254,305		8.903	8.445	9.386	0.483	5	2,386,915	58
25/01/16		1/02/16	7				- cash -
	1/02/16	22/02/16	21				SKF A	100	227,864		10.475	12.509	8.442	-2.033	-19	1,923,568	-98
22/02/16		14/03/16	21				- cash -
	14/03/16	30/05/16	77				Møller-Mærsk B	100	205,099		9.379	8.776	10.022	0.644	7	2,055,565	37
long	2/05/16	16/05/16	14				Equinor	100	172,989		11.883	11.503		-0.379	-3	1,989,922	-57
30/05/16		27/06/16	28				- cash -
short	27/06/16	4/07/16	7				Yara International	100	87,911		22.636	24.107	21.165	-1.471	-6	1,860,595	-97
4/07/16		5/09/16	63				- cash -
long	5/09/16	17/10/16	42				Atlas Copco A	100	112,675		16.513	18.260		1.747	11	2,057,462	140
17/10/16		23/01/17	98				- cash -
	23/01/17	24/07/17	182				UPM-Kymmene	100	100,251		20.523	22.700		2.177	11	2,275,714	22
24/07/17		5/03/18	224				- cash -
short	5/03/18	16/04/18	42				Hennes & Mauritz	100	194,249		11.715	11.036	12.437	0.721	6	2,415,838	68
16/04/18		28/05/18	42				- cash -
	28/05/18	9/07/18	42				Pandora	100	42,218		57.222	49.596	66.021	8.799	15	2,787,309	247
9/07/18		17/09/18	70				- cash -
long	17/09/18	15/10/18	28				Ericsson	100	424,509		6.566	6.273		-0.293	-4	2,662,988	-45
short	15/10/18	5/11/18	21				Danske Bank	100	161,600		16.479	15.873	17.108	0.629	4	2,764,671	92
5/11/18		19/11/18	14				- cash -
	19/11/18	3/12/18	14				Danske Bank	100	170,932		16.174	15.919	16.433	0.259	2	2,808,990	51
3/12/18		10/12/18	7				- cash -
	10/12/18	17/12/18	7				Pandora	100	69,544		40.391	34.526	47.253	6.862	17	3,286,176	357,245
17/12/18		24/12/18	7				- cash -
	24/12/18	11/03/19	77				Pandora	100	105,285		31.212	39.689	22.735	-8.477	-27	2,393,709	-78
long	11/02/19	27/05/19	105				Vestas Wind Systems	100	184,268		12.990	13.098		0.107	1	2,413,468	3
27/05/19		28/10/19	154				- cash -
	28/10/19	2/03/20	126				Hennes & Mauritz	100	145,230		16.618	14.355		-2.264	-14	2,084,721	-35
2/03/20		9/03/20	7				- cash -
short	9/03/20	1/06/20	84				Equinor	100	230,229		9.055	11.759	6.351	-2.704	-30	1,462,120	-79
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/06/20		8/06/20	7				- cash -
long	8/06/20	2/11/20	147				Pandora	100	34,555		42.312	61.833		19.521	46	2,136,653	156
short	15/06/20	6/07/20	21				Telia Company	100	774,017		2.760	3.042	2.479	-0.281	-10	1,919,022	-85
	13/07/20	3/08/20	21				Hennes & Mauritz	100	158,049		12.142	11.878	12.411	0.269	2	1,961,611	46
2/11/20		9/11/20	7				- cash -
long	9/11/20	20/09/21	315				Pandora	100	28,147		69.690	93.526		23.836	34	2,632,527	41
20/09/21		24/01/22	126				- cash -
short	24/01/22	31/01/22	7				Vestas Wind Systems	100	133,799		19.675	19.857	19.493	-0.182	-1	2,608,127	-38
31/01/22		7/02/22	7				- cash -
	7/02/22	8/08/22	182				Vestas Wind Systems	100	138,390		18.846	21.111	16.581	-2.265	-12	2,294,653	-23
long	30/05/22	6/06/22	7				Equinor	100	77,542		29.592	29.448		-0.144	0	2,283,493	-22
	1/08/22	22/08/22	21				Equinor	100	75,193		30.368	33.325		2.956	10	2,505,798	403
short	22/08/22	24/10/22	63				EQT	100	128,489		19.502	16.483	23.074	3.572	18	2,964,723	165
long	12/09/22	19/09/22	7				Equinor	100	94,838		31.261	30.265		-0.996	-3	2,870,257	-82
24/10/22		5/12/22	42				- cash -
	5/12/22	27/03/23	112				Genmab	100	7,586		378.314	307.076		-71.238	-19	2,329,848	-49
27/03/23		17/07/23	112				- cash -
short	17/07/23	14/08/23	28				Nokia	100	785,743		2.965	3.057	2.874	-0.091	-3	2,257,992	-34
14/08/23		23/10/23	70				- cash -
	23/10/23	30/10/23	7				Nokia	100	859,118		2.628	2.688	2.569	-0.060	-2	2,206,732	-70
30/10/23		1/01/24	63				- cash -
long	1/01/24	3/06/24	154				Novo Nordisk	100	27,098		81.435	105.470		24.035	30	2,858,028	85
3/06/24		15/12/25	560				- cash -
accum	12/06/06	3/06/24	4508	days out of 7287 invested (62%)										28,480		2,858,028	58

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Pandora	long	6/08/12	3/06/13	301	8.21	22.46		14.25	173.61
	long	19/08/13	3/02/14	168	23.51	34.82		11.31	48.12
	long	28/04/14	19/05/14	21	38.12	42.27		4.15	10.90
	long	26/05/14	1/09/14	98	43.82	45.61		1.79	4.09
	long	3/11/14	15/12/14	42	52.12	53.88		1.76	3.37
	long	5/01/15	11/05/15	126	53.25	67.60		14.36	26.96
	short	28/05/18	9/07/18	42	57.22	49.60	66.02	8.80	15.38
	short	10/12/18	17/12/18	7	40.39	34.53	47.25	6.86	16.99
	short	24/12/18	11/03/19	77	31.21	39.69	22.74	-8.48	-27.16
	long	8/06/20	2/11/20	147	42.31	61.83		19.52	46.13
	long	9/11/20	20/09/21	315	69.69	93.53		23.84	34.20			1,083.84
Swedbank	short	3/09/07	10/09/07	7	15.14	14.87	15.42	0.28	1.83
	short	19/05/08	16/06/08	28	12.51	10.80	14.49	1.98	15.83
	short	23/06/08	9/03/09	259	9.52	1.84	49.17	39.65	416.34			509.05
Novo Nordisk	long	26/07/10	21/02/11	210	5.53	7.62		2.08	37.64
	long	1/01/24	3/06/24	154	81.44	105.47		24.03	29.51			78.26
Nokia	short	23/05/11	30/05/11	7	5.01	3.95	6.35	1.35	26.87
	short	6/06/11	27/06/11	21	3.83	3.90	3.76	-0.07	-1.87
	short	11/07/11	2/01/12	175	3.49	3.48	3.50	0.01	0.21
	short	4/06/12	11/06/12	7	1.72	1.55	1.91	0.19	10.87
	short	25/06/12	2/07/12	7	1.38	1.32	1.44	0.06	4.28
	short	9/07/12	16/07/12	7	1.14	1.12	1.17	0.03	2.26
	short	27/08/12	3/09/12	7	1.95	1.58	2.42	0.47	23.89
	short	17/07/23	14/08/23	28	2.97	3.06	2.87	-0.09	-3.08
	short	23/10/23	30/10/23	7	2.63	2.69	2.57	-0.06	-2.27			73.08
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Carlsberg A	long	28/08/06	7/05/07	252	37.46	56.41		18.95	50.58			50.58
DNB	long	4/05/09	1/02/10	273	5.06	6.74		1.68	33.26			33.26
EQT	short	22/08/22	24/10/22	63	19.50	16.48	23.07	3.57	18.31			18.31
Yara International	short	12/06/06	19/06/06	7	7.00	7.01	6.98	-0.01	-0.21
	long	28/04/08	16/06/08	49	36.56	44.15		7.59	20.76
	short	27/06/16	4/07/16	7	22.64	24.11	21.16	-1.47	-6.50			12.67
UPM-Kymmene	long	23/01/17	24/07/17	182	20.52	22.70		2.18	10.61			10.61
Atlas Copco A	long	5/09/16	17/10/16	42	16.51	18.26		1.75	10.58			10.58
Fortum	short	17/08/15	9/11/15	84	11.25	9.77	12.96	1.70	15.15
	short	16/11/15	23/11/15	7	9.41	9.85	8.97	-0.44	-4.69			9.75
S.E.B	short	16/03/09	23/03/09	7	2.30	2.29	2.32	0.02	0.68
	short	30/03/09	6/04/09	7	2.76	2.60	2.93	0.17	6.09			6.81
Volvo	long	21/05/07	9/07/07	49	10.43	11.13		0.71	6.77			6.77
Danske Bank	short	17/09/07	24/09/07	7	17.26	17.86	16.66	-0.60	-3.48
	short	15/10/18	5/11/18	21	16.48	15.87	17.11	0.63	3.82
	short	19/11/18	3/12/18	14	16.17	15.92	16.43	0.26	1.60			1.81
Møller-Mærsk B	short	10/07/06	25/09/06	77	8.03	8.83	7.22	-0.81	-10.06
	short	14/12/15	25/01/16	42	8.90	8.45	9.39	0.48	5.42
	short	14/03/16	30/05/16	77	9.38	8.78	10.02	0.64	6.86			1.33
Ericsson	short	12/11/07	3/12/07	21	6.91	6.06	7.87	0.97	13.99
	short	10/12/07	12/05/08	154	6.18	6.96	5.39	-0.79	-12.77
	long	17/09/18	15/10/18	28	6.57	6.27		-0.29	-4.46			-5.00
Hennes & Mauritz	short	5/03/18	16/04/18	42	11.72	11.04	12.44	0.72	6.16
	long	28/10/19	2/03/20	126	16.62	14.35		-2.26	-13.62
	short	13/07/20	3/08/20	21	12.14	11.88	12.41	0.27	2.22			-6.27
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Coloplast	long	8/03/10	24/05/10	77	15.45	14.33		-1.12	-7.24			-7.24
Telia Company	short	15/06/20	6/07/20	21	2.76	3.04	2.48	-0.28	-10.19			-10.19
Vestas Wind Systems	long	11/02/19	27/05/19	105	12.99	13.10		0.11	0.83
	short	24/01/22	31/01/22	7	19.68	19.86	19.49	-0.18	-0.93
	short	7/02/22	8/08/22	182	18.85	21.11	16.58	-2.27	-12.02			-12.12
Genmab	long	5/12/22	27/03/23	112	378.31	307.08		-71.24	-18.83			-18.83
SKF A	short	1/02/16	22/02/16	21	10.48	12.51	8.44	-2.03	-19.41			-19.41
Equinor	long	24/10/11	21/11/11	28	15.90	15.40		-0.51	-3.19
	long	28/11/11	16/04/12	140	15.65	16.08		0.43	2.76
	long	2/05/16	16/05/16	14	11.88	11.50		-0.38	-3.19
	short	9/03/20	1/06/20	84	9.05	11.76	6.35	-2.70	-29.86
	long	30/05/22	6/06/22	7	29.59	29.45		-0.14	-0.49
	long	1/08/22	22/08/22	21	30.37	33.32		2.96	9.74
	long	12/09/22	19/09/22	7	31.26	30.26		-1.00	-3.19			-28.60

Annotations

13/09/23	Novo Nordisk			stock split 1:2 (two for one)
13/05/22	Atlas Copco A			splits 1:4 (four for one)
19/05/21	Hexagon			stock split 1:7 (seven for one)
	Investor			stock split 1:4 (four for one)
3/04/19	Neste Oil			stock split 1:3 (three for one)
19/06/18	Atlas Copco A			spin-off Epiroc
16/05/18	Statoil			is now called Equinor
19/09/16	Nordic 30			Vestas Wind Systems replaces Yara
5/09/15	Nordic 30			Pandora replaces Seadrill (market adjustment to index)
3/06/15	Assa Abloy			ex split 1:3 (three for one)
19/05/15	Svenska Handelsbank			ex Split 1:3 (three for one)
22/09/14	Nordic 30			Coloplast replaces Swedish Match.

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