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

Assessment - OMX Copenhagen 20 - 23/01/23 - RS = 16

		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	3/10/22	prc diff	⇓ Δ16	∅-RS
	L	OMXC 20	1,826.500	11:20	-0.05	1,871.480	-2.40	1,551.330	320.150	20.64	10.23
	L	Danske Bank	142.700	11:19	1.67	138.850	2.77	93.620	45.230	48.31	24.30
	L	Novo Nordisk	942.900	11:20	0.38	965.500	-2.34	773.600	191.900	24.81	23.45
	L	Jyske Bank	486.300	11:20	2.25	479.600	1.40	391.100	88.500	22.63	23.38
	L	Ambu	97.440	11:20	-0.57	104.450	-6.71	66.400	38.050	57.30	19.90
	L	Bavarian Nordic	236.800	11:19	-1.04	241.600	-1.99	218.900	22.700	10.37	17.54
	L	Vestas Wind Systems	192.640	11:20	-2.48	202.950	-5.08	141.240	61.710	43.69	15.96
	L	Pandora	575.000	11:20	1.05	573.200	0.31	366.700	206.500	56.31	11.75
		Genmab	2,643.000	11:19	-0.34	2,721.000	-2.87	2,555.000	166.000	6.50	8.31
	L	Carlsberg B	969.600	11:19	-0.04	983.200	-1.38	889.800	93.400	10.50	7.52
	L	Christian Hansen	493.400	11:18	-1.36	503.800	-2.06	377.800	126.000	33.35	6.57
	L	DSV	1,121.500	11:19	-0.04	1,135.000	-1.19	911.200	223.800	24.56	2.71
		Tryg	156.450	11:20	-0.79	162.350	-3.63	157.650	4.700	2.98	0.94
	L	Coloplast	812.600	11:18	-0.64	857.800	-5.27	775.000	82.800	10.68	-1.29
	L	Møller-Mærsk A	14,180.000	11:18	0.21	14,960.000	-5.21	13,830.000	1,130.000	8.17	-13.39
	L	Møller-Mærsk B	14,410.000	11:19	-0.14	15,280.000	-5.69	14,300.000	980.000	6.85	-13.93
	S	Novozymes	344.100	11:17	-1.21	354.200	-2.85	388.700	-34.500	-8.88	-14.61
	L	Royal Unibrew	471.600	11:19	-0.78	485.800	-2.92	495.100	-9.300	-1.88	-14.67
		Ørsted	599.700	11:20	0.05	609.100	-1.54	649.200	-40.100	-6.18	-14.82
	L	Demant	194.075	11:17	-1.78	197.850	-1.91	189.750	8.100	4.27	-18.32
	L	GN Store Nord	179.450	11:19	-2.23	170.550	5.22	130.450	40.100	30.74	-21.87
OMXC 20 - 20 out of 20 instruments rated - 23/01/23 / 3/10/22 - 17 did rise, Market-Ratio(16) = 85.00 %
Stock Exchange Currency: DKK kr Danish krone

Technical Chart

	OMXC 20 RS = 16 - B/S = 43/43

7/01/19	scale up chart	23/01/23

Transactions OMX Copenhagen 20 * A16 - 43/43 (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		10/07/06	189		- cash -
short	10/07/06	4/09/06	56		Møller-Mærsk B	100	115	86.482	96.005	76.959	-9.523	-11	8,905	-53
long	4/09/06	29/10/07	420		Genmab	100	39	223.000	335.000		112.000	50	13,273	42
short	29/10/07	21/04/08	175		GN Store Nord	100	241	55.000	26.300	115.019	60.019	109	27,737	366
long	21/04/08	14/07/08	84		Vestas Wind Systems	100	270	102.400	123.200		20.800	20	33,353	123
short	14/07/08	9/02/09	210		Danske Bank	100	286	116.600	47.660	285.261	168.661	145	81,591	374
long	9/02/09	16/02/09	7		Genmab	100	304	268.000	255.000		-13.000	-5	77,639	-93
short	16/02/09	6/04/09	49		Danske Bank	100	1,781	43.580	51.590	35.570	-8.010	-18	63,373	-78
long	6/04/09	30/08/10	511		GN Store Nord	100	3,794	16.700	36.600		19.900	119	138,873	75
short	30/08/10	6/09/10	7		Vestas Wind Systems	100	3,090	44.940	44.360	45.528	0.588	1	140,689	97
long	6/09/10	25/04/11	231		GN Store Nord	100	3,071	45.800	49.600		3.800	8	152,359	13
short	25/04/11	16/05/11	21		Vestas Wind Systems	100	4,248	35.860	31.200	41.216	5.356	15	175,111	1,024
long	16/05/11	30/05/11	14		Novozymes	100	992	176.500	176.100		-0.400	0	174,714	-6
short	30/05/11	4/07/11	35		Vestas Wind Systems	100	5,785	30.200	26.000	35.079	4.879	16	202,937	377
long	4/07/11	11/07/11	7		Novozymes	100	1,170	173.400	172.300		-1.100	-1	201,650	-28
short	11/07/11	28/11/11	140		Vestas Wind Systems	100	7,883	25.580	14.720	44.452	18.872	74	350,419	322
long	28/11/11	14/05/12	168		Tryg	100	5,480	63.940	65.180		1.240	2	357,214	4
short	14/05/12	28/05/12	14		Vestas Wind Systems	100	42,404	8.424	7.490	9.475	1.051	12	401,760	2,041
long	28/05/12	4/06/12	7		GN Store Nord	100	5,895	68.150	67.500		-0.650	-1	397,928	-39
short	4/06/12	18/06/12	14		Vestas Wind Systems	100	61,351	6.486	5.876	7.159	0.673	10	439,236	1,213
long	18/06/12	25/06/12	7		GN Store Nord	100	5,996	73.250	71.650		-1.600	-2	429,642	-68
short	25/06/12	16/07/12	21		Vestas Wind Systems	100	71,227	6.032	5.046	7.211	1.179	20	513,597	2,125
long	16/07/12	24/06/13	343		Genmab	100	8,152	63.000	168.600		105.600	168	1,374,448	185
short	24/06/13	1/07/13	7		FLSmidth	100	5,260	261.300	256.400	266.294	4.994	2	1,400,715	168
long	1/07/13	1/09/14	427		Vestas Wind Systems	100	87,000	16.100	47.460		31.360	195	4,129,035	152
short	1/09/14	8/09/14	7		Demant	100	47,135	87.600	89.080	86.120	-1.480	-2	4,059,275	-59
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	8/09/14	29/09/14	21		Pandora	100	9,490	427.700	458.700		31.000	7	4,353,465	237
short	29/09/14	3/11/14	35		TDC	100	96,765	44.990	45.210	44.770	-0.220	0	4,332,177	-5
long	3/11/14	17/11/14	14		Pandora	100	8,728	496.300	493.700		-2.600	-1	4,309,484	-13
short	17/11/14	24/11/14	7		FLSmidth	100	17,447	247.000	262.600	231.400	-15.600	-6	4,037,311	-97
long	24/11/14	17/08/15	266		Pandora	100	8,074	500.000	802.000		302.000	60	6,475,659	91
short	17/08/15	5/10/15	49		GN Store Nord	100	52,013	124.500	126.375	122.625	-1.875	-2	6,378,134	-11
long	5/10/15	2/11/15	28		Genmab	100	10,044	635.000	680.000		45.000	7	6,830,114	144
short	2/11/15	23/11/15	21		TDC	100	189,672	36.010	36.850	35.170	-0.840	-2	6,670,790	-34
long	23/11/15	8/02/16	77		Genmab	100	7,885	846.000	663.500		-182.500	-22	5,231,777	-68
short	8/02/16	22/02/16	14		TDC	100	172,211	30.380	30.790	29.970	-0.410	-1	5,161,171	-30
long	22/02/16	29/02/16	7		Vestas Wind Systems	100	57,269	90.120	92.940		2.820	3	5,322,669	399
short	29/02/16	4/04/16	35		TDC	100	182,283	29.200	32.450	25.950	-3.250	-11	4,730,250	-71
long	4/04/16	11/04/16	7		Genmab	100	5,113	925.000	941.500		16.500	2	4,814,614	151
short	11/04/16	25/04/16	14		Nordea Bank (DK)	100	78,095	61.650	64.250	59.050	-2.600	-4	4,611,567	-67
long	25/04/16	13/06/16	49		Genmab	100	4,754	970.000	1,131.000		161.000	17	5,376,961	214
short	13/06/16	11/07/16	28		Jyske Bank	100	21,499	250.100	256.700	243.500	-6.600	-3	5,235,068	-29
long	11/07/16	28/11/16	140		Genmab	100	4,277	1,224.000	1,245.000		21.000	2	5,324,885	5
short	28/11/16	19/12/16	21		Novo Nordisk	100	23,426	227.300	254.500	200.100	-27.200	-12	4,687,698	-89
long	19/12/16	26/12/16	7		Møller-Mærsk B	100	41,484	113.000	114.000		1.000	1	4,729,182	58
short	26/12/16	2/01/17	7		Novo Nordisk	100	18,545	255.000	259.000	251.000	-4.000	-2	4,655,002	-56
long	2/01/17	9/10/17	280		Møller-Mærsk B	100	39,922	116.600	120.000		3.400	3	4,790,736	4
short	9/10/17	16/10/17	7		Pandora	100	7,671	624.500	581.500	670.680	46.180	7	5,144,981	4,026
long	16/10/17	29/01/18	105		Ørsted	100	13,856	371.300	350.000		-21.300	-6	4,849,848	-19
short	29/01/18	26/02/18	28		Vestas Wind Systems	100	60,775	79.800	89.640	69.960	-9.840	-12	4,251,822	-82
long	26/02/18	11/06/18	105		TDC	100	85,722	49.600	51.480		1.880	4	4,412,979	14
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
11/06/18		8/10/18	119		- cash -
short	8/10/18	22/10/18	14		Danske Bank	100	30,784	143.350	130.450	157.526	14.176	10	4,849,364	1,069
long	22/10/18	29/10/18	7		GN Store Nord	100	17,232	281.400	274.000		-7.400	-3	4,721,847	-75
short	29/10/18	4/02/19	98		Danske Bank	100	36,831	128.200	123.900	132.649	4.449	3	4,885,716	14
long	4/02/19	15/07/19	161		Vestas Wind Systems	100	45,797	106.680	117.400		10.720	10	5,376,660	24
short	15/07/19	22/07/19	7		Ambu	100	52,225	102.950	101.900	104.011	1.061	1	5,432,060	71
long	22/07/19	5/08/19	14		Ørsted	100	8,562	634.400	620.000		-14.400	-2	5,308,767	-45
short	5/08/19	2/09/19	28		Ambu	100	55,150	96.260	118.300	74.220	-22.040	-23	4,093,261	-97
long	2/09/19	14/10/19	42		Ørsted	100	6,264	653.400	628.400		-25.000	-4	3,936,661	-29
short	14/10/19	28/10/19	14		FLSmidth	100	17,365	226.700	249.800	203.600	-23.100	-10	3,535,530	-94
long	28/10/19	9/03/20	133		Genmab	100	2,463	1,435.000	1,447.000		12.000	1	3,565,086	2
short	9/03/20	15/06/20	98		ISS	100	34,528	103.250	120.450	86.050	-17.200	-17	2,971,204	-49
long	15/06/20	4/10/21	476		Ambu	100	13,717	216.600	182.500		-34.100	-16	2,503,454	-12
short	4/10/21	8/11/21	35		Ambu	100	13,717	182.500	174.400	190.976	8.476	5	2,619,722	61
long	8/11/21	15/11/21	7		Novo Nordisk	100	3,551	737.600	742.100		4.500	1	2,635,702	37
short	15/11/21	27/06/22	224		GN Store Nord	100	6,805	387.300	243.700	615.516	228.216	59	4,188,713	113
long	27/06/22	4/07/22	7		Novo Nordisk	100	5,268	795.000	795.800		0.800	0	4,192,927	5
short	4/07/22	1/08/22	28		Ambu	100	57,801	72.540	81.680	63.400	-9.140	-13	3,664,626	-83
long	1/08/22	8/08/22	7		Novo Nordisk	100	4,326	847.100	750.000		-97.100	-11	3,244,572	-100
short	8/08/22	14/11/22	98		Ambu	100	44,446	73.000	98.000	48.000	-25.000	-34	2,133,422	-79
long	14/11/22	21/11/22	7		Genmab	100	700	3,046.000	3,172.000		126.000	4	2,221,622	728
short	21/11/22	12/12/22	21		GN Store Nord	100	13,464	165.000	161.300	168.785	3.785	2	2,272,582	48
long	12/12/22	27/01/23	46		Genmab	100	699	3,251.000	2,643.000		-608.000	-19	1,847,590	-81
accum	10/07/06	27/01/23	5926	days out of 6234 invested (95%)							18,376		1,847,590	38

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Vestas Wind Systems	long	21/04/08	14/07/08	84	102.40	123.20		20.80	20.31
	short	30/08/10	6/09/10	7	44.94	44.36	45.53	0.59	1.31
	short	25/04/11	16/05/11	21	35.86	31.20	41.22	5.36	14.94
	short	30/05/11	4/07/11	35	30.20	26.00	35.08	4.88	16.15
	short	11/07/11	28/11/11	140	25.58	14.72	44.45	18.87	73.78
	short	14/05/12	28/05/12	14	8.42	7.49	9.47	1.05	12.47
	short	4/06/12	18/06/12	14	6.49	5.88	7.16	0.67	10.38
	short	25/06/12	16/07/12	21	6.03	5.05	7.21	1.18	19.54
	long	1/07/13	1/09/14	427	16.10	47.46		31.36	194.78
	long	22/02/16	29/02/16	7	90.12	92.94		2.82	3.13
	short	29/01/18	26/02/18	28	79.80	89.64	69.96	-9.84	-12.33
	long	4/02/19	15/07/19	161	106.68	117.40		10.72	10.05	1,130.83
GN Store Nord	short	29/10/07	21/04/08	175	55.00	26.30	115.02	60.02	109.13
	long	6/04/09	30/08/10	511	16.70	36.60		19.90	119.16
	long	6/09/10	25/04/11	231	45.80	49.60		3.80	8.30
	long	28/05/12	4/06/12	7	68.15	67.50		-0.65	-0.95
	long	18/06/12	25/06/12	7	73.25	71.65		-1.60	-2.18
	short	17/08/15	5/10/15	49	124.50	126.38	122.63	-1.88	-1.51
	long	22/10/18	29/10/18	7	281.40	274.00		-7.40	-2.63
	short	15/11/21	27/06/22	224	387.30	243.70	615.52	228.22	58.92
	short	21/11/22	12/12/22	21	165.00	161.30	168.78	3.78	2.29	649.74
Genmab	long	4/09/06	29/10/07	420	223.00	335.00		112.00	50.22
	long	9/02/09	16/02/09	7	268.00	255.00		-13.00	-4.85
	long	16/07/12	24/06/13	343	63.00	168.60		105.60	167.62
	long	5/10/15	2/11/15	28	635.00	680.00		45.00	7.09
	long	23/11/15	8/02/16	77	846.00	663.50		-182.50	-21.57
	long	4/04/16	11/04/16	7	925.00	941.50		16.50	1.78
	long	25/04/16	13/06/16	49	970.00	1,131.00		161.00	16.60
	long	11/07/16	28/11/16	140	1,224.00	1,245.00		21.00	1.72
	long	28/10/19	9/03/20	133	1,435.00	1,447.00		12.00	0.84
	long	14/11/22	21/11/22	7	3,046.00	3,172.00		126.00	4.14
	long	12/12/22	27/01/23	46	3,251.00	2,643.00		-608.00	-18.70	231.07
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Danske Bank	short	14/07/08	9/02/09	210	116.60	47.66	285.26	168.66	144.65
	short	16/02/09	6/04/09	49	43.58	51.59	35.57	-8.01	-18.38
	short	8/10/18	22/10/18	14	143.35	130.45	157.53	14.18	9.89
	short	29/10/18	4/02/19	98	128.20	123.90	132.65	4.45	3.47	127.04
Pandora	long	8/09/14	29/09/14	21	427.70	458.70		31.00	7.25
	long	3/11/14	17/11/14	14	496.30	493.70		-2.60	-0.52
	long	24/11/14	17/08/15	266	500.00	802.00		302.00	60.40
	short	9/10/17	16/10/17	7	624.50	581.50	670.68	46.18	7.39	83.78
Tryg	long	28/11/11	14/05/12	168	63.94	65.18		1.24	1.94	1.94
Novozymes	long	16/05/11	30/05/11	14	176.50	176.10		-0.40	-0.23
	long	4/07/11	11/07/11	7	173.40	172.30		-1.10	-0.63	-0.86
Demant	short	1/09/14	8/09/14	7	87.60	89.08	86.12	-1.48	-1.69	-1.69
Jyske Bank	short	13/06/16	11/07/16	28	250.10	256.70	243.50	-6.60	-2.64	-2.64
Nordea Bank (DK)	short	11/04/16	25/04/16	14	61.65	64.25	59.05	-2.60	-4.22	-4.22
Møller-Mærsk B	short	10/07/06	4/09/06	56	86.48	96.00	76.96	-9.52	-11.01
	long	19/12/16	26/12/16	7	113.00	114.00		1.00	0.88
	long	2/01/17	9/10/17	280	116.60	120.00		3.40	2.92	-7.61
Ørsted	long	16/10/17	29/01/18	105	371.30	350.00		-21.30	-5.74
	long	22/07/19	5/08/19	14	634.40	620.00		-14.40	-2.27
	long	2/09/19	14/10/19	42	653.40	628.40		-25.00	-3.83	-11.40
TDC	short	29/09/14	3/11/14	35	44.99	45.21	44.77	-0.22	-0.49
	short	2/11/15	23/11/15	21	36.01	36.85	35.17	-0.84	-2.33
	short	8/02/16	22/02/16	14	30.38	30.79	29.97	-0.41	-1.35
	short	29/02/16	4/04/16	35	29.20	32.45	25.95	-3.25	-11.13
	long	26/02/18	11/06/18	105	49.60	51.48		1.88	3.79	-11.56
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
FLSmidth	short	24/06/13	1/07/13	7	261.30	256.40	266.29	4.99	1.91
	short	17/11/14	24/11/14	7	247.00	262.60	231.40	-15.60	-6.32
	short	14/10/19	28/10/19	14	226.70	249.80	203.60	-23.10	-10.19	-14.25
ISS	short	9/03/20	15/06/20	98	103.25	120.45	86.05	-17.20	-16.66	-16.66
Novo Nordisk	short	28/11/16	19/12/16	21	227.30	254.50	200.10	-27.20	-11.97
	short	26/12/16	2/01/17	7	255.00	259.00	251.00	-4.00	-1.57
	long	8/11/21	15/11/21	7	737.60	742.10		4.50	0.61
	long	27/06/22	4/07/22	7	795.00	795.80		0.80	0.10
	long	1/08/22	8/08/22	7	847.10	750.00		-97.10	-11.46	-22.73
Ambu	short	15/07/19	22/07/19	7	102.95	101.90	104.01	1.06	1.03
	short	5/08/19	2/09/19	28	96.26	118.30	74.22	-22.04	-22.90
	long	15/06/20	4/10/21	476	216.60	182.50		-34.10	-15.74
	short	4/10/21	8/11/21	35	182.50	174.40	190.98	8.48	4.64
	short	4/07/22	1/08/22	28	72.54	81.68	63.40	-9.14	-12.60
	short	8/08/22	14/11/22	98	73.00	98.00	48.00	-25.00	-34.25	-60.53

Annotations

18/06/18	OMXC 20	Ambu, FLSmidth and Tryg replace Møller-Mærsk A, Nordea Bank and TDC
14/02/18	OMXC 20	Nordea Bank replaces Nets (acquired by Evergood 5)
22/03/17	OMXC 20	index adaption: Dong Energy, Lundbeck and Nets for FlSmidth, Nordea and Tryg
25/05/16	William Demant	forward stock split 1:5 (five for one)
16/09/15	OMXC 20	complete analysis it was really a pleasure, this combination of instruments seems to have been built for Share-o-matic
18/05/15	Tryg	forward stock split 1:5 (five for one)


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