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

Assessment - OMX Copenhagen 20 in Swiss Franc - 14/10/19 - RS = 16

		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	24/06/19	prc diff	⇓ Δ16	⇓∅-RS
	L	OMXC 20	150.270	Fri	-1.12	151.474	-0.79	149.632	1.842	1.23	3.53
	L	Jyske Bank	34.580	Fri	0.30	32.975	4.87	34.729	-1.754	-5.05	-9.30
		Genmab	207.494	Fri	-0.04	198.146	4.72	178.248	19.898	11.16	17.38
		FLSmidth	34.006	Fri	-0.09	33.373	1.90	41.022	-7.650	-18.65	-26.24
	L	Møller-Mærsk B	1,173.567	Fri	0.15	1,159.140	1.24	1,183.174	-24.035	-2.03	-5.19
	L	Pandora	40.984	Fri	2.47	40.586	0.98	33.230	7.356	22.14	-5.92
	S	ISS	24.165	Fri	0.83	23.973	0.80	28.860	-4.886	-16.93	-17.82
		DSV	94.451	Fri	-0.71	93.773	0.72	94.393	-0.619	-0.66	10.33
	S	Demant	25.423	Fri	-2.21	25.342	0.32	30.425	-5.083	-16.71	-16.39
	L	Danske Bank	14.168	Fri	-1.74	14.129	0.27	14.946	-0.816	-5.46	-18.24
		Coloplast	116.473	Fri	-1.30	116.886	-0.35	111.015	5.870	5.29	12.23
		Tryg	27.425	Fri		27.587	-0.59	32.652	-5.064	-15.51	-0.80
		Ørsted	91.683	Fri	-0.29	92.507	-0.89	85.933	6.574	7.65	20.24
	L	Novo Nordisk	51.612	Fri	-1.41	52.179	-1.09	49.564	2.615	5.28	8.52
		Lundbeck	32.651	Fri	-2.29	33.064	-1.25	37.490	-4.426	-11.81	-19.46
	L	Carlsberg B	145.091	Fri	-1.24	147.432	-1.59	131.526	15.905	12.09	18.84
	S	GN Store Nord	294.457	Fri	-2.94	301.384	-2.30	349.289	-47.905	-13.71	-7.93
		Vestas Wind Systems	77.580	Fri	-0.45	79.582	-2.52	87.417	-7.835	-8.96	0.60
		Christian Hansen	77.492	Fri	-3.38	80.053	-3.20	109.502	-29.448	-26.89	-15.41
		Novozymes	42.235	Fri	-0.35	43.928	-3.85	45.074	-1.146	-2.54	-3.49
	L	Ambu	15.428	Fri	-6.68	16.414	-6.01	13.726	2.688	19.59	-15.21
OMXC 20 - 20 out of 20 instruments rated - 14/10/19 / 24/06/19 - 7 did rise, Market-Ratio(16) in CHF = 35.00 %
Stock Exchange Currency: DKK kr Danish krone

Technical Chart

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

5/01/15	scale up chart	14/10/19

Transactions OMX Copenhagen 20 in Swiss Franc * 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	550	18.169	20.324	16.013	-2.156	-12	8,814	-56
long	4/09/06	29/10/07	420		Genmab	100	186	47.209	75.291		28.082	59	14,038	50
short	29/10/07	21/04/08	175		GN Store Nord	100	152	92.153	42.359	200.480	108.327	118	30,503	406
long	21/04/08	14/07/08	84		Vestas Wind Systems	100	276	110.506	133.726		23.220	21	36,912	129
short	14/07/08	9/02/09	210		Danske Bank	100	1,458	25.312	9.613	66.653	41.340	163	97,186	438
long	9/02/09	16/02/09	7		Genmab	100	1,797	54.054	51.073		-2.981	-6	91,830	-95
short	16/02/09	6/04/09	49		Danske Bank	100	10,520	8.729	10.564	6.893	-1.836	-21	72,521	-83
long	6/04/09	30/08/10	511		GN Store Nord	100	2,847	25.471	48.016		22.545	89	136,705	57
short	30/08/10	6/09/10	7		Vestas Wind Systems	100	3,453	39.580	39.057	40.110	0.530	1	138,536	100
long	6/09/10	25/04/11	231		GN Store Nord	100	2,307	60.039	64.014		3.975	7	147,706	11
short	25/04/11	16/05/11	21		Vestas Wind Systems	100	4,760	31.030	26.370	36.514	5.484	18	173,808	1,592
long	16/05/11	30/05/11	14		Novozymes	100	5,825	29.835	28.714		-1.121	-4	167,278	-63
short	30/05/11	4/07/11	35		Vestas Wind Systems	100	6,794	24.621	21.469	28.236	3.614	15	191,834	317
long	4/07/11	11/07/11	7		Novozymes	100	6,698	28.637	27.568		-1.069	-4	184,674	-86
short	11/07/11	28/11/11	140		Vestas Wind Systems	100	9,024	20.464	12.195	34.338	13.874	68	309,876	286
long	28/11/11	14/05/12	168		Tryg	100	29,248	10.595	10.532		-0.063	-1	308,046	-1
short	14/05/12	28/05/12	14		Vestas Wind Systems	100	45,260	6.806	6.054	7.651	0.845	12	346,309	2,017
long	28/05/12	4/06/12	7		GN Store Nord	100	4,230	81.862	81.088		-0.774	-1	343,034	-39
short	4/06/12	18/06/12	14		Vestas Wind Systems	100	65,433	5.243	4.749	5.788	0.545	10	378,695	1,218
long	18/06/12	25/06/12	7		GN Store Nord	100	4,303	87.988	86.044		-1.943	-2	370,332	-69
short	25/06/12	16/07/12	21		Vestas Wind Systems	100	76,002	4.873	4.073	5.829	0.957	20	443,049	2,156
long	16/07/12	24/06/13	343		Genmab	100	43,563	10.170	27.717		17.547	173	1,207,437	191
short	24/06/13	1/07/13	7		FLSmidth	100	28,108	42.956	42.254	43.670	0.713	2	1,227,492	136
long	1/07/13	1/09/14	427		Vestas Wind Systems	100	92,527	13.266	38.460		25.193	190	3,558,565	148
short	1/09/14	8/09/14	7		Demant	100	250,646	14.198	14.436	13.959	-0.239	-2	3,498,730	-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	50,477	69.313	74.382		5.070	7	3,754,630	241
short	29/09/14	3/11/14	35		TDC	100	514,648	7.296	7.324	7.267	-0.029	0	3,739,896	-4
long	3/11/14	17/11/14	14		Pandora	100	46,515	80.402	79.679		-0.723	-1	3,706,280	-21
short	17/11/14	24/11/14	7		FLSmidth	100	92,973	39.864	42.445	37.283	-2.581	-6	3,466,312	-97
long	24/11/14	17/08/15	266		Pandora	100	42,891	80.816	116.369		35.552	44	4,991,186	65
short	17/08/15	5/10/15	49		GN Store Nord	100	37,013	134.846	137.951	131.741	-3.105	-2	4,876,263	-16
long	5/10/15	2/11/15	28		Genmab	100	52,514	92.855	99.124		6.268	7	5,205,446	134
short	2/11/15	23/11/15	21		TDC	100	991,665	5.249	5.348	5.151	-0.099	-2	5,107,573	-28
long	23/11/15	8/02/16	77		Genmab	100	41,600	122.777	98.212		-24.565	-20	4,085,677	-65
short	8/02/16	22/02/16	14		TDC	100	908,557	4.497	4.545	4.449	-0.048	-1	4,041,992	-24
long	22/02/16	29/02/16	7		Vestas Wind Systems	100	60,768	66.514	67.682		1.167	2	4,112,926	148
short	29/02/16	4/04/16	35		TDC	100	967,098	4.253	4.765	3.741	-0.512	-12	3,617,721	-74
long	4/04/16	11/04/16	7		Genmab	100	26,634	135.826	137.760		1.934	1	3,669,231	109
short	11/04/16	25/04/16	14		Nordea Bank (DK)	100	406,760	9.021	9.483	8.558	-0.463	-5	3,481,016	-75
long	25/04/16	13/06/16	49		Genmab	100	24,313	143.172	165.613		22.442	16	4,026,641	196
short	13/06/16	11/07/16	28		Jyske Bank	100	109,950	36.622	37.501	35.744	-0.879	-2	3,930,050	-27
long	11/07/16	28/11/16	140		Genmab	100	21,978	178.812	179.329		0.517	0	3,941,420	1
short	28/11/16	19/12/16	21		Novo Nordisk	100	120,384	32.740	36.575	28.905	-3.835	-12	3,479,745	-89
long	19/12/16	26/12/16	7		Møller-Mærsk B	100	214,274	16.240	16.463		0.223	1	3,527,544	104
short	26/12/16	2/01/17	7		Novo Nordisk	100	95,793	36.825	37.315	36.334	-0.491	-1	3,480,551	-50
long	2/01/17	9/10/17	280		Møller-Mærsk B	100	207,188	16.799	18.437		1.638	10	3,819,845	13
short	9/10/17	16/10/17	7		Pandora	100	39,811	95.947	89.880	102.424	6.477	7	4,077,701	2,915
long	16/10/17	29/01/18	105		Ørsted	100	71,052	57.390	54.526		-2.865	-5	3,874,167	-16
short	29/01/18	26/02/18	28		Vestas Wind Systems	100	62,326	62.159	69.473	54.845	-7.314	-12	3,418,308	-80
long	26/02/18	11/06/18	105		TDC	100	444,614	7.688	8.023		0.334	4	3,566,999	16
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	162,858	21.902	19.970	24.022	2.120	10	3,912,212	1,012
long	22/10/18	29/10/18	7		GN Store Nord	100	12,173	321.373	312.489		-8.884	-3	3,804,066	-77
short	29/10/18	4/02/19	98		Danske Bank	100	194,138	19.595	18.933	20.279	0.684	3	3,936,948	14
long	4/02/19	15/07/19	161		Vestas Wind Systems	100	48,300	81.509	87.161		5.651	7	4,209,912	16
short	15/07/19	22/07/19	7		Ambu	100	275,400	15.286	15.024	15.553	0.267	2	4,283,361	146
long	22/07/19	5/08/19	14		Ørsted	100	45,793	93.537	90.594		-2.943	-3	4,148,590	-57
short	5/08/19	2/09/19	28		Ambu	100	294,948	14.065	17.236	10.895	-3.170	-23	3,213,524	-96
long	2/09/19	14/10/19	42		Ørsted	100	33,756	95.197	92.507		-2.690	-3	3,122,727	-22
short	14/10/19	18/10/19	4		FLSmidth	100	93,571	33.373	34.006	32.740	-0.633	-2	3,063,492	-83
accum	10/07/06	18/10/19	4732	days out of 5040 invested (94%)							30,535		3,063,492	56

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	110.51	133.73		23.22	21.01
	short	30/08/10	6/09/10	7	39.58	39.06	40.11	0.53	1.34
	short	25/04/11	16/05/11	21	31.03	26.37	36.51	5.48	17.67
	short	30/05/11	4/07/11	35	24.62	21.47	28.24	3.61	14.68
	short	11/07/11	28/11/11	140	20.46	12.20	34.34	13.87	67.80
	short	14/05/12	28/05/12	14	6.81	6.05	7.65	0.85	12.42
	short	4/06/12	18/06/12	14	5.24	4.75	5.79	0.54	10.40
	short	25/06/12	16/07/12	21	4.87	4.07	5.83	0.96	19.64
	long	1/07/13	1/09/14	427	13.27	38.46		25.19	189.91
	long	22/02/16	29/02/16	7	66.51	67.68		1.17	1.75
	short	29/01/18	26/02/18	28	62.16	69.47	54.85	-7.31	-11.77
	long	4/02/19	15/07/19	161	81.51	87.16		5.65	6.93	1,047.58
Genmab	long	4/09/06	29/10/07	420	47.21	75.29		28.08	59.48
	long	9/02/09	16/02/09	7	54.05	51.07		-2.98	-5.51
	long	16/07/12	24/06/13	343	10.17	27.72		17.55	172.53
	long	5/10/15	2/11/15	28	92.86	99.12		6.27	6.75
	long	23/11/15	8/02/16	77	122.78	98.21		-24.56	-20.01
	long	4/04/16	11/04/16	7	135.83	137.76		1.93	1.42
	long	25/04/16	13/06/16	49	143.17	165.61		22.44	15.67
	long	11/07/16	28/11/16	140	178.81	179.33		0.52	0.29	312.62
GN Store Nord	short	29/10/07	21/04/08	175	92.15	42.36	200.48	108.33	117.55
	long	6/04/09	30/08/10	511	25.47	48.02		22.54	88.51
	long	6/09/10	25/04/11	231	60.04	64.01		3.97	6.62
	long	28/05/12	4/06/12	7	81.86	81.09		-0.77	-0.95
	long	18/06/12	25/06/12	7	87.99	86.04		-1.94	-2.21
	short	17/08/15	5/10/15	49	134.85	137.95	131.74	-3.10	-2.30
	long	22/10/18	29/10/18	7	321.37	312.49		-8.88	-2.76	302.37
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	25.31	9.61	66.65	41.34	163.32
	short	16/02/09	6/04/09	49	8.73	10.56	6.89	-1.84	-21.03
	short	8/10/18	22/10/18	14	21.90	19.97	24.02	2.12	9.68
	short	29/10/18	4/02/19	98	19.59	18.93	20.28	0.68	3.49	136.04
Pandora	long	8/09/14	29/09/14	21	69.31	74.38		5.07	7.31
	long	3/11/14	17/11/14	14	80.40	79.68		-0.72	-0.90
	long	24/11/14	17/08/15	266	80.82	116.37		35.55	43.99
	short	9/10/17	16/10/17	7	95.95	89.88	102.42	6.48	6.75	63.47
Tryg	long	28/11/11	14/05/12	168	10.59	10.53		-0.06	-0.59	-0.59
Demant	short	1/09/14	8/09/14	7	14.20	14.44	13.96	-0.24	-1.68	-1.68
Møller-Mærsk B	short	10/07/06	4/09/06	56	18.17	20.32	16.01	-2.16	-11.86
	long	19/12/16	26/12/16	7	16.24	16.46		0.22	1.37
	long	2/01/17	9/10/17	280	16.80	18.44		1.64	9.75	-1.94
Jyske Bank	short	13/06/16	11/07/16	28	36.62	37.50	35.74	-0.88	-2.40	-2.40
Nordea Bank (DK)	short	11/04/16	25/04/16	14	9.02	9.48	8.56	-0.46	-5.13	-5.13
FLSmidth	short	24/06/13	1/07/13	7	42.96	42.25	43.67	0.71	1.66
	short	17/11/14	24/11/14	7	39.86	42.44	37.28	-2.58	-6.47
	short	14/10/19	18/10/19	4	33.37	34.01	32.74	-0.63	-1.90	-6.72
Novozymes	long	16/05/11	30/05/11	14	29.83	28.71		-1.12	-3.76
	long	4/07/11	11/07/11	7	28.64	27.57		-1.07	-3.73	-7.35
Ørsted	long	16/10/17	29/01/18	105	57.39	54.53		-2.86	-4.99
	long	22/07/19	5/08/19	14	93.54	90.59		-2.94	-3.15
	long	2/09/19	14/10/19	42	95.20	92.51		-2.69	-2.83	-10.58
TDC	short	29/09/14	3/11/14	35	7.30	7.32	7.27	-0.03	-0.39
	short	2/11/15	23/11/15	21	5.25	5.35	5.15	-0.10	-1.88
	short	8/02/16	22/02/16	14	4.50	4.54	4.45	-0.05	-1.07
	short	29/02/16	4/04/16	35	4.25	4.76	3.74	-0.51	-12.04
	long	26/02/18	11/06/18	105	7.69	8.02		0.33	4.35	-11.25
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Novo Nordisk	short	28/11/16	19/12/16	21	32.74	36.58	28.91	-3.84	-11.71
	short	26/12/16	2/01/17	7	36.82	37.32	36.33	-0.49	-1.33	-12.89
Ambu	short	15/07/19	22/07/19	7	15.29	15.02	15.55	0.27	1.74
	short	5/08/19	2/09/19	28	14.07	17.24	10.90	-3.17	-22.54	-21.19

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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