| |
| |
Assessment - OMX Copenhagen 20 in Swiss Franc - 7/01/24 - RS = 16
⇐
| |
|
instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
3/11/24 |
prc diff |
⇓ Δ16 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
OMXC 20 |
347.053 |
8/12/24 |
-2.06 |
376.362 |
-7.79 |
347.102 |
29.259 |
8.43 |
|
25.39 |
| |  |
 |
 |
 |
L |
 |
Ambu |
17.897 |
8/12/24 |
-0.40 |
17.748 |
0.84 |
15.194 |
2.554 |
16.81 |
|
39.33 |
| |  |
 |
 |
 |
L |
 |
Carlsberg B |
104.185 |
8/12/24 |
|
109.696 |
-5.02 |
121.036 |
-11.340 |
-9.37 |
|
-7.91 |
| |  |
 |
 |
 |
|
 |
Coloplast |
114.947 |
8/12/24 |
0.25 |
108.188 |
6.25 |
124.228 |
-16.040 |
-12.91 |
|
3.27 |
| |  |
 |
 |
 |
|
 |
Danske Bank |
25.793 |
8/12/24 |
0.15 |
27.177 |
-5.09 |
26.102 |
1.075 |
4.12 |
|
17.29 |
| |  |
 |
 |
 |
|
 |
Demant |
33.741 |
8/12/24 |
-1.44 |
39.225 |
-13.98 |
46.103 |
-6.878 |
-14.92 |
|
1.13 |
| |  |
 |
 |
 |
L |
 |
DSV |
157.980 |
8/12/24 |
|
148.622 |
6.30 |
137.137 |
11.485 |
8.37 |
|
-1.48 |
| |  |
 |
 |
 |
|
 |
Genmab |
236.678 |
8/12/24 |
0.89 |
225.435 |
4.99 |
276.205 |
-50.770 |
-18.38 |
|
-19.87 |
| |  |
 |
 |
 |
L |
 |
GN Store Nord |
166.711 |
8/12/24 |
-0.98 |
186.387 |
-10.56 |
146.475 |
39.911 |
27.25 |
|
21.19 |
| |  |
 |
 |
 |
|
 |
ISS |
16.337 |
8/12/24 |
0.48 |
15.714 |
3.97 |
15.677 |
0.037 |
0.24 |
|
-1.31 |
| |  |
 |
 |
 |
|
 |
Jyske Bank |
67.455 |
8/12/24 |
0.48 |
71.744 |
-5.98 |
71.381 |
0.363 |
0.51 |
|
7.23 |
| |  |
 |
 |
 |
L |
 |
Møller-Mærsk A |
1,375.096 |
8/12/24 |
1.93 |
1,627.240 |
-15.50 |
1,187.967 |
439.273 |
36.98 |
|
12.71 |
| |  |
 |
 |
 |
L |
 |
Møller-Mærsk B |
1,399.790 |
8/12/24 |
1.99 |
1,671.430 |
-16.25 |
1,226.064 |
445.366 |
36.32 |
|
13.69 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
116.051 |
8/12/24 |
-2.80 |
130.569 |
-11.12 |
115.206 |
15.363 |
13.34 |
|
41.04 |
| |  |
 |
 |
 |
|
 |
Novonesis |
55.784 |
8/12/24 |
0.12 |
54.900 |
1.61 |
51.148 |
3.752 |
7.33 |
|
21.78 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
54.263 |
8/12/24 |
0.63 |
48.869 |
11.04 |
46.734 |
2.136 |
4.57 |
|
-4.24 |
| |  |
 |
 |
 |
|
 |
Pandora |
135.300 |
8/12/24 |
1.56 |
131.141 |
3.17 |
146.855 |
-15.714 |
-10.70 |
|
15.67 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
356.641 |
8/12/24 |
-0.22 |
367.039 |
-2.83 |
275.047 |
91.992 |
33.45 |
|
47.55 |
| |  |
 |
 |
 |
|
 |
Tryg |
19.314 |
8/12/24 |
0.61 |
19.899 |
-2.94 |
18.791 |
1.107 |
5.89 |
|
9.86 |
| |  |
 |
 |
 |
|
 |
Vestas Wind Systems |
19.788 |
8/12/24 |
-7.76 |
21.068 |
-6.08 |
25.098 |
-4.030 |
-16.06 |
|
-7.73 |
OMXC 20 - 19 out of 19 instruments rated - 7/01/24 / 3/11/24 - 13 did rise, Market-Ratio(16) in CHF = 68.42 % |
Stock Exchange Currency: DKK kr Danish krone |
Technical Chart
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 | |
1/02/06 |
7/10/06 |
189 |
|
- cash - |
short |
7/10/06 |
9/04/06 |
56 |
 |
 |
 |
Møller-Mærsk B |
100 |
550 |
|
18.169 |
20.324 |
16.013 |
-2.156 |
-12 |
8,814 |
-56 |
|
long |
9/04/06 |
10/29/07 |
420 |
 |
 |
 |
Genmab |
100 |
186 |
|
47.209 |
75.291 |
|
28.082 |
59 |
14,038 |
50 |
|
short |
10/29/07 |
4/21/08 |
175 |
 |
 |
 |
GN Store Nord |
100 |
152 |
|
92.153 |
42.359 |
200.480 |
108.327 |
118 |
30,503 |
406 |
|
long |
4/21/08 |
7/14/08 |
84 |
 |
 |
 |
Vestas Wind Systems |
100 |
1,380 |
|
22.101 |
26.745 |
|
4.644 |
21 |
36,912 |
129 |
|
short |
7/14/08 |
2/09/09 |
210 |
 |
 |
 |
Danske Bank |
100 |
1,458 |
|
25.312 |
9.613 |
66.653 |
41.340 |
163 |
97,186 |
438 |
|
long |
2/09/09 |
2/16/09 |
7 |
 |
 |
 |
Genmab |
100 |
1,797 |
|
54.054 |
51.073 |
|
-2.981 |
-6 |
91,830 |
-95 |
|
short |
2/16/09 |
4/06/09 |
49 |
 |
 |
 |
Danske Bank |
100 |
10,520 |
|
8.729 |
10.564 |
6.893 |
-1.836 |
-21 |
72,521 |
-83 |
|
long |
4/06/09 |
8/30/10 |
511 |
 |
 |
 |
GN Store Nord |
100 |
2,847 |
|
25.471 |
48.016 |
|
22.545 |
89 |
136,705 |
57 |
|
short |
8/30/10 |
9/06/10 |
7 |
 |
 |
 |
Vestas Wind Systems |
100 |
17,269 |
|
7.916 |
7.811 |
8.022 |
0.106 |
1 |
138,538 |
100 |
|
long |
9/06/10 |
4/25/11 |
231 |
 |
 |
 |
GN Store Nord |
100 |
2,307 |
|
60.039 |
64.014 |
|
3.975 |
7 |
147,707 |
11 |
|
short |
4/25/11 |
5/16/11 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
23,800 |
|
6.206 |
5.274 |
7.303 |
1.097 |
18 |
173,809 |
1,592 |
|
long |
5/16/11 |
5/30/11 |
14 |
 |
 |
 |
Novonesis |
100 |
5,825 |
|
29.835 |
28.714 |
|
-1.121 |
-4 |
167,279 |
-63 |
|
short |
5/30/11 |
7/04/11 |
35 |
 |
 |
 |
Vestas Wind Systems |
100 |
33,970 |
|
4.924 |
4.294 |
5.647 |
0.723 |
15 |
191,835 |
317 |
|
long |
7/04/11 |
7/11/11 |
7 |
 |
 |
 |
Novonesis |
100 |
6,698 |
|
28.637 |
27.568 |
|
-1.069 |
-4 |
184,674 |
-86 |
|
short |
7/11/11 |
11/28/11 |
140 |
 |
 |
 |
Vestas Wind Systems |
100 |
45,121 |
|
4.093 |
2.439 |
6.868 |
2.775 |
68 |
309,881 |
286 |
|
long |
11/28/11 |
5/14/12 |
168 |
 |
 |
 |
Tryg |
100 |
29,248 |
|
10.595 |
10.532 |
|
-0.063 |
-1 |
308,051 |
-1 |
|
short |
5/14/12 |
5/28/12 |
14 |
 |
 |
 |
Vestas Wind Systems |
100 |
226,308 |
|
1.361 |
1.211 |
1.530 |
0.169 |
12 |
346,319 |
2,018 |
|
long |
5/28/12 |
6/04/12 |
7 |
 |
 |
 |
GN Store Nord |
100 |
4,230 |
|
81.862 |
81.088 |
|
-0.774 |
-1 |
343,045 |
-39 |
|
short |
6/04/12 |
6/18/12 |
14 |
 |
 |
 |
Vestas Wind Systems |
100 |
327,176 |
|
1.049 |
0.950 |
1.158 |
0.109 |
10 |
378,707 |
1,218 |
|
long |
6/18/12 |
6/25/12 |
7 |
 |
 |
 |
GN Store Nord |
100 |
4,304 |
|
87.988 |
86.044 |
|
-1.943 |
-2 |
370,342 |
-69 |
|
short |
6/25/12 |
7/16/12 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
380,023 |
|
0.975 |
0.815 |
1.166 |
0.191 |
20 |
443,070 |
2,157 |
|
long |
7/16/12 |
6/24/13 |
343 |
 |
 |
 |
Genmab |
100 |
43,565 |
|
10.170 |
27.717 |
|
17.547 |
173 |
1,207,493 |
191 |
|
short |
6/24/13 |
7/01/13 |
7 |
 |
 |
 |
FLSmidth |
100 |
28,109 |
|
42.956 |
42.254 |
43.670 |
0.713 |
2 |
1,227,548 |
136 |
|
long |
7/01/13 |
9/01/14 |
427 |
 |
 |
 |
Vestas Wind Systems |
100 |
462,656 |
|
2.653 |
7.692 |
|
5.039 |
190 |
3,558,727 |
148 |
|
short |
9/01/14 |
9/08/14 |
7 |
 |
 |
 |
Demant |
100 |
250,658 |
|
14.198 |
14.436 |
13.959 |
-0.239 |
-2 |
3,498,889 |
-59 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
9/08/14 |
9/29/14 |
21 |
 |
 |
 |
Pandora |
100 |
50,479 |
|
69.313 |
74.382 |
|
5.070 |
7 |
3,754,799 |
241 |
|
short |
9/29/14 |
11/03/14 |
35 |
 |
 |
 |
TDC |
100 |
514,671 |
|
7.296 |
7.324 |
7.267 |
-0.029 |
0 |
3,740,065 |
-4 |
|
long |
11/03/14 |
11/17/14 |
14 |
 |
 |
 |
Pandora |
100 |
46,517 |
|
80.402 |
79.679 |
|
-0.723 |
-1 |
3,706,447 |
-21 |
|
short |
11/17/14 |
11/24/14 |
7 |
 |
 |
 |
FLSmidth |
100 |
92,977 |
|
39.864 |
42.445 |
37.283 |
-2.581 |
-6 |
3,466,468 |
-97 |
|
long |
11/24/14 |
8/17/15 |
266 |
 |
 |
 |
Pandora |
100 |
42,893 |
|
80.816 |
116.369 |
|
35.552 |
44 |
4,991,414 |
65 |
|
short |
8/17/15 |
10/05/15 |
49 |
 |
 |
 |
GN Store Nord |
100 |
37,015 |
|
134.846 |
137.951 |
131.741 |
-3.105 |
-2 |
4,876,484 |
-16 |
|
long |
10/05/15 |
11/02/15 |
28 |
 |
 |
 |
Genmab |
100 |
52,516 |
|
92.855 |
99.124 |
|
6.268 |
7 |
5,205,680 |
134 |
|
short |
11/02/15 |
11/23/15 |
21 |
 |
 |
 |
TDC |
100 |
991,710 |
|
5.249 |
5.348 |
5.151 |
-0.099 |
-2 |
5,107,803 |
-28 |
|
long |
11/23/15 |
2/08/16 |
77 |
 |
 |
 |
Genmab |
100 |
41,602 |
|
122.777 |
98.212 |
|
-24.565 |
-20 |
4,085,857 |
-65 |
|
short |
2/08/16 |
2/22/16 |
14 |
 |
 |
 |
TDC |
100 |
908,597 |
|
4.497 |
4.545 |
4.449 |
-0.048 |
-1 |
4,042,171 |
-24 |
|
long |
2/22/16 |
2/29/16 |
7 |
 |
 |
 |
Vestas Wind Systems |
100 |
303,857 |
|
13.303 |
13.536 |
|
0.233 |
2 |
4,113,109 |
148 |
|
short |
2/29/16 |
4/04/16 |
35 |
 |
 |
 |
TDC |
100 |
967,141 |
|
4.253 |
4.765 |
3.741 |
-0.512 |
-12 |
3,617,881 |
-74 |
|
long |
4/04/16 |
4/11/16 |
7 |
 |
 |
 |
Genmab |
100 |
26,636 |
|
135.826 |
137.760 |
|
1.934 |
1 |
3,669,396 |
109 |
|
short |
4/11/16 |
4/25/16 |
14 |
 |
 |
 |
Nordea Bank (DK) |
100 |
406,778 |
|
9.021 |
9.483 |
8.558 |
-0.463 |
-5 |
3,481,172 |
-75 |
|
long |
4/25/16 |
6/13/16 |
49 |
 |
 |
 |
Genmab |
100 |
24,314 |
|
143.172 |
165.613 |
|
22.442 |
16 |
4,026,819 |
196 |
|
short |
6/13/16 |
7/11/16 |
28 |
 |
 |
 |
Jyske Bank |
100 |
109,955 |
|
36.622 |
37.501 |
35.744 |
-0.879 |
-2 |
3,930,224 |
-27 |
|
long |
7/11/16 |
11/28/16 |
140 |
 |
 |
 |
Genmab |
100 |
21,979 |
|
178.812 |
179.329 |
|
0.517 |
0 |
3,941,595 |
1 |
|
short |
11/28/16 |
12/19/16 |
21 |
 |
 |
 |
Novo Nordisk |
100 |
240,779 |
|
16.370 |
18.288 |
14.453 |
-1.918 |
-12 |
3,479,899 |
-89 |
|
long |
12/19/16 |
12/26/16 |
7 |
 |
 |
 |
Møller-Mærsk B |
100 |
214,283 |
|
16.240 |
16.463 |
|
0.223 |
1 |
3,527,699 |
104 |
|
short |
12/26/16 |
1/02/17 |
7 |
 |
 |
 |
Novo Nordisk |
100 |
191,594 |
|
18.412 |
18.658 |
18.167 |
-0.245 |
-1 |
3,480,705 |
-50 |
|
long |
1/02/17 |
10/09/17 |
280 |
 |
 |
 |
Møller-Mærsk B |
100 |
207,197 |
|
16.799 |
18.437 |
|
1.638 |
10 |
3,820,013 |
13 |
|
short |
10/09/17 |
10/16/17 |
7 |
 |
 |
 |
Pandora |
100 |
39,813 |
|
95.947 |
89.880 |
102.424 |
6.477 |
7 |
4,077,883 |
2,915 |
|
long |
10/16/17 |
1/29/18 |
105 |
 |
 |
 |
Ørsted |
100 |
71,055 |
|
57.390 |
54.526 |
|
-2.865 |
-5 |
3,874,340 |
-16 |
|
short |
1/29/18 |
2/26/18 |
28 |
 |
 |
 |
Vestas Wind Systems |
100 |
311,646 |
|
12.432 |
13.895 |
10.969 |
-1.463 |
-12 |
3,418,457 |
-80 |
|
long |
2/26/18 |
6/11/18 |
105 |
 |
 |
 |
TDC |
100 |
444,634 |
|
7.688 |
8.023 |
|
0.334 |
4 |
3,567,155 |
16 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
6/11/18 |
10/08/18 |
119 |
|
- cash - |
short |
10/08/18 |
10/22/18 |
14 |
 |
 |
 |
Danske Bank |
100 |
162,865 |
|
21.902 |
19.970 |
24.022 |
2.120 |
10 |
3,912,383 |
1,012 |
|
long |
10/22/18 |
10/29/18 |
7 |
 |
 |
 |
GN Store Nord |
100 |
12,173 |
|
321.373 |
312.489 |
|
-8.884 |
-3 |
3,804,237 |
-77 |
|
short |
10/29/18 |
2/04/19 |
98 |
 |
 |
 |
Danske Bank |
100 |
194,146 |
|
19.595 |
18.933 |
20.279 |
0.684 |
3 |
3,937,125 |
14 |
|
long |
2/04/19 |
7/15/19 |
161 |
 |
 |
 |
Vestas Wind Systems |
100 |
241,514 |
|
16.302 |
17.432 |
|
1.130 |
7 |
4,210,104 |
16 |
|
short |
7/15/19 |
7/22/19 |
7 |
 |
 |
 |
Ambu |
100 |
275,413 |
|
15.286 |
15.024 |
15.553 |
0.267 |
2 |
4,283,557 |
146 |
|
long |
7/22/19 |
8/05/19 |
14 |
 |
 |
 |
Ørsted |
100 |
45,795 |
|
93.537 |
90.594 |
|
-2.943 |
-3 |
4,148,780 |
-57 |
|
short |
8/05/19 |
9/02/19 |
28 |
 |
 |
 |
Ambu |
100 |
294,961 |
|
14.065 |
17.236 |
10.895 |
-3.170 |
-23 |
3,213,672 |
-96 |
|
long |
9/02/19 |
10/14/19 |
42 |
 |
 |
 |
Ørsted |
100 |
33,758 |
|
95.197 |
92.507 |
|
-2.690 |
-3 |
3,122,870 |
-22 |
|
short |
10/14/19 |
10/28/19 |
14 |
 |
 |
 |
FLSmidth |
100 |
93,575 |
|
33.373 |
36.926 |
29.819 |
-3.554 |
-11 |
2,790,328 |
-95 |
|
long |
10/28/19 |
3/09/20 |
133 |
 |
 |
 |
Genmab |
100 |
13,154 |
|
212.128 |
205.631 |
|
-6.497 |
-3 |
2,704,865 |
-8 |
|
short |
3/09/20 |
6/15/20 |
98 |
 |
 |
 |
ISS |
100 |
184,347 |
|
14.673 |
17.294 |
12.052 |
-2.621 |
-18 |
2,221,678 |
-52 |
|
long |
6/15/20 |
10/04/21 |
476 |
 |
 |
 |
Ambu |
100 |
71,439 |
|
31.099 |
26.362 |
|
-4.737 |
-15 |
1,883,278 |
-12 |
|
short |
10/04/21 |
11/08/21 |
35 |
 |
 |
 |
Ambu |
100 |
71,440 |
|
26.362 |
24.818 |
28.002 |
1.640 |
6 |
2,000,432 |
88 |
|
long |
11/08/21 |
11/15/21 |
7 |
 |
 |
 |
Novo Nordisk |
100 |
38,116 |
|
52.482 |
52.444 |
|
-0.038 |
0 |
1,999,001 |
-4 |
|
short |
11/15/21 |
6/27/22 |
224 |
 |
 |
 |
GN Store Nord |
100 |
4,910 |
|
407.091 |
246.602 |
672.025 |
264.934 |
65 |
3,299,829 |
126 |
|
long |
6/27/22 |
7/04/22 |
7 |
 |
 |
 |
Novo Nordisk |
100 |
61,039 |
|
54.061 |
53.589 |
|
-0.472 |
-1 |
3,271,049 |
-37 |
|
short |
7/04/22 |
8/01/22 |
28 |
 |
 |
 |
Ambu |
100 |
334,814 |
|
9.770 |
10.703 |
8.836 |
-0.933 |
-10 |
2,958,524 |
-73 |
|
long |
8/01/22 |
8/08/22 |
7 |
 |
 |
 |
Novo Nordisk |
100 |
53,305 |
|
55.501 |
49.107 |
|
-6.394 |
-12 |
2,617,704 |
-100 |
|
short |
8/08/22 |
11/14/22 |
98 |
 |
 |
 |
Ambu |
100 |
273,831 |
|
9.560 |
12.831 |
6.288 |
-3.272 |
-34 |
1,721,828 |
-79 |
|
long |
11/14/22 |
11/21/22 |
7 |
 |
 |
 |
Genmab |
100 |
4,317 |
|
398.815 |
418.492 |
|
19.677 |
5 |
1,806,774 |
1,132 |
|
short |
11/21/22 |
12/12/22 |
21 |
 |
 |
 |
GN Store Nord |
100 |
11,159 |
|
161.898 |
159.014 |
164.834 |
2.936 |
2 |
1,839,536 |
37 |
|
long |
12/12/22 |
8/07/23 |
238 |
 |
 |
 |
Genmab |
100 |
4,268 |
|
430.921 |
327.879 |
|
-103.042 |
-24 |
1,399,753 |
-34 |
|
short |
8/07/23 |
12/04/23 |
119 |
 |
 |
 |
Bavarian Nordic |
100 |
70,623 |
|
19.820 |
20.945 |
18.694 |
-1.125 |
-6 |
1,320,272 |
-16 |
|
long |
12/04/23 |
8/12/24 |
252 |
 |
 |
 |
Pandora |
100 |
11,328 |
|
116.548 |
135.300 |
|
18.752 |
16 |
1,532,691 |
24 |
|
accum | 7/10/06 |
8/12/24 | 6814 |
days out of 7122 invested (96%) |
15,227 |
1,532,691 |
31 |
|
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 | 4/21/08 | 7/14/08 | 84 | 22.10 | 26.75 | | 4.64 | 21.01 | | | |
| short | 8/30/10 | 9/06/10 | 7 | 7.92 | 7.81 | 8.02 | 0.11 | 1.34 | | | |
| short | 4/25/11 | 5/16/11 | 21 | 6.21 | 5.27 | 7.30 | 1.10 | 17.67 | | | |
| short | 5/30/11 | 7/04/11 | 35 | 4.92 | 4.29 | 5.65 | 0.72 | 14.68 | | | |
| short | 7/11/11 | 11/28/11 | 140 | 4.09 | 2.44 | 6.87 | 2.77 | 67.80 | | | |
| short | 5/14/12 | 5/28/12 | 14 | 1.36 | 1.21 | 1.53 | 0.17 | 12.42 | | | |
| short | 6/04/12 | 6/18/12 | 14 | 1.05 | 0.95 | 1.16 | 0.11 | 10.40 | | | |
| short | 6/25/12 | 7/16/12 | 21 | 0.97 | 0.81 | 1.17 | 0.19 | 19.64 | | | |
| long | 7/01/13 | 9/01/14 | 427 | 2.65 | 7.69 | | 5.04 | 189.91 | | | |
| long | 2/22/16 | 2/29/16 | 7 | 13.30 | 13.54 | | 0.23 | 1.75 | | | |
| short | 1/29/18 | 2/26/18 | 28 | 12.43 | 13.89 | 10.97 | -1.46 | -11.77 | | | |
| long | 2/04/19 | 7/15/19 | 161 | 16.30 | 17.43 | | 1.13 | 6.93 | | | 1,047.62 |
GN Store Nord | short | 10/29/07 | 4/21/08 | 175 | 92.15 | 42.36 | 200.48 | 108.33 | 117.55 | | | |
| long | 4/06/09 | 8/30/10 | 511 | 25.47 | 48.02 | | 22.54 | 88.51 | | | |
| long | 9/06/10 | 4/25/11 | 231 | 60.04 | 64.01 | | 3.97 | 6.62 | | | |
| long | 5/28/12 | 6/04/12 | 7 | 81.86 | 81.09 | | -0.77 | -0.95 | | | |
| long | 6/18/12 | 6/25/12 | 7 | 87.99 | 86.04 | | -1.94 | -2.21 | | | |
| short | 8/17/15 | 10/05/15 | 49 | 134.85 | 137.95 | 131.74 | -3.10 | -2.30 | | | |
| long | 10/22/18 | 10/29/18 | 7 | 321.37 | 312.49 | | -8.88 | -2.76 | | | |
| short | 11/15/21 | 6/27/22 | 224 | 407.09 | 246.60 | 672.03 | 264.93 | 65.08 | | | |
| short | 11/21/22 | 12/12/22 | 21 | 161.90 | 159.01 | 164.83 | 2.94 | 1.81 | | | 576.27 |
Genmab | long | 9/04/06 | 10/29/07 | 420 | 47.21 | 75.29 | | 28.08 | 59.48 | | | |
| long | 2/09/09 | 2/16/09 | 7 | 54.05 | 51.07 | | -2.98 | -5.51 | | | |
| long | 7/16/12 | 6/24/13 | 343 | 10.17 | 27.72 | | 17.55 | 172.53 | | | |
| long | 10/05/15 | 11/02/15 | 28 | 92.86 | 99.12 | | 6.27 | 6.75 | | | |
| long | 11/23/15 | 2/08/16 | 77 | 122.78 | 98.21 | | -24.56 | -20.01 | | | |
| long | 4/04/16 | 4/11/16 | 7 | 135.83 | 137.76 | | 1.93 | 1.42 | | | |
| long | 4/25/16 | 6/13/16 | 49 | 143.17 | 165.61 | | 22.44 | 15.67 | | | |
| long | 7/11/16 | 11/28/16 | 140 | 178.81 | 179.33 | | 0.52 | 0.29 | | | |
| long | 10/28/19 | 3/09/20 | 133 | 212.13 | 205.63 | | -6.50 | -3.06 | | | |
| long | 11/14/22 | 11/21/22 | 7 | 398.81 | 418.49 | | 19.68 | 4.93 | | | |
| long | 12/12/22 | 8/07/23 | 238 | 430.92 | 327.88 | | -103.04 | -23.91 | | | 219.35 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Danske Bank | short | 7/14/08 | 2/09/09 | 210 | 25.31 | 9.61 | 66.65 | 41.34 | 163.32 | | | |
| short | 2/16/09 | 4/06/09 | 49 | 8.73 | 10.56 | 6.89 | -1.84 | -21.03 | | | |
| short | 10/08/18 | 10/22/18 | 14 | 21.90 | 19.97 | 24.02 | 2.12 | 9.68 | | | |
| short | 10/29/18 | 2/04/19 | 98 | 19.59 | 18.93 | 20.28 | 0.68 | 3.49 | | | 136.04 |
Pandora | long | 9/08/14 | 9/29/14 | 21 | 69.31 | 74.38 | | 5.07 | 7.31 | | | |
| long | 11/03/14 | 11/17/14 | 14 | 80.40 | 79.68 | | -0.72 | -0.90 | | | |
| long | 11/24/14 | 8/17/15 | 266 | 80.82 | 116.37 | | 35.55 | 43.99 | | | |
| short | 10/09/17 | 10/16/17 | 7 | 95.95 | 89.88 | 102.42 | 6.48 | 6.75 | | | |
| long | 12/04/23 | 8/12/24 | 252 | 116.55 | 135.30 | | 18.75 | 16.09 | | | 89.77 |
Tryg | long | 11/28/11 | 5/14/12 | 168 | 10.59 | 10.53 | | -0.06 | -0.59 | | | -0.59 |
Demant | short | 9/01/14 | 9/08/14 | 7 | 14.20 | 14.44 | 13.96 | -0.24 | -1.68 | | | -1.68 |
Møller-Mærsk B | short | 7/10/06 | 9/04/06 | 56 | 18.17 | 20.32 | 16.01 | -2.16 | -11.86 | | | |
| long | 12/19/16 | 12/26/16 | 7 | 16.24 | 16.46 | | 0.22 | 1.37 | | | |
| long | 1/02/17 | 10/09/17 | 280 | 16.80 | 18.44 | | 1.64 | 9.75 | | | -1.94 |
Jyske Bank | short | 6/13/16 | 7/11/16 | 28 | 36.62 | 37.50 | 35.74 | -0.88 | -2.40 | | | -2.40 |
Nordea Bank (DK) | short | 4/11/16 | 4/25/16 | 14 | 9.02 | 9.48 | 8.56 | -0.46 | -5.13 | | | -5.13 |
Bavarian Nordic | short | 8/07/23 | 12/04/23 | 119 | 19.82 | 20.95 | 18.69 | -1.13 | -5.68 | | | -5.68 |
Novonesis | long | 5/16/11 | 5/30/11 | 14 | 29.83 | 28.71 | | -1.12 | -3.76 | | | |
| long | 7/04/11 | 7/11/11 | 7 | 28.64 | 27.57 | | -1.07 | -3.73 | | | -7.35 |
Ørsted | long | 10/16/17 | 1/29/18 | 105 | 57.39 | 54.53 | | -2.86 | -4.99 | | | |
| long | 7/22/19 | 8/05/19 | 14 | 93.54 | 90.59 | | -2.94 | -3.15 | | | |
| long | 9/02/19 | 10/14/19 | 42 | 95.20 | 92.51 | | -2.69 | -2.83 | | | -10.58 |
TDC | short | 9/29/14 | 11/03/14 | 35 | 7.30 | 7.32 | 7.27 | -0.03 | -0.39 | | | |
| short | 11/02/15 | 11/23/15 | 21 | 5.25 | 5.35 | 5.15 | -0.10 | -1.88 | | | |
| short | 2/08/16 | 2/22/16 | 14 | 4.50 | 4.54 | 4.45 | -0.05 | -1.07 | | | |
| short | 2/29/16 | 4/04/16 | 35 | 4.25 | 4.76 | 3.74 | -0.51 | -12.04 | | | |
| long | 2/26/18 | 6/11/18 | 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 |
FLSmidth | short | 6/24/13 | 7/01/13 | 7 | 42.96 | 42.25 | 43.67 | 0.71 | 1.66 | | | |
| short | 11/17/14 | 11/24/14 | 7 | 39.86 | 42.44 | 37.28 | -2.58 | -6.47 | | | |
| short | 10/14/19 | 10/28/19 | 14 | 33.37 | 36.93 | 29.82 | -3.55 | -10.65 | | | -15.05 |
ISS | short | 3/09/20 | 6/15/20 | 98 | 14.67 | 17.29 | 12.05 | -2.62 | -17.86 | | | -17.86 |
Novo Nordisk | short | 11/28/16 | 12/19/16 | 21 | 16.37 | 18.29 | 14.45 | -1.92 | -11.71 | | | |
| short | 12/26/16 | 1/02/17 | 7 | 18.41 | 18.66 | 18.17 | -0.25 | -1.33 | | | |
| long | 11/08/21 | 11/15/21 | 7 | 52.48 | 52.44 | | -0.04 | -0.07 | | | |
| long | 6/27/22 | 7/04/22 | 7 | 54.06 | 53.59 | | -0.47 | -0.87 | | | |
| long | 8/01/22 | 8/08/22 | 7 | 55.50 | 49.11 | | -6.39 | -11.52 | | | -23.65 |
Ambu | short | 7/15/19 | 7/22/19 | 7 | 15.29 | 15.02 | 15.55 | 0.27 | 1.74 | | | |
| short | 8/05/19 | 9/02/19 | 28 | 14.07 | 17.24 | 10.90 | -3.17 | -22.54 | | | |
| long | 6/15/20 | 10/04/21 | 476 | 31.10 | 26.36 | | -4.74 | -15.23 | | | |
| short | 10/04/21 | 11/08/21 | 35 | 26.36 | 24.82 | 28.00 | 1.64 | 6.22 | | | |
| short | 7/04/22 | 8/01/22 | 28 | 9.77 | 10.70 | 8.84 | -0.93 | -9.55 | | | |
| short | 8/08/22 | 11/14/22 | 98 | 9.56 | 12.83 | 6.29 | -3.27 | -34.22 | | | -57.78 |
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) |
|
|