| |
| |
Assessment - OMX Copenhagen 20 in Dollar - 23/01/23 - RS = 16
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
23/01/23 |
⇓ Δwk |
3/10/22 |
prc diff |
⇓ Δ16 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
OMXC 20 |
266.794 |
11:20 |
-0.05 |
273.364 |
-2.40 |
204.429 |
68.935 |
33.72 |
|
14.34 |
| |  |
 |
 |
 |
L |
 |
Danske Bank |
20.844 |
11:19 |
1.67 |
20.282 |
2.77 |
12.337 |
7.945 |
64.40 |
|
29.26 |
| |  |
 |
 |
 |
L |
 |
Novo Nordisk |
137.728 |
11:20 |
0.38 |
141.029 |
-2.34 |
101.942 |
39.087 |
38.34 |
|
27.73 |
| |  |
 |
 |
 |
L |
 |
Jyske Bank |
71.033 |
11:20 |
2.25 |
70.054 |
1.40 |
51.538 |
18.517 |
35.93 |
|
27.88 |
| |  |
 |
 |
 |
L |
 |
Ambu |
14.233 |
11:20 |
-0.57 |
15.257 |
-6.71 |
8.750 |
6.507 |
74.36 |
|
25.17 |
| |  |
 |
 |
 |
L |
 |
Bavarian Nordic |
34.589 |
11:19 |
-1.04 |
35.290 |
-1.99 |
28.846 |
6.444 |
22.34 |
|
21.10 |
| |  |
 |
 |
 |
L |
 |
Vestas Wind Systems |
28.139 |
11:20 |
-2.48 |
29.645 |
-5.08 |
18.612 |
11.032 |
59.28 |
|
20.55 |
| |  |
 |
 |
 |
L |
 |
Pandora |
83.989 |
11:20 |
1.05 |
83.726 |
0.31 |
48.322 |
35.404 |
73.27 |
|
16.69 |
| |  |
 |
 |
 |
|
 |
Genmab |
386.059 |
11:19 |
-0.34 |
397.452 |
-2.87 |
336.689 |
60.763 |
18.05 |
|
12.00 |
| |  |
 |
 |
 |
L |
 |
Carlsberg B |
141.628 |
11:19 |
-0.04 |
143.614 |
-1.38 |
117.255 |
26.360 |
22.48 |
|
11.47 |
| |  |
 |
 |
 |
L |
 |
Christian Hansen |
72.070 |
11:18 |
-1.36 |
73.589 |
-2.06 |
49.785 |
23.804 |
47.81 |
|
10.84 |
| |  |
 |
 |
 |
L |
 |
DSV |
163.816 |
11:19 |
-0.04 |
165.788 |
-1.19 |
120.075 |
45.713 |
38.07 |
|
6.83 |
| |  |
 |
 |
 |
|
 |
Tryg |
22.852 |
11:20 |
-0.79 |
23.714 |
-3.63 |
20.775 |
2.940 |
14.15 |
|
4.58 |
| |  |
 |
 |
 |
L |
 |
Coloplast |
118.695 |
11:18 |
-0.64 |
125.297 |
-5.27 |
102.127 |
23.171 |
22.69 |
|
2.58 |
| |  |
 |
 |
 |
L |
 |
Møller-Mærsk A |
2,071.250 |
11:18 |
0.21 |
2,185.183 |
-5.21 |
1,822.468 |
362.716 |
19.90 |
|
-9.84 |
| |  |
 |
 |
 |
L |
 |
Møller-Mærsk B |
2,104.846 |
11:19 |
-0.14 |
2,231.925 |
-5.69 |
1,884.403 |
347.523 |
18.44 |
|
-10.40 |
| |  |
 |
 |
 |
S |
 |
Novozymes |
50.262 |
11:17 |
-1.21 |
51.737 |
-2.85 |
51.221 |
0.516 |
1.01 |
|
-11.42 |
| |  |
 |
 |
 |
L |
 |
Royal Unibrew |
68.886 |
11:19 |
-0.78 |
70.960 |
-2.92 |
65.243 |
5.718 |
8.76 |
|
-11.17 |
| |  |
 |
 |
 |
|
 |
Ørsted |
87.597 |
11:20 |
0.05 |
88.970 |
-1.54 |
85.549 |
3.421 |
4.00 |
|
-11.57 |
| |  |
 |
 |
 |
L |
 |
Demant |
28.348 |
11:17 |
-1.78 |
28.900 |
-1.91 |
25.005 |
3.895 |
15.58 |
|
-14.99 |
| |  |
 |
 |
 |
L |
 |
GN Store Nord |
194.990 |
11:19 |
-2.23 |
185.320 |
5.22 |
127.842 |
57.478 |
44.96 |
|
-18.25 |
OMXC 20 - 20 out of 20 instruments rated - 23/01/23 / 3/10/22 - 20 did rise, Market-Ratio(16) in USD = 100.00 % |
Stock Exchange Currency: DKK kr Danish krone |
Technical Chart
Transactions OMX Copenhagen 20 in Dollar * 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 |
673 |
|
14.853 |
16.520 |
13.186 |
-1.667 |
-11 |
8,878 |
-54 |
|
long |
4/09/06 |
29/10/07 |
420 |
 |
 |
 |
Genmab |
100 |
231 |
|
38.372 |
64.681 |
|
26.309 |
69 |
14,955 |
57 |
|
short |
29/10/07 |
21/04/08 |
175 |
 |
 |
 |
GN Store Nord |
100 |
188 |
|
79.167 |
41.599 |
150.664 |
71.497 |
90 |
28,397 |
283 |
|
long |
21/04/08 |
14/07/08 |
84 |
 |
 |
 |
Vestas Wind Systems |
100 |
1,308 |
|
21.705 |
26.319 |
|
4.615 |
21 |
34,433 |
131 |
|
short |
14/07/08 |
9/02/09 |
210 |
 |
 |
 |
Danske Bank |
100 |
1,382 |
|
24.909 |
8.278 |
74.956 |
50.046 |
201 |
103,597 |
579 |
|
long |
9/02/09 |
16/02/09 |
7 |
 |
 |
 |
Genmab |
100 |
2,225 |
|
46.547 |
44.000 |
|
-2.547 |
-5 |
97,930 |
-95 |
|
short |
16/02/09 |
6/04/09 |
49 |
 |
 |
 |
Danske Bank |
100 |
13,023 |
|
7.520 |
9.341 |
5.699 |
-1.821 |
-24 |
74,215 |
-87 |
|
long |
6/04/09 |
30/08/10 |
511 |
 |
 |
 |
GN Store Nord |
100 |
3,295 |
|
22.522 |
46.713 |
|
24.191 |
107 |
153,924 |
68 |
|
short |
30/08/10 |
6/09/10 |
7 |
 |
 |
 |
Vestas Wind Systems |
100 |
19,987 |
|
7.701 |
7.684 |
7.719 |
0.017 |
0 |
154,272 |
12 |
|
long |
6/09/10 |
25/04/11 |
231 |
 |
 |
 |
GN Store Nord |
100 |
2,612 |
|
59.059 |
72.228 |
|
13.168 |
22 |
188,668 |
37 |
|
short |
25/04/11 |
16/05/11 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
26,943 |
|
7.002 |
5.907 |
8.301 |
1.299 |
19 |
223,662 |
1,825 |
|
long |
16/05/11 |
30/05/11 |
14 |
 |
 |
 |
Novozymes |
100 |
6,693 |
|
33.414 |
33.818 |
|
0.404 |
1 |
226,365 |
37 |
|
short |
30/05/11 |
4/07/11 |
35 |
 |
 |
 |
Vestas Wind Systems |
100 |
39,031 |
|
5.800 |
5.063 |
6.643 |
0.844 |
15 |
259,289 |
312 |
|
long |
4/07/11 |
11/07/11 |
7 |
 |
 |
 |
Novozymes |
100 |
7,678 |
|
33.767 |
32.934 |
|
-0.833 |
-2 |
252,890 |
-73 |
|
short |
11/07/11 |
28/11/11 |
140 |
 |
 |
 |
Vestas Wind Systems |
100 |
51,721 |
|
4.889 |
2.622 |
9.119 |
4.229 |
86 |
471,621 |
408 |
|
long |
28/11/11 |
14/05/12 |
168 |
 |
 |
 |
Tryg |
100 |
41,412 |
|
11.388 |
11.327 |
|
-0.062 |
-1 |
469,064 |
-1 |
|
short |
14/05/12 |
28/05/12 |
14 |
 |
 |
 |
Vestas Wind Systems |
100 |
320,427 |
|
1.464 |
1.263 |
1.696 |
0.232 |
16 |
543,541 |
4,562 |
|
long |
28/05/12 |
4/06/12 |
7 |
 |
 |
 |
GN Store Nord |
100 |
6,363 |
|
85.412 |
83.849 |
|
-1.564 |
-2 |
533,590 |
-62 |
|
short |
4/06/12 |
18/06/12 |
14 |
 |
 |
 |
Vestas Wind Systems |
100 |
492,150 |
|
1.084 |
1.000 |
1.176 |
0.092 |
8 |
578,720 |
730 |
|
long |
18/06/12 |
25/06/12 |
7 |
 |
 |
 |
GN Store Nord |
100 |
6,249 |
|
92.610 |
90.050 |
|
-2.560 |
-3 |
562,721 |
-77 |
|
short |
25/06/12 |
16/07/12 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
551,748 |
|
1.020 |
0.831 |
1.252 |
0.232 |
23 |
690,624 |
3,416 |
|
long |
16/07/12 |
24/06/13 |
343 |
 |
 |
 |
Genmab |
100 |
66,565 |
|
10.375 |
29.661 |
|
19.286 |
186 |
1,974,377 |
206 |
|
short |
24/06/13 |
1/07/13 |
7 |
 |
 |
 |
FLSmidth |
100 |
42,950 |
|
45.969 |
44.723 |
47.250 |
1.281 |
3 |
2,029,402 |
319 |
|
long |
1/07/13 |
1/09/14 |
427 |
 |
 |
 |
Vestas Wind Systems |
100 |
722,659 |
|
2.808 |
8.369 |
|
5.561 |
198 |
6,048,204 |
154 |
|
short |
1/09/14 |
8/09/14 |
7 |
 |
 |
 |
Demant |
100 |
391,522 |
|
15.448 |
15.431 |
15.465 |
0.017 |
0 |
6,054,980 |
6 |
|
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 |
81,727 |
|
74.087 |
78.203 |
|
4.116 |
6 |
6,391,394 |
156 |
|
short |
29/09/14 |
3/11/14 |
35 |
 |
 |
 |
TDC |
100 |
833,264 |
|
7.670 |
7.587 |
7.755 |
0.085 |
1 |
6,461,963 |
12 |
|
long |
3/11/14 |
17/11/14 |
14 |
 |
 |
 |
Pandora |
100 |
77,591 |
|
83.282 |
82.571 |
|
-0.712 |
-1 |
6,406,750 |
-20 |
|
short |
17/11/14 |
24/11/14 |
7 |
 |
 |
 |
FLSmidth |
100 |
155,087 |
|
41.310 |
43.906 |
38.715 |
-2.596 |
-6 |
6,004,198 |
-97 |
|
long |
24/11/14 |
17/08/15 |
266 |
 |
 |
 |
Pandora |
100 |
71,821 |
|
83.599 |
119.023 |
|
35.424 |
42 |
8,548,366 |
62 |
|
short |
17/08/15 |
5/10/15 |
49 |
 |
 |
 |
GN Store Nord |
100 |
61,980 |
|
137.921 |
141.388 |
134.454 |
-3.467 |
-3 |
8,333,469 |
-17 |
|
long |
5/10/15 |
2/11/15 |
28 |
 |
 |
 |
Genmab |
100 |
87,564 |
|
95.169 |
100.428 |
|
5.259 |
6 |
8,793,926 |
102 |
|
short |
2/11/15 |
23/11/15 |
21 |
 |
 |
 |
TDC |
100 |
1,653,541 |
|
5.318 |
5.249 |
5.389 |
0.071 |
1 |
8,910,603 |
26 |
|
long |
23/11/15 |
8/02/16 |
77 |
 |
 |
 |
Genmab |
100 |
73,948 |
|
120.498 |
99.510 |
|
-20.988 |
-17 |
7,358,611 |
-60 |
|
short |
8/02/16 |
22/02/16 |
14 |
 |
 |
 |
TDC |
100 |
1,615,038 |
|
4.556 |
4.555 |
4.558 |
0.001 |
0 |
7,360,859 |
1 |
|
long |
22/02/16 |
29/02/16 |
7 |
 |
 |
 |
Vestas Wind Systems |
100 |
552,126 |
|
13.332 |
13.555 |
|
0.223 |
2 |
7,484,074 |
138 |
|
short |
29/02/16 |
4/04/16 |
35 |
 |
 |
 |
TDC |
100 |
1,757,350 |
|
4.259 |
4.968 |
3.549 |
-0.709 |
-17 |
6,237,366 |
-85 |
|
long |
4/04/16 |
11/04/16 |
7 |
 |
 |
 |
Genmab |
100 |
44,043 |
|
141.619 |
144.300 |
|
2.681 |
2 |
6,355,448 |
166 |
|
short |
11/04/16 |
25/04/16 |
14 |
 |
 |
 |
Nordea Bank (DK) |
100 |
672,614 |
|
9.449 |
9.728 |
9.169 |
-0.280 |
-3 |
6,167,406 |
-54 |
|
long |
25/04/16 |
13/06/16 |
49 |
 |
 |
 |
Genmab |
100 |
41,991 |
|
146.873 |
171.805 |
|
24.932 |
17 |
7,214,320 |
222 |
|
short |
13/06/16 |
11/07/16 |
28 |
 |
 |
 |
Jyske Bank |
100 |
189,893 |
|
37.991 |
38.164 |
37.819 |
-0.172 |
0 |
7,181,640 |
-6 |
|
long |
11/07/16 |
28/11/16 |
140 |
 |
 |
 |
Genmab |
100 |
39,465 |
|
181.972 |
177.824 |
|
-4.149 |
-2 |
7,017,919 |
-6 |
|
short |
28/11/16 |
19/12/16 |
21 |
 |
 |
 |
Novo Nordisk |
100 |
216,166 |
|
32.465 |
35.614 |
29.317 |
-3.148 |
-10 |
6,337,382 |
-83 |
|
long |
19/12/16 |
26/12/16 |
7 |
 |
 |
 |
Møller-Mærsk B |
100 |
400,778 |
|
15.813 |
16.030 |
|
0.218 |
1 |
6,424,578 |
104 |
|
short |
26/12/16 |
2/01/17 |
7 |
 |
 |
 |
Novo Nordisk |
100 |
179,171 |
|
35.857 |
36.454 |
35.260 |
-0.597 |
-2 |
6,317,555 |
-58 |
|
long |
2/01/17 |
9/10/17 |
280 |
 |
 |
 |
Møller-Mærsk B |
100 |
384,946 |
|
16.412 |
18.917 |
|
2.506 |
15 |
7,282,053 |
20 |
|
short |
9/10/17 |
16/10/17 |
7 |
 |
 |
 |
Pandora |
100 |
73,968 |
|
98.448 |
92.145 |
105.181 |
6.734 |
7 |
7,780,124 |
3,049 |
|
long |
16/10/17 |
29/01/18 |
105 |
 |
 |
 |
Ørsted |
100 |
132,232 |
|
58.837 |
58.179 |
|
-0.658 |
-1 |
7,693,178 |
-4 |
|
short |
29/01/18 |
26/02/18 |
28 |
 |
 |
 |
Vestas Wind Systems |
100 |
579,968 |
|
13.265 |
14.814 |
11.716 |
-1.549 |
-12 |
6,794,733 |
-80 |
|
long |
26/02/18 |
11/06/18 |
105 |
 |
 |
 |
TDC |
100 |
828,936 |
|
8.197 |
8.144 |
|
-0.053 |
-1 |
6,750,562 |
-2 |
|
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 |
305,664 |
|
22.085 |
20.064 |
24.309 |
2.224 |
10 |
7,430,377 |
1,120 |
|
long |
22/10/18 |
29/10/18 |
7 |
 |
 |
 |
GN Store Nord |
100 |
23,011 |
|
322.892 |
312.108 |
|
-10.785 |
-3 |
7,182,214 |
-83 |
|
short |
29/10/18 |
4/02/19 |
98 |
 |
 |
 |
Danske Bank |
100 |
366,987 |
|
19.571 |
18.973 |
20.188 |
0.617 |
3 |
7,408,555 |
12 |
|
long |
4/02/19 |
15/07/19 |
161 |
 |
 |
 |
Vestas Wind Systems |
100 |
453,511 |
|
16.336 |
17.707 |
|
1.371 |
8 |
8,030,440 |
20 |
|
short |
15/07/19 |
22/07/19 |
7 |
 |
 |
 |
Ambu |
100 |
517,166 |
|
15.528 |
15.303 |
15.756 |
0.228 |
1 |
8,148,368 |
114 |
|
long |
22/07/19 |
5/08/19 |
14 |
 |
 |
 |
Ørsted |
100 |
85,527 |
|
95.272 |
93.044 |
|
-2.228 |
-2 |
7,957,773 |
-46 |
|
short |
5/08/19 |
2/09/19 |
28 |
 |
 |
 |
Ambu |
100 |
550,870 |
|
14.446 |
17.409 |
11.483 |
-2.963 |
-21 |
6,325,371 |
-95 |
|
long |
2/09/19 |
14/10/19 |
42 |
 |
 |
 |
Ørsted |
100 |
65,782 |
|
96.155 |
92.790 |
|
-3.365 |
-3 |
6,104,016 |
-27 |
|
short |
14/10/19 |
28/10/19 |
14 |
 |
 |
 |
FLSmidth |
100 |
182,346 |
|
33.475 |
37.099 |
29.850 |
-3.624 |
-11 |
5,443,134 |
-95 |
|
long |
28/10/19 |
9/03/20 |
133 |
 |
 |
 |
Genmab |
100 |
25,540 |
|
213.119 |
222.247 |
|
9.128 |
4 |
5,676,263 |
12 |
|
short |
9/03/20 |
15/06/20 |
98 |
 |
 |
 |
ISS |
100 |
357,936 |
|
15.858 |
18.237 |
13.480 |
-2.379 |
-15 |
4,824,870 |
-45 |
|
long |
15/06/20 |
4/10/21 |
476 |
 |
 |
 |
Ambu |
100 |
147,123 |
|
32.795 |
28.519 |
|
-4.275 |
-13 |
4,195,886 |
-10 |
|
short |
4/10/21 |
8/11/21 |
35 |
 |
 |
 |
Ambu |
100 |
147,123 |
|
28.519 |
27.182 |
29.923 |
1.404 |
5 |
4,402,388 |
65 |
|
long |
8/11/21 |
15/11/21 |
7 |
 |
 |
 |
Novo Nordisk |
100 |
38,294 |
|
114.961 |
113.694 |
|
-1.267 |
-1 |
4,353,850 |
-44 |
|
short |
15/11/21 |
27/06/22 |
224 |
 |
 |
 |
GN Store Nord |
100 |
9,866 |
|
441.266 |
258.322 |
753.773 |
312.506 |
71 |
7,437,036 |
139 |
|
long |
27/06/22 |
4/07/22 |
7 |
 |
 |
 |
Novo Nordisk |
100 |
65,663 |
|
113.260 |
111.514 |
|
-1.746 |
-2 |
7,322,379 |
-56 |
|
short |
4/07/22 |
1/08/22 |
28 |
 |
 |
 |
Ambu |
100 |
720,359 |
|
10.165 |
11.275 |
9.055 |
-1.110 |
-11 |
6,522,707 |
-78 |
|
long |
1/08/22 |
8/08/22 |
7 |
 |
 |
 |
Novo Nordisk |
100 |
55,781 |
|
116.933 |
102.849 |
|
-14.083 |
-12 |
5,737,133 |
-100 |
|
short |
8/08/22 |
14/11/22 |
98 |
 |
 |
 |
Ambu |
100 |
573,101 |
|
10.011 |
13.621 |
6.400 |
-3.610 |
-36 |
3,668,082 |
-81 |
|
long |
14/11/22 |
21/11/22 |
7 |
 |
 |
 |
Genmab |
100 |
8,664 |
|
423.361 |
436.550 |
|
13.189 |
3 |
3,782,354 |
395 |
|
short |
21/11/22 |
12/12/22 |
21 |
 |
 |
 |
GN Store Nord |
100 |
22,396 |
|
168.884 |
169.968 |
167.800 |
-1.084 |
-1 |
3,758,072 |
-11 |
|
long |
12/12/22 |
27/01/23 |
46 |
 |
 |
 |
Genmab |
100 |
8,158 |
|
460.605 |
386.059 |
|
-74.546 |
-16 |
3,149,923 |
-75 |
|
accum | 10/07/06 |
27/01/23 | 5926 |
days out of 6234 invested (95%) |
31,399 |
3,149,923 |
43 |
|
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 | 21.70 | 26.32 | | 4.61 | 21.26 | | | |
| short | 30/08/10 | 6/09/10 | 7 | 7.70 | 7.68 | 7.72 | 0.02 | 0.23 | | | |
| short | 25/04/11 | 16/05/11 | 21 | 7.00 | 5.91 | 8.30 | 1.30 | 18.55 | | | |
| short | 30/05/11 | 4/07/11 | 35 | 5.80 | 5.06 | 6.64 | 0.84 | 14.54 | | | |
| short | 11/07/11 | 28/11/11 | 140 | 4.89 | 2.62 | 9.12 | 4.23 | 86.49 | | | |
| short | 14/05/12 | 28/05/12 | 14 | 1.46 | 1.26 | 1.70 | 0.23 | 15.88 | | | |
| short | 4/06/12 | 18/06/12 | 14 | 1.08 | 1.00 | 1.18 | 0.09 | 8.46 | | | |
| short | 25/06/12 | 16/07/12 | 21 | 1.02 | 0.83 | 1.25 | 0.23 | 22.73 | | | |
| long | 1/07/13 | 1/09/14 | 427 | 2.81 | 8.37 | | 5.56 | 198.03 | | | |
| long | 22/02/16 | 29/02/16 | 7 | 13.33 | 13.55 | | 0.22 | 1.67 | | | |
| short | 29/01/18 | 26/02/18 | 28 | 13.26 | 14.81 | 11.72 | -1.55 | -11.68 | | | |
| long | 4/02/19 | 15/07/19 | 161 | 16.34 | 17.71 | | 1.37 | 8.39 | | | 1,277.17 |
GN Store Nord | short | 29/10/07 | 21/04/08 | 175 | 79.17 | 41.60 | 150.66 | 71.50 | 90.31 | | | |
| long | 6/04/09 | 30/08/10 | 511 | 22.52 | 46.71 | | 24.19 | 107.41 | | | |
| long | 6/09/10 | 25/04/11 | 231 | 59.06 | 72.23 | | 13.17 | 22.30 | | | |
| long | 28/05/12 | 4/06/12 | 7 | 85.41 | 83.85 | | -1.56 | -1.83 | | | |
| long | 18/06/12 | 25/06/12 | 7 | 92.61 | 90.05 | | -2.56 | -2.76 | | | |
| short | 17/08/15 | 5/10/15 | 49 | 137.92 | 141.39 | 134.45 | -3.47 | -2.51 | | | |
| long | 22/10/18 | 29/10/18 | 7 | 322.89 | 312.11 | | -10.78 | -3.34 | | | |
| short | 15/11/21 | 27/06/22 | 224 | 441.27 | 258.32 | 753.77 | 312.51 | 70.82 | | | |
| short | 21/11/22 | 12/12/22 | 21 | 168.88 | 169.97 | 167.80 | -1.08 | -0.64 | | | 636.96 |
Genmab | long | 4/09/06 | 29/10/07 | 420 | 38.37 | 64.68 | | 26.31 | 68.56 | | | |
| long | 9/02/09 | 16/02/09 | 7 | 46.55 | 44.00 | | -2.55 | -5.47 | | | |
| long | 16/07/12 | 24/06/13 | 343 | 10.38 | 29.66 | | 19.29 | 185.88 | | | |
| long | 5/10/15 | 2/11/15 | 28 | 95.17 | 100.43 | | 5.26 | 5.53 | | | |
| long | 23/11/15 | 8/02/16 | 77 | 120.50 | 99.51 | | -20.99 | -17.42 | | | |
| long | 4/04/16 | 11/04/16 | 7 | 141.62 | 144.30 | | 2.68 | 1.89 | | | |
| long | 25/04/16 | 13/06/16 | 49 | 146.87 | 171.80 | | 24.93 | 16.98 | | | |
| long | 11/07/16 | 28/11/16 | 140 | 181.97 | 177.82 | | -4.15 | -2.28 | | | |
| long | 28/10/19 | 9/03/20 | 133 | 213.12 | 222.25 | | 9.13 | 4.28 | | | |
| long | 14/11/22 | 21/11/22 | 7 | 423.36 | 436.55 | | 13.19 | 3.12 | | | |
| long | 12/12/22 | 27/01/23 | 46 | 460.61 | 386.06 | | -74.55 | -16.18 | | | 316.72 |
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 | 24.91 | 8.28 | 74.96 | 50.05 | 200.92 | | | |
| short | 16/02/09 | 6/04/09 | 49 | 7.52 | 9.34 | 5.70 | -1.82 | -24.22 | | | |
| short | 8/10/18 | 22/10/18 | 14 | 22.08 | 20.06 | 24.31 | 2.22 | 10.07 | | | |
| short | 29/10/18 | 4/02/19 | 98 | 19.57 | 18.97 | 20.19 | 0.62 | 3.15 | | | 158.92 |
Pandora | long | 8/09/14 | 29/09/14 | 21 | 74.09 | 78.20 | | 4.12 | 5.56 | | | |
| long | 3/11/14 | 17/11/14 | 14 | 83.28 | 82.57 | | -0.71 | -0.85 | | | |
| long | 24/11/14 | 17/08/15 | 266 | 83.60 | 119.02 | | 35.42 | 42.37 | | | |
| short | 9/10/17 | 16/10/17 | 7 | 98.45 | 92.15 | 105.18 | 6.73 | 6.84 | | | 59.19 |
Møller-Mærsk B | short | 10/07/06 | 4/09/06 | 56 | 14.85 | 16.52 | 13.19 | -1.67 | -11.22 | | | |
| long | 19/12/16 | 26/12/16 | 7 | 15.81 | 16.03 | | 0.22 | 1.38 | | | |
| long | 2/01/17 | 9/10/17 | 280 | 16.41 | 18.92 | | 2.51 | 15.27 | | | 3.74 |
Demant | short | 1/09/14 | 8/09/14 | 7 | 15.45 | 15.43 | 15.47 | 0.02 | 0.11 | | | 0.11 |
Jyske Bank | short | 13/06/16 | 11/07/16 | 28 | 37.99 | 38.16 | 37.82 | -0.17 | -0.45 | | | -0.45 |
Tryg | long | 28/11/11 | 14/05/12 | 168 | 11.39 | 11.33 | | -0.06 | -0.54 | | | -0.54 |
Novozymes | long | 16/05/11 | 30/05/11 | 14 | 33.41 | 33.82 | | 0.40 | 1.21 | | | |
| long | 4/07/11 | 11/07/11 | 7 | 33.77 | 32.93 | | -0.83 | -2.47 | | | -1.29 |
Nordea Bank (DK) | short | 11/04/16 | 25/04/16 | 14 | 9.45 | 9.73 | 9.17 | -0.28 | -2.96 | | | -2.96 |
Ørsted | long | 16/10/17 | 29/01/18 | 105 | 58.84 | 58.18 | | -0.66 | -1.12 | | | |
| long | 22/07/19 | 5/08/19 | 14 | 95.27 | 93.04 | | -2.23 | -2.34 | | | |
| long | 2/09/19 | 14/10/19 | 42 | 96.16 | 92.79 | | -3.36 | -3.50 | | | -6.81 |
FLSmidth | short | 24/06/13 | 1/07/13 | 7 | 45.97 | 44.72 | 47.25 | 1.28 | 2.79 | | | |
| short | 17/11/14 | 24/11/14 | 7 | 41.31 | 43.91 | 38.71 | -2.60 | -6.28 | | | |
| short | 14/10/19 | 28/10/19 | 14 | 33.47 | 37.10 | 29.85 | -3.62 | -10.83 | | | -14.10 |
ISS | short | 9/03/20 | 15/06/20 | 98 | 15.86 | 18.24 | 13.48 | -2.38 | -15.00 | | | -15.00 |
TDC | short | 29/09/14 | 3/11/14 | 35 | 7.67 | 7.59 | 7.76 | 0.08 | 1.10 | | | |
| short | 2/11/15 | 23/11/15 | 21 | 5.32 | 5.25 | 5.39 | 0.07 | 1.33 | | | |
| short | 8/02/16 | 22/02/16 | 14 | 4.56 | 4.55 | 4.56 | 0.00 | 0.03 | | | |
| short | 29/02/16 | 4/04/16 | 35 | 4.26 | 4.97 | 3.55 | -0.71 | -16.66 | | | |
| long | 26/02/18 | 11/06/18 | 105 | 8.20 | 8.14 | | -0.05 | -0.65 | | | -15.15 |
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 | 32.47 | 35.61 | 29.32 | -3.15 | -9.70 | | | |
| short | 26/12/16 | 2/01/17 | 7 | 35.86 | 36.45 | 35.26 | -0.60 | -1.67 | | | |
| long | 8/11/21 | 15/11/21 | 7 | 114.96 | 113.69 | | -1.27 | -1.10 | | | |
| long | 27/06/22 | 4/07/22 | 7 | 113.26 | 111.51 | | -1.75 | -1.54 | | | |
| long | 1/08/22 | 8/08/22 | 7 | 116.93 | 102.85 | | -14.08 | -12.04 | | | -23.95 |
Ambu | short | 15/07/19 | 22/07/19 | 7 | 15.53 | 15.30 | 15.76 | 0.23 | 1.47 | | | |
| short | 5/08/19 | 2/09/19 | 28 | 14.45 | 17.41 | 11.48 | -2.96 | -20.51 | | | |
| long | 15/06/20 | 4/10/21 | 476 | 32.79 | 28.52 | | -4.28 | -13.04 | | | |
| short | 4/10/21 | 8/11/21 | 35 | 28.52 | 27.18 | 29.92 | 1.40 | 4.92 | | | |
| short | 4/07/22 | 1/08/22 | 28 | 10.16 | 11.27 | 9.05 | -1.11 | -10.92 | | | |
| short | 8/08/22 | 14/11/22 | 98 | 10.01 | 13.62 | 6.40 | -3.61 | -36.06 | | | -58.09 |
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) |
|
|