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

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

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

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

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)


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