| |
| |
Assessment - OMX Copenhagen 20 - 4/22/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
10/23/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
|
|
OMXC 20 |
2,594.120 |
Thu |
-1.62 |
2,635.670 |
-1.58 |
2,132.500 |
503.170 |
23.60 |
|
18.23 |
| | |
|
|
|
|
|
Pandora |
1,078.000 |
Thu |
-1.55 |
1,103.000 |
-2.27 |
797.600 |
305.400 |
38.29 |
|
40.13 |
| | |
|
|
|
|
|
Novo Nordisk |
866.800 |
Thu |
-1.35 |
875.300 |
-0.97 |
682.200 |
193.100 |
28.31 |
|
31.94 |
| | |
|
|
|
L |
|
Rockwool |
2,250.000 |
Thu |
-2.17 |
2,270.000 |
-0.88 |
1,540.000 |
730.000 |
47.40 |
|
25.43 |
| | |
|
|
|
|
|
Danske Bank |
202.600 |
Thu |
-1.07 |
205.300 |
-1.32 |
158.700 |
46.600 |
29.36 |
|
20.59 |
| | |
|
|
|
L |
|
GN Store Nord |
179.000 |
Thu |
-4.71 |
182.000 |
-1.65 |
111.000 |
71.000 |
63.96 |
|
16.29 |
| | |
|
|
|
|
|
Ambu |
107.750 |
Thu |
-4.90 |
110.000 |
-2.05 |
67.940 |
42.060 |
61.91 |
|
13.26 |
| | |
|
|
|
|
|
Novonesis |
384.700 |
Thu |
-0.82 |
385.000 |
-0.08 |
279.100 |
105.900 |
37.94 |
|
12.63 |
| | |
|
|
|
L |
|
Jyske Bank |
561.500 |
Thu |
-1.84 |
572.500 |
-1.92 |
499.200 |
73.300 |
14.68 |
|
12.34 |
| | |
|
|
|
L |
|
Coloplast |
864.200 |
Thu |
-6.27 |
900.800 |
-4.06 |
726.000 |
174.800 |
24.08 |
|
9.41 |
| | |
|
|
|
|
|
Demant |
316.200 |
Thu |
-1.43 |
319.800 |
-1.13 |
261.500 |
58.300 |
22.29 |
|
8.80 |
| | |
|
|
|
|
|
ISS |
126.700 |
Thu |
-3.28 |
129.100 |
-1.86 |
99.620 |
29.480 |
29.59 |
|
3.21 |
| | |
|
|
|
|
|
Vestas Wind Systems |
177.600 |
Thu |
-1.93 |
182.700 |
-2.79 |
141.920 |
40.780 |
28.73 |
|
2.16 |
| | |
|
|
|
L |
|
Carlsberg B |
948.200 |
Thu |
0.53 |
944.600 |
0.38 |
866.800 |
77.800 |
8.98 |
|
-0.30 |
| | |
|
|
|
|
|
Tryg |
136.500 |
Thu |
-0.44 |
137.500 |
-0.73 |
134.100 |
3.400 |
2.54 |
|
-3.92 |
| | |
|
|
|
L |
|
Ørsted |
380.000 |
Thu |
-0.58 |
379.600 |
0.11 |
323.800 |
55.800 |
17.23 |
|
-10.24 |
| | |
|
|
|
|
|
DSV |
988.000 |
Thu |
-3.09 |
1,081.000 |
-8.60 |
1,117.000 |
-36.000 |
-3.22 |
|
-11.35 |
| | |
|
|
|
L |
|
Genmab |
1,915.500 |
Thu |
-2.87 |
2,030.000 |
-5.64 |
2,073.000 |
-43.000 |
-2.07 |
|
-12.40 |
| | |
|
|
|
S |
|
Møller-Mærsk B |
9,730.000 |
Thu |
-1.28 |
9,656.000 |
0.77 |
11,680.000 |
-2,024.000 |
-17.33 |
|
-16.63 |
| | |
|
|
|
S |
|
Møller-Mærsk A |
9,530.000 |
Thu |
-1.35 |
9,470.000 |
0.63 |
11,470.000 |
-2,000.000 |
-17.44 |
|
-16.92 |
OMXC 20 - 19 out of 19 instruments rated - 4/22/24 / 10/23/23 - 15 did rise, Market-Ratio(26) = 78.95 % |
Stock Exchange Currency: DKK kr Danish krone |
Technical Chart
Transactions OMX Copenhagen 20 * 26 - 60/40 (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 |
11/05/07 |
672 |
|
- cash - |
short |
11/05/07 |
4/20/09 |
532 |
|
|
|
GN Store Nord |
100 |
181 |
|
55.000 |
17.600 |
171.875 |
116.875 |
213 |
31,154 |
119 |
|
long |
4/20/09 |
4/27/09 |
7 |
|
|
|
Demant |
100 |
588 |
|
52.900 |
52.400 |
|
-0.500 |
-1 |
30,860 |
-39 |
|
short |
4/27/09 |
5/11/09 |
14 |
|
|
|
Danske Bank |
100 |
555 |
|
55.520 |
83.980 |
27.060 |
-28.460 |
-51 |
15,065 |
-100 |
|
long |
5/11/09 |
6/20/11 |
770 |
|
|
|
Demant |
100 |
256 |
|
58.800 |
89.720 |
|
30.920 |
53 |
22,981 |
22 |
|
short |
6/20/11 |
1/30/12 |
224 |
|
|
|
Genmab |
100 |
675 |
|
34.000 |
45.000 |
23.000 |
-11.000 |
-32 |
15,556 |
-47 |
|
long |
1/30/12 |
10/20/14 |
994 |
|
|
|
GN Store Nord |
100 |
271 |
|
57.300 |
131.400 |
|
74.100 |
129 |
35,637 |
36 |
|
short |
10/20/14 |
11/03/14 |
14 |
|
|
|
TDC |
100 |
832 |
|
42.800 |
45.210 |
40.390 |
-2.410 |
-6 |
33,632 |
-78 |
|
long |
11/03/14 |
10/12/15 |
343 |
|
|
|
Pandora |
100 |
67 |
|
496.300 |
808.500 |
|
312.200 |
63 |
54,549 |
68 |
|
short |
10/12/15 |
3/07/16 |
147 |
|
|
|
TDC |
100 |
1,533 |
|
35.580 |
30.510 |
41.493 |
5.913 |
17 |
63,613 |
46 |
|
long |
3/07/16 |
5/09/16 |
63 |
|
|
|
Genmab |
100 |
77 |
|
821.000 |
987.500 |
|
166.500 |
20 |
76,433 |
191 |
|
short |
5/09/16 |
7/11/16 |
63 |
|
|
|
Jyske Bank |
100 |
298 |
|
256.000 |
256.700 |
255.300 |
-0.700 |
0 |
76,225 |
-2 |
|
long |
7/11/16 |
12/04/17 |
511 |
|
|
|
Genmab |
100 |
62 |
|
1,224.000 |
1,195.000 |
|
-29.000 |
-2 |
74,427 |
-2 |
|
short |
12/04/17 |
7/30/18 |
238 |
|
|
|
Vestas Wind Systems |
100 |
1,005 |
|
74.040 |
81.460 |
66.620 |
-7.420 |
-10 |
66,970 |
-15 |
|
long |
7/30/18 |
11/26/18 |
119 |
|
|
|
Ambu |
100 |
260 |
|
256.800 |
137.600 |
|
-119.200 |
-46 |
35,978 |
-85 |
|
short |
11/26/18 |
4/29/19 |
154 |
|
|
|
Danske Bank |
100 |
264 |
|
136.150 |
130.550 |
141.990 |
5.840 |
4 |
37,519 |
10 |
|
long |
4/29/19 |
9/09/19 |
133 |
|
|
|
Vestas Wind Systems |
100 |
309 |
|
121.120 |
104.800 |
|
-16.320 |
-13 |
32,477 |
-33 |
|
short |
9/09/19 |
12/16/19 |
98 |
|
|
|
Lundbeck B |
100 |
698 |
|
46.520 |
52.880 |
40.160 |
-6.360 |
-14 |
28,037 |
-42 |
|
long |
12/16/19 |
3/16/20 |
91 |
|
|
|
DSV |
100 |
36 |
|
766.400 |
569.400 |
|
-197.000 |
-26 |
20,945 |
-70 |
|
short |
3/16/20 |
6/08/20 |
84 |
|
|
|
ISS |
100 |
229 |
|
91.260 |
128.050 |
54.470 |
-36.790 |
-40 |
12,520 |
-89 |
|
long |
6/08/20 |
11/29/21 |
539 |
|
|
|
Ambu |
100 |
58 |
|
215.600 |
191.000 |
|
-24.600 |
-11 |
11,094 |
-8 |
|
short |
11/29/21 |
3/20/23 |
476 |
|
|
|
GN Store Nord |
100 |
28 |
|
385.600 |
143.600 |
1,035.427 |
649.827 |
169 |
29,289 |
113 |
|
long |
3/20/23 |
8/21/23 |
154 |
|
|
|
Danske Bank |
100 |
208 |
|
140.200 |
160.200 |
|
20.000 |
14 |
33,449 |
37 |
|
short |
8/21/23 |
2/19/24 |
182 |
|
|
|
Bavarian Nordic |
100 |
238 |
|
140.350 |
167.700 |
113.000 |
-27.350 |
-19 |
26,939 |
-35 |
|
long |
2/19/24 |
4/25/24 |
66 |
|
|
|
Pandora |
100 |
23 |
|
1,144.500 |
1,078.000 |
|
-66.500 |
-6 |
25,410 |
-28 |
|
accum | 11/05/07 |
4/25/24 | 6017 |
days out of 6689 invested (90%) |
154 |
25,410 |
6 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
GN Store Nord | short | 11/05/07 | 4/20/09 | 532 | 55.00 | 17.60 | 171.88 | 116.88 | 212.50 | | | |
| long | 1/30/12 | 10/20/14 | 994 | 57.30 | 131.40 | | 74.10 | 129.32 | | | |
| short | 11/29/21 | 3/20/23 | 476 | 385.60 | 143.60 | 1,035.43 | 649.83 | 168.52 | | | 1,824.30 |
Pandora | long | 11/03/14 | 10/12/15 | 343 | 496.30 | 808.50 | | 312.20 | 62.91 | | | |
| long | 2/19/24 | 4/25/24 | 66 | 1,144.50 | 1,078.00 | | -66.50 | -5.81 | | | 53.44 |
Demant | long | 4/20/09 | 4/27/09 | 7 | 52.90 | 52.40 | | -0.50 | -0.95 | | | |
| long | 5/11/09 | 6/20/11 | 770 | 58.80 | 89.72 | | 30.92 | 52.59 | | | 51.14 |
TDC | short | 10/20/14 | 11/03/14 | 14 | 42.80 | 45.21 | 40.39 | -2.41 | -5.63 | | | |
| short | 10/12/15 | 3/07/16 | 147 | 35.58 | 30.51 | 41.49 | 5.91 | 16.62 | | | 10.05 |
Jyske Bank | short | 5/09/16 | 7/11/16 | 63 | 256.00 | 256.70 | 255.30 | -0.70 | -0.27 | | | -0.27 |
Lundbeck B | short | 9/09/19 | 12/16/19 | 98 | 46.52 | 52.88 | 40.16 | -6.36 | -13.67 | | | -13.67 |
Bavarian Nordic | short | 8/21/23 | 2/19/24 | 182 | 140.35 | 167.70 | 113.00 | -27.35 | -19.49 | | | -19.49 |
Genmab | short | 6/20/11 | 1/30/12 | 224 | 34.00 | 45.00 | 23.00 | -11.00 | -32.35 | | | |
| long | 3/07/16 | 5/09/16 | 63 | 821.00 | 987.50 | | 166.50 | 20.28 | | | |
| long | 7/11/16 | 12/04/17 | 511 | 1,224.00 | 1,195.00 | | -29.00 | -2.37 | | | -20.56 |
Vestas Wind Systems | short | 12/04/17 | 7/30/18 | 238 | 74.04 | 81.46 | 66.62 | -7.42 | -10.02 | | | |
| long | 4/29/19 | 9/09/19 | 133 | 121.12 | 104.80 | | -16.32 | -13.47 | | | -22.15 |
DSV | long | 12/16/19 | 3/16/20 | 91 | 766.40 | 569.40 | | -197.00 | -25.70 | | | -25.70 |
ISS | short | 3/16/20 | 6/08/20 | 84 | 91.26 | 128.05 | 54.47 | -36.79 | -40.31 | | | -40.31 |
Danske Bank | short | 4/27/09 | 5/11/09 | 14 | 55.52 | 83.98 | 27.06 | -28.46 | -51.26 | | | |
| short | 11/26/18 | 4/29/19 | 154 | 136.15 | 130.55 | 141.99 | 5.84 | 4.29 | | | |
| long | 3/20/23 | 8/21/23 | 154 | 140.20 | 160.20 | | 20.00 | 14.27 | | | -41.92 |
Ambu | long | 7/30/18 | 11/26/18 | 119 | 256.80 | 137.60 | | -119.20 | -46.42 | | | |
| long | 6/08/20 | 11/29/21 | 539 | 215.60 | 191.00 | | -24.60 | -11.41 | | | -52.53 |
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) |
|
|