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

Assessment - OMX Copenhagen 20 - 4/15/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	∅-RS
		OMXC 20	2,595.730	Thu	-0.77	2,648.050	-1.98	2,220.070	427.980	19.28	19.27
		Pandora	1,074.500	Thu	-0.37	1,080.000	-0.51	825.600	254.400	30.81	38.64
		Novo Nordisk	862.700	Thu	-0.99	879.200	-1.88	706.900	172.300	24.37	33.51
	L	Rockwool	2,210.000	Thu	0.27	2,242.000	-1.43	1,616.000	626.000	38.74	24.59
		Danske Bank	202.800	Thu	0.35	205.500	-1.31	165.000	40.500	24.55	21.48
		Ambu	109.050	Thu	-1.36	114.350	-4.63	70.600	43.750	61.97	18.07
	L	Jyske Bank	573.500	Thu	0.61	580.000	-1.12	516.200	63.800	12.36	14.09
		Novonesis	382.700	Thu	-0.57	384.900	-0.57	288.500	96.400	33.41	12.77
	L	Coloplast	896.200	Thu	-0.47	914.800	-2.03	726.000	188.800	26.01	11.05
		Demant	311.000	Thu	-0.89	320.400	-2.93	276.600	43.800	15.84	9.41
		GN Store Nord	166.000	Thu	-1.72	170.500	-2.64	115.100	55.400	48.13	9.15
		ISS	126.000	Thu	0.24	127.100	-0.87	104.700	22.400	21.39	1.39
		Vestas Wind Systems	176.700	Thu	0.23	179.600	-1.61	146.140	33.460	22.90	0.29
		Tryg	136.700	Thu	-0.18	138.300	-1.16	136.800	1.500	1.10	-3.51
		Carlsberg B	899.200	Thu	0.49	915.600	-1.79	886.000	29.600	3.34	-3.67
	L	Ørsted	389.400	Thu	3.59	396.400	-1.77	320.000	76.400	23.88	-6.92
		DSV	1,074.000	Thu	-1.92	1,127.000	-4.70	1,253.500	-126.500	-10.09	-7.82
	L	Genmab	1,994.500	Thu	-0.62	2,058.000	-3.09	2,250.000	-192.000	-8.53	-11.75
	S	Møller-Mærsk B	9,374.000	Thu	-2.05	9,684.000	-3.20	12,355.000	-2,671.000	-21.62	-16.97
	S	Møller-Mærsk A	9,145.000	Thu	-2.24	9,505.000	-3.79	12,210.000	-2,705.000	-22.15	-17.18
OMXC 20 - 19 out of 19 instruments rated - 4/15/24 / 10/16/23 - 15 did rise, Market-Ratio(26) = 78.95 %
Stock Exchange Currency: DKK kr Danish krone

Technical Chart

	OMXC 20 RS = 26 - B/S = 60/40

1/06/20	scale up chart	4/15/24

Transactions OMX Copenhagen 20 * 26 - 60/40 (2)

													⇐
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		Tryg	50	67	74.282	64.400	85.680	11.398	15	10,764	10
					GN Store Nord	50	91	55.000	17.600	171.875	116.875	213	21,399	119
100							114						69
long	4/20/09	4/27/09	7		Demant	50	202	52.900	52.400		-0.500	-1	21,298	-39
					GN Store Nord	50	608	17.600	18.300		0.700	4	21,724	664
100							2						119
short	4/27/09	5/11/09	14		Danske Bank	50	195	55.520	83.980	27.060	-28.460	-51	16,174	-100
					FLSmidth	50	59	183.280	192.460	174.100	-9.180	-5	15,633	-74
100							-28						-100
long	5/11/09	6/20/11	770		Demant	50	132	58.800	89.720		30.920	53	19,714	22
					GN Store Nord	50	389	20.200	47.020		26.820	133	30,147	49
100							93						37
short	6/20/11	1/30/12	224		Genmab	50	443	34.000	45.000	23.000	-11.000	-32	25,274	-47
					Vestas Wind Systems	50	577	26.100	12.390	54.981	28.881	111	41,938	237
100							39						71
long	1/30/12	10/20/14	994		Novo Nordisk	50	286	73.150	130.400		57.250	78	58,312	24
					GN Store Nord	50	366	57.300	131.400		74.100	129	85,432	36
100							104						30
short	10/20/14	11/03/14	14		Demant	50	510	83.600	88.380	78.820	-4.780	-6	82,994	-78
					TDC	50	999	42.800	45.210	40.390	-2.410	-6	80,587	-78
100							-6						-78
long	11/03/14	10/12/15	343		Tryg	50	317	127.000	124.000		-3.000	-2	79,636	-3
					Pandora	50	81	496.300	808.500		312.200	63	104,924	68
100							30						32
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/12/15	3/07/16	147		Tryg	50	423	124.000	126.800	121.200	-2.800	-2	103,740	-6
					TDC	50	1,474	35.580	30.510	41.493	5.913	17	112,455	46
100							7						19
long	3/07/16	5/09/16	63		Genmab	50	68	821.000	987.500		166.500	20	123,777	191
					Vestas Wind Systems	50	619	91.480	90.080		-1.400	-2	122,910	-9
100							9						67
short	5/09/16	7/11/16	63		Jyske Bank	50	240	256.000	256.700	255.300	-0.700	0	122,742	-2
					Nordea Bank (DK)	50	1,010	60.850	55.800	66.357	5.507	9	128,304	65
100							4						28
long	7/11/16	12/04/17	511		Genmab	50	52	1,224.000	1,195.000		-29.000	-2	126,796	-2
					Carlsberg B	50	100	645.000	732.000		87.000	13	135,496	9
100							6						4
short	12/04/17	7/30/18	238		Vestas Wind Systems	50	915	74.040	81.460	66.620	-7.420	-10	128,707	-15
					Pandora	50	108	622.500	450.900	859.406	236.906	38	154,293	64
100							14						22
long	7/30/18	11/26/18	119		Demant	50	244	315.000	196.500		-118.500	-38	125,379	-76
					Ambu	50	301	256.800	137.600		-119.200	-46	89,499	-85
100							-42						-81
short	11/26/18	4/29/19	154		Danske Bank	50	328	136.150	130.550	141.990	5.840	4	91,415	10
					Pandora	50	123	362.100	285.600	459.091	96.991	27	103,345	76
100							16						41
long	4/29/19	9/09/19	133		Tryg	50	253	204.000	205.600		1.600	1	103,750	2
					Vestas Wind Systems	50	427	121.120	104.800		-16.320	-13	96,781	-33
100							-6						-16
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/09/19	12/16/19	98		Lundbeck B	50	1,040	46.520	52.880	40.160	-6.360	-14	90,167	-42
					Jyske Bank	50	235	205.300	226.800	183.800	-21.500	-10	85,114	-34
100							-12						-38
long	12/16/19	3/16/20	91		DSV	50	55	766.400	569.400		-197.000	-26	74,279	-70
					Vestas Wind Systems	50	311	137.800	106.800		-31.000	-22	64,638	-64
100							-24						-67
short	3/16/20	6/08/20	84		FLSmidth	50	197	163.250	213.200	113.300	-49.950	-31	54,798	-80
					ISS	50	355	91.260	128.050	54.470	-36.790	-40	41,738	-89
100							-35						-85
long	6/08/20	11/29/21	539		Pandora	50	58	354.900	843.000		488.100	138	70,047	80
					Ambu	50	98	215.600	191.000		-24.600	-11	67,637	-8
100							62						39
short	11/29/21	3/20/23	476		GN Store Nord	50	87	385.600	143.600	1,035.427	649.827	169	124,172	113
					Ambu	50	178	191.000	102.350	356.434	165.434	87	153,619	61
100							127						88
long	3/20/23	8/21/23	154		Danske Bank	50	547	140.200	160.200		20.000	14	164,559	37
					Ambu	50	751	102.350	91.180		-11.170	-11	156,170	-24
100							2						4
short	8/21/23	2/19/24	182		Tryg	50	609	128.200	144.600	111.800	-16.400	-13	146,183	-24
					Bavarian Nordic	50	556	140.350	167.700	113.000	-27.350	-19	130,976	-35
100							-16						-30
long	2/19/24	4/18/24	59		Novo Nordisk	50	76	858.000	862.700		4.700	1	131,333	3
					Pandora	50	57	1,144.500	1,074.500		-70.000	-6	127,343	-32
100							-3						-16
accum	11/05/07	4/18/24	6010	days out of 6682 invested (90%)							1,173		127,343	17

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
GN Store Nord	short	11/05/07	4/20/09	532	55.00	17.60	171.88	116.88	212.50	50	106.25
	long	4/20/09	4/27/09	7	17.60	18.30		0.70	3.98		1.99
	long	5/11/09	6/20/11	770	20.20	47.02		26.82	132.77		66.39
	long	1/30/12	10/20/14	994	57.30	131.40		74.10	129.32		64.66
	short	11/29/21	3/20/23	476	385.60	143.60	1,035.43	649.83	168.52		84.26	961.90
Pandora	long	11/03/14	10/12/15	343	496.30	808.50		312.20	62.91		31.45
	short	12/04/17	7/30/18	238	622.50	450.90	859.41	236.91	38.06		19.03
	short	11/26/18	4/29/19	154	362.10	285.60	459.09	96.99	26.79		13.39
	long	6/08/20	11/29/21	539	354.90	843.00		488.10	137.53		68.77
	long	2/19/24	4/18/24	59	1,144.50	1,074.50		-70.00	-6.12		-3.06	190.27
Novo Nordisk	long	1/30/12	10/20/14	994	73.15	130.40		57.25	78.26		39.13
	long	2/19/24	4/18/24	59	858.00	862.70		4.70	0.55		0.27	39.51
Vestas Wind Systems	short	6/20/11	1/30/12	224	26.10	12.39	54.98	28.88	110.65		55.33
	long	3/07/16	5/09/16	63	91.48	90.08		-1.40	-1.53		-0.77
	short	12/04/17	7/30/18	238	74.04	81.46	66.62	-7.42	-10.02		-5.01
	long	4/29/19	9/09/19	133	121.12	104.80		-16.32	-13.47		-6.74
	long	12/16/19	3/16/20	91	137.80	106.80		-31.00	-22.50		-11.25	21.19
Carlsberg B	long	7/11/16	12/04/17	511	645.00	732.00		87.00	13.49		6.74	6.74
TDC	short	10/20/14	11/03/14	14	42.80	45.21	40.39	-2.41	-5.63		-2.82
	short	10/12/15	3/07/16	147	35.58	30.51	41.49	5.91	16.62		8.31	5.26
Nordea Bank (DK)	short	5/09/16	7/11/16	63	60.85	55.80	66.36	5.51	9.05		4.53	4.53
Demant	long	4/20/09	4/27/09	7	52.90	52.40		-0.50	-0.95		-0.47
	long	5/11/09	6/20/11	770	58.80	89.72		30.92	52.59		26.29
	short	10/20/14	11/03/14	14	83.60	88.38	78.82	-4.78	-5.72		-2.86
	long	7/30/18	11/26/18	119	315.00	196.50		-118.50	-37.62		-18.81	-0.86
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Tryg	short	11/05/07	4/20/09	532	74.28	64.40	85.68	11.40	15.34		7.67
	long	11/03/14	10/12/15	343	127.00	124.00		-3.00	-2.36		-1.18
	short	10/12/15	3/07/16	147	124.00	126.80	121.20	-2.80	-2.26		-1.13
	long	4/29/19	9/09/19	133	204.00	205.60		1.60	0.78		0.39
	short	8/21/23	2/19/24	182	128.20	144.60	111.80	-16.40	-12.79		-6.40	-1.14
Ambu	long	7/30/18	11/26/18	119	256.80	137.60		-119.20	-46.42		-23.21
	long	6/08/20	11/29/21	539	215.60	191.00		-24.60	-11.41		-5.71
	short	11/29/21	3/20/23	476	191.00	102.35	356.43	165.43	86.61		43.31
	long	3/20/23	8/21/23	154	102.35	91.18		-11.17	-10.91		-5.46	-1.89
Jyske Bank	short	5/09/16	7/11/16	63	256.00	256.70	255.30	-0.70	-0.27		-0.14
	short	9/09/19	12/16/19	98	205.30	226.80	183.80	-21.50	-10.47		-5.24	-5.37
Lundbeck B	short	9/09/19	12/16/19	98	46.52	52.88	40.16	-6.36	-13.67		-6.84	-6.84
Genmab	short	6/20/11	1/30/12	224	34.00	45.00	23.00	-11.00	-32.35		-16.18
	long	3/07/16	5/09/16	63	821.00	987.50		166.50	20.28		10.14
	long	7/11/16	12/04/17	511	1,224.00	1,195.00		-29.00	-2.37		-1.18	-8.77
Bavarian Nordic	short	8/21/23	2/19/24	182	140.35	167.70	113.00	-27.35	-19.49		-9.74	-9.74
DSV	long	12/16/19	3/16/20	91	766.40	569.40		-197.00	-25.70		-12.85	-12.85
FLSmidth	short	4/27/09	5/11/09	14	183.28	192.46	174.10	-9.18	-5.01		-2.50
	short	3/16/20	6/08/20	84	163.25	213.20	113.30	-49.95	-30.60		-15.30	-17.42
Danske Bank	short	4/27/09	5/11/09	14	55.52	83.98	27.06	-28.46	-51.26		-25.63
	short	11/26/18	4/29/19	154	136.15	130.55	141.99	5.84	4.29		2.14
	long	3/20/23	8/21/23	154	140.20	160.20		20.00	14.27		7.13	-18.62
ISS	short	3/16/20	6/08/20	84	91.26	128.05	54.47	-36.79	-40.31		-20.16	-20.16

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)


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