| |
| |
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 |
 |
Rockwool |
356.641 |
8/12/24 |
-0.22 |
367.039 |
-2.83 |
275.047 |
91.992 |
33.45 |
|
47.55 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
116.051 |
8/12/24 |
-2.80 |
130.569 |
-11.12 |
115.206 |
15.363 |
13.34 |
|
41.04 |
| |  |
 |
 |
 |
L |
 |
Ambu |
17.897 |
8/12/24 |
-0.40 |
17.748 |
0.84 |
15.194 |
2.554 |
16.81 |
|
39.33 |
| |  |
 |
 |
 |
L |
 |
GN Store Nord |
166.711 |
8/12/24 |
-0.98 |
186.387 |
-10.56 |
146.475 |
39.911 |
27.25 |
|
21.19 |
| |  |
 |
 |
 |
|
 |
Pandora |
135.300 |
8/12/24 |
1.56 |
131.141 |
3.17 |
146.855 |
-15.714 |
-10.70 |
|
15.67 |
| |  |
 |
 |
 |
|
 |
Novonesis |
55.784 |
8/12/24 |
0.12 |
54.900 |
1.61 |
51.148 |
3.752 |
7.33 |
|
21.78 |
| |  |
 |
 |
 |
|
 |
Danske Bank |
25.793 |
8/12/24 |
0.15 |
27.177 |
-5.09 |
26.102 |
1.075 |
4.12 |
|
17.29 |
| |  |
 |
 |
 |
|
 |
Jyske Bank |
67.455 |
8/12/24 |
0.48 |
71.744 |
-5.98 |
71.381 |
0.363 |
0.51 |
|
7.23 |
| |  |
 |
 |
 |
|
 |
Demant |
33.741 |
8/12/24 |
-1.44 |
39.225 |
-13.98 |
46.103 |
-6.878 |
-14.92 |
|
1.13 |
| |  |
 |
 |
 |
|
 |
Tryg |
19.314 |
8/12/24 |
0.61 |
19.899 |
-2.94 |
18.791 |
1.107 |
5.89 |
|
9.86 |
| |  |
 |
 |
 |
|
 |
Coloplast |
114.947 |
8/12/24 |
0.25 |
108.188 |
6.25 |
124.228 |
-16.040 |
-12.91 |
|
3.27 |
| |  |
 |
 |
 |
|
 |
ISS |
16.337 |
8/12/24 |
0.48 |
15.714 |
3.97 |
15.677 |
0.037 |
0.24 |
|
-1.31 |
| |  |
 |
 |
 |
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 |
| |  |
 |
 |
 |
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 |
 |
Carlsberg B |
104.185 |
8/12/24 |
|
109.696 |
-5.02 |
121.036 |
-11.340 |
-9.37 |
|
-7.91 |
| |  |
 |
 |
 |
|
 |
Vestas Wind Systems |
19.788 |
8/12/24 |
-7.76 |
21.068 |
-6.08 |
25.098 |
-4.030 |
-16.06 |
|
-7.73 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
54.263 |
8/12/24 |
0.63 |
48.869 |
11.04 |
46.734 |
2.136 |
4.57 |
|
-4.24 |
| |  |
 |
 |
 |
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 |
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 * S16 - 43/53 (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 |
9/11/06 |
63 |
 |
 |
 |
Møller-Mærsk B |
100 |
550 |
|
18.169 |
19.852 |
16.485 |
-1.683 |
-9 |
9,074 |
-43 |
|
9/11/06 |
10/29/07 |
413 |
|
- cash - |
|
10/29/07 |
4/28/08 |
182 |
 |
 |
 |
GN Store Nord |
100 |
98 |
|
92.153 |
43.328 |
195.997 |
103.845 |
113 |
19,251 |
354 |
|
4/28/08 |
7/14/08 |
77 |
|
- cash - |
|
7/14/08 |
4/13/09 |
273 |
 |
 |
 |
Danske Bank |
100 |
760 |
|
25.312 |
10.020 |
63.941 |
38.628 |
153 |
48,608 |
245 |
|
4/13/09 |
8/30/10 |
504 |
|
- cash - |
|
8/30/10 |
9/06/10 |
7 |
 |
 |
 |
Vestas Wind Systems |
100 |
6,140 |
|
7.916 |
7.811 |
8.022 |
0.106 |
1 |
49,260 |
100 |
|
9/06/10 |
4/25/11 |
231 |
|
- cash - |
|
4/25/11 |
11/28/11 |
217 |
 |
 |
 |
Vestas Wind Systems |
100 |
7,937 |
|
6.206 |
2.439 |
15.790 |
9.584 |
154 |
125,331 |
381 |
|
11/28/11 |
5/14/12 |
168 |
|
- cash - |
|
5/14/12 |
7/30/12 |
77 |
 |
 |
 |
Vestas Wind Systems |
100 |
92,073 |
|
1.361 |
0.838 |
2.211 |
0.850 |
62 |
203,583 |
897 |
|
7/30/12 |
6/24/13 |
329 |
|
- cash - |
|
6/24/13 |
7/15/13 |
21 |
 |
 |
 |
FLSmidth |
100 |
4,739 |
|
42.956 |
44.930 |
40.982 |
-1.974 |
-5 |
194,228 |
-56 |
|
7/15/13 |
9/01/14 |
413 |
|
- cash - |
|
9/01/14 |
11/24/14 |
84 |
 |
 |
 |
Demant |
100 |
13,680 |
|
14.198 |
13.881 |
14.521 |
0.324 |
2 |
198,656 |
10 |
|
11/24/14 |
8/17/15 |
266 |
|
- cash - |
|
8/17/15 |
10/19/15 |
63 |
 |
 |
 |
GN Store Nord |
100 |
1,473 |
|
134.846 |
138.759 |
130.933 |
-3.913 |
-3 |
192,892 |
-16 |
|
10/19/15 |
11/02/15 |
14 |
|
- cash - |
|
11/02/15 |
12/07/15 |
35 |
 |
 |
 |
TDC |
100 |
36,746 |
|
5.249 |
5.050 |
5.457 |
0.207 |
4 |
200,509 |
50 |
|
12/07/15 |
2/08/16 |
63 |
|
- cash - |
|
2/08/16 |
2/22/16 |
14 |
 |
 |
 |
TDC |
100 |
44,588 |
|
4.497 |
4.545 |
4.449 |
-0.048 |
-1 |
198,366 |
-24 |
|
2/22/16 |
2/29/16 |
7 |
|
- cash - |
|
2/29/16 |
4/04/16 |
35 |
 |
 |
 |
TDC |
100 |
46,642 |
|
4.253 |
4.765 |
3.741 |
-0.512 |
-12 |
174,482 |
-74 |
|
4/04/16 |
4/11/16 |
7 |
|
- cash - |
|
4/11/16 |
5/02/16 |
21 |
 |
 |
 |
Nordea Bank (DK) |
100 |
19,342 |
|
9.021 |
9.329 |
8.713 |
-0.308 |
-3 |
168,523 |
-45 |
|
5/02/16 |
6/13/16 |
42 |
|
- cash - |
|
6/13/16 |
8/01/16 |
49 |
 |
 |
 |
Jyske Bank |
100 |
4,601 |
|
36.622 |
39.786 |
33.459 |
-3.164 |
-9 |
153,967 |
-49 |
|
8/01/16 |
11/28/16 |
119 |
|
- cash - |
|
11/28/16 |
1/16/17 |
49 |
 |
 |
 |
Novo Nordisk |
100 |
9,405 |
|
16.370 |
18.168 |
14.572 |
-1.798 |
-11 |
137,059 |
-58 |
|
1/16/17 |
10/09/17 |
266 |
|
- cash - |
|
10/09/17 |
10/23/17 |
14 |
 |
 |
 |
Pandora |
100 |
1,428 |
|
95.947 |
90.675 |
101.526 |
5.579 |
6 |
145,025 |
336 |
|
10/23/17 |
1/29/18 |
98 |
|
- cash - |
|
1/29/18 |
3/19/18 |
49 |
 |
 |
 |
Vestas Wind Systems |
100 |
11,665 |
|
12.432 |
13.634 |
11.230 |
-1.202 |
-10 |
131,001 |
-53 |
|
3/19/18 |
10/08/18 |
203 |
|
- cash - |
|
10/08/18 |
2/04/19 |
119 |
 |
 |
 |
Danske Bank |
100 |
5,981 |
|
21.902 |
18.933 |
25.337 |
3.435 |
16 |
151,546 |
56 |
|
2/04/19 |
7/15/19 |
161 |
|
- cash - |
|
7/15/19 |
11/18/19 |
126 |
 |
 |
 |
Ambu |
100 |
9,913 |
|
15.286 |
17.653 |
12.920 |
-2.367 |
-15 |
128,085 |
-39 |
|
11/18/19 |
3/09/20 |
112 |
|
- cash - |
|
3/09/20 |
6/22/20 |
105 |
 |
 |
 |
ISS |
100 |
8,729 |
|
14.673 |
16.917 |
12.428 |
-2.245 |
-15 |
108,491 |
-44 |
|
6/22/20 |
10/04/21 |
469 |
|
- cash - |
|
10/04/21 |
6/27/22 |
266 |
 |
 |
 |
Ambu |
100 |
4,115 |
|
26.362 |
10.420 |
66.689 |
40.328 |
153 |
274,439 |
257 |
|
6/27/22 |
7/04/22 |
7 |
|
- cash - |
|
7/04/22 |
12/26/22 |
175 |
 |
 |
 |
Ambu |
100 |
28,090 |
|
9.770 |
11.872 |
7.668 |
-2.102 |
-22 |
215,399 |
-40 |
|
12/26/22 |
8/07/23 |
224 |
|
- cash - |
|
8/07/23 |
12/11/23 |
126 |
 |
 |
 |
Bavarian Nordic |
100 |
10,867 |
|
19.820 |
21.588 |
18.052 |
-1.768 |
-9 |
196,183 |
-24 |
|
12/11/23 |
7/03/25 |
570 |
|
- cash - |
accum | 7/10/06 |
12/11/23 | 2170 |
days out of 7122 invested (30%) |
1,862 |
196,183 |
65 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Vestas Wind Systems | short | 8/30/10 | 9/06/10 | 7 | 7.92 | 7.81 | 8.02 | 0.11 | 1.34 | | | |
| | 4/25/11 | 11/28/11 | 217 | 6.21 | 2.44 | 15.79 | 9.58 | 154.44 | | | |
| | 5/14/12 | 7/30/12 | 77 | 1.36 | 0.84 | 2.21 | 0.85 | 62.44 | | | |
| | 1/29/18 | 3/19/18 | 49 | 12.43 | 13.63 | 11.23 | -1.20 | -9.67 | | | 278.34 |
Danske Bank | | 7/14/08 | 4/13/09 | 273 | 25.31 | 10.02 | 63.94 | 38.63 | 152.61 | | | |
| | 10/08/18 | 2/04/19 | 119 | 21.90 | 18.93 | 25.34 | 3.43 | 15.68 | | | 192.22 |
GN Store Nord | | 10/29/07 | 4/28/08 | 182 | 92.15 | 43.33 | 196.00 | 103.84 | 112.69 | | | |
| | 8/17/15 | 10/19/15 | 63 | 134.85 | 138.76 | 130.93 | -3.91 | -2.90 | | | 106.52 |
Ambu | | 7/15/19 | 11/18/19 | 126 | 15.29 | 17.65 | 12.92 | -2.37 | -15.48 | | | |
| | 10/04/21 | 6/27/22 | 266 | 26.36 | 10.42 | 66.69 | 40.33 | 152.98 | | | |
| | 7/04/22 | 12/26/22 | 175 | 9.77 | 11.87 | 7.67 | -2.10 | -21.51 | | | 67.81 |
Pandora | | 10/09/17 | 10/23/17 | 14 | 95.95 | 90.67 | 101.53 | 5.58 | 5.81 | | | 5.81 |
Demant | | 9/01/14 | 11/24/14 | 84 | 14.20 | 13.88 | 14.52 | 0.32 | 2.28 | | | 2.28 |
Nordea Bank (DK) | | 4/11/16 | 5/02/16 | 21 | 9.02 | 9.33 | 8.71 | -0.31 | -3.42 | | | -3.42 |
FLSmidth | | 6/24/13 | 7/15/13 | 21 | 42.96 | 44.93 | 40.98 | -1.97 | -4.60 | | | -4.60 |
Jyske Bank | | 6/13/16 | 8/01/16 | 49 | 36.62 | 39.79 | 33.46 | -3.16 | -8.64 | | | -8.64 |
Bavarian Nordic | | 8/07/23 | 12/11/23 | 126 | 19.82 | 21.59 | 18.05 | -1.77 | -8.92 | | | -8.92 |
Møller-Mærsk B | | 7/10/06 | 9/11/06 | 63 | 18.17 | 19.85 | 16.49 | -1.68 | -9.27 | | | -9.27 |
TDC | | 11/02/15 | 12/07/15 | 35 | 5.25 | 5.05 | 5.46 | 0.21 | 3.95 | | | |
| | 2/08/16 | 2/22/16 | 14 | 4.50 | 4.54 | 4.45 | -0.05 | -1.07 | | | |
| | 2/29/16 | 4/04/16 | 35 | 4.25 | 4.76 | 3.74 | -0.51 | -12.04 | | | -9.54 |
Novo Nordisk | | 11/28/16 | 1/16/17 | 49 | 16.37 | 18.17 | 14.57 | -1.80 | -10.98 | | | -10.98 |
ISS | | 3/09/20 | 6/22/20 | 105 | 14.67 | 16.92 | 12.43 | -2.24 | -15.30 | | | -15.30 |
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) |
|
|