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| |
Assessment - OMX Copenhagen 20 in Dollar - 6/05/23 - RS = 16
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/05/23 |
⇓ Δwk |
2/13/23 |
prc diff |
⇓ Δ16 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
OMXC 20 |
294.859 |
15:05 |
0.49 |
291.598 |
1.12 |
277.742 |
13.856 |
4.99 |
|
15.93 |
| |  |
 |
 |
 |
L |
 |
Ambu |
15.356 |
14:59 |
-0.09 |
15.866 |
-3.22 |
15.116 |
0.750 |
4.96 |
|
30.36 |
| |  |
 |
 |
 |
|
 |
Danske Bank |
23.239 |
14:59 |
0.56 |
21.333 |
8.93 |
21.332 |
0.001 |
0.01 |
|
26.99 |
| |  |
 |
 |
 |
L |
 |
DSV |
195.634 |
14:59 |
0.26 |
196.137 |
-0.26 |
184.581 |
11.557 |
6.26 |
|
24.53 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
158.090 |
14:59 |
0.64 |
155.500 |
1.67 |
143.171 |
12.330 |
8.61 |
|
24.35 |
| |  |
 |
 |
 |
L |
 |
Demant |
39.745 |
14:59 |
2.07 |
38.825 |
2.37 |
30.953 |
7.872 |
25.43 |
|
21.60 |
| |  |
 |
 |
 |
|
 |
Jyske Bank |
75.175 |
14:59 |
0.69 |
71.435 |
5.24 |
79.248 |
-7.813 |
-9.86 |
|
18.69 |
| |  |
 |
 |
 |
|
 |
Vestas Wind Systems |
29.065 |
14:59 |
-2.46 |
29.388 |
-1.10 |
30.499 |
-1.111 |
-3.64 |
|
16.25 |
| |  |
 |
 |
 |
|
 |
Pandora |
78.599 |
14:59 |
-5.01 |
81.274 |
-3.29 |
90.022 |
-8.747 |
-9.72 |
|
13.90 |
| |  |
 |
 |
 |
|
 |
Royal Unibrew |
84.842 |
14:59 |
-0.74 |
85.935 |
-1.27 |
69.266 |
16.669 |
24.06 |
|
13.06 |
| |  |
 |
 |
 |
|
 |
Carlsberg B |
152.048 |
14:59 |
-0.19 |
150.537 |
1.00 |
141.990 |
8.548 |
6.02 |
|
11.38 |
| |  |
 |
 |
 |
|
 |
Christian Hansen |
74.168 |
14:59 |
0.12 |
73.794 |
0.51 |
70.908 |
2.886 |
4.07 |
|
11.22 |
| |  |
 |
 |
 |
|
 |
Coloplast |
123.911 |
14:59 |
-0.37 |
126.788 |
-2.27 |
114.738 |
12.050 |
10.50 |
|
7.10 |
| |  |
 |
 |
 |
L |
 |
GN Store Nord |
187.079 |
14:59 |
-0.60 |
194.418 |
-3.78 |
172.390 |
22.028 |
12.78 |
|
4.55 |
| |  |
 |
 |
 |
|
 |
Genmab |
386.665 |
14:59 |
-0.07 |
391.556 |
-1.25 |
392.207 |
-0.651 |
-0.17 |
|
4.16 |
| |  |
 |
 |
 |
|
 |
Tryg |
22.548 |
14:59 |
0.13 |
22.764 |
-0.95 |
22.866 |
-0.102 |
-0.44 |
|
1.40 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
91.200 |
14:59 |
5.14 |
87.834 |
3.83 |
91.721 |
-3.888 |
-4.24 |
|
-5.12 |
| |  |
 |
 |
 |
L |
 |
Novozymes |
49.095 |
14:59 |
0.59 |
49.167 |
-0.15 |
49.865 |
-0.697 |
-1.40 |
|
-8.33 |
| |  |
 |
 |
 |
S |
 |
Bavarian Nordic |
29.791 |
14:59 |
1.42 |
27.885 |
6.84 |
32.566 |
-4.681 |
-14.37 |
|
-13.08 |
| |  |
 |
 |
 |
S |
 |
Møller-Mærsk A |
1,790.914 |
14:59 |
4.80 |
1,746.321 |
2.55 |
2,153.321 |
-407.000 |
-18.90 |
|
-17.57 |
| |  |
 |
 |
 |
S |
 |
Møller-Mærsk B |
1,816.088 |
14:59 |
4.64 |
1,765.021 |
2.89 |
2,190.050 |
-425.029 |
-19.41 |
|
-18.35 |
OMXC 20 - 20 out of 20 instruments rated - 6/05/23 / 2/13/23 - 10 did rise, Market-Ratio(16) in USD = 50.00 % |
Stock Exchange Currency: DKK kr Danish krone |
Technical Chart
Transactions OMX Copenhagen 20 in Dollar * 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 |
673 |
|
14.853 |
15.911 |
13.795 |
-1.058 |
-7 |
9,288 |
-35 |
|
9/11/06 |
10/29/07 |
413 |
|
- cash - |
|
10/29/07 |
4/28/08 |
182 |
 |
 |
 |
GN Store Nord |
100 |
117 |
|
79.167 |
41.880 |
149.650 |
70.483 |
89 |
17,534 |
259 |
|
4/28/08 |
7/14/08 |
77 |
|
- cash - |
|
7/14/08 |
4/13/09 |
273 |
 |
 |
 |
Danske Bank |
100 |
703 |
|
24.909 |
8.680 |
71.486 |
46.577 |
187 |
50,278 |
309 |
|
4/13/09 |
8/30/10 |
504 |
|
- cash - |
|
8/30/10 |
9/06/10 |
7 |
 |
 |
 |
Vestas Wind Systems |
100 |
6,528 |
|
7.701 |
7.684 |
7.719 |
0.017 |
0 |
50,391 |
12 |
|
9/06/10 |
4/25/11 |
231 |
|
- cash - |
|
4/25/11 |
11/28/11 |
217 |
 |
 |
 |
Vestas Wind Systems |
100 |
7,196 |
|
7.002 |
2.622 |
18.702 |
11.699 |
167 |
134,581 |
422 |
|
11/28/11 |
5/14/12 |
168 |
|
- cash - |
|
5/14/12 |
7/30/12 |
77 |
 |
 |
 |
Vestas Wind Systems |
100 |
91,934 |
|
1.464 |
0.859 |
2.493 |
1.029 |
70 |
229,220 |
1,148 |
|
7/30/12 |
6/24/13 |
329 |
|
- cash - |
|
6/24/13 |
7/15/13 |
21 |
 |
 |
 |
FLSmidth |
100 |
4,986 |
|
45.969 |
47.469 |
44.469 |
-1.500 |
-3 |
221,739 |
-44 |
|
7/15/13 |
9/01/14 |
413 |
|
- cash - |
|
9/01/14 |
11/24/14 |
84 |
 |
 |
 |
Demant |
100 |
14,354 |
|
15.448 |
14.359 |
16.619 |
1.172 |
8 |
238,555 |
37 |
|
11/24/14 |
8/17/15 |
266 |
|
- cash - |
|
8/17/15 |
10/19/15 |
63 |
 |
 |
 |
GN Store Nord |
100 |
1,729 |
|
137.921 |
145.153 |
130.689 |
-7.232 |
-5 |
226,052 |
-27 |
|
10/19/15 |
11/02/15 |
14 |
|
- cash - |
|
11/02/15 |
12/07/15 |
35 |
 |
 |
 |
TDC |
100 |
42,504 |
|
5.318 |
5.049 |
5.602 |
0.283 |
5 |
238,091 |
72 |
|
12/07/15 |
2/08/16 |
63 |
|
- cash - |
|
2/08/16 |
2/22/16 |
14 |
 |
 |
 |
TDC |
100 |
52,255 |
|
4.556 |
4.555 |
4.558 |
0.001 |
0 |
238,164 |
1 |
|
2/22/16 |
2/29/16 |
7 |
|
- cash - |
|
2/29/16 |
4/04/16 |
35 |
 |
 |
 |
TDC |
100 |
55,923 |
|
4.259 |
4.968 |
3.549 |
-0.709 |
-17 |
198,491 |
-85 |
|
4/04/16 |
4/11/16 |
7 |
|
- cash - |
|
4/11/16 |
5/02/16 |
21 |
 |
 |
 |
Nordea Bank (DK) |
100 |
21,006 |
|
9.449 |
9.769 |
9.128 |
-0.320 |
-3 |
191,759 |
-45 |
|
5/02/16 |
6/13/16 |
42 |
|
- cash - |
|
6/13/16 |
8/01/16 |
49 |
 |
 |
 |
Jyske Bank |
100 |
5,047 |
|
37.991 |
41.088 |
34.895 |
-3.097 |
-8 |
176,129 |
-47 |
|
8/01/16 |
11/28/16 |
119 |
|
- cash - |
|
11/28/16 |
1/16/17 |
49 |
 |
 |
 |
Novo Nordisk |
100 |
5,425 |
|
32.465 |
35.946 |
28.985 |
-3.480 |
-11 |
157,247 |
-57 |
|
1/16/17 |
10/09/17 |
266 |
|
- cash - |
|
10/09/17 |
10/23/17 |
14 |
 |
 |
 |
Pandora |
100 |
1,597 |
|
98.448 |
92.014 |
105.331 |
6.883 |
7 |
168,240 |
482 |
|
10/23/17 |
1/29/18 |
98 |
|
- cash - |
|
1/29/18 |
3/19/18 |
49 |
 |
 |
 |
Vestas Wind Systems |
100 |
12,683 |
|
13.265 |
14.329 |
12.201 |
-1.064 |
-8 |
154,746 |
-46 |
|
3/19/18 |
10/08/18 |
203 |
|
- cash - |
|
10/08/18 |
2/04/19 |
119 |
 |
 |
 |
Danske Bank |
100 |
7,006 |
|
22.085 |
18.973 |
25.707 |
3.622 |
16 |
180,124 |
59 |
|
2/04/19 |
7/15/19 |
161 |
|
- cash - |
|
7/15/19 |
11/18/19 |
126 |
 |
 |
 |
Ambu |
100 |
11,600 |
|
15.528 |
17.876 |
13.180 |
-2.348 |
-15 |
152,890 |
-38 |
|
11/18/19 |
3/09/20 |
112 |
|
- cash - |
|
3/09/20 |
6/22/20 |
105 |
 |
 |
 |
ISS |
100 |
9,640 |
|
15.858 |
17.861 |
13.856 |
-2.003 |
-13 |
133,585 |
-37 |
|
6/22/20 |
10/04/21 |
469 |
|
- cash - |
|
10/04/21 |
6/27/22 |
266 |
 |
 |
 |
Ambu |
100 |
4,683 |
|
28.519 |
10.916 |
74.513 |
45.993 |
161 |
348,972 |
274 |
|
6/27/22 |
7/04/22 |
7 |
|
- cash - |
|
7/04/22 |
12/26/22 |
175 |
 |
 |
 |
Ambu |
100 |
34,331 |
|
10.165 |
12.743 |
7.587 |
-2.578 |
-25 |
260,470 |
-46 |
|
12/26/22 |
6/08/23 |
164 |
|
- cash - |
accum | 7/10/06 |
12/26/22 | 2044 |
days out of 6366 invested (32%) |
2,505 |
260,470 |
79 |
|
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 | 7.70 | 7.68 | 7.72 | 0.02 | 0.23 | | | |
| | 4/25/11 | 11/28/11 | 217 | 7.00 | 2.62 | 18.70 | 11.70 | 167.08 | | | |
| | 5/14/12 | 7/30/12 | 77 | 1.46 | 0.86 | 2.49 | 1.03 | 70.32 | | | |
| | 1/29/18 | 3/19/18 | 49 | 13.26 | 14.33 | 12.20 | -1.06 | -8.02 | | | 319.36 |
Danske Bank | | 7/14/08 | 4/13/09 | 273 | 24.91 | 8.68 | 71.49 | 46.58 | 186.99 | | | |
| | 10/08/18 | 2/04/19 | 119 | 22.08 | 18.97 | 25.71 | 3.62 | 16.40 | | | 234.06 |
GN Store Nord | | 10/29/07 | 4/28/08 | 182 | 79.17 | 41.88 | 149.65 | 70.48 | 89.03 | | | |
| | 8/17/15 | 10/19/15 | 63 | 137.92 | 145.15 | 130.69 | -7.23 | -5.24 | | | 79.12 |
Ambu | | 7/15/19 | 11/18/19 | 126 | 15.53 | 17.88 | 13.18 | -2.35 | -15.12 | | | |
| | 10/04/21 | 6/27/22 | 266 | 28.52 | 10.92 | 74.51 | 45.99 | 161.27 | | | |
| | 7/04/22 | 12/26/22 | 175 | 10.16 | 12.74 | 7.59 | -2.58 | -25.36 | | | 65.52 |
Demant | | 9/01/14 | 11/24/14 | 84 | 15.45 | 14.36 | 16.62 | 1.17 | 7.58 | | | 7.58 |
Pandora | | 10/09/17 | 10/23/17 | 14 | 98.45 | 92.01 | 105.33 | 6.88 | 6.99 | | | 6.99 |
FLSmidth | | 6/24/13 | 7/15/13 | 21 | 45.97 | 47.47 | 44.47 | -1.50 | -3.26 | | | -3.26 |
Nordea Bank (DK) | | 4/11/16 | 5/02/16 | 21 | 9.45 | 9.77 | 9.13 | -0.32 | -3.39 | | | -3.39 |
Møller-Mærsk B | | 7/10/06 | 9/11/06 | 63 | 14.85 | 15.91 | 13.79 | -1.06 | -7.13 | | | -7.13 |
Jyske Bank | | 6/13/16 | 8/01/16 | 49 | 37.99 | 41.09 | 34.89 | -3.10 | -8.15 | | | -8.15 |
Novo Nordisk | | 11/28/16 | 1/16/17 | 49 | 32.47 | 35.95 | 28.98 | -3.48 | -10.72 | | | -10.72 |
TDC | | 11/02/15 | 12/07/15 | 35 | 5.32 | 5.05 | 5.60 | 0.28 | 5.33 | | | |
| | 2/08/16 | 2/22/16 | 14 | 4.56 | 4.55 | 4.56 | 0.00 | 0.03 | | | |
| | 2/29/16 | 4/04/16 | 35 | 4.26 | 4.97 | 3.55 | -0.71 | -16.66 | | | -12.19 |
ISS | | 3/09/20 | 6/22/20 | 105 | 15.86 | 17.86 | 13.86 | -2.00 | -12.63 | | | -12.63 |
Annotations
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) |
|
|