| |
| |
Assessment - OMX Copenhagen 20 - 5/16/22 - RS = 16
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
Δwk |
1/24/22 |
prc diff |
⇓ Δ16 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
OMXC 20 |
1,668.620 |
Fri |
3.22 |
1,621.990 |
2.87 |
1,602.560 |
19.430 |
1.21 |
|
-6.11 |
| |  |
 |
 |
 |
S |
 |
Ambu |
94.500 |
Fri |
-0.06 |
85.960 |
9.93 |
130.000 |
-44.040 |
-33.88 |
|
-45.20 |
| |  |
 |
 |
 |
|
 |
Ørsted |
774.500 |
Fri |
3.13 |
719.400 |
7.66 |
707.600 |
11.800 |
1.67 |
|
-14.61 |
| |  |
 |
 |
 |
|
 |
Vestas Wind Systems |
156.680 |
Fri |
-0.43 |
149.580 |
4.75 |
174.000 |
-24.420 |
-14.03 |
|
-29.90 |
| |  |
 |
 |
 |
|
 |
Lundbeck |
170.700 |
Fri |
2.18 |
163.400 |
4.47 |
160.550 |
2.850 |
1.78 |
|
-5.75 |
| |  |
 |
 |
 |
S |
 |
DSV |
1,127.500 |
Fri |
2.50 |
1,079.500 |
4.45 |
1,268.000 |
-188.500 |
-14.87 |
|
-22.72 |
| |  |
 |
 |
 |
|
 |
Møller-Mærsk B |
20,700.000 |
Fri |
6.13 |
19,830.000 |
4.39 |
22,000.000 |
-2,170.000 |
-9.86 |
|
2.53 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
761.300 |
Fri |
4.16 |
735.000 |
3.58 |
608.900 |
126.100 |
20.71 |
|
14.39 |
| |  |
 |
 |
 |
|
 |
Genmab |
2,176.000 |
Fri |
2.02 |
2,109.000 |
3.18 |
2,146.000 |
-37.000 |
-1.72 |
|
-17.47 |
| |  |
 |
 |
 |
S |
 |
Novozymes |
438.600 |
Fri |
3.59 |
434.000 |
1.06 |
458.000 |
-24.000 |
-5.24 |
|
-6.76 |
| |  |
 |
 |
 |
|
 |
SimCorp |
514.400 |
Fri |
4.55 |
512.600 |
0.35 |
593.000 |
-80.400 |
-13.56 |
|
-24.27 |
| |  |
 |
 |
 |
|
 |
Demant |
294.700 |
Fri |
3.80 |
293.900 |
0.27 |
279.600 |
14.300 |
5.11 |
|
-7.15 |
| |  |
 |
 |
 |
S |
 |
Danske Bank |
107.550 |
Fri |
1.37 |
107.650 |
-0.09 |
123.800 |
-16.150 |
-13.05 |
|
-4.87 |
| |  |
 |
 |
 |
|
 |
Tryg |
157.650 |
Fri |
2.01 |
157.950 |
-0.19 |
157.350 |
0.600 |
0.38 |
|
1.26 |
| |  |
 |
 |
 |
S |
 |
Coloplast |
853.400 |
Fri |
1.86 |
859.200 |
-0.68 |
939.400 |
-80.200 |
-8.54 |
|
-16.84 |
| |  |
 |
 |
 |
L |
 |
Christian Hansen |
523.200 |
Fri |
2.83 |
529.600 |
-1.21 |
527.000 |
2.600 |
0.49 |
|
0.32 |
| |  |
 |
 |
 |
S |
 |
GN Store Nord |
238.500 |
Fri |
2.98 |
243.300 |
-1.97 |
368.000 |
-124.700 |
-33.89 |
|
-39.25 |
| |  |
 |
 |
 |
|
 |
ISS |
127.350 |
Fri |
-0.39 |
130.800 |
-2.64 |
121.350 |
9.450 |
7.79 |
|
1.46 |
| |  |
 |
 |
 |
|
 |
Carlsberg B |
874.600 |
Fri |
1.06 |
913.800 |
-4.29 |
1,064.500 |
-150.700 |
-14.16 |
|
-11.40 |
| |  |
 |
 |
 |
S |
 |
Royal Unibrew |
580.000 |
Fri |
-1.99 |
620.600 |
-6.54 |
772.400 |
-151.800 |
-19.65 |
|
-16.25 |
| |  |
 |
 |
 |
S |
 |
Pandora |
511.000 |
Fri |
-0.54 |
550.000 |
-7.09 |
716.000 |
-166.000 |
-23.18 |
|
-27.47 |
OMXC 20 - 20 out of 20 instruments rated - 5/16/22 / 1/24/22 - 7 did rise, Market-Ratio(16) = 35.00 % |
Stock Exchange Currency: DKK kr Danish krone |
Technical Chart
Transactions OMX Copenhagen 20 * 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 |
115 |
|
86.482 |
93.673 |
79.291 |
-7.191 |
-8 |
9,173 |
-40 |
|
9/11/06 |
10/29/07 |
413 |
|
- cash - |
|
10/29/07 |
4/28/08 |
182 |
 |
 |
 |
GN Store Nord |
100 |
166 |
|
55.000 |
26.800 |
112.873 |
57.873 |
105 |
18,780 |
323 |
|
4/28/08 |
7/14/08 |
77 |
|
- cash - |
|
7/14/08 |
4/13/09 |
273 |
 |
 |
 |
Danske Bank |
100 |
161 |
|
116.600 |
49.040 |
277.234 |
160.634 |
138 |
44,642 |
218 |
|
4/13/09 |
8/30/10 |
504 |
|
- cash - |
|
8/30/10 |
9/06/10 |
7 |
 |
 |
 |
Vestas Wind Systems |
100 |
993 |
|
44.940 |
44.360 |
45.528 |
0.588 |
1 |
45,226 |
97 |
|
9/06/10 |
4/25/11 |
231 |
|
- cash - |
|
4/25/11 |
11/28/11 |
217 |
 |
 |
 |
Vestas Wind Systems |
100 |
1,261 |
|
35.860 |
14.720 |
87.360 |
51.500 |
144 |
110,167 |
347 |
|
11/28/11 |
5/14/12 |
168 |
|
- cash - |
|
5/14/12 |
7/30/12 |
77 |
 |
 |
 |
Vestas Wind Systems |
100 |
13,077 |
|
8.424 |
5.190 |
13.673 |
5.249 |
62 |
178,811 |
893 |
|
7/30/12 |
6/24/13 |
329 |
|
- cash - |
|
6/24/13 |
7/15/13 |
21 |
 |
 |
 |
FLSmidth |
100 |
684 |
|
261.300 |
270.900 |
251.700 |
-9.600 |
-4 |
172,244 |
-48 |
|
7/15/13 |
9/01/14 |
413 |
|
- cash - |
|
9/01/14 |
11/24/14 |
84 |
 |
 |
 |
Demant |
100 |
1,966 |
|
87.600 |
85.880 |
89.354 |
1.754 |
2 |
175,694 |
9 |
|
11/24/14 |
8/17/15 |
266 |
|
- cash - |
|
8/17/15 |
10/19/15 |
63 |
 |
 |
 |
GN Store Nord |
100 |
1,411 |
|
124.500 |
128.125 |
120.875 |
-3.625 |
-3 |
170,579 |
-16 |
|
10/19/15 |
11/02/15 |
14 |
|
- cash - |
|
11/02/15 |
12/07/15 |
35 |
 |
 |
 |
TDC |
100 |
4,736 |
|
36.010 |
34.750 |
37.316 |
1.306 |
4 |
176,763 |
45 |
|
12/07/15 |
2/08/16 |
63 |
|
- cash - |
|
2/08/16 |
2/22/16 |
14 |
 |
 |
 |
TDC |
100 |
5,818 |
|
30.380 |
30.790 |
29.970 |
-0.410 |
-1 |
174,377 |
-30 |
|
2/22/16 |
2/29/16 |
7 |
|
- cash - |
|
2/29/16 |
4/04/16 |
35 |
 |
 |
 |
TDC |
100 |
5,971 |
|
29.200 |
32.450 |
25.950 |
-3.250 |
-11 |
154,971 |
-71 |
|
4/04/16 |
4/11/16 |
7 |
|
- cash - |
|
4/11/16 |
5/02/16 |
21 |
 |
 |
 |
Nordea Bank (DK) |
100 |
2,513 |
|
61.650 |
63.050 |
60.250 |
-1.400 |
-2 |
151,453 |
-33 |
|
5/02/16 |
6/13/16 |
42 |
|
- cash - |
|
6/13/16 |
8/01/16 |
49 |
 |
 |
 |
Jyske Bank |
100 |
605 |
|
250.100 |
273.700 |
226.500 |
-23.600 |
-9 |
137,175 |
-52 |
|
8/01/16 |
11/28/16 |
119 |
|
- cash - |
|
11/28/16 |
1/16/17 |
49 |
 |
 |
 |
Novo Nordisk |
100 |
603 |
|
227.300 |
252.200 |
202.400 |
-24.900 |
-11 |
122,161 |
-58 |
|
1/16/17 |
10/09/17 |
266 |
|
- cash - |
|
10/09/17 |
10/23/17 |
14 |
 |
 |
 |
Pandora |
100 |
195 |
|
624.500 |
583.000 |
668.954 |
44.454 |
7 |
130,829 |
501 |
|
10/23/17 |
1/29/18 |
98 |
|
- cash - |
|
1/29/18 |
3/19/18 |
49 |
 |
 |
 |
Vestas Wind Systems |
100 |
1,639 |
|
79.800 |
86.540 |
73.060 |
-6.740 |
-8 |
119,782 |
-48 |
|
3/19/18 |
10/08/18 |
203 |
|
- cash - |
|
10/08/18 |
2/04/19 |
119 |
 |
 |
 |
Danske Bank |
100 |
835 |
|
143.350 |
123.900 |
165.853 |
22.503 |
16 |
138,572 |
56 |
|
2/04/19 |
7/15/19 |
161 |
|
- cash - |
|
7/15/19 |
11/18/19 |
126 |
 |
 |
 |
Ambu |
100 |
1,346 |
|
102.950 |
120.500 |
85.400 |
-17.550 |
-17 |
114,950 |
-42 |
|
11/18/19 |
3/09/20 |
112 |
|
- cash - |
|
3/09/20 |
6/22/20 |
105 |
 |
 |
 |
ISS |
100 |
1,113 |
|
103.250 |
118.200 |
88.300 |
-14.950 |
-14 |
98,311 |
-42 |
|
6/22/20 |
10/04/21 |
469 |
|
- cash - |
|
10/04/21 |
5/20/22 |
228 |
 |
 |
 |
Ambu |
100 |
538 |
|
182.500 |
94.500 |
352.447 |
169.947 |
93 |
189,742 |
187 |
|
accum | 7/10/06 |
5/20/22 | 1832 |
days out of 5983 invested (31%) |
1,797 |
189,742 |
80 |
|
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 | 44.94 | 44.36 | 45.53 | 0.59 | 1.31 | | | |
| | 4/25/11 | 11/28/11 | 217 | 35.86 | 14.72 | 87.36 | 51.50 | 143.61 | | | |
| | 5/14/12 | 7/30/12 | 77 | 8.42 | 5.19 | 13.67 | 5.25 | 62.31 | | | |
| | 1/29/18 | 3/19/18 | 49 | 79.80 | 86.54 | 73.06 | -6.74 | -8.45 | | | 266.75 |
Danske Bank | | 7/14/08 | 4/13/09 | 273 | 116.60 | 49.04 | 277.23 | 160.63 | 137.77 | | | |
| | 10/08/18 | 2/04/19 | 119 | 143.35 | 123.90 | 165.85 | 22.50 | 15.70 | | | 175.09 |
GN Store Nord | | 10/29/07 | 4/28/08 | 182 | 55.00 | 26.80 | 112.87 | 57.87 | 105.22 | | | |
| | 8/17/15 | 10/19/15 | 63 | 124.50 | 128.13 | 120.88 | -3.63 | -2.91 | | | 99.25 |
Ambu | | 7/15/19 | 11/18/19 | 126 | 102.95 | 120.50 | 85.40 | -17.55 | -17.05 | | | |
| | 10/04/21 | 5/20/22 | 228 | 182.50 | 94.50 | 352.45 | 169.95 | 93.12 | | | 60.20 |
Pandora | | 10/09/17 | 10/23/17 | 14 | 624.50 | 583.00 | 668.95 | 44.45 | 7.12 | | | 7.12 |
Demant | | 9/01/14 | 11/24/14 | 84 | 87.60 | 85.88 | 89.35 | 1.75 | 2.00 | | | 2.00 |
Nordea Bank (DK) | | 4/11/16 | 5/02/16 | 21 | 61.65 | 63.05 | 60.25 | -1.40 | -2.27 | | | -2.27 |
FLSmidth | | 6/24/13 | 7/15/13 | 21 | 261.30 | 270.90 | 251.70 | -9.60 | -3.67 | | | -3.67 |
Møller-Mærsk B | | 7/10/06 | 9/11/06 | 63 | 86.48 | 93.67 | 79.29 | -7.19 | -8.31 | | | -8.31 |
TDC | | 11/02/15 | 12/07/15 | 35 | 36.01 | 34.75 | 37.32 | 1.31 | 3.63 | | | |
| | 2/08/16 | 2/22/16 | 14 | 30.38 | 30.79 | 29.97 | -0.41 | -1.35 | | | |
| | 2/29/16 | 4/04/16 | 35 | 29.20 | 32.45 | 25.95 | -3.25 | -11.13 | | | -9.15 |
Jyske Bank | | 6/13/16 | 8/01/16 | 49 | 250.10 | 273.70 | 226.50 | -23.60 | -9.44 | | | -9.44 |
Novo Nordisk | | 11/28/16 | 1/16/17 | 49 | 227.30 | 252.20 | 202.40 | -24.90 | -10.95 | | | -10.95 |
ISS | | 3/09/20 | 6/22/20 | 105 | 103.25 | 118.20 | 88.30 | -14.95 | -14.48 | | | -14.48 |
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) |
|
|