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

Assessment - OMX Copenhagen 20 - 7/01/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
		OMXC 20	2,670.230	8/12/24	-2.06	2,895.730	-7.79	2,653.220	242.510	9.14	22.89
	L	Rockwool	2,744.000	8/12/24	-0.22	2,824.000	-2.83	2,201.000	623.000	28.31	44.41
		Novo Nordisk	892.900	8/12/24	-2.80	1,004.600	-11.12	877.200	127.400	14.52	37.87
	L	Ambu	137.700	8/12/24	-0.40	136.550	0.84	121.800	14.750	12.11	37.16
	L	GN Store Nord	172.000	8/12/24	-0.98	192.300	-10.56	155.500	36.800	23.67	29.59
		Pandora	1,041.000	8/12/24	1.56	1,009.000	3.17	1,137.500	-128.500	-11.30	20.75
		Novonesis	429.200	8/12/24	0.12	422.400	1.61	398.600	23.800	5.97	14.99
		Danske Bank	198.450	8/12/24	0.15	209.100	-5.09	206.200	2.900	1.41	14.82
		Jyske Bank	519.000	8/12/24	0.48	552.000	-5.98	564.800	-12.800	-2.27	7.80
		Demant	259.600	8/12/24	-1.44	301.800	-13.98	358.000	-56.200	-15.70	6.29
		Tryg	148.600	8/12/24	0.61	153.100	-2.94	146.400	6.700	4.58	5.77
		Coloplast	884.400	8/12/24	0.25	832.400	6.25	931.400	-99.000	-10.63	4.76
		ISS	125.700	8/12/24	0.48	120.900	3.97	124.250	-3.350	-2.70	3.31
	L	Møller-Mærsk B	10,770.000	8/12/24	1.99	12,860.000	-16.25	9,572.000	3,288.000	34.35	2.38
	L	Møller-Mærsk A	10,580.000	8/12/24	1.93	12,520.000	-15.50	9,305.000	3,215.000	34.55	1.55
	L	Carlsberg B	801.600	8/12/24		844.000	-5.02	938.600	-94.600	-10.08	0.75
		Vestas Wind Systems	152.250	8/12/24	-7.76	162.100	-6.08	195.120	-33.020	-16.92	-1.36
	L	Ørsted	417.500	8/12/24	0.63	376.000	11.04	368.500	7.500	2.04	-4.09
	L	DSV	1,215.500	8/12/24		1,143.500	6.30	1,091.000	52.500	4.81	-8.60
		Genmab	1,821.000	8/12/24	0.89	1,734.500	4.99	1,954.000	-219.500	-11.23	-18.28
OMXC 20 - 19 out of 19 instruments rated - 7/01/24 / 3/04/24 - 11 did rise, Market-Ratio(17) = 57.89 %
Stock Exchange Currency: DKK kr Danish krone

Technical Chart

	OMXC 20 RS = 17 - B/S = 51/51

1/04/21	scale up chart	7/01/24

Transactions OMX Copenhagen 20 * S17 - 51 ex 3 (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	9/18/06	70		Møller-Mærsk B	100	115	86.482	94.839	78.125	-8.357	-10	9,039	-41
9/18/06		8/20/07	336		- cash -
	8/20/07	8/27/07	7		GN Store Nord	100	169	53.250	52.000	54.530	1.280	2	9,255	245
8/27/07		9/10/07	14		- cash -
	9/10/07	9/24/07	14		GN Store Nord	100	171	54.000	53.750	54.251	0.251	0	9,298	13
9/24/07		10/29/07	35		- cash -
	10/29/07	5/05/08	189		GN Store Nord	100	169	55.000	27.000	112.037	57.037	104	18,938	295
5/05/08		6/16/08	42		- cash -
	6/16/08	10/20/08	126		Rockwool	100	25	737.000	407.000	1,334.568	597.568	81	33,877	458
	10/20/08	12/15/08	56		Carlsberg B	100	144	234.000	196.000	279.367	45.367	19	40,410	217
	12/15/08	4/13/09	119		Danske Bank	100	733	55.060	49.040	61.819	6.759	12	45,364	43
4/13/09		6/28/10	441		- cash -
	6/28/10	7/12/10	14		Genmab	100	988	45.880	59.150	32.610	-13.270	-29	32,253	-100
7/12/10		8/23/10	42		- cash -
	8/23/10	9/06/10	14		Genmab	100	569	56.600	57.000	56.200	-0.400	-1	32,026	-17
9/06/10		10/04/10	28		- cash -
	10/04/10	10/25/10	21		Vestas Wind Systems	100	781	40.980	40.000	41.984	1.004	2	32,810	52
10/25/10		4/25/11	182		- cash -
	4/25/11	5/16/11	21		Vestas Wind Systems	100	914	35.860	31.200	41.216	5.356	15	37,705	1,024
5/16/11		5/23/11	7		- cash -
	5/23/11	11/28/11	189		Vestas Wind Systems	100	1,181	31.920	14.720	69.218	37.298	117	81,754	346
11/28/11		5/21/12	175		- cash -
	5/21/12	8/06/12	77		Vestas Wind Systems	100	10,728	7.620	5.622	10.328	2.708	36	110,806	323
8/06/12		6/24/13	322		- cash -
	6/24/13	7/01/13	7		Novo Nordisk	100	1,270	87.200	91.150	83.250	-3.950	-5	105,790	-91
7/01/13		9/08/14	434		- cash -
	9/08/14	9/15/14	7		Rockwool	100	121	873.000	863.500	882.605	9.605	1	106,952	77
9/15/14		9/29/14	14		- cash -
	9/29/14	12/22/14	84		Rockwool	100	125	851.500	706.000	1,026.986	175.486	21	128,888	126
12/22/14		1/19/15	28		- cash -
	1/19/15	1/26/15	7		Rockwool	100	190	675.500	704.500	646.500	-29.000	-4	123,378	-90
1/26/15		8/10/15	196		- cash -
	8/10/15	10/19/15	70		Møller-Mærsk B	100	1,034	119.300	106.700	133.388	14.088	12	137,945	79
10/19/15		11/02/15	14		- cash -
	11/02/15	12/07/15	35		Møller-Mærsk B	100	1,382	99.750	99.400	100.101	0.351	0	138,430	4
12/07/15		12/14/15	7		- cash -
	12/14/15	12/21/15	7		Møller-Mærsk B	100	1,512	91.500	88.550	94.548	3.048	3	143,039	452
12/21/15		1/18/16	28		- cash -
	1/18/16	1/25/16	7		Møller-Mærsk B	100	1,840	77.700	82.750	72.650	-5.050	-6	133,747	-97
1/25/16		2/08/16	14		- cash -
	2/08/16	2/15/16	7		Møller-Mærsk B	100	1,560	85.700	85.350	86.051	0.351	0	134,295	24
2/15/16		3/07/16	21		- cash -
	3/07/16	3/14/16	7		Møller-Mærsk A	100	1,441	93.150	88.200	98.378	5.228	6	141,828	1,624
3/14/16		3/21/16	7		- cash -
	3/21/16	4/18/16	28		Møller-Mærsk A	100	1,626	87.200	86.050	88.365	1.165	1	143,723	19
4/18/16		6/20/16	63		- cash -
	6/20/16	7/18/16	28		Møller-Mærsk A	100	1,849	77.700	80.550	74.850	-2.850	-4	138,454	-39
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
7/18/16		11/21/16	126		- cash -
	11/21/16	2/06/17	77		Novo Nordisk	100	1,218	113.650	116.250	111.050	-2.600	-2	135,287	-10
2/06/17		10/02/17	238		- cash -
	10/02/17	10/09/17	7		Pandora	100	216	624.500	624.500	624.500	0.000	0	135,287	0
10/09/17		1/29/18	112		- cash -
	1/29/18	2/26/18	28		Vestas Wind Systems	100	1,695	79.800	89.640	69.960	-9.840	-12	118,608	-82
2/26/18		3/05/18	7		- cash -
	3/05/18	3/12/18	7		Møller-Mærsk B	100	1,240	95.600	93.740	97.497	1.897	2	120,960	179
3/12/18		3/19/18	7		- cash -
	3/19/18	4/02/18	14		Møller-Mærsk A	100	1,341	90.150	89.950	90.350	0.200	0	121,229	6
4/02/18		4/16/18	14		- cash -
	4/16/18	4/23/18	7		Møller-Mærsk A	100	1,422	85.200	89.500	80.900	-4.300	-5	115,114	-93
4/23/18		5/14/18	21		- cash -
	5/14/18	5/21/18	7		ISS	100	536	214.700	214.500	214.900	0.200	0	115,222	5
5/21/18		5/28/18	7		- cash -
	5/28/18	6/04/18	7		Genmab	100	120	953.200	977.800	928.600	-24.600	-3	112,270	-74
6/04/18		6/25/18	21		- cash -
	6/25/18	7/02/18	7		Pandora	100	233	481.500	439.800	527.154	45.654	9	122,907	11,155
7/02/18		10/08/18	98		- cash -
	10/08/18	2/11/19	126		Danske Bank	100	857	143.350	124.400	165.187	21.837	15	141,621	51
2/11/19		8/05/19	175		- cash -
	8/05/19	9/02/19	28		Ambu	100	1,471	96.260	118.300	74.220	-22.040	-23	109,200	-97
	9/02/19	9/16/19	14		Danske Bank	100	1,240	88.000	101.300	74.700	-13.300	-15	92,708	-99
9/16/19		11/04/19	49		- cash -
	11/04/19	11/11/19	7		Ambu	100	893	103.800	101.600	106.048	2.248	2	94,715	206
11/11/19		3/09/20	119		- cash -
	3/09/20	6/22/20	105		ISS	100	917	103.250	118.200	88.300	-14.950	-14	81,006	-42
6/22/20		11/02/20	133		- cash -
	11/02/20	11/09/20	7		ISS	100	929	87.120	108.050	66.190	-20.930	-24	61,562	-100
11/09/20		10/04/21	329		- cash -
	10/04/21	10/18/21	14		Ambu	100	337	182.500	176.350	188.865	6.364	3	63,707	144
10/18/21		11/08/21	21		- cash -
	11/08/21	11/15/21	7		Ambu	100	365	174.400	190.950	157.850	-16.550	-9	57,666	-99
11/15/21		11/29/21	14		- cash -
	11/29/21	12/27/21	28		GN Store Nord	100	149	385.600	411.600	359.600	-26.000	-7	53,792	-60
12/27/21		1/10/22	14		- cash -
	1/10/22	8/15/22	217		Ambu	100	353	152.250	78.040	297.028	144.778	95	104,899	208
8/15/22		8/22/22	7		- cash -
	8/22/22	9/12/22	21		Ambu	100	1,467	71.460	76.420	66.500	-4.960	-7	97,623	-71
9/12/22		9/19/22	7		- cash -
	9/19/22	10/31/22	42		Rockwool	100	77	1,262.000	1,500.000	1,024.000	-238.000	-19	79,297	-84
	10/31/22	11/14/22	14		GN Store Nord	100	494	160.200	189.100	131.300	-28.900	-18	65,020	-99
11/14/22		11/21/22	7		- cash -
	11/21/22	12/05/22	14		GN Store Nord	100	394	165.000	177.100	152.900	-12.100	-7	60,253	-86
12/05/22		12/12/22	7		- cash -
	12/12/22	1/02/23	21		GN Store Nord	100	373	161.300	171.000	151.600	-9.700	-6	56,635	-66
1/02/23		4/10/23	98		- cash -
	4/10/23	4/17/23	7		Møller-Mærsk B	100	493	114.700	138.650	90.750	-23.950	-21	44,827	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
4/17/23		5/08/23	21		- cash -
	5/08/23	5/15/23	7		Møller-Mærsk B	100	371	120.750	122.150	119.350	-1.400	-1	44,308	-46
5/15/23		6/19/23	35		- cash -
	6/19/23	7/03/23	14		Møller-Mærsk B	100	370	119.700	124.000	115.400	-4.300	-4	42,717	-61
7/03/23		8/14/23	42		- cash -
	8/14/23	9/11/23	28		Tryg	100	326	130.750	134.200	127.300	-3.450	-3	41,592	-29
	9/11/23	12/18/23	98		Ørsted	100	108	384.200	338.800	435.684	51.484	13	47,152	60
12/18/23		7/09/25	569		- cash -
accum	7/10/06	12/18/23	2191	days out of 7128 invested (31%)							372		47,152	29

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	10/04/10	10/25/10	21	40.98	40.00	41.98	1.00	2.45
		4/25/11	5/16/11	21	35.86	31.20	41.22	5.36	14.94
		5/23/11	11/28/11	189	31.92	14.72	69.22	37.30	116.85
		5/21/12	8/06/12	77	7.62	5.62	10.33	2.71	35.54
		1/29/18	2/26/18	28	79.80	89.64	69.96	-9.84	-12.33	203.41
Rockwool		6/16/08	10/20/08	126	737.00	407.00	1,334.57	597.57	81.08
		9/08/14	9/15/14	7	873.00	863.50	882.60	9.60	1.10
		9/29/14	12/22/14	84	851.50	706.00	1,026.99	175.49	20.61
		1/19/15	1/26/15	7	675.50	704.50	646.50	-29.00	-4.29
		9/19/22	10/31/22	42	1,262.00	1,500.00	1,024.00	-238.00	-18.86	71.47
GN Store Nord		8/20/07	8/27/07	7	53.25	52.00	54.53	1.28	2.40
		9/10/07	9/24/07	14	54.00	53.75	54.25	0.25	0.47
		10/29/07	5/05/08	189	55.00	27.00	112.04	57.04	103.70
		11/29/21	12/27/21	28	385.60	411.60	359.60	-26.00	-6.74
		10/31/22	11/14/22	14	160.20	189.10	131.30	-28.90	-18.04
		11/21/22	12/05/22	14	165.00	177.10	152.90	-12.10	-7.33
		12/12/22	1/02/23	21	161.30	171.00	151.60	-9.70	-6.01	39.51
Ambu		8/05/19	9/02/19	28	96.26	118.30	74.22	-22.04	-22.90
		11/04/19	11/11/19	7	103.80	101.60	106.05	2.25	2.17
		10/04/21	10/18/21	14	182.50	176.35	188.86	6.36	3.49
		11/08/21	11/15/21	7	174.40	190.95	157.85	-16.55	-9.49
		1/10/22	8/15/22	217	152.25	78.04	297.03	144.78	95.09
		8/22/22	9/12/22	21	71.46	76.42	66.50	-4.96	-6.94	33.96
Carlsberg B		10/20/08	12/15/08	56	234.00	196.00	279.37	45.37	19.39	19.39
Ørsted		9/11/23	12/18/23	98	384.20	338.80	435.68	51.48	13.40	13.40
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Danske Bank		12/15/08	4/13/09	119	55.06	49.04	61.82	6.76	12.28
		10/08/18	2/11/19	126	143.35	124.40	165.19	21.84	15.23
		9/02/19	9/16/19	14	88.00	101.30	74.70	-13.30	-15.11	9.82
Pandora		10/02/17	10/09/17	7	624.50	624.50	624.50	0.00	0.00
		6/25/18	7/02/18	7	481.50	439.80	527.15	45.65	9.48	9.48
Møller-Mærsk A		3/07/16	3/14/16	7	93.15	88.20	98.38	5.23	5.61
		3/21/16	4/18/16	28	87.20	86.05	88.37	1.17	1.34
		6/20/16	7/18/16	28	77.70	80.55	74.85	-2.85	-3.67
		3/19/18	4/02/18	14	90.15	89.95	90.35	0.20	0.22
		4/16/18	4/23/18	7	85.20	89.50	80.90	-4.30	-5.05	-1.89
Tryg		8/14/23	9/11/23	28	130.75	134.20	127.30	-3.45	-2.64	-2.64
Novo Nordisk		6/24/13	7/01/13	7	87.20	91.15	83.25	-3.95	-4.53
		11/21/16	2/06/17	77	113.65	116.25	111.05	-2.60	-2.29	-6.71
Møller-Mærsk B		7/10/06	9/18/06	70	86.48	94.84	78.13	-8.36	-9.66
		8/10/15	10/19/15	70	119.30	106.70	133.39	14.09	11.81
		11/02/15	12/07/15	35	99.75	99.40	100.10	0.35	0.35
		12/14/15	12/21/15	7	91.50	88.55	94.55	3.05	3.33
		1/18/16	1/25/16	7	77.70	82.75	72.65	-5.05	-6.50
		2/08/16	2/15/16	7	85.70	85.35	86.05	0.35	0.41
		3/05/18	3/12/18	7	95.60	93.74	97.50	1.90	1.98
		4/10/23	4/17/23	7	114.70	138.65	90.75	-23.95	-20.88
		5/08/23	5/15/23	7	120.75	122.15	119.35	-1.40	-1.16
		6/19/23	7/03/23	14	119.70	124.00	115.40	-4.30	-3.59	-24.39
Genmab		6/28/10	7/12/10	14	45.88	59.15	32.61	-13.27	-28.92
		8/23/10	9/06/10	14	56.60	57.00	56.20	-0.40	-0.71
		5/28/18	6/04/18	7	953.20	977.80	928.60	-24.60	-2.58	-31.25
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
ISS		5/14/18	5/21/18	7	214.70	214.50	214.90	0.20	0.09
		3/09/20	6/22/20	105	103.25	118.20	88.30	-14.95	-14.48
		11/02/20	11/09/20	7	87.12	108.05	66.19	-20.93	-24.02	-34.96

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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