Share-o-matic - Assessment Nordic 30 (STOXX Nordic 30)

Assessment - STOXX Nordic 30 in Swiss Franc - 14/10/19 - RS = 14

		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	8/07/19	prc diff	⇓ Δ14	⇓∅-RS
	L	Stoxx Nordic 30	10,710.443	Fri	0.15	10,543.115	1.59	10,836.441	-293.326	-2.71	0.32
		Sandvik	16.885	Fri	4.56	15.565	8.48	17.381	-1.816	-10.45	-1.04
		Ericsson	9.013	Fri	-0.25	8.328	8.22	9.379	-1.050	-11.20	-6.23
		Assa Abloy	23.005	Fri	2.63	21.674	6.14	22.303	-0.629	-2.82	6.43
		Genmab	207.494	Fri	-0.04	198.146	4.72	176.624	21.522	12.19	17.38
		Volvo	14.570	Fri	2.39	14.047	3.72	15.512	-1.466	-9.45	-2.38
		Nokia	5.183	Fri		5.013	3.39	4.975	0.038	0.77	-7.83
	L	Atlas Copco A	31.516	Fri	1.01	30.581	3.06	30.542	0.040	0.13	12.43
	L	Fortum	23.915	Fri	0.88	23.376	2.30	21.600	1.776	8.22	6.83
		Essity B	29.363	Fri	0.17	28.753	2.12	30.794	-2.040	-6.63	4.82
	L	DNB	17.578	Fri	-0.34	17.222	2.07	18.923	-1.701	-8.99	-3.17
	L	S.E.B	9.525	Fri	-0.11	9.340	1.98	9.517	-0.177	-1.86	-2.63
	L	UPM-Kymmene	31.172	Fri	0.43	30.589	1.91	26.078	4.511	17.30	9.56
	L	Swedbank	14.417	Fri	-0.56	14.168	1.76	15.402	-1.234	-8.01	-16.95
	L	Investor	49.178	Fri	0.75	48.396	1.62	48.437	-0.041	-0.08	7.78
	L	Svenska Handelsbank	9.531	Fri	-0.38	9.381	1.60	10.286	-0.905	-8.80	-9.01
	L	Hennes & Mauritz	20.989	Fri	0.63	20.714	1.32	17.800	2.914	16.37	25.10
	L	Pandora	40.984	Fri	2.47	40.586	0.98	37.475	3.111	8.30	-5.92
	L	Nordea Bank	7.125	Fri	-0.21	7.059	0.94	7.510	-0.451	-6.00	-9.84
		Kone	57.946	Fri	0.57	57.638	0.53	57.303	0.335	0.58	9.93
	L	Danske Bank	14.168	Fri	-1.74	14.129	0.27	15.557	-1.428	-9.18	-18.24
		Telenor	19.751	Fri	-0.19	19.740	0.06	20.918	-1.178	-5.63	-0.20
	L	Equinor	18.278	Fri	-0.36	18.278		19.854	-1.576	-7.94	-12.85
		Coloplast	116.473	Fri	-1.30	116.886	-0.35	118.397	-1.511	-1.28	12.23
	S	Sampo	39.254	Fri	-0.61	39.397	-0.36	46.899	-7.502	-16.00	-11.37
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	8/07/19	prc diff	⇓ Δ14	⇓∅-RS
		Ørsted	91.683	Fri	-0.29	92.507	-0.89	90.029	2.478	2.75	20.24
	L	Novo Nordisk	51.612	Fri	-1.41	52.179	-1.09	49.927	2.252	4.51	8.52
	L	Carlsberg B	145.091	Fri	-1.24	147.432	-1.59	137.895	9.536	6.92	18.84
		Vestas Wind Systems	77.580	Fri	-0.45	79.582	-2.52	88.387	-8.805	-9.96	0.60
		Novozymes	42.235	Fri	-0.35	43.928	-3.85	46.433	-2.505	-5.40	-3.49
	L	Telia Company	4.281	Fri	1.20	4.492	-4.70	4.569	-0.076	-1.67	1.39
Nordic 30 - 30 out of 30 instruments rated - 14/10/19 / 8/07/19 - 11 did rise, Market-Ratio(14) in CHF = 36.67 %

Technical Chart

	Nordic 30 RS = 14 - B/S = 66/50

5/01/15	scale up chart	14/10/19

Transactions STOXX Nordic 30 in Swiss Franc * A14 - 66/50 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		29/05/06	147		- cash -
short	29/05/06	28/08/06	91		Møller-Mærsk B	100	519	19.242	19.686	18.797	-0.445	-2	9,769	-9
long	28/08/06	23/07/07	329		Carlsberg A	100	111	87.630	146.692		59.062	67	16,325	77
short	23/07/07	28/04/08	280		UPM-Kymmene	100	600	27.199	20.225	36.578	9.379	34	21,953	47
long	28/04/08	2/06/08	35		Yara International	100	292	75.086	84.739		9.652	13	24,771	253
short	2/06/08	20/04/09	322		S.E.B	100	1,119	22.133	4.950	98.958	76.825	347	110,738	446
long	20/04/09	24/05/10	399		Assa Abloy	100	23,735	4.665	7.751		3.085	66	183,962	59
short	24/05/10	9/08/10	77		Nokia	100	15,529	11.846	9.617	14.591	2.745	23	226,587	169
long	9/08/10	14/03/11	217		Novo Nordisk	100	12,188	18.591	22.711		4.120	22	276,802	40
short	14/03/11	28/11/11	259		Nokia	100	36,469	7.590	5.114	11.264	3.674	48	410,807	74
long	28/11/11	7/05/12	161		Equinor	100	18,261	22.496	23.734		1.238	6	433,417	13
short	7/05/12	13/08/12	98		Nokia	100	150,329	2.883	2.666	3.118	0.235	8	468,682	34
long	13/08/12	3/06/13	294		Pandora	100	34,867	13.442	32.607		19.165	143	1,136,902	200
short	3/06/13	29/07/13	56		Equinor	100	52,810	21.528	20.086	23.074	1.546	7	1,218,538	57
long	29/07/13	28/04/14	273		Pandora	100	34,356	35.468	56.401		20.933	59	1,937,698	86
short	28/04/14	5/05/14	7		Carlsberg A	100	21,530	89.999	91.208	88.790	-1.209	-1	1,911,668	-51
long	5/05/14	15/09/14	133		Pandora	100	32,214	59.342	72.334		12.992	22	2,330,183	72
short	15/09/14	10/11/14	56		Volvo	100	219,003	10.640	11.225	10.055	-0.585	-5	2,202,142	-31
long	10/11/14	1/06/15	203		Pandora	100	26,867	81.962	94.109		12.147	15	2,528,487	28
short	1/06/15	30/11/15	182		Fortum	100	141,213	17.905	15.022	21.342	3.436	19	3,013,749	42
long	30/11/15	14/12/15	14		Pandora	100	24,710	121.961	117.337		-4.624	-4	2,899,488	-63
short	14/12/15	25/04/16	133		Møller-Mærsk B	100	218,345	13.279	13.786	12.773	-0.506	-4	2,788,907	-10
long	25/04/16	9/05/16	14		Volvo	100	236,176	11.809	10.881		-0.928	-8	2,569,817	-88
short	9/05/16	16/05/16	7		Ericsson	100	340,853	7.539	7.484	7.595	0.056	1	2,588,751	47
long	16/05/16	13/06/16	28		Pandora	100	17,907	144.563	135.742		-8.821	-6	2,430,793	-56
short	13/06/16	15/08/16	63		Ericsson	100	340,112	7.147	7.144	7.150	0.003	0	2,431,701	0
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	15/08/16	31/07/17	350		Kone	100	47,099	51.629	50.369		-1.260	-2	2,372,379	-3
short	31/07/17	3/09/18	399		Hennes & Mauritz	100	94,036	25.228	13.210	48.181	22.953	91	4,530,801	81
long	3/09/18	15/10/18	42		Ericsson	100	546,068	8.297	8.150		-0.147	-2	4,450,385	-14
short	15/10/18	11/02/19	119		Danske Bank	100	207,874	21.409	18.924	24.220	2.811	13	5,034,722	46
long	11/02/19	3/06/19	112		Vestas Wind Systems	100	59,740	84.277	81.490		-2.787	-3	4,868,242	-10
short	3/06/19	8/07/19	35		Pandora	100	135,328	35.973	37.475	34.472	-1.501	-4	4,665,061	-36
long	8/07/19	5/08/19	28		Vestas Wind Systems	100	52,780	88.387	78.145		-10.242	-12	4,124,485	-80
short	5/08/19	9/09/19	35		Swedbank	100	320,002	12.889	13.974	11.804	-1.085	-8	3,777,369	-60
long	9/09/19	18/10/19	39		Genmab	100	18,477	204.433	207.494		3.061	1	3,833,920	15
accum	29/05/06	18/10/19	4893	days out of 5040 invested (97%)							38,239		3,833,920	56

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Pandora	long	13/08/12	3/06/13	294	13.44	32.61		19.16	142.58
	long	29/07/13	28/04/14	273	35.47	56.40		20.93	59.02
	long	5/05/14	15/09/14	133	59.34	72.33		12.99	21.89
	long	10/11/14	1/06/15	203	81.96	94.11		12.15	14.82
	long	30/11/15	14/12/15	14	121.96	117.34		-4.62	-3.79
	long	16/05/16	13/06/16	28	144.56	135.74		-8.82	-6.10
	short	3/06/19	8/07/19	35	35.97	37.47	34.47	-1.50	-4.17	367.35
S.E.B	short	2/06/08	20/04/09	322	22.13	4.95	98.96	76.82	347.10	347.10
Nokia	short	24/05/10	9/08/10	77	11.85	9.62	14.59	2.74	23.17
	short	14/03/11	28/11/11	259	7.59	5.11	11.26	3.67	48.41
	short	7/05/12	13/08/12	98	2.88	2.67	3.12	0.23	8.14	97.68
Hennes & Mauritz	short	31/07/17	3/09/18	399	25.23	13.21	48.18	22.95	90.98	90.98
Assa Abloy	long	20/04/09	24/05/10	399	4.67	7.75		3.09	66.13	66.13
Carlsberg A	long	28/08/06	23/07/07	329	87.63	146.69		59.06	67.40
	short	28/04/14	5/05/14	7	90.00	91.21	88.79	-1.21	-1.34	65.15
UPM-Kymmene	short	23/07/07	28/04/08	280	27.20	20.22	36.58	9.38	34.48	34.48
Novo Nordisk	long	9/08/10	14/03/11	217	18.59	22.71		4.12	22.16	22.16
Fortum	short	1/06/15	30/11/15	182	17.91	15.02	21.34	3.44	19.19	19.19
Danske Bank	short	15/10/18	11/02/19	119	21.41	18.92	24.22	2.81	13.13	13.13
Equinor	long	28/11/11	7/05/12	161	22.50	23.73		1.24	5.50
	short	3/06/13	29/07/13	56	21.53	20.09	23.07	1.55	7.18	13.08
Yara International	long	28/04/08	2/06/08	35	75.09	84.74		9.65	12.85	12.85
Genmab	long	9/09/19	18/10/19	39	204.43	207.49		3.06	1.50	1.50
Ericsson	short	9/05/16	16/05/16	7	7.54	7.48	7.59	0.06	0.74
	short	13/06/16	15/08/16	63	7.15	7.14	7.15	0.00	0.04
	long	3/09/18	15/10/18	42	8.30	8.15		-0.15	-1.77	-1.01
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Kone	long	15/08/16	31/07/17	350	51.63	50.37		-1.26	-2.44	-2.44
Møller-Mærsk B	short	29/05/06	28/08/06	91	19.24	19.69	18.80	-0.44	-2.31
	short	14/12/15	25/04/16	133	13.28	13.79	12.77	-0.51	-3.81	-6.04
Swedbank	short	5/08/19	9/09/19	35	12.89	13.97	11.80	-1.08	-8.42	-8.42
Volvo	short	15/09/14	10/11/14	56	10.64	11.22	10.06	-0.58	-5.49
	long	25/04/16	9/05/16	14	11.81	10.88		-0.93	-7.86	-12.92
Vestas Wind Systems	long	11/02/19	3/06/19	112	84.28	81.49		-2.79	-3.31
	long	8/07/19	5/08/19	28	88.39	78.14		-10.24	-11.59	-14.51

Annotations

19/06/18	Atlas Copco A	spin-off Epiroc
16/05/18	Statoil	is now called Equinor
19/09/16	Nordic 30	Vestas Wind Systems replaces Yara
5/09/15	Nordic 30	Pandora replaces Seadrill (market adjustment to index)
3/06/15	Assa Abloy	ex split 1:3 (three for one)
19/05/15	Svenska Handelsbank	ex Split 1:3 (three for one)
22/09/14	Nordic 30	Coloplast replaces Swedish Match.


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