| |
| |
Assessment - STOXX Nordic 30 - 5/16/22 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ14 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Stoxx Nordic 30 |
12,035.400 |
15:50 |
1.15 |
11,991.400 |
0.37 |
13,194.400 |
-1,203.000 |
-9.12 |
EUR |
-10.72 |
| |  |
 |
 |
 |
|
 |
Equinor |
336.600 |
14:27 |
1.37 |
331.200 |
1.63 |
262.250 |
68.950 |
26.29 |
NOK |
47.09 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
761.300 |
14:59 |
4.16 |
735.000 |
3.58 |
665.900 |
69.100 |
10.38 |
DKK |
14.39 |
| |  |
 |
 |
 |
L |
 |
Sampo |
41.760 |
15:29 |
-0.95 |
46.300 |
-9.81 |
43.890 |
2.410 |
5.49 |
EUR |
8.02 |
| |  |
 |
 |
 |
|
 |
Svenska Handelsbank |
98.120 |
15:29 |
0.22 |
97.960 |
0.16 |
100.450 |
-2.490 |
-2.48 |
SEK |
1.33 |
| |  |
 |
 |
 |
|
 |
UPM-Kymmene |
32.270 |
15:24 |
1.80 |
31.900 |
1.16 |
32.600 |
-0.700 |
-2.15 |
EUR |
-0.77 |
| |  |
 |
 |
 |
|
 |
Essity B |
254.500 |
15:29 |
-0.78 |
262.900 |
-3.20 |
260.700 |
2.200 |
0.84 |
SEK |
-2.62 |
| |  |
 |
 |
 |
S |
 |
Nokia |
4.608 |
15:29 |
0.52 |
4.706 |
-2.08 |
5.049 |
-0.343 |
-6.79 |
EUR |
-3.69 |
| |  |
 |
 |
 |
S |
 |
Nordea Bank |
97.980 |
15:29 |
0.05 |
98.530 |
-0.56 |
110.100 |
-11.570 |
-10.51 |
SEK |
-3.89 |
| |  |
 |
 |
 |
S |
 |
DNB |
187.150 |
14:27 |
2.46 |
183.900 |
1.77 |
216.300 |
-32.400 |
-14.98 |
NOK |
-6.12 |
| |  |
 |
 |
 |
|
 |
S.E.B |
107.800 |
15:29 |
-0.69 |
109.300 |
-1.37 |
121.150 |
-11.850 |
-9.78 |
SEK |
-6.59 |
| |  |
 |
 |
 |
S |
 |
Novozymes |
438.600 |
14:59 |
3.59 |
434.000 |
1.06 |
408.800 |
25.200 |
6.16 |
DKK |
-6.76 |
| |  |
 |
 |
 |
S |
 |
Swedbank |
147.750 |
15:24 |
-0.77 |
151.900 |
-2.73 |
170.060 |
-18.160 |
-10.68 |
SEK |
-8.93 |
| |  |
 |
 |
 |
S |
 |
Assa Abloy |
232.500 |
15:29 |
-0.09 |
234.100 |
-0.68 |
273.400 |
-39.300 |
-14.37 |
SEK |
-10.21 |
| |  |
 |
 |
 |
L |
 |
Neste Oil |
40.570 |
15:29 |
-0.12 |
40.450 |
0.30 |
39.400 |
1.050 |
2.66 |
EUR |
-10.69 |
| |  |
 |
 |
 |
|
 |
Carlsberg B |
874.600 |
14:59 |
1.06 |
913.800 |
-4.29 |
1,087.500 |
-173.700 |
-15.97 |
DKK |
-11.40 |
| |  |
 |
 |
 |
S |
 |
Hexagon |
114.800 |
15:29 |
1.23 |
115.750 |
-0.82 |
128.150 |
-12.400 |
-9.68 |
SEK |
-12.20 |
| |  |
 |
 |
 |
S |
 |
Investor |
174.260 |
15:24 |
0.69 |
175.000 |
-0.42 |
199.200 |
-24.200 |
-12.15 |
SEK |
-13.14 |
| |  |
 |
 |
 |
S |
 |
Sandvik |
192.100 |
15:29 |
0.71 |
189.350 |
1.45 |
235.900 |
-46.550 |
-19.73 |
SEK |
-13.49 |
| |  |
 |
 |
 |
|
 |
Ørsted |
774.500 |
14:59 |
3.13 |
719.400 |
7.66 |
681.400 |
38.000 |
5.58 |
DKK |
-14.61 |
| |  |
 |
 |
 |
S |
 |
Coloplast |
853.400 |
14:59 |
1.86 |
859.200 |
-0.68 |
960.000 |
-100.800 |
-10.50 |
DKK |
-16.84 |
| |  |
 |
 |
 |
S |
 |
Volvo |
163.100 |
15:29 |
-2.07 |
162.000 |
0.68 |
207.200 |
-45.200 |
-21.81 |
SEK |
-17.10 |
| |  |
 |
 |
 |
|
 |
Genmab |
2,176.000 |
14:59 |
2.02 |
2,109.000 |
3.18 |
2,298.000 |
-189.000 |
-8.22 |
DKK |
-17.47 |
| |  |
 |
 |
 |
|
 |
Evolution |
980.700 |
15:29 |
1.93 |
995.000 |
-1.44 |
1,119.200 |
-124.200 |
-11.10 |
SEK |
-19.01 |
| |  |
 |
 |
 |
S |
 |
Ericsson |
77.410 |
15:24 |
-0.28 |
78.940 |
-1.94 |
115.460 |
-36.520 |
-31.63 |
SEK |
-19.08 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ14 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
Hennes & Mauritz |
125.500 |
15:29 |
-0.77 |
130.520 |
-3.85 |
172.020 |
-41.500 |
-24.13 |
SEK |
-22.08 |
| |  |
 |
 |
 |
S |
 |
Atlas Copco A |
103.640 |
15:29 |
-0.25 |
103.840 |
-0.19 |
132.500 |
-28.660 |
-21.63 |
SEK |
-22.53 |
| |  |
 |
 |
 |
S |
 |
DSV |
1,127.500 |
14:59 |
2.50 |
1,079.500 |
4.45 |
1,314.000 |
-234.500 |
-17.85 |
DKK |
-22.72 |
| |  |
 |
 |
 |
S |
 |
Kone |
45.010 |
15:29 |
3.09 |
43.770 |
2.83 |
58.740 |
-14.970 |
-25.49 |
EUR |
-25.72 |
| |  |
 |
 |
 |
S |
 |
EQT |
269.800 |
15:29 |
1.54 |
272.600 |
-1.03 |
346.200 |
-73.600 |
-21.26 |
SEK |
-26.21 |
| |  |
 |
 |
 |
|
 |
Vestas Wind Systems |
156.680 |
14:59 |
-0.43 |
149.580 |
4.75 |
166.000 |
-16.420 |
-9.89 |
DKK |
-29.90 |
Nordic 30 - 30 out of 30 instruments rated - 5/16/22 / 2/07/22 - 7 did rise, Market-Ratio(14) = 23.33 % |
Technical Chart
Transactions STOXX Nordic 30 * A14 - 66/50 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
5/29/06 |
147 |
|
- cash - |
short |
5/29/06 |
8/28/06 |
91 |
 |
 |
 |
Møller-Mærsk B |
100 |
108 |
DKK |
91.924 |
92.895 |
90.952 |
-0.972 |
-1 |
9,895 |
-4 |
|
long |
8/28/06 |
7/23/07 |
329 |
 |
 |
 |
Carlsberg A |
100 |
23 |
DKK |
413.510 |
657.320 |
|
243.810 |
59 |
15,503 |
67 |
|
short |
7/23/07 |
4/28/08 |
280 |
 |
 |
 |
UPM-Kymmene |
100 |
946 |
EUR |
16.380 |
12.510 |
21.447 |
5.067 |
31 |
20,296 |
42 |
|
long |
4/28/08 |
6/02/08 |
35 |
 |
 |
 |
Yara International |
100 |
54 |
NOK |
372.000 |
415.000 |
|
43.000 |
12 |
22,618 |
213 |
|
short |
6/02/08 |
4/20/09 |
322 |
 |
 |
 |
S.E.B |
100 |
177 |
SEK |
127.500 |
35.900 |
452.820 |
325.320 |
255 |
80,200 |
321 |
|
long |
4/20/09 |
5/24/10 |
399 |
 |
 |
 |
Assa Abloy |
100 |
2,370 |
SEK |
33.833 |
52.667 |
|
18.833 |
56 |
124,835 |
50 |
|
short |
5/24/10 |
8/09/10 |
77 |
 |
 |
 |
Nokia |
100 |
15,223 |
EUR |
8.200 |
6.970 |
9.647 |
1.447 |
18 |
146,864 |
116 |
|
long |
8/09/10 |
3/14/11 |
217 |
 |
 |
 |
Novo Nordisk |
100 |
1,462 |
DKK |
100.400 |
131.000 |
|
30.600 |
30 |
191,602 |
56 |
|
short |
3/14/11 |
11/28/11 |
259 |
 |
 |
 |
Nokia |
100 |
32,640 |
EUR |
5.870 |
4.150 |
8.303 |
2.433 |
41 |
271,011 |
63 |
|
long |
11/28/11 |
5/07/12 |
161 |
 |
 |
 |
Equinor |
100 |
1,891 |
NOK |
143.300 |
149.873 |
|
6.573 |
5 |
283,441 |
11 |
|
short |
5/07/12 |
8/13/12 |
98 |
 |
 |
 |
Nokia |
100 |
118,100 |
EUR |
2.400 |
2.220 |
2.595 |
0.195 |
8 |
306,423 |
34 |
|
long |
8/13/12 |
6/03/13 |
294 |
 |
 |
 |
Pandora |
100 |
3,678 |
DKK |
83.300 |
195.800 |
|
112.500 |
135 |
720,198 |
189 |
|
short |
6/03/13 |
7/29/13 |
56 |
 |
 |
 |
Equinor |
100 |
5,443 |
NOK |
132.300 |
128.100 |
136.638 |
4.338 |
3 |
743,808 |
23 |
|
long |
7/29/13 |
4/28/14 |
273 |
 |
 |
 |
Pandora |
100 |
3,474 |
DKK |
214.100 |
345.300 |
|
131.200 |
61 |
1,199,597 |
89 |
|
short |
4/28/14 |
5/05/14 |
7 |
 |
 |
 |
Carlsberg A |
100 |
2,177 |
DKK |
551.000 |
559.000 |
543.000 |
-8.000 |
-1 |
1,182,181 |
-53 |
|
long |
5/05/14 |
9/15/14 |
133 |
 |
 |
 |
Pandora |
100 |
3,250 |
DKK |
363.700 |
444.900 |
|
81.200 |
22 |
1,446,081 |
74 |
|
short |
9/15/14 |
11/10/14 |
56 |
 |
 |
 |
Volvo |
100 |
17,863 |
SEK |
80.950 |
86.200 |
75.700 |
-5.250 |
-6 |
1,352,300 |
-35 |
|
long |
11/10/14 |
6/01/15 |
203 |
 |
 |
 |
Pandora |
100 |
2,667 |
DKK |
507.000 |
679.000 |
|
172.000 |
34 |
1,811,024 |
69 |
|
short |
6/01/15 |
11/30/15 |
182 |
 |
 |
 |
Fortum |
100 |
104,562 |
EUR |
17.320 |
13.820 |
21.706 |
4.386 |
25 |
2,269,675 |
57 |
|
long |
11/30/15 |
12/14/15 |
14 |
 |
 |
 |
Pandora |
100 |
2,711 |
DKK |
837.000 |
808.500 |
|
-28.500 |
-3 |
2,192,412 |
-59 |
|
short |
12/14/15 |
4/25/16 |
133 |
 |
 |
 |
Møller-Mærsk B |
100 |
23,960 |
DKK |
91.500 |
93.400 |
89.600 |
-1.900 |
-2 |
2,146,888 |
-6 |
|
long |
4/25/16 |
5/09/16 |
14 |
 |
 |
 |
Volvo |
100 |
21,806 |
SEK |
98.450 |
91.500 |
|
-6.950 |
-7 |
1,995,336 |
-85 |
|
short |
5/09/16 |
5/16/16 |
7 |
 |
 |
 |
Ericsson |
100 |
31,472 |
SEK |
63.400 |
63.250 |
63.550 |
0.150 |
0 |
2,000,069 |
13 |
|
long |
5/16/16 |
6/13/16 |
28 |
 |
 |
 |
Pandora |
100 |
2,058 |
DKK |
971.500 |
927.000 |
|
-44.500 |
-5 |
1,908,488 |
-46 |
|
short |
6/13/16 |
8/15/16 |
63 |
 |
 |
 |
Ericsson |
100 |
31,235 |
SEK |
61.100 |
62.100 |
60.100 |
-1.000 |
-2 |
1,877,253 |
-9 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
8/15/16 |
7/31/17 |
350 |
 |
 |
 |
Kone |
100 |
39,571 |
EUR |
47.440 |
44.010 |
|
-3.430 |
-7 |
1,741,525 |
-8 |
|
short |
7/31/17 |
9/03/18 |
399 |
 |
 |
 |
Hennes & Mauritz |
100 |
8,273 |
SEK |
210.500 |
123.960 |
357.456 |
146.956 |
70 |
2,957,292 |
62 |
|
long |
9/03/18 |
10/15/18 |
42 |
 |
 |
 |
Ericsson |
100 |
37,982 |
SEK |
77.860 |
73.840 |
|
-4.020 |
-5 |
2,804,604 |
-37 |
|
short |
10/15/18 |
2/11/19 |
119 |
 |
 |
 |
Danske Bank |
100 |
20,090 |
DKK |
139.600 |
124.400 |
156.657 |
17.057 |
12 |
3,147,283 |
42 |
|
long |
2/11/19 |
6/03/19 |
112 |
 |
 |
 |
Vestas Wind Systems |
100 |
28,405 |
DKK |
110.800 |
108.960 |
|
-1.840 |
-2 |
3,095,018 |
-5 |
|
short |
6/03/19 |
7/08/19 |
35 |
 |
 |
 |
Pandora |
100 |
12,869 |
DKK |
240.500 |
251.000 |
230.000 |
-10.500 |
-4 |
2,959,894 |
-37 |
|
long |
7/08/19 |
8/05/19 |
28 |
 |
 |
 |
Vestas Wind Systems |
100 |
24,999 |
DKK |
118.400 |
106.960 |
|
-11.440 |
-10 |
2,673,905 |
-73 |
|
short |
8/05/19 |
9/09/19 |
35 |
 |
 |
 |
Swedbank |
100 |
21,037 |
SEK |
127.100 |
136.050 |
118.150 |
-8.950 |
-7 |
2,485,624 |
-53 |
|
long |
9/09/19 |
3/02/20 |
175 |
 |
 |
 |
Genmab |
100 |
1,786 |
DKK |
1,391.500 |
1,552.000 |
|
160.500 |
12 |
2,772,277 |
26 |
|
short |
3/02/20 |
6/22/20 |
112 |
 |
 |
 |
Equinor |
100 |
19,178 |
NOK |
144.550 |
140.900 |
148.295 |
3.745 |
3 |
2,844,091 |
9 |
|
long |
6/22/20 |
10/26/20 |
126 |
 |
 |
 |
Genmab |
100 |
1,336 |
DKK |
2,128.000 |
2,195.000 |
|
67.000 |
3 |
2,933,603 |
9 |
|
short |
10/26/20 |
11/09/20 |
14 |
 |
 |
 |
Svenska Handelsbank |
100 |
38,498 |
SEK |
76.200 |
81.000 |
71.400 |
-4.800 |
-6 |
2,748,812 |
-82 |
|
long |
11/09/20 |
10/04/21 |
329 |
 |
 |
 |
Pandora |
100 |
4,762 |
DKK |
577.200 |
790.000 |
|
212.800 |
37 |
3,762,166 |
42 |
|
short |
10/04/21 |
12/27/21 |
84 |
 |
 |
 |
Ørsted |
100 |
4,425 |
DKK |
850.200 |
828.000 |
872.995 |
22.795 |
3 |
3,863,035 |
12 |
|
long |
12/27/21 |
1/24/22 |
28 |
 |
 |
 |
Novo Nordisk |
100 |
5,305 |
DKK |
728.100 |
608.900 |
|
-119.200 |
-16 |
3,230,679 |
-90 |
|
short |
1/24/22 |
5/20/22 |
116 |
 |
 |
 |
Vestas Wind Systems |
100 |
18,567 |
DKK |
174.000 |
156.680 |
193.235 |
19.235 |
11 |
3,587,808 |
39 |
|
accum | 5/29/06 |
5/20/22 | 5835 |
days out of 5982 invested (98%) |
35,778 |
3,587,808 |
44 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Pandora | long | 8/13/12 | 6/03/13 | 294 | 83.30 | 195.80 | | 112.50 | 135.05 | | | |
| long | 7/29/13 | 4/28/14 | 273 | 214.10 | 345.30 | | 131.20 | 61.28 | | | |
| long | 5/05/14 | 9/15/14 | 133 | 363.70 | 444.90 | | 81.20 | 22.33 | | | |
| long | 11/10/14 | 6/01/15 | 203 | 507.00 | 679.00 | | 172.00 | 33.93 | | | |
| long | 11/30/15 | 12/14/15 | 14 | 837.00 | 808.50 | | -28.50 | -3.41 | | | |
| long | 5/16/16 | 6/13/16 | 28 | 971.50 | 927.00 | | -44.50 | -4.58 | | | |
| short | 6/03/19 | 7/08/19 | 35 | 240.50 | 251.00 | 230.00 | -10.50 | -4.37 | | | |
| long | 11/09/20 | 10/04/21 | 329 | 577.20 | 790.00 | | 212.80 | 36.87 | | | 649.26 |
S.E.B | short | 6/02/08 | 4/20/09 | 322 | 127.50 | 35.90 | 452.82 | 325.32 | 255.15 | | | 255.15 |
Nokia | short | 5/24/10 | 8/09/10 | 77 | 8.20 | 6.97 | 9.65 | 1.45 | 17.65 | | | |
| short | 3/14/11 | 11/28/11 | 259 | 5.87 | 4.15 | 8.30 | 2.43 | 41.45 | | | |
| short | 5/07/12 | 8/13/12 | 98 | 2.40 | 2.22 | 2.59 | 0.19 | 8.11 | | | 79.90 |
Hennes & Mauritz | short | 7/31/17 | 9/03/18 | 399 | 210.50 | 123.96 | 357.46 | 146.96 | 69.81 | | | 69.81 |
Carlsberg A | long | 8/28/06 | 7/23/07 | 329 | 413.51 | 657.32 | | 243.81 | 58.96 | | | |
| short | 4/28/14 | 5/05/14 | 7 | 551.00 | 559.00 | 543.00 | -8.00 | -1.45 | | | 56.65 |
Assa Abloy | long | 4/20/09 | 5/24/10 | 399 | 33.83 | 52.67 | | 18.83 | 55.67 | | | 55.67 |
UPM-Kymmene | short | 7/23/07 | 4/28/08 | 280 | 16.38 | 12.51 | 21.45 | 5.07 | 30.94 | | | 30.94 |
Fortum | short | 6/01/15 | 11/30/15 | 182 | 17.32 | 13.82 | 21.71 | 4.39 | 25.33 | | | 25.33 |
Genmab | long | 9/09/19 | 3/02/20 | 175 | 1,391.50 | 1,552.00 | | 160.50 | 11.53 | | | |
| long | 6/22/20 | 10/26/20 | 126 | 2,128.00 | 2,195.00 | | 67.00 | 3.15 | | | 15.05 |
Danske Bank | short | 10/15/18 | 2/11/19 | 119 | 139.60 | 124.40 | 156.66 | 17.06 | 12.22 | | | 12.22 |
Yara International | long | 4/28/08 | 6/02/08 | 35 | 372.00 | 415.00 | | 43.00 | 11.56 | | | 11.56 |
Equinor | long | 11/28/11 | 5/07/12 | 161 | 143.30 | 149.87 | | 6.57 | 4.59 | | | |
| short | 6/03/13 | 7/29/13 | 56 | 132.30 | 128.10 | 136.64 | 4.34 | 3.28 | | | |
| short | 3/02/20 | 6/22/20 | 112 | 144.55 | 140.90 | 148.29 | 3.74 | 2.59 | | | 10.81 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Novo Nordisk | long | 8/09/10 | 3/14/11 | 217 | 100.40 | 131.00 | | 30.60 | 30.48 | | | |
| long | 12/27/21 | 1/24/22 | 28 | 728.10 | 608.90 | | -119.20 | -16.37 | | | 9.12 |
Ørsted | short | 10/04/21 | 12/27/21 | 84 | 850.20 | 828.00 | 873.00 | 22.80 | 2.68 | | | 2.68 |
Vestas Wind Systems | long | 2/11/19 | 6/03/19 | 112 | 110.80 | 108.96 | | -1.84 | -1.66 | | | |
| long | 7/08/19 | 8/05/19 | 28 | 118.40 | 106.96 | | -11.44 | -9.66 | | | |
| short | 1/24/22 | 5/20/22 | 116 | 174.00 | 156.68 | 193.23 | 19.23 | 11.05 | | | -1.34 |
Møller-Mærsk B | short | 5/29/06 | 8/28/06 | 91 | 91.92 | 92.90 | 90.95 | -0.97 | -1.06 | | | |
| short | 12/14/15 | 4/25/16 | 133 | 91.50 | 93.40 | 89.60 | -1.90 | -2.08 | | | -3.11 |
Svenska Handelsbank | short | 10/26/20 | 11/09/20 | 14 | 76.20 | 81.00 | 71.40 | -4.80 | -6.30 | | | -6.30 |
Ericsson | short | 5/09/16 | 5/16/16 | 7 | 63.40 | 63.25 | 63.55 | 0.15 | 0.24 | | | |
| short | 6/13/16 | 8/15/16 | 63 | 61.10 | 62.10 | 60.10 | -1.00 | -1.64 | | | |
| long | 9/03/18 | 10/15/18 | 42 | 77.86 | 73.84 | | -4.02 | -5.16 | | | -6.49 |
Swedbank | short | 8/05/19 | 9/09/19 | 35 | 127.10 | 136.05 | 118.15 | -8.95 | -7.04 | | | -7.04 |
Kone | long | 8/15/16 | 7/31/17 | 350 | 47.44 | 44.01 | | -3.43 | -7.23 | | | -7.23 |
Volvo | short | 9/15/14 | 11/10/14 | 56 | 80.95 | 86.20 | 75.70 | -5.25 | -6.49 | | | |
| long | 4/25/16 | 5/09/16 | 14 | 98.45 | 91.50 | | -6.95 | -7.06 | | | -13.09 |
Annotations
5/13/22 | Atlas Copco A | | | splits 1:4 (four for one) |
5/19/21 | Hexagon | | | stock split 1:7 (seven for one) |
| Investor | | | stock split 1:4 (four for one) |
4/03/19 | Neste Oil | | | stock split 1:3 (three for one) |
6/19/18 | Atlas Copco A | | | spin-off Epiroc |
5/16/18 | Statoil | | | is now called Equinor |
9/19/16 | Nordic 30 | | | Vestas Wind Systems replaces Yara |
9/05/15 | Nordic 30 | | | Pandora replaces Seadrill (market adjustment to index) |
6/03/15 | Assa Abloy | | | ex split 1:3 (three for one) |
5/19/15 | Svenska Handelsbank | | | ex Split 1:3 (three for one) |
9/22/14 | Nordic 30 | | | Coloplast replaces Swedish Match. |
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