Share-o-matic - Portfolio

Tue, 22nd Oct 2019, 16:24UTC

Assessment - OMX Copenhagen 20 - 21/10/19 - RS = 16

		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	1/07/19	prc diff	⇓ Δ16	⇓∅-RS
	L	OMXC 20	1,040.990	15:05	1.16	1,029.080	1.16	1,019.900	9.180	0.90	5.35
	L	Genmab	1,430.000	14:59	3.17	1,386.000	3.17	1,209.000	177.000	14.64	22.52
	L	Novo Nordisk	360.900	14:59	2.27	352.900	2.27	340.350	12.550	3.69	9.70
	L	Ambu	106.450	14:59	2.26	104.100	2.26	109.500	-5.400	-4.93	-19.17
	S	GN Store Nord	271.000	14:59	1.92	265.900	1.92	319.900	-54.000	-16.88	-8.99
	S	Demant	174.300	14:59	1.90	171.050	1.90	204.500	-33.450	-16.36	-15.05
		Coloplast	809.000	14:59	1.58	796.400	1.58	767.400	29.000	3.78	14.39
	L	Jyske Bank	242.300	14:59	1.42	238.900	1.42	230.400	8.500	3.69	-1.04
		Ørsted	628.200	14:59	0.87	622.800	0.87	570.200	52.600	9.22	20.73
		Tryg	189.600	14:59	0.85	188.000	0.85	215.400	-27.400	-12.72	1.16
		Lundbeck	225.700	14:59	0.76	224.000	0.76	266.600	-42.600	-15.98	-17.38
		DSV	647.000	14:59	0.37	644.600	0.37	649.000	-4.400	-0.68	13.62
		Novozymes	290.000	14:59	0.31	289.100	0.31	311.000	-21.900	-7.04	-4.54
		Carlsberg B	986.000	14:59	0.22	983.800	0.22	878.000	105.800	12.05	18.50
	L	Pandora	289.000	14:59	0.21	288.400	0.21	240.700	47.700	19.82	0.94
		Christian Hansen	520.200	14:59	0.08	519.800	0.08	629.600	-109.800	-17.44	-17.37
	L	Danske Bank	98.600	14:59		98.600		104.750	-6.150	-5.87	-13.90
		Vestas Wind Systems	536.600	14:59	-0.45	539.000	-0.45	591.800	-52.800	-8.92	1.72
		FLSmidth	235.500	14:59	-0.67	237.100	-0.67	300.000	-62.900	-20.97	-20.69
		ISS	168.050	14:59	-0.74	169.300	-0.74	200.100	-30.800	-15.39	-12.45
	L	Møller-Mærsk B	8,392.000	14:59	-2.31	8,590.000	-2.31	8,068.000	522.000	6.47	5.51
OMXC 20 - 20 out of 20 instruments rated - 21/10/19 / 1/07/19 - 8 did rise, Market-Ratio(16) = 40.00 %
Stock Exchange Currency: DKK kr Danish krone

Technical Chart

	OMXC 20 RS = 16 - B/S = 43/43

5/01/15	scale up chart	21/10/19

Transactions OMX Copenhagen 20 * A16 - 43/43 (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		10/07/06	189		- cash -
short	10/07/06	4/09/06	56		Møller-Mærsk B	100	115	86.482	96.005	76.959	-9.523	-11	8,905	-53
long	4/09/06	29/10/07	420		Genmab	100	39	223.000	335.000		112.000	50	13,273	42
short	29/10/07	21/04/08	175		GN Store Nord	100	241	55.000	26.300	115.019	60.019	109	27,737	366
long	21/04/08	14/07/08	84		Vestas Wind Systems	100	54	512.000	616.000		104.000	20	33,353	123
short	14/07/08	9/02/09	210		Danske Bank	100	286	116.600	47.660	285.261	168.661	145	81,591	374
long	9/02/09	16/02/09	7		Genmab	100	304	268.000	255.000		-13.000	-5	77,639	-93
short	16/02/09	6/04/09	49		Danske Bank	100	1,781	43.580	51.590	35.570	-8.010	-18	63,373	-78
long	6/04/09	30/08/10	511		GN Store Nord	100	3,794	16.700	36.600		19.900	119	138,873	75
short	30/08/10	6/09/10	7		Vestas Wind Systems	100	618	224.700	221.800	227.638	2.938	1	140,689	97
long	6/09/10	25/04/11	231		GN Store Nord	100	3,071	45.800	49.600		3.800	8	152,359	13
short	25/04/11	16/05/11	21		Vestas Wind Systems	100	849	179.300	156.000	206.080	26.780	15	175,095	1,024
long	16/05/11	30/05/11	14		Novozymes	100	992	176.500	176.100		-0.400	0	174,698	-6
short	30/05/11	4/07/11	35		Vestas Wind Systems	100	1,156	151.000	130.000	175.392	24.392	16	202,896	377
long	4/07/11	11/07/11	7		Novozymes	100	1,170	173.400	172.300		-1.100	-1	201,609	-28
short	11/07/11	28/11/11	140		Vestas Wind Systems	100	1,576	127.900	73.600	222.261	94.361	74	350,322	322
long	28/11/11	14/05/12	168		Tryg	100	5,478	63.940	65.180		1.240	2	357,114	4
short	14/05/12	28/05/12	14		Vestas Wind Systems	100	8,478	42.120	37.450	47.372	5.252	12	401,643	2,041
long	28/05/12	4/06/12	7		GN Store Nord	100	5,893	68.150	67.500		-0.650	-1	397,813	-39
short	4/06/12	18/06/12	14		Vestas Wind Systems	100	12,266	32.430	29.380	35.797	3.367	10	439,108	1,213
long	18/06/12	25/06/12	7		GN Store Nord	100	5,994	73.250	71.650		-1.600	-2	429,517	-68
short	25/06/12	16/07/12	21		Vestas Wind Systems	100	14,241	30.160	25.230	36.053	5.893	20	513,444	2,125
long	16/07/12	24/06/13	343		Genmab	100	8,149	63.000	168.600		105.600	168	1,373,978	185
short	24/06/13	1/07/13	7		FLSmidth	100	5,258	261.300	256.400	266.294	4.994	2	1,400,235	168
long	1/07/13	1/09/14	427		Vestas Wind Systems	100	17,394	80.500	237.300		156.800	195	4,127,614	152
short	1/09/14	8/09/14	7		Demant	100	47,118	87.600	89.080	86.120	-1.480	-2	4,057,879	-59
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	8/09/14	29/09/14	21		Pandora	100	9,487	427.700	458.700		31.000	7	4,351,976	237
short	29/09/14	3/11/14	35		TDC	100	96,732	44.990	45.210	44.770	-0.220	0	4,330,695	-5
long	3/11/14	17/11/14	14		Pandora	100	8,725	496.300	493.700		-2.600	-1	4,308,010	-13
short	17/11/14	24/11/14	7		FLSmidth	100	17,441	247.000	262.600	231.400	-15.600	-6	4,035,931	-97
long	24/11/14	17/08/15	266		Pandora	100	8,071	500.000	802.000		302.000	60	6,473,373	91
short	17/08/15	5/10/15	49		GN Store Nord	100	51,994	124.500	126.375	122.625	-1.875	-2	6,375,884	-11
long	5/10/15	2/11/15	28		Genmab	100	10,040	635.000	680.000		45.000	7	6,827,684	144
short	2/11/15	23/11/15	21		TDC	100	189,605	36.010	36.850	35.170	-0.840	-2	6,668,416	-34
long	23/11/15	8/02/16	77		Genmab	100	7,882	846.000	663.500		-182.500	-22	5,229,951	-68
short	8/02/16	22/02/16	14		TDC	100	172,151	30.380	30.790	29.970	-0.410	-1	5,159,369	-30
long	22/02/16	29/02/16	7		Vestas Wind Systems	100	11,449	450.600	464.700		14.100	3	5,320,800	399
short	29/02/16	4/04/16	35		TDC	100	182,219	29.200	32.450	25.950	-3.250	-11	4,728,588	-71
long	4/04/16	11/04/16	7		Genmab	100	5,111	925.000	941.500		16.500	2	4,812,919	151
short	11/04/16	25/04/16	14		Nordea Bank (DK)	100	78,068	61.650	64.250	59.050	-2.600	-4	4,609,942	-67
long	25/04/16	13/06/16	49		Genmab	100	4,752	970.000	1,131.000		161.000	17	5,375,014	214
short	13/06/16	11/07/16	28		Jyske Bank	100	21,491	250.100	256.700	243.500	-6.600	-3	5,233,174	-29
long	11/07/16	28/11/16	140		Genmab	100	4,275	1,224.000	1,245.000		21.000	2	5,322,949	5
short	28/11/16	19/12/16	21		Novo Nordisk	100	23,418	227.300	254.500	200.100	-27.200	-12	4,685,979	-89
long	19/12/16	26/12/16	7		Møller-Mærsk B	100	41,468	113.000	114.000		1.000	1	4,727,447	58
short	26/12/16	2/01/17	7		Novo Nordisk	100	18,539	255.000	259.000	251.000	-4.000	-2	4,653,291	-56
long	2/01/17	9/10/17	280		Møller-Mærsk B	100	39,908	116.600	120.000		3.400	3	4,788,978	4
short	9/10/17	16/10/17	7		Pandora	100	7,668	624.500	581.500	670.680	46.180	7	5,143,084	4,026
long	16/10/17	29/01/18	105		Ørsted	100	13,851	371.300	350.000		-21.300	-6	4,848,058	-19
short	29/01/18	26/02/18	28		Vestas Wind Systems	100	12,150	399.000	448.200	349.800	-49.200	-12	4,250,278	-82
long	26/02/18	11/06/18	105		TDC	100	85,691	49.600	51.480		1.880	4	4,411,377	14
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
11/06/18		8/10/18	119		- cash -
short	8/10/18	22/10/18	14		Danske Bank	100	30,773	143.350	130.450	157.526	14.176	10	4,847,606	1,069
long	22/10/18	29/10/18	7		GN Store Nord	100	17,226	281.400	274.000		-7.400	-3	4,720,134	-75
short	29/10/18	4/02/19	98		Danske Bank	100	36,818	128.200	123.900	132.649	4.449	3	4,883,944	14
long	4/02/19	15/07/19	161		Vestas Wind Systems	100	9,156	533.400	587.000		53.600	10	5,374,706	24
short	15/07/19	22/07/19	7		Ambu	100	52,206	102.950	101.900	104.011	1.061	1	5,430,086	71
long	22/07/19	5/08/19	14		Ørsted	100	8,559	634.400	620.000		-14.400	-2	5,306,836	-45
short	5/08/19	2/09/19	28		Ambu	100	55,130	96.260	118.300	74.220	-22.040	-23	4,091,771	-97
long	2/09/19	14/10/19	42		Ørsted	100	6,262	653.400	628.400		-25.000	-4	3,935,221	-29
short	14/10/19	22/10/19	8		FLSmidth	100	17,358	226.700	235.500	217.900	-8.800	-4	3,782,471	-84
accum	10/07/06	22/10/19	4733	days out of 5041 invested (94%)							37,725		3,782,471	58

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Vestas Wind Systems	long	21/04/08	14/07/08	84	512.00	616.00		104.00	20.31
	short	30/08/10	6/09/10	7	224.70	221.80	227.64	2.94	1.31
	short	25/04/11	16/05/11	21	179.30	156.00	206.08	26.78	14.94
	short	30/05/11	4/07/11	35	151.00	130.00	175.39	24.39	16.15
	short	11/07/11	28/11/11	140	127.90	73.60	222.26	94.36	73.78
	short	14/05/12	28/05/12	14	42.12	37.45	47.37	5.25	12.47
	short	4/06/12	18/06/12	14	32.43	29.38	35.80	3.37	10.38
	short	25/06/12	16/07/12	21	30.16	25.23	36.05	5.89	19.54
	long	1/07/13	1/09/14	427	80.50	237.30		156.80	194.78
	long	22/02/16	29/02/16	7	450.60	464.70		14.10	3.13
	short	29/01/18	26/02/18	28	399.00	448.20	349.80	-49.20	-12.33
	long	4/02/19	15/07/19	161	533.40	587.00		53.60	10.05	1,130.82
GN Store Nord	short	29/10/07	21/04/08	175	55.00	26.30	115.02	60.02	109.13
	long	6/04/09	30/08/10	511	16.70	36.60		19.90	119.16
	long	6/09/10	25/04/11	231	45.80	49.60		3.80	8.30
	long	28/05/12	4/06/12	7	68.15	67.50		-0.65	-0.95
	long	18/06/12	25/06/12	7	73.25	71.65		-1.60	-2.18
	short	17/08/15	5/10/15	49	124.50	126.38	122.63	-1.88	-1.51
	long	22/10/18	29/10/18	7	281.40	274.00		-7.40	-2.63	361.18
Genmab	long	4/09/06	29/10/07	420	223.00	335.00		112.00	50.22
	long	9/02/09	16/02/09	7	268.00	255.00		-13.00	-4.85
	long	16/07/12	24/06/13	343	63.00	168.60		105.60	167.62
	long	5/10/15	2/11/15	28	635.00	680.00		45.00	7.09
	long	23/11/15	8/02/16	77	846.00	663.50		-182.50	-21.57
	long	4/04/16	11/04/16	7	925.00	941.50		16.50	1.78
	long	25/04/16	13/06/16	49	970.00	1,131.00		161.00	16.60
	long	11/07/16	28/11/16	140	1,224.00	1,245.00		21.00	1.72	287.82
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Danske Bank	short	14/07/08	9/02/09	210	116.60	47.66	285.26	168.66	144.65
	short	16/02/09	6/04/09	49	43.58	51.59	35.57	-8.01	-18.38
	short	8/10/18	22/10/18	14	143.35	130.45	157.53	14.18	9.89
	short	29/10/18	4/02/19	98	128.20	123.90	132.65	4.45	3.47	127.04
Pandora	long	8/09/14	29/09/14	21	427.70	458.70		31.00	7.25
	long	3/11/14	17/11/14	14	496.30	493.70		-2.60	-0.52
	long	24/11/14	17/08/15	266	500.00	802.00		302.00	60.40
	short	9/10/17	16/10/17	7	624.50	581.50	670.68	46.18	7.39	83.78
Tryg	long	28/11/11	14/05/12	168	63.94	65.18		1.24	1.94	1.94
Novozymes	long	16/05/11	30/05/11	14	176.50	176.10		-0.40	-0.23
	long	4/07/11	11/07/11	7	173.40	172.30		-1.10	-0.63	-0.86
Demant	short	1/09/14	8/09/14	7	87.60	89.08	86.12	-1.48	-1.69	-1.69
Jyske Bank	short	13/06/16	11/07/16	28	250.10	256.70	243.50	-6.60	-2.64	-2.64
Nordea Bank (DK)	short	11/04/16	25/04/16	14	61.65	64.25	59.05	-2.60	-4.22	-4.22
Møller-Mærsk B	short	10/07/06	4/09/06	56	86.48	96.00	76.96	-9.52	-11.01
	long	19/12/16	26/12/16	7	113.00	114.00		1.00	0.88
	long	2/01/17	9/10/17	280	116.60	120.00		3.40	2.92	-7.61
FLSmidth	short	24/06/13	1/07/13	7	261.30	256.40	266.29	4.99	1.91
	short	17/11/14	24/11/14	7	247.00	262.60	231.40	-15.60	-6.32
	short	14/10/19	22/10/19	8	226.70	235.50	217.90	-8.80	-3.88	-8.23
Ørsted	long	16/10/17	29/01/18	105	371.30	350.00		-21.30	-5.74
	long	22/07/19	5/08/19	14	634.40	620.00		-14.40	-2.27
	long	2/09/19	14/10/19	42	653.40	628.40		-25.00	-3.83	-11.40
TDC	short	29/09/14	3/11/14	35	44.99	45.21	44.77	-0.22	-0.49
	short	2/11/15	23/11/15	21	36.01	36.85	35.17	-0.84	-2.33
	short	8/02/16	22/02/16	14	30.38	30.79	29.97	-0.41	-1.35
	short	29/02/16	4/04/16	35	29.20	32.45	25.95	-3.25	-11.13
	long	26/02/18	11/06/18	105	49.60	51.48		1.88	3.79	-11.56
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Novo Nordisk	short	28/11/16	19/12/16	21	227.30	254.50	200.10	-27.20	-11.97
	short	26/12/16	2/01/17	7	255.00	259.00	251.00	-4.00	-1.57	-13.35
Ambu	short	15/07/19	22/07/19	7	102.95	101.90	104.01	1.06	1.03
	short	5/08/19	2/09/19	28	96.26	118.30	74.22	-22.04	-22.90	-22.10

Annotations

18/06/18	OMXC 20	Ambu, FLSmidth and Tryg replace Møller-Mærsk A, Nordea Bank and TDC
14/02/18	OMXC 20	Nordea Bank replaces Nets (acquired by Evergood 5)
22/03/17	OMXC 20	index adaption: Dong Energy, Lundbeck and Nets for FlSmidth, Nordea and Tryg
25/05/16	William Demant	forward stock split 1:5 (five for one)
16/09/15	OMXC 20	complete analysis it was really a pleasure, this combination of instruments seems to have been built for Share-o-matic
18/05/15	Tryg	forward stock split 1:5 (five for one)


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