Tue, 22nd Oct 2019, 16:24UTC
 
RS Chart
Assessment - OMX Copenhagen 20 - 21/10/19 - RS = 16
 ⇐ 
  instrument freshest Δday 21/10/19 Δwk 1/07/19  prc diff Δ16   ∅-RS
real-time RS chart chart L add note OMXC 20 1,040.990  15:05 1.16 1,029.080 1.16 1,019.900 9.180 0.90   5.35 
real-time RS chart chart L add note Genmab 1,430.000  14:59 3.17 1,386.000 3.17 1,209.000 177.000 14.64   22.52 
real-time RS chart chart L add note Novo Nordisk 360.900  14:59 2.27 352.900 2.27 340.350 12.550 3.69   9.70 
real-time RS chart chart L add note Ambu 106.450  14:59 2.26 104.100 2.26 109.500 -5.400 -4.93   -19.17 
real-time RS chart chart S add note GN Store Nord 271.000  14:59 1.92 265.900 1.92 319.900 -54.000 -16.88   -8.99 
real-time RS chart chart S add note Demant 174.300  14:59 1.90 171.050 1.90 204.500 -33.450 -16.36   -15.05 
real-time RS chart chart add note Coloplast 809.000  14:59 1.58 796.400 1.58 767.400 29.000 3.78   14.39 
real-time RS chart chart L add note Jyske Bank 242.300  14:59 1.42 238.900 1.42 230.400 8.500 3.69   -1.04 
real-time RS chart chart add note Ørsted 628.200  14:59 0.87 622.800 0.87 570.200 52.600 9.22   20.73 
real-time RS chart chart add note Tryg 189.600  14:59 0.85 188.000 0.85 215.400 -27.400 -12.72   1.16 
real-time RS chart chart add note Lundbeck 225.700  14:59 0.76 224.000 0.76 266.600 -42.600 -15.98   -17.38 
real-time RS chart chart add note DSV 647.000  14:59 0.37 644.600 0.37 649.000 -4.400 -0.68   13.62 
real-time RS chart chart add note Novozymes 290.000  14:59 0.31 289.100 0.31 311.000 -21.900 -7.04   -4.54 
real-time RS chart chart add note Carlsberg B 986.000  14:59 0.22 983.800 0.22 878.000 105.800 12.05   18.50 
real-time RS chart chart L add note Pandora 289.000  14:59 0.21 288.400 0.21 240.700 47.700 19.82   0.94 
real-time RS chart chart add note Christian Hansen 520.200  14:59 0.08 519.800 0.08 629.600 -109.800 -17.44   -17.37 
real-time RS chart chart L add note Danske Bank 98.600  14:59 98.600 104.750 -6.150 -5.87   -13.90 
real-time RS chart chart add note Vestas Wind Systems 536.600  14:59 -0.45 539.000 -0.45 591.800 -52.800 -8.92   1.72 
real-time RS chart chart add note FLSmidth 235.500  14:59 -0.67 237.100 -0.67 300.000 -62.900 -20.97   -20.69 
real-time RS chart chart add note ISS 168.050  14:59 -0.74 169.300 -0.74 200.100 -30.800 -15.39   -12.45 
real-time RS chart chart L add note 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
Market Chart
5/01/15 scale up chart 21/10/19
 


Transactions OMX Copenhagen 20 * A16 - 43/43 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 10/07/06 189    - cash -
short 10/07/06   4/09/06 56  RT RS QC  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  RT RS QC  Genmab 100  39   223.000  335.000    112.000 50  13,273 42  
short 29/10/07  21/04/08 175  RT RS QC  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  RT RS QC  Vestas Wind Systems 100  54   512.000  616.000    104.000 20  33,353 123  
short 14/07/08   9/02/09 210  RT RS QC  Danske Bank 100  286   116.600  47.660 285.261  168.661 145  81,591 374  
long 9/02/09  16/02/09 7  RT RS QC  Genmab 100  304   268.000  255.000    -13.000 -5  77,639 -93  
short 16/02/09   6/04/09 49  RT RS QC  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  RT RS QC  GN Store Nord 100  3,794   16.700  36.600    19.900 119  138,873 75  
short 30/08/10   6/09/10 7  RT RS QC  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  RT RS QC  GN Store Nord 100  3,071   45.800  49.600    3.800 8  152,359 13  
short 25/04/11  16/05/11 21  RT RS QC  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  RT RS QC  Novozymes 100  992   176.500  176.100    -0.400 0  174,698 -6  
short 30/05/11   4/07/11 35  RT RS QC  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  RT RS QC  Novozymes 100  1,170   173.400  172.300    -1.100 -1  201,609 -28  
short 11/07/11  28/11/11 140  RT RS QC  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  RT RS QC  Tryg 100  5,478   63.940  65.180    1.240 2  357,114 4  
short 14/05/12  28/05/12 14  RT RS QC  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  RT RS QC  GN Store Nord 100  5,893   68.150  67.500    -0.650 -1  397,813 -39  
short 4/06/12  18/06/12 14  RT RS QC  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  RT RS QC  GN Store Nord 100  5,994   73.250  71.650    -1.600 -2  429,517 -68  
short 25/06/12  16/07/12 21  RT RS QC  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  RT RS QC  Genmab 100  8,149   63.000  168.600    105.600 168  1,373,978 185  
short 24/06/13   1/07/13 7  RT RS QC  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  RT RS QC  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  RT RS QC  Demant 100  47,118   87.600  89.080 86.120  -1.480 -2  4,057,879 -59  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 8/09/14  29/09/14 21  RT RS QC  Pandora 100  9,487   427.700  458.700    31.000 7  4,351,976 237  
short 29/09/14   3/11/14 35  RT RS QC  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  RT RS QC  Pandora 100  8,725   496.300  493.700    -2.600 -1  4,308,010 -13  
short 17/11/14  24/11/14 7  RT RS QC  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  RT RS QC  Pandora 100  8,071   500.000  802.000    302.000 60  6,473,373 91  
short 17/08/15   5/10/15 49  RT RS QC  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  RT RS QC  Genmab 100  10,040   635.000  680.000    45.000 7  6,827,684 144  
short 2/11/15  23/11/15 21  RT RS QC  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  RT RS QC  Genmab 100  7,882   846.000  663.500    -182.500 -22  5,229,951 -68  
short 8/02/16  22/02/16 14  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Genmab 100  5,111   925.000  941.500    16.500 2  4,812,919 151  
short 11/04/16  25/04/16 14  RT RS QC  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  RT RS QC  Genmab 100  4,752   970.000  1,131.000    161.000 17  5,375,014 214  
short 13/06/16  11/07/16 28  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Ørsted 100  13,851   371.300  350.000    -21.300 -6  4,848,058 -19  
short 29/01/18  26/02/18 28  RT RS QC  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  RT RS QC  TDC 100  85,691   49.600  51.480    1.880 4  4,411,377 14  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
11/06/18 8/10/18 119    - cash -
short 8/10/18  22/10/18 14  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Ørsted 100  8,559   634.400  620.000    -14.400 -2  5,306,836 -45  
short 5/08/19   2/09/19 28  RT RS QC  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  RT RS QC  Ørsted 100  6,262   653.400  628.400    -25.000 -4  3,935,221 -29  
short 14/10/19  22/10/19 8  RT RS QC  FLSmidth 100  17,358   226.700  235.500 217.900  -8.800 -4  3,782,471 -84  
accum10/07/06 22/10/194733 days out of 5041 invested (94%) 37,725 3,782,471 58  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Vestas Wind Systemslong 21/04/08 14/07/0884512.00616.00104.00 20.31 
 short 30/08/10  6/09/107224.70221.80227.642.94 1.31 
 short 25/04/11 16/05/1121179.30156.00206.0826.78 14.94 
 short 30/05/11  4/07/1135151.00130.00175.3924.39 16.15 
 short 11/07/11 28/11/11140127.9073.60222.2694.36 73.78 
 short 14/05/12 28/05/121442.1237.4547.375.25 12.47 
 short  4/06/12 18/06/121432.4329.3835.803.37 10.38 
 short 25/06/12 16/07/122130.1625.2336.055.89 19.54 
 long  1/07/13  1/09/1442780.50237.30156.80 194.78 
 long 22/02/16 29/02/167450.60464.7014.10 3.13 
 short 29/01/18 26/02/1828399.00448.20349.80-49.20 -12.33 
 long  4/02/19 15/07/19161533.40587.0053.60 10.051,130.82 
 GN Store Nordshort 29/10/07 21/04/0817555.0026.30115.0260.02 109.13 
 long  6/04/09 30/08/1051116.7036.6019.90 119.16 
 long  6/09/10 25/04/1123145.8049.603.80 8.30 
 long 28/05/12  4/06/12768.1567.50-0.65 -0.95 
 long 18/06/12 25/06/12773.2571.65-1.60 -2.18 
 short 17/08/15  5/10/1549124.50126.38122.63-1.88 -1.51 
 long 22/10/18 29/10/187281.40274.00-7.40 -2.63361.18 
 Genmablong  4/09/06 29/10/07420223.00335.00112.00 50.22 
 long  9/02/09 16/02/097268.00255.00-13.00 -4.85 
 long 16/07/12 24/06/1334363.00168.60105.60 167.62 
 long  5/10/15  2/11/1528635.00680.0045.00 7.09 
 long 23/11/15  8/02/1677846.00663.50-182.50 -21.57 
 long  4/04/16 11/04/167925.00941.5016.50 1.78 
 long 25/04/16 13/06/1649970.001,131.00161.00 16.60 
 long 11/07/16 28/11/161401,224.001,245.0021.00 1.72287.82 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Danske Bankshort 14/07/08  9/02/09210116.6047.66285.26168.66 144.65 
 short 16/02/09  6/04/094943.5851.5935.57-8.01 -18.38 
 short  8/10/18 22/10/1814143.35130.45157.5314.18 9.89 
 short 29/10/18  4/02/1998128.20123.90132.654.45 3.47127.04 
 Pandoralong  8/09/14 29/09/1421427.70458.7031.00 7.25 
 long  3/11/14 17/11/1414496.30493.70-2.60 -0.52 
 long 24/11/14 17/08/15266500.00802.00302.00 60.40 
 short  9/10/17 16/10/177624.50581.50670.6846.18 7.3983.78 
 Tryglong 28/11/11 14/05/1216863.9465.181.24 1.941.94 
 Novozymeslong 16/05/11 30/05/1114176.50176.10-0.40 -0.23 
 long  4/07/11 11/07/117173.40172.30-1.10 -0.63-0.86 
 Demantshort  1/09/14  8/09/14787.6089.0886.12-1.48 -1.69-1.69 
 Jyske Bankshort 13/06/16 11/07/1628250.10256.70243.50-6.60 -2.64-2.64 
 Nordea Bank (DK)short 11/04/16 25/04/161461.6564.2559.05-2.60 -4.22-4.22 
 Møller-Mærsk Bshort 10/07/06  4/09/065686.4896.0076.96-9.52 -11.01 
 long 19/12/16 26/12/167113.00114.001.00 0.88 
 long  2/01/17  9/10/17280116.60120.003.40 2.92-7.61 
 FLSmidthshort 24/06/13  1/07/137261.30256.40266.294.99 1.91 
 short 17/11/14 24/11/147247.00262.60231.40-15.60 -6.32 
 short 14/10/19 22/10/198226.70235.50217.90-8.80 -3.88-8.23 
 Ørstedlong 16/10/17 29/01/18105371.30350.00-21.30 -5.74 
 long 22/07/19  5/08/1914634.40620.00-14.40 -2.27 
 long  2/09/19 14/10/1942653.40628.40-25.00 -3.83-11.40 
 TDCshort 29/09/14  3/11/143544.9945.2144.77-0.22 -0.49 
 short  2/11/15 23/11/152136.0136.8535.17-0.84 -2.33 
 short  8/02/16 22/02/161430.3830.7929.97-0.41 -1.35 
 short 29/02/16  4/04/163529.2032.4525.95-3.25 -11.13 
 long 26/02/18 11/06/1810549.6051.481.88 3.79-11.56 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Novo Nordiskshort 28/11/16 19/12/1621227.30254.50200.10-27.20 -11.97 
 short 26/12/16  2/01/177255.00259.00251.00-4.00 -1.57-13.35 
 Ambushort 15/07/19 22/07/197102.95101.90104.011.06 1.03 
 short  5/08/19  2/09/192896.26118.3074.22-22.04 -22.90-22.10 


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