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

Assessment - OMX Copenhagen 20 - 4/19/21 - RS = 16

		⇓instrument	freshest		⇓ Δday	4/19/21	Δwk	12/28/20	prc diff	⇓ Δ16	⇓∅-RS
		OMXC 20	1,546.470	15:05	1.93	1,512.270	2.26	1,472.550	39.720	2.70	12.17
		Vestas Wind Systems	1,328.000	14:59	10.21	1,222.400	8.64	1,475.000	-252.600	-17.13	29.27
	L	Novozymes	423.200	14:59	1.90	405.600	4.34	349.300	56.300	16.12	8.16
		Genmab	2,291.000	14:59	1.73	2,204.000	3.95	2,376.000	-172.000	-7.24	0.01
		GN Store Nord	554.800	14:59	2.55	535.000	3.70	486.000	49.000	10.08	23.37
		Royal Unibrew	748.400	14:59	2.05	725.400	3.17	697.800	27.600	3.96	17.64
		Christian Hansen	569.400	14:59	1.68	554.400	2.71	623.600	-69.200	-11.10	-12.04
	L	Carlsberg B	1,085.500	14:59	0.65	1,058.500	2.55	969.800	88.700	9.15	16.51
	L	Coloplast	1,012.500	14:59	0.65	988.600	2.42	931.400	57.200	6.14	-0.09
		Ørsted	975.400	14:59	6.09	952.400	2.41	1,271.000	-318.600	-25.07	2.76
		Novo Nordisk	459.250	14:59	0.26	449.650	2.13	431.050	18.600	4.32	3.72
	L	Demant	311.100	14:59	1.80	305.000	2.00	241.600	63.400	26.24	46.82
	L	ISS	123.200	14:59	1.73	122.450	0.61	106.200	16.250	15.30	17.58
	L	Ambu	346.000	14:59	4.00	344.400	0.46	263.900	80.500	30.50	53.86
		SimCorp	806.000	14:59	0.07	802.400	0.45	904.000	-101.600	-11.24	4.48
	L	DSV	1,307.500	14:59	0.81	1,302.500	0.38	1,023.000	279.500	27.32	39.66
		Pandora	703.600	14:59	1.97	706.000	-0.34	652.200	53.800	8.25	54.92
		Tryg	146.450	14:59	-0.03	148.250	-1.21	190.100	-41.850	-22.01	-19.20
		Møller-Mærsk B	14,865.000	14:59	-1.59	15,220.000	-2.33	13,700.000	1,520.000	11.09	53.50
		Lundbeck	189.050	14:59	-0.16	196.900	-3.99	212.400	-15.500	-7.30	-11.50
		Danske Bank	114.800	14:59	0.04	120.550	-4.77	102.300	18.250	17.84	24.60
OMXC 20 - 20 out of 20 instruments rated - 4/19/21 / 12/28/20 - 13 did rise, Market-Ratio(16) = 65.00 %
Stock Exchange Currency: DKK kr Danish krone

Technical Chart

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

1/02/17	scale up chart	4/19/21

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
1/02/06		7/10/06	189		- cash -
short	7/10/06	9/04/06	56		Møller-Mærsk B	100	115	86.482	96.005	76.959	-9.523	-11	8,905	-53
long	9/04/06	10/29/07	420		Genmab	100	39	223.000	335.000		112.000	50	13,273	42
short	10/29/07	4/21/08	175		GN Store Nord	100	241	55.000	26.300	115.019	60.019	109	27,737	366
long	4/21/08	7/14/08	84		Vestas Wind Systems	100	54	512.000	616.000		104.000	20	33,353	123
short	7/14/08	2/09/09	210		Danske Bank	100	286	116.600	47.660	285.261	168.661	145	81,591	374
long	2/09/09	2/16/09	7		Genmab	100	304	268.000	255.000		-13.000	-5	77,639	-93
short	2/16/09	4/06/09	49		Danske Bank	100	1,781	43.580	51.590	35.570	-8.010	-18	63,373	-78
long	4/06/09	8/30/10	511		GN Store Nord	100	3,794	16.700	36.600		19.900	119	138,873	75
short	8/30/10	9/06/10	7		Vestas Wind Systems	100	618	224.700	221.800	227.638	2.938	1	140,689	97
long	9/06/10	4/25/11	231		GN Store Nord	100	3,071	45.800	49.600		3.800	8	152,359	13
short	4/25/11	5/16/11	21		Vestas Wind Systems	100	849	179.300	156.000	206.080	26.780	15	175,095	1,024
long	5/16/11	5/30/11	14		Novozymes	100	992	176.500	176.100		-0.400	0	174,698	-6
short	5/30/11	7/04/11	35		Vestas Wind Systems	100	1,156	151.000	130.000	175.392	24.392	16	202,896	377
long	7/04/11	7/11/11	7		Novozymes	100	1,170	173.400	172.300		-1.100	-1	201,609	-28
short	7/11/11	11/28/11	140		Vestas Wind Systems	100	1,576	127.900	73.600	222.261	94.361	74	350,322	322
long	11/28/11	5/14/12	168		Tryg	100	5,478	63.940	65.180		1.240	2	357,114	4
short	5/14/12	5/28/12	14		Vestas Wind Systems	100	8,478	42.120	37.450	47.372	5.252	12	401,643	2,041
long	5/28/12	6/04/12	7		GN Store Nord	100	5,893	68.150	67.500		-0.650	-1	397,813	-39
short	6/04/12	6/18/12	14		Vestas Wind Systems	100	12,266	32.430	29.380	35.797	3.367	10	439,108	1,213
long	6/18/12	6/25/12	7		GN Store Nord	100	5,994	73.250	71.650		-1.600	-2	429,517	-68
short	6/25/12	7/16/12	21		Vestas Wind Systems	100	14,241	30.160	25.230	36.053	5.893	20	513,444	2,125
long	7/16/12	6/24/13	343		Genmab	100	8,149	63.000	168.600		105.600	168	1,373,978	185
short	6/24/13	7/01/13	7		FLSmidth	100	5,258	261.300	256.400	266.294	4.994	2	1,400,235	168
long	7/01/13	9/01/14	427		Vestas Wind Systems	100	17,394	80.500	237.300		156.800	195	4,127,614	152
short	9/01/14	9/08/14	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	9/08/14	9/29/14	21		Pandora	100	9,487	427.700	458.700		31.000	7	4,351,976	237
short	9/29/14	11/03/14	35		TDC	100	96,732	44.990	45.210	44.770	-0.220	0	4,330,695	-5
long	11/03/14	11/17/14	14		Pandora	100	8,725	496.300	493.700		-2.600	-1	4,308,010	-13
short	11/17/14	11/24/14	7		FLSmidth	100	17,441	247.000	262.600	231.400	-15.600	-6	4,035,931	-97
long	11/24/14	8/17/15	266		Pandora	100	8,071	500.000	802.000		302.000	60	6,473,373	91
short	8/17/15	10/05/15	49		GN Store Nord	100	51,994	124.500	126.375	122.625	-1.875	-2	6,375,884	-11
long	10/05/15	11/02/15	28		Genmab	100	10,040	635.000	680.000		45.000	7	6,827,684	144
short	11/02/15	11/23/15	21		TDC	100	189,605	36.010	36.850	35.170	-0.840	-2	6,668,416	-34
long	11/23/15	2/08/16	77		Genmab	100	7,882	846.000	663.500		-182.500	-22	5,229,951	-68
short	2/08/16	2/22/16	14		TDC	100	172,151	30.380	30.790	29.970	-0.410	-1	5,159,369	-30
long	2/22/16	2/29/16	7		Vestas Wind Systems	100	11,449	450.600	464.700		14.100	3	5,320,800	399
short	2/29/16	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	4/11/16	7		Genmab	100	5,111	925.000	941.500		16.500	2	4,812,919	151
short	4/11/16	4/25/16	14		Nordea Bank (DK)	100	78,068	61.650	64.250	59.050	-2.600	-4	4,609,942	-67
long	4/25/16	6/13/16	49		Genmab	100	4,752	970.000	1,131.000		161.000	17	5,375,014	214
short	6/13/16	7/11/16	28		Jyske Bank	100	21,491	250.100	256.700	243.500	-6.600	-3	5,233,174	-29
long	7/11/16	11/28/16	140		Genmab	100	4,275	1,224.000	1,245.000		21.000	2	5,322,949	5
short	11/28/16	12/19/16	21		Novo Nordisk	100	23,418	227.300	254.500	200.100	-27.200	-12	4,685,979	-89
long	12/19/16	12/26/16	7		Møller-Mærsk B	100	41,468	113.000	114.000		1.000	1	4,727,447	58
short	12/26/16	1/02/17	7		Novo Nordisk	100	18,539	255.000	259.000	251.000	-4.000	-2	4,653,291	-56
long	1/02/17	10/09/17	280		Møller-Mærsk B	100	39,908	116.600	120.000		3.400	3	4,788,978	4
short	10/09/17	10/16/17	7		Pandora	100	7,668	624.500	581.500	670.680	46.180	7	5,143,084	4,026
long	10/16/17	1/29/18	105		Ørsted	100	13,851	371.300	350.000		-21.300	-6	4,848,058	-19
short	1/29/18	2/26/18	28		Vestas Wind Systems	100	12,150	399.000	448.200	349.800	-49.200	-12	4,250,278	-82
long	2/26/18	6/11/18	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
6/11/18		10/08/18	119		- cash -
short	10/08/18	10/22/18	14		Danske Bank	100	30,773	143.350	130.450	157.526	14.176	10	4,847,606	1,069
long	10/22/18	10/29/18	7		GN Store Nord	100	17,226	281.400	274.000		-7.400	-3	4,720,134	-75
short	10/29/18	2/04/19	98		Danske Bank	100	36,818	128.200	123.900	132.649	4.449	3	4,883,944	14
long	2/04/19	7/15/19	161		Vestas Wind Systems	100	9,156	533.400	587.000		53.600	10	5,374,706	24
short	7/15/19	7/22/19	7		Ambu	100	52,206	102.950	101.900	104.011	1.061	1	5,430,086	71
long	7/22/19	8/05/19	14		Ørsted	100	8,559	634.400	620.000		-14.400	-2	5,306,836	-45
short	8/05/19	9/02/19	28		Ambu	100	55,130	96.260	118.300	74.220	-22.040	-23	4,091,771	-97
long	9/02/19	10/14/19	42		Ørsted	100	6,262	653.400	628.400		-25.000	-4	3,935,221	-29
short	10/14/19	10/28/19	14		FLSmidth	100	17,358	226.700	249.800	203.600	-23.100	-10	3,534,251	-94
long	10/28/19	3/09/20	133		Genmab	100	2,462	1,435.000	1,447.000		12.000	1	3,563,795	2
short	3/09/20	6/15/20	98		ISS	100	34,516	103.250	120.450	86.050	-17.200	-17	2,970,120	-49
long	6/15/20	4/22/21	311		Ambu	100	13,712	216.600	346.000		129.400	60	4,744,453	73
accum	7/10/06	4/22/21	5281	days out of 5589 invested (94%)							47,345		4,744,453	53

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	4/21/08	7/14/08	84	512.00	616.00		104.00	20.31
	short	8/30/10	9/06/10	7	224.70	221.80	227.64	2.94	1.31
	short	4/25/11	5/16/11	21	179.30	156.00	206.08	26.78	14.94
	short	5/30/11	7/04/11	35	151.00	130.00	175.39	24.39	16.15
	short	7/11/11	11/28/11	140	127.90	73.60	222.26	94.36	73.78
	short	5/14/12	5/28/12	14	42.12	37.45	47.37	5.25	12.47
	short	6/04/12	6/18/12	14	32.43	29.38	35.80	3.37	10.38
	short	6/25/12	7/16/12	21	30.16	25.23	36.05	5.89	19.54
	long	7/01/13	9/01/14	427	80.50	237.30		156.80	194.78
	long	2/22/16	2/29/16	7	450.60	464.70		14.10	3.13
	short	1/29/18	2/26/18	28	399.00	448.20	349.80	-49.20	-12.33
	long	2/04/19	7/15/19	161	533.40	587.00		53.60	10.05	1,130.82
GN Store Nord	short	10/29/07	4/21/08	175	55.00	26.30	115.02	60.02	109.13
	long	4/06/09	8/30/10	511	16.70	36.60		19.90	119.16
	long	9/06/10	4/25/11	231	45.80	49.60		3.80	8.30
	long	5/28/12	6/04/12	7	68.15	67.50		-0.65	-0.95
	long	6/18/12	6/25/12	7	73.25	71.65		-1.60	-2.18
	short	8/17/15	10/05/15	49	124.50	126.38	122.63	-1.88	-1.51
	long	10/22/18	10/29/18	7	281.40	274.00		-7.40	-2.63	361.18
Genmab	long	9/04/06	10/29/07	420	223.00	335.00		112.00	50.22
	long	2/09/09	2/16/09	7	268.00	255.00		-13.00	-4.85
	long	7/16/12	6/24/13	343	63.00	168.60		105.60	167.62
	long	10/05/15	11/02/15	28	635.00	680.00		45.00	7.09
	long	11/23/15	2/08/16	77	846.00	663.50		-182.50	-21.57
	long	4/04/16	4/11/16	7	925.00	941.50		16.50	1.78
	long	4/25/16	6/13/16	49	970.00	1,131.00		161.00	16.60
	long	7/11/16	11/28/16	140	1,224.00	1,245.00		21.00	1.72
	long	10/28/19	3/09/20	133	1,435.00	1,447.00		12.00	0.84	291.06
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Danske Bank	short	7/14/08	2/09/09	210	116.60	47.66	285.26	168.66	144.65
	short	2/16/09	4/06/09	49	43.58	51.59	35.57	-8.01	-18.38
	short	10/08/18	10/22/18	14	143.35	130.45	157.53	14.18	9.89
	short	10/29/18	2/04/19	98	128.20	123.90	132.65	4.45	3.47	127.04
Pandora	long	9/08/14	9/29/14	21	427.70	458.70		31.00	7.25
	long	11/03/14	11/17/14	14	496.30	493.70		-2.60	-0.52
	long	11/24/14	8/17/15	266	500.00	802.00		302.00	60.40
	short	10/09/17	10/16/17	7	624.50	581.50	670.68	46.18	7.39	83.78
Ambu	short	7/15/19	7/22/19	7	102.95	101.90	104.01	1.06	1.03
	short	8/05/19	9/02/19	28	96.26	118.30	74.22	-22.04	-22.90
	long	6/15/20	4/22/21	311	216.60	346.00		129.40	59.74	24.44
Tryg	long	11/28/11	5/14/12	168	63.94	65.18		1.24	1.94	1.94
Novozymes	long	5/16/11	5/30/11	14	176.50	176.10		-0.40	-0.23
	long	7/04/11	7/11/11	7	173.40	172.30		-1.10	-0.63	-0.86
Demant	short	9/01/14	9/08/14	7	87.60	89.08	86.12	-1.48	-1.69	-1.69
Jyske Bank	short	6/13/16	7/11/16	28	250.10	256.70	243.50	-6.60	-2.64	-2.64
Nordea Bank (DK)	short	4/11/16	4/25/16	14	61.65	64.25	59.05	-2.60	-4.22	-4.22
Møller-Mærsk B	short	7/10/06	9/04/06	56	86.48	96.00	76.96	-9.52	-11.01
	long	12/19/16	12/26/16	7	113.00	114.00		1.00	0.88
	long	1/02/17	10/09/17	280	116.60	120.00		3.40	2.92	-7.61
Ørsted	long	10/16/17	1/29/18	105	371.30	350.00		-21.30	-5.74
	long	7/22/19	8/05/19	14	634.40	620.00		-14.40	-2.27
	long	9/02/19	10/14/19	42	653.40	628.40		-25.00	-3.83	-11.40
TDC	short	9/29/14	11/03/14	35	44.99	45.21	44.77	-0.22	-0.49
	short	11/02/15	11/23/15	21	36.01	36.85	35.17	-0.84	-2.33
	short	2/08/16	2/22/16	14	30.38	30.79	29.97	-0.41	-1.35
	short	2/29/16	4/04/16	35	29.20	32.45	25.95	-3.25	-11.13
	long	2/26/18	6/11/18	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	11/28/16	12/19/16	21	227.30	254.50	200.10	-27.20	-11.97
	short	12/26/16	1/02/17	7	255.00	259.00	251.00	-4.00	-1.57	-13.35
FLSmidth	short	6/24/13	7/01/13	7	261.30	256.40	266.29	4.99	1.91
	short	11/17/14	11/24/14	7	247.00	262.60	231.40	-15.60	-6.32
	short	10/14/19	10/28/19	14	226.70	249.80	203.60	-23.10	-10.19	-14.25
ISS	short	3/09/20	6/15/20	98	103.25	120.45	86.05	-17.20	-16.66	-16.66

Annotations

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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