Assessment - OMX Copenhagen 20 - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								OMXC 20	2,670.230	8/12/24	-2.06	2,895.730	-7.79	2,283.530	612.200	26.81		22.89
						L		Rockwool	2,744.000	8/12/24	-0.22	2,824.000	-2.83	1,976.000	848.000	42.91		44.41
								Novo Nordisk	892.900	8/12/24	-2.80	1,004.600	-11.12	698.100	306.500	43.90		37.87
						L		Ambu	137.700	8/12/24	-0.40	136.550	0.84	105.200	31.350	29.80		37.16
						L		GN Store Nord	172.000	8/12/24	-0.98	192.300	-10.56	171.800	20.500	11.93		29.59
								Pandora	1,041.000	8/12/24	1.56	1,009.000	3.17	933.200	75.800	8.12		20.75
								Novonesis	429.200	8/12/24	0.12	422.400	1.61	371.100	51.300	13.82		14.99
								Danske Bank	198.450	8/12/24	0.15	209.100	-5.09	180.400	28.700	15.91		14.82
								Jyske Bank	519.000	8/12/24	0.48	552.000	-5.98	484.000	68.000	14.05		7.80
								Demant	259.600	8/12/24	-1.44	301.800	-13.98	296.000	5.800	1.96		6.29
								Tryg	148.600	8/12/24	0.61	153.100	-2.94	146.900	6.200	4.22		5.77
								Coloplast	884.400	8/12/24	0.25	832.400	6.25	772.000	60.400	7.82		4.76
								ISS	125.700	8/12/24	0.48	120.900	3.97	128.950	-8.050	-6.24		3.31
						L		Møller-Mærsk B	10,770.000	8/12/24	1.99	12,860.000	-16.25	12,140.000	720.000	5.93		2.38
						L		Møller-Mærsk A	10,580.000	8/12/24	1.93	12,520.000	-15.50	11,980.000	540.000	4.51		1.55
						L		Carlsberg B	801.600	8/12/24		844.000	-5.02	846.800	-2.800	-0.33		0.75
								Vestas Wind Systems	152.250	8/12/24	-7.76	162.100	-6.08	214.300	-52.200	-24.36		-1.36
						L		Ørsted	417.500	8/12/24	0.63	376.000	11.04	374.300	1.700	0.45		-4.09
						L		DSV	1,215.500	8/12/24		1,143.500	6.30	1,185.500	-42.000	-3.54		-8.60
								Genmab	1,821.000	8/12/24	0.89	1,734.500	4.99	2,155.000	-420.500	-19.51		-18.28
OMXC 20 - 19 out of 19 instruments rated - 7/01/24 / 1/01/24 - 14 did rise, Market-Ratio(26) = 73.68 %
Stock Exchange Currency: DKK kr Danish krone

 

 

Transactions OMX Copenhagen 20 * Mixed Cut L33 - 84/73 (1) - S16 - 43/53 (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 -
long	7/10/06	7/30/07	385				Vestas Wind Systems	100	301		33.200	72.400		39.200	118	21,799	109
7/30/07		10/29/07	91				- cash -
short	10/29/07	4/28/08	182				GN Store Nord	100	396		55.000	26.800	112.873	57.873	105	44,717	323
4/28/08		7/14/08	77				- cash -
	7/14/08	4/13/09	273				Danske Bank	100	383		116.600	49.040	277.234	160.634	138	106,240	218
4/13/09		7/06/09	84				- cash -
long	7/06/09	4/26/10	294				GN Store Nord	100	5,157		20.600	43.400		22.800	111	223,819	152
4/26/10		8/02/10	98				- cash -
	8/02/10	8/23/10	21				Novonesis	100	1,506		148.600	141.700		-6.900	-5	213,428	-56
8/23/10		8/30/10	7				- cash -
short	8/30/10	9/06/10	7				Vestas Wind Systems	100	4,749		44.940	44.360	45.528	0.588	1	216,219	97
9/06/10		12/27/10	112				- cash -
long	12/27/10	2/28/11	63				Novo Nordisk	100	3,410		63.400	67.950		4.550	7	231,734	49
2/28/11		4/25/11	56				- cash -
short	4/25/11	11/28/11	217				Vestas Wind Systems	100	6,462		35.860	14.720	87.360	51.500	144	564,527	347
11/28/11		3/26/12	119				- cash -
long	3/26/12	6/04/12	70				GN Store Nord	100	9,346		60.400	67.500		7.100	12	630,884	79
6/04/12		7/09/12	35				- cash -
	7/09/12	9/17/12	70				Genmab	100	10,784		58.500	73.050		14.550	25	787,791	218
9/17/12		12/31/12	105				- cash -
	12/31/12	6/17/13	168				Pandora	100	6,111		128.900	186.000		57.100	44	1,136,729	122
6/17/13		6/24/13	7				- cash -
	6/24/13	8/25/14	427				Vestas Wind Systems	100	79,714		14.260	51.100		36.840	258	4,073,393	198
8/25/14		9/01/14	7				- cash -
short	9/01/14	11/24/14	84				Demant	100	46,499		87.600	85.880	89.354	1.754	2	4,154,971	9
11/24/14		3/02/15	98				- cash -
long	3/02/15	8/24/15	175				Genmab	100	8,566		485.000	548.000		63.000	13	4,694,629	29
8/24/15		11/02/15	70				- cash -
short	11/02/15	12/07/15	35				TDC	100	130,370		36.010	34.750	37.316	1.306	4	4,864,853	45
12/07/15		2/08/16	63				- cash -
	2/08/16	2/22/16	14				TDC	100	160,133		30.380	30.790	29.970	-0.410	-1	4,799,198	-30
2/22/16		2/29/16	7				- cash -
	2/29/16	4/04/16	35				TDC	100	164,356		29.200	32.450	25.950	-3.250	-11	4,265,041	-71
4/04/16		4/11/16	7				- cash -
	4/11/16	5/02/16	21				Nordea Bank (DK)	100	69,181		61.650	63.050	60.250	-1.400	-2	4,168,188	-33
5/02/16		6/13/16	42				- cash -
	6/13/16	8/01/16	49				Jyske Bank	100	16,666		250.100	273.700	226.500	-23.600	-9	3,774,870	-52
8/01/16		9/26/16	56				- cash -
long	9/26/16	10/24/16	28				Genmab	100	3,328		1,134.000	1,117.000		-17.000	-1	3,718,294	-18
10/24/16		11/28/16	35				- cash -
short	11/28/16	1/16/17	49				Novo Nordisk	100	32,717		113.650	126.100	101.200	-12.450	-11	3,310,967	-58
1/16/17		2/13/17	28				- cash -
long	2/13/17	2/20/17	7				FLSmidth	100	9,297		356.100	349.500		-6.600	-2	3,249,607	-62
2/20/17		5/01/17	70				- cash -
	5/01/17	11/06/17	189				Lundbeck B	100	45,666		71.160	73.700		2.540	4	3,365,599	7
11/06/17		1/29/18	84				- cash -
short	1/29/18	3/19/18	49				Vestas Wind Systems	100	42,175		79.800	86.540	73.060	-6.740	-8	3,081,339	-48
3/19/18		10/08/18	203				- cash -
	10/08/18	2/04/19	119				Danske Bank	100	21,495		143.350	123.900	165.853	22.503	16	3,565,048	56
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/04/19		7/15/19	161				- cash -
	7/15/19	11/18/19	126				Ambu	100	34,628		102.950	120.500	85.400	-17.550	-17	2,957,326	-42
11/18/19		3/09/20	112				- cash -
	3/09/20	6/22/20	105				ISS	100	28,642		103.250	118.200	88.300	-14.950	-14	2,529,129	-42
6/22/20		10/26/20	126				- cash -
long	10/26/20	1/11/21	77				Pandora	100	4,874		518.800	640.600		121.800	23	3,122,782	172
1/11/21		2/15/21	35				- cash -
	2/15/21	3/01/21	14				Pandora	100	4,986		626.200	599.000		-27.200	-4	2,987,163	-69
3/01/21		4/26/21	56				- cash -
	4/26/21	5/17/21	21				Ambu	100	8,546		349.500	229.700		-119.800	-34	1,963,352	-100
5/17/21		6/14/21	28				- cash -
	6/14/21	8/09/21	56				Møller-Mærsk B	100	10,705		183.400	176.100		-7.300	-4	1,885,205	-23
8/09/21		10/04/21	56				- cash -
short	10/04/21	6/27/22	266				Ambu	100	10,329		182.500	76.620	434.694	252.194	138	4,490,116	229
6/27/22		7/04/22	7				- cash -
	7/04/22	12/26/22	175				Ambu	100	61,898		72.540	89.120	55.960	-16.580	-23	3,463,847	-42
12/26/22		8/07/23	224				- cash -
	8/07/23	12/11/23	126				Bavarian Nordic	100	22,551		153.600	170.250	136.950	-16.650	-11	3,088,373	-28
12/11/23		6/10/24	182				- cash -
long	6/10/24	8/12/24	63				Rockwool	100	1,085		2,844.000	2,744.000		-100.000	-4	2,979,873	-19
accum	7/10/06	8/12/24	4499	days out of 7236 invested (62%)										29,699		2,979,873	59

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Vestas Wind Systems	long	7/10/06	7/30/07	385	33.20	72.40		39.20	118.07
	short	8/30/10	9/06/10	7	44.94	44.36	45.53	0.59	1.31
	short	4/25/11	11/28/11	217	35.86	14.72	87.36	51.50	143.61
	long	6/24/13	8/25/14	427	14.26	51.10		36.84	258.35
	short	1/29/18	3/19/18	49	79.80	86.54	73.06	-6.74	-8.45			1,665.72
GN Store Nord	short	10/29/07	4/28/08	182	55.00	26.80	112.87	57.87	105.22
	long	7/06/09	4/26/10	294	20.60	43.40		22.80	110.68
	long	3/26/12	6/04/12	70	60.40	67.50		7.10	11.75			383.19
Danske Bank	short	7/14/08	4/13/09	273	116.60	49.04	277.23	160.63	137.77
	short	10/08/18	2/04/19	119	143.35	123.90	165.85	22.50	15.70			175.09
Pandora	long	12/31/12	6/17/13	168	128.90	186.00		57.10	44.30
	long	10/26/20	1/11/21	77	518.80	640.60		121.80	23.48
	long	2/15/21	3/01/21	14	626.20	599.00		-27.20	-4.34			70.44
Genmab	long	7/09/12	9/17/12	70	58.50	73.05		14.55	24.87
	long	3/02/15	8/24/15	175	485.00	548.00		63.00	12.99
	long	9/26/16	10/24/16	28	1,134.00	1,117.00		-17.00	-1.50			38.98
Lundbeck B	long	5/01/17	11/06/17	189	71.16	73.70		2.54	3.57			3.57
Demant	short	9/01/14	11/24/14	84	87.60	85.88	89.35	1.75	2.00			2.00
Ambu	short	7/15/19	11/18/19	126	102.95	120.50	85.40	-17.55	-17.05
	long	4/26/21	5/17/21	21	349.50	229.70		-119.80	-34.28
	short	10/04/21	6/27/22	266	182.50	76.62	434.69	252.19	138.19
	short	7/04/22	12/26/22	175	72.54	89.12	55.96	-16.58	-22.86			0.18
FLSmidth	long	2/13/17	2/20/17	7	356.10	349.50		-6.60	-1.85			-1.85
Nordea Bank (DK)	short	4/11/16	5/02/16	21	61.65	63.05	60.25	-1.40	-2.27			-2.27
Rockwool	long	6/10/24	8/12/24	63	2,844.00	2,744.00		-100.00	-3.52			-3.52
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Møller-Mærsk B	long	6/14/21	8/09/21	56	183.40	176.10		-7.30	-3.98			-3.98
Novo Nordisk	long	12/27/10	2/28/11	63	63.40	67.95		4.55	7.18
	short	11/28/16	1/16/17	49	113.65	126.10	101.20	-12.45	-10.95			-4.56
Novonesis	long	8/02/10	8/23/10	21	148.60	141.70		-6.90	-4.64			-4.64
TDC	short	11/02/15	12/07/15	35	36.01	34.75	37.32	1.31	3.63
	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			-9.15
Jyske Bank	short	6/13/16	8/01/16	49	250.10	273.70	226.50	-23.60	-9.44			-9.44
Bavarian Nordic	short	8/07/23	12/11/23	126	153.60	170.25	136.95	-16.65	-10.84			-10.84
ISS	short	3/09/20	6/22/20	105	103.25	118.20	88.30	-14.95	-14.48			-14.48

Annotations

9/13/23	Novo Nordisk			stock split 1:2 (two for one)
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)

write an annotation