Share-o-matic - Portfolio

Wed, Dec 4th, 2024, 15:40UTC

Assessment - OMX Copenhagen 20 in Renminbi yuán - 7/01/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
		OMXC 20	2,796.977	8/12	-2.06	3,033.181	-7.79	2,783.073	250.108	8.99	24.05
	L	Rockwool	2,874.249	8/12	-0.22	2,958.046	-2.83	2,308.721	649.326	28.12	45.93
		Novo Nordisk	935.283	8/12	-2.80	1,052.285	-11.12	920.132	132.153	14.36	39.47
	L	Ambu	144.236	8/12	-0.40	143.032	0.84	127.761	15.270	11.95	37.92
	L	GN Store Nord	1,343.561	8/12	-0.98	1,502.132	-10.56	1,215.652	286.480	23.57	19.95
		Pandora	1,090.413	8/12	1.56	1,056.894	3.17	1,193.171	-136.277	-11.42	14.40
		Novonesis	449.573	8/12	0.12	442.450	1.61	418.108	24.342	5.82	20.51
		Danske Bank	207.870	8/12	0.15	219.025	-5.09	216.292	2.734	1.26	16.06
		Jyske Bank	543.635	8/12	0.48	578.202	-5.98	592.442	-14.241	-2.40	6.10
		Demant	271.922	8/12	-1.44	316.125	-13.98	375.521	-59.396	-15.82	0.07
		Tryg	155.654	8/12	0.61	160.367	-2.94	153.565	6.802	4.43	8.77
		Coloplast	926.380	8/12	0.25	871.911	6.25	976.984	-105.073	-10.75	2.20
		ISS	131.667	8/12	0.48	126.639	3.97	130.331	-3.692	-2.83	-2.27
	L	Møller-Mærsk B	11,281.218	8/12	1.99	13,470.423	-16.25	10,040.470	3,429.953	34.16	12.67
	L	Møller-Mærsk A	11,082.199	8/12	1.93	13,114.285	-15.50	9,760.403	3,353.882	34.36	11.71
	L	Carlsberg B	839.649	8/12		884.062	-5.02	984.537	-100.475	-10.21	-8.84
		Vestas Wind Systems	159.477	8/12	-7.76	169.794	-6.08	204.670	-34.875	-17.04	-8.63
	L	Ørsted	437.317	8/12	0.63	393.848	11.04	386.535	7.312	1.89	-5.14
	L	DSV	1,273.196	8/12		1,197.778	6.30	1,144.395	53.383	4.66	-2.39
		Genmab	1,907.437	8/12	0.89	1,816.831	4.99	2,049.632	-232.801	-11.36	-20.63
OMXC 20 - 19 out of 19 instruments rated - 7/01/24 / 3/04/24 - 11 did rise, Market-Ratio(17) in CNY = 57.89 %
Stock Exchange Currency: DKK kr Danish krone

Technical Chart

	OMXC 20 RS = 17 - B/S = 51/51

1/06/20	scale up chart	7/01/24

Transactions OMX Copenhagen 20 in Renminbi yuán * S17 - 51 ex 3 (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	9/18/06	70		Møller-Mærsk B	100	84	118.607	127.866	109.349	-9.258	-8	9,222	-35
9/18/06		8/20/07	336		- cash -
	8/20/07	8/27/07	7		GN Store Nord	100	16	544.966	538.179	551.838	6.872	1	9,332	92
8/27/07		9/10/07	14		- cash -
	9/10/07	9/24/07	14		GN Store Nord	100	16	560.444	568.154	552.735	-7.709	-1	9,209	-30
9/24/07		10/29/07	35		- cash -
	10/29/07	5/05/08	189		GN Store Nord	100	15	592.763	291.036	1,207.300	614.537	104	18,427	295
5/05/08		6/16/08	42		- cash -
	6/16/08	10/20/08	126		Rockwool	100	17	1,049.412	500.555	2,200.089	1,150.676	110	37,988	754
	10/20/08	12/15/08	56		Carlsberg B	100	132	287.789	240.917	343.779	55.990	19	45,379	219
	12/15/08	4/13/09	119		Danske Bank	100	670	67.678	59.330	77.201	9.523	14	51,760	50
4/13/09		6/28/10	441		- cash -
	6/28/10	7/12/10	14		Genmab	100	999	51.784	67.926	35.643	-16.141	-31	35,634	-100
7/12/10		8/23/10	42		- cash -
	8/23/10	9/06/10	14		Genmab	100	543	65.570	67.170	63.970	-1.600	-2	34,766	-47
9/06/10		10/04/10	28		- cash -
	10/04/10	10/25/10	21		Vestas Wind Systems	100	685	50.733	49.852	51.629	0.897	2	35,380	36
10/25/10		4/25/11	182		- cash -
	4/25/11	5/16/11	21		Vestas Wind Systems	100	778	45.472	38.378	53.877	8.405	18	41,919	1,807
5/16/11		5/23/11	7		- cash -
	5/23/11	11/28/11	189		Vestas Wind Systems	100	1,065	39.347	16.741	92.478	53.131	135	98,504	421
11/28/11		5/21/12	175		- cash -
	5/21/12	8/06/12	77		Vestas Wind Systems	100	11,887	8.286	5.912	11.615	3.329	40	138,075	396
8/06/12		6/24/13	322		- cash -
	6/24/13	7/01/13	7		Novo Nordisk	100	1,454	94.945	98.267	91.623	-3.322	-3	133,245	-84
7/01/13		9/08/14	434		- cash -
	9/08/14	9/15/14	7		Rockwool	100	143	928.681	921.893	935.519	6.838	1	134,223	47
9/15/14		9/29/14	14		- cash -
	9/29/14	12/22/14	84		Rockwool	100	150	892.961	721.757	1,104.776	211.815	24	165,995	152
12/22/14		1/19/15	28		- cash -
	1/19/15	1/26/15	7		Rockwool	100	253	655.707	664.710	646.705	-9.003	-1	163,717	-51
1/26/15		8/10/15	196		- cash -
	8/10/15	10/19/15	70		Møller-Mærsk B	100	1,496	109.414	103.026	116.198	6.784	6	173,867	37
10/19/15		11/02/15	14		- cash -
	11/02/15	12/07/15	35		Møller-Mærsk B	100	1,862	93.330	92.568	94.099	0.768	1	175,298	9
12/07/15		12/14/15	7		- cash -
	12/14/15	12/21/15	7		Møller-Mærsk B	100	2,013	87.075	83.939	90.327	3.252	4	181,845	577
12/21/15		1/18/16	28		- cash -
	1/18/16	1/25/16	7		Møller-Mærsk B	100	2,437	74.605	79.172	70.038	-4.567	-6	170,716	-96
1/25/16		2/08/16	14		- cash -
	2/08/16	2/15/16	7		Møller-Mærsk B	100	2,020	84.484	82.873	86.126	1.642	2	174,032	173
2/15/16		3/07/16	21		- cash -
	3/07/16	3/14/16	7		Møller-Mærsk A	100	1,942	89.608	85.381	94.045	4.437	5	182,649	1,143
3/14/16		3/21/16	7		- cash -
	3/21/16	4/18/16	28		Møller-Mærsk A	100	2,142	85.259	84.694	85.828	0.569	1	183,868	9
4/18/16		6/20/16	63		- cash -
	6/20/16	7/18/16	28		Møller-Mærsk A	100	2,363	77.785	80.407	75.162	-2.622	-3	177,671	-36
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
7/18/16		11/21/16	126		- cash -
	11/21/16	2/06/17	77		Novo Nordisk	100	1,588	111.875	115.226	108.525	-3.351	-3	172,351	-13
2/06/17		10/02/17	238		- cash -
	10/02/17	10/09/17	7		Pandora	100	263	655.143	655.143	655.143	0.000	0	172,351	0
10/09/17		1/29/18	112		- cash -
	1/29/18	2/26/18	28		Vestas Wind Systems	100	2,051	84.002	93.529	74.476	-9.527	-11	152,812	-79
2/26/18		3/05/18	7		- cash -
	3/05/18	3/12/18	7		Møller-Mærsk B	100	1,520	100.527	98.190	102.920	2.393	2	156,449	241
3/12/18		3/19/18	7		- cash -
	3/19/18	4/02/18	14		Møller-Mærsk A	100	1,655	94.497	93.314	95.695	1.198	1	158,432	39
4/02/18		4/16/18	14		- cash -
	4/16/18	4/23/18	7		Møller-Mærsk A	100	1,783	88.845	92.637	85.054	-3.792	-4	151,671	-90
4/23/18		5/14/18	21		- cash -
	5/14/18	5/21/18	7		ISS	100	695	217.988	216.808	219.174	1.186	1	152,496	33
5/21/18		5/28/18	7		- cash -
	5/28/18	6/04/18	7		Genmab	100	160	952.105	984.303	919.906	-32.198	-3	147,344	-83
6/04/18		6/25/18	21		- cash -
	6/25/18	7/02/18	7		Pandora	100	298	494.223	457.854	533.481	39.258	8	159,043	5,282
7/02/18		10/08/18	98		- cash -
	10/08/18	2/11/19	126		Danske Bank	100	1,039	152.975	127.456	183.604	30.628	20	190,866	70
2/11/19		8/05/19	175		- cash -
	8/05/19	9/02/19	28		Ambu	100	1,875	101.770	124.800	78.739	-23.030	-23	147,684	-96
	9/02/19	9/16/19	14		Danske Bank	100	1,590	92.835	105.442	80.228	-12.607	-14	127,639	-98
9/16/19		11/04/19	49		- cash -
	11/04/19	11/11/19	7		Ambu	100	1,173	108.801	105.213	112.511	3.710	3	131,991	475
11/11/19		3/09/20	119		- cash -
	3/09/20	6/22/20	105		ISS	100	1,198	110.137	126.166	94.108	-16.029	-15	112,788	-42
6/22/20		11/02/20	133		- cash -
	11/02/20	11/09/20	7		ISS	100	1,239	91.002	113.624	68.381	-22.622	-25	84,760	-100
11/09/20		10/04/21	329		- cash -
	10/04/21	10/18/21	14		Ambu	100	461	183.744	177.044	190.698	6.953	4	87,966	163
10/18/21		11/08/21	21		- cash -
	11/08/21	11/15/21	7		Ambu	100	506	173.638	186.560	160.716	-12.922	-7	81,427	-98
11/15/21		11/29/21	14		- cash -
	11/29/21	12/27/21	28		GN Store Nord	100	29	2,774.855	2,969.735	2,579.974	-194.880	-7	75,776	-61
12/27/21		1/10/22	14		- cash -
	1/10/22	8/15/22	217		Ambu	100	512	147.807	72.294	302.196	154.389	104	154,823	233
8/15/22		8/22/22	7		- cash -
	8/22/22	9/12/22	21		Ambu	100	2,369	65.343	72.154	58.533	-6.810	-10	138,689	-85
9/12/22		9/19/22	7		- cash -
	9/19/22	10/31/22	42		Rockwool	100	116	1,189.729	1,454.266	925.192	-264.537	-22	108,003	-89
	10/31/22	11/14/22	14		GN Store Nord	100	93	1,156.356	1,381.754	930.958	-225.398	-19	87,041	-100
11/14/22		11/21/22	7		- cash -
	11/21/22	12/05/22	14		GN Store Nord	100	71	1,209.747	1,293.662	1,125.832	-83.915	-7	81,083	-85
12/05/22		12/12/22	7		- cash -
	12/12/22	1/02/23	21		GN Store Nord	100	68	1,185.474	1,256.098	1,114.851	-70.623	-6	76,280	-66
1/02/23		4/10/23	98		- cash -
	4/10/23	4/17/23	7		Møller-Mærsk B	100	663	114.898	139.662	90.134	-24.764	-22	59,862	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
4/17/23		5/08/23	21		- cash -
	5/08/23	5/15/23	7		Møller-Mærsk B	100	484	123.437	124.001	122.874	-0.563	0	59,589	-21
5/15/23		6/19/23	35		- cash -
	6/19/23	7/03/23	14		Møller-Mærsk B	100	474	125.639	131.583	119.696	-5.943	-5	56,772	-72
7/03/23		8/14/23	42		- cash -
	8/14/23	9/11/23	28		Tryg	100	408	139.143	140.963	137.322	-1.820	-1	56,029	-16
	9/11/23	12/18/23	98		Ørsted	100	138	403.561	350.286	464.939	61.378	15	64,500	69
12/18/23		12/04/24	352		- cash -
accum	7/10/06	12/18/23	2191	days out of 6911 invested (32%)							545		64,500	36

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Vestas Wind Systems	short	10/04/10	10/25/10	21	50.73	49.85	51.63	0.90	1.77
		4/25/11	5/16/11	21	45.47	38.38	53.88	8.41	18.48
		5/23/11	11/28/11	189	39.35	16.74	92.48	53.13	135.03
		5/21/12	8/06/12	77	8.29	5.91	11.62	3.33	40.17
		1/29/18	2/26/18	28	84.00	93.53	74.48	-9.53	-11.34	252.20
Rockwool		6/16/08	10/20/08	126	1,049.41	500.56	2,200.09	1,150.68	109.65
		9/08/14	9/15/14	7	928.68	921.89	935.52	6.84	0.74
		9/29/14	12/22/14	84	892.96	721.76	1,104.78	211.81	23.72
		1/19/15	1/26/15	7	655.71	664.71	646.70	-9.00	-1.37
		9/19/22	10/31/22	42	1,189.73	1,454.27	925.19	-264.54	-22.24	100.40
Ambu		8/05/19	9/02/19	28	101.77	124.80	78.74	-23.03	-22.63
		11/04/19	11/11/19	7	108.80	105.21	112.51	3.71	3.41
		10/04/21	10/18/21	14	183.74	177.04	190.70	6.95	3.78
		11/08/21	11/15/21	7	173.64	186.56	160.72	-12.92	-7.44
		1/10/22	8/15/22	217	147.81	72.29	302.20	154.39	104.45
		8/22/22	9/12/22	21	65.34	72.15	58.53	-6.81	-10.42	40.76
GN Store Nord		8/20/07	8/27/07	7	544.97	538.18	551.84	6.87	1.26
		9/10/07	9/24/07	14	560.44	568.15	552.74	-7.71	-1.38
		10/29/07	5/05/08	189	592.76	291.04	1,207.30	614.54	103.67
		11/29/21	12/27/21	28	2,774.85	2,969.74	2,579.97	-194.88	-7.02
		10/31/22	11/14/22	14	1,156.36	1,381.75	930.96	-225.40	-19.49
		11/21/22	12/05/22	14	1,209.75	1,293.66	1,125.83	-83.92	-6.94
		12/12/22	1/02/23	21	1,185.47	1,256.10	1,114.85	-70.62	-5.96	33.25
Carlsberg B		10/20/08	12/15/08	56	287.79	240.92	343.78	55.99	19.46	19.46
Danske Bank		12/15/08	4/13/09	119	67.68	59.33	77.20	9.52	14.07
		10/08/18	2/11/19	126	152.98	127.46	183.60	30.63	20.02
		9/02/19	9/16/19	14	92.84	105.44	80.23	-12.61	-13.58	18.32
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Ørsted		9/11/23	12/18/23	98	403.56	350.29	464.94	61.38	15.21	15.21
Pandora		10/02/17	10/09/17	7	655.14	655.14	655.14	0.00	0.00
		6/25/18	7/02/18	7	494.22	457.85	533.48	39.26	7.94	7.94
Møller-Mærsk A		3/07/16	3/14/16	7	89.61	85.38	94.05	4.44	4.95
		3/21/16	4/18/16	28	85.26	84.69	85.83	0.57	0.67
		6/20/16	7/18/16	28	77.78	80.41	75.16	-2.62	-3.37
		3/19/18	4/02/18	14	94.50	93.31	95.70	1.20	1.27
		4/16/18	4/23/18	7	88.85	92.64	85.05	-3.79	-4.27	-1.03
Tryg		8/14/23	9/11/23	28	139.14	140.96	137.32	-1.82	-1.31	-1.31
Novo Nordisk		6/24/13	7/01/13	7	94.95	98.27	91.62	-3.32	-3.50
		11/21/16	2/06/17	77	111.88	115.23	108.52	-3.35	-2.99	-6.39
Møller-Mærsk B		7/10/06	9/18/06	70	118.61	127.87	109.35	-9.26	-7.81
		8/10/15	10/19/15	70	109.41	103.03	116.20	6.78	6.20
		11/02/15	12/07/15	35	93.33	92.57	94.10	0.77	0.82
		12/14/15	12/21/15	7	87.07	83.94	90.33	3.25	3.74
		1/18/16	1/25/16	7	74.60	79.17	70.04	-4.57	-6.12
		2/08/16	2/15/16	7	84.48	82.87	86.13	1.64	1.94
		3/05/18	3/12/18	7	100.53	98.19	102.92	2.39	2.38
		4/10/23	4/17/23	7	114.90	139.66	90.13	-24.76	-21.55
		5/08/23	5/15/23	7	123.44	124.00	122.87	-0.56	-0.46
		6/19/23	7/03/23	14	125.64	131.58	119.70	-5.94	-4.73	-25.35
Genmab		6/28/10	7/12/10	14	51.78	67.93	35.64	-16.14	-31.17
		8/23/10	9/06/10	14	65.57	67.17	63.97	-1.60	-2.44
		5/28/18	6/04/18	7	952.10	984.30	919.91	-32.20	-3.38	-35.12
ISS		5/14/18	5/21/18	7	217.99	216.81	219.17	1.19	0.54
		3/09/20	6/22/20	105	110.14	126.17	94.11	-16.03	-14.55
		11/02/20	11/09/20	7	91.00	113.62	68.38	-22.62	-24.86	-35.44

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)


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