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Assessment - OMX Copenhagen 20 in Swiss Franc - 7/01/24 - RS = 26
⇐
| |
|
instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
OMXC 20 |
347.053 |
8/12/24 |
-2.06 |
376.362 |
-7.79 |
284.205 |
92.157 |
32.43 |
|
25.39 |
| |  |
 |
 |
 |
L |
 |
Ambu |
17.897 |
8/12/24 |
-0.40 |
17.748 |
0.84 |
13.093 |
4.655 |
35.55 |
|
39.33 |
| |  |
 |
 |
 |
L |
 |
Carlsberg B |
104.185 |
8/12/24 |
|
109.696 |
-5.02 |
105.391 |
4.304 |
4.08 |
|
-7.91 |
| |  |
 |
 |
 |
|
 |
Coloplast |
114.947 |
8/12/24 |
0.25 |
108.188 |
6.25 |
96.082 |
12.106 |
12.60 |
|
3.27 |
| |  |
 |
 |
 |
|
 |
Danske Bank |
25.793 |
8/12/24 |
0.15 |
27.177 |
-5.09 |
22.452 |
4.725 |
21.04 |
|
17.29 |
| |  |
 |
 |
 |
|
 |
Demant |
33.741 |
8/12/24 |
-1.44 |
39.225 |
-13.98 |
36.840 |
2.386 |
6.48 |
|
1.13 |
| |  |
 |
 |
 |
L |
 |
DSV |
157.980 |
8/12/24 |
|
148.622 |
6.30 |
147.546 |
1.077 |
0.73 |
|
-1.48 |
| |  |
 |
 |
 |
|
 |
Genmab |
236.678 |
8/12/24 |
0.89 |
225.435 |
4.99 |
268.208 |
-42.773 |
-15.95 |
|
-19.87 |
| |  |
 |
 |
 |
L |
 |
GN Store Nord |
166.711 |
8/12/24 |
-0.98 |
186.387 |
-10.56 |
159.334 |
27.053 |
16.98 |
|
21.19 |
| |  |
 |
 |
 |
|
 |
ISS |
16.337 |
8/12/24 |
0.48 |
15.714 |
3.97 |
16.049 |
-0.335 |
-2.09 |
|
-1.31 |
| |  |
 |
 |
 |
|
 |
Jyske Bank |
67.455 |
8/12/24 |
0.48 |
71.744 |
-5.98 |
60.238 |
11.506 |
19.10 |
|
7.23 |
| |  |
 |
 |
 |
L |
 |
Møller-Mærsk A |
1,375.096 |
8/12/24 |
1.93 |
1,627.240 |
-15.50 |
1,491.013 |
136.227 |
9.14 |
|
12.71 |
| |  |
 |
 |
 |
L |
 |
Møller-Mærsk B |
1,399.790 |
8/12/24 |
1.99 |
1,671.430 |
-16.25 |
1,510.926 |
160.504 |
10.62 |
|
13.69 |
| |  |
 |
 |
 |
|
 |
Novo Nordisk |
116.051 |
8/12/24 |
-2.80 |
130.569 |
-11.12 |
86.884 |
43.685 |
50.28 |
|
41.04 |
| |  |
 |
 |
 |
|
 |
Novonesis |
55.784 |
8/12/24 |
0.12 |
54.900 |
1.61 |
46.187 |
8.713 |
18.87 |
|
21.78 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
54.263 |
8/12/24 |
0.63 |
48.869 |
11.04 |
46.585 |
2.284 |
4.90 |
|
-4.24 |
| |  |
 |
 |
 |
|
 |
Pandora |
135.300 |
8/12/24 |
1.56 |
131.141 |
3.17 |
116.145 |
14.996 |
12.91 |
|
15.67 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
356.641 |
8/12/24 |
-0.22 |
367.039 |
-2.83 |
245.930 |
121.109 |
49.25 |
|
47.55 |
| |  |
 |
 |
 |
|
 |
Tryg |
19.314 |
8/12/24 |
0.61 |
19.899 |
-2.94 |
18.283 |
1.616 |
8.84 |
|
9.86 |
| |  |
 |
 |
 |
|
 |
Vestas Wind Systems |
19.788 |
8/12/24 |
-7.76 |
21.068 |
-6.08 |
26.671 |
-5.603 |
-21.01 |
|
-7.73 |
OMXC 20 - 19 out of 19 instruments rated - 7/01/24 / 1/01/24 - 16 did rise, Market-Ratio(26) in CHF = 84.21 % |
Stock Exchange Currency: DKK kr Danish krone |
Technical Chart
Transactions OMX Copenhagen 20 in Swiss Franc * 26 - 60/40 (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 |
11/05/07 |
672 |
|
- cash - |
short |
11/05/07 |
4/20/09 |
532 |
 |
 |
 |
GN Store Nord |
100 |
108 |
|
92.098 |
26.757 |
316.996 |
224.899 |
244 |
34,289 |
134 |
|
long |
4/20/09 |
4/27/09 |
7 |
 |
 |
 |
Demant |
100 |
3,175 |
|
10.796 |
10.610 |
|
-0.186 |
-2 |
33,697 |
-60 |
|
short |
4/27/09 |
5/11/09 |
14 |
 |
 |
 |
Danske Bank |
100 |
2,997 |
|
11.242 |
17.002 |
5.481 |
-5.761 |
-51 |
16,433 |
-100 |
|
long |
5/11/09 |
6/20/11 |
770 |
 |
 |
 |
Demant |
100 |
1,380 |
|
11.904 |
14.602 |
|
2.697 |
23 |
20,155 |
10 |
|
short |
6/20/11 |
1/30/12 |
224 |
 |
 |
 |
Genmab |
100 |
3,642 |
|
5.533 |
7.304 |
3.763 |
-1.770 |
-32 |
13,708 |
-47 |
|
long |
1/30/12 |
10/20/14 |
994 |
 |
 |
 |
GN Store Nord |
100 |
198 |
|
69.138 |
158.574 |
|
89.435 |
129 |
31,416 |
36 |
|
short |
10/20/14 |
11/03/14 |
14 |
 |
 |
 |
TDC |
100 |
4,529 |
|
6.937 |
7.324 |
6.549 |
-0.387 |
-6 |
29,662 |
-78 |
|
long |
11/03/14 |
10/12/15 |
343 |
 |
 |
 |
Pandora |
100 |
368 |
|
80.402 |
118.508 |
|
38.106 |
47 |
43,685 |
51 |
|
short |
10/12/15 |
3/07/16 |
147 |
 |
 |
 |
TDC |
100 |
8,376 |
|
5.215 |
4.483 |
6.068 |
0.852 |
16 |
50,823 |
46 |
|
long |
3/07/16 |
5/09/16 |
63 |
 |
 |
 |
Genmab |
100 |
421 |
|
120.626 |
146.711 |
|
26.085 |
22 |
61,805 |
211 |
|
short |
5/09/16 |
7/11/16 |
63 |
 |
 |
 |
Jyske Bank |
100 |
1,625 |
|
38.033 |
37.501 |
38.573 |
0.540 |
1 |
62,683 |
9 |
|
long |
7/11/16 |
12/04/17 |
511 |
 |
 |
 |
Genmab |
100 |
350 |
|
178.812 |
187.713 |
|
8.901 |
5 |
65,798 |
4 |
|
short |
12/04/17 |
7/30/18 |
238 |
 |
 |
 |
Vestas Wind Systems |
100 |
5,657 |
|
11.630 |
12.657 |
10.604 |
-1.026 |
-9 |
59,992 |
-13 |
|
long |
7/30/18 |
11/26/18 |
119 |
 |
 |
 |
Ambu |
100 |
1,503 |
|
39.900 |
20.873 |
|
-19.027 |
-48 |
31,395 |
-86 |
|
short |
11/26/18 |
4/29/19 |
154 |
 |
 |
 |
Danske Bank |
100 |
1,520 |
|
20.653 |
19.938 |
21.394 |
0.741 |
4 |
32,521 |
9 |
|
long |
4/29/19 |
9/09/19 |
133 |
 |
 |
 |
Vestas Wind Systems |
100 |
1,758 |
|
18.498 |
15.397 |
|
-3.101 |
-17 |
27,070 |
-40 |
|
short |
9/09/19 |
12/16/19 |
98 |
 |
 |
 |
Lundbeck B |
100 |
3,960 |
|
6.835 |
7.753 |
5.916 |
-0.918 |
-13 |
23,434 |
-42 |
|
long |
12/16/19 |
3/16/20 |
91 |
 |
 |
 |
DSV |
100 |
208 |
|
112.362 |
80.518 |
|
-31.845 |
-28 |
16,810 |
-74 |
|
short |
3/16/20 |
6/08/20 |
84 |
 |
 |
 |
ISS |
100 |
1,302 |
|
12.905 |
18.566 |
7.244 |
-5.661 |
-44 |
9,439 |
-92 |
|
long |
6/08/20 |
11/29/21 |
539 |
 |
 |
 |
Ambu |
100 |
301 |
|
31.260 |
26.749 |
|
-4.512 |
-14 |
8,081 |
-10 |
|
short |
11/29/21 |
3/20/23 |
476 |
 |
 |
 |
GN Store Nord |
100 |
20 |
|
401.564 |
142.863 |
1,128.726 |
727.162 |
181 |
22,624 |
121 |
|
long |
3/20/23 |
8/21/23 |
154 |
 |
 |
 |
Danske Bank |
100 |
1,207 |
|
18.736 |
20.592 |
|
1.856 |
10 |
24,864 |
25 |
|
short |
8/21/23 |
2/19/24 |
182 |
 |
 |
 |
Bavarian Nordic |
100 |
1,378 |
|
18.040 |
21.401 |
14.680 |
-3.361 |
-19 |
20,234 |
-34 |
|
long |
2/19/24 |
8/12/24 |
175 |
 |
 |
 |
Pandora |
100 |
138 |
|
146.054 |
135.300 |
|
-10.754 |
-7 |
18,749 |
-15 |
|
accum | 11/05/07 |
8/12/24 | 6450 |
days out of 7122 invested (91%) |
87 |
18,749 |
4 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
GN Store Nord | short | 11/05/07 | 4/20/09 | 532 | 92.10 | 26.76 | 317.00 | 224.90 | 244.20 | | | |
| long | 1/30/12 | 10/20/14 | 994 | 69.14 | 158.57 | | 89.44 | 129.36 | | | |
| short | 11/29/21 | 3/20/23 | 476 | 401.56 | 142.86 | 1,128.73 | 727.16 | 181.08 | | | 2,118.98 |
Pandora | long | 11/03/14 | 10/12/15 | 343 | 80.40 | 118.51 | | 38.11 | 47.39 | | | |
| long | 2/19/24 | 8/12/24 | 175 | 146.05 | 135.30 | | -10.75 | -7.36 | | | 36.54 |
Demant | long | 4/20/09 | 4/27/09 | 7 | 10.80 | 10.61 | | -0.19 | -1.73 | | | |
| long | 5/11/09 | 6/20/11 | 770 | 11.90 | 14.60 | | 2.70 | 22.66 | | | 20.54 |
TDC | short | 10/20/14 | 11/03/14 | 14 | 6.94 | 7.32 | 6.55 | -0.39 | -5.59 | | | |
| short | 10/12/15 | 3/07/16 | 147 | 5.22 | 4.48 | 6.07 | 0.85 | 16.34 | | | 9.84 |
Jyske Bank | short | 5/09/16 | 7/11/16 | 63 | 38.03 | 37.50 | 38.57 | 0.54 | 1.42 | | | 1.42 |
Genmab | short | 6/20/11 | 1/30/12 | 224 | 5.53 | 7.30 | 3.76 | -1.77 | -31.99 | | | |
| long | 3/07/16 | 5/09/16 | 63 | 120.63 | 146.71 | | 26.08 | 21.62 | | | |
| long | 7/11/16 | 12/04/17 | 511 | 178.81 | 187.71 | | 8.90 | 4.98 | | | -13.17 |
Lundbeck B | short | 9/09/19 | 12/16/19 | 98 | 6.83 | 7.75 | 5.92 | -0.92 | -13.44 | | | -13.44 |
Bavarian Nordic | short | 8/21/23 | 2/19/24 | 182 | 18.04 | 21.40 | 14.68 | -3.36 | -18.63 | | | -18.63 |
Vestas Wind Systems | short | 12/04/17 | 7/30/18 | 238 | 11.63 | 12.66 | 10.60 | -1.03 | -8.82 | | | |
| long | 4/29/19 | 9/09/19 | 133 | 18.50 | 15.40 | | -3.10 | -16.76 | | | -24.11 |
DSV | long | 12/16/19 | 3/16/20 | 91 | 112.36 | 80.52 | | -31.84 | -28.34 | | | -28.34 |
ISS | short | 3/16/20 | 6/08/20 | 84 | 12.90 | 18.57 | 7.24 | -5.66 | -43.87 | | | -43.87 |
Danske Bank | short | 4/27/09 | 5/11/09 | 14 | 11.24 | 17.00 | 5.48 | -5.76 | -51.24 | | | |
| short | 11/26/18 | 4/29/19 | 154 | 20.65 | 19.94 | 21.39 | 0.74 | 3.59 | | | |
| long | 3/20/23 | 8/21/23 | 154 | 18.74 | 20.59 | | 1.86 | 9.91 | | | -44.49 |
Ambu | long | 7/30/18 | 11/26/18 | 119 | 39.90 | 20.87 | | -19.03 | -47.69 | | | |
| long | 6/08/20 | 11/29/21 | 539 | 31.26 | 26.75 | | -4.51 | -14.43 | | | -55.24 |
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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