Share-o-matic

Sat, 12th Oct 2024, 5:41UTC

Assessment - OMX Copenhagen 20 in Renminbi yuán - 1/07/24 - RS = 16

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	11/03/24	prc diff	⇓ Δ16	∅-RS
		OMXC 20	2,796.977	12/08	-2.06	3,033.181	-7.79	2,837.772	195.409	6.89	24.05
	L	Rockwool	2,874.249	12/08	-0.22	2,958.046	-2.83	2,248.676	709.371	31.55	45.93
		Novo Nordisk	935.283	12/08	-2.80	1,052.285	-11.12	941.876	110.409	11.72	39.47
	L	Ambu	144.236	12/08	-0.40	143.032	0.84	124.219	18.813	15.14	37.92
	L	GN Store Nord	1,343.561	12/08	-0.98	1,502.132	-10.56	1,197.524	304.608	25.44	19.95
		Pandora	1,090.413	12/08	1.56	1,056.894	3.17	1,200.627	-143.733	-11.97	14.40
		Novonesis	449.573	12/08	0.12	442.450	1.61	418.167	24.283	5.81	20.51
		Danske Bank	207.870	12/08	0.15	219.025	-5.09	213.398	5.627	2.64	16.06
		Jyske Bank	543.635	12/08	0.48	578.202	-5.98	583.582	-5.381	-0.92	6.10
		Demant	271.922	12/08	-1.44	316.125	-13.98	376.919	-60.793	-16.13	0.07
		Tryg	155.654	12/08	0.61	160.367	-2.94	153.630	6.737	4.39	8.77
		Coloplast	926.380	12/08	0.25	871.911	6.25	1,015.640	-143.728	-14.15	2.20
		ISS	131.667	12/08	0.48	126.639	3.97	128.165	-1.526	-1.19	-2.27
	L	Møller-Mærsk B	11,281.218	12/08	1.99	13,470.423	-16.25	10,023.811	3,446.612	34.38	12.67
	L	Møller-Mærsk A	11,082.199	12/08	1.93	13,114.285	-15.50	9,712.343	3,401.942	35.03	11.71
	L	Carlsberg B	839.649	12/08		884.062	-5.02	989.544	-105.482	-10.66	-8.84
		Vestas Wind Systems	159.477	12/08	-7.76	169.794	-6.08	205.190	-35.396	-17.25	-8.63
	L	Ørsted	437.317	12/08	0.63	393.848	11.04	382.075	11.773	3.08	-5.14
	L	DSV	1,273.196	12/08		1,197.778	6.30	1,121.181	76.597	6.83	-2.39
		Genmab	1,907.437	12/08	0.89	1,816.831	4.99	2,258.146	-441.315	-19.54	-20.63
OMXC 20 - 19 out of 19 instruments rated - 1/07/24 / 11/03/24 - 11 did rise, Market-Ratio(16) in CNY = 57.89 %
Stock Exchange Currency: DKK kr Danish krone

Technical Chart

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

6/01/20	scale up chart	1/07/24

Transactions OMX Copenhagen 20 in Renminbi yuán * 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
2/01/06		10/07/06	189		- cash -
short	10/07/06	4/09/06	56		Møller-Mærsk B	100	84	118.607	131.387	105.828	-12.779	-11	8,927	-52
long	4/09/06	29/10/07	420		Genmab	100	29	305.186	484.301		179.115	59	14,121	49
short	29/10/07	21/04/08	175		GN Store Nord	100	23	592.763	290.936	1,207.714	614.952	104	28,265	341
long	21/04/08	14/07/08	84		Vestas Wind Systems	100	186	151.799	179.905		28.106	19	33,493	109
short	14/07/08	9/02/09	210		Danske Bank	100	196	170.268	56.559	512.582	342.314	201	100,586	579
long	9/02/09	16/02/09	7		Genmab	100	316	318.040	300.954		-17.086	-5	95,187	-94
short	16/02/09	6/04/09	49		Danske Bank	100	1,850	51.434	63.848	39.019	-12.415	-24	72,220	-87
long	6/04/09	30/08/10	511		GN Store Nord	100	469	153.944	317.549		163.605	106	148,951	68
short	30/08/10	6/09/10	7		Vestas Wind Systems	100	2,845	52.352	52.274	52.430	0.078	0	149,172	8
long	6/09/10	25/04/11	231		GN Store Nord	100	371	401.790	469.037		67.248	17	174,121	28
short	25/04/11	16/05/11	21		Vestas Wind Systems	100	3,829	45.472	38.378	53.877	8.405	18	206,305	1,807
long	16/05/11	30/05/11	14		Novonesis	100	950	217.106	219.526		2.420	1	208,604	34
short	30/05/11	4/07/11	35		Vestas Wind Systems	100	5,541	37.647	32.735	43.297	5.649	15	239,906	330
long	4/07/11	11/07/11	7		Novonesis	100	1,098	218.319	212.940		-5.378	-2	234,001	-73
short	11/07/11	28/11/11	140		Vestas Wind Systems	100	7,401	31.614	16.741	59.697	28.083	89	441,847	425
long	28/11/11	14/05/12	168		Tryg	100	6,075	72.721	71.502		-1.219	-2	434,442	-4
short	14/05/12	28/05/12	14		Vestas Wind Systems	100	47,012	9.241	8.006	10.666	1.425	15	501,427	4,104
long	28/05/12	4/06/12	7		GN Store Nord	100	926	541.315	532.251		-9.064	-2	493,034	-59
short	4/06/12	18/06/12	14		Vestas Wind Systems	100	71,638	6.882	6.311	7.505	0.623	9	537,632	856
long	18/06/12	25/06/12	7		GN Store Nord	100	919	584.696	568.371		-16.325	-3	522,629	-77
short	25/06/12	16/07/12	21		Vestas Wind Systems	100	81,188	6.437	5.244	7.902	1.464	23	641,507	3,424
long	16/07/12	24/06/13	343		Genmab	100	9,797	65.476	183.575		118.099	180	1,798,521	200
short	24/06/13	1/07/13	7		FLSmidth	100	6,321	284.509	276.420	292.834	8.325	3	1,851,144	350
long	1/07/13	1/09/14	427		Vestas Wind Systems	100	106,650	17.357	51.463		34.106	196	5,488,575	153
short	1/09/14	8/09/14	7		Demant	100	57,780	94.989	94.762	95.218	0.228	0	5,501,761	13
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	8/09/14	29/09/14	21		Pandora	100	12,092	454.979	481.035		26.056	6	5,816,828	163
short	29/09/14	3/11/14	35		TDC	100	123,288	47.181	46.397	47.978	0.797	2	5,915,094	19
long	3/11/14	17/11/14	14		Pandora	100	11,613	509.329	506.626		-2.703	-1	5,883,704	-13
short	17/11/14	24/11/14	7		FLSmidth	100	23,212	253.467	269.659	237.275	-16.192	-6	5,507,847	-97
long	24/11/14	17/08/15	266		Pandora	100	10,727	513.441	761.173		247.731	48	8,165,259	72
short	17/08/15	5/10/15	49		GN Store Nord	100	9,257	882.033	898.463	865.602	-16.430	-2	8,013,163	-13
long	5/10/15	2/11/15	28		Genmab	100	13,250	604.760	636.237		31.477	5	8,430,231	94
short	2/11/15	23/11/15	21		TDC	100	250,211	33.692	33.540	33.846	0.153	0	8,468,520	8
long	23/11/15	8/02/16	77		Genmab	100	10,997	770.011	654.086		-115.926	-15	7,193,687	-54
short	8/02/16	22/02/16	14		TDC	100	240,198	29.949	29.746	30.153	0.204	1	7,242,650	19
long	22/02/16	29/02/16	7		Vestas Wind Systems	100	83,186	87.066	88.813		1.748	2	7,388,026	182
short	29/02/16	4/04/16	35		TDC	100	264,770	27.903	32.194	23.613	-4.291	-15	6,252,010	-82
long	4/04/16	11/04/16	7		Genmab	100	6,812	917.703	932.152		14.449	2	6,350,436	126
short	11/04/16	25/04/16	14		Nordea Bank (DK)	100	104,040	61.038	63.165	58.911	-2.127	-3	6,129,137	-60
long	25/04/16	13/06/16	49		Genmab	100	6,427	953.619	1,131.472		177.853	19	7,272,199	257
short	13/06/16	11/07/16	28		Jyske Bank	100	29,065	250.204	255.195	245.214	-4.991	-2	7,127,144	-23
long	11/07/16	28/11/16	140		Genmab	100	5,857	1,216.824	1,225.560		8.736	1	7,178,310	2
short	28/11/16	19/12/16	21		Novo Nordisk	100	64,163	111.875	123.764	99.987	-11.889	-11	6,415,484	-86
long	19/12/16	26/12/16	7		Møller-Mærsk B	100	58,373	109.905	111.410		1.505	1	6,503,332	103
short	26/12/16	2/01/17	7		Novo Nordisk	100	52,192	124.603	126.502	122.704	-1.899	-2	6,404,228	-55
long	2/01/17	9/10/17	280		Møller-Mærsk B	100	56,226	113.900	125.888		11.988	11	7,078,255	14
short	9/10/17	16/10/17	7		Pandora	100	10,804	655.143	607.208	706.862	51.719	8	7,637,027	5,156
long	16/10/17	29/01/18	105		Ørsted	100	19,697	387.715	368.432		-19.283	-5	7,257,204	-16
short	29/01/18	26/02/18	28		Vestas Wind Systems	100	86,392	84.002	93.529	74.476	-9.527	-11	6,434,180	-79
long	26/02/18	11/06/18	105		TDC	100	124,327	51.752	52.118		0.366	1	6,479,741	2
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
11/06/18		8/10/18	119		- cash -
short	8/10/18	22/10/18	14		Danske Bank	100	42,358	152.975	139.279	168.018	15.043	10	7,116,931	1,054
long	22/10/18	29/10/18	7		GN Store Nord	100	3,175	2,241.407	2,171.779		-69.628	-3	6,895,860	-81
short	29/10/18	4/02/19	98		Danske Bank	100	50,637	136.182	127.938	144.956	8.774	6	7,340,174	26
long	4/02/19	15/07/19	161		Vestas Wind Systems	100	66,633	110.157	121.714		11.557	10	8,110,269	25
short	15/07/19	22/07/19	7		Ambu	100	75,986	106.733	105.243	108.244	1.511	1	8,225,085	108
long	22/07/19	5/08/19	14		Ørsted	100	12,553	655.214	655.487		0.272	0	8,228,502	1
short	5/08/19	2/09/19	28		Ambu	100	80,854	101.770	124.800	78.739	-23.030	-23	6,366,405	-96
long	2/09/19	14/10/19	42		Ørsted	100	9,236	689.301	655.445		-33.856	-5	6,053,714	-35
short	14/10/19	28/10/19	14		FLSmidth	100	25,601	236.457	262.115	210.799	-25.658	-11	5,396,838	-95
long	28/10/19	9/03/20	133		Genmab	100	3,584	1,505.745	1,543.513		37.769	3	5,532,201	7
short	9/03/20	15/06/20	98		ISS	100	50,230	110.137	129.219	91.055	-19.082	-17	4,573,715	-51
long	15/06/20	4/10/21	476		Ambu	100	19,683	232.368	183.744		-48.624	-21	3,616,652	-16
short	4/10/21	8/11/21	35		Ambu	100	19,683	183.744	173.638	194.439	10.695	6	3,827,153	80
long	8/11/21	15/11/21	7		Novo Nordisk	100	10,422	367.189	362.519		-4.670	-1	3,778,482	-49
short	15/11/21	27/06/22	224		GN Store Nord	100	1,342	2,814.006	1,727.589	4,583.629	1,769.623	63	6,153,316	121
long	27/06/22	4/07/22	7		Novo Nordisk	100	16,247	378.727	373.395		-5.333	-1	6,066,678	-52
short	4/07/22	1/08/22	28		Ambu	100	89,120	68.072	76.274	59.871	-8.202	-12	5,335,717	-81
long	1/08/22	8/08/22	7		Novo Nordisk	100	13,490	395.520	347.100		-48.419	-12	4,682,540	-100
short	8/08/22	14/11/22	98		Ambu	100	69,300	67.569	96.273	38.865	-28.704	-42	2,693,329	-87
long	14/11/22	21/11/22	7		Genmab	100	900	2,992.329	3,127.088		134.759	5	2,814,612	894
short	21/11/22	12/12/22	21		GN Store Nord	100	2,326	1,209.747	1,185.474	1,234.517	24.770	2	2,872,226	42
long	12/12/22	7/08/23	238		Genmab	100	894	3,212.573	2,696.804		-515.769	-16	2,411,129	-24
short	7/08/23	4/12/23	119		Bavarian Nordic	100	14,790	163.018	171.415	154.621	-8.397	-5	2,286,936	-15
long	4/12/23	12/08/24	252		Pandora	100	2,397	953.827	1,090.413		136.586	14	2,614,332	21
accum	10/07/06	12/08/24	6550	days out of 6858 invested (96%)							26,043		2,614,332	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	long	21/04/08	14/07/08	84	151.80	179.91		28.11	18.52
	short	30/08/10	6/09/10	7	52.35	52.27	52.43	0.08	0.15
	short	25/04/11	16/05/11	21	45.47	38.38	53.88	8.41	18.48
	short	30/05/11	4/07/11	35	37.65	32.74	43.30	5.65	15.01
	short	11/07/11	28/11/11	140	31.61	16.74	59.70	28.08	88.83
	short	14/05/12	28/05/12	14	9.24	8.01	10.67	1.42	15.42
	short	4/06/12	18/06/12	14	6.88	6.31	7.50	0.62	9.05
	short	25/06/12	16/07/12	21	6.44	5.24	7.90	1.46	22.75
	long	1/07/13	1/09/14	427	17.36	51.46		34.11	196.50
	long	22/02/16	29/02/16	7	87.07	88.81		1.75	2.01
	short	29/01/18	26/02/18	28	84.00	93.53	74.48	-9.53	-11.34
	long	4/02/19	15/07/19	161	110.16	121.71		11.56	10.49	1,297.91
GN Store Nord	short	29/10/07	21/04/08	175	592.76	290.94	1,207.71	614.95	103.74
	long	6/04/09	30/08/10	511	153.94	317.55		163.60	106.28
	long	6/09/10	25/04/11	231	401.79	469.04		67.25	16.74
	long	28/05/12	4/06/12	7	541.32	532.25		-9.06	-1.67
	long	18/06/12	25/06/12	7	584.70	568.37		-16.33	-2.79
	short	17/08/15	5/10/15	49	882.03	898.46	865.60	-16.43	-1.86
	long	22/10/18	29/10/18	7	2,241.41	2,171.78		-69.63	-3.11
	short	15/11/21	27/06/22	224	2,814.01	1,727.59	4,583.63	1,769.62	62.89
	short	21/11/22	12/12/22	21	1,209.75	1,185.47	1,234.52	24.77	2.05	641.18
Genmab	long	4/09/06	29/10/07	420	305.19	484.30		179.12	58.69
	long	9/02/09	16/02/09	7	318.04	300.95		-17.09	-5.37
	long	16/07/12	24/06/13	343	65.48	183.58		118.10	180.37
	long	5/10/15	2/11/15	28	604.76	636.24		31.48	5.20
	long	23/11/15	8/02/16	77	770.01	654.09		-115.93	-15.06
	long	4/04/16	11/04/16	7	917.70	932.15		14.45	1.57
	long	25/04/16	13/06/16	49	953.62	1,131.47		177.85	18.65
	long	11/07/16	28/11/16	140	1,216.82	1,225.56		8.74	0.72
	long	28/10/19	9/03/20	133	1,505.74	1,543.51		37.77	2.51
	long	14/11/22	21/11/22	7	2,992.33	3,127.09		134.76	4.50
	long	12/12/22	7/08/23	238	3,212.57	2,696.80		-515.77	-16.05	310.70
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Danske Bank	short	14/07/08	9/02/09	210	170.27	56.56	512.58	342.31	201.04
	short	16/02/09	6/04/09	49	51.43	63.85	39.02	-12.41	-24.14
	short	8/10/18	22/10/18	14	152.98	139.28	168.02	15.04	9.83
	short	29/10/18	4/02/19	98	136.18	127.94	144.96	8.77	6.44	167.00
Pandora	long	8/09/14	29/09/14	21	454.98	481.04		26.06	5.73
	long	3/11/14	17/11/14	14	509.33	506.63		-2.70	-0.53
	long	24/11/14	17/08/15	266	513.44	761.17		247.73	48.25
	short	9/10/17	16/10/17	7	655.14	607.21	706.86	51.72	7.89
	long	4/12/23	12/08/24	252	953.83	1,090.41		136.59	14.32	92.30
Demant	short	1/09/14	8/09/14	7	94.99	94.76	95.22	0.23	0.24	0.24
Møller-Mærsk B	short	10/07/06	4/09/06	56	118.61	131.39	105.83	-12.78	-10.77
	long	19/12/16	26/12/16	7	109.90	111.41		1.50	1.37
	long	2/01/17	9/10/17	280	113.90	125.89		11.99	10.52	-0.03
Novonesis	long	16/05/11	30/05/11	14	217.11	219.53		2.42	1.11
	long	4/07/11	11/07/11	7	218.32	212.94		-5.38	-2.46	-1.38
Tryg	long	28/11/11	14/05/12	168	72.72	71.50		-1.22	-1.68	-1.68
Jyske Bank	short	13/06/16	11/07/16	28	250.20	255.19	245.21	-4.99	-1.99	-1.99
Nordea Bank (DK)	short	11/04/16	25/04/16	14	61.04	63.16	58.91	-2.13	-3.48	-3.48
Bavarian Nordic	short	7/08/23	4/12/23	119	163.02	171.42	154.62	-8.40	-5.15	-5.15
Ørsted	long	16/10/17	29/01/18	105	387.71	368.43		-19.28	-4.97
	long	22/07/19	5/08/19	14	655.21	655.49		0.27	0.04
	long	2/09/19	14/10/19	42	689.30	655.45		-33.86	-4.91	-9.60
TDC	short	29/09/14	3/11/14	35	47.18	46.40	47.98	0.80	1.69
	short	2/11/15	23/11/15	21	33.69	33.54	33.85	0.15	0.45
	short	8/02/16	22/02/16	14	29.95	29.75	30.15	0.20	0.68
	short	29/02/16	4/04/16	35	27.90	32.19	23.61	-4.29	-15.38
	long	26/02/18	11/06/18	105	51.75	52.12		0.37	0.71	-12.35
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
FLSmidth	short	24/06/13	1/07/13	7	284.51	276.42	292.83	8.33	2.93
	short	17/11/14	24/11/14	7	253.47	269.66	237.27	-16.19	-6.39
	short	14/10/19	28/10/19	14	236.46	262.11	210.80	-25.66	-10.85	-14.10
ISS	short	9/03/20	15/06/20	98	110.14	129.22	91.05	-19.08	-17.33	-17.33
Novo Nordisk	short	28/11/16	19/12/16	21	111.88	123.76	99.99	-11.89	-10.63
	short	26/12/16	2/01/17	7	124.60	126.50	122.70	-1.90	-1.52
	long	8/11/21	15/11/21	7	367.19	362.52		-4.67	-1.27
	long	27/06/22	4/07/22	7	378.73	373.39		-5.33	-1.41
	long	1/08/22	8/08/22	7	395.52	347.10		-48.42	-12.24	-24.82
Ambu	short	15/07/19	22/07/19	7	106.73	105.24	108.24	1.51	1.42
	short	5/08/19	2/09/19	28	101.77	124.80	78.74	-23.03	-22.63
	long	15/06/20	4/10/21	476	232.37	183.74		-48.62	-20.93
	short	4/10/21	8/11/21	35	183.74	173.64	194.44	10.69	5.82
	short	4/07/22	1/08/22	28	68.07	76.27	59.87	-8.20	-12.05
	short	8/08/22	14/11/22	98	67.57	96.27	38.86	-28.70	-42.48	-66.79

Annotations

13/09/23	Novo Nordisk	stock split 1:2 (two for one)
18/06/18	OMXC 20	Ambu, FLSmidth and Tryg replace Møller-Mærsk A, Nordea Bank and TDC
14/02/18	OMXC 20	Nordea Bank replaces Nets (acquired by Evergood 5)
22/03/17	OMXC 20	index adaption: Dong Energy, Lundbeck and Nets for FlSmidth, Nordea and Tryg
25/05/16	William Demant	forward stock split 1:5 (five for one)
16/09/15	OMXC 20	complete analysis it was really a pleasure, this combination of instruments seems to have been built for Share-o-matic
18/05/15	Tryg	forward stock split 1:5 (five for one)


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