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

 ⇐ 

								⇓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
								Novo Nordisk	116.051	8/12/24	-2.80	130.569	-11.12	86.884	43.685	50.28		41.04
						L		Rockwool	356.641	8/12/24	-0.22	367.039	-2.83	245.930	121.109	49.25		47.55
						L		Ambu	17.897	8/12/24	-0.40	17.748	0.84	13.093	4.655	35.55		39.33
								Danske Bank	25.793	8/12/24	0.15	27.177	-5.09	22.452	4.725	21.04		17.29
								Jyske Bank	67.455	8/12/24	0.48	71.744	-5.98	60.238	11.506	19.10		7.23
								Novonesis	55.784	8/12/24	0.12	54.900	1.61	46.187	8.713	18.87		21.78
						L		GN Store Nord	166.711	8/12/24	-0.98	186.387	-10.56	159.334	27.053	16.98		21.19
								Pandora	135.300	8/12/24	1.56	131.141	3.17	116.145	14.996	12.91		15.67
								Coloplast	114.947	8/12/24	0.25	108.188	6.25	96.082	12.106	12.60		3.27
						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
						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
								Tryg	19.314	8/12/24	0.61	19.899	-2.94	18.283	1.616	8.84		9.86
								Demant	33.741	8/12/24	-1.44	39.225	-13.98	36.840	2.386	6.48		1.13
						L		Ørsted	54.263	8/12/24	0.63	48.869	11.04	46.585	2.284	4.90		-4.24
						L		Carlsberg B	104.185	8/12/24		109.696	-5.02	105.391	4.304	4.08		-7.91
						L		DSV	157.980	8/12/24		148.622	6.30	147.546	1.077	0.73		-1.48
								ISS	16.337	8/12/24	0.48	15.714	3.97	16.049	-0.335	-2.09		-1.31
								Genmab	236.678	8/12/24	0.89	225.435	4.99	268.208	-42.773	-15.95		-19.87
								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

 

 

Transactions OMX Copenhagen 20 in Swiss Franc * Mixed Straddles 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 -
short	7/10/06	9/11/06	63				Møller-Mærsk B	100	550		18.169	19.852	16.485	-1.683	-9	9,074	-43
long		7/30/07	385				Vestas Wind Systems	100	1,434		6.975	16.031		9.056	130	22,060	120
7/30/07		10/29/07	91				- cash -
short	10/29/07	4/28/08	182				GN Store Nord	100	239		92.153	43.328	195.997	103.845	113	46,879	354
4/28/08		7/14/08	77				- cash -
	7/14/08	4/13/09	273				Danske Bank	100	1,852		25.312	10.020	63.941	38.628	153	118,418	245
4/13/09		7/06/09	84				- cash -
long	7/06/09	4/26/10	294				GN Store Nord	100	3,784		31.293	62.301		31.007	99	235,750	135
4/26/10		8/02/10	98				- cash -
	8/02/10	8/23/10	21				Novonesis	100	8,701		27.092	24.999		-2.093	-8	217,538	-75
8/23/10		8/30/10	7				- cash -
short	8/30/10	9/06/10	7				Vestas Wind Systems	100	27,480		7.916	7.811	8.022	0.106	1	220,453	100
9/06/10		12/27/10	112				- cash -
long	12/27/10	2/28/11	63				Novo Nordisk	100	20,537		10.734	11.637		0.903	8	238,989	60
2/28/11		4/25/11	56				- cash -
short	4/25/11	11/28/11	217				Vestas Wind Systems	100	38,509		6.206	2.439	15.790	9.584	154	608,072	381
11/28/11		3/26/12	119				- cash -
long	3/26/12	6/04/12	70				GN Store Nord	100	8,354		72.788	81.088		8.300	11	677,408	76
short	5/14/12	7/30/12	77				Vestas Wind Systems	100	497,654		1.361	0.838	2.211	0.850	62	1,100,363	897
long	7/09/12	9/17/12	70				Genmab	100	116,481		9.447	11.923		2.476	26	1,388,828	237
9/17/12		12/31/12	105				- cash -
	12/31/12	6/17/13	168				Pandora	100	66,567		20.863	30.658		9.795	47	2,040,853	131
6/17/13		6/24/13	7				- cash -
short	6/24/13	7/15/13	21				FLSmidth	100	47,510		42.956	44.930	40.982	-1.974	-5	1,947,068	-56
long		8/25/14	427				Vestas Wind Systems	100	870,575		2.344	8.280		5.936	253	7,114,543	194
8/25/14		9/01/14	7				- cash -
short	9/01/14	11/24/14	84				Demant	100	501,111		14.198	13.881	14.521	0.324	2	7,276,742	10
11/24/14		3/02/15	98				- cash -
long	3/02/15	8/24/15	175				Genmab	100	104,312		69.759	79.344		9.585	14	8,276,555	31
short	8/17/15	10/19/15	63				GN Store Nord	100	61,377		134.846	138.759	130.933	-3.913	-3	8,036,359	-16
10/19/15		11/02/15	14				- cash -
	11/02/15	12/07/15	35				TDC	100	1,530,969		5.249	5.050	5.457	0.207	4	8,353,737	50
12/07/15		2/08/16	63				- cash -
	2/08/16	2/22/16	14				TDC	100	1,857,673		4.497	4.545	4.449	-0.048	-1	8,264,417	-24
2/22/16		2/29/16	7				- cash -
	2/29/16	4/04/16	35				TDC	100	1,943,264		4.253	4.765	3.741	-0.512	-12	7,269,363	-74
4/04/16		4/11/16	7				- cash -
	4/11/16	5/02/16	21				Nordea Bank (DK)	100	805,860		9.021	9.329	8.713	-0.308	-3	7,021,063	-45
5/02/16		6/13/16	42				- cash -
	6/13/16	8/01/16	49				Jyske Bank	100	191,714		36.622	39.786	33.459	-3.164	-9	6,414,556	-49
8/01/16		9/26/16	56				- cash -
long	9/26/16	10/24/16	28				Genmab	100	38,638		166.016	163.405		-2.611	-2	6,313,686	-19
10/24/16		11/28/16	35				- cash -
short	11/28/16	1/16/17	49				Novo Nordisk	100	385,683		16.370	18.168	14.572	-1.798	-11	5,620,302	-58
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/16/17		2/13/17	28				- cash -
long	2/13/17	2/20/17	7				FLSmidth	100	110,110		51.042	50.037		-1.005	-2	5,509,632	-65
2/20/17		5/01/17	70				- cash -
	5/01/17	11/06/17	189				Lundbeck B	100	530,356		10.389	11.469		1.080	10	6,082,582	21
short	10/09/17	10/23/17	14				Pandora	100	63,395		95.947	90.675	101.526	5.579	6	6,436,251	336
11/06/17		1/29/18	84				- cash -
	1/29/18	3/19/18	49				Vestas Wind Systems	100	517,723		12.432	13.634	11.230	-1.202	-10	5,813,832	-53
3/19/18		10/08/18	203				- cash -
	10/08/18	2/04/19	119				Danske Bank	100	265,441		21.902	18.933	25.337	3.435	16	6,725,600	56
2/04/19		7/15/19	161				- cash -
	7/15/19	11/18/19	126				Ambu	100	439,969		15.286	17.653	12.920	-2.367	-15	5,684,371	-39
11/18/19		3/09/20	112				- cash -
	3/09/20	6/22/20	105				ISS	100	387,412		14.673	16.917	12.428	-2.245	-15	4,814,719	-44
6/22/20		10/26/20	126				- cash -
long	10/26/20	1/11/21	77				Pandora	100	64,411		74.749	93.180		18.431	25	6,001,869	184
1/11/21		2/15/21	35				- cash -
	2/15/21	3/01/21	14				Pandora	100	65,996		90.942	89.369		-1.573	-2	5,898,040	-37
3/01/21		4/26/21	56				- cash -
	4/26/21	5/17/21	21				Ambu	100	113,545		51.944	33.865		-18.079	-35	3,845,233	-100
5/17/21		6/14/21	28				- cash -
	6/14/21	8/09/21	56				Møller-Mærsk B	100	142,998		26.890	25.572		-1.318	-5	3,656,750	-28
8/09/21		10/04/21	56				- cash -
short	10/04/21	6/27/22	266				Ambu	100	138,714		26.362	10.420	66.689	40.328	153	9,250,752	257
6/27/22		7/04/22	7				- cash -
	7/04/22	12/26/22	175				Ambu	100	946,879		9.770	11.872	7.668	-2.102	-22	7,260,574	-40
12/26/22		8/07/23	224				- cash -
	8/07/23	12/11/23	126				Bavarian Nordic	100	366,328		19.820	21.588	18.052	-1.768	-9	6,612,823	-24
12/11/23		6/10/24	182				- cash -
long	6/10/24	8/12/24	63				Rockwool	100	17,991		367.546	356.641		-10.905	-3	6,416,637	-16
accum	7/10/06	8/12/24	4748	days out of 7394 invested (64%)										64,066		6,416,637	64

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	6.97	16.03		9.06	129.83
	short	8/30/10	9/06/10	7	7.92	7.81	8.02	0.11	1.34
	short	4/25/11	11/28/11	217	6.21	2.44	15.79	9.58	154.44
	short	5/14/12	7/30/12	77	1.36	0.84	2.21	0.85	62.44
	long	6/24/13	8/25/14	427	2.34	8.28		5.94	253.20
	short	1/29/18	3/19/18	49	12.43	13.63	11.23	-1.20	-9.67			2,971.25
GN Store Nord	short	10/29/07	4/28/08	182	92.15	43.33	196.00	103.84	112.69
	long	7/06/09	4/26/10	294	31.29	62.30		31.01	99.09
	long	3/26/12	6/04/12	70	72.79	81.09		8.30	11.40
	short	8/17/15	10/19/15	63	134.85	138.76	130.93	-3.91	-2.90			358.02
Danske Bank	short	7/14/08	4/13/09	273	25.31	10.02	63.94	38.63	152.61
	short	10/08/18	2/04/19	119	21.90	18.93	25.34	3.43	15.68			192.22
Pandora	long	12/31/12	6/17/13	168	20.86	30.66		9.80	46.95
	short	10/09/17	10/23/17	14	95.95	90.67	101.53	5.58	5.81
	long	10/26/20	1/11/21	77	74.75	93.18		18.43	24.66
	long	2/15/21	3/01/21	14	90.94	89.37		-1.57	-1.73			90.48
Genmab	long	7/09/12	9/17/12	70	9.45	11.92		2.48	26.22
	long	3/02/15	8/24/15	175	69.76	79.34		9.58	13.74
	long	9/26/16	10/24/16	28	166.02	163.41		-2.61	-1.57			41.30
Lundbeck B	long	5/01/17	11/06/17	189	10.39	11.47		1.08	10.40			10.40
Ambu	short	7/15/19	11/18/19	126	15.29	17.65	12.92	-2.37	-15.48
	long	4/26/21	5/17/21	21	51.94	33.86		-18.08	-34.81
	short	10/04/21	6/27/22	266	26.36	10.42	66.69	40.33	152.98
	short	7/04/22	12/26/22	175	9.77	11.87	7.67	-2.10	-21.51			9.41
Demant	short	9/01/14	11/24/14	84	14.20	13.88	14.52	0.32	2.28			2.28
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Rockwool	long	6/10/24	8/12/24	63	367.55	356.64		-10.90	-2.97			-2.97
Nordea Bank (DK)	short	4/11/16	5/02/16	21	9.02	9.33	8.71	-0.31	-3.42			-3.42
Novo Nordisk	long	12/27/10	2/28/11	63	10.73	11.64		0.90	8.41
	short	11/28/16	1/16/17	49	16.37	18.17	14.57	-1.80	-10.98			-3.50
FLSmidth	short	6/24/13	7/15/13	21	42.96	44.93	40.98	-1.97	-4.60
	long	2/13/17	2/20/17	7	51.04	50.04		-1.01	-1.97			-6.47
Novonesis	long	8/02/10	8/23/10	21	27.09	25.00		-2.09	-7.73			-7.73
Jyske Bank	short	6/13/16	8/01/16	49	36.62	39.79	33.46	-3.16	-8.64			-8.64
Bavarian Nordic	short	8/07/23	12/11/23	126	19.82	21.59	18.05	-1.77	-8.92			-8.92
TDC	short	11/02/15	12/07/15	35	5.25	5.05	5.46	0.21	3.95
	short	2/08/16	2/22/16	14	4.50	4.54	4.45	-0.05	-1.07
	short	2/29/16	4/04/16	35	4.25	4.76	3.74	-0.51	-12.04			-9.54
Møller-Mærsk B	short	7/10/06	9/11/06	63	18.17	19.85	16.49	-1.68	-9.27
	long	6/14/21	8/09/21	56	26.89	25.57		-1.32	-4.90			-13.71
ISS	short	3/09/20	6/22/20	105	14.67	16.92	12.43	-2.24	-15.30			-15.30

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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