| | |
| | |
Assessment - OMX Copenhagen 20 in Japanese yen - 7/01/24 - RS = 16
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/11/24 |
prc diff |
⇓ Δ16 |
|
⇓∅-RS |
| |  |
 |
 |
|
|
 |
OMXC 20 |
62,055.272 |
8/12/24 |
-2.06 |
67,295.818 |
-7.79 |
58,064.554 |
9,231.264 |
15.90 |
|
34.08 |
| | |
|
|
|
L |
|
Møller-Mærsk B |
250,291.277 |
8/12/24 |
1.99 |
298,862.194 |
-16.25 |
205,100.392 |
93,761.801 |
45.72 |
|
21.21 |
| | |
|
|
|
L |
|
Møller-Mærsk A |
245,875.739 |
8/12/24 |
1.93 |
290,960.705 |
-15.50 |
198,727.338 |
92,233.367 |
46.41 |
|
20.16 |
| | |
|
|
|
|
|
Pandora |
24,192.500 |
8/12/24 |
1.56 |
23,448.830 |
3.17 |
24,566.402 |
-1,117.572 |
-4.55 |
|
23.93 |
| | |
|
|
|
|
|
Genmab |
42,319.444 |
8/12/24 |
0.89 |
40,309.213 |
4.99 |
46,204.644 |
-5,895.432 |
-12.76 |
|
-14.67 |
| | |
|
|
|
L |
|
Ørsted |
9,702.563 |
8/12/24 |
0.63 |
8,738.117 |
11.04 |
7,817.757 |
920.360 |
11.77 |
|
2.01 |
| | |
|
|
|
|
|
Tryg |
3,453.415 |
8/12/24 |
0.61 |
3,557.994 |
-2.94 |
3,143.466 |
414.528 |
13.19 |
|
17.28 |
| | |
|
|
|
|
|
ISS |
2,921.227 |
8/12/24 |
0.48 |
2,809.676 |
3.97 |
2,622.426 |
187.251 |
7.14 |
|
5.34 |
| | |
|
|
|
|
|
Jyske Bank |
12,061.390 |
8/12/24 |
0.48 |
12,828.299 |
-5.98 |
11,940.865 |
887.435 |
7.43 |
|
14.49 |
| | |
|
|
|
|
|
Coloplast |
20,553.167 |
8/12/24 |
0.25 |
19,344.704 |
6.25 |
20,781.325 |
-1,436.621 |
-6.91 |
|
10.25 |
| | |
|
|
|
|
|
Danske Bank |
4,611.913 |
8/12/24 |
0.15 |
4,859.416 |
-5.09 |
4,366.403 |
493.012 |
11.29 |
|
25.38 |
| | |
|
|
|
|
|
Novonesis |
9,974.468 |
8/12/24 |
0.12 |
9,816.438 |
1.61 |
8,556.256 |
1,260.182 |
14.73 |
|
30.20 |
| | |
|
|
|
L |
|
Carlsberg B |
18,628.922 |
8/12/24 |
|
19,614.284 |
-5.02 |
20,247.366 |
-633.082 |
-3.13 |
|
-1.78 |
| | |
|
|
|
L |
|
DSV |
28,247.822 |
8/12/24 |
|
26,574.566 |
6.30 |
22,940.843 |
3,633.723 |
15.84 |
|
4.96 |
| | |
|
|
|
L |
|
Rockwool |
63,769.662 |
8/12/24 |
-0.22 |
65,628.836 |
-2.83 |
46,010.869 |
19,617.967 |
42.64 |
|
57.85 |
| | |
|
|
|
L |
|
Ambu |
3,200.103 |
8/12/24 |
-0.40 |
3,173.377 |
0.84 |
2,541.686 |
631.691 |
24.85 |
|
49.01 |
| | |
|
|
|
L |
|
GN Store Nord |
29,808.976 |
8/12/24 |
-0.98 |
33,327.128 |
-10.56 |
24,502.920 |
8,824.208 |
36.01 |
|
29.58 |
| | |
|
|
|
|
|
Demant |
6,033.019 |
8/12/24 |
-1.44 |
7,013.733 |
-13.98 |
7,712.257 |
-698.524 |
-9.06 |
|
8.06 |
| | |
|
|
|
|
|
Novo Nordisk |
20,750.704 |
8/12/24 |
-2.80 |
23,346.575 |
-11.12 |
19,272.030 |
4,074.545 |
21.14 |
|
51.02 |
| | |
|
|
|
|
|
Vestas Wind Systems |
3,538.240 |
8/12/24 |
-7.76 |
3,767.151 |
-6.08 |
4,198.465 |
-431.314 |
-10.27 |
|
-1.45 |
| OMXC 20 - 19 out of 19 instruments rated - 7/01/24 / 3/11/24 - 13 did rise, Market-Ratio(16) in JPY = 68.42 % |
| Stock Exchange Currency: DKK kr Danish krone |
Technical Chart
Transactions OMX Copenhagen 20 in Japanese yen * 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 |
5 |
|
1,693.630 |
1,860.546 |
1,526.713 |
-166.917 |
-10 |
9,165 |
-45 |
|
| 9/11/06 |
10/29/07 |
413 |
|
- cash - |
| |
10/29/07 |
4/28/08 |
182 |
|
|
|
GN Store Nord |
100 |
1 |
|
9,039.250 |
4,373.224 |
18,683.708 |
9,644.458 |
107 |
18,810 |
329 |
|
| 4/28/08 |
7/14/08 |
77 |
|
- cash - |
| |
7/14/08 |
4/13/09 |
273 |
|
|
|
Danske Bank |
100 |
7 |
|
2,647.201 |
870.128 |
8,053.611 |
5,406.410 |
204 |
56,655 |
343 |
|
| 4/13/09 |
8/30/10 |
504 |
|
- cash - |
| |
8/30/10 |
9/06/10 |
7 |
|
|
|
Vestas Wind Systems |
100 |
86 |
|
656.257 |
647.717 |
664.910 |
8.653 |
1 |
57,399 |
98 |
|
| 9/06/10 |
4/25/11 |
231 |
|
- cash - |
| |
4/25/11 |
11/28/11 |
217 |
|
|
|
Vestas Wind Systems |
100 |
100 |
|
573.375 |
203.768 |
1,613.398 |
1,040.023 |
181 |
161,401 |
470 |
|
| 11/28/11 |
5/14/12 |
168 |
|
- cash - |
| |
5/14/12 |
7/30/12 |
77 |
|
|
|
Vestas Wind Systems |
100 |
1,379 |
|
117.014 |
67.437 |
203.039 |
86.025 |
74 |
280,029 |
1,263 |
|
| 7/30/12 |
6/24/13 |
329 |
|
- cash - |
| |
6/24/13 |
7/15/13 |
21 |
|
|
|
FLSmidth |
100 |
62 |
|
4,500.208 |
4,709.883 |
4,290.532 |
-209.675 |
-5 |
267,029 |
-56 |
|
| 7/15/13 |
9/01/14 |
413 |
|
- cash - |
| |
9/01/14 |
11/24/14 |
84 |
|
|
|
Demant |
100 |
164 |
|
1,623.070 |
1,698.865 |
1,547.274 |
-75.795 |
-5 |
254,599 |
-19 |
|
| 11/24/14 |
8/17/15 |
266 |
|
- cash - |
| |
8/17/15 |
10/19/15 |
63 |
|
|
|
GN Store Nord |
100 |
14 |
|
17,160.458 |
17,344.922 |
16,975.993 |
-184.464 |
-1 |
252,016 |
-6 |
|
| 10/19/15 |
11/02/15 |
14 |
|
- cash - |
| |
11/02/15 |
12/07/15 |
35 |
|
|
|
TDC |
100 |
392 |
|
642.172 |
622.900 |
662.040 |
19.868 |
3 |
259,805 |
37 |
|
| 12/07/15 |
2/08/16 |
63 |
|
- cash - |
| |
2/08/16 |
2/22/16 |
14 |
|
|
|
TDC |
100 |
492 |
|
527.777 |
511.094 |
545.005 |
17.228 |
3 |
268,281 |
131 |
|
| 2/22/16 |
2/29/16 |
7 |
|
- cash - |
| |
2/29/16 |
4/04/16 |
35 |
|
|
|
TDC |
100 |
558 |
|
480.172 |
552.986 |
407.358 |
-72.814 |
-15 |
227,650 |
-82 |
|
| 4/04/16 |
4/11/16 |
7 |
|
- cash - |
| |
4/11/16 |
5/02/16 |
21 |
|
|
|
Nordea Bank (DK) |
100 |
223 |
|
1,020.224 |
1,039.889 |
1,000.560 |
-19.665 |
-2 |
223,265 |
-29 |
|
| 5/02/16 |
6/13/16 |
42 |
|
- cash - |
| |
6/13/16 |
8/01/16 |
49 |
|
|
|
Jyske Bank |
100 |
55 |
|
4,035.562 |
4,205.839 |
3,865.285 |
-170.277 |
-4 |
213,900 |
-27 |
|
| 8/01/16 |
11/28/16 |
119 |
|
- cash - |
| |
11/28/16 |
1/16/17 |
49 |
|
|
|
Novo Nordisk |
100 |
118 |
|
1,799.933 |
2,052.186 |
1,547.680 |
-252.253 |
-14 |
184,134 |
-68 |
|
| 1/16/17 |
10/09/17 |
266 |
|
- cash - |
| |
10/09/17 |
10/23/17 |
14 |
|
|
|
Pandora |
100 |
16 |
|
11,098.326 |
10,436.040 |
11,802.640 |
704.315 |
6 |
195,403 |
397 |
|
| 10/23/17 |
1/29/18 |
98 |
|
- cash - |
| |
1/29/18 |
3/19/18 |
49 |
|
|
|
Vestas Wind Systems |
100 |
135 |
|
1,446.771 |
1,520.164 |
1,373.378 |
-73.393 |
-5 |
185,495 |
-32 |
|
| 3/19/18 |
10/08/18 |
203 |
|
- cash - |
| |
10/08/18 |
2/04/19 |
119 |
|
|
|
Danske Bank |
100 |
74 |
|
2,490.749 |
2,084.839 |
2,975.688 |
484.939 |
19 |
221,381 |
73 |
|
| 2/04/19 |
7/15/19 |
161 |
|
- cash - |
| |
7/15/19 |
11/18/19 |
126 |
|
|
|
Ambu |
100 |
132 |
|
1,674.463 |
1,940.582 |
1,408.343 |
-266.119 |
-16 |
186,253 |
-39 |
|
| 11/18/19 |
3/09/20 |
112 |
|
- cash - |
| |
3/09/20 |
6/22/20 |
105 |
|
|
|
ISS |
100 |
115 |
|
1,619.231 |
1,908.102 |
1,330.361 |
-288.870 |
-18 |
153,033 |
-49 |
|
| 6/22/20 |
10/04/21 |
469 |
|
- cash - |
| |
10/04/21 |
6/27/22 |
266 |
|
|
|
Ambu |
100 |
48 |
|
3,160.861 |
1,477.103 |
6,763.945 |
3,603.084 |
114 |
325,981 |
184 |
|
| 6/27/22 |
7/04/22 |
7 |
|
- cash - |
| |
7/04/22 |
12/26/22 |
175 |
|
|
|
Ambu |
100 |
236 |
|
1,378.961 |
1,692.599 |
1,065.323 |
-313.638 |
-23 |
251,962 |
-42 |
|
| 12/26/22 |
8/07/23 |
224 |
|
- cash - |
| |
8/07/23 |
12/11/23 |
126 |
|
|
|
Bavarian Nordic |
100 |
77 |
|
3,232.243 |
3,592.884 |
2,871.603 |
-360.641 |
-11 |
224,193 |
-29 |
|
| 12/11/23 |
5/30/26 |
901 |
|
- cash - |
| accum | 7/10/06 |
12/11/23 | 2170 |
days out of 7453 invested (29%) |
2,142 |
224,193 |
69 |
|
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 | 8/30/10 | 9/06/10 | 7 | 656.26 | 647.72 | 664.91 | 8.65 | 1.32 | | | |
| | | 4/25/11 | 11/28/11 | 217 | 573.38 | 203.77 | 1,613.40 | 1,040.02 | 181.39 | | | |
| | | 5/14/12 | 7/30/12 | 77 | 117.01 | 67.44 | 203.04 | 86.02 | 73.52 | | | |
| | | 1/29/18 | 3/19/18 | 49 | 1,446.77 | 1,520.16 | 1,373.38 | -73.39 | -5.07 | | | 369.59 |
| Danske Bank | | 7/14/08 | 4/13/09 | 273 | 2,647.20 | 870.13 | 8,053.61 | 5,406.41 | 204.23 | | | |
| | | 10/08/18 | 2/04/19 | 119 | 2,490.75 | 2,084.84 | 2,975.69 | 484.94 | 19.47 | | | 263.46 |
| GN Store Nord | | 10/29/07 | 4/28/08 | 182 | 9,039.25 | 4,373.22 | 18,683.71 | 9,644.46 | 106.70 | | | |
| | | 8/17/15 | 10/19/15 | 63 | 17,160.46 | 17,344.92 | 16,975.99 | -184.46 | -1.07 | | | 104.47 |
| Ambu | | 7/15/19 | 11/18/19 | 126 | 1,674.46 | 1,940.58 | 1,408.34 | -266.12 | -15.89 | | | |
| | | 10/04/21 | 6/27/22 | 266 | 3,160.86 | 1,477.10 | 6,763.95 | 3,603.08 | 113.99 | | | |
| | | 7/04/22 | 12/26/22 | 175 | 1,378.96 | 1,692.60 | 1,065.32 | -313.64 | -22.74 | | | 39.05 |
| Pandora | | 10/09/17 | 10/23/17 | 14 | 11,098.33 | 10,436.04 | 11,802.64 | 704.31 | 6.35 | | | 6.35 |
| Nordea Bank (DK) | | 4/11/16 | 5/02/16 | 21 | 1,020.22 | 1,039.89 | 1,000.56 | -19.66 | -1.93 | | | -1.93 |
| Jyske Bank | | 6/13/16 | 8/01/16 | 49 | 4,035.56 | 4,205.84 | 3,865.28 | -170.28 | -4.22 | | | -4.22 |
| FLSmidth | | 6/24/13 | 7/15/13 | 21 | 4,500.21 | 4,709.88 | 4,290.53 | -209.68 | -4.66 | | | -4.66 |
| Demant | | 9/01/14 | 11/24/14 | 84 | 1,623.07 | 1,698.86 | 1,547.27 | -75.80 | -4.67 | | | -4.67 |
| TDC | | 11/02/15 | 12/07/15 | 35 | 642.17 | 622.90 | 662.04 | 19.87 | 3.09 | | | |
| | | 2/08/16 | 2/22/16 | 14 | 527.78 | 511.09 | 545.00 | 17.23 | 3.26 | | | |
| | | 2/29/16 | 4/04/16 | 35 | 480.17 | 552.99 | 407.36 | -72.81 | -15.16 | | | -9.68 |
| Møller-Mærsk B | | 7/10/06 | 9/11/06 | 63 | 1,693.63 | 1,860.55 | 1,526.71 | -166.92 | -9.86 | | | -9.86 |
| Bavarian Nordic | | 8/07/23 | 12/11/23 | 126 | 3,232.24 | 3,592.88 | 2,871.60 | -360.64 | -11.16 | | | -11.16 |
| Novo Nordisk | | 11/28/16 | 1/16/17 | 49 | 1,799.93 | 2,052.19 | 1,547.68 | -252.25 | -14.01 | | | -14.01 |
| ISS | | 3/09/20 | 6/22/20 | 105 | 1,619.23 | 1,908.10 | 1,330.36 | -288.87 | -17.84 | | | -17.84 |
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) |
|
|
