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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								OMXC 20	384.066	8/12/24	-2.06	416.500	-7.79	339.281	77.219	22.76		23.01
								Novo Nordisk	128.428	8/12/24	-2.80	144.494	-11.12	103.722	40.772	39.31		38.30
						L		Rockwool	394.677	8/12/24	-0.22	406.183	-2.83	293.589	112.594	38.35		44.74
						L		Ambu	19.806	8/12/24	-0.40	19.640	0.84	15.630	4.010	25.66		36.86
								Danske Bank	28.544	8/12/24	0.15	30.075	-5.09	26.803	3.272	12.21		15.11
								Jyske Bank	74.649	8/12/24	0.48	79.396	-5.98	71.912	7.484	10.41		5.20
								Novonesis	61.733	8/12/24	0.12	60.755	1.61	55.137	5.618	10.19		19.54
						L		GN Store Nord	184.491	8/12/24	-0.98	206.265	-10.56	190.212	16.053	8.44		19.02
								Pandora	149.730	8/12/24	1.56	145.127	3.17	138.653	6.475	4.67		13.48
								Coloplast	127.206	8/12/24	0.25	119.726	6.25	114.702	5.024	4.38		1.35
						L		Møller-Mærsk B	1,549.077	8/12/24	1.99	1,849.687	-16.25	1,803.731	45.956	2.55		11.71
						L		Møller-Mærsk A	1,521.749	8/12/24	1.93	1,800.784	-15.50	1,779.959	20.825	1.17		10.75
								Tryg	21.374	8/12/24	0.61	22.021	-2.94	21.826	0.195	0.89		7.86
								Demant	37.339	8/12/24	-1.44	43.409	-13.98	43.979	-0.570	-1.30		-0.76
						L		Ørsted	60.050	8/12/24	0.63	54.081	11.04	55.613	-1.532	-2.75		-5.94
						L		Carlsberg B	115.296	8/12/24		121.395	-5.02	125.815	-4.421	-3.51		-9.62
						L		DSV	174.829	8/12/24		164.473	6.30	176.139	-11.666	-6.62		-3.23
								ISS	18.080	8/12/24	0.48	17.389	3.97	19.159	-1.770	-9.24		-3.07
								Genmab	261.919	8/12/24	0.89	249.478	4.99	320.185	-70.707	-22.08		-21.32
								Vestas Wind Systems	21.899	8/12/24	-7.76	23.315	-6.08	31.840	-8.525	-26.77		-9.35
OMXC 20 - 19 out of 19 instruments rated - 7/01/24 / 1/01/24 - 12 did rise, Market-Ratio(26) in USD = 63.16 %
Stock Exchange Currency: DKK kr Danish krone

 

 

Transactions OMX Copenhagen 20 in Dollar * 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	673		14.853	15.911	13.795	-1.058	-7	9,288	-35
long		7/30/07	385				Vestas Wind Systems	100	1,754		5.702	13.267		7.565	133	22,557	123
7/30/07		10/29/07	91				- cash -
short	10/29/07	4/28/08	182				GN Store Nord	100	284		79.167	41.880	149.650	70.483	89	42,574	259
4/28/08		7/14/08	77				- cash -
	7/14/08	4/13/09	273				Danske Bank	100	1,709		24.909	8.680	71.486	46.577	187	122,174	309
4/13/09		7/06/09	84				- cash -
long	7/06/09	4/26/10	294				GN Store Nord	100	4,242		28.797	58.078		29.281	102	246,385	139
4/26/10		8/02/10	98				- cash -
	8/02/10	8/23/10	21				Novonesis	100	9,466		26.027	24.174		-1.854	-7	228,838	-72
8/23/10		8/30/10	7				- cash -
short	8/30/10	9/06/10	7				Vestas Wind Systems	100	29,714		7.701	7.684	7.719	0.017	0	229,355	12
9/06/10		12/27/10	112				- cash -
long	12/27/10	2/28/11	63				Novo Nordisk	100	20,548		11.162	12.533		1.371	12	257,534	96
2/28/11		4/25/11	56				- cash -
short	4/25/11	11/28/11	217				Vestas Wind Systems	100	36,778		7.002	2.622	18.702	11.699	167	687,816	422
11/28/11		3/26/12	119				- cash -
long	3/26/12	6/04/12	70				GN Store Nord	100	8,581		80.151	83.849		3.698	5	719,546	27
short	5/14/12	7/30/12	77				Vestas Wind Systems	100	491,536		1.464	0.859	2.493	1.029	70	1,225,548	1,148
long	7/09/12	9/17/12	70				Genmab	100	126,860		9.661	12.863		3.202	33	1,631,788	345
9/17/12		12/31/12	105				- cash -
	12/31/12	6/17/13	168				Pandora	100	71,455		22.836	33.282		10.445	46	2,378,157	127
6/17/13		6/24/13	7				- cash -
short	6/24/13	7/15/13	21				FLSmidth	100	51,733		45.969	47.469	44.469	-1.500	-3	2,300,539	-44
long		8/25/14	427				Vestas Wind Systems	100	947,990		2.509	9.041		6.533	260	8,493,567	199
8/25/14		9/01/14	7				- cash -
short	9/01/14	11/24/14	84				Demant	100	549,820		15.448	14.359	16.619	1.172	8	9,137,686	37
11/24/14		3/02/15	98				- cash -
long	3/02/15	8/24/15	175				Genmab	100	125,507		72.806	85.232		12.426	17	10,697,223	39
short	8/17/15	10/19/15	63				GN Store Nord	100	77,560		137.921	145.153	130.689	-7.232	-5	10,136,333	-27
10/19/15		11/02/15	14				- cash -
	11/02/15	12/07/15	35				TDC	100	1,905,956		5.318	5.049	5.602	0.283	5	10,676,217	72
12/07/15		2/08/16	63				- cash -
	2/08/16	2/22/16	14				TDC	100	2,343,172		4.556	4.555	4.558	0.001	0	10,679,478	1
2/22/16		2/29/16	7				- cash -
	2/29/16	4/04/16	35				TDC	100	2,507,670		4.259	4.968	3.549	-0.709	-17	8,900,475	-85
4/04/16		4/11/16	7				- cash -
	4/11/16	5/02/16	21				Nordea Bank (DK)	100	941,961		9.449	9.769	9.128	-0.320	-3	8,598,605	-45
5/02/16		6/13/16	42				- cash -
	6/13/16	8/01/16	49				Jyske Bank	100	226,329		37.991	41.088	34.895	-3.097	-8	7,897,666	-47
8/01/16		9/26/16	56				- cash -
long	9/26/16	10/24/16	28				Genmab	100	46,100		171.312	165.192		-6.120	-4	7,615,534	-38
10/24/16		11/28/16	35				- cash -
short	11/28/16	1/16/17	49				Novo Nordisk	100	469,148		16.233	17.973	14.493	-1.740	-11	6,799,142	-57
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	134,010		50.736	49.779		-0.957	-2	6,670,870	-63
2/20/17		5/01/17	70				- cash -
	5/01/17	11/06/17	189				Lundbeck B	100	639,251		10.435	11.500		1.065	10	7,351,551	21
short	10/09/17	10/23/17	14				Pandora	100	74,674		98.448	92.014	105.331	6.883	7	7,865,539	482
11/06/17		1/29/18	84				- cash -
	1/29/18	3/19/18	49				Vestas Wind Systems	100	592,962		13.265	14.329	12.201	-1.064	-8	7,234,671	-46
3/19/18		10/08/18	203				- cash -
	10/08/18	2/04/19	119				Danske Bank	100	327,585		22.085	18.973	25.707	3.622	16	8,421,301	59
2/04/19		7/15/19	161				- cash -
	7/15/19	11/18/19	126				Ambu	100	542,337		15.528	17.876	13.180	-2.348	-15	7,148,016	-38
11/18/19		3/09/20	112				- cash -
	3/09/20	6/22/20	105				ISS	100	450,742		15.858	17.861	13.856	-2.003	-13	6,245,353	-37
6/22/20		10/26/20	126				- cash -
long	10/26/20	1/11/21	77				Pandora	100	75,791		82.402	104.819		22.418	27	7,944,417	213
1/11/21		2/15/21	35				- cash -
	2/15/21	3/01/21	14				Pandora	100	77,734		102.199	97.274		-4.925	-5	7,561,556	-72
3/01/21		4/26/21	56				- cash -
	4/26/21	5/17/21	21				Ambu	100	133,034		56.839	37.561		-19.278	-34	4,996,888	-100
5/17/21		6/14/21	28				- cash -
	6/14/21	8/09/21	56				Møller-Mærsk B	100	167,084		29.906	27.797		-2.109	-7	4,644,468	-38
8/09/21		10/04/21	56				- cash -
short	10/04/21	6/27/22	266				Ambu	100	162,852		28.519	10.916	74.513	45.993	161	12,134,585	274
6/27/22		7/04/22	7				- cash -
	7/04/22	12/26/22	175				Ambu	100	1,193,773		10.165	12.743	7.587	-2.578	-25	9,057,156	-46
12/26/22		8/07/23	224				- cash -
	8/07/23	12/11/23	126				Bavarian Nordic	100	399,272		22.684	24.540	20.829	-1.856	-8	8,316,296	-22
12/11/23		6/10/24	182				- cash -
long	6/10/24	8/12/24	63				Rockwool	100	20,293		409.795	394.677		-15.119	-4	8,009,490	-20
accum	7/10/06	8/12/24	4748	days out of 7394 invested (64%)										79,995		8,009,490	67

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	5.70	13.27		7.57	132.68
	short	8/30/10	9/06/10	7	7.70	7.68	7.72	0.02	0.23
	short	4/25/11	11/28/11	217	7.00	2.62	18.70	11.70	167.08
	short	5/14/12	7/30/12	77	1.46	0.86	2.49	1.03	70.32
	long	6/24/13	8/25/14	427	2.51	9.04		6.53	260.41
	short	1/29/18	3/19/18	49	13.26	14.33	12.20	-1.06	-8.02			3,416.72
GN Store Nord	short	10/29/07	4/28/08	182	79.17	41.88	149.65	70.48	89.03
	long	7/06/09	4/26/10	294	28.80	58.08		29.28	101.68
	long	3/26/12	6/04/12	70	80.15	83.85		3.70	4.61
	short	8/17/15	10/19/15	63	137.92	145.15	130.69	-7.23	-5.24			277.92
Danske Bank	short	7/14/08	4/13/09	273	24.91	8.68	71.49	46.58	186.99
	short	10/08/18	2/04/19	119	22.08	18.97	25.71	3.62	16.40			234.06
Pandora	long	12/31/12	6/17/13	168	22.84	33.28		10.45	45.74
	short	10/09/17	10/23/17	14	98.45	92.01	105.33	6.88	6.99
	long	10/26/20	1/11/21	77	82.40	104.82		22.42	27.21
	long	2/15/21	3/01/21	14	102.20	97.27		-4.93	-4.82			88.79
Genmab	long	7/09/12	9/17/12	70	9.66	12.86		3.20	33.15
	long	3/02/15	8/24/15	175	72.81	85.23		12.43	17.07
	long	9/26/16	10/24/16	28	171.31	165.19		-6.12	-3.57			50.30
Lundbeck B	long	5/01/17	11/06/17	189	10.44	11.50		1.06	10.20			10.20
Ambu	short	7/15/19	11/18/19	126	15.53	17.88	13.18	-2.35	-15.12
	long	4/26/21	5/17/21	21	56.84	37.56		-19.28	-33.92
	short	10/04/21	6/27/22	266	28.52	10.92	74.51	45.99	161.27
	short	7/04/22	12/26/22	175	10.16	12.74	7.59	-2.58	-25.36			9.38
Demant	short	9/01/14	11/24/14	84	15.45	14.36	16.62	1.17	7.58			7.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Novo Nordisk	long	12/27/10	2/28/11	63	11.16	12.53		1.37	12.29
	short	11/28/16	1/16/17	49	16.23	17.97	14.49	-1.74	-10.72			0.25
Nordea Bank (DK)	short	4/11/16	5/02/16	21	9.45	9.77	9.13	-0.32	-3.39			-3.39
Rockwool	long	6/10/24	8/12/24	63	409.80	394.68		-15.12	-3.69			-3.69
FLSmidth	short	6/24/13	7/15/13	21	45.97	47.47	44.47	-1.50	-3.26
	long	2/13/17	2/20/17	7	50.74	49.78		-0.96	-1.89			-5.09
Novonesis	long	8/02/10	8/23/10	21	26.03	24.17		-1.85	-7.12			-7.12
Jyske Bank	short	6/13/16	8/01/16	49	37.99	41.09	34.89	-3.10	-8.15			-8.15
Bavarian Nordic	short	8/07/23	12/11/23	126	22.68	24.54	20.83	-1.86	-8.18			-8.18
TDC	short	11/02/15	12/07/15	35	5.32	5.05	5.60	0.28	5.33
	short	2/08/16	2/22/16	14	4.56	4.55	4.56	0.00	0.03
	short	2/29/16	4/04/16	35	4.26	4.97	3.55	-0.71	-16.66			-12.19
ISS	short	3/09/20	6/22/20	105	15.86	17.86	13.86	-2.00	-12.63			-12.63
Møller-Mærsk B	short	7/10/06	9/11/06	63	14.85	15.91	13.79	-1.06	-7.13
	long	6/14/21	8/09/21	56	29.91	27.80		-2.11	-7.05			-13.68

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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