Assessment - STOXX Nordic 30 in Swiss Franc - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								Stoxx Nordic 30	13,136.924	8/12/24	-0.46	13,693.176	-4.06	12,580.167	1,113.009	8.85		9.41
								Novo Nordisk	116.051	8/12/24	-2.80	130.569	-11.12	86.884	43.685	50.28		41.04
						L		Investor	24.304	8/12/24	0.30	24.648	-1.40	19.458	5.190	26.67		26.87
						L		Nokia	3.409	8/12/24	1.05	3.557	-4.14	2.831	0.726	25.65		9.93
						L		Atlas Copco A	15.054	8/12/24	0.28	16.894	-10.89	14.482	2.412	16.65		23.26
								Novonesis	55.784	8/12/24	0.12	54.900	1.61	46.187	8.713	18.87		21.78
								S.E.B	12.806	8/12/24	-0.10	13.410	-4.50	11.594	1.816	15.66		17.99
								EQT	26.904	8/12/24	-0.13	26.743	0.60	23.755	2.988	12.58		25.44
						L		Essity B	25.247	8/12/24	-0.97	23.446	7.68	20.829	2.617	12.56		9.93
								Swedbank	17.599	8/12/24	-0.86	18.916	-6.96	16.953	1.963	11.58		11.85
								Coloplast	114.947	8/12/24	0.25	108.188	6.25	96.082	12.106	12.60		3.27
						L		Ericsson	6.040	8/12/24	1.14	5.702	5.93	5.265	0.437	8.30		21.35
								Volvo	21.729	8/12/24	-0.12	23.233	-6.47	21.783	1.450	6.66		12.18
								Nordea Bank	10.181	8/12/24	-0.13	11.060	-7.95	10.447	0.613	5.87		8.29
								Assa Abloy	25.995	8/12/24	0.13	25.519	1.86	24.238	1.281	5.29		12.88
						L		Kone	45.312	8/12/24	-0.32	44.779	1.19	41.883	2.896	6.91		6.69
								Sampo	39.245	8/12/24	0.40	38.944	0.77	36.736	2.209	6.01		2.42
						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
								Hexagon	8.557	8/12/24	-0.15	10.232	-16.36	10.085	0.146	1.45		10.93
								Sandvik	17.217	8/12/24	-0.54	18.271	-5.77	18.179	0.092	0.51		2.48
						S		DNB	18.176	8/12/24	0.14	17.964	1.18	17.868	0.097	0.54		3.29
						L		DSV	157.980	8/12/24		148.622	6.30	147.546	1.077	0.73		-1.48
								UPM-Kymmene	28.816	8/12/24	0.17	31.840	-9.50	31.589	0.251	0.80		5.20
								Equinor	25.736	8/12/24	3.19	25.863	-0.49	26.648	-0.786	-2.95		-1.20
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		Svenska Handelsbank	8.681	8/12/24	0.29	8.651	0.34	9.127	-0.476	-5.21		2.32
						S		Evolution	84.775	8/12/24	-0.88	93.945	-9.76	100.453	-6.508	-6.48		-5.92
								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
								NIBE Industrier	3.788	8/12/24	0.18	3.837	-1.26	5.903	-2.066	-35.00		-28.94
						S		Neste	17.645	8/12/24	-1.54	16.342	7.98	29.873	-13.531	-45.30		-40.69
Nordic 30 - 30 out of 30 instruments rated - 7/01/24 / 1/01/24 - 23 did rise, Market-Ratio(26) in CHF = 76.67 %

 

 

Transactions STOXX Nordic 30 in Swiss Franc * Mixed Straddles L12 - 76/48 (1) - S22 - 37/37 (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		6/12/06	161				- cash -
short	6/12/06	6/19/06	7				Yara International	100	630		15.849	15.978	15.720	-0.129	-1	9,919	-35
6/19/06		7/10/06	21				- cash -
	7/10/06	9/25/06	77				Møller-Mærsk B	100	545		18.169	20.746	15.591	-2.578	-14	8,514	-52
long	8/28/06	5/07/07	252				Carlsberg A	100	97		87.630	136.216		48.586	55	13,227	89
5/07/07		5/21/07	14				- cash -
	5/21/07	7/09/07	49				Volvo	100	523		25.269	27.255		1.986	8	14,265	76
7/09/07		9/03/07	56				- cash -
short	9/03/07	9/10/07	7				Swedbank	100	386		36.901	35.845	37.989	1.088	3	14,685	355
9/10/07		9/17/07	7				- cash -
	9/17/07	9/24/07	7				Danske Bank	100	356		41.214	42.309	40.119	-1.095	-3	14,295	-75
9/24/07		11/12/07	49				- cash -
	11/12/07	12/03/07	21				Ericsson	100	882		16.206	14.105	18.619	2.413	15	16,424	1,016
12/03/07		12/10/07	7				- cash -
	12/10/07	5/12/08	154				Ericsson	100	1,161		14.145	14.165	14.125	-0.020	0	16,401	0
long	4/28/08	6/16/08	49				Yara International	100	218		75.086	89.967		14.881	20	19,645	285
short	5/19/08		28				Swedbank	100	765		25.666	22.015	29.921	4.255	17	22,900	639
6/16/08		6/23/08	7				- cash -
	6/23/08	3/09/09	259				Swedbank	100	1,175		19.488	3.010	126.163	106.675	547	148,244	1,290
3/09/09		3/16/09	7				- cash -
	3/16/09	3/23/09	7				S.E.B	100	38,798		3.821	3.729	3.915	0.094	2	151,908	257
3/23/09		3/30/09	7				- cash -
	3/30/09	4/06/09	7				S.E.B	100	33,616		4.519	4.364	4.679	0.160	4	157,290	514
4/06/09		5/04/09	28				- cash -
long	5/04/09	2/01/10	273				DNB	100	18,356		8.568	11.418		2.850	33	209,605	47
2/01/10		3/08/10	35				- cash -
	3/08/10	5/24/10	77				Coloplast	100	8,347		25.111	23.837		-1.274	-5	198,973	-22
5/24/10		7/26/10	63				- cash -
	7/26/10	2/21/11	210				Novo Nordisk	100	22,102		9.002	11.694		2.692	30	258,473	58
2/21/11		5/23/11	91				- cash -
short	5/23/11	5/30/11	7				Nokia	100	36,238		7.133	5.531	9.197	2.065	29	333,289	> 999,999
5/30/11		6/06/11	7				- cash -
	6/06/11	6/27/11	21				Nokia	100	63,511		5.248	5.193	5.303	0.055	1	336,775	20
6/27/11		7/11/11	14				- cash -
	7/11/11	1/02/12	175				Nokia	100	71,806		4.690	5.086	4.294	-0.396	-8	308,328	-17
long	10/24/11	11/21/11	28				Equinor	100	13,770		22.391	22.302		-0.089	0	307,105	-5
	11/28/11	4/16/12	140				Equinor	100	13,651		22.496	23.442		0.946	4	320,024	11
4/16/12		6/04/12	49				- cash -
short	6/04/12	6/11/12	7				Nokia	100	125,069		2.559	2.306	2.839	0.280	11	355,060	22,423
6/11/12		6/25/12	14				- cash -
	6/25/12	7/02/12	7				Nokia	100	172,901		2.054	1.970	2.141	0.087	4	370,095	769
7/02/12		7/09/12	7				- cash -
	7/09/12	7/16/12	7				Nokia	100	213,979		1.730	1.705	1.754	0.025	1	375,363	109
7/16/12		8/06/12	21				- cash -
long	8/06/12	6/03/13	301				Pandora	100	30,132		12.457	32.607		20.149	162	982,507	221
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/27/12	9/03/12	7				Nokia	100	331,231		2.966	2.390	3.682	0.715	24	1,219,495	> 999,999
6/03/13		8/19/13	77				- cash -
long	8/19/13	2/03/14	168				Pandora	100	35,864		34.003	51.181		17.178	51	1,835,574	143
2/03/14		4/28/14	84				- cash -
	4/28/14	5/19/14	21				Pandora	100	32,545		56.401	63.817		7.417	13	2,076,951	756
5/19/14		5/26/14	7				- cash -
	5/26/14	9/01/14	98				Pandora	100	31,454		66.030	69.043		3.012	5	2,171,704	18
9/01/14		11/03/14	63				- cash -
	11/03/14	12/15/14	42				Pandora	100	27,010		80.402	81.367		0.965	1	2,197,769	11
12/15/14		1/05/15	21				- cash -
	1/05/15	5/11/15	126				Pandora	100	26,874		81.779	98.427		16.648	20	2,645,158	71
5/11/15		8/17/15	98				- cash -
short	8/17/15	11/09/15	84				Fortum	100	154,277		17.145	14.823	19.832	2.687	16	3,059,658	88
11/09/15		11/16/15	7				- cash -
	11/16/15	11/23/15	7				Fortum	100	211,773		14.448	15.190	13.705	-0.743	-5	2,902,414	-94
11/23/15		12/14/15	21				- cash -
	12/14/15	1/25/16	42				Møller-Mærsk B	100	218,565		13.279	12.187	14.470	1.191	9	3,162,671	111
1/25/16		2/01/16	7				- cash -
	2/01/16	2/22/16	21				SKF A	100	205,159		15.416	17.615	13.217	-2.199	-14	2,711,518	-93
2/22/16		3/14/16	21				- cash -
	3/14/16	5/30/16	77				Møller-Mærsk B	100	204,798		13.240	12.749	13.749	0.509	4	2,815,840	20
long	5/02/16	5/16/16	14				Equinor	100	169,129		16.649	16.196		-0.453	-3	2,739,232	-51
5/30/16		6/27/16	28				- cash -
short	6/27/16	7/04/16	7				Yara International	100	93,117		29.417	31.101	27.733	-1.684	-6	2,582,458	-95
7/04/16		9/05/16	63				- cash -
long	9/05/16	10/17/16	42				Atlas Copco A	100	119,955		21.528	22.015		0.487	2	2,640,860	21
10/17/16		1/23/17	98				- cash -
	1/23/17	7/24/17	182				UPM-Kymmene	100	103,055		25.626	27.986		2.360	9	2,884,084	19
7/24/17		3/05/18	224				- cash -
short	3/05/18	4/16/18	42				Hennes & Mauritz	100	189,153		15.247	15.192	15.303	0.056	0	2,894,602	3
4/16/18		5/28/18	42				- cash -
	5/28/18	7/09/18	42				Pandora	100	38,240		75.695	65.183	87.903	12.208	16	3,361,419	267
7/09/18		9/17/18	70				- cash -
long	9/17/18	10/15/18	28				Ericsson	100	404,219		8.316	8.150		-0.166	-2	3,294,334	-23
short	10/15/18	11/05/18	21				Danske Bank	100	153,876		21.409	20.763	22.075	0.666	3	3,396,833	70
11/05/18		11/19/18	14				- cash -
	11/19/18	12/03/18	14				Danske Bank	100	164,562		20.642	20.235	21.056	0.414	2	3,465,012	68
12/03/18		12/10/18	7				- cash -
	12/10/18	12/17/18	7				Pandora	100	69,013		50.208	43.218	58.329	8.121	16	4,025,463	248,261
12/17/18		12/24/18	7				- cash -
	12/24/18	3/11/19	77				Pandora	100	102,532		39.260	52.308	26.212	-13.048	-33	2,687,602	-85
long	2/11/19	5/27/19	105				Vestas Wind Systems	100	159,451		16.855	16.671		-0.184	-1	2,658,193	-4
5/27/19		10/28/19	154				- cash -
	10/28/19	3/02/20	126				Hennes & Mauritz	100	124,981		21.269	17.556		-3.713	-17	2,194,170	-43
3/02/20		3/09/20	7				- cash -
short	3/09/20	6/01/20	84				Equinor	100	199,548		10.996	14.088	7.903	-3.092	-28	1,577,117	-76
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/01/20		6/08/20	7				- cash -
long	6/08/20	11/02/20	147				Pandora	100	30,648		51.458	73.431		21.973	43	2,250,548	142
short	6/15/20	7/06/20	21				Telia Company	100	684,013		3.290	3.578	3.003	-0.287	-9	2,054,025	-80
	7/13/20	8/03/20	21				Hennes & Mauritz	100	142,603		14.404	14.260	14.549	0.145	1	2,074,715	19
11/02/20		11/09/20	7				- cash -
long	11/09/20	9/20/21	315				Pandora	100	24,835		83.540	118.394		34.855	42	2,940,327	50
9/20/21		1/24/22	126				- cash -
short	1/24/22	1/31/22	7				Vestas Wind Systems	100	121,615		24.177	24.811	23.543	-0.634	-3	2,863,237	-75
1/31/22		2/07/22	7				- cash -
	2/07/22	8/08/22	182				Vestas Wind Systems	100	121,559		23.554	24.362	22.746	-0.808	-3	2,764,989	-7
long	5/30/22	6/06/22	7				Equinor	100	77,089		35.867	35.840		-0.027	0	2,762,914	-4
	8/01/22	8/22/22	21				Equinor	100	78,044		35.402	37.826		2.424	7	2,952,095	216
short	8/22/22	10/24/22	63				EQT	100	133,360		22.136	18.622	26.313	4.177	19	3,509,156	172
long	9/12/22	9/19/22	7				Equinor	100	100,779		34.820	33.355		-1.465	-4	3,361,471	-89
10/24/22		12/05/22	42				- cash -
	12/05/22	3/27/23	112				Genmab	100	7,738		434.392	345.438		-88.954	-20	2,673,145	-53
3/27/23		7/17/23	112				- cash -
short	7/17/23	8/14/23	28				Nokia	100	801,249		3.336	3.404	3.269	-0.067	-2	2,619,125	-23
8/14/23		10/23/23	70				- cash -
	10/23/23	10/30/23	7				Nokia	100	913,678		2.867	2.948	2.785	-0.081	-3	2,544,686	-78
10/30/23		1/01/24	63				- cash -
long	1/01/24	6/03/24	154				Novo Nordisk	100	29,288		86.884	120.995		34.111	39	3,543,725	119
6/03/24		4/01/26	667				- cash -
accum	6/12/06	6/03/24	4508	days out of 7394 invested (61%)										35,337		3,543,725	61

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Pandora	long	8/06/12	6/03/13	301	12.46	32.61		20.15	161.75
	long	8/19/13	2/03/14	168	34.00	51.18		17.18	50.52
	long	4/28/14	5/19/14	21	56.40	63.82		7.42	13.15
	long	5/26/14	9/01/14	98	66.03	69.04		3.01	4.56
	long	11/03/14	12/15/14	42	80.40	81.37		0.97	1.20
	long	1/05/15	5/11/15	126	81.78	98.43		16.65	20.36
	short	5/28/18	7/09/18	42	75.70	65.18	87.90	12.21	16.13
	short	12/10/18	12/17/18	7	50.21	43.22	58.33	8.12	16.17
	short	12/24/18	3/11/19	77	39.26	52.31	26.21	-13.05	-33.24
	long	6/08/20	11/02/20	147	51.46	73.43		21.97	42.70
	long	11/09/20	9/20/21	315	83.54	118.39		34.85	41.72			934.24
Swedbank	short	9/03/07	9/10/07	7	36.90	35.84	37.99	1.09	2.95
	short	5/19/08	6/16/08	28	25.67	22.02	29.92	4.26	16.58
	short	6/23/08	3/09/09	259	19.49	3.01	126.16	106.68	547.40			676.99
Novo Nordisk	long	7/26/10	2/21/11	210	9.00	11.69		2.69	29.90
	long	1/01/24	6/03/24	154	86.88	121.00		34.11	39.26			80.91
Nokia	short	5/23/11	5/30/11	7	7.13	5.53	9.20	2.06	28.95
	short	6/06/11	6/27/11	21	5.25	5.19	5.30	0.05	1.05
	short	7/11/11	1/02/12	175	4.69	5.09	4.29	-0.40	-8.45
	short	6/04/12	6/11/12	7	2.56	2.31	2.84	0.28	10.95
	short	6/25/12	7/02/12	7	2.05	1.97	2.14	0.09	4.23
	short	7/09/12	7/16/12	7	1.73	1.71	1.75	0.02	1.42
	short	8/27/12	9/03/12	7	2.97	2.39	3.68	0.72	24.12
	short	7/17/23	8/14/23	28	3.34	3.40	3.27	-0.07	-2.02
	short	10/23/23	10/30/23	7	2.87	2.95	2.79	-0.08	-2.84			65.32
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Carlsberg A	long	8/28/06	5/07/07	252	87.63	136.22		48.59	55.44			55.44
DNB	long	5/04/09	2/01/10	273	8.57	11.42		2.85	33.26			33.26
EQT	short	8/22/22	10/24/22	63	22.14	18.62	26.31	4.18	18.87			18.87
Ericsson	short	11/12/07	12/03/07	21	16.21	14.11	18.62	2.41	14.89
	short	12/10/07	5/12/08	154	14.15	14.17	14.13	-0.02	-0.14
	long	9/17/18	10/15/18	28	8.32	8.15		-0.17	-2.00			12.44
Yara International	short	6/12/06	6/19/06	7	15.85	15.98	15.72	-0.13	-0.81
	long	4/28/08	6/16/08	49	75.09	89.97		14.88	19.82
	short	6/27/16	7/04/16	7	29.42	31.10	27.73	-1.68	-5.72			12.04
Fortum	short	8/17/15	11/09/15	84	17.15	14.82	19.83	2.69	15.67
	short	11/16/15	11/23/15	7	14.45	15.19	13.71	-0.74	-5.14			9.73
UPM-Kymmene	long	1/23/17	7/24/17	182	25.63	27.99		2.36	9.21			9.21
Volvo	long	5/21/07	7/09/07	49	25.27	27.25		1.99	7.86			7.86
S.E.B	short	3/16/09	3/23/09	7	3.82	3.73	3.92	0.09	2.47
	short	3/30/09	4/06/09	7	4.52	4.36	4.68	0.16	3.54			6.10
Danske Bank	short	9/17/07	9/24/07	7	41.21	42.31	40.12	-1.10	-2.66
	short	10/15/18	11/05/18	21	21.41	20.76	22.08	0.67	3.11
	short	11/19/18	12/03/18	14	20.64	20.24	21.06	0.41	2.01			2.39
Atlas Copco A	long	9/05/16	10/17/16	42	21.53	22.02		0.49	2.26			2.26
Møller-Mærsk B	short	7/10/06	9/25/06	77	18.17	20.75	15.59	-2.58	-14.19
	short	12/14/15	1/25/16	42	13.28	12.19	14.47	1.19	8.97
	short	3/14/16	5/30/16	77	13.24	12.75	13.75	0.51	3.85			-2.89
Coloplast	long	3/08/10	5/24/10	77	25.11	23.84		-1.27	-5.07			-5.07
Vestas Wind Systems	long	2/11/19	5/27/19	105	16.86	16.67		-0.18	-1.09
	short	1/24/22	1/31/22	7	24.18	24.81	23.54	-0.63	-2.62
	short	2/07/22	8/08/22	182	23.55	24.36	22.75	-0.81	-3.43			-6.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Telia Company	short	6/15/20	7/06/20	21	3.29	3.58	3.00	-0.29	-8.73			-8.73
SKF A	short	2/01/16	2/22/16	21	15.42	17.61	13.22	-2.20	-14.26			-14.26
Hennes & Mauritz	short	3/05/18	4/16/18	42	15.25	15.19	15.30	0.06	0.36
	long	10/28/19	3/02/20	126	21.27	17.56		-3.71	-17.46
	short	7/13/20	8/03/20	21	14.40	14.26	14.55	0.15	1.01			-16.32
Genmab	long	12/05/22	3/27/23	112	434.39	345.44		-88.95	-20.48			-20.48
Equinor	long	10/24/11	11/21/11	28	22.39	22.30		-0.09	-0.40
	long	11/28/11	4/16/12	140	22.50	23.44		0.95	4.21
	long	5/02/16	5/16/16	14	16.65	16.20		-0.45	-2.72
	short	3/09/20	6/01/20	84	11.00	14.09	7.90	-3.09	-28.12
	long	5/30/22	6/06/22	7	35.87	35.84		-0.03	-0.08
	long	8/01/22	8/22/22	21	35.40	37.83		2.42	6.85
	long	9/12/22	9/19/22	7	34.82	33.35		-1.47	-4.21			-25.78

Annotations

9/13/23	Novo Nordisk			stock split 1:2 (two for one)
5/13/22	Atlas Copco A			splits 1:4 (four for one)
5/19/21	Hexagon			stock split 1:7 (seven for one)
	Investor			stock split 1:4 (four for one)
4/03/19	Neste Oil			stock split 1:3 (three for one)
6/19/18	Atlas Copco A			spin-off Epiroc
5/16/18	Statoil			is now called Equinor
9/19/16	Nordic 30			Vestas Wind Systems replaces Yara
9/05/15	Nordic 30			Pandora replaces Seadrill (market adjustment to index)
6/03/15	Assa Abloy			ex split 1:3 (three for one)
5/19/15	Svenska Handelsbank			ex Split 1:3 (three for one)
9/22/14	Nordic 30			Coloplast replaces Swedish Match.

write an annotation