Share-o-matic - Assessment SMI (Swiss Market Index)

Assessment - Swiss Market Index - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
		SMI® PR	11,753.700	Fri	1.31	11,327.700	3.76	10,576.800	750.900	7.10	1.49
	L	ABB	47.160	Fri	1.27	45.470	3.72	31.090	14.380	46.25	28.03
	L	Holcim	81.600	Fri	2.31	79.200	3.03	59.100	20.100	34.01	25.31
		Givaudan	4,053.000	Fri	-0.66	3,989.000	1.60	3,038.000	951.000	31.30	23.70
	L	Lonza	526.200	Fri	-0.04	518.400	1.50	331.400	187.000	56.43	17.50
		Partners	1,258.500	Fri	1.70	1,216.000	3.50	1,009.500	206.500	20.46	17.27
		Logitech	77.020	Fri	0.44	75.620	1.85	70.860	4.760	6.72	13.41
		UBS	26.950	Fri	2.35	24.900	8.23	21.880	3.020	13.80	12.10
		Swiss Life	648.800	Fri	1.44	632.400	2.59	589.200	43.200	7.33	10.05
	L	Sika	278.100	Fri	0.76	269.800	3.08	225.000	44.800	19.91	8.82
		Sonova	270.300	Fri	1.31	262.800	2.85	225.700	37.100	16.44	6.40
		Geberit	550.600	Fri	0.18	515.200	6.87	460.900	54.300	11.78	6.36
		Swiss Re	106.050	Fri	2.46	101.550	4.43	99.100	2.450	2.47	5.73
		Richemont	135.500	Fri	1.92	131.950	2.69	111.400	20.550	18.45	4.10
		Alcon	73.600	Fri	0.90	72.500	1.52	66.680	5.820	8.73	3.73
		Zurich Insurance	457.400	Fri	0.42	446.000	2.56	435.100	10.900	2.51	2.46
		Novartis	92.320	Fri	1.97	88.100	4.79	84.240	3.860	4.58	-0.57
	S	Kühne & Nagel	248.900	Fri	-0.64	247.200	0.69	239.900	7.300	3.04	-6.24
		Swisscom	501.000	Fri	0.80	494.800	1.25	515.600	-20.800	-4.03	-7.05
	S	Nestlé	95.180	Fri	1.04	91.360	4.18	99.870	-8.510	-8.52	-9.90
	S	Roche	225.100	Fri	1.26	218.500	3.02	237.150	-18.650	-7.86	-12.58
SMI - 20 out of 20 instruments rated - 5/06/24 / 11/06/23 - 17 did rise, Market-Ratio(26) = 85.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

	SMI RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions Swiss Market Index * 26 - 60/40 (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		7/17/06	196		- cash -
short	7/17/06	9/04/06	49		Swiss Re	100	118	84.150	94.650	73.650	-10.500	-12	8,761	-63
long	9/04/06	8/06/07	336		Actelion	100	263	33.260	67.750		34.490	104	17,832	117
short	8/06/07	9/03/07	28		UBS	100	274	65.050	63.150	67.007	1.957	3	18,368	47
long	9/03/07	9/10/07	7		Actelion	100	267	68.750	63.500		-5.250	-8	16,966	-98
short	9/10/07	6/01/09	630		UBS	100	279	60.750	16.270	226.832	166.082	273	63,303	115
long	6/01/09	7/06/09	35		Credit Suisse	100	1,289	49.100	47.620		-1.480	-3	61,396	-27
short	7/06/09	7/20/09	14		Givaudan	100	95	645.000	657.000	633.000	-12.000	-2	60,256	-39
long	7/20/09	5/24/10	308		Credit Suisse	100	1,165	51.700	43.940		-7.760	-15	51,215	-18
short	5/24/10	6/21/10	28		Actelion	100	1,274	40.200	41.760	38.640	-1.560	-4	49,228	-40
long	6/21/10	6/28/10	7		Richemont	100	1,141	43.110	40.630		-2.480	-6	46,398	-95
short	6/28/10	8/02/10	35		Actelion	100	1,131	41.010	43.110	38.910	-2.100	-5	44,023	-42
long	8/02/10	8/30/10	28		Richemont	100	1,065	41.310	39.540		-1.770	-4	42,138	-43
short	8/30/10	11/01/10	63		Holcim	100	685	61.450	63.050	59.850	-1.600	-3	41,042	-14
long	11/01/10	5/23/11	203		Richemont	100	828	49.530	53.850		4.320	9	44,619	16
short	5/23/11	1/30/12	252		Credit Suisse	100	1,238	36.030	23.760	54.636	18.606	52	67,654	83
long	1/30/12	10/20/14	994		Roche	100	435	155.300	268.600		113.300	73	116,939	22
short	10/20/14	1/12/15	84		Transocean	100	4,308	27.140	15.590	47.247	20.107	74	203,560	1,012
long	1/12/15	1/19/15	7		Givaudan	100	105	1,925.000	1,636.000		-289.000	-15	173,215	-100
short	1/19/15	3/02/15	42		Transocean	100	12,736	13.600	15.200	12.000	-1.600	-12	152,837	-66
long	3/02/15	6/29/15	119		Givaudan	100	82	1,850.000	1,626.000		-224.000	-12	134,469	-33
short	6/29/15	7/20/15	21		Transocean	100	8,731	15.400	13.000	18.243	2.843	18	159,292	1,800
long	7/20/15	8/24/15	35		Actelion	100	1,094	145.500	124.500		-21.000	-14	136,318	-80
short	8/24/15	8/15/16	357		Holcim	100	2,320	58.750	51.600	66.891	8.141	14	155,205	14
long	8/15/16	6/18/18	672		Geberit	100	386	401.700	435.600		33.900	8	168,290	4
short	6/18/18	4/15/19	301		Adecco	100	2,795	60.200	58.600	61.844	1.644	3	172,884	3
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	4/15/19	3/09/20	329		Swiss Life	100	373	462.500	395.800		-66.700	-14	148,005	-16
short	3/09/20	9/07/20	182		Credit Suisse	100	17,059	8.676	10.025	7.327	-1.349	-16	124,992	-29
long	9/07/20	2/07/22	518		Lonza	100	225	553.800	622.600		68.800	12	140,472	9
short	2/07/22	4/04/22	56		Givaudan	100	38	3,695.000	3,858.000	3,532.000	-163.000	-4	134,278	-25
long	4/04/22	5/02/22	28		Swiss Life	100	223	602.000	559.400		-42.600	-7	124,779	-62
short	5/02/22	1/09/23	252		Partners	100	122	1,021.500	867.600	1,202.700	181.200	18	146,885	27
long	1/09/23	10/02/23	266		Richemont	100	1,090	134.750	111.300		-23.450	-17	121,325	-23
short	10/02/23	12/25/23	84		Lonza	100	288	420.500	353.600	500.057	79.557	19	144,237	112
long	12/25/23	5/10/24	137		Logitech	100	1,813	79.520	77.020		-2.500	-3	139,705	-8
accum	7/17/06	5/10/24	6508	days out of 6704 invested (97%)							1,297		139,705	16

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
UBS	short	8/06/07	9/03/07	28	65.05	63.15	67.01	1.96	3.01
	short	9/10/07	6/01/09	630	60.75	16.27	226.83	166.08	273.39	284.62
Transocean	short	10/20/14	1/12/15	84	27.14	15.59	47.25	20.11	74.09
	short	1/19/15	3/02/15	42	13.60	15.20	12.00	-1.60	-11.76
	short	6/29/15	7/20/15	21	15.40	13.00	18.24	2.84	18.46	81.96
Roche	long	1/30/12	10/20/14	994	155.30	268.60		113.30	72.96	72.96
Actelion	long	9/04/06	8/06/07	336	33.26	67.75		34.49	103.70
	long	9/03/07	9/10/07	7	68.75	63.50		-5.25	-7.64
	short	5/24/10	6/21/10	28	40.20	41.76	38.64	-1.56	-3.88
	short	6/28/10	8/02/10	35	41.01	43.11	38.91	-2.10	-5.12
	long	7/20/15	8/24/15	35	145.50	124.50		-21.00	-14.43	46.82
Lonza	long	9/07/20	2/07/22	518	553.80	622.60		68.80	12.42
	short	10/02/23	12/25/23	84	420.50	353.60	500.06	79.56	18.92	33.69
Partners	short	5/02/22	1/09/23	252	1,021.50	867.60	1,202.70	181.20	17.74	17.74
Holcim	short	8/30/10	11/01/10	63	61.45	63.05	59.85	-1.60	-2.60
	short	8/24/15	8/15/16	357	58.75	51.60	66.89	8.14	13.86	10.89
Geberit	long	8/15/16	6/18/18	672	401.70	435.60		33.90	8.44	8.44
Credit Suisse	long	6/01/09	7/06/09	35	49.10	47.62		-1.48	-3.01
	long	7/20/09	5/24/10	308	51.70	43.94		-7.76	-15.01
	short	5/23/11	1/30/12	252	36.03	23.76	54.64	18.61	51.64
	short	3/09/20	9/07/20	182	8.68	10.03	7.33	-1.35	-15.55	5.56
Adecco	short	6/18/18	4/15/19	301	60.20	58.60	61.84	1.64	2.73	2.73
Logitech	long	12/25/23	5/10/24	137	79.52	77.02		-2.50	-3.14	-3.14
Swiss Re	short	7/17/06	9/04/06	49	84.15	94.65	73.65	-10.50	-12.48	-12.48
Richemont	long	6/21/10	6/28/10	7	43.11	40.63		-2.48	-5.75
	long	8/02/10	8/30/10	28	41.31	39.54		-1.77	-4.28
	long	11/01/10	5/23/11	203	49.53	53.85		4.32	8.72
	long	1/09/23	10/02/23	266	134.75	111.30		-23.45	-17.40	-18.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Swiss Life	long	4/15/19	3/09/20	329	462.50	395.80		-66.70	-14.42
	long	4/04/22	5/02/22	28	602.00	559.40		-42.60	-7.08	-20.48
Givaudan	short	7/06/09	7/20/09	14	645.00	657.00	633.00	-12.00	-1.86
	long	1/12/15	1/19/15	7	1,925.00	1,636.00		-289.00	-15.01
	long	3/02/15	6/29/15	119	1,850.00	1,626.00		-224.00	-12.11
	short	2/07/22	4/04/22	56	3,695.00	3,858.00	3,532.00	-163.00	-4.41	-29.93

Annotations

6/19/18	Sika	stock split 1:60 (sixty for one)
5/15/17	SMI	Sika replaces Syngenta (acquired by ChemChina)
5/03/17	SMI	Lonza replaces Actelion (acquired by Johnson & Johnson)
4/05/16	SMI	Transocean was replaced by Swiss Life
9/10/15	SMI	complete analysis


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