Share-o-matic - Assessment SLI (Swiss Leader Index)

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

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
		SLI® PR	1,918.500	Fri	1.24	1,857.600	3.28	1,664.530	193.070	11.60	4.91
	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
		VAT	470.200	Fri	2.15	455.400	3.25	350.400	105.000	29.97	20.08
	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
	L	Schindler	237.400	Fri	-0.08	234.200	1.37	187.400	46.800	24.97	14.86
		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
		SGS	82.240	Fri	-0.17	82.400	-0.19	75.420	6.980	9.25	3.41
		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
	L	Julius Bär	54.080	Fri	2.97	52.520	2.97	53.300	-0.780	-1.46	-0.75
	S	Lindt PS	10,530.000	Fri	1.15	10,510.000	0.19	10,410.000	100.000	0.96	-1.08
	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	Adecco	34.460	Fri	4.55	32.240	6.89	40.050	-7.810	-19.50	-7.93
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	S	Nestlé	95.180	Fri	1.04	91.360	4.18	99.870	-8.510	-8.52	-9.90
	S	Straumann	119.250	Fri	-0.25	116.800	2.10	111.000	5.800	5.23	-11.35
	S	Roche	225.100	Fri	1.26	218.500	3.02	237.150	-18.650	-7.86	-12.58
	L	Swatch	196.000	Fri	-0.18	195.700	0.15	240.700	-45.000	-18.70	-16.42
		Temenos	54.400	Fri	0.83	55.900	-2.68	66.340	-10.440	-15.74	-20.70
		ams-OSRAM	1.254	Fri	4.50	1.210	3.68	3.471	-2.262	-65.15	-51.36
SLI - 30 out of 30 instruments rated - 5/06/24 / 11/06/23 - 22 did rise, Market-Ratio(26) = 73.33 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

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

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

Transactions Swiss Leader 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		8/06/07	581		- cash -
short	8/06/07	4/27/09	630		UBS	100	153	65.050	14.580	290.227	225.177	346	44,452	138
long	4/27/09	5/24/10	392		Credit Suisse	100	1,006	44.160	43.940		-0.220	0	44,231	0
short	5/24/10	5/31/10	7		Actelion	100	1,100	40.200	41.900	38.500	-1.700	-4	42,361	-89
long	5/31/10	10/04/10	126		Clariant	100	3,242	13.063	14.013		0.950	7	45,441	23
short	10/04/10	11/01/10	28		Roche	100	337	134.800	146.000	123.600	-11.200	-8	41,666	-68
long	11/01/10	6/06/11	217		Richemont	100	841	49.530	54.150		4.620	9	45,552	16
short	6/06/11	1/30/12	238		Sonova	100	510	89.300	93.250	85.350	-3.950	-4	43,537	-7
long	1/30/12	10/13/14	987		Roche	100	280	155.300	264.100		108.800	70	74,001	22
short	10/13/14	1/12/15	91		Transocean	100	2,643	27.990	15.590	50.253	22.263	80	132,841	946
long	1/12/15	1/19/15	7		Givaudan	100	69	1,925.000	1,636.000		-289.000	-15	112,900	-100
short	1/19/15	3/16/15	56		Transocean	100	8,301	13.600	13.680	13.520	-0.080	-1	112,236	-4
long	3/16/15	6/29/15	105		Lonza	100	879	127.600	124.800		-2.800	-2	109,775	-7
short	6/29/15	7/20/15	21		Aryzta	100	10,822	10.143	9.850	10.445	0.302	3	113,040	66
long	7/20/15	8/24/15	35		Vifor Pharma	100	1,047	107.900	116.200		8.300	8	121,730	117
short	8/24/15	8/08/16	350		Aryzta	100	12,016	10.130	7.744	13.251	3.121	31	159,233	32
long	8/08/16	3/26/18	595		Sika	100	2,078	76.617	121.083		44.466	58	251,634	32
short	3/26/18	8/27/18	154		Aryzta	100	56,879	4.424	2.107	9.289	4.865	110	528,345	480
long	8/27/18	10/15/18	49		Vifor Pharma	100	2,939	179.750	141.550		-38.200	-21	416,075	-83
short	10/15/18	4/15/19	182		Aryzta	100	200,808	2.072	1.418	3.028	0.956	46	607,967	114
long	4/15/19	3/09/20	329		Swiss Life	100	1,314	462.500	395.800		-66.700	-14	520,324	-16
short	3/09/20	9/07/20	182		ams-OSRAM	100	20,341	25.580	16.260	40.242	14.662	57	818,565	148
long	9/07/20	1/24/22	504		Lonza	100	1,478	553.800	612.400		58.600	11	905,176	8
short	1/24/22	1/16/23	357		Logitech	100	13,636	66.380	50.460	87.323	20.943	32	1,190,751	32
long	1/16/23	8/28/23	224		Richemont	100	8,569	138.950	124.650		-14.300	-10	1,068,214	-16
short	8/28/23	2/19/24	175		ams-OSRAM	100	176,331	6.058	2.120	17.311	11.253	186	3,052,467	793
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/19/24	5/10/24	81		Partners	100	2,459	1,241.000	1,258.500		17.500	1	3,095,499	7
accum	8/06/07	5/10/24	6123	days out of 6704 invested (91%)							30,855		3,095,499	41

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
ams-OSRAM	short	3/09/20	9/07/20	182	25.58	16.26	40.24	14.66	57.32
	short	8/28/23	2/19/24	175	6.06	2.12	17.31	11.25	185.75	349.54
UBS	short	8/06/07	4/27/09	630	65.05	14.58	290.23	225.18	346.16	346.16
Aryzta	short	6/29/15	7/20/15	21	10.14	9.85	10.44	0.30	2.97
	short	8/24/15	8/08/16	350	10.13	7.74	13.25	3.12	30.81
	short	3/26/18	8/27/18	154	4.42	2.11	9.29	4.86	109.97
	short	10/15/18	4/15/19	182	2.07	1.42	3.03	0.96	46.12	313.27
Transocean	short	10/13/14	1/12/15	91	27.99	15.59	50.25	22.26	79.54
	short	1/19/15	3/16/15	56	13.60	13.68	13.52	-0.08	-0.59	78.48
Sika	long	8/08/16	3/26/18	595	76.62	121.08		44.47	58.04	58.04
Roche	short	10/04/10	11/01/10	28	134.80	146.00	123.60	-11.20	-8.31
	long	1/30/12	10/13/14	987	155.30	264.10		108.80	70.06	55.93
Logitech	short	1/24/22	1/16/23	357	66.38	50.46	87.32	20.94	31.55	31.55
Lonza	long	3/16/15	6/29/15	105	127.60	124.80		-2.80	-2.19
	long	9/07/20	1/24/22	504	553.80	612.40		58.60	10.58	8.15
Clariant	long	5/31/10	10/04/10	126	13.06	14.01		0.95	7.27	7.27
Partners	long	2/19/24	5/10/24	81	1,241.00	1,258.50		17.50	1.41	1.41
Credit Suisse	long	4/27/09	5/24/10	392	44.16	43.94		-0.22	-0.50	-0.50
Richemont	long	11/01/10	6/06/11	217	49.53	54.15		4.62	9.33
	long	1/16/23	8/28/23	224	138.95	124.65		-14.30	-10.29	-1.92
Actelion	short	5/24/10	5/31/10	7	40.20	41.90	38.50	-1.70	-4.23	-4.23
Sonova	short	6/06/11	1/30/12	238	89.30	93.25	85.35	-3.95	-4.42	-4.42
Swiss Life	long	4/15/19	3/09/20	329	462.50	395.80		-66.70	-14.42	-14.42
Givaudan	long	1/12/15	1/19/15	7	1,925.00	1,636.00		-289.00	-15.01	-15.01
Vifor Pharma	long	7/20/15	8/24/15	35	107.90	116.20		8.30	7.69
	long	8/27/18	10/15/18	49	179.75	141.55		-38.20	-21.25	-15.19

Annotations

4/12/23	SGS	stock split 1:25 (twentyfive for one)
4/20/22	Straumann	stock split 1:10 (ten for one)
11/13/18	SLI	ams and Temenos replaced Aryzta and Bâloise
8/13/18	SLI	Logitech replaced Lindt & Sprüngli
6/19/18	Sika	stock split 1:60 (sixty for one)
5/31/17	SLI	Lindt & Sprüngli and Partners Group replace Actelion and Syngenta
4/05/16	SLI	Transocean was replaced by Dufry
9/15/15	SLI	complete analysis


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