| |
| |
Assessment - Swiss Leader Index - 5/06/24 - RS = 15
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ15 |
|
∅-RS |
| | |
|
|
|
|
|
SLI® PR |
1,918.500 |
Fri |
1.24 |
1,857.600 |
3.28 |
1,783.840 |
73.760 |
4.13 |
|
4.91 |
| | |
|
|
|
L |
|
ABB |
47.160 |
Fri |
1.27 |
45.470 |
3.72 |
36.260 |
9.210 |
25.40 |
|
28.03 |
| | |
|
|
|
L |
|
Holcim |
81.600 |
Fri |
2.31 |
79.200 |
3.03 |
64.300 |
14.900 |
23.17 |
|
25.31 |
| | |
|
|
|
|
|
Givaudan |
4,053.000 |
Fri |
-0.66 |
3,989.000 |
1.60 |
3,364.000 |
625.000 |
18.58 |
|
23.70 |
| | |
|
|
|
|
|
VAT |
470.200 |
Fri |
2.15 |
455.400 |
3.25 |
407.200 |
48.200 |
11.84 |
|
20.08 |
| | |
|
|
|
L |
|
Lonza |
526.200 |
Fri |
-0.04 |
518.400 |
1.50 |
372.900 |
145.500 |
39.02 |
|
17.50 |
| | |
|
|
|
|
|
Partners |
1,258.500 |
Fri |
1.70 |
1,216.000 |
3.50 |
1,131.000 |
85.000 |
7.52 |
|
17.27 |
| | |
|
|
|
L |
|
Schindler |
237.400 |
Fri |
-0.08 |
234.200 |
1.37 |
204.100 |
30.100 |
14.75 |
|
14.86 |
| | |
|
|
|
|
|
Logitech |
77.020 |
Fri |
0.44 |
75.620 |
1.85 |
82.820 |
-7.200 |
-8.69 |
|
13.41 |
| | |
|
|
|
|
|
UBS |
26.950 |
Fri |
2.35 |
24.900 |
8.23 |
25.360 |
-0.460 |
-1.81 |
|
12.10 |
| | |
|
|
|
|
|
Swiss Life |
648.800 |
Fri |
1.44 |
632.400 |
2.59 |
596.200 |
36.200 |
6.07 |
|
10.05 |
| | |
|
|
|
L |
|
Sika |
278.100 |
Fri |
0.76 |
269.800 |
3.08 |
232.000 |
37.800 |
16.29 |
|
8.82 |
| | |
|
|
|
|
|
Sonova |
270.300 |
Fri |
1.31 |
262.800 |
2.85 |
281.900 |
-19.100 |
-6.78 |
|
6.40 |
| | |
|
|
|
|
|
Geberit |
550.600 |
Fri |
0.18 |
515.200 |
6.87 |
497.000 |
18.200 |
3.66 |
|
6.36 |
| | |
|
|
|
|
|
Swiss Re |
106.050 |
Fri |
2.46 |
101.550 |
4.43 |
99.360 |
2.190 |
2.20 |
|
5.73 |
| | |
|
|
|
|
|
Richemont |
135.500 |
Fri |
1.92 |
131.950 |
2.69 |
117.650 |
14.300 |
12.15 |
|
4.10 |
| | |
|
|
|
|
|
Alcon |
73.600 |
Fri |
0.90 |
72.500 |
1.52 |
68.420 |
4.080 |
5.96 |
|
3.73 |
| | |
|
|
|
|
|
SGS |
82.240 |
Fri |
-0.17 |
82.400 |
-0.19 |
73.900 |
8.500 |
11.50 |
|
3.41 |
| | |
|
|
|
|
|
Zurich Insurance |
457.400 |
Fri |
0.42 |
446.000 |
2.56 |
441.800 |
4.200 |
0.95 |
|
2.46 |
| | |
|
|
|
|
|
Novartis |
92.320 |
Fri |
1.97 |
88.100 |
4.79 |
94.400 |
-6.300 |
-6.67 |
|
-0.57 |
| | |
|
|
|
L |
|
Julius Bär |
54.080 |
Fri |
2.97 |
52.520 |
2.97 |
46.520 |
6.000 |
12.90 |
|
-0.75 |
| | |
|
|
|
S |
|
Lindt PS |
10,530.000 |
Fri |
1.15 |
10,510.000 |
0.19 |
11,030.000 |
-520.000 |
-4.71 |
|
-1.08 |
| | |
|
|
|
S |
|
Kühne & Nagel |
248.900 |
Fri |
-0.64 |
247.200 |
0.69 |
293.600 |
-46.400 |
-15.80 |
|
-6.24 |
| | |
|
|
|
|
|
Swisscom |
501.000 |
Fri |
0.80 |
494.800 |
1.25 |
516.400 |
-21.600 |
-4.18 |
|
-7.05 |
| | |
|
|
|
S |
|
Adecco |
34.460 |
Fri |
4.55 |
32.240 |
6.89 |
36.290 |
-4.050 |
-11.16 |
|
-7.93 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ15 |
|
∅-RS |
| | |
|
|
|
S |
|
Nestlé |
95.180 |
Fri |
1.04 |
91.360 |
4.18 |
97.490 |
-6.130 |
-6.29 |
|
-9.90 |
| | |
|
|
|
S |
|
Straumann |
119.250 |
Fri |
-0.25 |
116.800 |
2.10 |
133.500 |
-16.700 |
-12.51 |
|
-11.35 |
| | |
|
|
|
S |
|
Roche |
225.100 |
Fri |
1.26 |
218.500 |
3.02 |
247.800 |
-29.300 |
-11.82 |
|
-12.58 |
| | |
|
|
|
L |
|
Swatch |
196.000 |
Fri |
-0.18 |
195.700 |
0.15 |
212.900 |
-17.200 |
-8.08 |
|
-16.42 |
| | |
|
|
|
|
|
Temenos |
54.400 |
Fri |
0.83 |
55.900 |
-2.68 |
86.300 |
-30.400 |
-35.23 |
|
-20.70 |
| | |
|
|
|
|
|
ams-OSRAM |
1.254 |
Fri |
4.50 |
1.210 |
3.68 |
2.133 |
-0.924 |
-43.30 |
|
-51.36 |
SLI - 30 out of 30 instruments rated - 5/06/24 / 1/22/24 - 16 did rise, Market-Ratio(15) = 53.33 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index * L15 - 80/60 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
9/04/06 |
245 |
|
- cash - |
long |
9/04/06 |
6/11/07 |
280 |
|
|
|
Sika |
100 |
385 |
|
25.917 |
40.867 |
|
14.950 |
58 |
15,756 |
81 |
|
6/11/07 |
6/18/07 |
7 |
|
- cash - |
|
6/18/07 |
7/23/07 |
35 |
|
|
|
Actelion |
100 |
262 |
|
60.000 |
65.550 |
|
5.550 |
9 |
17,210 |
152 |
|
7/23/07 |
6/15/09 |
693 |
|
- cash - |
|
6/15/09 |
1/25/10 |
224 |
|
|
|
Sonova |
100 |
197 |
|
87.350 |
133.300 |
|
45.950 |
53 |
26,262 |
99 |
|
1/25/10 |
2/22/10 |
28 |
|
- cash - |
|
2/22/10 |
5/17/10 |
84 |
|
|
|
Clariant |
100 |
2,292 |
|
11.454 |
13.664 |
|
2.210 |
19 |
31,327 |
115 |
|
5/17/10 |
10/18/10 |
154 |
|
- cash - |
|
10/18/10 |
3/14/11 |
147 |
|
|
|
Richemont |
100 |
652 |
|
48.000 |
51.100 |
|
3.100 |
6 |
33,349 |
17 |
|
3/14/11 |
12/05/11 |
266 |
|
- cash - |
|
12/05/11 |
4/16/12 |
133 |
|
|
|
Sonova |
100 |
347 |
|
96.000 |
100.000 |
|
4.000 |
4 |
34,737 |
12 |
|
4/16/12 |
8/27/12 |
133 |
|
- cash - |
|
8/27/12 |
11/19/12 |
84 |
|
|
|
Actelion |
100 |
779 |
|
44.550 |
43.950 |
|
-0.600 |
-1 |
34,269 |
-6 |
|
11/19/12 |
12/10/12 |
21 |
|
- cash - |
|
12/10/12 |
6/03/13 |
175 |
|
|
|
Richemont |
100 |
464 |
|
73.700 |
83.700 |
|
10.000 |
14 |
38,909 |
30 |
|
6/03/13 |
9/23/13 |
112 |
|
- cash - |
|
9/23/13 |
4/14/14 |
203 |
|
|
|
Lonza |
100 |
521 |
|
74.550 |
83.300 |
|
8.750 |
12 |
43,468 |
22 |
|
4/14/14 |
11/24/14 |
224 |
|
- cash - |
|
11/24/14 |
12/15/14 |
21 |
|
|
|
Actelion |
100 |
393 |
|
110.600 |
111.900 |
|
1.300 |
1 |
43,979 |
23 |
|
12/15/14 |
3/30/15 |
105 |
|
- cash - |
|
3/30/15 |
6/08/15 |
70 |
|
|
|
Julius Bär |
100 |
887 |
|
49.550 |
50.800 |
|
1.250 |
3 |
45,088 |
14 |
|
6/08/15 |
12/07/15 |
182 |
|
- cash - |
|
12/07/15 |
12/14/15 |
7 |
|
|
|
Vifor Pharma |
100 |
297 |
|
151.500 |
146.600 |
|
-4.900 |
-3 |
43,632 |
-82 |
|
12/14/15 |
10/10/16 |
301 |
|
- cash - |
|
10/10/16 |
11/07/16 |
28 |
|
|
|
Sika |
100 |
557 |
|
78.200 |
79.267 |
|
1.067 |
1 |
44,226 |
19 |
|
11/07/16 |
2/13/17 |
98 |
|
- cash - |
|
2/13/17 |
8/21/17 |
189 |
|
|
|
Sika |
100 |
490 |
|
90.083 |
111.583 |
|
21.500 |
24 |
54,761 |
51 |
|
8/21/17 |
10/16/17 |
56 |
|
- cash - |
|
10/16/17 |
2/05/18 |
112 |
|
|
|
Lonza |
100 |
206 |
|
264.600 |
247.800 |
|
-16.800 |
-6 |
51,300 |
-19 |
|
2/05/18 |
3/04/19 |
392 |
|
- cash - |
|
3/04/19 |
6/03/19 |
91 |
|
|
|
Swiss Life |
100 |
117 |
|
435.900 |
455.900 |
|
20.000 |
5 |
53,640 |
20 |
|
6/03/19 |
7/08/19 |
35 |
|
- cash - |
|
7/08/19 |
7/29/19 |
21 |
|
|
|
Swiss Life |
100 |
109 |
|
490.100 |
490.100 |
|
0.000 |
0 |
53,640 |
0 |
|
7/29/19 |
9/16/19 |
49 |
|
- cash - |
|
9/16/19 |
10/07/19 |
21 |
|
|
|
ams-OSRAM |
100 |
1,140 |
|
47.030 |
44.370 |
|
-2.660 |
-6 |
50,608 |
-64 |
|
10/07/19 |
11/18/19 |
42 |
|
- cash - |
|
11/18/19 |
2/24/20 |
98 |
|
|
|
ams-OSRAM |
100 |
1,124 |
|
45.000 |
36.770 |
|
-8.230 |
-18 |
41,358 |
-53 |
|
2/24/20 |
6/29/20 |
126 |
|
- cash - |
|
6/29/20 |
9/21/20 |
84 |
|
|
|
Logitech |
100 |
681 |
|
60.680 |
65.540 |
|
4.860 |
8 |
44,667 |
40 |
|
9/21/20 |
11/16/20 |
56 |
|
- cash - |
|
11/16/20 |
9/20/21 |
308 |
|
|
|
Logitech |
100 |
591 |
|
75.560 |
88.520 |
|
12.960 |
17 |
52,327 |
21 |
|
9/20/21 |
1/09/23 |
476 |
|
- cash - |
|
1/09/23 |
3/20/23 |
70 |
|
|
|
Richemont |
100 |
388 |
|
134.750 |
136.600 |
|
1.850 |
1 |
53,044 |
7 |
|
3/20/23 |
4/03/23 |
14 |
|
- cash - |
|
4/03/23 |
5/01/23 |
28 |
|
|
|
Richemont |
100 |
364 |
|
145.450 |
146.950 |
|
1.500 |
1 |
53,590 |
14 |
|
5/01/23 |
5/12/24 |
377 |
|
- cash - |
accum | 9/04/06 |
5/01/23 | 2513 |
days out of 6705 invested (37%) |
436 |
53,590 |
28 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Sika | long | 9/04/06 | 6/11/07 | 280 | 25.92 | 40.87 | | 14.95 | 57.68 | | | |
| | 10/10/16 | 11/07/16 | 28 | 78.20 | 79.27 | | 1.07 | 1.36 | | | |
| | 2/13/17 | 8/21/17 | 189 | 90.08 | 111.58 | | 21.50 | 23.87 | | | 97.98 |
Sonova | | 6/15/09 | 1/25/10 | 224 | 87.35 | 133.30 | | 45.95 | 52.60 | | | |
| | 12/05/11 | 4/16/12 | 133 | 96.00 | 100.00 | | 4.00 | 4.17 | | | 58.96 |
Logitech | | 6/29/20 | 9/21/20 | 84 | 60.68 | 65.54 | | 4.86 | 8.01 | | | |
| | 11/16/20 | 9/20/21 | 308 | 75.56 | 88.52 | | 12.96 | 17.15 | | | 26.53 |
Richemont | | 10/18/10 | 3/14/11 | 147 | 48.00 | 51.10 | | 3.10 | 6.46 | | | |
| | 12/10/12 | 6/03/13 | 175 | 73.70 | 83.70 | | 10.00 | 13.57 | | | |
| | 1/09/23 | 3/20/23 | 70 | 134.75 | 136.60 | | 1.85 | 1.37 | | | |
| | 4/03/23 | 5/01/23 | 28 | 145.45 | 146.95 | | 1.50 | 1.03 | | | 23.83 |
Clariant | | 2/22/10 | 5/17/10 | 84 | 11.45 | 13.66 | | 2.21 | 19.29 | | | 19.29 |
Actelion | | 6/18/07 | 7/23/07 | 35 | 60.00 | 65.55 | | 5.55 | 9.25 | | | |
| | 8/27/12 | 11/19/12 | 84 | 44.55 | 43.95 | | -0.60 | -1.35 | | | |
| | 11/24/14 | 12/15/14 | 21 | 110.60 | 111.90 | | 1.30 | 1.18 | | | 9.05 |
Lonza | | 9/23/13 | 4/14/14 | 203 | 74.55 | 83.30 | | 8.75 | 11.74 | | | |
| | 10/16/17 | 2/05/18 | 112 | 264.60 | 247.80 | | -16.80 | -6.35 | | | 4.64 |
Swiss Life | | 3/04/19 | 6/03/19 | 91 | 435.90 | 455.90 | | 20.00 | 4.59 | | | |
| | 7/08/19 | 7/29/19 | 21 | 490.10 | 490.10 | | 0.00 | 0.00 | | | 4.59 |
Julius Bär | | 3/30/15 | 6/08/15 | 70 | 49.55 | 50.80 | | 1.25 | 2.52 | | | 2.52 |
Vifor Pharma | | 12/07/15 | 12/14/15 | 7 | 151.50 | 146.60 | | -4.90 | -3.23 | | | -3.23 |
ams-OSRAM | | 9/16/19 | 10/07/19 | 21 | 47.03 | 44.37 | | -2.66 | -5.66 | | | |
| | 11/18/19 | 2/24/20 | 98 | 45.00 | 36.77 | | -8.23 | -18.29 | | | -22.91 |
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 |
|