Assessment - Swiss Market Index in Pound sterling - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		SMI® PR	10,394.096	12/08/24	0.07	10,548.077	-1.46	10,439.226	108.851	1.04		5.07
						L		ABB	39.839	12/08/24	0.55	44.102	-9.67	34.961	9.142	26.15		32.59
						L		Givaudan	3,621.481	12/08/24	-1.12	3,765.920	-3.84	3,265.480	500.440	15.33		25.12
						L		Logitech	65.899	12/08/24	1.95	76.334	-13.67	74.757	1.576	2.11		21.40
								Holcim	66.775	12/08/24	-0.34	69.944	-4.53	61.879	8.064	13.03		18.78
								UBS	21.753	12/08/24	0.44	23.618	-7.89	24.463	-0.845	-3.45		11.98
						L		Richemont	112.225	12/08/24	1.22	123.036	-8.79	108.490	14.546	13.41		9.07
								Swiss Re	91.040	12/08/24	0.10	98.394	-7.47	88.629	9.765	11.02		11.56
						L		Alcon	69.646	12/08/24	-1.12	70.189	-0.77	61.523	8.666	14.09		10.74
						L		Geberit	457.653	12/08/24	-0.72	463.255	-1.21	505.193	-41.938	-8.30		5.46
								Swiss Life	570.928	12/08/24	0.62	585.810	-2.54	547.371	38.439	7.02		11.42
						L		Sonova	243.445	12/08/24	-1.52	245.371	-0.78	257.189	-11.818	-4.60		9.55
								Lonza	477.087	12/08/24	-1.80	427.540	11.59	331.516	96.024	28.97		9.53
						L		Zurich Insurance	406.793	12/08/24	0.85	422.637	-3.75	412.028	10.610	2.57		7.26
								Partners	993.128	12/08/24	0.93	1,004.508	-1.13	1,136.919	-132.412	-11.65		3.01
						L		Novartis	84.685	12/08/24	0.16	84.668	0.02	79.547	5.121	6.44		6.59
								Sika	216.571	12/08/24	0.04	223.312	-3.02	256.533	-33.222	-12.95		-0.38
						L		Roche	243.183	12/08/24	0.25	218.935	11.08	229.165	-10.230	-4.46		0.51
								Kühne & Nagel	222.174	12/08/24	0.40	228.914	-2.94	271.623	-42.709	-15.72		-2.54
						L		Nestlé	77.594	12/08/24	-0.40	80.431	-3.53	91.394	-10.963	-12.00		-9.40
								Swisscom	459.579	12/08/24	0.48	445.135	3.24	474.263	-29.128	-6.14		-4.78
SMI - 20 out of 20 instruments rated - 1/07/24 / 1/01/24 - 11 did rise, Market-Ratio(26) in GBP = 55.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

 

 

Transactions Swiss Market Index in Pound sterling * Mixed Cut L17 - 84/84 (1) - S23 - 26/62 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		13/02/06	42				- cash -
long	13/02/06	27/02/06	14				ABB	100	1,616		6.185	7.176		0.991	16	11,602	4,721
27/02/06		18/09/06	203				- cash -
	18/09/06	25/09/06	7				Geberit	100	177		65.211	65.700		0.489	1	11,688	48
25/09/06		2/10/06	7				- cash -
	2/10/06	19/02/07	140				Actelion	100	743		15.717	24.453		8.735	56	18,179	217
19/02/07		26/02/07	7				- cash -
	26/02/07	5/03/07	7				Actelion	100	794		22.869	22.233		-0.636	-3	17,674	-77
5/03/07		26/03/07	21				- cash -
	26/03/07	2/04/07	7				Actelion	100	732		24.132	23.534		-0.598	-2	17,236	-73
2/04/07		9/04/07	7				- cash -
	9/04/07	16/04/07	7				Actelion	100	734		23.479	24.870		1.391	6	18,257	1,912
16/04/07		2/07/07	77				- cash -
	2/07/07	23/07/07	21				ABB	100	1,594		11.452	11.806		0.354	3	18,822	70
23/07/07		6/08/07	14				- cash -
short	6/08/07	13/07/09	707				UBS	100	703		26.772	7.510	95.437	68.665	256	67,093	93
13/07/09		14/12/09	154				- cash -
long	14/12/09	21/12/09	7				Swiss Re	100	2,324		28.868	29.319		0.452	2	68,143	125
21/12/09		29/03/10	98				- cash -
	29/03/10	5/04/10	7				Swatch	100	318		213.916	211.584		-2.332	-1	67,401	-44
5/04/10		12/04/10	7				- cash -
	12/04/10	26/04/10	14				Swatch	100	330		204.116	201.758		-2.359	-1	66,623	-26
26/04/10		30/08/10	126				- cash -
short	30/08/10	18/10/10	49				Holcim	100	1,730		38.498	39.981	37.015	-1.483	-4	64,057	-25
18/10/10		1/11/10	14				- cash -
long	1/11/10	8/11/10	7				Richemont	100	2,037		31.432	34.199		2.767	9	69,694	8,041
8/11/10		13/12/10	35				- cash -
	13/12/10	10/01/11	28				Richemont	100	1,924		36.214	35.847		-0.368	-1	68,987	-12
10/01/11		7/02/11	28				- cash -
	7/02/11	14/02/11	7				Richemont	100	1,960		35.191	36.194		1.003	3	70,952	333
14/02/11		30/05/11	105				- cash -
short	30/05/11	16/01/12	231				Credit Suisse	100	2,721		26.075	14.662	46.375	20.299	78	126,186	148
16/01/12		20/02/12	35				- cash -
long	20/02/12	23/04/12	63				Swiss Re	100	3,382		37.302	37.758		0.456	1	127,730	7
23/04/12		10/09/12	140				- cash -
	10/09/12	12/11/12	63				Actelion	100	4,132		30.912	29.076		-1.836	-6	120,144	-30
12/11/12		3/12/12	21				- cash -
	3/12/12	27/05/13	175				Richemont	100	2,490		48.246	61.211		12.965	27	152,427	64
27/05/13		21/10/13	147				- cash -
	21/10/13	4/11/13	14				Actelion	100	3,245		46.969	49.349		2.380	5	160,150	263
4/11/13		20/10/14	350				- cash -
short	20/10/14	8/12/14	49				Transocean	100	8,993		17.807	11.396	27.825	10.018	56	250,244	2,680
long	8/12/14	15/12/14	7				Givaudan	100	217		1,150.044	1,162.158		12.114	1	252,873	73
15/12/14		18/05/15	154				- cash -
	18/05/15	8/06/15	21				Syngenta	100	908		278.472	285.247		6.775	2	259,024	52
8/06/15		24/08/15	77				- cash -
short	24/08/15	10/10/16	413				Holcim	100	6,475		40.002	43.301	36.703	-3.299	-8	237,665	-7
10/10/16		24/10/16	14				- cash -
long	24/10/16	31/10/16	7				Geberit	100	675		351.594	346.142		-5.452	-2	233,985	-56
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
31/10/16		13/02/17	105				- cash -
	13/02/17	10/04/17	56				Actelion	100	1,093		214.054	228.197		14.142	7	249,442	52
10/04/17		1/05/17	21				- cash -
	1/05/17	8/05/17	7				Actelion	100	1,206		206.809	215.186		8.377	4	259,544	693
8/05/17		15/05/17	7				- cash -
	15/05/17	5/06/17	21				Swatch	100	841		308.582	306.867		-1.716	-1	258,101	-9
5/06/17		12/06/17	7				- cash -
	12/06/17	19/06/17	7				Sika	100	3,030		85.159	85.940		0.781	1	260,467	61
19/06/17		26/06/17	7				- cash -
	26/06/17	17/07/17	21				Sika	100	3,062		85.048	85.650		0.602	1	262,309	13
17/07/17		24/07/17	7				- cash -
	24/07/17	14/08/17	21				Sika	100	3,003		87.332	88.791		1.459	2	266,692	33
14/08/17		9/10/17	56				- cash -
	9/10/17	16/10/17	7				Lonza	100	1,338		199.206	204.717		5.511	3	274,065	315
16/10/17		23/10/17	7				- cash -
	23/10/17	13/11/17	21				Lonza	100	1,378		198.748	196.710		-2.039	-1	271,256	-16
13/11/17		18/12/17	35				- cash -
	18/12/17	29/01/18	42				Lonza	100	1,338		202.605	205.038		2.433	1	274,511	11
29/01/18		26/03/18	56				- cash -
short	26/03/18	7/05/18	42				Roche	100	1,722		159.385	167.609	151.162	-8.223	-5	260,350	-37
7/05/18		18/06/18	42				- cash -
	18/06/18	18/03/19	273				Adecco	100	5,700		45.671	40.062	52.066	6.395	14	296,801	19
long	18/03/19	25/03/19	7				Swiss Life	100	897		330.736	329.040		-1.696	-1	295,280	-24
25/03/19		8/04/19	14				- cash -
	8/04/19	13/05/19	35				Swiss Life	100	850		347.111	341.639		-5.472	-2	290,629	-15
13/05/19		4/11/19	175				- cash -
	4/11/19	18/11/19	14				Geberit	100	715		406.351	408.138		1.787	0	291,907	12
18/11/19		2/12/19	14				- cash -
	2/12/19	6/01/20	35				Geberit	100	703		414.996	426.146		11.150	3	299,745	32
6/01/20		13/01/20	7				- cash -
	13/01/20	24/02/20	42				Geberit	100	703		426.146	407.343		-18.803	-4	286,527	-32
24/02/20		9/03/20	14				- cash -
short	9/03/20	17/08/20	161				Credit Suisse	100	40,103		7.145	8.682	5.607	-1.537	-22	224,876	-42
17/08/20		24/08/20	7				- cash -
long	24/08/20	14/09/20	21				Lonza	100	476		472.369	471.544		-0.825	0	224,484	-3
14/09/20		21/09/20	7				- cash -
	21/09/20	28/09/20	7				Lonza	100	459		488.270	476.617		-11.653	-2	219,135	-72
28/09/20		15/02/21	140				- cash -
	15/02/21	1/03/21	14				Richemont	100	3,053		71.755	70.248		-1.507	-2	214,534	-42
1/03/21		22/03/21	21				- cash -
	22/03/21	26/04/21	35				Richemont	100	2,985		71.871	74.794		2.923	4	223,259	52
26/04/21		3/05/21	7				- cash -
	3/05/21	10/05/21	7				Partners	100	214		1,039.702	1,039.440		-0.263	0	223,203	-1
10/05/21		31/05/21	21				- cash -
	31/05/21	14/06/21	14				Richemont	100	2,599		85.864	90.662		4.799	6	235,675	313
14/06/21		21/06/21	7				- cash -
	21/06/21	28/06/21	7				Richemont	100	2,652		88.861	88.524		-0.338	0	234,779	-18
28/06/21		23/08/21	56				- cash -
	23/08/21	13/09/21	21				Partners	100	181		1,290.327	1,237.947		-52.380	-4	225,298	-51
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
13/09/21		6/06/22	266				- cash -
short	6/06/22	28/11/22	175				Partners	100	273		823.298	812.402	834.340	11.042	1	228,312	3
28/11/22		16/01/23	49				- cash -
long	16/01/23	13/02/23	28				Richemont	100	1,855		123.069	127.413		4.345	4	236,372	57
13/02/23		20/02/23	7				- cash -
	20/02/23	27/02/23	7				Richemont	100	1,828		129.275	126.068		-3.207	-2	230,510	-73
27/02/23		23/10/23	238				- cash -
short	23/10/23	18/12/23	56				Lonza	100	767		300.366	294.505	306.343	5.977	2	235,094	14
18/12/23		19/02/24	63				- cash -
long	19/02/24	15/04/24	56				Partners	100	210		1,116.578	1,129.396		12.818	1	237,786	8
15/04/24		3/06/24	49				- cash -
	3/06/24	17/06/24	14				ABB	100	5,478		43.401	44.536		1.134	3	244,000	96
17/06/24		10/11/26	876				- cash -
accum	13/02/06	17/06/24	3346	days out of 7617 invested (44%)										2,340		244,000	42

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
UBS	short	6/08/07	13/07/09	707	26.77	7.51	95.44	68.67	256.48			256.48
Actelion	long	2/10/06	19/02/07	140	15.72	24.45		8.74	55.58
	long	26/02/07	5/03/07	7	22.87	22.23		-0.64	-2.78
	long	26/03/07	2/04/07	7	24.13	23.53		-0.60	-2.48
	long	9/04/07	16/04/07	7	23.48	24.87		1.39	5.93
	long	10/09/12	12/11/12	63	30.91	29.08		-1.84	-5.94
	long	21/10/13	4/11/13	14	46.97	49.35		2.38	5.07
	long	13/02/17	10/04/17	56	214.05	228.20		14.14	6.61
	long	1/05/17	8/05/17	7	206.81	215.19		8.38	4.05			71.28
Transocean	short	20/10/14	8/12/14	49	17.81	11.40	27.83	10.02	56.26			56.26
Richemont	long	1/11/10	8/11/10	7	31.43	34.20		2.77	8.80
	long	13/12/10	10/01/11	28	36.21	35.85		-0.37	-1.01
	long	7/02/11	14/02/11	7	35.19	36.19		1.00	2.85
	long	3/12/12	27/05/13	175	48.25	61.21		12.97	26.87
	long	15/02/21	1/03/21	14	71.75	70.25		-1.51	-2.10
	long	22/03/21	26/04/21	35	71.87	74.79		2.92	4.07
	long	31/05/21	14/06/21	14	85.86	90.66		4.80	5.59
	long	21/06/21	28/06/21	7	88.86	88.52		-0.34	-0.38
	long	16/01/23	13/02/23	28	123.07	127.41		4.34	3.53
	long	20/02/23	27/02/23	7	129.27	126.07		-3.21	-2.48			52.05
Credit Suisse	short	30/05/11	16/01/12	231	26.08	14.66	46.37	20.30	77.85
	short	9/03/20	17/08/20	161	7.14	8.68	5.61	-1.54	-21.52			39.58
ABB	long	13/02/06	27/02/06	14	6.19	7.18		0.99	16.03
	long	2/07/07	23/07/07	21	11.45	11.81		0.35	3.09
	long	3/06/24	17/06/24	14	43.40	44.54		1.13	2.61			22.74
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Adecco	short	18/06/18	18/03/19	273	45.67	40.06	52.07	6.39	14.00			14.00
Sika	long	12/06/17	19/06/17	7	85.16	85.94		0.78	0.92
	long	26/06/17	17/07/17	21	85.05	85.65		0.60	0.71
	long	24/07/17	14/08/17	21	87.33	88.79		1.46	1.67			3.33
Swiss Re	long	14/12/09	21/12/09	7	28.87	29.32		0.45	1.56
	long	20/02/12	23/04/12	63	37.30	37.76		0.46	1.22			2.81
Syngenta	long	18/05/15	8/06/15	21	278.47	285.25		6.77	2.43			2.43
Lonza	long	9/10/17	16/10/17	7	199.21	204.72		5.51	2.77
	long	23/10/17	13/11/17	21	198.75	196.71		-2.04	-1.03
	long	18/12/17	29/01/18	42	202.61	205.04		2.43	1.20
	long	24/08/20	14/09/20	21	472.37	471.54		-0.82	-0.17
	long	21/09/20	28/09/20	7	488.27	476.62		-11.65	-2.39
	short	23/10/23	18/12/23	56	300.37	294.51	306.34	5.98	1.99			2.30
Givaudan	long	8/12/14	15/12/14	7	1,150.04	1,162.16		12.11	1.05			1.05
Partners	long	3/05/21	10/05/21	7	1,039.70	1,039.44		-0.26	-0.03
	long	23/08/21	13/09/21	21	1,290.33	1,237.95		-52.38	-4.06
	short	6/06/22	28/11/22	175	823.30	812.40	834.34	11.04	1.34
	long	19/02/24	15/04/24	56	1,116.58	1,129.40		12.82	1.15			-1.68
Swiss Life	long	18/03/19	25/03/19	7	330.74	329.04		-1.70	-0.51
	long	8/04/19	13/05/19	35	347.11	341.64		-5.47	-1.58			-2.08
Geberit	long	18/09/06	25/09/06	7	65.21	65.70		0.49	0.75
	long	24/10/16	31/10/16	7	351.59	346.14		-5.45	-1.55
	long	4/11/19	18/11/19	14	406.35	408.14		1.79	0.44
	long	2/12/19	6/01/20	35	415.00	426.15		11.15	2.69
	long	13/01/20	24/02/20	42	426.15	407.34		-18.80	-4.41			-2.21
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Swatch	long	29/03/10	5/04/10	7	213.92	211.58		-2.33	-1.09
	long	12/04/10	26/04/10	14	204.12	201.76		-2.36	-1.16
	long	15/05/17	5/06/17	21	308.58	306.87		-1.72	-0.56			-2.78
Roche	short	26/03/18	7/05/18	42	159.39	167.61	151.16	-8.22	-5.16			-5.16
Holcim	short	30/08/10	18/10/10	49	38.50	39.98	37.02	-1.48	-3.85
	short	24/08/15	10/10/16	413	40.00	43.30	36.70	-3.30	-8.25			-11.78

Annotations

19/06/18	Sika			stock split 1:60 (sixty for one)
15/05/17	SMI			Sika replaces Syngenta (acquired by ChemChina)
3/05/17	SMI			Lonza replaces Actelion (acquired by Johnson & Johnson)
5/04/16	SMI			Transocean was replaced by Swiss Life
10/09/15	SMI			complete analysis

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