Assessment - Swiss Market Index in Japanese yen - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		SMI® PR	2,123,092.220	12/08/24	0.07	2,154,544.246	-1.46	1,880,914.868	273,629.378	14.55		14.70
								Lonza	97,449.427	12/08/24	-1.80	87,328.991	11.59	59,731.687	27,597.304	46.20		19.74
						L		Roche	49,672.387	12/08/24	0.25	44,719.453	11.08	41,290.352	3,429.100	8.30		9.51
								Swisscom	93,873.301	12/08/24	0.48	90,922.997	3.24	85,451.608	5,471.389	6.40		3.80
						L		Novartis	17,297.720	12/08/24	0.16	17,294.144	0.02	14,332.565	2,961.579	20.66		16.32
						L		Alcon	14,225.828	12/08/24	-1.12	14,336.688	-0.77	11,085.066	3,251.622	29.33		20.95
						L		Sonova	49,726.029	12/08/24	-1.52	50,119.402	-0.78	46,339.765	3,779.637	8.16		19.72
								Partners	202,855.734	12/08/24	0.93	205,180.215	-1.13	204,847.433	332.783	0.16		12.63
						L		Geberit	93,479.927	12/08/24	-0.72	94,624.288	-1.21	91,024.539	3,599.748	3.95		15.21
								Swiss Life	116,617.461	12/08/24	0.62	119,657.168	-2.54	98,623.991	21,033.177	21.33		21.72
								Kühne & Nagel	45,381.036	12/08/24	0.40	46,757.844	-2.94	48,940.467	-2,182.622	-4.46		6.25
								Sika	44,236.676	12/08/24	0.04	45,613.484	-3.02	46,221.552	-608.068	-1.32		8.78
						L		Nestlé	15,849.389	12/08/24	-0.40	16,428.722	-3.53	16,467.167	-38.445	-0.23		-1.28
						L		Zurich Insurance	83,091.282	12/08/24	0.85	86,327.676	-3.75	74,238.196	12,089.480	16.28		17.13
						L		Givaudan	739,721.613	12/08/24	-1.12	769,224.650	-3.84	588,366.410	180,858.240	30.74		36.97
								Holcim	13,639.344	12/08/24	-0.34	14,286.622	-4.53	11,149.239	3,137.383	28.14		29.97
								Swiss Re	18,595.854	12/08/24	0.10	20,097.827	-7.47	15,968.980	4,128.846	25.86		21.91
								UBS	4,443.336	12/08/24	0.44	4,824.194	-7.89	4,407.682	416.512	9.45		22.48
						L		Richemont	22,922.966	12/08/24	1.22	25,131.224	-8.79	19,547.478	5,583.746	28.57		19.17
						L		ABB	8,137.474	12/08/24	0.55	9,008.261	-9.67	6,299.101	2,709.160	43.01		45.14
						L		Logitech	13,460.537	12/08/24	1.95	15,591.908	-13.67	13,469.605	2,122.303	15.76		32.80
SMI - 20 out of 20 instruments rated - 1/07/24 / 1/01/24 - 17 did rise, Market-Ratio(26) in JPY = 85.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

 

 

Transactions Swiss Market Index in Japanese yen * Mixed Straddles 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	7		1,271.619	1,464.264		192.645	15	11,349	3,855
27/02/06		18/09/06	203				- cash -
	18/09/06	25/09/06	7				Geberit	100	0		14,410.983	14,550.155		139.172	1	11,349	0
25/09/06		2/10/06	7				- cash -
	2/10/06	19/02/07	140				Actelion	100	3		3,477.529	5,690.236		2,212.707	64	17,987	261
19/02/07		26/02/07	7				- cash -
	26/02/07	5/03/07	7				Actelion	100	3		5,435.436	5,056.901		-378.535	-7	16,851	-98
5/03/07		26/03/07	21				- cash -
	26/03/07	2/04/07	7				Actelion	100	3		5,591.113	5,456.946		-134.167	-2	16,449	-72
2/04/07		9/04/07	7				- cash -
	9/04/07	16/04/07	7				Actelion	100	2		5,503.735	5,891.201		387.467	7	17,223	3,372
16/04/07		2/07/07	77				- cash -
	2/07/07	23/07/07	21				ABB	100	6		2,833.274	2,943.790		110.516	4	17,887	94
23/07/07		6/08/07	14				- cash -
short	6/08/07	13/07/09	707				UBS	100	2		6,448.679	1,127.123	36,895.237	30,446.558	472	78,780	146
long	29/06/09	30/11/09	154				Credit Suisse	100	18		4,338.826	4,479.618		140.792	3	81,314	8
30/11/09		14/12/09	14				- cash -
	14/12/09	21/12/09	7				Swiss Re	100	19		4,180.989	4,285.724		104.735	3	83,304	263
21/12/09		29/03/10	98				- cash -
	29/03/10	5/04/10	7				Swatch	100	2		29,491.539	30,447.629		956.090	3	85,216	428
5/04/10		12/04/10	7				- cash -
	12/04/10	26/04/10	14				Swatch	100	2		29,243.118	29,159.766		-83.352	0	85,049	-7
26/04/10		30/08/10	126				- cash -
short	30/08/10	18/10/10	49				Holcim	100	16		5,094.368	5,205.813	4,982.924	-111.444	-2	83,266	-15
18/10/10		1/11/10	14				- cash -
long	1/11/10	8/11/10	7				Richemont	100	20		4,052.257	4,498.352		446.095	11	92,188	23,075
8/11/10		13/12/10	35				- cash -
	13/12/10	10/01/11	28				Richemont	100	19		4,804.944	4,634.804		-170.140	-4	88,955	-37
10/01/11		7/02/11	28				- cash -
	7/02/11	14/02/11	7				Richemont	100	19		4,658.662	4,835.019		176.357	4	92,306	594
14/02/11		30/05/11	105				- cash -
short	30/05/11	16/01/12	231				Credit Suisse	100	26		3,478.218	1,727.995	7,001.179	3,522.961	101	183,903	202
long	5/12/11	12/12/11	7				Roche	100	14		12,476.442	12,935.619		459.176	4	190,332	558
	19/12/11	26/12/11	7				Roche	100	14		13,158.707	13,131.829		-26.877	0	189,955	-10
	2/01/12	13/02/12	42				Roche	100	14		13,257.492	13,905.752		648.260	5	199,031	51
13/02/12		20/02/12	7				- cash -
	20/02/12	23/04/12	63				Swiss Re	100	42		4,697.795	4,963.812		266.017	6	210,204	38
23/04/12		10/09/12	140				- cash -
	10/09/12	12/11/12	63				Actelion	100	54		3,871.187	3,674.470		-196.718	-5	199,581	-26
12/11/12		3/12/12	21				- cash -
	3/12/12	27/05/13	175				Richemont	100	31		6,370.557	9,377.463		3,006.906	47	292,795	124
27/05/13		21/10/13	147				- cash -
	21/10/13	4/11/13	14				Actelion	100	39		7,445.395	7,772.593		327.198	4	305,556	207
4/11/13		20/10/14	350				- cash -
short	20/10/14	8/12/14	49				Transocean	100	99		3,078.348	2,150.038	4,407.470	1,329.122	43	437,139	1,349
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	8/12/14	15/12/14	7				Givaudan	100	2		216,979.693	214,231.285		-2,748.408	-1	431,642	-49
15/12/14		18/05/15	154				- cash -
	18/05/15	8/06/15	21				Syngenta	100	8		52,299.822	54,512.157		2,212.334	4	449,341	105
8/06/15		24/08/15	77				- cash -
short	24/08/15	10/10/16	413				Holcim	100	60		7,474.045	5,546.284	10,071.851	2,597.806	35	605,209	30
10/10/16		24/10/16	14				- cash -
long	24/10/16	31/10/16	7				Geberit	100	13		44,519.047	44,385.440		-133.607	0	603,472	-15
31/10/16		13/02/17	105				- cash -
	13/02/17	10/04/17	56				Actelion	100	19		30,490.170	31,427.496		937.326	3	621,281	22
10/04/17		1/05/17	21				- cash -
	1/05/17	8/05/17	7				Actelion	100	20		29,814.676	31,540.317		1,725.642	6	655,794	1,780
8/05/17		15/05/17	7				- cash -
	15/05/17	5/06/17	21				Swatch	100	14		45,284.858	43,815.235		-1,469.623	-3	635,220	-44
5/06/17		12/06/17	7				- cash -
	12/06/17	19/06/17	7				Sika	100	53		11,823.217	12,210.826		387.609	3	655,763	438
19/06/17		26/06/17	7				- cash -
	26/06/17	17/07/17	21				Sika	100	54		12,102.360	12,611.138		508.779	4	683,237	105
17/07/17		24/07/17	7				- cash -
	24/07/17	14/08/17	21				Sika	100	54		12,639.782	12,627.228		-12.555	0	682,559	-2
14/08/17		9/10/17	56				- cash -
	9/10/17	16/10/17	7				Lonza	100	22		29,820.033	30,426.012		605.978	2	695,890	185
16/10/17		23/10/17	7				- cash -
	23/10/17	13/11/17	21				Lonza	100	23		29,751.504	29,234.267		-517.237	-2	683,994	-26
13/11/17		18/12/17	35				- cash -
	18/12/17	29/01/18	42				Lonza	100	22		30,503.091	31,456.546		953.454	3	704,970	31
29/01/18		26/03/18	56				- cash -
short	26/03/18	7/05/18	42				Roche	100	29		23,893.741	24,786.261	23,001.221	-892.520	-4	679,087	-28
7/05/18		18/06/18	42				- cash -
	18/06/18	18/03/19	273				Adecco	100	101		6,686.175	5,898.183	7,579.442	893.267	13	769,307	18
long	18/03/19	25/03/19	7				Swiss Life	100	15		48,693.520	47,744.447		-949.073	-2	755,071	-64
25/03/19		8/04/19	14				- cash -
	8/04/19	13/05/19	35				Swiss Life	100	14		50,522.426	48,381.369		-2,141.057	-4	725,096	-36
13/05/19		4/11/19	175				- cash -
	4/11/19	18/11/19	14				Geberit	100	12		56,918.299	57,470.607		552.308	1	731,724	29
18/11/19		2/12/19	14				- cash -
	2/12/19	6/01/20	35				Geberit	100	12		58,523.340	60,760.663		2,237.322	4	758,572	48
6/01/20		13/01/20	7				- cash -
	13/01/20	24/02/20	42				Geberit	100	12		60,760.663	58,231.518		-2,529.145	-4	728,222	-31
24/02/20		9/03/20	14				- cash -
short	9/03/20	17/08/20	161				Credit Suisse	100	760		957.457	1,205.589	709.324	-248.133	-26	539,641	-49
long	13/07/20	3/08/20	21				Lonza	100	8		61,827.064	67,229.001		5,401.937	9	582,857	329
17/08/20		24/08/20	7				- cash -
	24/08/20	14/09/20	21				Lonza	100	8		65,367.934	64,085.911		-1,282.023	-2	572,600	-29
14/09/20		21/09/20	7				- cash -
	21/09/20	28/09/20	7				Lonza	100	8		65,401.746	64,667.001		-734.745	-1	566,722	-45
28/09/20		15/02/21	140				- cash -
	15/02/21	1/03/21	14				Richemont	100	53		10,515.447	10,493.459		-21.988	0	565,557	-5
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/03/21		22/03/21	21				- cash -
	22/03/21	26/04/21	35				Richemont	100	52		10,839.357	11,232.612		393.256	4	586,006	45
26/04/21		3/05/21	7				- cash -
	3/05/21	10/05/21	7				Partners	100	3		157,770.070	159,977.673		2,207.603	1	592,629	106
10/05/21		31/05/21	21				- cash -
	31/05/21	14/06/21	14				Richemont	100	44		13,357.207	14,077.913		720.706	5	624,340	294
14/06/21		21/06/21	7				- cash -
	21/06/21	28/06/21	7				Richemont	100	45		13,633.453	13,590.622		-42.831	0	622,413	-15
28/06/21		23/08/21	56				- cash -
	23/08/21	13/09/21	21				Partners	100	3		194,330.159	188,430.026		-5,900.134	-3	604,712	-41
13/09/21		6/06/22	266				- cash -
short	6/06/22	28/11/22	175				Partners	100	4		136,099.616	134,850.655	137,360.145	1,260.529	1	609,755	2
28/11/22		16/01/23	49				- cash -
long	16/01/23	13/02/23	28				Richemont	100	31		19,310.213	20,505.437		1,195.224	6	646,806	119
13/02/23		20/02/23	7				- cash -
	20/02/23	27/02/23	7				Richemont	100	30		20,890.495	20,704.527		-185.968	-1	641,227	-37
27/02/23		23/10/23	238				- cash -
short	23/10/23	18/12/23	56				Lonza	100	11		55,017.722	54,089.437	55,961.940	944.217	2	651,614	12
18/12/23		19/02/24	63				- cash -
long	19/02/24	15/04/24	56				Partners	100	3		211,132.950	216,847.863		5,714.914	3	668,759	19
15/04/24		3/06/24	49				- cash -
	3/06/24	17/06/24	14				ABB	100	77		8,665.609	8,902.153		236.544	3	686,972	102
17/06/24		10/08/26	784				- cash -
accum	13/02/06	17/06/24	3514	days out of 7525 invested (47%)										6,770		686,972	55

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	6,448.68	1,127.12	36,895.24	30,446.56	472.14			472.14
Richemont	long	1/11/10	8/11/10	7	4,052.26	4,498.35		446.10	11.01
	long	13/12/10	10/01/11	28	4,804.94	4,634.80		-170.14	-3.54
	long	7/02/11	14/02/11	7	4,658.66	4,835.02		176.36	3.79
	long	3/12/12	27/05/13	175	6,370.56	9,377.46		3,006.91	47.20
	long	15/02/21	1/03/21	14	10,515.45	10,493.46		-21.99	-0.21
	long	22/03/21	26/04/21	35	10,839.36	11,232.61		393.26	3.63
	long	31/05/21	14/06/21	14	13,357.21	14,077.91		720.71	5.40
	long	21/06/21	28/06/21	7	13,633.45	13,590.62		-42.83	-0.31
	long	16/01/23	13/02/23	28	19,310.21	20,505.44		1,195.22	6.19
	long	20/02/23	27/02/23	7	20,890.49	20,704.53		-185.97	-0.89			87.05
Actelion	long	2/10/06	19/02/07	140	3,477.53	5,690.24		2,212.71	63.63
	long	26/02/07	5/03/07	7	5,435.44	5,056.90		-378.54	-6.96
	long	26/03/07	2/04/07	7	5,591.11	5,456.95		-134.17	-2.40
	long	9/04/07	16/04/07	7	5,503.73	5,891.20		387.47	7.04
	long	10/09/12	12/11/12	63	3,871.19	3,674.47		-196.72	-5.08
	long	21/10/13	4/11/13	14	7,445.40	7,772.59		327.20	4.39
	long	13/02/17	10/04/17	56	30,490.17	31,427.50		937.33	3.07
	long	1/05/17	8/05/17	7	29,814.68	31,540.32		1,725.64	5.79			71.84
Credit Suisse	long	29/06/09	30/11/09	154	4,338.83	4,479.62		140.79	3.24
	short	30/05/11	16/01/12	231	3,478.22	1,727.99	7,001.18	3,522.96	101.29
	short	9/03/20	17/08/20	161	957.46	1,205.59	709.32	-248.13	-25.92			53.96
Transocean	short	20/10/14	8/12/14	49	3,078.35	2,150.04	4,407.47	1,329.12	43.18			43.18
Holcim	short	30/08/10	18/10/10	49	5,094.37	5,205.81	4,982.92	-111.44	-2.19
	short	24/08/15	10/10/16	413	7,474.05	5,546.28	10,071.85	2,597.81	34.76			31.81
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
ABB	long	13/02/06	27/02/06	14	1,271.62	1,464.26		192.65	15.15
	long	2/07/07	23/07/07	21	2,833.27	2,943.79		110.52	3.90
	long	3/06/24	17/06/24	14	8,665.61	8,902.15		236.54	2.73			22.91
Adecco	short	18/06/18	18/03/19	273	6,686.17	5,898.18	7,579.44	893.27	13.36			13.36
Lonza	long	9/10/17	16/10/17	7	29,820.03	30,426.01		605.98	2.03
	long	23/10/17	13/11/17	21	29,751.50	29,234.27		-517.24	-1.74
	long	18/12/17	29/01/18	42	30,503.09	31,456.55		953.45	3.13
	long	13/07/20	3/08/20	21	61,827.06	67,229.00		5,401.94	8.74
	long	24/08/20	14/09/20	21	65,367.93	64,085.91		-1,282.02	-1.96
	long	21/09/20	28/09/20	7	65,401.75	64,667.00		-734.75	-1.12
	short	23/10/23	18/12/23	56	55,017.72	54,089.44	55,961.94	944.22	1.72			10.85
Swiss Re	long	14/12/09	21/12/09	7	4,180.99	4,285.72		104.73	2.51
	long	20/02/12	23/04/12	63	4,697.79	4,963.81		266.02	5.66			8.31
Sika	long	12/06/17	19/06/17	7	11,823.22	12,210.83		387.61	3.28
	long	26/06/17	17/07/17	21	12,102.36	12,611.14		508.78	4.20
	long	24/07/17	14/08/17	21	12,639.78	12,627.23		-12.55	-0.10			7.51
Roche	long	5/12/11	12/12/11	7	12,476.44	12,935.62		459.18	3.68
	long	19/12/11	26/12/11	7	13,158.71	13,131.83		-26.88	-0.20
	long	2/01/12	13/02/12	42	13,257.49	13,905.75		648.26	4.89
	short	26/03/18	7/05/18	42	23,893.74	24,786.26	23,001.22	-892.52	-3.74			4.47
Syngenta	long	18/05/15	8/06/15	21	52,299.82	54,512.16		2,212.33	4.23			4.23
Partners	long	3/05/21	10/05/21	7	157,770.07	159,977.67		2,207.60	1.40
	long	23/08/21	13/09/21	21	194,330.16	188,430.03		-5,900.13	-3.04
	short	6/06/22	28/11/22	175	136,099.62	134,850.66	137,360.14	1,260.53	0.93
	long	19/02/24	15/04/24	56	211,132.95	216,847.86		5,714.91	2.71			1.92
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Geberit	long	18/09/06	25/09/06	7	14,410.98	14,550.15		139.17	0.97
	long	24/10/16	31/10/16	7	44,519.05	44,385.44		-133.61	-0.30
	long	4/11/19	18/11/19	14	56,918.30	57,470.61		552.31	0.97
	long	2/12/19	6/01/20	35	58,523.34	60,760.66		2,237.32	3.82
	long	13/01/20	24/02/20	42	60,760.66	58,231.52		-2,529.14	-4.16			1.13
Swatch	long	29/03/10	5/04/10	7	29,491.54	30,447.63		956.09	3.24
	long	12/04/10	26/04/10	14	29,243.12	29,159.77		-83.35	-0.29
	long	15/05/17	5/06/17	21	45,284.86	43,815.23		-1,469.62	-3.25			-0.39
Givaudan	long	8/12/14	15/12/14	7	216,979.69	214,231.28		-2,748.41	-1.27			-1.27
Swiss Life	long	18/03/19	25/03/19	7	48,693.52	47,744.45		-949.07	-1.95
	long	8/04/19	13/05/19	35	50,522.43	48,381.37		-2,141.06	-4.24			-6.10

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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