| |
| |
Assessment - Swiss Leader Index - 2/22/21 - RS = 28
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
8/10/20 |
prc diff |
⇓ Δ28 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SLI® PR |
1,699.790 |
Fri |
-1.58 |
1,728.980 |
-1.69 |
1,541.800 |
187.180 |
12.14 |
|
12.90 |
| |  |
 |
 |
 |
L |
 |
Logitech |
97.020 |
Fri |
-1.54 |
103.150 |
-5.94 |
65.560 |
37.590 |
57.34 |
|
69.57 |
| |  |
 |
 |
 |
L |
 |
Richemont |
87.580 |
Fri |
-1.02 |
87.880 |
-0.34 |
57.440 |
30.440 |
52.99 |
|
38.32 |
| |  |
 |
 |
 |
L |
 |
ams |
21.380 |
Fri |
-1.61 |
22.240 |
-3.87 |
16.550 |
5.690 |
34.38 |
|
36.06 |
| |  |
 |
 |
 |
L |
 |
Julius Bär |
55.800 |
Fri |
-1.31 |
55.060 |
1.34 |
41.620 |
13.440 |
32.29 |
|
31.87 |
| |  |
 |
 |
 |
L |
 |
Straumann |
1,099.000 |
Fri |
-2.79 |
1,156.000 |
-4.93 |
927.800 |
228.200 |
24.60 |
|
31.45 |
| |  |
 |
 |
 |
L |
 |
Credit Suisse |
13.125 |
Fri |
-1.69 |
12.780 |
2.70 |
10.250 |
2.530 |
24.68 |
|
31.42 |
| |  |
 |
 |
 |
L |
 |
Kühne & Nagel |
215.700 |
Fri |
0.09 |
214.800 |
0.42 |
161.050 |
53.750 |
33.37 |
|
30.91 |
| |  |
 |
 |
 |
L |
 |
UBS |
14.100 |
Fri |
-2.62 |
14.090 |
0.07 |
11.170 |
2.920 |
26.14 |
|
29.21 |
| |  |
 |
 |
 |
L |
 |
Swatch |
271.200 |
Fri |
0.59 |
266.500 |
1.76 |
193.200 |
73.300 |
37.94 |
|
28.50 |
| |  |
 |
 |
 |
L |
 |
Partners |
1,090.500 |
Fri |
-1.31 |
1,100.500 |
-0.91 |
889.600 |
210.900 |
23.71 |
|
28.15 |
| |  |
 |
 |
 |
|
 |
Sika |
240.200 |
Fri |
-2.12 |
249.400 |
-3.69 |
204.100 |
45.300 |
22.20 |
|
25.63 |
| |  |
 |
 |
 |
L |
 |
ABB |
26.120 |
Fri |
-2.36 |
26.840 |
-2.68 |
23.750 |
3.090 |
13.01 |
|
23.93 |
| |  |
 |
 |
 |
L |
 |
Swiss Life |
452.300 |
Fri |
-1.84 |
448.200 |
0.91 |
340.000 |
108.200 |
31.82 |
|
23.62 |
| |  |
 |
 |
 |
L |
 |
Adecco |
57.080 |
Fri |
-2.69 |
57.660 |
-1.01 |
45.430 |
12.230 |
26.92 |
|
21.65 |
| |  |
 |
 |
 |
L |
 |
LafargeHolcim |
50.160 |
Fri |
-2.49 |
50.180 |
-0.04 |
43.910 |
6.270 |
14.28 |
|
18.29 |
| |  |
 |
 |
 |
|
 |
Lonza |
573.800 |
Fri |
-1.71 |
591.200 |
-2.94 |
562.600 |
28.600 |
5.08 |
|
17.28 |
| |  |
 |
 |
 |
L |
 |
Alcon |
62.540 |
Fri |
-1.97 |
64.340 |
-2.80 |
55.520 |
8.820 |
15.89 |
|
16.00 |
| |  |
 |
 |
 |
|
 |
Sonova |
232.800 |
Fri |
-1.90 |
240.600 |
-3.24 |
206.800 |
33.800 |
16.34 |
|
14.99 |
| |  |
 |
 |
 |
L |
 |
Swiss Re |
85.440 |
Fri |
-1.91 |
83.460 |
2.37 |
71.500 |
11.960 |
16.73 |
|
12.20 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
371.500 |
Fri |
-2.00 |
375.000 |
-0.93 |
348.300 |
26.700 |
7.67 |
|
11.96 |
| |  |
 |
 |
 |
L |
 |
Schindler |
248.200 |
Fri |
-2.48 |
257.600 |
-3.65 |
231.500 |
26.100 |
11.27 |
|
11.07 |
| |  |
 |
 |
 |
|
 |
Geberit |
536.200 |
Fri |
-1.90 |
549.600 |
-2.44 |
514.800 |
34.800 |
6.76 |
|
10.91 |
| |  |
 |
 |
 |
|
 |
SGS |
2,595.000 |
Fri |
-2.52 |
2,651.000 |
-2.11 |
2,387.000 |
264.000 |
11.06 |
|
10.29 |
| |  |
 |
 |
 |
L |
 |
Clariant |
19.010 |
Fri |
-1.40 |
19.445 |
-2.24 |
17.925 |
1.520 |
8.48 |
|
7.74 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
8/10/20 |
prc diff |
⇓ Δ28 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Temenos |
122.750 |
Fri |
-2.58 |
133.000 |
-7.71 |
135.250 |
-2.250 |
-1.66 |
|
6.59 |
| |  |
 |
 |
 |
|
 |
Givaudan |
3,427.000 |
Fri |
-1.66 |
3,564.000 |
-3.84 |
3,755.000 |
-191.000 |
-5.09 |
|
1.07 |
| |  |
 |
 |
 |
|
 |
Novartis |
78.190 |
Fri |
-1.08 |
79.100 |
-1.15 |
75.490 |
3.610 |
4.78 |
|
-1.90 |
| |  |
 |
 |
 |
|
 |
Roche |
297.950 |
Fri |
0.30 |
302.850 |
-1.62 |
313.650 |
-10.800 |
-3.44 |
|
-5.01 |
| |  |
 |
 |
 |
L |
 |
Swisscom |
456.500 |
Fri |
-2.25 |
469.100 |
-2.69 |
486.800 |
-17.700 |
-3.64 |
|
-5.03 |
| |  |
 |
 |
 |
S |
 |
Nestlé |
95.000 |
Fri |
-1.25 |
98.220 |
-3.28 |
107.900 |
-9.680 |
-8.97 |
|
-5.60 |
SLI - 30 out of 30 instruments rated - 2/22/21 / 8/10/20 - 25 did rise, Market-Ratio(28) = 83.33 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index * A28 - 90/77 (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 |
6/05/06 |
154 |
|
- cash - |
short |
6/05/06 |
10/30/06 |
147 |
 |
 |
 |
Clariant |
100 |
617 |
|
16.196 |
16.580 |
15.812 |
-0.384 |
-2 |
9,763 |
-6 |
|
long |
10/30/06 |
11/20/06 |
21 |
 |
 |
 |
Actelion |
100 |
238 |
|
40.900 |
43.000 |
|
2.100 |
5 |
10,263 |
139 |
|
short |
11/20/06 |
12/04/06 |
14 |
 |
 |
 |
Clariant |
100 |
618 |
|
16.580 |
15.740 |
17.465 |
0.885 |
5 |
10,810 |
288 |
|
long |
12/04/06 |
7/30/07 |
238 |
 |
 |
 |
Actelion |
100 |
247 |
|
43.600 |
62.950 |
|
19.350 |
44 |
15,589 |
76 |
|
short |
7/30/07 |
9/07/09 |
770 |
 |
 |
 |
UBS |
100 |
237 |
|
65.700 |
19.280 |
223.884 |
158.184 |
241 |
53,079 |
79 |
|
long |
9/07/09 |
4/26/10 |
231 |
 |
 |
 |
Sonova |
100 |
521 |
|
101.800 |
136.300 |
|
34.500 |
34 |
71,053 |
59 |
|
short |
4/26/10 |
2/20/12 |
665 |
 |
 |
 |
Actelion |
100 |
1,551 |
|
45.800 |
35.000 |
59.933 |
14.133 |
31 |
92,973 |
16 |
|
long |
2/20/12 |
4/23/12 |
63 |
 |
 |
 |
Sonova |
100 |
901 |
|
103.100 |
98.550 |
|
-4.550 |
-4 |
88,873 |
-23 |
|
short |
4/23/12 |
11/26/12 |
217 |
 |
 |
 |
Lonza |
100 |
2,143 |
|
41.460 |
43.470 |
39.450 |
-2.010 |
-5 |
84,566 |
-8 |
|
long |
11/26/12 |
6/24/13 |
210 |
 |
 |
 |
Swiss Life |
100 |
673 |
|
125.500 |
148.000 |
|
22.500 |
18 |
99,708 |
33 |
|
short |
6/24/13 |
7/08/13 |
14 |
 |
 |
 |
Kühne & Nagel |
100 |
1,002 |
|
99.500 |
112.200 |
86.800 |
-12.700 |
-13 |
86,983 |
-97 |
|
long |
7/08/13 |
8/12/13 |
35 |
 |
 |
 |
Lonza |
100 |
1,168 |
|
74.450 |
69.550 |
|
-4.900 |
-7 |
81,260 |
-51 |
|
short |
8/12/13 |
1/06/14 |
147 |
 |
 |
 |
Transocean |
100 |
1,845 |
|
44.040 |
44.080 |
44.000 |
-0.040 |
0 |
81,186 |
0 |
|
long |
1/06/14 |
1/27/14 |
21 |
 |
 |
 |
Vifor Pharma |
100 |
890 |
|
91.200 |
84.700 |
|
-6.500 |
-7 |
75,401 |
-72 |
|
short |
1/27/14 |
8/03/15 |
553 |
 |
 |
 |
Transocean |
100 |
1,880 |
|
40.090 |
12.700 |
126.552 |
86.462 |
216 |
237,949 |
114 |
|
long |
8/03/15 |
8/24/15 |
21 |
 |
 |
 |
Vifor Pharma |
100 |
2,111 |
|
112.700 |
116.200 |
|
3.500 |
3 |
245,338 |
70 |
|
short |
8/24/15 |
1/09/17 |
504 |
 |
 |
 |
Aryzta |
100 |
24,218 |
|
10.130 |
9.650 |
10.634 |
0.504 |
5 |
257,541 |
4 |
|
long |
1/09/17 |
1/16/17 |
7 |
 |
 |
 |
Actelion |
100 |
1,131 |
|
227.700 |
230.600 |
|
2.900 |
1 |
260,821 |
93 |
|
short |
1/16/17 |
5/08/17 |
112 |
 |
 |
 |
Vifor Pharma |
100 |
2,297 |
|
113.500 |
115.800 |
111.200 |
-2.300 |
-2 |
255,538 |
-6 |
|
long |
5/08/17 |
9/04/17 |
119 |
 |
 |
 |
Sika |
100 |
2,340 |
|
109.167 |
114.500 |
|
5.333 |
5 |
268,017 |
16 |
|
short |
9/04/17 |
6/24/19 |
658 |
 |
 |
 |
Aryzta |
100 |
41,151 |
|
6.513 |
1.116 |
38.010 |
31.497 |
484 |
1,564,150 |
166 |
|
long |
6/24/19 |
8/05/19 |
42 |
 |
 |
 |
Novartis |
100 |
17,337 |
|
90.220 |
88.980 |
|
-1.240 |
-1 |
1,542,652 |
-11 |
|
short |
8/05/19 |
11/25/19 |
112 |
 |
 |
 |
UBS |
100 |
143,435 |
|
10.755 |
12.290 |
9.220 |
-1.535 |
-14 |
1,322,480 |
-39 |
|
long |
11/25/19 |
2/03/20 |
70 |
 |
 |
 |
ams |
100 |
28,875 |
|
45.800 |
39.120 |
|
-6.680 |
-15 |
1,129,595 |
-56 |
|
short |
2/03/20 |
9/28/20 |
238 |
 |
 |
 |
Swatch |
100 |
4,606 |
|
245.200 |
216.300 |
277.961 |
32.761 |
13 |
1,280,493 |
21 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
9/28/20 |
10/26/20 |
28 |
 |
 |
 |
Logitech |
100 |
18,726 |
|
68.380 |
78.200 |
|
9.820 |
14 |
1,464,383 |
475 |
|
short |
10/26/20 |
2/26/21 |
123 |
 |
 |
 |
Temenos |
100 |
14,491 |
|
101.050 |
122.750 |
79.350 |
-21.700 |
-21 |
1,149,928 |
-51 |
|
accum | 6/05/06 |
2/26/21 | 5382 |
days out of 5536 invested (97%) |
11,399 |
1,149,928 |
38 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Aryzta | short | 8/24/15 | 1/09/17 | 504 | 10.13 | 9.65 | 10.63 | 0.50 | 4.97 | | | |
| short | 9/04/17 | 6/24/19 | 658 | 6.51 | 1.12 | 38.01 | 31.50 | 483.60 | | | 512.63 |
Transocean | short | 8/12/13 | 1/06/14 | 147 | 44.04 | 44.08 | 44.00 | -0.04 | -0.09 | | | |
| short | 1/27/14 | 8/03/15 | 553 | 40.09 | 12.70 | 126.55 | 86.46 | 215.67 | | | 215.38 |
UBS | short | 7/30/07 | 9/07/09 | 770 | 65.70 | 19.28 | 223.88 | 158.18 | 240.77 | | | |
| short | 8/05/19 | 11/25/19 | 112 | 10.76 | 12.29 | 9.22 | -1.54 | -14.27 | | | 192.13 |
Actelion | long | 10/30/06 | 11/20/06 | 21 | 40.90 | 43.00 | | 2.10 | 5.13 | | | |
| long | 12/04/06 | 7/30/07 | 238 | 43.60 | 62.95 | | 19.35 | 44.38 | | | |
| short | 4/26/10 | 2/20/12 | 665 | 45.80 | 35.00 | 59.93 | 14.13 | 30.86 | | | |
| long | 1/09/17 | 1/16/17 | 7 | 227.70 | 230.60 | | 2.90 | 1.27 | | | 101.16 |
Sonova | long | 9/07/09 | 4/26/10 | 231 | 101.80 | 136.30 | | 34.50 | 33.89 | | | |
| long | 2/20/12 | 4/23/12 | 63 | 103.10 | 98.55 | | -4.55 | -4.41 | | | 27.98 |
Swiss Life | long | 11/26/12 | 6/24/13 | 210 | 125.50 | 148.00 | | 22.50 | 17.93 | | | 17.93 |
Logitech | long | 9/28/20 | 10/26/20 | 28 | 68.38 | 78.20 | | 9.82 | 14.36 | | | 14.36 |
Swatch | short | 2/03/20 | 9/28/20 | 238 | 245.20 | 216.30 | 277.96 | 32.76 | 13.36 | | | 13.36 |
Sika | long | 5/08/17 | 9/04/17 | 119 | 109.17 | 114.50 | | 5.33 | 4.89 | | | 4.89 |
Clariant | short | 6/05/06 | 10/30/06 | 147 | 16.20 | 16.58 | 15.81 | -0.38 | -2.37 | | | |
| short | 11/20/06 | 12/04/06 | 14 | 16.58 | 15.74 | 17.46 | 0.88 | 5.34 | | | 2.84 |
Novartis | long | 6/24/19 | 8/05/19 | 42 | 90.22 | 88.98 | | -1.24 | -1.37 | | | -1.37 |
Vifor Pharma | long | 1/06/14 | 1/27/14 | 21 | 91.20 | 84.70 | | -6.50 | -7.13 | | | |
| long | 8/03/15 | 8/24/15 | 21 | 112.70 | 116.20 | | 3.50 | 3.11 | | | |
| short | 1/16/17 | 5/08/17 | 112 | 113.50 | 115.80 | 111.20 | -2.30 | -2.03 | | | -6.18 |
Lonza | short | 4/23/12 | 11/26/12 | 217 | 41.46 | 43.47 | 39.45 | -2.01 | -4.85 | | | |
| long | 7/08/13 | 8/12/13 | 35 | 74.45 | 69.55 | | -4.90 | -6.58 | | | -11.11 |
Kühne & Nagel | short | 6/24/13 | 7/08/13 | 14 | 99.50 | 112.20 | 86.80 | -12.70 | -12.76 | | | -12.76 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
ams | long | 11/25/19 | 2/03/20 | 70 | 45.80 | 39.12 | | -6.68 | -14.59 | | | -14.59 |
Temenos | short | 10/26/20 | 2/26/21 | 123 | 101.05 | 122.75 | 79.35 | -21.70 | -21.47 | | | -21.47 |
Annotations
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 |
|
|