| |
| |
Assessment - Swiss Leader Index in Euro - 9/25/23 - RS = 28
⇐
| |
|
⇓instrument |
freshest |
Δday |
9/25/23 |
⇓ Δwk |
3/13/23 |
prc diff |
⇓ Δ28 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SLI® PR |
1,775.625 |
Fri |
0.58 |
1,782.812 |
-0.40 |
1,722.125 |
60.687 |
3.52 |
|
1.57 |
| |  |
 |
 |
 |
S |
 |
ams-OSRAM |
4.469 |
Fri |
4.25 |
5.731 |
-22.01 |
6.938 |
-1.207 |
-17.40 |
|
-16.23 |
| |  |
 |
 |
 |
|
 |
VAT |
340.700 |
Fri |
3.20 |
334.176 |
1.95 |
282.180 |
51.996 |
18.43 |
|
10.87 |
| |  |
 |
 |
 |
S |
 |
Schindler |
189.508 |
Fri |
2.35 |
191.527 |
-1.05 |
213.782 |
-22.255 |
-10.41 |
|
-1.24 |
| |  |
 |
 |
 |
S |
 |
Richemont |
115.983 |
Fri |
1.91 |
118.313 |
-1.97 |
140.374 |
-22.061 |
-15.72 |
|
-10.23 |
| |  |
 |
 |
 |
S |
 |
SGS |
79.759 |
Fri |
1.66 |
79.842 |
-0.10 |
84.449 |
-4.608 |
-5.46 |
|
-8.04 |
| |  |
 |
 |
 |
S |
 |
Geberit |
475.323 |
Fri |
1.39 |
467.142 |
1.75 |
503.936 |
-36.795 |
-7.30 |
|
-3.19 |
| |  |
 |
 |
 |
L |
 |
Adecco |
39.103 |
Fri |
1.31 |
38.761 |
0.88 |
33.626 |
5.135 |
15.27 |
|
18.44 |
| |  |
 |
 |
 |
S |
 |
Sonova |
225.442 |
Fri |
1.16 |
226.477 |
-0.46 |
245.476 |
-18.999 |
-7.74 |
|
-7.33 |
| |  |
 |
 |
 |
L |
 |
Swiss Life |
591.927 |
Fri |
1.13 |
592.134 |
-0.03 |
571.721 |
20.413 |
3.57 |
|
10.42 |
| |  |
 |
 |
 |
L |
 |
Partners |
1,071.288 |
Fri |
1.07 |
1,056.272 |
1.42 |
810.347 |
245.926 |
30.35 |
|
17.89 |
| |  |
 |
 |
 |
S |
 |
Sika |
241.389 |
Fri |
0.95 |
240.872 |
0.21 |
256.211 |
-15.339 |
-5.99 |
|
-3.33 |
| |  |
 |
 |
 |
|
 |
Straumann |
121.368 |
Fri |
0.90 |
128.410 |
-5.48 |
126.674 |
1.735 |
1.37 |
|
3.23 |
| |  |
 |
 |
 |
|
 |
Lindt PS |
10,552.369 |
Fri |
0.89 |
10,552.369 |
|
10,193.232 |
359.137 |
3.52 |
|
0.34 |
| |  |
 |
 |
 |
S |
 |
Lonza |
440.735 |
Fri |
0.83 |
447.466 |
-1.50 |
537.777 |
-90.311 |
-16.79 |
|
-14.68 |
| |  |
 |
 |
 |
|
 |
Nestlé |
107.429 |
Fri |
0.82 |
110.950 |
-3.17 |
109.150 |
1.800 |
1.65 |
|
-0.41 |
| |  |
 |
 |
 |
S |
 |
Temenos |
66.711 |
Fri |
0.66 |
66.690 |
0.03 |
66.333 |
0.357 |
0.54 |
|
0.86 |
| |  |
 |
 |
 |
|
 |
Julius Bär |
60.953 |
Fri |
0.55 |
60.787 |
0.27 |
57.581 |
3.206 |
5.57 |
|
5.63 |
| |  |
 |
 |
 |
L |
 |
Logitech |
65.530 |
Fri |
0.54 |
64.743 |
1.22 |
49.443 |
15.300 |
30.95 |
|
17.98 |
| |  |
 |
 |
 |
L |
 |
Givaudan |
3,100.470 |
Fri |
0.50 |
3,042.479 |
1.91 |
2,861.671 |
180.808 |
6.32 |
|
0.46 |
| |  |
 |
 |
 |
|
 |
Kühne & Nagel |
270.281 |
Fri |
0.46 |
275.563 |
-1.92 |
248.952 |
26.611 |
10.69 |
|
11.28 |
| |  |
 |
 |
 |
|
 |
Swisscom |
563.552 |
Fri |
0.33 |
564.588 |
-0.18 |
591.964 |
-27.376 |
-4.62 |
|
2.46 |
| |  |
 |
 |
 |
S |
 |
Roche |
259.356 |
Fri |
0.30 |
258.424 |
0.36 |
270.167 |
-11.742 |
-4.35 |
|
-10.94 |
| |  |
 |
 |
 |
L |
 |
UBS |
23.497 |
Fri |
0.18 |
23.911 |
-1.73 |
18.107 |
5.805 |
32.06 |
|
29.06 |
| |  |
 |
 |
 |
|
 |
Novartis |
97.208 |
Fri |
0.17 |
95.789 |
1.48 |
76.393 |
19.396 |
25.39 |
|
10.67 |
| |
|
⇓instrument |
freshest |
Δday |
9/25/23 |
⇓ Δwk |
3/13/23 |
prc diff |
⇓ Δ28 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Holcim |
60.870 |
Fri |
0.03 |
60.974 |
-0.17 |
57.111 |
3.863 |
6.76 |
|
11.78 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
435.039 |
Fri |
-0.21 |
438.560 |
-0.80 |
432.676 |
5.885 |
1.36 |
|
0.36 |
| |  |
 |
 |
 |
|
 |
ABB |
33.966 |
Fri |
-0.36 |
33.625 |
1.02 |
30.723 |
2.902 |
9.45 |
|
6.45 |
| |  |
 |
 |
 |
|
 |
Alcon |
73.463 |
Fri |
-0.64 |
73.628 |
-0.23 |
60.832 |
12.796 |
21.04 |
|
8.28 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
97.674 |
Fri |
-0.72 |
98.047 |
-0.38 |
93.508 |
4.539 |
4.85 |
|
10.23 |
| |  |
 |
 |
 |
S |
 |
Swatch |
243.771 |
Fri |
-1.13 |
243.668 |
0.04 |
329.210 |
-85.542 |
-25.98 |
|
-11.97 |
SLI - 30 out of 30 instruments rated - 9/25/23 / 3/13/23 - 19 did rise, Market-Ratio(28) in EUR = 63.33 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index in Euro * 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 |
963 |
|
10.377 |
10.422 |
10.332 |
-0.045 |
0 |
9,957 |
-1 |
|
long |
10/30/06 |
11/20/06 |
21 |
 |
 |
 |
Actelion |
100 |
387 |
|
25.709 |
26.944 |
|
1.235 |
5 |
10,435 |
126 |
|
short |
11/20/06 |
12/04/06 |
14 |
 |
 |
 |
Clariant |
100 |
1,004 |
|
10.389 |
9.890 |
10.913 |
0.524 |
5 |
10,961 |
261 |
|
long |
12/04/06 |
7/30/07 |
238 |
 |
 |
 |
Actelion |
100 |
400 |
|
27.396 |
38.209 |
|
10.814 |
39 |
15,287 |
67 |
|
short |
7/30/07 |
9/07/09 |
770 |
 |
 |
 |
UBS |
100 |
383 |
|
39.879 |
12.716 |
125.063 |
85.184 |
214 |
47,912 |
72 |
|
long |
9/07/09 |
4/26/10 |
231 |
 |
 |
 |
Sonova |
100 |
713 |
|
67.142 |
94.949 |
|
27.808 |
41 |
67,739 |
73 |
|
short |
4/26/10 |
2/20/12 |
665 |
 |
 |
 |
Actelion |
100 |
2,123 |
|
31.905 |
28.954 |
35.157 |
3.252 |
10 |
74,643 |
5 |
|
long |
2/20/12 |
4/23/12 |
63 |
 |
 |
 |
Sonova |
100 |
875 |
|
85.291 |
82.016 |
|
-3.276 |
-4 |
71,776 |
-20 |
|
short |
4/23/12 |
11/26/12 |
217 |
 |
 |
 |
Lonza |
100 |
2,080 |
|
34.504 |
36.099 |
32.909 |
-1.595 |
-5 |
68,460 |
-8 |
|
long |
11/26/12 |
6/24/13 |
210 |
 |
 |
 |
Swiss Life |
100 |
656 |
|
104.219 |
120.698 |
|
16.480 |
16 |
79,270 |
29 |
|
short |
6/24/13 |
7/08/13 |
14 |
 |
 |
 |
Kühne & Nagel |
100 |
976 |
|
81.145 |
90.725 |
71.565 |
-9.580 |
-12 |
69,920 |
-96 |
|
long |
7/08/13 |
8/12/13 |
35 |
 |
 |
 |
Lonza |
100 |
1,161 |
|
60.201 |
56.494 |
|
-3.706 |
-6 |
65,617 |
-48 |
|
short |
8/12/13 |
1/06/14 |
147 |
 |
 |
 |
Transocean |
100 |
1,834 |
|
35.773 |
35.776 |
35.770 |
-0.003 |
0 |
65,610 |
0 |
|
long |
1/06/14 |
1/27/14 |
21 |
 |
 |
 |
Vifor Pharma |
100 |
886 |
|
74.020 |
69.103 |
|
-4.917 |
-7 |
61,254 |
-70 |
|
short |
1/27/14 |
8/03/15 |
553 |
 |
 |
 |
Transocean |
100 |
1,872 |
|
32.708 |
11.964 |
89.417 |
56.709 |
173 |
167,414 |
94 |
|
long |
8/03/15 |
8/24/15 |
21 |
 |
 |
 |
Vifor Pharma |
100 |
1,576 |
|
106.171 |
107.513 |
|
1.342 |
1 |
169,530 |
24 |
|
short |
8/24/15 |
1/09/17 |
504 |
 |
 |
 |
Aryzta |
100 |
18,087 |
|
9.373 |
8.993 |
9.769 |
0.396 |
4 |
176,694 |
3 |
|
long |
1/09/17 |
1/16/17 |
7 |
 |
 |
 |
Actelion |
100 |
832 |
|
212.189 |
215.232 |
|
3.043 |
1 |
179,226 |
110 |
|
short |
1/16/17 |
5/08/17 |
112 |
 |
 |
 |
Vifor Pharma |
100 |
1,691 |
|
105.936 |
106.190 |
105.683 |
-0.254 |
0 |
178,797 |
-1 |
|
long |
5/08/17 |
9/04/17 |
119 |
 |
 |
 |
Sika |
100 |
1,786 |
|
100.107 |
100.456 |
|
0.349 |
0 |
179,420 |
1 |
|
short |
9/04/17 |
6/24/19 |
658 |
 |
 |
 |
Aryzta |
100 |
31,399 |
|
5.714 |
1.007 |
32.422 |
26.708 |
467 |
1,018,020 |
162 |
|
long |
6/24/19 |
8/05/19 |
42 |
 |
 |
 |
Novartis |
100 |
12,504 |
|
81.415 |
81.590 |
|
0.175 |
0 |
1,020,204 |
2 |
|
short |
8/05/19 |
11/25/19 |
112 |
 |
 |
 |
UBS |
100 |
103,450 |
|
9.862 |
11.203 |
8.521 |
-1.341 |
-14 |
881,495 |
-38 |
|
long |
11/25/19 |
2/03/20 |
70 |
 |
 |
 |
ams-OSRAM |
100 |
21,114 |
|
41.748 |
36.607 |
|
-5.141 |
-12 |
772,949 |
-50 |
|
short |
2/03/20 |
9/28/20 |
238 |
 |
 |
 |
Swatch |
100 |
3,368 |
|
229.446 |
200.720 |
262.284 |
32.837 |
14 |
883,545 |
23 |
|
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 |
13,924 |
|
63.455 |
72.948 |
|
9.493 |
15 |
1,015,727 |
516 |
|
short |
10/26/20 |
5/17/21 |
203 |
 |
 |
 |
Temenos |
100 |
10,775 |
|
94.263 |
120.633 |
67.893 |
-26.370 |
-28 |
731,591 |
-45 |
|
long |
5/17/21 |
8/02/21 |
77 |
 |
 |
 |
Kühne & Nagel |
100 |
2,799 |
|
261.334 |
284.829 |
|
23.495 |
9 |
797,353 |
50 |
|
short |
8/02/21 |
6/12/23 |
679 |
 |
 |
 |
Credit Suisse |
100 |
91,754 |
|
8.690 |
0.835 |
90.443 |
81.753 |
941 |
8,298,539 |
252 |
|
6/12/23 |
7/24/23 |
42 |
|
- cash - |
|
7/24/23 |
9/29/23 |
67 |
 |
 |
 |
ams-OSRAM |
100 |
1,248,989 |
|
6.644 |
4.469 |
9.877 |
3.233 |
49 |
12,336,396 |
767 |
|
accum | 6/05/06 |
9/29/23 | 6284 |
days out of 6480 invested (97%) |
123,264 |
12,336,396 |
51 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Credit Suisse | short | 8/02/21 | 6/12/23 | 679 | 8.69 | 0.83 | 90.44 | 81.75 | 940.77 | | | 940.77 |
Aryzta | short | 8/24/15 | 1/09/17 | 504 | 9.37 | 8.99 | 9.77 | 0.40 | 4.23 | | | |
| short | 9/04/17 | 6/24/19 | 658 | 5.71 | 1.01 | 32.42 | 26.71 | 467.40 | | | 491.38 |
Transocean | short | 8/12/13 | 1/06/14 | 147 | 35.77 | 35.78 | 35.77 | -0.00 | -0.01 | | | |
| short | 1/27/14 | 8/03/15 | 553 | 32.71 | 11.96 | 89.42 | 56.71 | 173.38 | | | 173.36 |
UBS | short | 7/30/07 | 9/07/09 | 770 | 39.88 | 12.72 | 125.06 | 85.18 | 213.61 | | | |
| short | 8/05/19 | 11/25/19 | 112 | 9.86 | 11.20 | 8.52 | -1.34 | -13.60 | | | 170.97 |
Actelion | long | 10/30/06 | 11/20/06 | 21 | 25.71 | 26.94 | | 1.24 | 4.81 | | | |
| long | 12/04/06 | 7/30/07 | 238 | 27.40 | 38.21 | | 10.81 | 39.47 | | | |
| short | 4/26/10 | 2/20/12 | 665 | 31.91 | 28.95 | 35.16 | 3.25 | 10.19 | | | |
| long | 1/09/17 | 1/16/17 | 7 | 212.19 | 215.23 | | 3.04 | 1.43 | | | 63.38 |
Sonova | long | 9/07/09 | 4/26/10 | 231 | 67.14 | 94.95 | | 27.81 | 41.42 | | | |
| long | 2/20/12 | 4/23/12 | 63 | 85.29 | 82.02 | | -3.28 | -3.84 | | | 35.99 |
ams-OSRAM | long | 11/25/19 | 2/03/20 | 70 | 41.75 | 36.61 | | -5.14 | -12.31 | | | |
| short | 7/24/23 | 9/29/23 | 67 | 6.64 | 4.47 | 9.88 | 3.23 | 48.66 | | | 30.35 |
Swiss Life | long | 11/26/12 | 6/24/13 | 210 | 104.22 | 120.70 | | 16.48 | 15.81 | | | 15.81 |
Logitech | long | 9/28/20 | 10/26/20 | 28 | 63.45 | 72.95 | | 9.49 | 14.96 | | | 14.96 |
Swatch | short | 2/03/20 | 9/28/20 | 238 | 229.45 | 200.72 | 262.28 | 32.84 | 14.31 | | | 14.31 |
Clariant | short | 6/05/06 | 10/30/06 | 147 | 10.38 | 10.42 | 10.33 | -0.05 | -0.43 | | | |
| short | 11/20/06 | 12/04/06 | 14 | 10.39 | 9.89 | 10.91 | 0.52 | 5.05 | | | 4.59 |
Sika | long | 5/08/17 | 9/04/17 | 119 | 100.11 | 100.46 | | 0.35 | 0.35 | | | 0.35 |
Novartis | long | 6/24/19 | 8/05/19 | 42 | 81.41 | 81.59 | | 0.17 | 0.21 | | | 0.21 |
Kühne & Nagel | short | 6/24/13 | 7/08/13 | 14 | 81.15 | 90.73 | 71.56 | -9.58 | -11.81 | | | |
| long | 5/17/21 | 8/02/21 | 77 | 261.33 | 284.83 | | 23.50 | 8.99 | | | -3.88 |
Vifor Pharma | long | 1/06/14 | 1/27/14 | 21 | 74.02 | 69.10 | | -4.92 | -6.64 | | | |
| long | 8/03/15 | 8/24/15 | 21 | 106.17 | 107.51 | | 1.34 | 1.26 | | | |
| short | 1/16/17 | 5/08/17 | 112 | 105.94 | 106.19 | 105.68 | -0.25 | -0.24 | | | -5.69 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Lonza | short | 4/23/12 | 11/26/12 | 217 | 34.50 | 36.10 | 32.91 | -1.59 | -4.62 | | | |
| long | 7/08/13 | 8/12/13 | 35 | 60.20 | 56.49 | | -3.71 | -6.16 | | | -10.49 |
Temenos | short | 10/26/20 | 5/17/21 | 203 | 94.26 | 120.63 | 67.89 | -26.37 | -27.97 | | | -27.97 |
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 |
|
|