Share-o-matic - Assessment SMI (Swiss Market Index)

Assessment - Swiss Market Index in Dollar - 25/11/19 - RS = 41

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	25/11/19	Δwk	11/02/19	prc diff	⇓ Δ41	⇓∅-RS
	L	SMI® PR	11,915.802	12/08/24	0.07	10,505.720		9,200.345	1,305.375	14.19	9.66
	L	ABB	45.671	12/08/24	0.55	21.938		19.681	2.257	11.47	12.83
		UBS	24.938	12/08/24	0.44	12.334		12.931	-0.598	-4.62	2.18
	L	Logitech	75.547	12/08/24	1.95	43.383		37.032	6.351	17.15	14.24
	L	Richemont	128.655	12/08/24	1.22	76.791		71.933	4.858	6.75	3.78
		Lonza	546.932	12/08/24	-1.80	338.596		291.078	47.518	16.32	7.76
		Kühne & Nagel	254.700	12/08/24	0.40	164.983		137.774	27.209	19.75	16.88
		Holcim	76.550	12/08/24	-0.34	52.104		47.703	4.401	9.23	8.00
		Sika	248.277	12/08/24	0.04	175.119		129.711	45.408	35.01	20.83
	L	Givaudan	4,151.669	12/08/24	-1.12	2,935.372		2,441.912	493.459	20.21	12.84
	L	Alcon	79.842	12/08/24	-1.12	56.660					-na-
		Partners	1,138.523	12/08/24	0.93	818.893		700.818	118.076	16.85	12.18
		Swiss Life	654.513	12/08/24	0.62	496.354		413.224	83.130	20.12	10.18
	L	Sonova	279.086	12/08/24	-1.52	224.694		188.494	36.200	19.20	10.65
	L	Zurich Insurance	466.348	12/08/24	0.85	394.895		320.644	74.251	23.16	17.00
	L	Novartis	97.083	12/08/24	0.16	91.162		74.731	16.431	21.99	11.62
		Swisscom	526.862	12/08/24	0.48	519.435		445.477	73.958	16.60	7.22
		Swiss Re	104.369	12/08/24	0.10	106.276		96.681	9.594	9.92	8.49
	L	Geberit	524.654	12/08/24	-0.72	535.291		393.015	142.276	36.20	23.41
	L	Roche	278.785	12/08/24	0.25	306.633		271.318	35.315	13.02	12.90
	L	Nestlé	88.954	12/08/24	-0.40	104.590		88.697	15.892	17.92	8.07
SMI - 19 out of 20 instruments rated - 25/11/19 / 11/02/19 - 18 did rise, Market-Ratio(41) in USD = 94.74 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

	SMI RS = 41 - B/S = 84/79

3/01/22	scale up chart	1/07/24

Transactions Swiss Market Index in Dollar * A41 - 84/79 (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		9/01/06	7		- cash -
long	9/01/06	30/07/07	567		ABB	100	910	10.984	23.670		12.686	115	21,544	64
short	30/07/07	10/08/09	742		UBS	100	396	54.374	15.079	196.079	141.704	261	77,659	88
long	10/08/09	17/08/09	7		Credit Suisse	100	1,588	48.890	47.760		-1.130	-2	75,865	-70
short	17/08/09	7/09/09	21		Givaudan	100	112	676.286	717.755	634.817	-41.469	-6	71,220	-67
long	7/09/09	21/09/09	14		Swiss Re	100	1,615	44.074	44.404		0.330	1	71,753	21
short	21/09/09	12/10/09	21		Novartis	100	1,771	40.509	42.138	38.880	-1.629	-4	68,868	-51
long	12/10/09	19/10/09	7		Swiss Re	100	1,447	47.568	46.495		-1.073	-2	67,315	-70
short	19/10/09	9/11/09	21		Roche	100	417	161.366	160.073	162.670	1.304	1	67,859	15
long	9/11/09	17/05/10	189		Swatch	100	269	251.810	281.256		29.446	12	75,780	24
short	17/05/10	21/02/11	280		Actelion	100	2,114	35.832	55.328	16.335	-19.497	-54	34,564	-64
long	21/02/11	28/02/11	7		Richemont	100	592	58.293	57.246		-1.047	-2	33,944	-61
short	28/02/11	7/03/11	7		Roche	100	224	150.896	142.854	159.392	8.495	6	35,847	1,639
long	7/03/11	14/03/11	7		Richemont	100	606	59.153	54.977		-4.176	-7	33,317	-98
short	14/03/11	2/05/11	49		Roche	100	236	140.724	163.994	117.454	-23.270	-17	27,825	-74
long	2/05/11	9/05/11	7		Richemont	100	429	64.777	61.440		-3.337	-5	26,393	-94
short	9/05/11	21/05/12	378		Credit Suisse	100	627	42.086	19.927	88.885	46.799	111	55,736	106
long	21/05/12	28/05/12	7		Richemont	100	908	61.356	60.255		-1.101	-2	54,736	-61
short	28/05/12	4/06/12	7		Credit Suisse	100	2,775	19.720	19.006	20.461	0.741	4	56,792	584
long	4/06/12	11/06/12	7		Swiss Re	100	1,045	54.339	57.797		3.458	6	60,406	2,394
short	11/06/12	18/06/12	7		Credit Suisse	100	2,995	20.164	18.356	22.149	1.985	10	66,352	13,290
long	18/06/12	19/11/12	154		Swiss Re	100	1,125	58.942	69.908		10.966	19	78,689	50
short	19/11/12	17/12/12	28		Julius Bär	100	2,364	33.283	35.969	30.596	-2.686	-8	72,338	-67
long	17/12/12	14/10/13	301		Richemont	100	916	78.890	100.583		21.693	27	92,209	34
short	14/10/13	31/03/14	168		Transocean	100	2,062	44.711	41.183	48.541	3.830	9	100,106	20
long	31/03/14	5/05/14	35		Actelion	100	1,057	94.647	99.579		4.932	5	105,320	70
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/05/14	3/08/15	455		Transocean	100	2,439	43.181	13.104	142.290	99.109	230	347,047	160
long	3/08/15	17/08/15	14		UBS	100	15,015	23.113	22.246		-0.867	-4	334,025	-63
short	17/08/15	2/11/15	77		Transocean	100	24,389	13.695	15.967	11.423	-2.272	-17	278,614	-58
long	2/11/15	16/11/15	14		Actelion	100	1,967	141.639	137.165		-4.474	-3	269,814	-57
short	16/11/15	9/01/17	420		Holcim	100	4,998	53.975	52.865	55.108	1.133	2	275,476	2
long	9/01/17	23/01/17	14		Actelion	100	1,227	224.369	231.525		7.156	3	284,257	127
short	23/01/17	20/02/17	28		Swisscom	100	644	440.961	449.564	432.358	-8.603	-2	278,717	-23
long	20/02/17	13/03/17	21		Actelion	100	1,037	268.605	274.391		5.787	2	284,717	45
short	13/03/17	27/03/17	14		Givaudan	100	157	1,809.750	1,822.846	1,796.655	-13.096	-1	282,661	-17
long	27/03/17	24/04/17	28		Actelion	100	1,020	277.081	281.544		4.463	2	287,214	23
short	24/04/17	8/05/17	14		Swisscom	100	653	439.240	454.632	423.848	-15.392	-4	277,163	-61
long	8/05/17	12/02/18	280		Sika	100	2,534	109.367	133.172		23.805	22	337,485	29
short	12/02/18	9/09/19	574		Roche	100	1,446	233.265	274.160	192.370	-40.895	-18	278,350	-12
long	9/09/19	3/02/20	147		Nestlé	100	2,490	111.783	110.762		-1.021	-1	275,809	-2
short	3/02/20	17/02/20	14		Swatch	100	1,086	253.868	257.743	249.994	-3.874	-2	271,601	-33
long	17/02/20	2/03/20	14		Lonza	100	639	424.950	408.973		-15.977	-4	261,392	-63
short	2/03/20	21/12/20	294		Swatch	100	1,138	229.623	263.623	195.622	-34.001	-15	222,699	-18
long	21/12/20	25/10/21	308		Richemont	100	2,532	87.935	121.963		34.029	39	308,860	47
short	25/10/21	8/11/21	14		Holcim	100	6,265	49.297	51.783	46.810	-2.487	-5	293,279	-74
long	8/11/21	13/12/21	35		Partners	100	162	1,808.806	1,604.972		-203.834	-11	260,258	-71
short	13/12/21	3/01/22	21		Credit Suisse	100	27,691	9.399	9.895	8.902	-0.497	-5	246,506	-61
long	3/01/22	24/01/22	21		Richemont	100	1,643	150.019	140.068		-9.951	-7	230,156	-70
short	24/01/22	12/06/23	504		Credit Suisse	100	25,384	9.067	0.898	91.575	82.508	910	2,324,538	434
12/06/23		10/07/23	28		- cash -
long	10/07/23	14/08/23	35		Richemont	100	14,296	162.595	147.655		-14.940	-9	2,110,959	-63
short	14/08/23	12/08/24	364		Roche	100	6,987	302.097	307.427	296.768	-5.330	-2	2,073,720	-2
accum	9/01/06	12/08/24	7471	days out of 7506 invested (100%)							20,637		2,073,720	30

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Credit Suisse	long	10/08/09	17/08/09	7	48.89	47.76		-1.13	-2.31
	short	9/05/11	21/05/12	378	42.09	19.93	88.89	46.80	111.20
	short	28/05/12	4/06/12	7	19.72	19.01	20.46	0.74	3.76
	short	11/06/12	18/06/12	7	20.16	18.36	22.15	1.99	9.85
	short	13/12/21	3/01/22	21	9.40	9.90	8.90	-0.50	-5.28
	short	24/01/22	12/06/23	504	9.07	0.90	91.57	82.51	909.99	2,149.48
UBS	short	30/07/07	10/08/09	742	54.37	15.08	196.08	141.70	260.61
	long	3/08/15	17/08/15	14	23.11	22.25		-0.87	-3.75	247.08
Transocean	short	14/10/13	31/03/14	168	44.71	41.18	48.54	3.83	8.57
	short	5/05/14	3/08/15	455	43.18	13.10	142.29	99.11	229.52
	short	17/08/15	2/11/15	77	13.70	15.97	11.42	-2.27	-16.59	198.40
ABB	long	9/01/06	30/07/07	567	10.98	23.67		12.69	115.49	115.49
Richemont	long	21/02/11	28/02/11	7	58.29	57.25		-1.05	-1.80
	long	7/03/11	14/03/11	7	59.15	54.98		-4.18	-7.06
	long	2/05/11	9/05/11	7	64.78	61.44		-3.34	-5.15
	long	21/05/12	28/05/12	7	61.36	60.25		-1.10	-1.79
	long	17/12/12	14/10/13	301	78.89	100.58		21.69	27.50
	long	21/12/20	25/10/21	308	87.93	121.96		34.03	38.70
	long	3/01/22	24/01/22	21	150.02	140.07		-9.95	-6.63
	long	10/07/23	14/08/23	35	162.60	147.66		-14.94	-9.19	27.47
Swiss Re	long	7/09/09	21/09/09	14	44.07	44.40		0.33	0.75
	long	12/10/09	19/10/09	7	47.57	46.49		-1.07	-2.26
	long	4/06/12	11/06/12	7	54.34	57.80		3.46	6.36
	long	18/06/12	19/11/12	154	58.94	69.91		10.97	18.60	24.23
Sika	long	8/05/17	12/02/18	280	109.37	133.17		23.81	21.77	21.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Nestlé	long	9/09/19	3/02/20	147	111.78	110.76		-1.02	-0.91	-0.91
Holcim	short	16/11/15	9/01/17	420	53.97	52.87	55.11	1.13	2.10
	short	25/10/21	8/11/21	14	49.30	51.78	46.81	-2.49	-5.04	-3.05
Lonza	long	17/02/20	2/03/20	14	424.95	408.97		-15.98	-3.76	-3.76
Novartis	short	21/09/09	12/10/09	21	40.51	42.14	38.88	-1.63	-4.02	-4.02
Swisscom	short	23/01/17	20/02/17	28	440.96	449.56	432.36	-8.60	-1.95
	short	24/04/17	8/05/17	14	439.24	454.63	423.85	-15.39	-3.50	-5.39
Swatch	long	9/11/09	17/05/10	189	251.81	281.26		29.45	11.69
	short	3/02/20	17/02/20	14	253.87	257.74	249.99	-3.87	-1.53
	short	2/03/20	21/12/20	294	229.62	263.62	195.62	-34.00	-14.81	-6.30
Givaudan	short	17/08/09	7/09/09	21	676.29	717.75	634.82	-41.47	-6.13
	short	13/03/17	27/03/17	14	1,809.75	1,822.85	1,796.65	-13.10	-0.72	-6.81
Julius Bär	short	19/11/12	17/12/12	28	33.28	35.97	30.60	-2.69	-8.07	-8.07
Partners	long	8/11/21	13/12/21	35	1,808.81	1,604.97		-203.83	-11.27	-11.27
Roche	short	19/10/09	9/11/09	21	161.37	160.07	162.67	1.30	0.81
	short	28/02/11	7/03/11	7	150.90	142.85	159.39	8.50	5.63
	short	14/03/11	2/05/11	49	140.72	163.99	117.45	-23.27	-16.54
	short	12/02/18	9/09/19	574	233.26	274.16	192.37	-40.90	-17.53
	short	14/08/23	12/08/24	364	302.10	307.43	296.77	-5.33	-1.76	-28.00
Actelion	short	17/05/10	21/02/11	280	35.83	55.33	16.34	-19.50	-54.41
	long	31/03/14	5/05/14	35	94.65	99.58		4.93	5.21
	long	2/11/15	16/11/15	14	141.64	137.17		-4.47	-3.16
	long	9/01/17	23/01/17	14	224.37	231.52		7.16	3.19
	long	20/02/17	13/03/17	21	268.60	274.39		5.79	2.15
	long	27/03/17	24/04/17	28	277.08	281.54		4.46	1.61	-50.25

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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