Share-o-matic - Portfolio

Fri, Nov 22nd, 2024, 6:57UTC

Assessment - Swiss Leader Index - 12/16/19 - RS = 28

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	12/16/19	⇓ Δwk	6/03/19	prc diff	⇓ Δ28	∅-RS
	L	SLI® PR	1,919.120	8/12	0.02	1,626.980		1,448.350	178.630	12.33	10.10
		VAT	406.600	8/12	-0.34	157.000		107.850	49.150	45.57	37.43
	L	ams-OSRAM	1.001	8/12	-0.20	43.900		32.470	11.430	35.20	25.37
	L	Geberit	522.800	8/12	-0.72	546.800		445.000	101.800	22.88	24.59
		Sika	247.400	8/12	0.04	180.000		150.300	29.700	19.76	22.63
	L	ABB	45.510	8/12	0.55	23.540		18.430	5.110	27.73	21.18
	S	Straumann	112.350	8/12	0.76	94.800		82.740	12.060	14.58	19.11
		Partners	1,134.500	8/12	0.93	874.000		698.000	176.000	25.21	18.82
	L	Julius Bär	47.680	8/12	0.87	49.620		39.110	10.510	26.87	17.90
	L	Logitech	75.280	8/12	1.95	45.000		36.220	8.780	24.24	17.58
	L	Zurich Insurance	464.700	8/12	0.85	397.800		325.500	72.300	22.21	17.00
		Kühne & Nagel	253.800	8/12	0.40	163.650		132.050	31.600	23.93	15.72
		Schindler	226.800	8/12	-0.09	253.200		211.000	42.200	20.00	15.17
	S	Adecco	28.100	8/12	-0.78	62.460		53.960	8.500	15.75	14.98
	L	Givaudan	4,137.000	8/12	-1.12	2,934.000		2,658.000	276.000	10.38	12.33
	L	Roche	277.800	8/12	0.25	304.100		264.200	39.900	15.10	11.53
	L	Novartis	96.740	8/12	0.16	91.530		87.470	4.060	4.64	11.42
		Swiss Re	104.000	8/12	0.10	108.850		95.180	13.670	14.36	10.75
		Holcim	76.280	8/12	-0.34	53.100		48.000	5.100	10.63	9.83
		Lindt PS	10,860.000	8/12	-1.54	7,490.000		6,680.000	810.000	12.13	8.99
		Lonza	545.000	8/12	-1.80	341.400		320.300	21.100	6.59	8.87
		Swiss Life	652.200	8/12	0.62	493.100		455.900	37.200	8.16	8.51
		Swisscom	525.000	8/12	0.48	520.800		483.700	37.100	7.67	7.65
	L	Nestlé	88.640	8/12	-0.40	104.200		101.440	2.760	2.72	7.04
		SGS	91.620	8/12	-0.17	104.760		101.840	2.920	2.87	5.77
		⇓instrument	freshest		⇓ Δday	12/16/19	⇓ Δwk	6/03/19	prc diff	⇓ Δ28	∅-RS
	L	Sonova	278.100	8/12	-1.52	216.300		224.800	-8.500	-3.78	5.01
		UBS	24.850	8/12	0.44	12.300		11.380	0.920	8.08	3.12
	L	Richemont	128.200	8/12	1.22	76.420		74.120	2.300	3.10	3.03
		Temenos	56.800	8/12	1.88	152.550		174.150	-21.600	-12.40	0.44
	S	Swatch	179.950	8/12	-0.17	279.100		251.800	27.300	10.84	-0.70
	L	Alcon	79.560	8/12	-1.12	55.360		58.720	-3.360	-5.72	-na-
SLI - 30 out of 30 instruments rated - 12/16/19 / 6/03/19 - 27 did rise, Market-Ratio(28) = 90.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

	SLI RS = 28 - B/S = 90/77

1/06/20	scale up chart	7/01/24

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-OSRAM	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	5/17/21	203		Temenos	100	14,491	101.050	132.250	69.850	-31.200	-31	1,012,263	-49
long	5/17/21	8/02/21	77		Kühne & Nagel	100	3,533	286.500	306.000		19.500	7	1,081,157	37
short	8/02/21	6/12/23	679		Credit Suisse	100	115,805	9.336	0.817	106.684	97.348	1,043	12,354,554	270
6/12/23		7/24/23	42		- cash -
	7/24/23	8/12/24	385		ams-OSRAM	100	1,934,025	6.388	1.001	40.786	34.398	538	78,881,532	480
accum	6/05/06	8/12/24	6703	days out of 6899 invested (97%)							788,715		78,881,532	63

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	9.34	0.82	106.68	97.35	1,042.72	1,042.72
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
ams-OSRAM	long	11/25/19	2/03/20	70	45.80	39.12		-6.68	-14.59
	short	7/24/23	8/12/24	385	6.39	1.00	40.79	34.40	538.48	445.36
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Kühne & Nagel	short	6/24/13	7/08/13	14	99.50	112.20	86.80	-12.70	-12.76
	long	5/17/21	8/02/21	77	286.50	306.00		19.50	6.81	-6.83
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
Temenos	short	10/26/20	5/17/21	203	101.05	132.25	69.85	-31.20	-30.88	-30.88

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


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