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

Assessment - Swiss Market Index in Dollar - 25/05/20 - RS = 41

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	25/05/20	Δwk	12/08/19	prc diff	⇓ Δ41	⇓∅-RS
	L	SMI® PR	12,232.890	12/08/24	0.07	10,121.741		9,859.005	262.736	2.66	-0.41
		UBS	25.602	12/08/24	0.44	9.930		11.046	-1.116	-10.11	-11.21
	L	ABB	46.887	12/08/24	0.55	19.224		18.281	0.943	5.16	-3.67
	L	Richemont	132.078	12/08/24	1.22	55.118		79.082	-23.964	-30.30	-22.80
		Swiss Life	671.930	12/08/24	0.62	331.947		475.314	-143.368	-30.16	-25.66
		Holcim	78.588	12/08/24	-0.34	39.129		47.264	-8.135	-17.21	-16.34
		Kühne & Nagel	261.478	12/08/24	0.40	143.462		144.710	-1.248	-0.86	-3.88
		Swiss Re	107.146	12/08/24	0.10	64.988		96.994	-32.005	-33.00	-31.42
	L	Zurich Insurance	478.758	12/08/24	0.85	301.760		344.469	-42.709	-12.40	-16.66
		Partners	1,168.820	12/08/24	0.93	793.087		791.438	1.650	0.21	-0.37
		Sika	254.884	12/08/24	0.04	184.879		143.683	41.196	28.67	12.69
	L	Logitech	77.557	12/08/24	1.95	57.838		38.966	18.872	48.43	37.28
	L	Alcon	81.967	12/08/24	-1.12	62.536		58.213	4.324	7.43	9.51
	L	Sonova	286.513	12/08/24	-1.52	218.722		230.468	-11.746	-5.10	-0.18
	L	Givaudan	4,262.148	12/08/24	-1.12	3,532.730		2,635.386	897.344	34.05	19.75
	L	Novartis	99.666	12/08/24	0.16	85.624		91.386	-5.762	-6.31	-3.65
	L	Geberit	538.615	12/08/24	-0.72	481.848		456.930	24.918	5.45	0.37
		Lonza	561.487	12/08/24	-1.80	515.950		335.431	180.518	53.82	41.99
		Swisscom	540.882	12/08/24	0.48	507.605		489.590	18.014	3.68	-1.65
	L	Nestlé	91.321	12/08/24	-0.40	106.961		105.703	1.258	1.19	0.85
	L	Roche	286.204	12/08/24	0.25	359.558		270.728	88.830	32.81	18.85
SMI - 20 out of 20 instruments rated - 25/05/20 / 12/08/19 - 11 did rise, Market-Ratio(41) in USD = 55.00 %
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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