| |
| |
Assessment - Swiss Leader Index - 10/05/21 - RS = 28
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/05/21 |
⇓ Δwk |
26/10/20 |
prc diff |
⇓ Δ28 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
SLI® PR |
1,760.470 |
Fri |
0.08 |
1,804.390 |
|
1,539.920 |
264.470 |
17.17 |
|
11.38 |
| |  |
 |
 |
 |
S |
 |
Kühne & Nagel |
254.100 |
Fri |
1.84 |
280.600 |
|
185.500 |
95.100 |
51.27 |
|
49.99 |
| |  |
 |
 |
 |
S |
 |
Straumann |
116.150 |
Fri |
2.02 |
136.500 |
|
97.860 |
38.640 |
39.48 |
|
40.95 |
| |  |
 |
 |
 |
S |
 |
Partners |
1,000.000 |
Fri |
0.77 |
1,323.000 |
|
836.600 |
486.400 |
58.14 |
|
38.21 |
| |  |
 |
 |
 |
S |
 |
Richemont |
91.760 |
Fri |
-13.11 |
95.480 |
|
61.620 |
33.860 |
54.95 |
|
35.92 |
| |  |
 |
 |
 |
S |
 |
Swatch |
227.700 |
Fri |
-3.19 |
295.300 |
|
203.100 |
92.200 |
45.40 |
|
32.49 |
| |  |
 |
 |
 |
S |
 |
Logitech |
56.960 |
Fri |
-0.21 |
98.380 |
|
78.200 |
20.180 |
25.81 |
|
31.73 |
| |  |
 |
 |
 |
S |
 |
ABB |
28.610 |
Fri |
0.70 |
30.380 |
|
23.500 |
6.880 |
29.28 |
|
25.82 |
| |  |
 |
 |
 |
S |
 |
Sika |
256.700 |
Fri |
0.79 |
278.500 |
|
230.500 |
48.000 |
20.82 |
|
25.37 |
| |  |
 |
 |
 |
S |
 |
Julius Bär |
45.870 |
Fri |
0.26 |
57.760 |
|
43.110 |
14.650 |
33.98 |
|
23.34 |
| |  |
 |
 |
 |
|
 |
Holcim |
46.570 |
Fri |
-0.62 |
55.480 |
|
41.040 |
14.440 |
35.19 |
|
20.54 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
537.800 |
Fri |
0.67 |
462.000 |
|
330.500 |
131.500 |
39.79 |
|
19.89 |
| |  |
 |
 |
 |
S |
 |
Sonova |
323.200 |
Fri |
1.83 |
265.800 |
|
230.100 |
35.700 |
15.51 |
|
18.84 |
| |  |
 |
 |
 |
S |
 |
Adecco |
35.600 |
Fri |
1.22 |
61.500 |
|
49.460 |
12.040 |
24.34 |
|
17.78 |
| |  |
 |
 |
 |
|
 |
UBS |
17.225 |
Fri |
1.03 |
14.080 |
|
11.195 |
2.885 |
25.77 |
|
17.47 |
| |  |
 |
 |
 |
S |
 |
Geberit |
513.400 |
Fri |
0.27 |
622.800 |
|
534.600 |
88.200 |
16.50 |
|
16.99 |
| |  |
 |
 |
 |
S |
 |
Swiss Re |
78.960 |
Fri |
-0.10 |
88.100 |
|
66.520 |
21.580 |
32.44 |
|
13.72 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
432.200 |
Fri |
-0.39 |
387.000 |
|
312.900 |
74.100 |
23.68 |
|
10.58 |
| |  |
 |
 |
 |
S |
 |
SGS |
2,417.000 |
Fri |
1.85 |
2,750.000 |
|
2,369.000 |
381.000 |
16.08 |
|
9.87 |
| |  |
 |
 |
 |
S |
 |
Schindler |
187.200 |
Fri |
1.74 |
260.300 |
|
246.200 |
14.100 |
5.73 |
|
6.69 |
| |  |
 |
 |
 |
|
 |
Clariant |
18.120 |
Fri |
1.80 |
19.550 |
|
16.870 |
2.680 |
15.89 |
|
5.87 |
| |  |
 |
 |
 |
S |
 |
Givaudan |
3,508.000 |
Fri |
0.83 |
3,891.000 |
|
3,845.000 |
46.000 |
1.20 |
|
5.84 |
| |  |
 |
 |
 |
|
 |
Alcon |
70.300 |
Fri |
1.12 |
62.040 |
|
55.860 |
6.180 |
11.06 |
|
5.69 |
| |  |
 |
 |
 |
|
 |
Nestlé |
113.200 |
Fri |
-0.16 |
109.000 |
|
106.780 |
2.220 |
2.08 |
|
4.00 |
| |  |
 |
 |
 |
S |
 |
Lonza |
549.600 |
Fri |
2.96 |
563.600 |
|
574.400 |
-10.800 |
-1.88 |
|
2.56 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/05/21 |
⇓ Δwk |
26/10/20 |
prc diff |
⇓ Δ28 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Temenos |
98.980 |
Fri |
0.53 |
129.950 |
|
101.050 |
28.900 |
28.60 |
|
1.59 |
| |  |
 |
 |
 |
L |
 |
Swisscom |
567.400 |
Fri |
0.78 |
494.800 |
|
471.100 |
23.700 |
5.03 |
|
1.50 |
| |  |
 |
 |
 |
S |
 |
ams |
11.100 |
Fri |
0.27 |
18.110 |
|
20.800 |
-2.690 |
-12.93 |
|
-0.48 |
| |  |
 |
 |
 |
L |
 |
Novartis |
86.700 |
Fri |
1.18 |
79.440 |
|
76.330 |
3.110 |
4.07 |
|
-1.44 |
| |  |
 |
 |
 |
S |
 |
Roche |
319.700 |
Fri |
0.88 |
301.750 |
|
299.700 |
2.050 |
0.68 |
|
-4.71 |
| |  |
 |
 |
 |
S |
 |
Credit Suisse |
6.582 |
Fri |
0.83 |
9.180 |
|
9.700 |
-0.520 |
-5.36 |
|
-11.24 |
SLI - 30 out of 30 instruments rated - 10/05/21 / 26/10/20 - 27 did rise, Market-Ratio(28) = 90.00 % |
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 | |
2/01/06 |
5/06/06 |
154 |
|
- cash - |
short |
5/06/06 |
30/10/06 |
147 |
 |
 |
 |
Clariant |
100 |
617 |
|
16.196 |
16.580 |
15.812 |
-0.384 |
-2 |
9,763 |
-6 |
|
long |
30/10/06 |
20/11/06 |
21 |
 |
 |
 |
Actelion |
100 |
238 |
|
40.900 |
43.000 |
|
2.100 |
5 |
10,263 |
139 |
|
short |
20/11/06 |
4/12/06 |
14 |
 |
 |
 |
Clariant |
100 |
618 |
|
16.580 |
15.740 |
17.465 |
0.885 |
5 |
10,810 |
288 |
|
long |
4/12/06 |
30/07/07 |
238 |
 |
 |
 |
Actelion |
100 |
247 |
|
43.600 |
62.950 |
|
19.350 |
44 |
15,589 |
76 |
|
short |
30/07/07 |
7/09/09 |
770 |
 |
 |
 |
UBS |
100 |
237 |
|
65.700 |
19.280 |
223.884 |
158.184 |
241 |
53,079 |
79 |
|
long |
7/09/09 |
26/04/10 |
231 |
 |
 |
 |
Sonova |
100 |
521 |
|
101.800 |
136.300 |
|
34.500 |
34 |
71,053 |
59 |
|
short |
26/04/10 |
20/02/12 |
665 |
 |
 |
 |
Actelion |
100 |
1,551 |
|
45.800 |
35.000 |
59.933 |
14.133 |
31 |
92,973 |
16 |
|
long |
20/02/12 |
23/04/12 |
63 |
 |
 |
 |
Sonova |
100 |
901 |
|
103.100 |
98.550 |
|
-4.550 |
-4 |
88,873 |
-23 |
|
short |
23/04/12 |
26/11/12 |
217 |
 |
 |
 |
Lonza |
100 |
2,143 |
|
41.460 |
43.470 |
39.450 |
-2.010 |
-5 |
84,566 |
-8 |
|
long |
26/11/12 |
24/06/13 |
210 |
 |
 |
 |
Swiss Life |
100 |
673 |
|
125.500 |
148.000 |
|
22.500 |
18 |
99,708 |
33 |
|
short |
24/06/13 |
8/07/13 |
14 |
 |
 |
 |
Kühne & Nagel |
100 |
1,002 |
|
99.500 |
112.200 |
86.800 |
-12.700 |
-13 |
86,983 |
-97 |
|
long |
8/07/13 |
12/08/13 |
35 |
 |
 |
 |
Lonza |
100 |
1,168 |
|
74.450 |
69.550 |
|
-4.900 |
-7 |
81,260 |
-51 |
|
short |
12/08/13 |
6/01/14 |
147 |
 |
 |
 |
Transocean |
100 |
1,845 |
|
44.040 |
44.080 |
44.000 |
-0.040 |
0 |
81,186 |
0 |
|
long |
6/01/14 |
27/01/14 |
21 |
 |
 |
 |
Vifor Pharma |
100 |
890 |
|
91.200 |
84.700 |
|
-6.500 |
-7 |
75,401 |
-72 |
|
short |
27/01/14 |
3/08/15 |
553 |
 |
 |
 |
Transocean |
100 |
1,880 |
|
40.090 |
12.700 |
126.552 |
86.462 |
216 |
237,949 |
114 |
|
long |
3/08/15 |
24/08/15 |
21 |
 |
 |
 |
Vifor Pharma |
100 |
2,111 |
|
112.700 |
116.200 |
|
3.500 |
3 |
245,338 |
70 |
|
short |
24/08/15 |
9/01/17 |
504 |
 |
 |
 |
Aryzta |
100 |
24,218 |
|
10.130 |
9.650 |
10.634 |
0.504 |
5 |
257,541 |
4 |
|
long |
9/01/17 |
16/01/17 |
7 |
 |
 |
 |
Actelion |
100 |
1,131 |
|
227.700 |
230.600 |
|
2.900 |
1 |
260,821 |
93 |
|
short |
16/01/17 |
8/05/17 |
112 |
 |
 |
 |
Vifor Pharma |
100 |
2,297 |
|
113.500 |
115.800 |
111.200 |
-2.300 |
-2 |
255,538 |
-6 |
|
long |
8/05/17 |
4/09/17 |
119 |
 |
 |
 |
Sika |
100 |
2,340 |
|
109.167 |
114.500 |
|
5.333 |
5 |
268,017 |
16 |
|
short |
4/09/17 |
24/06/19 |
658 |
 |
 |
 |
Aryzta |
100 |
41,151 |
|
6.513 |
1.116 |
38.010 |
31.497 |
484 |
1,564,150 |
166 |
|
long |
24/06/19 |
5/08/19 |
42 |
 |
 |
 |
Novartis |
100 |
17,337 |
|
90.220 |
88.980 |
|
-1.240 |
-1 |
1,542,652 |
-11 |
|
short |
5/08/19 |
25/11/19 |
112 |
 |
 |
 |
UBS |
100 |
143,435 |
|
10.755 |
12.290 |
9.220 |
-1.535 |
-14 |
1,322,480 |
-39 |
|
long |
25/11/19 |
3/02/20 |
70 |
 |
 |
 |
ams |
100 |
28,875 |
|
45.800 |
39.120 |
|
-6.680 |
-15 |
1,129,595 |
-56 |
|
short |
3/02/20 |
28/09/20 |
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 |
28/09/20 |
26/10/20 |
28 |
 |
 |
 |
Logitech |
100 |
18,726 |
|
68.380 |
78.200 |
|
9.820 |
14 |
1,464,383 |
475 |
|
short |
26/10/20 |
17/05/21 |
203 |
 |
 |
 |
Temenos |
100 |
14,491 |
|
101.050 |
132.250 |
69.850 |
-31.200 |
-31 |
1,012,263 |
-49 |
|
long |
17/05/21 |
2/08/21 |
77 |
 |
 |
 |
Kühne & Nagel |
100 |
3,533 |
|
286.500 |
306.000 |
|
19.500 |
7 |
1,081,157 |
37 |
|
short |
2/08/21 |
20/05/22 |
291 |
 |
 |
 |
Credit Suisse |
100 |
115,805 |
|
9.336 |
6.582 |
13.242 |
3.906 |
42 |
1,533,526 |
55 |
|
accum | 5/06/06 |
20/05/22 | 5829 |
days out of 5983 invested (97%) |
15,235 |
1,533,526 |
37 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Aryzta | short | 24/08/15 | 9/01/17 | 504 | 10.13 | 9.65 | 10.63 | 0.50 | 4.97 | | | |
| short | 4/09/17 | 24/06/19 | 658 | 6.51 | 1.12 | 38.01 | 31.50 | 483.60 | | | 512.63 |
Transocean | short | 12/08/13 | 6/01/14 | 147 | 44.04 | 44.08 | 44.00 | -0.04 | -0.09 | | | |
| short | 27/01/14 | 3/08/15 | 553 | 40.09 | 12.70 | 126.55 | 86.46 | 215.67 | | | 215.38 |
UBS | short | 30/07/07 | 7/09/09 | 770 | 65.70 | 19.28 | 223.88 | 158.18 | 240.77 | | | |
| short | 5/08/19 | 25/11/19 | 112 | 10.76 | 12.29 | 9.22 | -1.54 | -14.27 | | | 192.13 |
Actelion | long | 30/10/06 | 20/11/06 | 21 | 40.90 | 43.00 | | 2.10 | 5.13 | | | |
| long | 4/12/06 | 30/07/07 | 238 | 43.60 | 62.95 | | 19.35 | 44.38 | | | |
| short | 26/04/10 | 20/02/12 | 665 | 45.80 | 35.00 | 59.93 | 14.13 | 30.86 | | | |
| long | 9/01/17 | 16/01/17 | 7 | 227.70 | 230.60 | | 2.90 | 1.27 | | | 101.16 |
Credit Suisse | short | 2/08/21 | 20/05/22 | 291 | 9.34 | 6.58 | 13.24 | 3.91 | 41.84 | | | 41.84 |
Sonova | long | 7/09/09 | 26/04/10 | 231 | 101.80 | 136.30 | | 34.50 | 33.89 | | | |
| long | 20/02/12 | 23/04/12 | 63 | 103.10 | 98.55 | | -4.55 | -4.41 | | | 27.98 |
Swiss Life | long | 26/11/12 | 24/06/13 | 210 | 125.50 | 148.00 | | 22.50 | 17.93 | | | 17.93 |
Logitech | long | 28/09/20 | 26/10/20 | 28 | 68.38 | 78.20 | | 9.82 | 14.36 | | | 14.36 |
Swatch | short | 3/02/20 | 28/09/20 | 238 | 245.20 | 216.30 | 277.96 | 32.76 | 13.36 | | | 13.36 |
Sika | long | 8/05/17 | 4/09/17 | 119 | 109.17 | 114.50 | | 5.33 | 4.89 | | | 4.89 |
Clariant | short | 5/06/06 | 30/10/06 | 147 | 16.20 | 16.58 | 15.81 | -0.38 | -2.37 | | | |
| short | 20/11/06 | 4/12/06 | 14 | 16.58 | 15.74 | 17.46 | 0.88 | 5.34 | | | 2.84 |
Novartis | long | 24/06/19 | 5/08/19 | 42 | 90.22 | 88.98 | | -1.24 | -1.37 | | | -1.37 |
Vifor Pharma | long | 6/01/14 | 27/01/14 | 21 | 91.20 | 84.70 | | -6.50 | -7.13 | | | |
| long | 3/08/15 | 24/08/15 | 21 | 112.70 | 116.20 | | 3.50 | 3.11 | | | |
| short | 16/01/17 | 8/05/17 | 112 | 113.50 | 115.80 | 111.20 | -2.30 | -2.03 | | | -6.18 |
Kühne & Nagel | short | 24/06/13 | 8/07/13 | 14 | 99.50 | 112.20 | 86.80 | -12.70 | -12.76 | | | |
| long | 17/05/21 | 2/08/21 | 77 | 286.50 | 306.00 | | 19.50 | 6.81 | | | -6.83 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Lonza | short | 23/04/12 | 26/11/12 | 217 | 41.46 | 43.47 | 39.45 | -2.01 | -4.85 | | | |
| long | 8/07/13 | 12/08/13 | 35 | 74.45 | 69.55 | | -4.90 | -6.58 | | | -11.11 |
ams | long | 25/11/19 | 3/02/20 | 70 | 45.80 | 39.12 | | -6.68 | -14.59 | | | -14.59 |
Temenos | short | 26/10/20 | 17/05/21 | 203 | 101.05 | 132.25 | 69.85 | -31.20 | -30.88 | | | -30.88 |
Annotations
20/04/22 | Straumann | | | stock split 1:10 (ten for one) |
13/11/18 | SLI | | | ams and Temenos replaced Aryzta and Bâloise |
13/08/18 | SLI | | | Logitech replaced Lindt & Sprüngli |
19/06/18 | Sika | | | stock split 1:60 (sixty for one) |
31/05/17 | SLI | | | Lindt & Sprüngli and Partners Group replace Actelion and Syngenta |
5/04/16 | SLI | | | Transocean was replaced by Dufry |
15/09/15 | SLI | | | complete analysis |
|
|