| |
| |
Assessment - Swiss Market Index - 3/25/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
SMI® PR |
11,730.400 |
16:55 |
0.21 |
11,637.000 |
0.80 |
11,014.300 |
622.700 |
5.65 |
|
4.55 |
| | |
|
|
|
L |
|
UBS |
27.740 |
16:30 |
-1.81 |
28.350 |
-2.15 |
23.090 |
5.260 |
22.78 |
|
33.28 |
| | |
|
|
|
L |
|
Holcim |
81.660 |
16:30 |
0.99 |
80.800 |
1.06 |
58.880 |
21.920 |
37.23 |
|
32.24 |
| | |
|
|
|
L |
|
Givaudan |
4,016.000 |
16:30 |
0.02 |
4,066.000 |
-1.23 |
2,938.000 |
1,128.000 |
38.39 |
|
29.61 |
| | |
|
|
|
L |
|
Partners |
1,288.000 |
16:30 |
0.47 |
1,281.500 |
0.51 |
1,020.000 |
261.500 |
25.64 |
|
29.19 |
| | |
|
|
|
|
|
Logitech |
80.760 |
16:30 |
1.28 |
81.900 |
-1.39 |
62.520 |
19.380 |
31.00 |
|
28.84 |
| | |
|
|
|
L |
|
Swiss Re |
115.950 |
16:30 |
-0.69 |
115.400 |
0.48 |
94.680 |
20.720 |
21.88 |
|
22.46 |
| | |
|
|
|
L |
|
ABB |
41.890 |
16:30 |
-0.33 |
41.810 |
0.19 |
32.470 |
9.340 |
28.77 |
|
22.03 |
| | |
|
|
|
L |
|
Lonza |
540.200 |
16:30 |
0.90 |
526.000 |
2.70 |
432.100 |
93.900 |
21.73 |
|
18.60 |
| | |
|
|
|
L |
|
Zurich Insurance |
486.300 |
16:30 |
0.27 |
485.200 |
0.23 |
423.500 |
61.700 |
14.57 |
|
12.41 |
| | |
|
|
|
L |
|
Geberit |
533.000 |
16:30 |
0.04 |
529.800 |
0.60 |
451.100 |
78.700 |
17.45 |
|
9.75 |
| | |
|
|
|
|
|
Swiss Life |
632.200 |
16:30 |
0.13 |
624.400 |
1.25 |
571.800 |
52.600 |
9.20 |
|
9.67 |
| | |
|
|
|
L |
|
Sika |
268.600 |
16:30 |
0.56 |
267.700 |
0.34 |
232.600 |
35.100 |
15.09 |
|
8.92 |
| | |
|
|
|
L |
|
Alcon |
74.740 |
16:30 |
-0.64 |
74.760 |
-0.03 |
71.100 |
3.660 |
5.15 |
|
8.80 |
| | |
|
|
|
L |
|
Richemont |
137.500 |
16:30 |
0.73 |
134.750 |
2.04 |
114.250 |
20.500 |
17.94 |
|
5.27 |
| | |
|
|
|
|
|
Sonova |
261.100 |
16:30 |
-0.72 |
256.900 |
1.63 |
218.700 |
38.200 |
17.47 |
|
3.32 |
| | |
|
|
|
L |
|
Swisscom |
551.400 |
16:30 |
-0.68 |
538.000 |
2.49 |
545.200 |
-7.200 |
-1.32 |
|
-0.42 |
| | |
|
|
|
|
|
Novartis |
87.370 |
16:30 |
0.82 |
86.410 |
1.11 |
92.500 |
-6.090 |
-6.58 |
|
-2.45 |
| | |
|
|
|
S |
|
Kühne & Nagel |
251.000 |
16:30 |
0.32 |
244.200 |
2.78 |
266.100 |
-21.900 |
-8.23 |
|
-7.97 |
| | |
|
|
|
S |
|
Nestlé |
95.750 |
16:30 |
-0.26 |
94.750 |
1.06 |
107.140 |
-12.390 |
-11.56 |
|
-8.55 |
| | |
|
|
|
S |
|
Roche |
229.700 |
16:30 |
1.30 |
225.500 |
1.86 |
249.550 |
-24.050 |
-9.64 |
|
-11.78 |
SMI - 20 out of 20 instruments rated - 3/25/24 / 9/25/23 - 15 did rise, Market-Ratio(26) = 75.00 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Market Index * 26 - 60/40 (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 |
7/17/06 |
196 |
|
- cash - |
short |
7/17/06 |
9/04/06 |
49 |
|
|
|
Swiss Re |
100 |
118 |
|
84.150 |
94.650 |
73.650 |
-10.500 |
-12 |
8,761 |
-63 |
|
long |
9/04/06 |
8/06/07 |
336 |
|
|
|
Actelion |
100 |
263 |
|
33.260 |
67.750 |
|
34.490 |
104 |
17,832 |
117 |
|
short |
8/06/07 |
9/03/07 |
28 |
|
|
|
UBS |
100 |
274 |
|
65.050 |
63.150 |
67.007 |
1.957 |
3 |
18,368 |
47 |
|
long |
9/03/07 |
9/10/07 |
7 |
|
|
|
Actelion |
100 |
267 |
|
68.750 |
63.500 |
|
-5.250 |
-8 |
16,966 |
-98 |
|
short |
9/10/07 |
6/01/09 |
630 |
|
|
|
UBS |
100 |
279 |
|
60.750 |
16.270 |
226.832 |
166.082 |
273 |
63,303 |
115 |
|
long |
6/01/09 |
7/06/09 |
35 |
|
|
|
Credit Suisse |
100 |
1,289 |
|
49.100 |
47.620 |
|
-1.480 |
-3 |
61,396 |
-27 |
|
short |
7/06/09 |
7/20/09 |
14 |
|
|
|
Givaudan |
100 |
95 |
|
645.000 |
657.000 |
633.000 |
-12.000 |
-2 |
60,256 |
-39 |
|
long |
7/20/09 |
5/24/10 |
308 |
|
|
|
Credit Suisse |
100 |
1,165 |
|
51.700 |
43.940 |
|
-7.760 |
-15 |
51,215 |
-18 |
|
short |
5/24/10 |
6/21/10 |
28 |
|
|
|
Actelion |
100 |
1,274 |
|
40.200 |
41.760 |
38.640 |
-1.560 |
-4 |
49,228 |
-40 |
|
long |
6/21/10 |
6/28/10 |
7 |
|
|
|
Richemont |
100 |
1,141 |
|
43.110 |
40.630 |
|
-2.480 |
-6 |
46,398 |
-95 |
|
short |
6/28/10 |
8/02/10 |
35 |
|
|
|
Actelion |
100 |
1,131 |
|
41.010 |
43.110 |
38.910 |
-2.100 |
-5 |
44,023 |
-42 |
|
long |
8/02/10 |
8/30/10 |
28 |
|
|
|
Richemont |
100 |
1,065 |
|
41.310 |
39.540 |
|
-1.770 |
-4 |
42,138 |
-43 |
|
short |
8/30/10 |
11/01/10 |
63 |
|
|
|
Holcim |
100 |
685 |
|
61.450 |
63.050 |
59.850 |
-1.600 |
-3 |
41,042 |
-14 |
|
long |
11/01/10 |
5/23/11 |
203 |
|
|
|
Richemont |
100 |
828 |
|
49.530 |
53.850 |
|
4.320 |
9 |
44,619 |
16 |
|
short |
5/23/11 |
1/30/12 |
252 |
|
|
|
Credit Suisse |
100 |
1,238 |
|
36.030 |
23.760 |
54.636 |
18.606 |
52 |
67,654 |
83 |
|
long |
1/30/12 |
10/20/14 |
994 |
|
|
|
Roche |
100 |
435 |
|
155.300 |
268.600 |
|
113.300 |
73 |
116,939 |
22 |
|
short |
10/20/14 |
1/12/15 |
84 |
|
|
|
Transocean |
100 |
4,308 |
|
27.140 |
15.590 |
47.247 |
20.107 |
74 |
203,560 |
1,012 |
|
long |
1/12/15 |
1/19/15 |
7 |
|
|
|
Givaudan |
100 |
105 |
|
1,925.000 |
1,636.000 |
|
-289.000 |
-15 |
173,215 |
-100 |
|
short |
1/19/15 |
3/02/15 |
42 |
|
|
|
Transocean |
100 |
12,736 |
|
13.600 |
15.200 |
12.000 |
-1.600 |
-12 |
152,837 |
-66 |
|
long |
3/02/15 |
6/29/15 |
119 |
|
|
|
Givaudan |
100 |
82 |
|
1,850.000 |
1,626.000 |
|
-224.000 |
-12 |
134,469 |
-33 |
|
short |
6/29/15 |
7/20/15 |
21 |
|
|
|
Transocean |
100 |
8,731 |
|
15.400 |
13.000 |
18.243 |
2.843 |
18 |
159,292 |
1,800 |
|
long |
7/20/15 |
8/24/15 |
35 |
|
|
|
Actelion |
100 |
1,094 |
|
145.500 |
124.500 |
|
-21.000 |
-14 |
136,318 |
-80 |
|
short |
8/24/15 |
8/15/16 |
357 |
|
|
|
Holcim |
100 |
2,320 |
|
58.750 |
51.600 |
66.891 |
8.141 |
14 |
155,205 |
14 |
|
long |
8/15/16 |
6/18/18 |
672 |
|
|
|
Geberit |
100 |
386 |
|
401.700 |
435.600 |
|
33.900 |
8 |
168,290 |
4 |
|
short |
6/18/18 |
4/15/19 |
301 |
|
|
|
Adecco |
100 |
2,795 |
|
60.200 |
58.600 |
61.844 |
1.644 |
3 |
172,884 |
3 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
4/15/19 |
3/09/20 |
329 |
|
|
|
Swiss Life |
100 |
373 |
|
462.500 |
395.800 |
|
-66.700 |
-14 |
148,005 |
-16 |
|
short |
3/09/20 |
9/07/20 |
182 |
|
|
|
Credit Suisse |
100 |
17,059 |
|
8.676 |
10.025 |
7.327 |
-1.349 |
-16 |
124,992 |
-29 |
|
long |
9/07/20 |
2/07/22 |
518 |
|
|
|
Lonza |
100 |
225 |
|
553.800 |
622.600 |
|
68.800 |
12 |
140,472 |
9 |
|
short |
2/07/22 |
4/04/22 |
56 |
|
|
|
Givaudan |
100 |
38 |
|
3,695.000 |
3,858.000 |
3,532.000 |
-163.000 |
-4 |
134,278 |
-25 |
|
long |
4/04/22 |
5/02/22 |
28 |
|
|
|
Swiss Life |
100 |
223 |
|
602.000 |
559.400 |
|
-42.600 |
-7 |
124,779 |
-62 |
|
short |
5/02/22 |
1/09/23 |
252 |
|
|
|
Partners |
100 |
122 |
|
1,021.500 |
867.600 |
1,202.700 |
181.200 |
18 |
146,885 |
27 |
|
long |
1/09/23 |
10/02/23 |
266 |
|
|
|
Richemont |
100 |
1,090 |
|
134.750 |
111.300 |
|
-23.450 |
-17 |
121,325 |
-23 |
|
short |
10/02/23 |
12/25/23 |
84 |
|
|
|
Lonza |
100 |
288 |
|
420.500 |
353.600 |
500.057 |
79.557 |
19 |
144,237 |
112 |
|
long |
12/25/23 |
3/28/24 |
94 |
|
|
|
Logitech |
100 |
1,813 |
|
79.520 |
80.760 |
|
1.240 |
2 |
146,485 |
6 |
|
accum | 7/17/06 |
3/28/24 | 6464 |
days out of 6660 invested (97%) |
1,365 |
146,485 |
16 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
UBS | short | 8/06/07 | 9/03/07 | 28 | 65.05 | 63.15 | 67.01 | 1.96 | 3.01 | | | |
| short | 9/10/07 | 6/01/09 | 630 | 60.75 | 16.27 | 226.83 | 166.08 | 273.39 | | | 284.62 |
Transocean | short | 10/20/14 | 1/12/15 | 84 | 27.14 | 15.59 | 47.25 | 20.11 | 74.09 | | | |
| short | 1/19/15 | 3/02/15 | 42 | 13.60 | 15.20 | 12.00 | -1.60 | -11.76 | | | |
| short | 6/29/15 | 7/20/15 | 21 | 15.40 | 13.00 | 18.24 | 2.84 | 18.46 | | | 81.96 |
Roche | long | 1/30/12 | 10/20/14 | 994 | 155.30 | 268.60 | | 113.30 | 72.96 | | | 72.96 |
Actelion | long | 9/04/06 | 8/06/07 | 336 | 33.26 | 67.75 | | 34.49 | 103.70 | | | |
| long | 9/03/07 | 9/10/07 | 7 | 68.75 | 63.50 | | -5.25 | -7.64 | | | |
| short | 5/24/10 | 6/21/10 | 28 | 40.20 | 41.76 | 38.64 | -1.56 | -3.88 | | | |
| short | 6/28/10 | 8/02/10 | 35 | 41.01 | 43.11 | 38.91 | -2.10 | -5.12 | | | |
| long | 7/20/15 | 8/24/15 | 35 | 145.50 | 124.50 | | -21.00 | -14.43 | | | 46.82 |
Lonza | long | 9/07/20 | 2/07/22 | 518 | 553.80 | 622.60 | | 68.80 | 12.42 | | | |
| short | 10/02/23 | 12/25/23 | 84 | 420.50 | 353.60 | 500.06 | 79.56 | 18.92 | | | 33.69 |
Partners | short | 5/02/22 | 1/09/23 | 252 | 1,021.50 | 867.60 | 1,202.70 | 181.20 | 17.74 | | | 17.74 |
Holcim | short | 8/30/10 | 11/01/10 | 63 | 61.45 | 63.05 | 59.85 | -1.60 | -2.60 | | | |
| short | 8/24/15 | 8/15/16 | 357 | 58.75 | 51.60 | 66.89 | 8.14 | 13.86 | | | 10.89 |
Geberit | long | 8/15/16 | 6/18/18 | 672 | 401.70 | 435.60 | | 33.90 | 8.44 | | | 8.44 |
Credit Suisse | long | 6/01/09 | 7/06/09 | 35 | 49.10 | 47.62 | | -1.48 | -3.01 | | | |
| long | 7/20/09 | 5/24/10 | 308 | 51.70 | 43.94 | | -7.76 | -15.01 | | | |
| short | 5/23/11 | 1/30/12 | 252 | 36.03 | 23.76 | 54.64 | 18.61 | 51.64 | | | |
| short | 3/09/20 | 9/07/20 | 182 | 8.68 | 10.03 | 7.33 | -1.35 | -15.55 | | | 5.56 |
Adecco | short | 6/18/18 | 4/15/19 | 301 | 60.20 | 58.60 | 61.84 | 1.64 | 2.73 | | | 2.73 |
Logitech | long | 12/25/23 | 3/28/24 | 94 | 79.52 | 80.76 | | 1.24 | 1.56 | | | 1.56 |
Swiss Re | short | 7/17/06 | 9/04/06 | 49 | 84.15 | 94.65 | 73.65 | -10.50 | -12.48 | | | -12.48 |
Richemont | long | 6/21/10 | 6/28/10 | 7 | 43.11 | 40.63 | | -2.48 | -5.75 | | | |
| long | 8/02/10 | 8/30/10 | 28 | 41.31 | 39.54 | | -1.77 | -4.28 | | | |
| long | 11/01/10 | 5/23/11 | 203 | 49.53 | 53.85 | | 4.32 | 8.72 | | | |
| long | 1/09/23 | 10/02/23 | 266 | 134.75 | 111.30 | | -23.45 | -17.40 | | | -18.99 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Swiss Life | long | 4/15/19 | 3/09/20 | 329 | 462.50 | 395.80 | | -66.70 | -14.42 | | | |
| long | 4/04/22 | 5/02/22 | 28 | 602.00 | 559.40 | | -42.60 | -7.08 | | | -20.48 |
Givaudan | short | 7/06/09 | 7/20/09 | 14 | 645.00 | 657.00 | 633.00 | -12.00 | -1.86 | | | |
| long | 1/12/15 | 1/19/15 | 7 | 1,925.00 | 1,636.00 | | -289.00 | -15.01 | | | |
| long | 3/02/15 | 6/29/15 | 119 | 1,850.00 | 1,626.00 | | -224.00 | -12.11 | | | |
| short | 2/07/22 | 4/04/22 | 56 | 3,695.00 | 3,858.00 | 3,532.00 | -163.00 | -4.41 | | | -29.93 |
Annotations
6/19/18 | Sika | | | stock split 1:60 (sixty for one) |
5/15/17 | SMI | | | Sika replaces Syngenta (acquired by ChemChina) |
5/03/17 | SMI | | | Lonza replaces Actelion (acquired by Johnson & Johnson) |
4/05/16 | SMI | | | Transocean was replaced by Swiss Life |
9/10/15 | SMI | | | complete analysis |
|
|