| |
| |
Assessment - Swiss Market Index - 4/22/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
10/23/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
|
|
SMI® PR |
11,370.700 |
Wed |
-0.86 |
11,327.800 |
0.38 |
10,331.900 |
995.900 |
9.64 |
|
1.45 |
| | |
|
|
|
L |
|
ABB |
44.550 |
Wed |
0.18 |
44.080 |
1.07 |
29.890 |
14.190 |
47.47 |
|
25.64 |
| | |
|
|
|
L |
|
Holcim |
79.160 |
Wed |
0.46 |
77.480 |
2.17 |
55.520 |
21.960 |
39.55 |
|
23.81 |
| | |
|
|
|
L |
|
Givaudan |
4,007.000 |
Wed |
0.70 |
3,945.000 |
1.57 |
2,842.000 |
1,103.000 |
38.81 |
|
23.30 |
| | |
|
|
|
|
|
UBS |
25.020 |
Wed |
-2.91 |
25.390 |
-1.46 |
21.240 |
4.150 |
19.54 |
|
15.82 |
| | |
|
|
|
|
|
Partners |
1,195.500 |
Wed |
-1.93 |
1,181.000 |
1.23 |
955.600 |
225.400 |
23.59 |
|
15.34 |
| | |
|
|
|
L |
|
Lonza |
522.800 |
Wed |
-0.68 |
506.800 |
3.16 |
327.600 |
179.200 |
54.70 |
|
14.53 |
| | |
|
|
|
|
|
Logitech |
72.240 |
Wed |
0.84 |
70.980 |
1.78 |
61.900 |
9.080 |
14.67 |
|
7.93 |
| | |
|
|
|
|
|
Swiss Life |
623.000 |
Wed |
-0.64 |
615.800 |
1.17 |
559.200 |
56.600 |
10.12 |
|
7.34 |
| | |
|
|
|
|
|
Alcon |
72.800 |
Wed |
-1.33 |
73.200 |
-0.55 |
64.840 |
8.360 |
12.89 |
|
5.16 |
| | |
|
|
|
L |
|
Sika |
259.500 |
Wed |
0.70 |
257.500 |
0.78 |
215.900 |
41.600 |
19.27 |
|
4.07 |
| | |
|
|
|
|
|
Zurich Insurance |
446.300 |
Wed |
-1.65 |
451.400 |
-1.13 |
417.000 |
34.400 |
8.25 |
|
3.84 |
| | |
|
|
|
|
|
Swiss Re |
100.750 |
Wed |
-1.08 |
99.300 |
1.46 |
95.520 |
3.780 |
3.96 |
|
3.82 |
| | |
|
|
|
|
|
Sonova |
255.200 |
Wed |
|
253.300 |
0.75 |
212.400 |
40.900 |
19.26 |
|
2.15 |
| | |
|
|
|
|
|
Geberit |
489.600 |
Wed |
-0.37 |
485.100 |
0.93 |
419.500 |
65.600 |
15.64 |
|
0.07 |
| | |
|
|
|
|
|
Richemont |
129.250 |
Wed |
-0.08 |
127.200 |
1.61 |
105.800 |
21.400 |
20.23 |
|
-0.18 |
| | |
|
|
|
S |
|
Novartis |
89.120 |
Wed |
0.20 |
87.360 |
2.01 |
84.500 |
2.860 |
3.38 |
|
-1.49 |
| | |
|
|
|
L |
|
Swisscom |
510.500 |
Wed |
-1.07 |
520.000 |
-1.83 |
533.800 |
-13.800 |
-2.59 |
|
-2.93 |
| | |
|
|
|
S |
|
Kühne & Nagel |
240.700 |
Wed |
-0.54 |
254.400 |
-5.39 |
251.800 |
2.600 |
1.03 |
|
-3.76 |
| | |
|
|
|
|
|
Nestlé |
93.980 |
Wed |
-0.30 |
93.840 |
0.15 |
103.080 |
-9.240 |
-8.96 |
|
-8.18 |
| | |
|
|
|
S |
|
Roche |
222.200 |
Wed |
-3.27 |
225.800 |
-1.59 |
237.550 |
-11.750 |
-4.95 |
|
-10.45 |
SMI - 20 out of 20 instruments rated - 4/22/24 / 10/23/23 - 17 did rise, Market-Ratio(26) = 85.00 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Market Index * 26 - 60/40 (2)
|
⇐ |
| |
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 |
50 |
59 |
|
84.150 |
94.650 |
73.650 |
-10.500 |
-12 |
9,381 |
-63 |
|
|
|
|
|
|
|
|
Swisscom |
50 |
12 |
|
391.580 |
411.300 |
371.860 |
-19.720 |
-5 |
9,144 |
-32 |
|
100 |
-9 |
-50 | |
long |
9/04/06 |
8/06/07 |
336 |
|
|
|
Actelion |
50 |
137 |
|
33.260 |
67.750 |
|
34.490 |
104 |
13,869 |
117 |
|
|
|
|
|
|
|
|
Geberit |
50 |
31 |
|
146.200 |
194.000 |
|
47.800 |
33 |
15,351 |
36 |
|
100 |
68 |
76 | |
short |
8/06/07 |
9/03/07 |
28 |
|
|
|
Novartis |
50 |
142 |
|
54.040 |
53.000 |
55.100 |
1.060 |
2 |
15,501 |
29 |
|
|
|
|
|
|
|
|
UBS |
50 |
118 |
|
65.050 |
63.150 |
67.007 |
1.957 |
3 |
15,732 |
47 |
|
100 |
2 |
38 | |
long |
9/03/07 |
9/10/07 |
7 |
|
|
|
ABB |
50 |
266 |
|
29.500 |
26.880 |
|
-2.620 |
-9 |
15,035 |
-99 |
|
|
|
|
|
|
|
|
Actelion |
50 |
114 |
|
68.750 |
63.500 |
|
-5.250 |
-8 |
14,437 |
-98 |
|
100 |
-8 |
-99 | |
short |
9/10/07 |
6/01/09 |
630 |
|
|
|
UBS |
50 |
118 |
|
60.750 |
16.270 |
226.832 |
166.082 |
273 |
34,035 |
115 |
|
|
|
|
|
|
|
|
Geberit |
50 |
46 |
|
156.000 |
134.900 |
180.400 |
24.400 |
16 |
35,157 |
9 |
|
100 |
144 |
68 | |
long |
6/01/09 |
7/06/09 |
35 |
|
|
|
Credit Suisse |
50 |
358 |
|
49.100 |
47.620 |
|
-1.480 |
-3 |
34,627 |
-27 |
|
|
|
|
|
|
|
|
Richemont |
50 |
714 |
|
24.600 |
22.540 |
|
-2.060 |
-8 |
33,156 |
-60 |
|
100 |
-6 |
-46 | |
short |
7/06/09 |
7/20/09 |
14 |
|
|
|
UBS |
50 |
1,279 |
|
12.960 |
14.480 |
11.440 |
-1.520 |
-12 |
31,212 |
-96 |
|
|
|
|
|
|
|
|
Givaudan |
50 |
25 |
|
645.000 |
657.000 |
633.000 |
-12.000 |
-2 |
30,912 |
-39 |
|
100 |
-7 |
-84 | |
long |
7/20/09 |
5/24/10 |
308 |
|
|
|
Credit Suisse |
50 |
298 |
|
51.700 |
43.940 |
|
-7.760 |
-15 |
28,600 |
-18 |
|
|
|
|
|
|
|
|
Richemont |
50 |
629 |
|
24.620 |
36.580 |
|
11.960 |
49 |
36,123 |
60 |
|
100 |
17 |
20 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/24/10 |
6/21/10 |
28 |
|
|
|
Actelion |
50 |
449 |
|
40.200 |
41.760 |
38.640 |
-1.560 |
-4 |
35,422 |
-40 |
|
|
|
|
|
|
|
|
Credit Suisse |
50 |
411 |
|
43.940 |
46.320 |
41.560 |
-2.380 |
-5 |
34,444 |
-52 |
|
100 |
-5 |
-46 | |
long |
6/21/10 |
6/28/10 |
7 |
|
|
|
Richemont |
50 |
399 |
|
43.110 |
40.630 |
|
-2.480 |
-6 |
33,454 |
-95 |
|
|
|
|
|
|
|
|
Swatch |
50 |
51 |
|
337.800 |
325.400 |
|
-12.400 |
-4 |
32,822 |
-86 |
|
100 |
-5 |
-92 | |
short |
6/28/10 |
8/02/10 |
35 |
|
|
|
Actelion |
50 |
400 |
|
41.010 |
43.110 |
38.910 |
-2.100 |
-5 |
31,982 |
-42 |
|
|
|
|
|
|
|
|
Credit Suisse |
50 |
384 |
|
42.680 |
49.240 |
36.120 |
-6.560 |
-15 |
29,463 |
-82 |
|
100 |
-10 |
-68 | |
long |
8/02/10 |
8/30/10 |
28 |
|
|
|
Richemont |
50 |
356 |
|
41.310 |
39.540 |
|
-1.770 |
-4 |
28,833 |
-43 |
|
|
|
|
|
|
|
|
Swatch |
50 |
44 |
|
328.400 |
329.500 |
|
1.100 |
0 |
28,881 |
4 |
|
100 |
-2 |
-23 | |
short |
8/30/10 |
11/01/10 |
63 |
|
|
|
Holcim |
50 |
234 |
|
61.450 |
63.050 |
59.850 |
-1.600 |
-3 |
28,507 |
-14 |
|
|
|
|
|
|
|
|
Roche |
50 |
104 |
|
138.600 |
146.000 |
131.200 |
-7.400 |
-5 |
27,737 |
-27 |
|
100 |
-4 |
-21 | |
long |
11/01/10 |
5/23/11 |
203 |
|
|
|
Richemont |
50 |
280 |
|
49.530 |
53.850 |
|
4.320 |
9 |
28,947 |
16 |
|
|
|
|
|
|
|
|
Swatch |
50 |
36 |
|
380.000 |
419.600 |
|
39.600 |
10 |
30,373 |
20 |
|
100 |
10 |
18 | |
short |
5/23/11 |
1/30/12 |
252 |
|
|
|
Credit Suisse |
50 |
421 |
|
36.030 |
23.760 |
54.636 |
18.606 |
52 |
38,206 |
83 |
|
|
|
|
|
|
|
|
Zurich Insurance |
50 |
67 |
|
223.700 |
222.200 |
225.210 |
1.510 |
1 |
38,307 |
1 |
|
100 |
26 |
40 | |
long |
1/30/12 |
10/20/14 |
994 |
|
|
|
Julius Bär |
50 |
525 |
|
36.419 |
38.810 |
|
2.391 |
7 |
39,562 |
2 |
|
|
|
|
|
|
|
|
Roche |
50 |
123 |
|
155.300 |
268.600 |
|
113.300 |
73 |
53,498 |
22 |
|
100 |
40 |
13 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
10/20/14 |
1/12/15 |
84 |
|
|
|
Swatch |
50 |
61 |
|
438.200 |
445.700 |
430.700 |
-7.500 |
-2 |
53,041 |
-7 |
|
|
|
|
|
|
|
|
Transocean |
50 |
986 |
|
27.140 |
15.590 |
47.247 |
20.107 |
74 |
72,866 |
1,012 |
|
100 |
36 |
283 | |
long |
1/12/15 |
1/19/15 |
7 |
|
|
|
Actelion |
50 |
302 |
|
120.400 |
102.100 |
|
-18.300 |
-15 |
67,339 |
-100 |
|
|
|
|
|
|
|
|
Givaudan |
50 |
18 |
|
1,925.000 |
1,636.000 |
|
-289.000 |
-15 |
62,137 |
-100 |
|
100 |
-15 |
-100 | |
short |
1/19/15 |
3/02/15 |
42 |
|
|
|
Swatch |
50 |
85 |
|
363.300 |
435.600 |
291.000 |
-72.300 |
-20 |
55,992 |
-85 |
|
|
|
|
|
|
|
|
Transocean |
50 |
2,298 |
|
13.600 |
15.200 |
12.000 |
-1.600 |
-12 |
52,315 |
-66 |
|
100 |
-16 |
-78 | |
long |
3/02/15 |
6/29/15 |
119 |
|
|
|
Novartis |
50 |
320 |
|
81.670 |
76.920 |
|
-4.750 |
-6 |
50,795 |
-17 |
|
|
|
|
|
|
|
|
Givaudan |
50 |
14 |
|
1,850.000 |
1,626.000 |
|
-224.000 |
-12 |
47,659 |
-33 |
|
100 |
-9 |
-25 | |
short |
6/29/15 |
7/20/15 |
21 |
|
|
|
Swatch |
50 |
63 |
|
373.700 |
413.300 |
334.100 |
-39.600 |
-11 |
45,164 |
-86 |
|
|
|
|
|
|
|
|
Transocean |
50 |
1,565 |
|
15.400 |
13.000 |
18.243 |
2.843 |
18 |
49,614 |
1,800 |
|
100 |
4 |
101 | |
long |
7/20/15 |
8/24/15 |
35 |
|
|
|
Actelion |
50 |
170 |
|
145.500 |
124.500 |
|
-21.000 |
-14 |
46,044 |
-80 |
|
|
|
|
|
|
|
|
UBS |
50 |
1,151 |
|
21.600 |
19.280 |
|
-2.320 |
-11 |
43,374 |
-69 |
|
100 |
-13 |
-75 | |
short |
8/24/15 |
8/15/16 |
357 |
|
|
|
Holcim |
50 |
369 |
|
58.750 |
51.600 |
66.891 |
8.141 |
14 |
46,377 |
14 |
|
|
|
|
|
|
|
|
Richemont |
50 |
315 |
|
68.850 |
60.650 |
78.159 |
9.309 |
14 |
49,310 |
14 |
|
100 |
14 |
14 | |
long |
8/15/16 |
6/18/18 |
672 |
|
|
|
ABB |
50 |
1,144 |
|
21.550 |
22.510 |
|
0.960 |
4 |
50,408 |
2 |
|
|
|
|
|
|
|
|
Geberit |
50 |
61 |
|
401.700 |
435.600 |
|
33.900 |
8 |
52,476 |
4 |
|
100 |
6 |
3 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/18/18 |
4/15/19 |
301 |
|
|
|
Adecco |
50 |
435 |
|
60.200 |
58.600 |
61.844 |
1.644 |
3 |
53,191 |
3 |
|
|
|
|
|
|
|
|
UBS |
50 |
1,734 |
|
15.160 |
12.980 |
17.706 |
2.546 |
17 |
57,606 |
21 |
|
100 |
10 |
12 | |
long |
4/15/19 |
3/09/20 |
329 |
|
|
|
Novartis |
50 |
355 |
|
81.060 |
76.040 |
|
-5.020 |
-6 |
55,824 |
-7 |
|
|
|
|
|
|
|
|
Swiss Life |
50 |
62 |
|
462.500 |
395.800 |
|
-66.700 |
-14 |
51,688 |
-16 |
|
100 |
-10 |
-11 | |
short |
3/09/20 |
9/07/20 |
182 |
|
|
|
Credit Suisse |
50 |
2,978 |
|
8.676 |
10.025 |
7.327 |
-1.349 |
-16 |
47,671 |
-29 |
|
|
|
|
|
|
|
|
Swatch |
50 |
133 |
|
193.450 |
201.700 |
185.200 |
-8.250 |
-4 |
46,574 |
-8 |
|
100 |
-10 |
-19 | |
long |
9/07/20 |
2/07/22 |
518 |
|
|
|
Lonza |
50 |
42 |
|
553.800 |
622.600 |
|
68.800 |
12 |
49,463 |
9 |
|
|
|
|
|
|
|
|
Sika |
50 |
107 |
|
216.800 |
312.200 |
|
95.400 |
44 |
59,671 |
29 |
|
100 |
28 |
19 | |
short |
2/07/22 |
4/04/22 |
56 |
|
|
|
Geberit |
50 |
49 |
|
606.600 |
577.000 |
637.719 |
31.118 |
5 |
61,196 |
39 |
|
|
|
|
|
|
|
|
Givaudan |
50 |
8 |
|
3,695.000 |
3,858.000 |
3,532.000 |
-163.000 |
-4 |
59,892 |
-25 |
|
100 |
0 |
2 | |
long |
4/04/22 |
5/02/22 |
28 |
|
|
|
Swiss Life |
50 |
49 |
|
602.000 |
559.400 |
|
-42.600 |
-7 |
57,804 |
-62 |
|
|
|
|
|
|
|
|
UBS |
50 |
1,650 |
|
18.415 |
16.365 |
|
-2.050 |
-11 |
54,422 |
-79 |
|
100 |
-9 |
-71 | |
short |
5/02/22 |
1/09/23 |
252 |
|
|
|
Credit Suisse |
50 |
4,155 |
|
6.548 |
3.061 |
14.007 |
7.459 |
114 |
85,415 |
201 |
|
|
|
|
|
|
|
|
Partners |
50 |
26 |
|
1,021.500 |
867.600 |
1,202.700 |
181.200 |
18 |
90,127 |
27 |
|
100 |
66 |
109 | |
long |
1/09/23 |
10/02/23 |
266 |
|
|
|
Richemont |
50 |
334 |
|
134.750 |
111.300 |
|
-23.450 |
-17 |
82,294 |
-23 |
|
|
|
|
|
|
|
|
Swatch |
50 |
154 |
|
292.800 |
234.300 |
|
-58.500 |
-20 |
73,285 |
-26 |
|
100 |
-19 |
-25 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
10/02/23 |
12/25/23 |
84 |
|
|
|
Lonza |
50 |
87 |
|
420.500 |
353.600 |
500.057 |
79.557 |
19 |
80,207 |
112 |
|
|
|
|
|
|
|
|
Richemont |
50 |
329 |
|
111.300 |
115.950 |
106.650 |
-4.650 |
-4 |
78,677 |
-17 |
|
100 |
7 |
36 | |
long |
12/25/23 |
4/24/24 |
121 |
|
|
|
Logitech |
50 |
494 |
|
79.520 |
72.240 |
|
-7.280 |
-9 |
75,081 |
-25 |
|
|
|
|
|
|
|
|
Partners |
50 |
32 |
|
1,228.000 |
1,195.500 |
|
-32.500 |
-3 |
74,041 |
-8 |
|
100 |
-6 |
-17 | |
accum | 7/17/06 |
4/24/24 | 6492 |
days out of 6688 invested (97%) |
640 |
74,041 |
12 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
UBS | short | 8/06/07 | 9/03/07 | 28 | 65.05 | 63.15 | 67.01 | 1.96 | 3.01 | 50 | 1.50 | |
| short | 9/10/07 | 6/01/09 | 630 | 60.75 | 16.27 | 226.83 | 166.08 | 273.39 | | 136.69 | |
| short | 7/06/09 | 7/20/09 | 14 | 12.96 | 14.48 | 11.44 | -1.52 | -11.73 | | -5.86 | |
| long | 7/20/15 | 8/24/15 | 35 | 21.60 | 19.28 | | -2.32 | -10.74 | | -5.37 | |
| short | 6/18/18 | 4/15/19 | 301 | 15.16 | 12.98 | 17.71 | 2.55 | 16.79 | | 8.40 | |
| long | 4/04/22 | 5/02/22 | 28 | 18.42 | 16.37 | | -2.05 | -11.13 | | -5.57 | 119.08 |
Credit Suisse | long | 6/01/09 | 7/06/09 | 35 | 49.10 | 47.62 | | -1.48 | -3.01 | | -1.51 | |
| long | 7/20/09 | 5/24/10 | 308 | 51.70 | 43.94 | | -7.76 | -15.01 | | -7.50 | |
| short | 5/24/10 | 6/21/10 | 28 | 43.94 | 46.32 | 41.56 | -2.38 | -5.42 | | -2.71 | |
| short | 6/28/10 | 8/02/10 | 35 | 42.68 | 49.24 | 36.12 | -6.56 | -15.37 | | -7.69 | |
| short | 5/23/11 | 1/30/12 | 252 | 36.03 | 23.76 | 54.64 | 18.61 | 51.64 | | 25.82 | |
| short | 3/09/20 | 9/07/20 | 182 | 8.68 | 10.03 | 7.33 | -1.35 | -15.55 | | -7.77 | |
| short | 5/02/22 | 1/09/23 | 252 | 6.55 | 3.06 | 14.01 | 7.46 | 113.92 | | 56.96 | 49.03 |
Transocean | short | 10/20/14 | 1/12/15 | 84 | 27.14 | 15.59 | 47.25 | 20.11 | 74.09 | | 37.04 | |
| short | 1/19/15 | 3/02/15 | 42 | 13.60 | 15.20 | 12.00 | -1.60 | -11.76 | | -5.88 | |
| short | 6/29/15 | 7/20/15 | 21 | 15.40 | 13.00 | 18.24 | 2.84 | 18.46 | | 9.23 | 40.89 |
Geberit | long | 9/04/06 | 8/06/07 | 336 | 146.20 | 194.00 | | 47.80 | 32.69 | | 16.35 | |
| short | 9/10/07 | 6/01/09 | 630 | 156.00 | 134.90 | 180.40 | 24.40 | 15.64 | | 7.82 | |
| long | 8/15/16 | 6/18/18 | 672 | 401.70 | 435.60 | | 33.90 | 8.44 | | 4.22 | |
| short | 2/07/22 | 4/04/22 | 56 | 606.60 | 577.00 | 637.72 | 31.12 | 5.13 | | 2.56 | 34.09 |
Roche | short | 8/30/10 | 11/01/10 | 63 | 138.60 | 146.00 | 131.20 | -7.40 | -5.34 | | -2.67 | |
| long | 1/30/12 | 10/20/14 | 994 | 155.30 | 268.60 | | 113.30 | 72.96 | | 36.48 | 32.83 |
Sika | long | 9/07/20 | 2/07/22 | 518 | 216.80 | 312.20 | | 95.40 | 44.00 | | 22.00 | 22.00 |
Actelion | long | 9/04/06 | 8/06/07 | 336 | 33.26 | 67.75 | | 34.49 | 103.70 | | 51.85 | |
| long | 9/03/07 | 9/10/07 | 7 | 68.75 | 63.50 | | -5.25 | -7.64 | | -3.82 | |
| short | 5/24/10 | 6/21/10 | 28 | 40.20 | 41.76 | 38.64 | -1.56 | -3.88 | | -1.94 | |
| short | 6/28/10 | 8/02/10 | 35 | 41.01 | 43.11 | 38.91 | -2.10 | -5.12 | | -2.56 | |
| long | 1/12/15 | 1/19/15 | 7 | 120.40 | 102.10 | | -18.30 | -15.20 | | -7.60 | |
| long | 7/20/15 | 8/24/15 | 35 | 145.50 | 124.50 | | -21.00 | -14.43 | | -7.22 | 19.64 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Lonza | long | 9/07/20 | 2/07/22 | 518 | 553.80 | 622.60 | | 68.80 | 12.42 | | 6.21 | |
| short | 10/02/23 | 12/25/23 | 84 | 420.50 | 353.60 | 500.06 | 79.56 | 18.92 | | 9.46 | 16.26 |
Richemont | long | 6/01/09 | 7/06/09 | 35 | 24.60 | 22.54 | | -2.06 | -8.37 | | -4.19 | |
| long | 7/20/09 | 5/24/10 | 308 | 24.62 | 36.58 | | 11.96 | 48.58 | | 24.29 | |
| long | 6/21/10 | 6/28/10 | 7 | 43.11 | 40.63 | | -2.48 | -5.75 | | -2.88 | |
| long | 8/02/10 | 8/30/10 | 28 | 41.31 | 39.54 | | -1.77 | -4.28 | | -2.14 | |
| long | 11/01/10 | 5/23/11 | 203 | 49.53 | 53.85 | | 4.32 | 8.72 | | 4.36 | |
| short | 8/24/15 | 8/15/16 | 357 | 68.85 | 60.65 | 78.16 | 9.31 | 13.52 | | 6.76 | |
| long | 1/09/23 | 10/02/23 | 266 | 134.75 | 111.30 | | -23.45 | -17.40 | | -8.70 | |
| short | 10/02/23 | 12/25/23 | 84 | 111.30 | 115.95 | 106.65 | -4.65 | -4.18 | | -2.09 | 12.73 |
Partners | short | 5/02/22 | 1/09/23 | 252 | 1,021.50 | 867.60 | 1,202.70 | 181.20 | 17.74 | | 8.87 | |
| long | 12/25/23 | 4/24/24 | 121 | 1,228.00 | 1,195.50 | | -32.50 | -2.65 | | -1.32 | 7.43 |
Holcim | short | 8/30/10 | 11/01/10 | 63 | 61.45 | 63.05 | 59.85 | -1.60 | -2.60 | | -1.30 | |
| short | 8/24/15 | 8/15/16 | 357 | 58.75 | 51.60 | 66.89 | 8.14 | 13.86 | | 6.93 | 5.54 |
Julius Bär | long | 1/30/12 | 10/20/14 | 994 | 36.42 | 38.81 | | 2.39 | 6.57 | | 3.28 | 3.28 |
Adecco | short | 6/18/18 | 4/15/19 | 301 | 60.20 | 58.60 | 61.84 | 1.64 | 2.73 | | 1.37 | 1.37 |
Zurich Insurance | short | 5/23/11 | 1/30/12 | 252 | 223.70 | 222.20 | 225.21 | 1.51 | 0.68 | | 0.34 | 0.34 |
ABB | long | 9/03/07 | 9/10/07 | 7 | 29.50 | 26.88 | | -2.62 | -8.88 | | -4.44 | |
| long | 8/15/16 | 6/18/18 | 672 | 21.55 | 22.51 | | 0.96 | 4.45 | | 2.23 | -2.31 |
Swisscom | short | 7/17/06 | 9/04/06 | 49 | 391.58 | 411.30 | 371.86 | -19.72 | -5.04 | | -2.52 | -2.52 |
Logitech | long | 12/25/23 | 4/24/24 | 121 | 79.52 | 72.24 | | -7.28 | -9.15 | | -4.58 | -4.58 |
Novartis | short | 8/06/07 | 9/03/07 | 28 | 54.04 | 53.00 | 55.10 | 1.06 | 1.96 | | 0.98 | |
| long | 3/02/15 | 6/29/15 | 119 | 81.67 | 76.92 | | -4.75 | -5.82 | | -2.91 | |
| long | 4/15/19 | 3/09/20 | 329 | 81.06 | 76.04 | | -5.02 | -6.19 | | -3.10 | -4.99 |
Swiss Re | short | 7/17/06 | 9/04/06 | 49 | 84.15 | 94.65 | 73.65 | -10.50 | -12.48 | | -6.24 | -6.24 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Swiss Life | long | 4/15/19 | 3/09/20 | 329 | 462.50 | 395.80 | | -66.70 | -14.42 | | -7.21 | |
| long | 4/04/22 | 5/02/22 | 28 | 602.00 | 559.40 | | -42.60 | -7.08 | | -3.54 | -10.49 |
Givaudan | short | 7/06/09 | 7/20/09 | 14 | 645.00 | 657.00 | 633.00 | -12.00 | -1.86 | | -0.93 | |
| long | 1/12/15 | 1/19/15 | 7 | 1,925.00 | 1,636.00 | | -289.00 | -15.01 | | -7.51 | |
| long | 3/02/15 | 6/29/15 | 119 | 1,850.00 | 1,626.00 | | -224.00 | -12.11 | | -6.05 | |
| short | 2/07/22 | 4/04/22 | 56 | 3,695.00 | 3,858.00 | 3,532.00 | -163.00 | -4.41 | | -2.21 | -15.81 |
Swatch | long | 6/21/10 | 6/28/10 | 7 | 337.80 | 325.40 | | -12.40 | -3.67 | | -1.84 | |
| long | 8/02/10 | 8/30/10 | 28 | 328.40 | 329.50 | | 1.10 | 0.33 | | 0.17 | |
| long | 11/01/10 | 5/23/11 | 203 | 380.00 | 419.60 | | 39.60 | 10.42 | | 5.21 | |
| short | 10/20/14 | 1/12/15 | 84 | 438.20 | 445.70 | 430.70 | -7.50 | -1.71 | | -0.86 | |
| short | 1/19/15 | 3/02/15 | 42 | 363.30 | 435.60 | 291.00 | -72.30 | -19.90 | | -9.95 | |
| short | 6/29/15 | 7/20/15 | 21 | 373.70 | 413.30 | 334.10 | -39.60 | -10.60 | | -5.30 | |
| short | 3/09/20 | 9/07/20 | 182 | 193.45 | 201.70 | 185.20 | -8.25 | -4.26 | | -2.13 | |
| long | 1/09/23 | 10/02/23 | 266 | 292.80 | 234.30 | | -58.50 | -19.98 | | -9.99 | -22.95 |
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 |
|
|