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

Assessment - Swiss Market Index - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	SMI® PR	11,873.700	8/12/24	0.07	12,049.600	-1.46	11,137.800	911.800	8.19	7.15
	L	ABB	45.510	8/12/24	0.55	50.380	-9.67	37.300	13.080	35.07	36.38
	L	Givaudan	4,137.000	8/12/24	-1.12	4,302.000	-3.84	3,484.000	818.000	23.48	29.21
	L	Logitech	75.280	8/12/24	1.95	87.200	-13.67	79.760	7.440	9.33	26.21
		Holcim	76.280	8/12/24	-0.34	79.900	-4.53	66.020	13.880	21.02	23.04
		UBS	24.850	8/12/24	0.44	26.980	-7.89	26.100	0.880	3.37	17.63
	L	Richemont	128.200	8/12/24	1.22	140.550	-8.79	115.750	24.800	21.43	12.79
		Swiss Re	104.000	8/12/24	0.10	112.400	-7.47	94.560	17.840	18.87	12.30
	L	Alcon	79.560	8/12/24	-1.12	80.180	-0.77	65.640	14.540	22.15	11.19
	L	Geberit	522.800	8/12/24	-0.72	529.200	-1.21	539.000	-9.800	-1.82	10.57
		Swiss Life	652.200	8/12/24	0.62	669.200	-2.54	584.000	85.200	14.59	8.91
	L	Sonova	278.100	8/12/24	-1.52	280.300	-0.78	274.400	5.900	2.15	8.87
		Lonza	545.000	8/12/24	-1.80	488.400	11.59	353.700	134.700	38.08	8.38
	L	Zurich Insurance	464.700	8/12/24	0.85	482.800	-3.75	439.600	43.200	9.83	8.25
		Partners	1,134.500	8/12/24	0.93	1,147.500	-1.13	1,213.000	-65.500	-5.40	5.68
	L	Novartis	96.740	8/12/24	0.16	96.720	0.02	84.870	11.850	13.96	5.45
		Sika	247.400	8/12/24	0.04	255.100	-3.02	273.700	-18.600	-6.80	1.52
	L	Roche	277.800	8/12/24	0.25	250.100	11.08	244.500	5.600	2.29	0.61
		Kühne & Nagel	253.800	8/12/24	0.40	261.500	-2.94	289.800	-28.300	-9.77	-2.54
	L	Nestlé	88.640	8/12/24	-0.40	91.880	-3.53	97.510	-5.630	-5.77	-4.40
		Swisscom	525.000	8/12/24	0.48	508.500	3.24	506.000	2.500	0.49	-5.27
SMI - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 15 did rise, Market-Ratio(26) = 75.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

	SMI RS = 26 - B/S = 60/40

1/04/21	scale up chart	7/01/24

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	8/12/24	231		Logitech	50	494	79.520	75.280		-4.240	-5	76,582	-8
					Partners	50	32	1,228.000	1,134.500		-93.500	-8	73,590	-12
100							-6						-10
accum	7/17/06	8/12/24	6932	days out of 7128 invested (97%)							636		73,590	11

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	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	d_i %	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
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
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	8/12/24	231	1,228.00	1,134.50		-93.50	-7.61		-3.81	4.72
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	8/12/24	231	79.52	75.28		-4.24	-5.33		-2.67	-2.67
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	d_i %	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


	is taking down something concerning