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

Assessment - Swiss Market Index - 16/05/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	∅-RS
	S	SMI® PR	11,309.000	Fri		11,672.200	-3.11	12,517.100	-844.900	-6.75	-3.37
		Zurich Insurance	432.200	Fri	-0.39	455.100	-5.03	402.400	52.700	13.10	13.19
	L	Novartis	86.700	Fri	1.18	87.530	-0.95	76.200	11.330	14.87	8.73
	L	Swisscom	567.400	Fri	0.78	580.000	-2.17	509.200	70.800	13.90	8.62
		UBS	17.225	Fri	1.03	17.030	1.15	16.685	0.345	2.07	7.40
		Swiss Life	537.800	Fri	0.67	543.000	-0.96	515.800	27.200	5.27	5.41
		Nestlé	113.200	Fri	-0.16	123.320	-8.21	123.100	0.220	0.18	4.56
		Alcon	70.300	Fri	1.12	71.080	-1.10	76.060	-4.980	-6.55	0.45
		Holcim	46.570	Fri	-0.62	46.890	-0.68	48.020	-1.130	-2.35	-3.35
	S	Swiss Re	78.960	Fri	-0.10	81.500	-3.12	88.800	-7.300	-8.22	-5.46
	S	Richemont	91.760	Fri	-13.11	106.750	-14.04	139.800	-33.050	-23.64	-7.83
	S	Roche	319.700	Fri	0.88	322.400	-0.84	369.000	-46.600	-12.63	-9.28
	S	ABB	28.610	Fri	0.70	28.310	1.06	32.240	-3.930	-12.19	-10.96
	S	SGS	2,417.000	Fri	1.85	2,443.000	-1.06	2,840.000	-397.000	-13.98	-11.41
	S	Swatch	227.700	Fri	-3.19	242.500	-6.10	283.800	-41.300	-14.55	-11.55
	S	Givaudan	3,508.000	Fri	0.83	3,654.000	-4.00	4,487.000	-833.000	-18.56	-12.73
	S	Sika	256.700	Fri	0.79	259.700	-1.16	356.000	-96.300	-27.05	-17.51
	S	Lonza	549.600	Fri	2.96	547.400	0.40	731.800	-184.400	-25.20	-18.43
	S	Geberit	513.400	Fri	0.27	524.200	-2.06	734.800	-210.600	-28.66	-20.89
	S	Credit Suisse	6.582	Fri	0.83	6.520	0.95	9.340	-2.820	-30.19	-24.90
	S	Partners	1,000.000	Fri	0.77	1,011.000	-1.09	1,614.000	-603.000	-37.36	-25.88
SMI - 20 out of 20 instruments rated - 16/05/22 / 15/11/21 - 6 did rise, Market-Ratio(26) = 30.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

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

1/01/18	scale up chart	16/05/22

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
2/01/06		17/07/06	196		- cash -
short	17/07/06	4/09/06	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	4/09/06	6/08/07	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	6/08/07	3/09/07	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	3/09/07	10/09/07	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	10/09/07	1/06/09	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	1/06/09	6/07/09	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	6/07/09	20/07/09	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	20/07/09	24/05/10	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	24/05/10	21/06/10	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	21/06/10	28/06/10	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	28/06/10	2/08/10	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	2/08/10	30/08/10	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	30/08/10	1/11/10	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	1/11/10	23/05/11	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	23/05/11	30/01/12	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	30/01/12	20/10/14	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	20/10/14	12/01/15	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	12/01/15	19/01/15	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	19/01/15	2/03/15	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	2/03/15	29/06/15	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	29/06/15	20/07/15	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	20/07/15	24/08/15	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	24/08/15	15/08/16	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	15/08/16	18/06/18	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	18/06/18	15/04/19	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	15/04/19	9/03/20	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	9/03/20	7/09/20	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	7/09/20	7/02/22	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	7/02/22	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	2/05/22	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	2/05/22	20/05/22	18		Credit Suisse	50	4,155	6.548	6.582	6.514	-0.034	-1	54,281	-10
					Partners	50	26	1,021.500	1,000.000	1,043.462	21.962	2	54,852	54
100							1						18
accum	17/07/06	20/05/22	5787	days out of 5983 invested (97%)							449		54,852	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	6/08/07	3/09/07	28	65.05	63.15	67.01	1.96	3.01	50	1.50
	short	10/09/07	1/06/09	630	60.75	16.27	226.83	166.08	273.39		136.69
	short	6/07/09	20/07/09	14	12.96	14.48	11.44	-1.52	-11.73		-5.86
	long	20/07/15	24/08/15	35	21.60	19.28		-2.32	-10.74		-5.37
	short	18/06/18	15/04/19	301	15.16	12.98	17.71	2.55	16.79		8.40
	long	4/04/22	2/05/22	28	18.42	16.37		-2.05	-11.13		-5.57	119.08
Transocean	short	20/10/14	12/01/15	84	27.14	15.59	47.25	20.11	74.09		37.04
	short	19/01/15	2/03/15	42	13.60	15.20	12.00	-1.60	-11.76		-5.88
	short	29/06/15	20/07/15	21	15.40	13.00	18.24	2.84	18.46		9.23	40.89
Geberit	long	4/09/06	6/08/07	336	146.20	194.00		47.80	32.69		16.35
	short	10/09/07	1/06/09	630	156.00	134.90	180.40	24.40	15.64		7.82
	long	15/08/16	18/06/18	672	401.70	435.60		33.90	8.44		4.22
	short	7/02/22	4/04/22	56	606.60	577.00	637.72	31.12	5.13		2.56	34.09
Roche	short	30/08/10	1/11/10	63	138.60	146.00	131.20	-7.40	-5.34		-2.67
	long	30/01/12	20/10/14	994	155.30	268.60		113.30	72.96		36.48	32.83
Richemont	long	1/06/09	6/07/09	35	24.60	22.54		-2.06	-8.37		-4.19
	long	20/07/09	24/05/10	308	24.62	36.58		11.96	48.58		24.29
	long	21/06/10	28/06/10	7	43.11	40.63		-2.48	-5.75		-2.88
	long	2/08/10	30/08/10	28	41.31	39.54		-1.77	-4.28		-2.14
	long	1/11/10	23/05/11	203	49.53	53.85		4.32	8.72		4.36
	short	24/08/15	15/08/16	357	68.85	60.65	78.16	9.31	13.52		6.76	26.10
Sika	long	7/09/20	7/02/22	518	216.80	312.20		95.40	44.00		22.00	22.00
Actelion	long	4/09/06	6/08/07	336	33.26	67.75		34.49	103.70		51.85
	long	3/09/07	10/09/07	7	68.75	63.50		-5.25	-7.64		-3.82
	short	24/05/10	21/06/10	28	40.20	41.76	38.64	-1.56	-3.88		-1.94
	short	28/06/10	2/08/10	35	41.01	43.11	38.91	-2.10	-5.12		-2.56
	long	12/01/15	19/01/15	7	120.40	102.10		-18.30	-15.20		-7.60
	long	20/07/15	24/08/15	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	7/09/20	7/02/22	518	553.80	622.60		68.80	12.42		6.21	6.21
Holcim	short	30/08/10	1/11/10	63	61.45	63.05	59.85	-1.60	-2.60		-1.30
	short	24/08/15	15/08/16	357	58.75	51.60	66.89	8.14	13.86		6.93	5.54
Julius Bär	long	30/01/12	20/10/14	994	36.42	38.81		2.39	6.57		3.28	3.28
Adecco	short	18/06/18	15/04/19	301	60.20	58.60	61.84	1.64	2.73		1.37	1.37
Partners	short	2/05/22	20/05/22	18	1,021.50	1,000.00	1,043.46	21.96	2.15		1.08	1.08
Zurich Insurance	short	23/05/11	30/01/12	252	223.70	222.20	225.21	1.51	0.68		0.34	0.34
ABB	long	3/09/07	10/09/07	7	29.50	26.88		-2.62	-8.88		-4.44
	long	15/08/16	18/06/18	672	21.55	22.51		0.96	4.45		2.23	-2.31
Swisscom	short	17/07/06	4/09/06	49	391.58	411.30	371.86	-19.72	-5.04		-2.52	-2.52
Novartis	short	6/08/07	3/09/07	28	54.04	53.00	55.10	1.06	1.96		0.98
	long	2/03/15	29/06/15	119	81.67	76.92		-4.75	-5.82		-2.91
	long	15/04/19	9/03/20	329	81.06	76.04		-5.02	-6.19		-3.10	-4.99
Credit Suisse	long	1/06/09	6/07/09	35	49.10	47.62		-1.48	-3.01		-1.51
	long	20/07/09	24/05/10	308	51.70	43.94		-7.76	-15.01		-7.50
	short	24/05/10	21/06/10	28	43.94	46.32	41.56	-2.38	-5.42		-2.71
	short	28/06/10	2/08/10	35	42.68	49.24	36.12	-6.56	-15.37		-7.69
	short	23/05/11	30/01/12	252	36.03	23.76	54.64	18.61	51.64		25.82
	short	9/03/20	7/09/20	182	8.68	10.03	7.33	-1.35	-15.55		-7.77
	short	2/05/22	20/05/22	18	6.55	6.58	6.51	-0.03	-0.52		-0.26	-5.30
Swiss Re	short	17/07/06	4/09/06	49	84.15	94.65	73.65	-10.50	-12.48		-6.24	-6.24
Swiss Life	long	15/04/19	9/03/20	329	462.50	395.80		-66.70	-14.42		-7.21
	long	4/04/22	2/05/22	28	602.00	559.40		-42.60	-7.08		-3.54	-10.49
Swatch	long	21/06/10	28/06/10	7	337.80	325.40		-12.40	-3.67		-1.84
	long	2/08/10	30/08/10	28	328.40	329.50		1.10	0.33		0.17
	long	1/11/10	23/05/11	203	380.00	419.60		39.60	10.42		5.21
	short	20/10/14	12/01/15	84	438.20	445.70	430.70	-7.50	-1.71		-0.86
	short	19/01/15	2/03/15	42	363.30	435.60	291.00	-72.30	-19.90		-9.95
	short	29/06/15	20/07/15	21	373.70	413.30	334.10	-39.60	-10.60		-5.30
	short	9/03/20	7/09/20	182	193.45	201.70	185.20	-8.25	-4.26		-2.13	-14.40
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Givaudan	short	6/07/09	20/07/09	14	645.00	657.00	633.00	-12.00	-1.86		-0.93
	long	12/01/15	19/01/15	7	1,925.00	1,636.00		-289.00	-15.01		-7.51
	long	2/03/15	29/06/15	119	1,850.00	1,626.00		-224.00	-12.11		-6.05
	short	7/02/22	4/04/22	56	3,695.00	3,858.00	3,532.00	-163.00	-4.41		-2.21	-15.81

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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