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

Assessment - Swiss Market Index in Japanese yen - 13/03/23 - RS = 26

		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	12/09/22	prc diff	⇓ Δ26	∅-RS
		SMI® PR	1,555,961.258	Mon	0.28	1,554,265.483	0.11	1,643,169.452	-88,903.969	-5.41	-1.25
	L	Richemont	19,969.212	Mon	2.40	20,071.544	-0.51	16,176.342	3,895.202	24.08	26.93
	L	Holcim	8,320.992	Mon	1.68	8,166.034	1.90	6,957.920	1,208.114	17.36	24.99
		Swiss Re	13,051.620	Mon	1.50	13,370.309	-2.38	12,480.601	889.708	7.13	17.03
	L	Swisscom	85,929.012	Mon	1.03	84,642.562	1.52	74,348.379	10,294.182	13.85	14.34
	L	Swiss Life	79,058.199	Mon	1.24	81,748.049	-3.29	78,340.138	3,407.911	4.35	12.40
		UBS	2,532.698	Mon	1.26	2,588.981	-2.17	2,409.258	179.722	7.46	9.40
		ABB	4,400.244	Mon	1.45	4,392.934	0.17	4,172.659	220.275	5.28	9.14
	L	Sika	37,204.718	Mon	0.08	36,634.587	1.56	34,789.600	1,844.987	5.30	6.21
	L	Geberit	73,736.974	Mon	1.02	72,055.818	2.33	69,145.637	2,910.181	4.21	5.27
	L	Lonza	77,800.987	Mon	-0.26	76,894.624	1.18	79,566.072	-2,671.448	-3.36	2.71
	S	Zurich Insurance	60,112.299	Mon	2.42	61,866.549	-2.84	63,823.292	-1,956.743	-3.07	1.55
	S	Nestlé	15,931.514	Mon	-0.33	15,606.977	2.08	16,723.526	-1,116.549	-6.68	-2.13
	S	Novartis	11,218.429	Mon	0.66	10,923.130	2.70	11,981.257	-1,058.127	-8.83	-5.40
		Alcon	8,964.217	Mon	0.49	8,698.156	3.06	9,953.982	-1,255.826	-12.62	-7.29
	S	Logitech	7,166.111	Mon	-0.45	7,069.627	1.36	7,478.194	-408.567	-5.46	-7.62
	L	Sonova	35,567.418	Mon	-1.34	35,099.618	1.33	36,972.359	-1,872.741	-5.07	-8.79
	S	Givaudan	434,469.245	Mon	1.96	409,178.808	6.18	468,844.798	-59,665.990	-12.73	-9.70
		Partners	112,067.336	Mon	2.16	115,868.211	-3.28	145,078.760	-29,210.549	-20.13	-12.29
	S	Roche	38,220.721	Mon	-0.11	38,630.046	-1.06	48,237.492	-9,607.445	-19.92	-14.01
		Credit Suisse	120.342	Mon	-55.74	329.945	-63.53	797.455	-467.510	-58.63	-46.92
SMI - 20 out of 20 instruments rated - 13/03/23 / 12/09/22 - 9 did rise, Market-Ratio(26) in JPY = 45.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

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

7/01/19	scale up chart	13/03/23

Transactions Swiss Market Index in Japanese yen * 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	0	7,916.545	9,008.292	6,824.798	-1,091.747	-14	10,000	0
					Swisscom	50	0	36,838.512	39,145.384	34,531.640	-2,306.872	-6	10,000	0
100							0						-100
long	4/09/06	6/08/07	336		Actelion	50	1	3,165.513	6,716.342		3,550.829	112	13,551	126
					Geberit	50	0	13,914.552	19,232.034		5,317.482	38	13,551	0
100							112						126
short	6/08/07	3/09/07	28		Novartis	50	1	5,357.212	5,076.995	5,652.895	295.683	6	13,847	101
					UBS	50	1	6,448.679	6,049.287	6,874.441	425.761	7	14,272	130
100							6						117
long	3/09/07	10/09/07	7		ABB	50	2	2,825.874	2,563.981		-261.893	-9	13,748	-99
					Actelion	50	1	6,585.724	6,057.024		-528.700	-8	13,220	-99
100							-9						-99
short	10/09/07	1/06/09	630		UBS	50	1	5,794.712	1,453.695	23,098.860	17,304.148	299	30,524	123
					Geberit	50	0	14,880.249	12,053.068	18,370.576	3,490.327	23	30,524	0
100							299						123
long	1/06/09	6/07/09	35		Credit Suisse	50	3	4,386.995	4,208.716		-178.279	-4	29,989	-35
					Richemont	50	7	2,197.965	1,992.114		-205.851	-9	28,548	-64
100							-7						-53
short	6/07/09	20/07/09	14		UBS	50	12	1,145.421	1,267.393	1,023.449	-121.972	-11	27,084	-95
					Givaudan	50	0	57,005.924	57,505.350	56,506.498	-499.426	-1	27,084	0
100							-11						-95
long	20/07/09	24/05/10	308		Credit Suisse	50	2	4,525.155	3,443.173		-1,081.982	-24	24,921	-28
					Richemont	50	8	2,154.919	2,866.438		711.519	33	30,613	40
100							13						16
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	4	3,150.104	3,416.755	2,883.453	-266.651	-8	29,546	-68
					Credit Suisse	50	5	3,443.173	3,789.849	3,096.497	-346.676	-10	27,813	-75
100							-9						-72
long	21/06/10	28/06/10	7		Richemont	50	3	3,527.211	3,317.060		-210.151	-6	27,182	-96
					Swatch	50	0	27,638.407	26,565.870		-1,072.537	-4	27,182	0
100							-6						-96
short	28/06/10	2/08/10	35		Actelion	50	4	3,348.083	3,581.183	3,114.984	-233.099	-7	26,250	-53
					Credit Suisse	50	3	3,484.423	4,090.407	2,878.440	-605.983	-17	24,432	-86
100							-12						-72
long	2/08/10	30/08/10	28		Richemont	50	3	3,431.655	3,277.971		-153.684	-4	23,971	-45
					Swatch	50	0	27,280.453	27,316.427		35.974	0	23,971	0
100							-4						-45
short	30/08/10	1/11/10	63		Holcim	50	2	5,094.368	5,158.385	5,030.352	-64.017	-1	23,843	-7
					Roche	50	1	11,490.309	11,944.873	11,035.745	-454.564	-4	23,388	-21
100							-3						-15
long	1/11/10	23/05/11	203		Richemont	50	2	4,052.257	5,013.173		960.915	24	25,310	47
					Swatch	50	0	31,089.395	39,062.715		7,973.319	26	25,310	0
100							24						47
short	23/05/11	30/01/12	252		Credit Suisse	50	3	3,354.217	1,996.344	5,635.689	2,281.471	68	32,154	112
					Zurich Insurance	50	0	20,825.380	18,669.515	23,230.194	2,404.814	12	32,154	0
100							68						112
long	30/01/12	20/10/14	994		Julius Bär	50	5	3,059.969	4,402.015		1,342.046	44	38,865	14
					Roche	50	1	13,048.495	30,465.890		17,417.395	133	56,282	37
100							85						25
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	0	49,702.729	51,974.209	47,431.250	-2,271.479	-5	56,282	0
					Transocean	50	18	3,078.348	1,817.989	5,212.476	2,134.128	69	94,696	886
100							69						886
long	12/01/15	19/01/15	7		Actelion	50	3	14,040.150	13,658.351		-381.798	-3	93,551	-76
					Givaudan	50	0	224,479.138	218,854.680		-5,624.458	-3	93,551	0
100							-3						-76
short	19/01/15	2/03/15	42		Swatch	50	0	48,600.187	54,618.700	42,581.674	-6,018.513	-12	93,551	0
					Transocean	50	51	1,819.330	1,905.887	1,732.773	-86.557	-5	89,137	-35
100							-5						-35
long	2/03/15	29/06/15	119		Novartis	50	4	10,240.379	10,189.828		-50.552	0	88,934	-2
					Givaudan	50	0	231,966.470	215,401.194		-16,565.276	-7	88,934	0
100							0						-2
short	29/06/15	20/07/15	21		Swatch	50	0	49,505.182	53,302.869	45,707.496	-3,797.686	-8	88,934	0
					Transocean	50	43	2,040.085	1,676.596	2,482.379	442.294	22	107,953	2,928
100							22						2,928
long	20/07/15	24/08/15	35		Actelion	50	2	18,764.983	15,838.615		-2,926.368	-16	102,100	-83
					UBS	50	25	2,785.729	2,452.759		-332.970	-12	93,776	-73
100							-13						-77
short	24/08/15	15/08/16	357		Holcim	50	6	7,474.045	5,370.753	10,401.028	2,926.983	39	111,338	40
					Richemont	50	5	8,758.945	6,312.716	12,153.107	3,394.162	39	128,309	40
100							39						40
long	15/08/16	18/06/18	672		ABB	50	28	2,243.018	2,500.096		257.078	11	135,507	6
					Geberit	50	1	41,810.685	48,380.363		6,569.677	16	142,077	8
100							13						7
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	10	6,686.175	6,536.450	6,839.330	153.155	2	143,608	3
					UBS	50	44	1,683.761	1,447.835	1,958.132	274.371	16	155,680	20
100							10						12
long	15/04/19	9/03/20	329		Novartis	50	8	9,041.717	8,391.543		-650.174	-7	150,479	-8
					Swiss Life	50	1	51,588.872	43,679.281		-7,909.591	-15	142,569	-17
100							-11						-12
short	9/03/20	7/09/20	182		Credit Suisse	50	74	957.457	1,163.009	751.905	-205.552	-21	127,359	-38
					Swatch	50	3	21,348.552	23,399.399	19,297.706	-2,050.846	-10	121,206	-18
100							-16						-29
long	7/09/20	7/02/22	518		Lonza	50	0	64,246.837	77,579.481		13,332.645	21	121,206	0
					Sika	50	4	25,151.163	38,901.886		13,750.723	55	176,209	36
100							55						36
short	7/02/22	4/04/22	56		Geberit	50	1	75,585.791	76,450.234	74,721.347	-864.444	-1	175,345	-7
					Givaudan	50	0	460,417.898	511,169.851	409,665.944	-50,751.954	-11	175,345	0
100							-1						-7
long	4/04/22	2/05/22	28		Swiss Life	50	1	79,762.636	74,414.515		-5,348.121	-7	169,996	-60
					UBS	50	39	2,439.915	2,176.964		-262.951	-11	159,741	-77
100							-9						-70
short	2/05/22	9/01/23	252		Credit Suisse	50	91	871.052	438.595	1,729.914	858.862	99	237,898	170
					Partners	50	0	135,885.640	124,313.850	148,534.593	12,648.953	9	237,898	0
100							99						170
long	9/01/23	20/03/23	70		Richemont	50	6	19,307.620	19,969.212		661.592	3	241,867	19
					Swatch	50	2	41,953.775	44,382.525		2,428.749	6	246,725	34
100							4						25
accum	17/07/06	20/03/23	6091	days out of 6287 invested (97%)							2,367		246,725	21

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	6,448.68	6,049.29	6,874.44	425.76	6.60	50	3.30
	short	10/09/07	1/06/09	630	5,794.71	1,453.69	23,098.86	17,304.15	298.62		149.31
	short	6/07/09	20/07/09	14	1,145.42	1,267.39	1,023.45	-121.97	-10.65		-5.32
	long	20/07/15	24/08/15	35	2,785.73	2,452.76		-332.97	-11.95		-5.98
	short	18/06/18	15/04/19	301	1,683.76	1,447.83	1,958.13	274.37	16.30		8.15
	long	4/04/22	2/05/22	28	2,439.92	2,176.96		-262.95	-10.78		-5.39	134.57
Roche	short	30/08/10	1/11/10	63	11,490.31	11,944.87	11,035.74	-454.56	-3.96		-1.98
	long	30/01/12	20/10/14	994	13,048.50	30,465.89		17,417.40	133.48		66.74	63.44
Transocean	short	20/10/14	12/01/15	84	3,078.35	1,817.99	5,212.48	2,134.13	69.33		34.66
	short	19/01/15	2/03/15	42	1,819.33	1,905.89	1,732.77	-86.56	-4.76		-2.38
	short	29/06/15	20/07/15	21	2,040.09	1,676.60	2,482.38	442.29	21.68		10.84	45.71
Richemont	long	1/06/09	6/07/09	35	2,197.97	1,992.11		-205.85	-9.37		-4.68
	long	20/07/09	24/05/10	308	2,154.92	2,866.44		711.52	33.02		16.51
	long	21/06/10	28/06/10	7	3,527.21	3,317.06		-210.15	-5.96		-2.98
	long	2/08/10	30/08/10	28	3,431.66	3,277.97		-153.68	-4.48		-2.24
	long	1/11/10	23/05/11	203	4,052.26	5,013.17		960.92	23.71		11.86
	short	24/08/15	15/08/16	357	8,758.94	6,312.72	12,153.11	3,394.16	38.75		19.38
	long	9/01/23	20/03/23	70	19,307.62	19,969.21		661.59	3.43		1.71	43.06
Geberit	long	4/09/06	6/08/07	336	13,914.55	19,232.03		5,317.48	38.22		19.11
	short	10/09/07	1/06/09	630	14,880.25	12,053.07	18,370.58	3,490.33	23.46		11.73
	long	15/08/16	18/06/18	672	41,810.69	48,380.36		6,569.68	15.71		7.86
	short	7/02/22	4/04/22	56	75,585.79	76,450.23	74,721.35	-864.44	-1.14		-0.57	42.71
Credit Suisse	long	1/06/09	6/07/09	35	4,387.00	4,208.72		-178.28	-4.06		-2.03
	long	20/07/09	24/05/10	308	4,525.15	3,443.17		-1,081.98	-23.91		-11.96
	short	24/05/10	21/06/10	28	3,443.17	3,789.85	3,096.50	-346.68	-10.07		-5.03
	short	28/06/10	2/08/10	35	3,484.42	4,090.41	2,878.44	-605.98	-17.39		-8.70
	short	23/05/11	30/01/12	252	3,354.22	1,996.34	5,635.69	2,281.47	68.02		34.01
	short	9/03/20	7/09/20	182	957.46	1,163.01	751.90	-205.55	-21.47		-10.73
	short	2/05/22	9/01/23	252	871.05	438.59	1,729.91	858.86	98.60		49.30	33.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Sika	long	7/09/20	7/02/22	518	25,151.16	38,901.89		13,750.72	54.67		27.34	27.34
Actelion	long	4/09/06	6/08/07	336	3,165.51	6,716.34		3,550.83	112.17		56.09
	long	3/09/07	10/09/07	7	6,585.72	6,057.02		-528.70	-8.03		-4.01
	short	24/05/10	21/06/10	28	3,150.10	3,416.76	2,883.45	-266.65	-8.46		-4.23
	short	28/06/10	2/08/10	35	3,348.08	3,581.18	3,114.98	-233.10	-6.96		-3.48
	long	12/01/15	19/01/15	7	14,040.15	13,658.35		-381.80	-2.72		-1.36
	long	20/07/15	24/08/15	35	18,764.98	15,838.61		-2,926.37	-15.59		-7.80	25.95
Julius Bär	long	30/01/12	20/10/14	994	3,059.97	4,402.01		1,342.05	43.86		21.93	21.93
Holcim	short	30/08/10	1/11/10	63	5,094.37	5,158.39	5,030.35	-64.02	-1.26		-0.63
	short	24/08/15	15/08/16	357	7,474.05	5,370.75	10,401.03	2,926.98	39.16		19.58	18.83
Lonza	long	7/09/20	7/02/22	518	64,246.84	77,579.48		13,332.64	20.75		10.38	10.38
Zurich Insurance	short	23/05/11	30/01/12	252	20,825.38	18,669.51	23,230.19	2,404.81	11.55		5.77	5.77
Partners	short	2/05/22	9/01/23	252	135,885.64	124,313.85	148,534.59	12,648.95	9.31		4.65	4.65
Adecco	short	18/06/18	15/04/19	301	6,686.17	6,536.45	6,839.33	153.16	2.29		1.15	1.15
ABB	long	3/09/07	10/09/07	7	2,825.87	2,563.98		-261.89	-9.27		-4.63
	long	15/08/16	18/06/18	672	2,243.02	2,500.10		257.08	11.46		5.73	0.83
Novartis	short	6/08/07	3/09/07	28	5,357.21	5,076.99	5,652.90	295.68	5.52		2.76
	long	2/03/15	29/06/15	119	10,240.38	10,189.83		-50.55	-0.49		-0.25
	long	15/04/19	9/03/20	329	9,041.72	8,391.54		-650.17	-7.19		-3.60	-1.18
Swisscom	short	17/07/06	4/09/06	49	36,838.51	39,145.38	34,531.64	-2,306.87	-6.26		-3.13	-3.13
Swatch	long	21/06/10	28/06/10	7	27,638.41	26,565.87		-1,072.54	-3.88		-1.94
	long	2/08/10	30/08/10	28	27,280.45	27,316.43		35.97	0.13		0.07
	long	1/11/10	23/05/11	203	31,089.40	39,062.71		7,973.32	25.65		12.82
	short	20/10/14	12/01/15	84	49,702.73	51,974.21	47,431.25	-2,271.48	-4.57		-2.29
	short	19/01/15	2/03/15	42	48,600.19	54,618.70	42,581.67	-6,018.51	-12.38		-6.19
	short	29/06/15	20/07/15	21	49,505.18	53,302.87	45,707.50	-3,797.69	-7.67		-3.84
	short	9/03/20	7/09/20	182	21,348.55	23,399.40	19,297.71	-2,050.85	-9.61		-4.80
	long	9/01/23	20/03/23	70	41,953.78	44,382.52		2,428.75	5.79		2.89	-4.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Swiss Re	short	17/07/06	4/09/06	49	7,916.55	9,008.29	6,824.80	-1,091.75	-13.79		-6.90	-6.90
Givaudan	short	6/07/09	20/07/09	14	57,005.92	57,505.35	56,506.50	-499.43	-0.88		-0.44
	long	12/01/15	19/01/15	7	224,479.14	218,854.68		-5,624.46	-2.51		-1.25
	long	2/03/15	29/06/15	119	231,966.47	215,401.19		-16,565.28	-7.14		-3.57
	short	7/02/22	4/04/22	56	460,417.90	511,169.85	409,665.94	-50,751.95	-11.02		-5.51	-10.42
Swiss Life	long	15/04/19	9/03/20	329	51,588.87	43,679.28		-7,909.59	-15.33		-7.67
	long	4/04/22	2/05/22	28	79,762.64	74,414.52		-5,348.12	-6.71		-3.35	-10.76

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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