| |
| |
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
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 | di % | 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 | di % | 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 | di % | 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 |
|
|