| |
| |
Assessment - Swiss Market Index - 3/25/24 - RS = 23
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
10/16/23 |
prc diff |
⇓ Δ23 |
|
∅-RS |
| | |
|
|
|
L |
|
SMI® PR |
11,730.400 |
Thu |
0.21 |
11,637.000 |
0.80 |
10,889.000 |
748.000 |
6.87 |
|
4.55 |
| | |
|
|
|
L |
|
UBS |
27.740 |
Thu |
-1.81 |
28.350 |
-2.15 |
22.450 |
5.900 |
26.28 |
|
33.28 |
| | |
|
|
|
L |
|
Holcim |
81.660 |
Thu |
0.99 |
80.800 |
1.06 |
58.020 |
22.780 |
39.26 |
|
32.24 |
| | |
|
|
|
L |
|
Givaudan |
4,016.000 |
Thu |
0.02 |
4,066.000 |
-1.23 |
2,910.000 |
1,156.000 |
39.73 |
|
29.61 |
| | |
|
|
|
L |
|
Partners |
1,288.000 |
Thu |
0.47 |
1,281.500 |
0.51 |
1,038.500 |
243.000 |
23.40 |
|
29.19 |
| | |
|
|
|
|
|
Logitech |
80.760 |
Thu |
1.28 |
81.900 |
-1.39 |
64.880 |
17.020 |
26.23 |
|
28.84 |
| | |
|
|
|
L |
|
Swiss Re |
115.950 |
Thu |
-0.69 |
115.400 |
0.48 |
97.320 |
18.080 |
18.58 |
|
22.46 |
| | |
|
|
|
L |
|
ABB |
41.890 |
Thu |
-0.33 |
41.810 |
0.19 |
32.700 |
9.110 |
27.86 |
|
22.03 |
| | |
|
|
|
L |
|
Lonza |
540.200 |
Thu |
0.90 |
526.000 |
2.70 |
426.100 |
99.900 |
23.45 |
|
18.60 |
| | |
|
|
|
L |
|
Zurich Insurance |
486.300 |
Thu |
0.27 |
485.200 |
0.23 |
427.700 |
57.500 |
13.44 |
|
12.41 |
| | |
|
|
|
L |
|
Geberit |
533.000 |
Thu |
0.04 |
529.800 |
0.60 |
452.300 |
77.500 |
17.13 |
|
9.75 |
| | |
|
|
|
|
|
Swiss Life |
632.200 |
Thu |
0.13 |
624.400 |
1.25 |
578.200 |
46.200 |
7.99 |
|
9.67 |
| | |
|
|
|
L |
|
Sika |
268.600 |
Thu |
0.56 |
267.700 |
0.34 |
235.000 |
32.700 |
13.91 |
|
8.92 |
| | |
|
|
|
L |
|
Alcon |
74.740 |
Thu |
-0.64 |
74.760 |
-0.03 |
68.640 |
6.120 |
8.92 |
|
8.80 |
| | |
|
|
|
L |
|
Richemont |
137.500 |
Thu |
0.73 |
134.750 |
2.04 |
106.050 |
28.700 |
27.06 |
|
5.27 |
| | |
|
|
|
|
|
Sonova |
261.100 |
Thu |
-0.72 |
256.900 |
1.63 |
218.700 |
38.200 |
17.47 |
|
3.32 |
| | |
|
|
|
L |
|
Swisscom |
551.400 |
Thu |
-0.68 |
538.000 |
2.49 |
544.000 |
-6.000 |
-1.10 |
|
-0.42 |
| | |
|
|
|
|
|
Novartis |
87.370 |
Thu |
0.82 |
86.410 |
1.11 |
87.200 |
-0.790 |
-0.91 |
|
-2.45 |
| | |
|
|
|
S |
|
Kühne & Nagel |
251.000 |
Thu |
0.32 |
244.200 |
2.78 |
265.900 |
-21.700 |
-8.16 |
|
-7.97 |
| | |
|
|
|
S |
|
Nestlé |
95.750 |
Thu |
-0.26 |
94.750 |
1.06 |
103.080 |
-8.330 |
-8.08 |
|
-8.55 |
| | |
|
|
|
S |
|
Roche |
229.700 |
Thu |
1.30 |
225.500 |
1.86 |
252.150 |
-26.650 |
-10.57 |
|
-11.78 |
SMI - 20 out of 20 instruments rated - 3/25/24 / 10/16/23 - 15 did rise, Market-Ratio(23) = 75.00 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Market Index * S23 - 26/62 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
8/06/07 |
581 |
|
- cash - |
short |
8/06/07 |
7/13/09 |
707 |
|
|
|
UBS |
100 |
153 |
|
65.050 |
13.230 |
319.842 |
254.792 |
392 |
48,983 |
128 |
|
7/13/09 |
8/30/10 |
413 |
|
- cash - |
|
8/30/10 |
10/18/10 |
49 |
|
|
|
Holcim |
100 |
797 |
|
61.450 |
61.300 |
61.600 |
0.150 |
0 |
49,103 |
2 |
|
10/18/10 |
5/30/11 |
224 |
|
- cash - |
|
5/30/11 |
1/16/12 |
231 |
|
|
|
Credit Suisse |
100 |
1,343 |
|
36.550 |
21.390 |
62.455 |
25.905 |
71 |
83,893 |
133 |
|
1/16/12 |
10/20/14 |
1008 |
|
- cash - |
|
10/20/14 |
12/08/14 |
49 |
|
|
|
Transocean |
100 |
3,091 |
|
27.140 |
17.410 |
42.308 |
15.168 |
56 |
130,776 |
2,631 |
|
12/08/14 |
8/24/15 |
259 |
|
- cash - |
|
8/24/15 |
10/10/16 |
413 |
|
|
|
Holcim |
100 |
2,225 |
|
58.750 |
52.600 |
65.619 |
6.869 |
12 |
146,060 |
10 |
|
10/10/16 |
3/26/18 |
532 |
|
- cash - |
|
3/26/18 |
5/07/18 |
42 |
|
|
|
Roche |
100 |
681 |
|
214.400 |
227.850 |
200.950 |
-13.450 |
-6 |
136,901 |
-43 |
|
5/07/18 |
6/18/18 |
42 |
|
- cash - |
|
6/18/18 |
3/18/19 |
273 |
|
|
|
Adecco |
100 |
2,274 |
|
60.200 |
52.800 |
68.637 |
8.437 |
14 |
156,087 |
19 |
|
3/18/19 |
3/09/20 |
357 |
|
- cash - |
|
3/09/20 |
8/17/20 |
161 |
|
|
|
Credit Suisse |
100 |
17,990 |
|
8.676 |
10.305 |
7.047 |
-1.629 |
-19 |
126,781 |
-38 |
|
8/17/20 |
6/06/22 |
658 |
|
- cash - |
|
6/06/22 |
11/28/22 |
175 |
|
|
|
Partners |
100 |
126 |
|
1,002.000 |
921.400 |
1,089.651 |
87.651 |
9 |
137,825 |
19 |
|
11/28/22 |
10/23/23 |
329 |
|
- cash - |
|
10/23/23 |
12/18/23 |
56 |
|
|
|
Lonza |
100 |
420 |
|
327.600 |
325.000 |
330.221 |
2.621 |
1 |
138,926 |
5 |
|
12/18/23 |
3/29/24 |
102 |
|
- cash - |
accum | 8/06/07 |
12/18/23 | 2156 |
days out of 6661 invested (32%) |
1,289 |
138,926 |
56 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
UBS | short | 8/06/07 | 7/13/09 | 707 | 65.05 | 13.23 | 319.84 | 254.79 | 391.69 | | | 391.69 |
Transocean | | 10/20/14 | 12/08/14 | 49 | 27.14 | 17.41 | 42.31 | 15.17 | 55.89 | | | 55.89 |
Credit Suisse | | 5/30/11 | 1/16/12 | 231 | 36.55 | 21.39 | 62.45 | 25.90 | 70.87 | | | |
| | 3/09/20 | 8/17/20 | 161 | 8.68 | 10.31 | 7.05 | -1.63 | -18.78 | | | 38.79 |
Adecco | | 6/18/18 | 3/18/19 | 273 | 60.20 | 52.80 | 68.64 | 8.44 | 14.02 | | | 14.02 |
Holcim | | 8/30/10 | 10/18/10 | 49 | 61.45 | 61.30 | 61.60 | 0.15 | 0.24 | | | |
| | 8/24/15 | 10/10/16 | 413 | 58.75 | 52.60 | 65.62 | 6.87 | 11.69 | | | 11.97 |
Partners | | 6/06/22 | 11/28/22 | 175 | 1,002.00 | 921.40 | 1,089.65 | 87.65 | 8.75 | | | 8.75 |
Lonza | | 10/23/23 | 12/18/23 | 56 | 327.60 | 325.00 | 330.22 | 2.62 | 0.80 | | | 0.80 |
Roche | | 3/26/18 | 5/07/18 | 42 | 214.40 | 227.85 | 200.95 | -13.45 | -6.27 | | | -6.27 |
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 |
|