| |
| |
Assessment - Swiss Leader Index - 2/22/21 - RS = 15
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/09/20 |
prc diff |
⇓ Δ15 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SLI® PR |
1,720.330 |
09:02 |
-0.39 |
1,728.980 |
-0.50 |
1,629.050 |
99.930 |
6.13 |
|
12.90 |
| |  |
 |
 |
 |
L |
 |
Logitech |
96.680 |
09:02 |
-1.89 |
103.150 |
-6.27 |
73.620 |
29.530 |
40.11 |
|
69.57 |
| |  |
 |
 |
 |
L |
 |
Richemont |
87.780 |
09:02 |
-0.79 |
87.880 |
-0.11 |
77.020 |
10.860 |
14.10 |
|
38.32 |
| |  |
 |
 |
 |
L |
 |
ams |
21.500 |
09:01 |
-1.06 |
22.240 |
-3.33 |
22.240 |
0.000 |
0.00 |
|
36.06 |
| |  |
 |
 |
 |
L |
 |
Julius Bär |
55.880 |
09:01 |
-1.17 |
55.060 |
1.49 |
48.330 |
6.730 |
13.93 |
|
31.87 |
| |  |
 |
 |
 |
L |
 |
Straumann |
1,120.500 |
09:02 |
-0.88 |
1,156.000 |
-3.07 |
1,084.000 |
72.000 |
6.64 |
|
31.45 |
| |  |
 |
 |
 |
L |
 |
Credit Suisse |
13.295 |
09:02 |
-0.41 |
12.780 |
4.03 |
10.280 |
2.500 |
24.32 |
|
31.42 |
| |  |
 |
 |
 |
L |
 |
Kühne & Nagel |
216.300 |
09:02 |
0.37 |
214.800 |
0.70 |
190.850 |
23.950 |
12.55 |
|
30.91 |
| |  |
 |
 |
 |
L |
 |
UBS |
14.300 |
09:02 |
-1.24 |
14.090 |
1.49 |
12.275 |
1.815 |
14.79 |
|
29.21 |
| |  |
 |
 |
 |
L |
 |
Swatch |
267.600 |
09:01 |
-0.74 |
266.500 |
0.41 |
229.600 |
36.900 |
16.07 |
|
28.50 |
| |  |
 |
 |
 |
L |
 |
Partners |
1,089.000 |
09:02 |
-1.45 |
1,100.500 |
-1.04 |
953.600 |
146.900 |
15.40 |
|
28.15 |
| |  |
 |
 |
 |
|
 |
Sika |
244.100 |
09:02 |
-0.53 |
249.400 |
-2.13 |
235.100 |
14.300 |
6.08 |
|
25.63 |
| |  |
 |
 |
 |
L |
 |
ABB |
26.520 |
09:01 |
-0.86 |
26.840 |
-1.19 |
24.820 |
2.020 |
8.14 |
|
23.93 |
| |  |
 |
 |
 |
L |
 |
Swiss Life |
456.000 |
09:02 |
-1.04 |
448.200 |
1.74 |
367.400 |
80.800 |
21.99 |
|
23.62 |
| |  |
 |
 |
 |
L |
 |
Adecco |
57.140 |
09:02 |
-2.59 |
57.660 |
-0.90 |
52.240 |
5.420 |
10.38 |
|
21.65 |
| |  |
 |
 |
 |
L |
 |
LafargeHolcim |
50.800 |
09:02 |
-1.24 |
50.180 |
1.24 |
44.200 |
5.980 |
13.53 |
|
18.29 |
| |  |
 |
 |
 |
|
 |
Lonza |
586.000 |
09:01 |
0.38 |
591.200 |
-0.88 |
620.000 |
-28.800 |
-4.65 |
|
17.28 |
| |  |
 |
 |
 |
L |
 |
Alcon |
63.600 |
09:02 |
-0.31 |
64.340 |
-1.15 |
61.280 |
3.060 |
4.99 |
|
16.00 |
| |  |
 |
 |
 |
|
 |
Sonova |
235.500 |
09:01 |
-0.76 |
240.600 |
-2.12 |
248.300 |
-7.700 |
-3.10 |
|
14.99 |
| |  |
 |
 |
 |
L |
 |
Swiss Re |
86.020 |
09:02 |
-1.24 |
83.460 |
3.07 |
76.880 |
6.580 |
8.56 |
|
12.20 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
376.300 |
09:01 |
-0.74 |
375.000 |
0.35 |
333.200 |
41.800 |
12.55 |
|
11.96 |
| |  |
 |
 |
 |
L |
 |
Schindler |
253.900 |
09:02 |
-0.24 |
257.600 |
-1.44 |
247.700 |
9.900 |
4.00 |
|
11.07 |
| |  |
 |
 |
 |
|
 |
Geberit |
540.600 |
09:02 |
-1.10 |
549.600 |
-1.64 |
553.000 |
-3.400 |
-0.61 |
|
10.91 |
| |  |
 |
 |
 |
|
 |
SGS |
2,631.000 |
09:02 |
-1.16 |
2,651.000 |
-0.75 |
2,457.000 |
194.000 |
7.90 |
|
10.29 |
| |  |
 |
 |
 |
L |
 |
Clariant |
19.195 |
09:01 |
-0.44 |
19.445 |
-1.29 |
17.650 |
1.795 |
10.17 |
|
7.74 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
11/09/20 |
prc diff |
⇓ Δ15 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Temenos |
125.200 |
09:02 |
-0.63 |
133.000 |
-5.86 |
114.000 |
19.000 |
16.67 |
|
6.59 |
| |  |
 |
 |
 |
|
 |
Givaudan |
3,504.000 |
09:01 |
0.55 |
3,564.000 |
-1.68 |
3,742.000 |
-178.000 |
-4.76 |
|
1.07 |
| |  |
 |
 |
 |
|
 |
Novartis |
79.520 |
09:02 |
0.61 |
79.100 |
0.53 |
77.060 |
2.040 |
2.65 |
|
-1.90 |
| |  |
 |
 |
 |
|
 |
Roche |
299.900 |
09:02 |
0.96 |
302.850 |
-0.97 |
310.800 |
-7.950 |
-2.56 |
|
-5.01 |
| |  |
 |
 |
 |
L |
 |
Swisscom |
465.100 |
09:02 |
-0.41 |
469.100 |
-0.85 |
477.000 |
-7.900 |
-1.66 |
|
-5.03 |
| |  |
 |
 |
 |
S |
 |
Nestlé |
96.190 |
09:02 |
-0.01 |
98.220 |
-2.07 |
105.460 |
-7.240 |
-6.87 |
|
-5.60 |
SLI - 30 out of 30 instruments rated - 2/22/21 / 11/09/20 - 22 did rise, Market-Ratio(15) = 73.33 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index * L15 - 80/60 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
9/04/06 |
245 |
|
- cash - |
long |
9/04/06 |
6/11/07 |
280 |
 |
 |
 |
Sika |
100 |
385 |
|
25.917 |
40.867 |
|
14.950 |
58 |
15,756 |
81 |
|
6/11/07 |
6/18/07 |
7 |
|
- cash - |
|
6/18/07 |
7/23/07 |
35 |
 |
 |
 |
Actelion |
100 |
262 |
|
60.000 |
65.550 |
|
5.550 |
9 |
17,210 |
152 |
|
7/23/07 |
6/15/09 |
693 |
|
- cash - |
|
6/15/09 |
1/25/10 |
224 |
 |
 |
 |
Sonova |
100 |
197 |
|
87.350 |
133.300 |
|
45.950 |
53 |
26,262 |
99 |
|
1/25/10 |
2/22/10 |
28 |
|
- cash - |
|
2/22/10 |
5/17/10 |
84 |
 |
 |
 |
Clariant |
100 |
2,292 |
|
11.454 |
13.664 |
|
2.210 |
19 |
31,327 |
115 |
|
5/17/10 |
10/18/10 |
154 |
|
- cash - |
|
10/18/10 |
3/14/11 |
147 |
 |
 |
 |
Richemont |
100 |
652 |
|
48.000 |
51.100 |
|
3.100 |
6 |
33,349 |
17 |
|
3/14/11 |
12/05/11 |
266 |
|
- cash - |
|
12/05/11 |
4/16/12 |
133 |
 |
 |
 |
Sonova |
100 |
347 |
|
96.000 |
100.000 |
|
4.000 |
4 |
34,737 |
12 |
|
4/16/12 |
8/27/12 |
133 |
|
- cash - |
|
8/27/12 |
11/19/12 |
84 |
 |
 |
 |
Actelion |
100 |
779 |
|
44.550 |
43.950 |
|
-0.600 |
-1 |
34,269 |
-6 |
|
11/19/12 |
12/10/12 |
21 |
|
- cash - |
|
12/10/12 |
6/03/13 |
175 |
 |
 |
 |
Richemont |
100 |
464 |
|
73.700 |
83.700 |
|
10.000 |
14 |
38,909 |
30 |
|
6/03/13 |
9/23/13 |
112 |
|
- cash - |
|
9/23/13 |
4/14/14 |
203 |
 |
 |
 |
Lonza |
100 |
521 |
|
74.550 |
83.300 |
|
8.750 |
12 |
43,468 |
22 |
|
4/14/14 |
11/24/14 |
224 |
|
- cash - |
|
11/24/14 |
12/15/14 |
21 |
 |
 |
 |
Actelion |
100 |
393 |
|
110.600 |
111.900 |
|
1.300 |
1 |
43,979 |
23 |
|
12/15/14 |
3/30/15 |
105 |
|
- cash - |
|
3/30/15 |
6/08/15 |
70 |
 |
 |
 |
Julius Bär |
100 |
887 |
|
49.550 |
50.800 |
|
1.250 |
3 |
45,088 |
14 |
|
6/08/15 |
12/07/15 |
182 |
|
- cash - |
|
12/07/15 |
12/14/15 |
7 |
 |
 |
 |
Vifor Pharma |
100 |
297 |
|
151.500 |
146.600 |
|
-4.900 |
-3 |
43,632 |
-82 |
|
12/14/15 |
10/10/16 |
301 |
|
- cash - |
|
10/10/16 |
11/07/16 |
28 |
 |
 |
 |
Sika |
100 |
557 |
|
78.200 |
79.267 |
|
1.067 |
1 |
44,226 |
19 |
|
11/07/16 |
2/13/17 |
98 |
|
- cash - |
|
2/13/17 |
8/21/17 |
189 |
 |
 |
 |
Sika |
100 |
490 |
|
90.083 |
111.583 |
|
21.500 |
24 |
54,761 |
51 |
|
8/21/17 |
10/16/17 |
56 |
|
- cash - |
|
10/16/17 |
2/05/18 |
112 |
 |
 |
 |
Lonza |
100 |
206 |
|
264.600 |
247.800 |
|
-16.800 |
-6 |
51,300 |
-19 |
|
2/05/18 |
3/04/19 |
392 |
|
- cash - |
|
3/04/19 |
6/03/19 |
91 |
 |
 |
 |
Swiss Life |
100 |
117 |
|
435.900 |
455.900 |
|
20.000 |
5 |
53,640 |
20 |
|
6/03/19 |
7/08/19 |
35 |
|
- cash - |
|
7/08/19 |
7/29/19 |
21 |
 |
 |
 |
Swiss Life |
100 |
109 |
|
490.100 |
490.100 |
|
0.000 |
0 |
53,640 |
0 |
|
7/29/19 |
9/16/19 |
49 |
|
- cash - |
|
9/16/19 |
10/07/19 |
21 |
 |
 |
 |
ams |
100 |
1,140 |
|
47.030 |
44.370 |
|
-2.660 |
-6 |
50,608 |
-64 |
|
10/07/19 |
11/18/19 |
42 |
|
- cash - |
|
11/18/19 |
2/24/20 |
98 |
 |
 |
 |
ams |
100 |
1,124 |
|
45.000 |
36.770 |
|
-8.230 |
-18 |
41,358 |
-53 |
|
2/24/20 |
6/29/20 |
126 |
|
- cash - |
|
6/29/20 |
9/21/20 |
84 |
 |
 |
 |
Logitech |
100 |
681 |
|
60.680 |
65.540 |
|
4.860 |
8 |
44,667 |
40 |
|
9/21/20 |
11/16/20 |
56 |
|
- cash - |
|
11/16/20 |
2/26/21 |
102 |
 |
 |
 |
Logitech |
100 |
591 |
|
75.560 |
96.680 |
|
21.120 |
28 |
57,149 |
142 |
|
accum | 9/04/06 |
2/26/21 | 2209 |
days out of 5534 invested (40%) |
471 |
57,149 |
33 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Sika | long | 9/04/06 | 6/11/07 | 280 | 25.92 | 40.87 | | 14.95 | 57.68 | | | |
| | 10/10/16 | 11/07/16 | 28 | 78.20 | 79.27 | | 1.07 | 1.36 | | | |
| | 2/13/17 | 8/21/17 | 189 | 90.08 | 111.58 | | 21.50 | 23.87 | | | 97.98 |
Sonova | | 6/15/09 | 1/25/10 | 224 | 87.35 | 133.30 | | 45.95 | 52.60 | | | |
| | 12/05/11 | 4/16/12 | 133 | 96.00 | 100.00 | | 4.00 | 4.17 | | | 58.96 |
Logitech | | 6/29/20 | 9/21/20 | 84 | 60.68 | 65.54 | | 4.86 | 8.01 | | | |
| | 11/16/20 | 2/26/21 | 102 | 75.56 | 96.68 | | 21.12 | 27.95 | | | 38.20 |
Richemont | | 10/18/10 | 3/14/11 | 147 | 48.00 | 51.10 | | 3.10 | 6.46 | | | |
| | 12/10/12 | 6/03/13 | 175 | 73.70 | 83.70 | | 10.00 | 13.57 | | | 20.90 |
Clariant | | 2/22/10 | 5/17/10 | 84 | 11.45 | 13.66 | | 2.21 | 19.29 | | | 19.29 |
Actelion | | 6/18/07 | 7/23/07 | 35 | 60.00 | 65.55 | | 5.55 | 9.25 | | | |
| | 8/27/12 | 11/19/12 | 84 | 44.55 | 43.95 | | -0.60 | -1.35 | | | |
| | 11/24/14 | 12/15/14 | 21 | 110.60 | 111.90 | | 1.30 | 1.18 | | | 9.05 |
Lonza | | 9/23/13 | 4/14/14 | 203 | 74.55 | 83.30 | | 8.75 | 11.74 | | | |
| | 10/16/17 | 2/05/18 | 112 | 264.60 | 247.80 | | -16.80 | -6.35 | | | 4.64 |
Swiss Life | | 3/04/19 | 6/03/19 | 91 | 435.90 | 455.90 | | 20.00 | 4.59 | | | |
| | 7/08/19 | 7/29/19 | 21 | 490.10 | 490.10 | | 0.00 | 0.00 | | | 4.59 |
Julius Bär | | 3/30/15 | 6/08/15 | 70 | 49.55 | 50.80 | | 1.25 | 2.52 | | | 2.52 |
Vifor Pharma | | 12/07/15 | 12/14/15 | 7 | 151.50 | 146.60 | | -4.90 | -3.23 | | | -3.23 |
ams | | 9/16/19 | 10/07/19 | 21 | 47.03 | 44.37 | | -2.66 | -5.66 | | | |
| | 11/18/19 | 2/24/20 | 98 | 45.00 | 36.77 | | -8.23 | -18.29 | | | -22.91 |
Annotations
11/13/18 | SLI | | | ams and Temenos replaced Aryzta and Bâloise |
8/13/18 | SLI | | | Logitech replaced Lindt & Sprüngli |
6/19/18 | Sika | | | stock split 1:60 (sixty for one) |
5/31/17 | SLI | | | Lindt & Sprüngli and Partners Group replace Actelion and Syngenta |
4/05/16 | SLI | | | Transocean was replaced by Dufry |
9/15/15 | SLI | | | complete analysis |
|