| |
| |
Assessment - Swiss Leader Index in Euro - 9/25/23 - RS = 27
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/23 |
⇓ Δwk |
3/20/23 |
prc diff |
⇓ Δ27 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SLI® PR |
1,775.625 |
Fri |
0.58 |
1,782.812 |
-0.40 |
1,689.819 |
92.993 |
5.50 |
|
1.57 |
| |  |
 |
 |
 |
L |
 |
UBS |
23.497 |
Fri |
0.18 |
23.911 |
-1.73 |
17.414 |
6.497 |
37.31 |
|
29.06 |
| |  |
 |
 |
 |
L |
 |
Adecco |
39.103 |
Fri |
1.31 |
38.761 |
0.88 |
31.843 |
6.918 |
21.72 |
|
18.44 |
| |  |
 |
 |
 |
L |
 |
Logitech |
65.530 |
Fri |
0.54 |
64.743 |
1.22 |
49.273 |
15.471 |
31.40 |
|
17.98 |
| |  |
 |
 |
 |
L |
 |
Partners |
1,071.288 |
Fri |
1.07 |
1,056.272 |
1.42 |
770.553 |
285.719 |
37.08 |
|
17.89 |
| |  |
 |
 |
 |
|
 |
Holcim |
60.870 |
Fri |
0.03 |
60.974 |
-0.17 |
57.214 |
3.760 |
6.57 |
|
11.78 |
| |  |
 |
 |
 |
|
 |
Kühne & Nagel |
270.281 |
Fri |
0.46 |
275.563 |
-1.92 |
253.701 |
21.861 |
8.62 |
|
11.28 |
| |  |
 |
 |
 |
|
 |
VAT |
340.700 |
Fri |
3.20 |
334.176 |
1.95 |
300.542 |
33.634 |
11.19 |
|
10.87 |
| |  |
 |
 |
 |
|
 |
Novartis |
97.208 |
Fri |
0.17 |
95.789 |
1.48 |
77.136 |
18.654 |
24.18 |
|
10.67 |
| |  |
 |
 |
 |
L |
 |
Swiss Life |
591.927 |
Fri |
1.13 |
592.134 |
-0.03 |
543.589 |
48.545 |
8.93 |
|
10.42 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
97.674 |
Fri |
-0.72 |
98.047 |
-0.38 |
89.740 |
8.307 |
9.26 |
|
10.23 |
| |  |
 |
 |
 |
|
 |
Alcon |
73.463 |
Fri |
-0.64 |
73.628 |
-0.23 |
61.636 |
11.992 |
19.46 |
|
8.28 |
| |  |
 |
 |
 |
|
 |
ABB |
33.966 |
Fri |
-0.36 |
33.625 |
1.02 |
30.255 |
3.369 |
11.14 |
|
6.45 |
| |  |
 |
 |
 |
|
 |
Julius Bär |
60.953 |
Fri |
0.55 |
60.787 |
0.27 |
59.948 |
0.840 |
1.40 |
|
5.63 |
| |  |
 |
 |
 |
|
 |
Straumann |
121.368 |
Fri |
0.90 |
128.410 |
-5.48 |
125.795 |
2.614 |
2.08 |
|
3.23 |
| |  |
 |
 |
 |
|
 |
Swisscom |
563.552 |
Fri |
0.33 |
564.588 |
-0.18 |
590.831 |
-26.243 |
-4.44 |
|
2.46 |
| |  |
 |
 |
 |
S |
 |
Temenos |
66.711 |
Fri |
0.66 |
66.690 |
0.03 |
58.661 |
8.029 |
13.69 |
|
0.86 |
| |  |
 |
 |
 |
L |
 |
Givaudan |
3,100.470 |
Fri |
0.50 |
3,042.479 |
1.91 |
2,987.325 |
55.154 |
1.85 |
|
0.46 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
435.039 |
Fri |
-0.21 |
438.560 |
-0.80 |
413.320 |
25.240 |
6.11 |
|
0.36 |
| |  |
 |
 |
 |
|
 |
Lindt PS |
10,552.369 |
Fri |
0.89 |
10,552.369 |
|
10,413.421 |
138.948 |
1.33 |
|
0.34 |
| |  |
 |
 |
 |
|
 |
Nestlé |
107.429 |
Fri |
0.82 |
110.950 |
-3.17 |
109.542 |
1.408 |
1.29 |
|
-0.41 |
| |  |
 |
 |
 |
S |
 |
Schindler |
189.508 |
Fri |
2.35 |
191.527 |
-1.05 |
217.315 |
-25.788 |
-11.87 |
|
-1.24 |
| |  |
 |
 |
 |
S |
 |
Geberit |
475.323 |
Fri |
1.39 |
467.142 |
1.75 |
507.001 |
-39.859 |
-7.86 |
|
-3.19 |
| |  |
 |
 |
 |
S |
 |
Sika |
241.389 |
Fri |
0.95 |
240.872 |
0.21 |
255.812 |
-14.941 |
-5.84 |
|
-3.33 |
| |  |
 |
 |
 |
S |
 |
Sonova |
225.442 |
Fri |
1.16 |
226.477 |
-0.46 |
244.555 |
-18.077 |
-7.39 |
|
-7.33 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/23 |
⇓ Δwk |
3/20/23 |
prc diff |
⇓ Δ27 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
SGS |
79.759 |
Fri |
1.66 |
79.842 |
-0.10 |
84.835 |
-4.993 |
-5.89 |
|
-8.04 |
| |  |
 |
 |
 |
S |
 |
Richemont |
115.983 |
Fri |
1.91 |
118.313 |
-1.97 |
137.304 |
-18.992 |
-13.83 |
|
-10.23 |
| |  |
 |
 |
 |
S |
 |
Roche |
259.356 |
Fri |
0.30 |
258.424 |
0.36 |
262.798 |
-4.374 |
-1.66 |
|
-10.94 |
| |  |
 |
 |
 |
S |
 |
Swatch |
243.771 |
Fri |
-1.13 |
243.668 |
0.04 |
305.165 |
-61.498 |
-20.15 |
|
-11.97 |
| |  |
 |
 |
 |
S |
 |
Lonza |
440.735 |
Fri |
0.83 |
447.466 |
-1.50 |
534.944 |
-87.478 |
-16.35 |
|
-14.68 |
| |  |
 |
 |
 |
S |
 |
ams-OSRAM |
4.469 |
Fri |
4.25 |
5.731 |
-22.01 |
6.867 |
-1.136 |
-16.55 |
|
-16.23 |
SLI - 30 out of 30 instruments rated - 9/25/23 / 3/20/23 - 19 did rise, Market-Ratio(27) in EUR = 63.33 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index in Euro * S27 - 34/64 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
8/13/07 |
588 |
|
- cash - |
short |
8/13/07 |
5/04/09 |
630 |
 |
 |
 |
UBS |
50 |
124 |
|
40.238 |
10.425 |
155.311 |
115.073 |
286 |
24,269 |
119 |
|
|
|
|
|
 |
 |
 |
Clariant |
50 |
533 |
|
9.394 |
4.180 |
21.115 |
11.720 |
125 |
30,516 |
60 |
|
100 |
205 |
91 | |
5/04/09 |
5/23/11 |
749 |
|
- cash - |
|
5/23/11 |
2/06/12 |
259 |
 |
 |
 |
Credit Suisse |
50 |
526 |
|
28.996 |
20.830 |
40.363 |
11.368 |
39 |
36,495 |
59 |
|
|
|
|
|
 |
 |
 |
Sonova |
50 |
223 |
|
68.405 |
81.712 |
55.098 |
-13.307 |
-19 |
33,528 |
-26 |
|
100 |
10 |
14 | |
2/06/12 |
10/13/14 |
980 |
|
- cash - |
|
10/13/14 |
3/16/15 |
154 |
 |
 |
 |
Swatch |
50 |
46 |
|
360.801 |
412.140 |
309.462 |
-51.339 |
-14 |
31,166 |
-30 |
|
|
|
|
|
 |
 |
 |
Transocean |
50 |
731 |
|
23.157 |
12.834 |
41.783 |
18.626 |
80 |
44,782 |
305 |
|
100 |
34 |
99 | |
3/16/15 |
6/15/15 |
91 |
|
- cash - |
|
6/15/15 |
7/27/15 |
42 |
 |
 |
 |
Transocean |
50 |
1,431 |
|
15.640 |
11.742 |
20.833 |
5.193 |
33 |
52,212 |
1,108 |
|
|
|
|
|
 |
 |
 |
Aryzta |
50 |
2,128 |
|
10.523 |
9.404 |
11.774 |
1.251 |
12 |
54,874 |
165 |
|
100 |
23 |
485 | |
7/27/15 |
8/31/15 |
35 |
|
- cash - |
|
8/31/15 |
8/15/16 |
350 |
 |
 |
 |
Holcim |
50 |
483 |
|
56.692 |
47.413 |
67.788 |
11.095 |
20 |
60,233 |
20 |
|
|
|
|
|
 |
 |
 |
Aryzta |
50 |
2,793 |
|
9.841 |
7.426 |
13.040 |
3.199 |
33 |
69,169 |
34 |
|
100 |
26 |
27 | |
8/15/16 |
6/25/18 |
679 |
|
- cash - |
|
6/25/18 |
4/22/19 |
301 |
 |
 |
 |
Adecco |
50 |
685 |
|
50.466 |
52.527 |
48.405 |
-2.061 |
-4 |
67,757 |
-5 |
|
|
|
|
|
 |
 |
 |
Aryzta |
50 |
11,869 |
|
2.915 |
1.240 |
6.852 |
3.937 |
135 |
114,482 |
182 |
|
100 |
66 |
84 | |
4/22/19 |
3/09/20 |
322 |
|
- cash - |
|
3/09/20 |
9/14/20 |
189 |
 |
 |
 |
Credit Suisse |
50 |
6,999 |
|
8.178 |
9.528 |
6.827 |
-1.350 |
-17 |
105,030 |
-29 |
|
|
|
|
|
 |
 |
 |
ams-OSRAM |
50 |
2,374 |
|
24.111 |
15.583 |
37.306 |
13.195 |
55 |
136,355 |
132 |
|
100 |
19 |
40 | |
9/14/20 |
2/07/22 |
511 |
|
- cash - |
|
2/07/22 |
1/09/23 |
336 |
 |
 |
 |
Logitech |
50 |
991 |
|
68.755 |
62.616 |
75.495 |
6.741 |
10 |
143,035 |
11 |
|
|
|
|
|
 |
 |
 |
Temenos |
50 |
664 |
|
102.725 |
57.517 |
183.464 |
80.739 |
79 |
196,646 |
88 |
|
100 |
44 |
49 | |
1/09/23 |
9/30/23 |
264 |
|
- cash - |
accum | 8/13/07 |
1/09/23 | 2261 |
days out of 6480 invested (35%) |
1,866 |
196,646 |
62 |
|
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 | 8/13/07 | 5/04/09 | 630 | 40.24 | 10.42 | 155.31 | 115.07 | 285.98 | 50 | 142.99 | 142.99 |
Aryzta | | 6/15/15 | 7/27/15 | 42 | 10.52 | 9.40 | 11.77 | 1.25 | 11.89 | | 5.94 | |
| | 8/31/15 | 8/15/16 | 350 | 9.84 | 7.43 | 13.04 | 3.20 | 32.51 | | 16.26 | |
| | 6/25/18 | 4/22/19 | 301 | 2.91 | 1.24 | 6.85 | 3.94 | 135.05 | | 67.53 | 106.33 |
Transocean | | 10/13/14 | 3/16/15 | 154 | 23.16 | 12.83 | 41.78 | 18.63 | 80.43 | | 40.22 | |
| | 6/15/15 | 7/27/15 | 42 | 15.64 | 11.74 | 20.83 | 5.19 | 33.20 | | 16.60 | 63.49 |
Clariant | | 8/13/07 | 5/04/09 | 630 | 9.39 | 4.18 | 21.11 | 11.72 | 124.76 | | 62.38 | 62.38 |
Temenos | | 2/07/22 | 1/09/23 | 336 | 102.72 | 57.52 | 183.46 | 80.74 | 78.60 | | 39.30 | 39.30 |
ams-OSRAM | | 3/09/20 | 9/14/20 | 189 | 24.11 | 15.58 | 37.31 | 13.19 | 54.73 | | 27.36 | 27.36 |
Holcim | | 8/31/15 | 8/15/16 | 350 | 56.69 | 47.41 | 67.79 | 11.10 | 19.57 | | 9.79 | 9.79 |
Credit Suisse | | 5/23/11 | 2/06/12 | 259 | 29.00 | 20.83 | 40.36 | 11.37 | 39.20 | | 19.60 | |
| | 3/09/20 | 9/14/20 | 189 | 8.18 | 9.53 | 6.83 | -1.35 | -16.51 | | -8.26 | 9.73 |
Logitech | | 2/07/22 | 1/09/23 | 336 | 68.75 | 62.62 | 75.50 | 6.74 | 9.80 | | 4.90 | 4.90 |
Adecco | | 6/25/18 | 4/22/19 | 301 | 50.47 | 52.53 | 48.41 | -2.06 | -4.08 | | -2.04 | -2.04 |
Swatch | | 10/13/14 | 3/16/15 | 154 | 360.80 | 412.14 | 309.46 | -51.34 | -14.23 | | -7.11 | -7.11 |
Sonova | | 5/23/11 | 2/06/12 | 259 | 68.40 | 81.71 | 55.10 | -13.31 | -19.45 | | -9.73 | -9.73 |
Annotations
4/12/23 | SGS | | | stock split 1:25 (twentyfive for one) |
4/20/22 | Straumann | | | stock split 1:10 (ten for one) |
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 |
|