| |
| |
Assessment - Swiss Leader Index in Renminbi yuán - 7/01/24 - RS = 27
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
12/25/23 |
prc diff |
⇓ Δ27 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SLI® PR |
15,466.612 |
8/12/24 |
0.02 |
15,728.698 |
-1.67 |
14,832.630 |
896.067 |
6.04 |
|
7.98 |
| |  |
 |
 |
 |
L |
 |
ABB |
366.775 |
8/12/24 |
0.55 |
406.024 |
-9.67 |
310.323 |
95.700 |
30.84 |
|
34.27 |
| |  |
 |
 |
 |
L |
 |
Givaudan |
33,340.996 |
8/12/24 |
-1.12 |
34,670.768 |
-3.84 |
29,050.111 |
5,620.656 |
19.35 |
|
26.67 |
| |  |
 |
 |
 |
|
 |
VAT |
3,276.879 |
8/12/24 |
-0.34 |
4,076.354 |
-19.61 |
3,493.009 |
583.344 |
16.70 |
|
26.98 |
| |  |
 |
 |
 |
L |
 |
Logitech |
606.698 |
8/12/24 |
1.95 |
702.764 |
-13.67 |
662.289 |
40.475 |
6.11 |
|
22.82 |
| |  |
 |
 |
 |
|
 |
Holcim |
614.757 |
8/12/24 |
-0.34 |
643.932 |
-4.53 |
553.851 |
90.081 |
16.26 |
|
20.26 |
| |  |
 |
 |
 |
|
 |
UBS |
200.272 |
8/12/24 |
0.44 |
217.438 |
-7.89 |
219.375 |
-1.937 |
-0.88 |
|
13.30 |
| |  |
 |
 |
 |
|
 |
Schindler |
1,827.831 |
8/12/24 |
-0.09 |
1,822.996 |
0.27 |
1,746.505 |
76.491 |
4.38 |
|
7.33 |
| |  |
 |
 |
 |
L |
 |
Richemont |
1,033.192 |
8/12/24 |
1.22 |
1,132.723 |
-8.79 |
965.700 |
167.024 |
17.30 |
|
10.50 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
838.159 |
8/12/24 |
0.10 |
905.856 |
-7.47 |
797.046 |
108.811 |
13.65 |
|
12.90 |
| |  |
 |
 |
 |
L |
 |
Alcon |
641.192 |
8/12/24 |
-1.12 |
646.188 |
-0.77 |
550.353 |
95.835 |
17.41 |
|
12.15 |
| |  |
 |
 |
 |
L |
 |
Geberit |
4,213.361 |
8/12/24 |
-0.72 |
4,264.940 |
-1.21 |
4,507.431 |
-242.492 |
-5.38 |
|
6.77 |
| |  |
 |
 |
 |
|
 |
Swiss Life |
5,256.224 |
8/12/24 |
0.62 |
5,393.231 |
-2.54 |
4,827.249 |
565.982 |
11.72 |
|
12.77 |
| |  |
 |
 |
 |
L |
 |
Sonova |
2,241.269 |
8/12/24 |
-1.52 |
2,259.000 |
-0.78 |
2,308.684 |
-49.685 |
-2.15 |
|
10.93 |
| |  |
 |
 |
 |
|
 |
Lonza |
4,392.275 |
8/12/24 |
-1.80 |
3,936.123 |
11.59 |
2,944.988 |
991.135 |
33.65 |
|
11.01 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
3,745.120 |
8/12/24 |
0.85 |
3,890.992 |
-3.75 |
3,670.408 |
220.584 |
6.01 |
|
8.57 |
| |  |
 |
 |
 |
|
 |
Partners |
9,143.186 |
8/12/24 |
0.93 |
9,247.956 |
-1.13 |
10,227.505 |
-979.549 |
-9.58 |
|
4.23 |
| |  |
 |
 |
 |
L |
 |
Novartis |
779.649 |
8/12/24 |
0.16 |
779.488 |
0.02 |
706.597 |
72.891 |
10.32 |
|
7.90 |
| |  |
 |
 |
 |
|
 |
SGS |
738.386 |
8/12/24 |
-0.17 |
645.544 |
14.38 |
601.324 |
44.220 |
7.35 |
|
-0.50 |
| |  |
 |
 |
 |
|
 |
Sika |
1,993.851 |
8/12/24 |
0.04 |
2,055.907 |
-3.02 |
2,267.041 |
-211.134 |
-9.31 |
|
0.88 |
| |  |
 |
 |
 |
|
 |
Lindt PS |
87,523.138 |
8/12/24 |
-1.54 |
85,024.779 |
2.94 |
84,618.444 |
406.335 |
0.48 |
|
-1.12 |
| |  |
 |
 |
 |
L |
 |
Roche |
2,238.852 |
8/12/24 |
0.25 |
2,015.611 |
11.08 |
2,034.674 |
-19.063 |
-0.94 |
|
1.75 |
| |  |
 |
 |
 |
L |
 |
Julius Bär |
384.264 |
8/12/24 |
0.87 |
411.343 |
-6.58 |
389.445 |
21.898 |
5.62 |
|
-3.24 |
| |  |
 |
 |
 |
|
 |
Kühne & Nagel |
2,045.430 |
8/12/24 |
0.40 |
2,107.486 |
-2.94 |
2,471.092 |
-363.606 |
-14.71 |
|
-1.34 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
714.369 |
8/12/24 |
-0.40 |
740.481 |
-3.53 |
809.539 |
-69.057 |
-8.53 |
|
-8.30 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
12/25/23 |
prc diff |
⇓ Δ27 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Swisscom |
4,231.091 |
8/12/24 |
0.48 |
4,098.114 |
3.24 |
4,242.582 |
-144.468 |
-3.41 |
|
-3.62 |
| |  |
 |
 |
 |
|
 |
Temenos |
457.764 |
8/12/24 |
1.88 |
503.701 |
-9.12 |
650.130 |
-146.428 |
-22.52 |
|
-8.83 |
| |  |
 |
 |
 |
S |
 |
Adecco |
226.464 |
8/12/24 |
-0.78 |
242.905 |
-6.77 |
340.056 |
-97.151 |
-28.57 |
|
-16.86 |
| |  |
 |
 |
 |
S |
 |
Straumann |
905.453 |
8/12/24 |
0.76 |
908.274 |
-0.31 |
1,137.269 |
-228.994 |
-20.14 |
|
-13.20 |
| |  |
 |
 |
 |
S |
 |
Swatch |
1,450.257 |
8/12/24 |
-0.17 |
1,490.553 |
-2.70 |
1,881.428 |
-390.875 |
-20.78 |
|
-17.72 |
| |  |
 |
 |
 |
L |
 |
ams-OSRAM |
8.063 |
8/12/24 |
-0.20 |
10.050 |
-19.77 |
18.648 |
-8.598 |
-46.11 |
|
-40.19 |
SLI - 30 out of 30 instruments rated - 7/01/24 / 12/25/23 - 16 did rise, Market-Ratio(27) in CNY = 53.33 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index in Renminbi yuán * 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 |
11 |
|
417.380 |
94.341 |
1,846.555 |
1,429.175 |
342 |
25,721 |
137 |
|
|
|
|
|
 |
 |
 |
Clariant |
50 |
55 |
|
97.448 |
37.827 |
251.042 |
153.594 |
158 |
34,169 |
73 |
|
100 |
243 |
104 | |
5/04/09 |
5/23/11 |
749 |
|
- cash - |
|
5/23/11 |
2/06/12 |
259 |
 |
 |
 |
Credit Suisse |
50 |
64 |
|
266.522 |
172.369 |
412.106 |
145.584 |
55 |
43,486 |
85 |
|
|
|
|
|
 |
 |
 |
Sonova |
50 |
27 |
|
628.765 |
676.184 |
581.346 |
-47.419 |
-8 |
42,206 |
-10 |
|
100 |
24 |
35 | |
2/06/12 |
10/13/14 |
980 |
|
- cash - |
|
10/13/14 |
3/16/15 |
154 |
 |
 |
 |
Swatch |
50 |
7 |
|
2,816.051 |
2,729.562 |
2,905.280 |
89.229 |
3 |
42,830 |
8 |
|
|
|
|
|
 |
 |
 |
Transocean |
50 |
124 |
|
180.741 |
85.000 |
384.323 |
203.582 |
113 |
68,074 |
498 |
|
100 |
61 |
211 | |
3/16/15 |
6/15/15 |
91 |
|
- cash - |
|
6/15/15 |
7/27/15 |
42 |
 |
 |
 |
Transocean |
50 |
310 |
|
109.558 |
80.858 |
148.443 |
38.885 |
35 |
80,129 |
1,301 |
|
|
|
|
|
 |
 |
 |
Aryzta |
50 |
462 |
|
73.711 |
64.764 |
83.894 |
10.183 |
14 |
84,833 |
208 |
|
100 |
25 |
578 | |
7/27/15 |
8/31/15 |
35 |
|
- cash - |
|
8/31/15 |
8/15/16 |
350 |
 |
 |
 |
Holcim |
50 |
104 |
|
405.249 |
352.030 |
466.514 |
61.264 |
15 |
91,205 |
16 |
|
|
|
|
|
 |
 |
 |
Aryzta |
50 |
606 |
|
70.342 |
55.138 |
89.739 |
19.397 |
28 |
102,959 |
29 |
|
100 |
21 |
22 | |
8/15/16 |
6/25/18 |
679 |
|
- cash - |
|
6/25/18 |
4/22/19 |
301 |
 |
 |
 |
Adecco |
50 |
133 |
|
385.996 |
396.879 |
375.113 |
-10.883 |
-3 |
101,512 |
-3 |
|
|
|
|
|
 |
 |
 |
Aryzta |
50 |
2,315 |
|
22.295 |
9.370 |
53.050 |
30.755 |
138 |
172,709 |
186 |
|
100 |
68 |
87 | |
4/22/19 |
3/09/20 |
322 |
|
- cash - |
|
3/09/20 |
9/14/20 |
189 |
 |
 |
 |
Credit Suisse |
50 |
1,325 |
|
65.124 |
76.965 |
53.283 |
-11.841 |
-18 |
157,019 |
-32 |
|
|
|
|
|
 |
 |
 |
ams-OSRAM |
50 |
450 |
|
192.010 |
125.875 |
292.891 |
100.881 |
53 |
202,415 |
126 |
|
100 |
17 |
36 | |
9/14/20 |
2/07/22 |
511 |
|
- cash - |
|
2/07/22 |
1/09/23 |
336 |
 |
 |
 |
Logitech |
50 |
202 |
|
500.162 |
455.586 |
549.101 |
48.938 |
10 |
212,301 |
11 |
|
|
|
|
|
 |
 |
 |
Temenos |
50 |
135 |
|
747.282 |
418.491 |
1,334.390 |
587.108 |
79 |
291,560 |
88 |
|
100 |
44 |
49 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/09/23 |
10/09/23 |
273 |
|
- cash - |
|
10/09/23 |
2/26/24 |
140 |
 |
 |
 |
Lonza |
50 |
42 |
|
3,444.391 |
3,773.212 |
3,115.570 |
-328.821 |
-10 |
277,750 |
-23 |
|
|
|
|
|
 |
 |
 |
ams-OSRAM |
50 |
4,840 |
|
30.349 |
18.502 |
49.782 |
19.433 |
64 |
371,803 |
263 |
|
100 |
28 |
88 | |
2/26/24 |
7/11/25 |
501 |
|
- cash - |
accum | 8/13/07 |
2/26/24 | 2401 |
days out of 7130 invested (34%) |
3,618 |
371,803 |
73 |
|
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 | 417.38 | 94.34 | 1,846.56 | 1,429.17 | 342.42 | 50 | 171.21 | 171.21 |
Aryzta | | 6/15/15 | 7/27/15 | 42 | 73.71 | 64.76 | 83.89 | 10.18 | 13.81 | | 6.91 | |
| | 8/31/15 | 8/15/16 | 350 | 70.34 | 55.14 | 89.74 | 19.40 | 27.58 | | 13.79 | |
| | 6/25/18 | 4/22/19 | 301 | 22.30 | 9.37 | 53.05 | 30.75 | 137.94 | | 68.97 | 105.55 |
Transocean | | 10/13/14 | 3/16/15 | 154 | 180.74 | 85.00 | 384.32 | 203.58 | 112.64 | | 56.32 | |
| | 6/15/15 | 7/27/15 | 42 | 109.56 | 80.86 | 148.44 | 38.89 | 35.49 | | 17.75 | 84.06 |
Clariant | | 8/13/07 | 5/04/09 | 630 | 97.45 | 37.83 | 251.04 | 153.59 | 157.62 | | 78.81 | 78.81 |
ams-OSRAM | | 3/09/20 | 9/14/20 | 189 | 192.01 | 125.88 | 292.89 | 100.88 | 52.54 | | 26.27 | |
| | 10/09/23 | 2/26/24 | 140 | 30.35 | 18.50 | 49.78 | 19.43 | 64.03 | | 32.01 | 66.69 |
Temenos | | 2/07/22 | 1/09/23 | 336 | 747.28 | 418.49 | 1,334.39 | 587.11 | 78.57 | | 39.28 | 39.28 |
Credit Suisse | | 5/23/11 | 2/06/12 | 259 | 266.52 | 172.37 | 412.11 | 145.58 | 54.62 | | 27.31 | |
| | 3/09/20 | 9/14/20 | 189 | 65.12 | 76.97 | 53.28 | -11.84 | -18.18 | | -9.09 | 15.74 |
Holcim | | 8/31/15 | 8/15/16 | 350 | 405.25 | 352.03 | 466.51 | 61.26 | 15.12 | | 7.56 | 7.56 |
Logitech | | 2/07/22 | 1/09/23 | 336 | 500.16 | 455.59 | 549.10 | 48.94 | 9.78 | | 4.89 | 4.89 |
Swatch | | 10/13/14 | 3/16/15 | 154 | 2,816.05 | 2,729.56 | 2,905.28 | 89.23 | 3.17 | | 1.58 | 1.58 |
Adecco | | 6/25/18 | 4/22/19 | 301 | 386.00 | 396.88 | 375.11 | -10.88 | -2.82 | | -1.41 | -1.41 |
Sonova | | 5/23/11 | 2/06/12 | 259 | 628.76 | 676.18 | 581.35 | -47.42 | -7.54 | | -3.77 | -3.77 |
Lonza | | 10/09/23 | 2/26/24 | 140 | 3,444.39 | 3,773.21 | 3,115.57 | -328.82 | -9.55 | | -4.77 | -4.77 |
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 |
|
|