| |
| |
Assessment - Swiss Leader Index - 2/22/21 - RS = 9
⇐
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
12/21/20 |
prc diff |
⇓ Δ9 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
SLI® PR |
1,713.180 |
13:55 |
-0.81 |
1,728.980 |
-0.91 |
1,623.850 |
105.130 |
6.47 |
|
12.90 |
| |  |
 |
 |
 |
L |
 |
ABB |
26.300 |
13:14 |
-1.68 |
26.840 |
-2.01 |
24.070 |
2.770 |
11.51 |
|
23.93 |
| |  |
 |
 |
 |
L |
 |
Adecco |
57.780 |
13:14 |
-1.50 |
57.660 |
0.21 |
58.120 |
-0.460 |
-0.79 |
|
21.65 |
| |  |
 |
 |
 |
L |
 |
Alcon |
63.240 |
13:13 |
-0.88 |
64.340 |
-1.71 |
56.360 |
7.980 |
14.16 |
|
16.00 |
| |  |
 |
 |
 |
L |
 |
ams |
21.220 |
13:15 |
-2.35 |
22.240 |
-4.59 |
18.365 |
3.875 |
21.10 |
|
36.06 |
| |  |
 |
 |
 |
L |
 |
Clariant |
19.055 |
13:15 |
-1.17 |
19.445 |
-2.01 |
17.925 |
1.520 |
8.48 |
|
7.74 |
| |  |
 |
 |
 |
L |
 |
Credit Suisse |
13.230 |
13:14 |
-0.90 |
12.780 |
3.52 |
10.855 |
1.925 |
17.73 |
|
31.42 |
| |  |
 |
 |
 |
|
 |
Geberit |
538.800 |
13:14 |
-1.43 |
549.600 |
-1.97 |
537.000 |
12.600 |
2.35 |
|
10.91 |
| |  |
 |
 |
 |
|
 |
Givaudan |
3,466.000 |
13:14 |
-0.55 |
3,564.000 |
-2.75 |
3,677.000 |
-113.000 |
-3.07 |
|
1.07 |
| |  |
 |
 |
 |
L |
 |
Julius Bär |
56.060 |
13:12 |
-0.85 |
55.060 |
1.82 |
49.100 |
5.960 |
12.14 |
|
31.87 |
| |  |
 |
 |
 |
L |
 |
Kühne & Nagel |
216.200 |
13:14 |
0.32 |
214.800 |
0.65 |
200.700 |
14.100 |
7.03 |
|
30.91 |
| |  |
 |
 |
 |
L |
 |
LafargeHolcim |
50.260 |
13:14 |
-2.29 |
50.180 |
0.16 |
46.580 |
3.600 |
7.73 |
|
18.29 |
| |  |
 |
 |
 |
L |
 |
Logitech |
96.860 |
13:15 |
-1.70 |
103.150 |
-6.10 |
83.460 |
19.690 |
23.59 |
|
69.57 |
| |  |
 |
 |
 |
|
 |
Lonza |
585.800 |
13:14 |
0.34 |
591.200 |
-0.91 |
551.000 |
40.200 |
7.30 |
|
17.28 |
| |  |
 |
 |
 |
S |
 |
Nestlé |
96.060 |
13:15 |
-0.15 |
98.220 |
-2.20 |
100.360 |
-2.140 |
-2.13 |
|
-5.60 |
| |  |
 |
 |
 |
|
 |
Novartis |
79.260 |
13:15 |
0.28 |
79.100 |
0.20 |
78.190 |
0.910 |
1.16 |
|
-1.90 |
| |  |
 |
 |
 |
L |
 |
Partners |
1,095.500 |
13:15 |
-0.86 |
1,100.500 |
-0.45 |
988.200 |
112.300 |
11.36 |
|
28.15 |
| |  |
 |
 |
 |
L |
 |
Richemont |
87.940 |
13:12 |
-0.61 |
87.880 |
0.07 |
77.820 |
10.060 |
12.93 |
|
38.32 |
| |  |
 |
 |
 |
|
 |
Roche |
300.200 |
13:15 |
1.06 |
302.850 |
-0.88 |
302.900 |
-0.050 |
-0.02 |
|
-5.01 |
| |  |
 |
 |
 |
L |
 |
Schindler |
251.900 |
13:14 |
-1.02 |
257.600 |
-2.21 |
238.900 |
18.700 |
7.83 |
|
11.07 |
| |  |
 |
 |
 |
|
 |
SGS |
2,620.000 |
13:15 |
-1.58 |
2,651.000 |
-1.17 |
2,607.000 |
44.000 |
1.69 |
|
10.29 |
| |  |
 |
 |
 |
|
 |
Sika |
242.800 |
13:13 |
-1.06 |
249.400 |
-2.65 |
233.700 |
15.700 |
6.72 |
|
25.63 |
| |  |
 |
 |
 |
|
 |
Sonova |
235.400 |
13:13 |
-0.80 |
240.600 |
-2.16 |
221.200 |
19.400 |
8.77 |
|
14.99 |
| |  |
 |
 |
 |
L |
 |
Straumann |
1,115.500 |
13:15 |
-1.33 |
1,156.000 |
-3.50 |
1,009.500 |
146.500 |
14.51 |
|
31.45 |
| |  |
 |
 |
 |
L |
 |
Swatch |
268.300 |
13:15 |
-0.48 |
266.500 |
0.68 |
233.300 |
33.200 |
14.23 |
|
28.50 |
| |
|
instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
12/21/20 |
prc diff |
⇓ Δ9 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Swiss Life |
454.400 |
13:14 |
-1.39 |
448.200 |
1.38 |
394.400 |
53.800 |
13.64 |
|
23.62 |
| |  |
 |
 |
 |
L |
 |
Swiss Re |
85.380 |
13:15 |
-1.97 |
83.460 |
2.30 |
80.040 |
3.420 |
4.27 |
|
12.20 |
| |  |
 |
 |
 |
L |
 |
Swisscom |
461.600 |
13:14 |
-1.16 |
469.100 |
-1.60 |
467.300 |
1.800 |
0.39 |
|
-5.03 |
| |  |
 |
 |
 |
L |
 |
Temenos |
123.200 |
13:15 |
-2.22 |
133.000 |
-7.37 |
115.850 |
17.150 |
14.80 |
|
6.59 |
| |  |
 |
 |
 |
L |
 |
UBS |
14.225 |
13:15 |
-1.76 |
14.090 |
0.96 |
12.170 |
1.920 |
15.78 |
|
29.21 |
| |  |
 |
 |
 |
L |
 |
Zurich Insurance |
372.800 |
13:15 |
-1.66 |
375.000 |
-0.59 |
359.700 |
15.300 |
4.25 |
|
11.96 |
SLI - 30 out of 30 instruments rated - 2/22/21 / 12/21/20 - 26 did rise, Market-Ratio(9) = 86.67 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index * S9 - 82 ex 9 (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 |
2/06/06 |
35 |
|
- cash - |
short |
2/06/06 |
3/13/06 |
35 |
 |
 |
 |
Swisscom |
100 |
25 |
|
386.392 |
412.580 |
360.204 |
-26.188 |
-7 |
9,345 |
-52 |
|
3/13/06 |
3/20/06 |
7 |
|
- cash - |
|
3/20/06 |
9/18/06 |
182 |
 |
 |
 |
Swisscom |
100 |
22 |
|
413.568 |
407.321 |
419.911 |
6.343 |
2 |
9,485 |
3 |
|
9/18/06 |
9/25/06 |
7 |
|
- cash - |
|
9/25/06 |
10/02/06 |
7 |
 |
 |
 |
Straumann |
100 |
36 |
|
259.250 |
268.000 |
250.500 |
-8.750 |
-3 |
9,170 |
-83 |
|
10/02/06 |
12/04/06 |
63 |
|
- cash - |
|
12/04/06 |
12/11/06 |
7 |
 |
 |
 |
Clariant |
100 |
582 |
|
15.740 |
15.926 |
15.554 |
-0.186 |
-1 |
9,062 |
-46 |
|
12/11/06 |
2/26/07 |
77 |
|
- cash - |
|
2/26/07 |
5/07/07 |
70 |
 |
 |
 |
Novartis |
100 |
153 |
|
59.120 |
59.080 |
59.160 |
0.040 |
0 |
9,068 |
0 |
|
5/07/07 |
6/11/07 |
35 |
|
- cash - |
|
6/11/07 |
9/03/07 |
84 |
 |
 |
 |
Swisscom |
100 |
21 |
|
415.776 |
420.252 |
411.300 |
-4.476 |
-1 |
8,974 |
-5 |
|
|
9/03/07 |
5/05/08 |
245 |
 |
 |
 |
ams |
100 |
690 |
|
12.990 |
9.000 |
18.749 |
5.759 |
44 |
12,947 |
73 |
|
|
5/05/08 |
5/19/08 |
14 |
 |
 |
 |
UBS |
100 |
351 |
|
36.880 |
32.260 |
42.162 |
5.282 |
14 |
14,801 |
3,177 |
|
5/19/08 |
5/26/08 |
7 |
|
- cash - |
|
5/26/08 |
1/26/09 |
245 |
 |
 |
 |
UBS |
100 |
524 |
|
28.200 |
14.420 |
55.148 |
26.948 |
96 |
28,922 |
172 |
|
|
1/26/09 |
4/27/09 |
91 |
 |
 |
 |
ams |
100 |
13,515 |
|
2.140 |
2.100 |
2.181 |
0.041 |
2 |
29,474 |
8 |
|
4/27/09 |
7/06/09 |
70 |
|
- cash - |
|
7/06/09 |
7/27/09 |
21 |
 |
 |
 |
Givaudan |
100 |
45 |
|
645.000 |
678.500 |
611.500 |
-33.500 |
-5 |
27,966 |
-60 |
|
7/27/09 |
10/05/09 |
70 |
|
- cash - |
|
10/05/09 |
10/12/09 |
7 |
 |
 |
 |
Lonza |
100 |
255 |
|
109.500 |
109.700 |
109.300 |
-0.200 |
0 |
27,915 |
-9 |
|
10/12/09 |
10/26/09 |
14 |
|
- cash - |
|
10/26/09 |
1/04/10 |
70 |
 |
 |
 |
Lonza |
100 |
260 |
|
107.100 |
77.500 |
148.005 |
40.905 |
38 |
38,550 |
440 |
|
1/04/10 |
1/18/10 |
14 |
|
- cash - |
|
1/18/10 |
2/01/10 |
14 |
 |
 |
 |
Lonza |
100 |
473 |
|
81.400 |
76.850 |
86.219 |
4.819 |
6 |
40,830 |
348 |
|
2/01/10 |
2/08/10 |
7 |
|
- cash - |
|
2/08/10 |
3/29/10 |
49 |
 |
 |
 |
Lonza |
100 |
544 |
|
75.050 |
86.000 |
64.100 |
-10.950 |
-15 |
34,873 |
-69 |
|
3/29/10 |
5/03/10 |
35 |
|
- cash - |
|
5/03/10 |
8/09/10 |
98 |
 |
 |
 |
Lonza |
100 |
412 |
|
84.450 |
88.000 |
80.900 |
-3.550 |
-4 |
33,411 |
-15 |
|
|
8/09/10 |
9/06/10 |
28 |
 |
 |
 |
Roche |
100 |
233 |
|
143.000 |
143.000 |
143.000 |
0.000 |
0 |
33,411 |
0 |
|
9/06/10 |
9/13/10 |
7 |
|
- cash - |
|
9/13/10 |
10/25/10 |
42 |
 |
 |
 |
Straumann |
100 |
152 |
|
219.600 |
198.500 |
242.943 |
23.343 |
11 |
36,959 |
141 |
|
10/25/10 |
11/08/10 |
14 |
|
- cash - |
|
11/08/10 |
3/14/11 |
126 |
 |
 |
 |
Straumann |
100 |
178 |
|
206.500 |
236.400 |
176.600 |
-29.900 |
-14 |
31,637 |
-36 |
|
|
3/14/11 |
5/09/11 |
56 |
 |
 |
 |
Roche |
100 |
241 |
|
130.800 |
143.900 |
117.700 |
-13.100 |
-10 |
28,479 |
-50 |
|
|
5/09/11 |
10/10/11 |
154 |
 |
 |
 |
Logitech |
100 |
2,478 |
|
11.490 |
7.790 |
16.947 |
5.457 |
47 |
42,003 |
151 |
|
10/10/11 |
10/17/11 |
7 |
|
- cash - |
|
10/17/11 |
10/24/11 |
7 |
 |
 |
 |
Temenos |
100 |
2,906 |
|
14.450 |
15.800 |
13.100 |
-1.350 |
-9 |
38,080 |
-99 |
|
10/24/11 |
10/31/11 |
7 |
|
- cash - |
|
10/31/11 |
11/07/11 |
7 |
 |
 |
 |
Temenos |
100 |
2,266 |
|
16.800 |
15.650 |
18.035 |
1.235 |
7 |
40,877 |
3,934 |
|
11/07/11 |
11/21/11 |
14 |
|
- cash - |
|
11/21/11 |
12/05/11 |
14 |
 |
 |
 |
Temenos |
100 |
3,039 |
|
13.450 |
16.150 |
10.750 |
-2.700 |
-20 |
32,672 |
-100 |
|
12/05/11 |
12/12/11 |
7 |
|
- cash - |
|
12/12/11 |
1/23/12 |
42 |
 |
 |
 |
Temenos |
100 |
2,207 |
|
14.800 |
15.600 |
14.000 |
-0.800 |
-5 |
30,906 |
-38 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/23/12 |
3/05/12 |
42 |
|
- cash - |
|
3/05/12 |
4/02/12 |
28 |
 |
 |
 |
Lonza |
100 |
663 |
|
46.550 |
47.090 |
46.010 |
-0.540 |
-1 |
30,548 |
-14 |
|
4/02/12 |
4/09/12 |
7 |
|
- cash - |
|
4/09/12 |
8/06/12 |
119 |
 |
 |
 |
Lonza |
100 |
717 |
|
42.550 |
44.320 |
40.780 |
-1.770 |
-4 |
29,279 |
-12 |
|
8/06/12 |
8/13/12 |
7 |
|
- cash - |
|
8/13/12 |
9/10/12 |
28 |
 |
 |
 |
Credit Suisse |
100 |
1,706 |
|
17.160 |
20.100 |
14.220 |
-2.940 |
-17 |
24,264 |
-91 |
|
9/10/12 |
10/01/12 |
21 |
|
- cash - |
|
10/01/12 |
11/05/12 |
35 |
 |
 |
 |
Straumann |
100 |
196 |
|
123.700 |
114.000 |
134.225 |
10.525 |
9 |
26,326 |
134 |
|
11/05/12 |
11/12/12 |
7 |
|
- cash - |
|
11/12/12 |
12/17/12 |
35 |
 |
 |
 |
Straumann |
100 |
250 |
|
105.100 |
114.200 |
96.000 |
-9.100 |
-9 |
24,051 |
-61 |
|
12/17/12 |
12/24/12 |
7 |
|
- cash - |
|
12/24/12 |
12/31/12 |
7 |
 |
 |
 |
Straumann |
100 |
213 |
|
112.700 |
114.100 |
111.300 |
-1.400 |
-1 |
23,753 |
-48 |
|
12/31/12 |
3/25/13 |
84 |
|
- cash - |
|
3/25/13 |
8/12/13 |
140 |
 |
 |
 |
Logitech |
100 |
3,758 |
|
6.320 |
6.930 |
5.710 |
-0.610 |
-10 |
21,461 |
-23 |
|
8/12/13 |
8/19/13 |
7 |
|
- cash - |
|
8/19/13 |
8/26/13 |
7 |
 |
 |
 |
ams |
100 |
1,545 |
|
13.890 |
14.770 |
13.010 |
-0.880 |
-6 |
20,101 |
-97 |
|
8/26/13 |
9/02/13 |
7 |
|
- cash - |
|
9/02/13 |
9/23/13 |
21 |
 |
 |
 |
ams |
100 |
1,348 |
|
14.910 |
17.440 |
12.380 |
-2.530 |
-17 |
16,691 |
-96 |
|
9/23/13 |
9/30/13 |
7 |
|
- cash - |
|
9/30/13 |
11/04/13 |
35 |
 |
 |
 |
Zurich Insurance |
100 |
71 |
|
232.900 |
250.600 |
215.200 |
-17.700 |
-8 |
15,434 |
-56 |
|
11/04/13 |
11/11/13 |
7 |
|
- cash - |
|
11/11/13 |
1/06/14 |
56 |
 |
 |
 |
SGS |
100 |
7 |
|
2,072.000 |
2,057.000 |
2,087.109 |
15.109 |
1 |
15,540 |
5 |
|
1/06/14 |
1/20/14 |
14 |
|
- cash - |
|
1/20/14 |
2/10/14 |
21 |
 |
 |
 |
SGS |
100 |
7 |
|
2,030.000 |
2,100.000 |
1,960.000 |
-70.000 |
-3 |
15,050 |
-46 |
|
2/10/14 |
3/03/14 |
21 |
|
- cash - |
|
3/03/14 |
3/17/14 |
14 |
 |
 |
 |
Partners |
100 |
66 |
|
227.800 |
241.100 |
214.500 |
-13.300 |
-6 |
14,172 |
-79 |
|
|
3/17/14 |
3/31/14 |
14 |
 |
 |
 |
Richemont |
100 |
172 |
|
82.300 |
84.400 |
80.200 |
-2.100 |
-3 |
13,811 |
-49 |
|
3/31/14 |
4/14/14 |
14 |
|
- cash - |
|
4/14/14 |
4/28/14 |
14 |
 |
 |
 |
Schindler |
100 |
106 |
|
129.400 |
135.000 |
123.800 |
-5.600 |
-4 |
13,217 |
-68 |
|
|
4/28/14 |
7/28/14 |
91 |
 |
 |
 |
Swiss Re |
100 |
174 |
|
75.650 |
78.800 |
72.500 |
-3.150 |
-4 |
12,669 |
-16 |
|
|
7/28/14 |
12/08/14 |
133 |
 |
 |
 |
Swatch |
100 |
25 |
|
492.700 |
474.300 |
511.814 |
19.114 |
4 |
13,147 |
11 |
|
12/08/14 |
1/05/15 |
28 |
|
- cash - |
|
1/05/15 |
3/23/15 |
77 |
 |
 |
 |
Swatch |
100 |
30 |
|
434.900 |
430.600 |
439.243 |
4.343 |
1 |
13,277 |
5 |
|
3/23/15 |
4/20/15 |
28 |
|
- cash - |
|
4/20/15 |
4/27/15 |
7 |
 |
 |
 |
SGS |
100 |
7 |
|
1,839.000 |
1,882.000 |
1,796.000 |
-43.000 |
-2 |
12,976 |
-71 |
|
4/27/15 |
5/04/15 |
7 |
|
- cash - |
|
5/04/15 |
10/05/15 |
154 |
 |
 |
 |
SGS |
100 |
7 |
|
1,816.000 |
1,768.000 |
1,865.303 |
49.303 |
3 |
13,321 |
7 |
|
|
10/05/15 |
10/26/15 |
21 |
 |
 |
 |
LafargeHolcim |
100 |
248 |
|
53.700 |
56.500 |
50.900 |
-2.800 |
-5 |
12,627 |
-61 |
|
10/26/15 |
11/02/15 |
7 |
|
- cash - |
|
11/02/15 |
11/30/15 |
28 |
 |
 |
 |
ams |
100 |
395 |
|
31.900 |
39.200 |
24.600 |
-7.300 |
-23 |
9,744 |
-97 |
|
11/30/15 |
12/07/15 |
7 |
|
- cash - |
|
12/07/15 |
5/02/16 |
147 |
 |
 |
 |
LafargeHolcim |
100 |
185 |
|
52.600 |
47.630 |
58.089 |
5.489 |
10 |
10,759 |
28 |
|
5/02/16 |
5/09/16 |
7 |
|
- cash - |
|
5/09/16 |
8/01/16 |
84 |
 |
 |
 |
ams |
100 |
465 |
|
23.100 |
31.000 |
15.200 |
-7.900 |
-34 |
7,085 |
-84 |
|
|
8/01/16 |
8/15/16 |
14 |
 |
 |
 |
Credit Suisse |
100 |
635 |
|
11.150 |
11.680 |
10.620 |
-0.530 |
-5 |
6,749 |
-72 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
8/15/16 |
8/22/16 |
7 |
|
- cash - |
|
8/22/16 |
8/29/16 |
7 |
 |
 |
 |
Credit Suisse |
100 |
586 |
|
11.510 |
12.200 |
10.820 |
-0.690 |
-6 |
6,345 |
-96 |
|
8/29/16 |
9/12/16 |
14 |
|
- cash - |
|
9/12/16 |
11/28/16 |
77 |
 |
 |
 |
Swatch |
100 |
23 |
|
267.900 |
296.300 |
239.500 |
-28.400 |
-11 |
5,691 |
-41 |
|
|
11/28/16 |
1/23/17 |
56 |
 |
 |
 |
Swisscom |
100 |
13 |
|
432.800 |
439.200 |
426.400 |
-6.400 |
-1 |
5,608 |
-9 |
|
1/23/17 |
2/27/17 |
35 |
|
- cash - |
|
2/27/17 |
3/06/17 |
7 |
 |
 |
 |
Swisscom |
100 |
12 |
|
448.800 |
448.800 |
448.800 |
0.000 |
0 |
5,608 |
0 |
|
3/06/17 |
3/13/17 |
7 |
|
- cash - |
|
3/13/17 |
3/20/17 |
7 |
 |
 |
 |
Givaudan |
100 |
3 |
|
1,823.000 |
1,851.000 |
1,795.000 |
-28.000 |
-2 |
5,524 |
-55 |
|
3/20/17 |
3/27/17 |
7 |
|
- cash - |
|
3/27/17 |
4/10/17 |
14 |
 |
 |
 |
Givaudan |
100 |
3 |
|
1,796.000 |
1,820.000 |
1,772.000 |
-24.000 |
-1 |
5,452 |
-30 |
|
4/10/17 |
4/17/17 |
7 |
|
- cash - |
|
4/17/17 |
5/01/17 |
14 |
 |
 |
 |
Swisscom |
100 |
12 |
|
436.100 |
434.000 |
438.210 |
2.110 |
0 |
5,478 |
13 |
|
5/01/17 |
6/12/17 |
42 |
|
- cash - |
|
6/12/17 |
6/19/17 |
7 |
 |
 |
 |
Credit Suisse |
100 |
411 |
|
13.310 |
13.610 |
13.010 |
-0.300 |
-2 |
5,354 |
-70 |
|
6/19/17 |
6/26/17 |
7 |
|
- cash - |
|
6/26/17 |
10/02/17 |
98 |
 |
 |
 |
Credit Suisse |
100 |
396 |
|
13.490 |
15.350 |
11.630 |
-1.860 |
-14 |
4,618 |
-42 |
|
10/02/17 |
10/09/17 |
7 |
|
- cash - |
|
10/09/17 |
10/23/17 |
14 |
 |
 |
 |
Swiss Re |
100 |
52 |
|
87.850 |
91.950 |
83.750 |
-4.100 |
-5 |
4,404 |
-71 |
|
10/23/17 |
11/13/17 |
21 |
|
- cash - |
|
11/13/17 |
6/25/18 |
224 |
 |
 |
 |
Roche |
100 |
19 |
|
228.300 |
217.300 |
239.857 |
11.557 |
5 |
4,624 |
8 |
|
|
6/25/18 |
8/27/18 |
63 |
 |
 |
 |
Adecco |
100 |
79 |
|
58.240 |
59.900 |
56.580 |
-1.660 |
-3 |
4,493 |
-15 |
|
8/27/18 |
9/03/18 |
7 |
|
- cash - |
|
9/03/18 |
2/11/19 |
161 |
 |
 |
 |
Adecco |
100 |
75 |
|
59.220 |
52.900 |
66.295 |
7.075 |
12 |
5,024 |
29 |
|
2/11/19 |
3/25/19 |
42 |
|
- cash - |
|
3/25/19 |
4/01/19 |
7 |
 |
 |
 |
ams |
100 |
179 |
|
28.050 |
28.530 |
27.570 |
-0.480 |
-2 |
4,938 |
-59 |
|
4/01/19 |
5/06/19 |
35 |
|
- cash - |
|
5/06/19 |
5/27/19 |
21 |
 |
 |
 |
Swatch |
100 |
16 |
|
293.900 |
265.800 |
324.971 |
31.071 |
11 |
5,435 |
474 |
|
5/27/19 |
6/03/19 |
7 |
|
- cash - |
|
6/03/19 |
10/28/19 |
147 |
 |
 |
 |
Swatch |
100 |
21 |
|
251.800 |
273.000 |
230.600 |
-21.200 |
-8 |
4,990 |
-20 |
|
10/28/19 |
11/04/19 |
7 |
|
- cash - |
|
11/04/19 |
11/25/19 |
21 |
 |
 |
 |
Temenos |
100 |
35 |
|
142.200 |
151.550 |
132.850 |
-9.350 |
-7 |
4,662 |
-69 |
|
11/25/19 |
12/30/19 |
35 |
|
- cash - |
|
12/30/19 |
1/13/20 |
14 |
 |
 |
 |
Swatch |
100 |
17 |
|
270.000 |
267.500 |
272.523 |
2.523 |
1 |
4,705 |
27 |
|
1/13/20 |
1/27/20 |
14 |
|
- cash - |
|
1/27/20 |
3/23/20 |
56 |
 |
 |
 |
Swatch |
100 |
17 |
|
267.600 |
180.900 |
395.853 |
128.253 |
48 |
6,885 |
1,183 |
|
|
3/23/20 |
5/18/20 |
56 |
 |
 |
 |
ams |
100 |
744 |
|
9.246 |
13.605 |
4.887 |
-4.359 |
-47 |
3,642 |
-98 |
|
5/18/20 |
6/15/20 |
28 |
|
- cash - |
|
6/15/20 |
6/29/20 |
14 |
 |
 |
 |
ams |
100 |
227 |
|
15.980 |
14.455 |
17.666 |
1.686 |
11 |
4,025 |
1,267 |
|
6/29/20 |
8/03/20 |
35 |
|
- cash - |
|
8/03/20 |
8/17/20 |
14 |
 |
 |
 |
ams |
100 |
260 |
|
15.430 |
16.380 |
14.480 |
-0.950 |
-6 |
3,778 |
-81 |
|
8/17/20 |
9/07/20 |
21 |
|
- cash - |
|
9/07/20 |
9/28/20 |
21 |
 |
 |
 |
ams |
100 |
232 |
|
16.260 |
19.050 |
13.470 |
-2.790 |
-17 |
3,131 |
-96 |
|
|
9/28/20 |
12/07/20 |
70 |
 |
 |
 |
Swiss Re |
100 |
44 |
|
69.760 |
83.200 |
56.320 |
-13.440 |
-19 |
2,539 |
-67 |
|
|
12/07/20 |
1/04/21 |
28 |
 |
 |
 |
Temenos |
100 |
21 |
|
118.400 |
123.450 |
113.350 |
-5.050 |
-4 |
2,433 |
-43 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/04/21 |
1/11/21 |
7 |
|
- cash - |
|
1/11/21 |
2/08/21 |
28 |
 |
 |
 |
Temenos |
100 |
19 |
|
122.500 |
110.600 |
135.680 |
13.180 |
11 |
2,684 |
279 |
|
2/08/21 |
2/26/21 |
18 |
|
- cash - |
accum | 2/06/06 |
2/08/21 | 4291 |
days out of 5534 invested (78%) |
-73 |
2,684 |
-11 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
UBS | short | 5/05/08 | 5/19/08 | 14 | 36.88 | 32.26 | 42.16 | 5.28 | 14.32 | | | |
| | 5/26/08 | 1/26/09 | 245 | 28.20 | 14.42 | 55.15 | 26.95 | 95.56 | | | 123.57 |
Swatch | | 7/28/14 | 12/08/14 | 133 | 492.70 | 474.30 | 511.81 | 19.11 | 3.88 | | | |
| | 1/05/15 | 3/23/15 | 77 | 434.90 | 430.60 | 439.24 | 4.34 | 1.00 | | | |
| | 9/12/16 | 11/28/16 | 77 | 267.90 | 296.30 | 239.50 | -28.40 | -10.60 | | | |
| | 5/06/19 | 5/27/19 | 21 | 293.90 | 265.80 | 324.97 | 31.07 | 10.57 | | | |
| | 6/03/19 | 10/28/19 | 147 | 251.80 | 273.00 | 230.60 | -21.20 | -8.42 | | | |
| | 12/30/19 | 1/13/20 | 14 | 270.00 | 267.50 | 272.52 | 2.52 | 0.93 | | | |
| | 1/27/20 | 3/23/20 | 56 | 267.60 | 180.90 | 395.85 | 128.25 | 47.93 | | | 41.81 |
Logitech | | 5/09/11 | 10/10/11 | 154 | 11.49 | 7.79 | 16.95 | 5.46 | 47.50 | | | |
| | 3/25/13 | 8/12/13 | 140 | 6.32 | 6.93 | 5.71 | -0.61 | -9.65 | | | 33.26 |
Lonza | | 10/05/09 | 10/12/09 | 7 | 109.50 | 109.70 | 109.30 | -0.20 | -0.18 | | | |
| | 10/26/09 | 1/04/10 | 70 | 107.10 | 77.50 | 148.01 | 40.91 | 38.19 | | | |
| | 1/18/10 | 2/01/10 | 14 | 81.40 | 76.85 | 86.22 | 4.82 | 5.92 | | | |
| | 2/08/10 | 3/29/10 | 49 | 75.05 | 86.00 | 64.10 | -10.95 | -14.59 | | | |
| | 5/03/10 | 8/09/10 | 98 | 84.45 | 88.00 | 80.90 | -3.55 | -4.20 | | | |
| | 3/05/12 | 4/02/12 | 28 | 46.55 | 47.09 | 46.01 | -0.54 | -1.16 | | | |
| | 4/09/12 | 8/06/12 | 119 | 42.55 | 44.32 | 40.78 | -1.77 | -4.16 | | | 13.24 |
Adecco | | 6/25/18 | 8/27/18 | 63 | 58.24 | 59.90 | 56.58 | -1.66 | -2.85 | | | |
| | 9/03/18 | 2/11/19 | 161 | 59.22 | 52.90 | 66.30 | 7.08 | 11.95 | | | 8.76 |
LafargeHolcim | | 10/05/15 | 10/26/15 | 21 | 53.70 | 56.50 | 50.90 | -2.80 | -5.21 | | | |
| | 12/07/15 | 5/02/16 | 147 | 52.60 | 47.63 | 58.09 | 5.49 | 10.43 | | | 4.68 |
Novartis | | 2/26/07 | 5/07/07 | 70 | 59.12 | 59.08 | 59.16 | 0.04 | 0.07 | | | 0.07 |
Clariant | | 12/04/06 | 12/11/06 | 7 | 15.74 | 15.93 | 15.55 | -0.19 | -1.18 | | | -1.18 |
SGS | | 11/11/13 | 1/06/14 | 56 | 2,072.00 | 2,057.00 | 2,087.11 | 15.11 | 0.73 | | | |
| | 1/20/14 | 2/10/14 | 21 | 2,030.00 | 2,100.00 | 1,960.00 | -70.00 | -3.45 | | | |
| | 4/20/15 | 4/27/15 | 7 | 1,839.00 | 1,882.00 | 1,796.00 | -43.00 | -2.34 | | | |
| | 5/04/15 | 10/05/15 | 154 | 1,816.00 | 1,768.00 | 1,865.30 | 49.30 | 2.71 | | | -2.44 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Richemont | | 3/17/14 | 3/31/14 | 14 | 82.30 | 84.40 | 80.20 | -2.10 | -2.55 | | | -2.55 |
Schindler | | 4/14/14 | 4/28/14 | 14 | 129.40 | 135.00 | 123.80 | -5.60 | -4.33 | | | -4.33 |
Roche | | 8/09/10 | 9/06/10 | 28 | 143.00 | 143.00 | 143.00 | 0.00 | 0.00 | | | |
| | 3/14/11 | 5/09/11 | 56 | 130.80 | 143.90 | 117.70 | -13.10 | -10.02 | | | |
| | 11/13/17 | 6/25/18 | 224 | 228.30 | 217.30 | 239.86 | 11.56 | 5.06 | | | -5.46 |
Partners | | 3/03/14 | 3/17/14 | 14 | 227.80 | 241.10 | 214.50 | -13.30 | -5.84 | | | -5.84 |
Swisscom | | 2/06/06 | 3/13/06 | 35 | 386.39 | 412.58 | 360.20 | -26.19 | -6.78 | | | |
| | 3/20/06 | 9/18/06 | 182 | 413.57 | 407.32 | 419.91 | 6.34 | 1.53 | | | |
| | 6/11/07 | 9/03/07 | 84 | 415.78 | 420.25 | 411.30 | -4.48 | -1.08 | | | |
| | 11/28/16 | 1/23/17 | 56 | 432.80 | 439.20 | 426.40 | -6.40 | -1.48 | | | |
| | 2/27/17 | 3/06/17 | 7 | 448.80 | 448.80 | 448.80 | 0.00 | 0.00 | | | |
| | 4/17/17 | 5/01/17 | 14 | 436.10 | 434.00 | 438.21 | 2.11 | 0.48 | | | -7.31 |
Zurich Insurance | | 9/30/13 | 11/04/13 | 35 | 232.90 | 250.60 | 215.20 | -17.70 | -7.60 | | | -7.60 |
Givaudan | | 7/06/09 | 7/27/09 | 21 | 645.00 | 678.50 | 611.50 | -33.50 | -5.19 | | | |
| | 3/13/17 | 3/20/17 | 7 | 1,823.00 | 1,851.00 | 1,795.00 | -28.00 | -1.54 | | | |
| | 3/27/17 | 4/10/17 | 14 | 1,796.00 | 1,820.00 | 1,772.00 | -24.00 | -1.34 | | | -7.90 |
Straumann | | 9/25/06 | 10/02/06 | 7 | 259.25 | 268.00 | 250.50 | -8.75 | -3.38 | | | |
| | 9/13/10 | 10/25/10 | 42 | 219.60 | 198.50 | 242.94 | 23.34 | 10.63 | | | |
| | 11/08/10 | 3/14/11 | 126 | 206.50 | 236.40 | 176.60 | -29.90 | -14.48 | | | |
| | 10/01/12 | 11/05/12 | 35 | 123.70 | 114.00 | 134.23 | 10.53 | 8.51 | | | |
| | 11/12/12 | 12/17/12 | 35 | 105.10 | 114.20 | 96.00 | -9.10 | -8.66 | | | |
| | 12/24/12 | 12/31/12 | 7 | 112.70 | 114.10 | 111.30 | -1.40 | -1.24 | | | -10.52 |
Swiss Re | | 4/28/14 | 7/28/14 | 91 | 75.65 | 78.80 | 72.50 | -3.15 | -4.16 | | | |
| | 10/09/17 | 10/23/17 | 14 | 87.85 | 91.95 | 83.75 | -4.10 | -4.67 | | | |
| | 9/28/20 | 12/07/20 | 70 | 69.76 | 83.20 | 56.32 | -13.44 | -19.27 | | | -26.24 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Temenos | | 10/17/11 | 10/24/11 | 7 | 14.45 | 15.80 | 13.10 | -1.35 | -9.34 | | | |
| | 10/31/11 | 11/07/11 | 7 | 16.80 | 15.65 | 18.03 | 1.23 | 7.35 | | | |
| | 11/21/11 | 12/05/11 | 14 | 13.45 | 16.15 | 10.75 | -2.70 | -20.07 | | | |
| | 12/12/11 | 1/23/12 | 42 | 14.80 | 15.60 | 14.00 | -0.80 | -5.41 | | | |
| | 11/04/19 | 11/25/19 | 21 | 142.20 | 151.55 | 132.85 | -9.35 | -6.58 | | | |
| | 12/07/20 | 1/04/21 | 28 | 118.40 | 123.45 | 113.35 | -5.05 | -4.27 | | | |
| | 1/11/21 | 2/08/21 | 28 | 122.50 | 110.60 | 135.68 | 13.18 | 10.76 | | | -27.11 |
Credit Suisse | | 8/13/12 | 9/10/12 | 28 | 17.16 | 20.10 | 14.22 | -2.94 | -17.13 | | | |
| | 8/01/16 | 8/15/16 | 14 | 11.15 | 11.68 | 10.62 | -0.53 | -4.75 | | | |
| | 8/22/16 | 8/29/16 | 7 | 11.51 | 12.20 | 10.82 | -0.69 | -5.99 | | | |
| | 6/12/17 | 6/19/17 | 7 | 13.31 | 13.61 | 13.01 | -0.30 | -2.25 | | | |
| | 6/26/17 | 10/02/17 | 98 | 13.49 | 15.35 | 11.63 | -1.86 | -13.79 | | | -37.48 |
ams | | 9/03/07 | 5/05/08 | 245 | 12.99 | 9.00 | 18.75 | 5.76 | 44.33 | | | |
| | 1/26/09 | 4/27/09 | 91 | 2.14 | 2.10 | 2.18 | 0.04 | 1.91 | | | |
| | 8/19/13 | 8/26/13 | 7 | 13.89 | 14.77 | 13.01 | -0.88 | -6.34 | | | |
| | 9/02/13 | 9/23/13 | 21 | 14.91 | 17.44 | 12.38 | -2.53 | -16.97 | | | |
| | 11/02/15 | 11/30/15 | 28 | 31.90 | 39.20 | 24.60 | -7.30 | -22.88 | | | |
| | 5/09/16 | 8/01/16 | 84 | 23.10 | 31.00 | 15.20 | -7.90 | -34.20 | | | |
| | 3/25/19 | 4/01/19 | 7 | 28.05 | 28.53 | 27.57 | -0.48 | -1.71 | | | |
| | 3/23/20 | 5/18/20 | 56 | 9.25 | 13.61 | 4.89 | -4.36 | -47.14 | | | |
| | 6/15/20 | 6/29/20 | 14 | 15.98 | 14.46 | 17.67 | 1.69 | 10.55 | | | |
| | 8/03/20 | 8/17/20 | 14 | 15.43 | 16.38 | 14.48 | -0.95 | -6.16 | | | |
| | 9/07/20 | 9/28/20 | 21 | 16.26 | 19.05 | 13.47 | -2.79 | -17.16 | | | -74.08 |
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 |
|
|