| |
| |
Assessment - Swiss Leader Index - 1/23/23 - RS = 28
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
7/11/22 |
prc diff |
⇓ Δ28 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SLI® PR |
1,780.910 |
Mon |
0.16 |
1,770.200 |
0.61 |
1,687.280 |
82.920 |
4.91 |
|
1.99 |
| |  |
 |
 |
 |
L |
 |
Richemont |
142.400 |
Mon |
|
138.850 |
2.56 |
101.250 |
37.600 |
37.14 |
|
25.26 |
| |  |
 |
 |
 |
L |
 |
Swatch |
330.500 |
Mon |
-0.33 |
306.400 |
7.87 |
227.600 |
78.800 |
34.62 |
|
24.39 |
| |  |
 |
 |
 |
L |
 |
UBS |
19.850 |
Mon |
0.46 |
19.550 |
1.53 |
15.490 |
4.060 |
26.21 |
|
18.49 |
| |  |
 |
 |
 |
L |
 |
Julius Bär |
59.200 |
Mon |
-1.10 |
58.000 |
2.07 |
43.310 |
14.690 |
33.92 |
|
16.86 |
| |  |
 |
 |
 |
L |
 |
Swiss Re |
95.780 |
Mon |
0.80 |
94.180 |
1.70 |
72.720 |
21.460 |
29.51 |
|
16.47 |
| |  |
 |
 |
 |
L |
 |
Holcim |
54.600 |
Mon |
0.48 |
52.700 |
3.61 |
40.820 |
11.880 |
29.10 |
|
15.55 |
| |  |
 |
 |
 |
L |
 |
ABB |
32.030 |
Mon |
0.31 |
31.570 |
1.46 |
25.990 |
5.580 |
21.47 |
|
10.63 |
| |  |
 |
 |
 |
L |
 |
VAT |
283.800 |
Mon |
-1.60 |
292.200 |
-2.87 |
225.600 |
66.600 |
29.52 |
|
9.10 |
| |  |
 |
 |
 |
L |
 |
Schindler |
197.700 |
Mon |
-0.63 |
197.950 |
-0.13 |
180.000 |
17.950 |
9.97 |
|
8.24 |
| |  |
 |
 |
 |
L |
 |
Straumann |
120.950 |
Mon |
-2.89 |
122.150 |
-0.98 |
118.400 |
3.750 |
3.17 |
|
6.07 |
| |  |
 |
 |
 |
L |
 |
Sika |
261.400 |
Mon |
-0.46 |
262.300 |
-0.34 |
225.700 |
36.600 |
16.22 |
|
5.75 |
| |  |
 |
 |
 |
L |
 |
Alcon |
69.000 |
Mon |
0.64 |
69.940 |
-1.34 |
69.600 |
0.340 |
0.49 |
|
4.76 |
| |  |
 |
 |
 |
L |
 |
Novartis |
83.170 |
Mon |
0.71 |
85.430 |
-2.65 |
83.000 |
2.430 |
2.93 |
|
4.61 |
| |  |
 |
 |
 |
L |
 |
ams-OSRAM |
8.876 |
Mon |
-2.57 |
9.070 |
-2.14 |
7.538 |
1.532 |
20.32 |
|
3.94 |
| |  |
 |
 |
 |
L |
 |
Swiss Life |
547.000 |
Mon |
-0.26 |
537.200 |
1.82 |
472.700 |
64.500 |
13.65 |
|
3.86 |
| |  |
 |
 |
 |
L |
 |
Swisscom |
541.800 |
Mon |
1.42 |
538.600 |
0.59 |
529.800 |
8.800 |
1.66 |
|
3.04 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
453.700 |
Mon |
0.33 |
443.000 |
2.42 |
421.900 |
21.100 |
5.00 |
|
2.86 |
| |  |
 |
 |
 |
L |
 |
Geberit |
522.400 |
Mon |
0.04 |
498.000 |
4.90 |
474.200 |
23.800 |
5.02 |
|
0.67 |
| |  |
 |
 |
 |
L |
 |
SGS |
2,221.000 |
Mon |
-0.76 |
2,324.000 |
-4.43 |
2,230.000 |
94.000 |
4.22 |
|
0.09 |
| |  |
 |
 |
 |
L |
 |
Adecco |
34.270 |
Mon |
0.50 |
34.170 |
0.29 |
32.530 |
1.640 |
5.04 |
|
-0.79 |
| |  |
 |
 |
 |
L |
 |
Nestlé |
111.180 |
Mon |
1.50 |
113.180 |
-1.77 |
115.180 |
-2.000 |
-1.74 |
|
-0.88 |
| |  |
 |
 |
 |
L |
 |
Kühne & Nagel |
217.200 |
Mon |
-0.05 |
222.700 |
-2.47 |
233.900 |
-11.200 |
-4.79 |
|
-5.88 |
| |  |
 |
 |
 |
|
 |
Logitech |
54.020 |
Mon |
-0.74 |
52.140 |
3.61 |
52.600 |
-0.460 |
-0.87 |
|
-7.16 |
| |  |
 |
 |
 |
L |
 |
Lonza |
533.800 |
Mon |
0.49 |
495.000 |
7.84 |
569.000 |
-74.000 |
-13.01 |
|
-8.22 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
7/11/22 |
prc diff |
⇓ Δ28 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Partners |
866.400 |
Mon |
-1.23 |
882.800 |
-1.86 |
887.000 |
-4.200 |
-0.47 |
|
-9.14 |
| |  |
 |
 |
 |
S |
 |
Roche |
288.200 |
Mon |
-0.40 |
295.450 |
-2.45 |
326.450 |
-31.000 |
-9.50 |
|
-9.84 |
| |  |
 |
 |
 |
L |
 |
Givaudan |
2,980.000 |
Mon |
0.71 |
2,929.000 |
1.74 |
3,510.000 |
-581.000 |
-16.55 |
|
-11.79 |
| |  |
 |
 |
 |
L |
 |
Temenos |
65.340 |
Mon |
0.09 |
63.140 |
3.48 |
79.260 |
-16.120 |
-20.34 |
|
-15.02 |
| |  |
 |
 |
 |
L |
 |
Sonova |
236.900 |
Mon |
0.81 |
231.000 |
2.55 |
326.700 |
-95.700 |
-29.29 |
|
-18.57 |
| |  |
 |
 |
 |
|
 |
Credit Suisse |
3.149 |
Mon |
-1.90 |
3.150 |
-0.03 |
5.406 |
-2.256 |
-41.73 |
|
-37.21 |
SLI - 30 out of 30 instruments rated - 1/23/23 / 7/11/22 - 20 did rise, Market-Ratio(28) = 66.67 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index * A28 - 90/77 (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 |
6/05/06 |
154 |
|
- cash - |
short |
6/05/06 |
10/30/06 |
147 |
 |
 |
 |
Clariant |
100 |
617 |
|
16.196 |
16.580 |
15.812 |
-0.384 |
-2 |
9,763 |
-6 |
|
long |
10/30/06 |
11/20/06 |
21 |
 |
 |
 |
Actelion |
100 |
238 |
|
40.900 |
43.000 |
|
2.100 |
5 |
10,263 |
139 |
|
short |
11/20/06 |
12/04/06 |
14 |
 |
 |
 |
Clariant |
100 |
618 |
|
16.580 |
15.740 |
17.465 |
0.885 |
5 |
10,810 |
288 |
|
long |
12/04/06 |
7/30/07 |
238 |
 |
 |
 |
Actelion |
100 |
247 |
|
43.600 |
62.950 |
|
19.350 |
44 |
15,589 |
76 |
|
short |
7/30/07 |
9/07/09 |
770 |
 |
 |
 |
UBS |
100 |
237 |
|
65.700 |
19.280 |
223.884 |
158.184 |
241 |
53,079 |
79 |
|
long |
9/07/09 |
4/26/10 |
231 |
 |
 |
 |
Sonova |
100 |
521 |
|
101.800 |
136.300 |
|
34.500 |
34 |
71,053 |
59 |
|
short |
4/26/10 |
2/20/12 |
665 |
 |
 |
 |
Actelion |
100 |
1,551 |
|
45.800 |
35.000 |
59.933 |
14.133 |
31 |
92,973 |
16 |
|
long |
2/20/12 |
4/23/12 |
63 |
 |
 |
 |
Sonova |
100 |
901 |
|
103.100 |
98.550 |
|
-4.550 |
-4 |
88,873 |
-23 |
|
short |
4/23/12 |
11/26/12 |
217 |
 |
 |
 |
Lonza |
100 |
2,143 |
|
41.460 |
43.470 |
39.450 |
-2.010 |
-5 |
84,566 |
-8 |
|
long |
11/26/12 |
6/24/13 |
210 |
 |
 |
 |
Swiss Life |
100 |
673 |
|
125.500 |
148.000 |
|
22.500 |
18 |
99,708 |
33 |
|
short |
6/24/13 |
7/08/13 |
14 |
 |
 |
 |
Kühne & Nagel |
100 |
1,002 |
|
99.500 |
112.200 |
86.800 |
-12.700 |
-13 |
86,983 |
-97 |
|
long |
7/08/13 |
8/12/13 |
35 |
 |
 |
 |
Lonza |
100 |
1,168 |
|
74.450 |
69.550 |
|
-4.900 |
-7 |
81,260 |
-51 |
|
short |
8/12/13 |
1/06/14 |
147 |
 |
 |
 |
Transocean |
100 |
1,845 |
|
44.040 |
44.080 |
44.000 |
-0.040 |
0 |
81,186 |
0 |
|
long |
1/06/14 |
1/27/14 |
21 |
 |
 |
 |
Vifor Pharma |
100 |
890 |
|
91.200 |
84.700 |
|
-6.500 |
-7 |
75,401 |
-72 |
|
short |
1/27/14 |
8/03/15 |
553 |
 |
 |
 |
Transocean |
100 |
1,880 |
|
40.090 |
12.700 |
126.552 |
86.462 |
216 |
237,949 |
114 |
|
long |
8/03/15 |
8/24/15 |
21 |
 |
 |
 |
Vifor Pharma |
100 |
2,111 |
|
112.700 |
116.200 |
|
3.500 |
3 |
245,338 |
70 |
|
short |
8/24/15 |
1/09/17 |
504 |
 |
 |
 |
Aryzta |
100 |
24,218 |
|
10.130 |
9.650 |
10.634 |
0.504 |
5 |
257,541 |
4 |
|
long |
1/09/17 |
1/16/17 |
7 |
 |
 |
 |
Actelion |
100 |
1,131 |
|
227.700 |
230.600 |
|
2.900 |
1 |
260,821 |
93 |
|
short |
1/16/17 |
5/08/17 |
112 |
 |
 |
 |
Vifor Pharma |
100 |
2,297 |
|
113.500 |
115.800 |
111.200 |
-2.300 |
-2 |
255,538 |
-6 |
|
long |
5/08/17 |
9/04/17 |
119 |
 |
 |
 |
Sika |
100 |
2,340 |
|
109.167 |
114.500 |
|
5.333 |
5 |
268,017 |
16 |
|
short |
9/04/17 |
6/24/19 |
658 |
 |
 |
 |
Aryzta |
100 |
41,151 |
|
6.513 |
1.116 |
38.010 |
31.497 |
484 |
1,564,150 |
166 |
|
long |
6/24/19 |
8/05/19 |
42 |
 |
 |
 |
Novartis |
100 |
17,337 |
|
90.220 |
88.980 |
|
-1.240 |
-1 |
1,542,652 |
-11 |
|
short |
8/05/19 |
11/25/19 |
112 |
 |
 |
 |
UBS |
100 |
143,435 |
|
10.755 |
12.290 |
9.220 |
-1.535 |
-14 |
1,322,480 |
-39 |
|
long |
11/25/19 |
2/03/20 |
70 |
 |
 |
 |
ams-OSRAM |
100 |
28,875 |
|
45.800 |
39.120 |
|
-6.680 |
-15 |
1,129,595 |
-56 |
|
short |
2/03/20 |
9/28/20 |
238 |
 |
 |
 |
Swatch |
100 |
4,606 |
|
245.200 |
216.300 |
277.961 |
32.761 |
13 |
1,280,493 |
21 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
9/28/20 |
10/26/20 |
28 |
 |
 |
 |
Logitech |
100 |
18,726 |
|
68.380 |
78.200 |
|
9.820 |
14 |
1,464,383 |
475 |
|
short |
10/26/20 |
5/17/21 |
203 |
 |
 |
 |
Temenos |
100 |
14,491 |
|
101.050 |
132.250 |
69.850 |
-31.200 |
-31 |
1,012,263 |
-49 |
|
long |
5/17/21 |
8/02/21 |
77 |
 |
 |
 |
Kühne & Nagel |
100 |
3,533 |
|
286.500 |
306.000 |
|
19.500 |
7 |
1,081,157 |
37 |
|
short |
8/02/21 |
1/30/23 |
546 |
 |
 |
 |
Credit Suisse |
100 |
115,805 |
|
9.336 |
3.149 |
27.679 |
18.343 |
196 |
3,205,356 |
107 |
|
accum | 6/05/06 |
1/30/23 | 6084 |
days out of 6238 invested (98%) |
31,954 |
3,205,356 |
41 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Aryzta | short | 8/24/15 | 1/09/17 | 504 | 10.13 | 9.65 | 10.63 | 0.50 | 4.97 | | | |
| short | 9/04/17 | 6/24/19 | 658 | 6.51 | 1.12 | 38.01 | 31.50 | 483.60 | | | 512.63 |
Transocean | short | 8/12/13 | 1/06/14 | 147 | 44.04 | 44.08 | 44.00 | -0.04 | -0.09 | | | |
| short | 1/27/14 | 8/03/15 | 553 | 40.09 | 12.70 | 126.55 | 86.46 | 215.67 | | | 215.38 |
Credit Suisse | short | 8/02/21 | 1/30/23 | 546 | 9.34 | 3.15 | 27.68 | 18.34 | 196.47 | | | 196.47 |
UBS | short | 7/30/07 | 9/07/09 | 770 | 65.70 | 19.28 | 223.88 | 158.18 | 240.77 | | | |
| short | 8/05/19 | 11/25/19 | 112 | 10.76 | 12.29 | 9.22 | -1.54 | -14.27 | | | 192.13 |
Actelion | long | 10/30/06 | 11/20/06 | 21 | 40.90 | 43.00 | | 2.10 | 5.13 | | | |
| long | 12/04/06 | 7/30/07 | 238 | 43.60 | 62.95 | | 19.35 | 44.38 | | | |
| short | 4/26/10 | 2/20/12 | 665 | 45.80 | 35.00 | 59.93 | 14.13 | 30.86 | | | |
| long | 1/09/17 | 1/16/17 | 7 | 227.70 | 230.60 | | 2.90 | 1.27 | | | 101.16 |
Sonova | long | 9/07/09 | 4/26/10 | 231 | 101.80 | 136.30 | | 34.50 | 33.89 | | | |
| long | 2/20/12 | 4/23/12 | 63 | 103.10 | 98.55 | | -4.55 | -4.41 | | | 27.98 |
Swiss Life | long | 11/26/12 | 6/24/13 | 210 | 125.50 | 148.00 | | 22.50 | 17.93 | | | 17.93 |
Logitech | long | 9/28/20 | 10/26/20 | 28 | 68.38 | 78.20 | | 9.82 | 14.36 | | | 14.36 |
Swatch | short | 2/03/20 | 9/28/20 | 238 | 245.20 | 216.30 | 277.96 | 32.76 | 13.36 | | | 13.36 |
Sika | long | 5/08/17 | 9/04/17 | 119 | 109.17 | 114.50 | | 5.33 | 4.89 | | | 4.89 |
Clariant | short | 6/05/06 | 10/30/06 | 147 | 16.20 | 16.58 | 15.81 | -0.38 | -2.37 | | | |
| short | 11/20/06 | 12/04/06 | 14 | 16.58 | 15.74 | 17.46 | 0.88 | 5.34 | | | 2.84 |
Novartis | long | 6/24/19 | 8/05/19 | 42 | 90.22 | 88.98 | | -1.24 | -1.37 | | | -1.37 |
Vifor Pharma | long | 1/06/14 | 1/27/14 | 21 | 91.20 | 84.70 | | -6.50 | -7.13 | | | |
| long | 8/03/15 | 8/24/15 | 21 | 112.70 | 116.20 | | 3.50 | 3.11 | | | |
| short | 1/16/17 | 5/08/17 | 112 | 113.50 | 115.80 | 111.20 | -2.30 | -2.03 | | | -6.18 |
Kühne & Nagel | short | 6/24/13 | 7/08/13 | 14 | 99.50 | 112.20 | 86.80 | -12.70 | -12.76 | | | |
| long | 5/17/21 | 8/02/21 | 77 | 286.50 | 306.00 | | 19.50 | 6.81 | | | -6.83 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Lonza | short | 4/23/12 | 11/26/12 | 217 | 41.46 | 43.47 | 39.45 | -2.01 | -4.85 | | | |
| long | 7/08/13 | 8/12/13 | 35 | 74.45 | 69.55 | | -4.90 | -6.58 | | | -11.11 |
ams-OSRAM | long | 11/25/19 | 2/03/20 | 70 | 45.80 | 39.12 | | -6.68 | -14.59 | | | -14.59 |
Temenos | short | 10/26/20 | 5/17/21 | 203 | 101.05 | 132.25 | 69.85 | -31.20 | -30.88 | | | -30.88 |
Annotations
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 |
|
|