Share-o-matic - Assessment SLI (Swiss Leader Index)

Assessment - Swiss Leader Index - 11/11/19 - RS = 28

		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	4/29/19	prc diff	⇓ Δ28	∅-RS
	L	SLI® PR	1,586.200	16:32	0.08	1,584.930	0.08	1,527.150	57.780	3.78	8.80
	L	ams	44.810	16:30	-3.86	46.610	-3.86	35.460	11.150	31.44	40.42
	L	Sika	171.850	16:30	0.26	171.400	0.26	154.850	16.550	10.69	20.44
	L	Geberit	515.600	16:30	0.94	510.800	0.94	425.800	85.000	19.96	19.89
	L	Zurich Insurance	389.500	16:30	0.36	388.100	0.36	324.500	63.600	19.60	16.75
	L	Kühne & Nagel	162.050	16:30	0.09	161.900	0.09	148.450	13.450	9.06	16.33
		Sonova	230.700	16:30		230.700		205.100	25.600	12.48	16.26
	L	Vifor Pharma	156.300	16:30	-0.35	156.850	-0.35	135.300	21.550	15.93	15.49
	L	Julius Bär	47.480	16:30	-0.19	47.570	-0.19	49.670	-2.100	-4.23	14.39
	L	Adecco	60.600	16:30	0.46	60.320	0.46	58.660	1.660	2.83	13.62
	L	Schindler	243.200	16:30	-0.16	243.600	-0.16	219.600	24.000	10.93	12.92
		Swiss Life	500.800	16:30	0.12	500.200	0.12	477.100	23.100	4.84	12.90
	L	ABB	21.710	16:30	0.98	21.500	0.98	21.040	0.460	2.19	11.67
	L	Roche	298.100	16:30	0.05	297.950	0.05	266.500	31.450	11.80	11.22
	L	Givaudan	2,859.000	16:30	0.35	2,849.000	0.35	2,616.000	233.000	8.91	10.96
		Lonza	329.300	16:30	-4.52	344.900	-4.52	313.100	31.800	10.16	10.90
	L	Logitech	41.320	16:30	-0.14	41.380	-0.14	42.420	-1.040	-2.45	10.57
	L	Swiss Re	106.350	16:30		106.350		98.240	8.110	8.26	10.00
		Nestlé	103.780	16:30	-0.54	104.340	-0.54	97.460	6.880	7.06	9.43
		Novartis	88.800	16:30	0.77	88.120	0.77	82.600	5.520	6.68	9.38
		Partners	796.600	16:30	1.30	786.400	1.30	771.600	14.800	1.92	9.06
	L	Credit Suisse	13.050	16:30	0.27	13.015	0.27	13.810	-0.795	-5.76	8.88
	L	LafargeHolcim	52.120	16:30	0.81	51.700	0.81	52.500	-0.800	-1.52	8.38
	L	Swisscom	515.600	16:30	0.66	512.200	0.66	479.500	32.700	6.82	6.84
	L	Clariant	20.570	16:30	0.73	20.420	0.73	21.550	-1.130	-5.24	3.66
		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	4/29/19	prc diff	⇓ Δ28	∅-RS
	L	SGS	2,539.000	16:30	0.71	2,521.000	0.71	2,669.000	-148.000	-5.55	2.81
	L	UBS	12.305	16:30	0.16	12.285	0.16	13.720	-1.435	-10.46	2.07
		Richemont	72.560	16:30	-0.60	73.000	-0.60	74.520	-1.520	-2.04	-0.29
	S	Temenos	145.100	16:30	0.28	144.700	0.28	167.950	-23.250	-13.84	-3.02
	L	Swatch	273.500	16:30	-0.18	274.000	-0.18	314.600	-40.600	-12.91	-3.41
		Alcon	58.310	16:30	0.62	57.950	0.62	58.750	-0.800	-1.36	-na-
SLI - 30 out of 30 instruments rated - 11/11/19 / 4/29/19 - 19 did rise, Market-Ratio(28) = 63.33 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

	SLI RS = 28 - B/S = 90/77

1/05/15	scale up chart	11/11/19

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	11/12/19	99		UBS	100	143,435	10.755	12.305	9.205	-1.550	-14	1,320,328	-44
accum	6/05/06	11/12/19	4908	days out of 5062 invested (97%)							13,103		1,320,328	44

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
UBS	short	7/30/07	9/07/09	770	65.70	19.28	223.88	158.18	240.77
	short	8/05/19	11/12/19	99	10.76	12.31	9.21	-1.55	-14.41	191.66
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
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
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
Kühne & Nagel	short	6/24/13	7/08/13	14	99.50	112.20	86.80	-12.70	-12.76	-12.76

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
5/22/17	Vifor Pharma	stock split 1:10 (ten für one) ISIN changes from CH0015536466 to CH0364749348
4/05/16	SLI	Transocean was replaced by Dufry
9/15/15	SLI	complete analysis


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