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

Assessment - Swiss Leader Index - 9/16/19 - RS = 28

		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	3/04/19	prc diff	⇓ Δ28	∅-RS
	L	SLI® PR	1,537.340	08:01		1,535.480	0.12	1,455.240	80.240	5.51	6.62
	L	ams	47.930	08:01	1.89	47.030	1.91	31.590	15.440	48.88	40.64
	L	Zurich Insurance	377.400	08:02	0.40	380.100	-0.71	329.600	50.500	15.32	18.21
	L	Vifor Pharma	160.550	08:02	0.78	157.200	2.13	132.150	25.050	18.96	16.29
		Nestlé	107.040	08:02	0.13	105.260	1.69	91.040	14.220	15.62	14.91
		Swiss Life	485.800	08:02	0.33	483.800	0.41	435.900	47.900	10.99	14.01
		Sonova	219.600	08:01	0.14	217.600	0.92	189.600	28.000	14.77	14.00
	L	Geberit	479.500	08:02	0.82	475.800	0.78	405.000	70.800	17.48	13.44
		Temenos	167.050	08:01	0.81	164.000	1.86	144.300	19.700	13.65	11.35
	L	Logitech	41.750	08:01	0.36	41.450	0.72	37.940	3.510	9.25	10.87
		Novartis	85.930	08:02	0.03	85.850	0.09	74.230	11.620	15.65	9.98
		Givaudan	2,776.000	08:00	0.07	2,750.000	0.95	2,496.000	254.000	10.18	9.88
	L	Kühne & Nagel	146.550	08:01	-3.08	151.100	-3.01	132.750	18.350	13.82	9.29
		Adecco	56.340	08:01	0.18	56.700	-0.63	52.800	3.900	7.39	8.64
		Lonza	340.300	08:01	0.47	333.300	2.10	290.000	43.300	14.93	8.24
		Richemont	75.860	08:02	-3.93	79.320	-4.36	77.040	2.280	2.96	8.12
	L	Swiss Re	102.200	08:02	0.59	102.200		98.500	3.700	3.76	7.97
		Sika	147.850	08:01	-0.20	149.450	-1.07	137.400	12.050	8.77	7.65
	L	Julius Bär	43.580	08:02	-0.50	44.600	-2.29	44.140	0.460	1.04	6.34
	L	Credit Suisse	12.655	08:01	-0.08	12.875	-1.71	12.480	0.395	3.17	6.11
		Roche	280.350	08:02	0.47	272.950	2.71	277.650	-4.700	-1.69	4.88
	L	Schindler	225.300	08:01	-0.13	225.700	-0.18	228.800	-3.100	-1.35	4.84
		LafargeHolcim	49.430	08:01	1.10	49.400	0.06	50.240	-0.840	-1.67	4.82
		Partners	761.800	08:01	-0.63	748.600	1.76	723.000	25.600	3.54	4.41
		Swisscom	488.400	08:01	-0.12	489.000	-0.12	462.100	26.900	5.82	3.88
		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	3/04/19	prc diff	⇓ Δ28	∅-RS
	L	ABB	20.200	08:01	0.20	20.180	0.10	19.400	0.780	4.02	3.37
	L	Clariant	20.190	08:01	0.60	20.330	-0.69	21.620	-1.290	-5.97	1.21
		SGS	2,462.000	08:01	0.29	2,450.000	0.49	2,556.000	-106.000	-4.15	0.30
	L	Swatch	268.900	08:02	-1.97	278.800	-3.55	305.700	-26.900	-8.80	-5.71
	L	UBS	11.320	08:02	0.18	11.515	-1.69	12.695	-1.180	-9.29	-7.69
		Alcon	59.130	08:01	0.32	58.750	0.65				-na-
SLI - 29 out of 30 instruments rated - 9/16/19 / 3/04/19 - 22 did rise, Market-Ratio(28) = 75.86 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

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

1/05/15	scale up chart	9/16/19

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	9/18/19	44		UBS	100	143,435	10.755	11.320	10.190	-0.565	-5	1,461,612	-36
accum	6/05/06	9/18/19	4853	days out of 5007 invested (97%)							14,516		1,461,612	45

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
UBS	short	7/30/07	9/07/09	770	65.70	19.28	223.88	158.18	240.77
	short	8/05/19	9/18/19	44	10.76	11.32	10.19	-0.57	-5.25	222.87
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
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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