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

Assessment - Swiss Leader Index - 8/10/20 - RS = 28

		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	1/27/20	prc diff	⇓ Δ28	∅-RS
	L	SLI® PR	1,557.090	08:02	0.99	1,541.800	0.99	1,640.430	-98.630	-6.01	2.03
	L	Logitech	65.960	08:02	0.61	65.560	0.61	45.560	20.000	43.90	45.53
	L	Lonza	550.200	08:01	-2.20	562.600	-2.20	394.500	168.100	42.61	44.95
	L	Givaudan	3,742.000	08:01	-0.35	3,755.000	-0.35	3,144.000	611.000	19.43	22.83
	L	Sika	205.000	08:00	0.44	204.100	0.44	177.000	27.100	15.31	22.30
	L	ABB	23.990	08:00	1.01	23.750	1.01	22.620	1.130	5.00	18.29
	L	Partners	903.000	08:01	1.51	889.600	1.51	884.600	5.000	0.57	11.09
	L	Kühne & Nagel	162.850	07:58	1.12	161.050	1.12	158.950	2.100	1.32	8.20
	L	Geberit	518.400	07:59	0.70	514.800	0.70	518.400	-3.600	-0.69	8.11
	L	UBS	11.315	08:00	1.07	11.170	1.30	12.085	-0.915	-7.57	3.55
	L	Nestlé	108.940	08:01	0.96	107.900	0.96	107.920	-0.020	-0.02	2.97
	L	Schindler	234.000	08:01	1.08	231.500	1.08	249.800	-18.300	-7.33	1.24
		Roche	314.950	08:02	0.41	313.650	0.41	318.750	-5.100	-1.60	1.11
	L	Julius Bär	41.910	07:59	0.70	41.620	0.70	48.460	-6.840	-14.11	1.01
		Alcon	57.540	08:01	3.64	55.520	3.64	59.320	-3.800	-6.41	-0.07
	L	SGS	2,398.000	07:59	0.46	2,387.000	0.46	2,721.000	-334.000	-12.27	-0.92
	L	LafargeHolcim	44.370	08:00	1.05	43.910	1.05	52.020	-8.110	-15.59	-1.11
	L	Zurich Insurance	351.500	08:02	0.92	348.300	0.92	403.000	-54.700	-13.57	-1.37
	L	Sonova	207.800	08:00	0.48	206.800	0.48	241.200	-34.400	-14.26	-1.79
	L	Credit Suisse	10.320	08:00	0.68	10.250	0.68	12.720	-2.470	-19.42	-2.45
		Swisscom	491.500	08:00	0.97	486.800	0.97	528.000	-41.200	-7.80	-4.13
		Temenos	136.950	08:00	1.26	135.250	1.26	154.050	-18.800	-12.20	-5.95
	L	Clariant	18.110	08:00	1.03	17.925	1.03	21.660	-3.735	-17.24	-5.97
	L	Adecco	46.690	08:00	2.77	45.430	2.77	58.780	-13.350	-22.71	-8.22
	S	Novartis	76.290	08:02	1.06	75.490	1.06	90.710	-15.220	-16.78	-11.63
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	1/27/20	prc diff	⇓ Δ28	∅-RS
	L	Richemont	59.260	08:02	3.17	57.440	3.17	73.660	-16.220	-22.02	-12.51
	L	Swatch	197.700	08:00	2.33	193.200	2.33	267.600	-74.400	-27.80	-14.65
	L	Swiss Life	346.600	08:00	1.94	340.000	1.94	488.800	-148.800	-30.44	-16.65
	S	Vifor Pharma	130.450	08:00	1.99	127.900	1.99	178.250	-50.350	-28.25	-16.84
	L	Swiss Re	73.520	08:01	2.83	71.500	2.83	108.750	-37.250	-34.25	-17.53
	L	ams	16.945	08:00	2.39	16.550	2.39	40.170	-23.620	-58.80	-22.96
SLI - 30 out of 30 instruments rated - 8/10/20 / 1/27/20 - 7 did rise, Market-Ratio(28) = 23.33 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

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

1/04/16	scale up chart	8/10/20

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	100	28,875	45.800	39.120		-6.680	-15	1,129,595	-56
short	2/03/20	8/11/20	190		Swatch	100	4,606	245.200	197.700	304.113	58.913	24	1,400,946	51
accum	6/05/06	8/11/20	5181	days out of 5335 invested (97%)							13,909		1,400,946	42

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	11/25/19	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
Swatch	short	2/03/20	8/11/20	190	245.20	197.70	304.11	58.91	24.03	24.03
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
ams	long	11/25/19	2/03/20	70	45.80	39.12		-6.68	-14.59	-14.59

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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