RS Chart
Assessment - Swiss Market Index - 11/11/19 - RS = 41
 ⇐ 
  instrument freshest Δday 11/11/19 Δwk 1/28/19  prc diff Δ41   ∅-RS
real-time RS chart chart L add note SMI® PR 10,314.200  16:32 0.09 10,305.300 0.09 8,857.850 1,447.450 16.34   8.90 
real-time RS chart chart L add note Sika 171.850  16:30 0.26 171.400 0.26 133.300 38.100 28.58   20.44 
real-time RS chart chart L add note Geberit 515.600  16:30 0.94 510.800 0.94 386.700 124.100 32.09   19.89 
real-time RS chart chart L add note Zurich Insurance 389.500  16:30 0.36 388.100 0.36 311.200 76.900 24.71   16.75 
real-time RS chart chart L add note Adecco 60.600  16:30 0.46 60.320 0.46 50.240 10.080 20.06   13.62 
real-time RS chart chart add note Swiss Life 500.800  16:30 0.12 500.200 0.12 411.100 89.100 21.67   12.90 
real-time RS chart chart L add note ABB 21.710  16:30 0.98 21.500 0.98 18.990 2.510 13.22   11.67 
real-time RS chart chart L add note Roche 298.100  16:30 0.05 297.950 0.05 253.850 44.100 17.37   11.22 
real-time RS chart chart L add note Givaudan 2,859.000  16:30 0.35 2,849.000 0.35 2,358.000 491.000 20.82   10.96 
real-time RS chart chart add note Lonza 329.300  16:30 -4.52 344.900 -4.52 277.200 67.700 24.42   10.90 
real-time RS chart chart L add note Swiss Re 106.350  16:30 106.350 95.520 10.830 11.34   10.00 
real-time RS chart chart add note Nestlé 103.780  16:30 -0.54 104.340 -0.54 84.460 19.880 23.54   9.43 
real-time RS chart chart add note Novartis 88.800  16:30 0.77 88.120 0.77 70.250 17.870 25.44   9.38 
real-time RS chart chart L add note Credit Suisse 13.050  16:30 0.27 13.015 0.27 12.220 0.795 6.51   8.88 
real-time RS chart chart L add note LafargeHolcim 52.120  16:30 0.81 51.700 0.81 46.010 5.690 12.37   8.38 
real-time RS chart chart L add note Swisscom 515.600  16:30 0.66 512.200 0.66 485.300 26.900 5.54   6.84 
real-time RS chart chart L add note SGS 2,539.000  16:30 0.71 2,521.000 0.71 2,367.000 154.000 6.51   2.81 
real-time RS chart chart L add note UBS 12.305  16:30 0.16 12.285 0.16 12.850 -0.565 -4.40   2.07 
real-time RS chart chart add note Richemont 72.560  16:30 -0.60 73.000 -0.60 69.140 3.860 5.58   -0.29 
real-time RS chart chart L add note Swatch 273.500  16:30 -0.18 274.000 -0.18 307.200 -33.200 -10.81   -3.41 
real-time RS chart chart add note Alcon 58.310  16:30 0.62 57.950 0.62     -na- 
 SMI - 19 out of 20 instruments rated - 11/11/19 / 1/28/19 - 17 did rise, Market-Ratio(41) = 89.47 % 
Stock Exchange Currency: CHF ₣ Swiss Franc
 
Technical Chart
SMI RS = 41 - B/S = 84/79
Market Chart
1/05/15 scale up chart 11/11/19
 


Transactions Swiss Market Index * A41 - 84/79 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 1/09/06 7    - cash -
long 1/09/06   7/30/07 567  RT RS QC  ABB 100  716   13.950  28.600    14.650 105  20,489 59  
short 7/30/07   8/10/09 742  RT RS QC  UBS 100  311   65.700  16.300 264.815  199.115 303  82,414 99  
long 8/10/09   8/17/09 7  RT RS QC  Credit Suisse 100  1,559   52.850  51.200    -1.650 -3  79,842 -81  
short 8/17/09   9/07/09 21  RT RS QC  Givaudan 100  110   725.000  761.500 688.500  -36.500 -5  75,827 -59  
long 9/07/09   9/21/09 14  RT RS QC  Swiss Re 100  1,621   46.760  45.720    -1.040 -2  74,141 -44  
short 9/21/09  10/12/09 21  RT RS QC  Novartis 100  1,777   41.710  43.460 39.960  -1.750 -4  71,031 -53  
long 10/12/09  10/19/09 7  RT RS QC  Swiss Re 100  1,447   49.060  47.340    -1.720 -4  68,542 -84  
short 10/19/09  11/09/09 21  RT RS QC  Roche 100  417   164.300  162.800 165.814  1.514 1  69,174 17  
long 11/09/09   5/17/10 189  RT RS QC  Swatch 100  270   256.100  319.000    62.900 25  86,157 53  
short 5/17/10   2/21/11 280  RT RS QC  Actelion 100  2,119   40.640  52.250 29.030  -11.610 -29  61,555 -36  
long 2/21/11   2/28/11 7  RT RS QC  Richemont 100  1,118   55.050  53.150    -1.900 -3  59,431 -84  
short 2/28/11   3/07/11 7  RT RS QC  Roche 100  424   140.100  132.100 148.585  8.485 6  63,028 2,045  
long 3/07/11   3/14/11 7  RT RS QC  Richemont 100  1,152   54.700  51.100    -3.600 -7  58,881 -97  
short 3/14/11   5/02/11 49  RT RS QC  Roche 100  450   130.800  141.900 119.700  -11.100 -8  53,886 -48  
long 5/02/11   5/09/11 7  RT RS QC  Richemont 100  961   56.050  54.000    -2.050 -4  51,916 -86  
short 5/09/11   5/21/12 378  RT RS QC  Credit Suisse 100  1,403   36.990  18.740 73.013  36.023 97  102,456 93  
long 5/21/12   5/28/12 7  RT RS QC  Richemont 100  1,775   57.700  57.750    0.050 0  102,545 5  
short 5/28/12   6/04/12 7  RT RS QC  Credit Suisse 100  5,425   18.900  18.380 19.435  0.535 3  105,446 328  
long 6/04/12   6/11/12 7  RT RS QC  Swiss Re 100  2,006   52.550  55.350    2.800 5  111,062 1,398  
short 6/11/12   6/18/12 7  RT RS QC  Credit Suisse 100  5,751   19.310  17.440 21.381  2.071 11  122,970 20,157  
long 6/18/12  11/19/12 154  RT RS QC  Swiss Re 100  2,195   56.000  66.100    10.100 18  145,139 48  
short 11/19/12  12/17/12 28  RT RS QC  Julius Bär 100  4,611   31.470  33.010 29.930  -1.540 -5  138,038 -48  
long 12/17/12  10/14/13 301  RT RS QC  Richemont 100  1,906   72.400  91.650    19.250 27  174,729 33  
short 10/14/13   3/31/14 168  RT RS QC  Transocean 100  4,288   40.740  36.420 45.572  4.832 12  195,450 28  
long 3/31/14   5/05/14 35  RT RS QC  Actelion 100  2,335   83.700  87.400    3.700 4  204,090 57  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 5/05/14   8/03/15 455  RT RS QC  Transocean 100  5,384   37.900  12.700 113.103  75.203 198  608,983 140  
long 8/03/15   8/17/15 14  RT RS QC  UBS 100  27,186   22.400  21.750    -0.650 -3  591,312 -54  
short 8/17/15  11/02/15 77  RT RS QC  Transocean 100  44,160   13.390  15.760 11.020  -2.370 -18  486,653 -60  
long 11/02/15  11/16/15 14  RT RS QC  Actelion 100  3,481   139.800  138.500    -1.300 -1  482,128 -22  
short 11/16/15   1/09/17 420  RT RS QC  LafargeHolcim 100  8,846   54.500  53.650 55.364  0.864 2  489,766 1  
long 1/09/17   1/23/17 14  RT RS QC  Actelion 100  2,150   227.700  230.600    2.900 1  496,001 39  
short 1/23/17   2/20/17 28  RT RS QC  Swisscom 100  1,129   439.200  451.900 426.500  -12.700 -3  481,663 -32  
long 2/20/17   3/13/17 21  RT RS QC  Actelion 100  1,783   270.000  276.400    6.400 2  493,074 50  
short 3/13/17   3/27/17 14  RT RS QC  Givaudan 100  270   1,823.000  1,796.000 1,850.406  27.406 2  500,474 48  
long 3/27/17   4/24/17 28  RT RS QC  Actelion 100  1,833   273.000  280.300    7.300 3  513,855 41  
short 4/24/17   5/08/17 14  RT RS QC  Swisscom 100  1,175   437.300  453.800 420.800  -16.500 -4  494,467 -63  
long 5/08/17   2/12/18 280  RT RS QC  Sika 100  4,529   109.167  125.000    15.833 15  566,175 19  
short 2/12/18   9/09/19 574  RT RS QC  Roche 100  2,585   218.950  271.750 166.150  -52.800 -24  429,687 -16  
long 9/09/19  11/12/19 64  RT RS QC  Nestlé 100  3,878   110.800  103.780    -7.020 -6  402,463 -31  
accum 1/09/06 11/12/195055 days out of 5062 invested (100%) 3,925 402,463 31  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 UBSshort  7/30/07  8/10/0974265.7016.30264.82199.12 303.07 
 long  8/03/15  8/17/151422.4021.75-0.65 -2.90291.37 
 Transoceanshort 10/14/13  3/31/1416840.7436.4245.574.83 11.86 
 short  5/05/14  8/03/1545537.9012.70113.1075.20 198.43 
 short  8/17/15 11/02/157713.3915.7611.02-2.37 -17.70174.74 
 Credit Suisselong  8/10/09  8/17/09752.8551.20-1.65 -3.12 
 short  5/09/11  5/21/1237836.9918.7473.0136.02 97.39 
 short  5/28/12  6/04/12718.9018.3819.430.53 2.83 
 short  6/11/12  6/18/12719.3117.4421.382.07 10.72117.72 
 ABBlong  1/09/06  7/30/0756713.9528.6014.65 105.02105.02 
 Swatchlong 11/09/09  5/17/10189256.10319.0062.90 24.5624.56 
 Swiss Relong  9/07/09  9/21/091446.7645.72-1.04 -2.22 
 long 10/12/09 10/19/09749.0647.34-1.72 -3.51 
 long  6/04/12  6/11/12752.5555.352.80 5.33 
 long  6/18/12 11/19/1215456.0066.1010.10 18.0417.30 
 Sikalong  5/08/17  2/12/18280109.17125.0015.83 14.5014.50 
 Richemontlong  2/21/11  2/28/11755.0553.15-1.90 -3.45 
 long  3/07/11  3/14/11754.7051.10-3.60 -6.58 
 long  5/02/11  5/09/11756.0554.00-2.05 -3.66 
 long  5/21/12  5/28/12757.7057.750.05 0.09 
 long 12/17/12 10/14/1330172.4091.6519.25 26.5910.10 
 LafargeHolcimshort 11/16/15  1/09/1742054.5053.6555.360.86 1.581.58 
 Givaudanshort  8/17/09  9/07/0921725.00761.50688.50-36.50 -5.03 
 short  3/13/17  3/27/17141,823.001,796.001,850.4127.41 1.50-3.61 
 Novartisshort  9/21/09 10/12/092141.7143.4639.96-1.75 -4.20-4.20 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Julius Bärshort 11/19/12 12/17/122831.4733.0129.93-1.54 -4.89-4.89 
 Nestlélong  9/09/19 11/12/1964110.80103.78-7.02 -6.34-6.34 
 Swisscomshort  1/23/17  2/20/1728439.20451.90426.50-12.70 -2.89 
 short  4/24/17  5/08/1714437.30453.80420.80-16.50 -3.77-6.56 
 Actelionshort  5/17/10  2/21/1128040.6452.2529.03-11.61 -28.57 
 long  3/31/14  5/05/143583.7087.403.70 4.42 
 long 11/02/15 11/16/1514139.80138.50-1.30 -0.93 
 long  1/09/17  1/23/1714227.70230.602.90 1.27 
 long  2/20/17  3/13/1721270.00276.406.40 2.37 
 long  3/27/17  4/24/1728273.00280.307.30 2.67-21.34 
 Rocheshort 10/19/09 11/09/0921164.30162.80165.811.51 0.92 
 short  2/28/11  3/07/117140.10132.10148.588.48 6.06 
 short  3/14/11  5/02/1149130.80141.90119.70-11.10 -8.49 
 short  2/12/18  9/09/19574218.95271.75166.15-52.80 -24.12-25.67 


Annotations
6/19/18Sikastock split 1:60 (sixty for one)
5/15/17SMISika replaces Syngenta (acquired by ChemChina)
5/03/17SMILonza replaces Actelion (acquired by Johnson & Johnson)
4/05/16SMITransocean was replaced by Swiss Life
9/10/15SMIcomplete analysis