Share-o-matic - Portfolio

Wed, 18th Sep 2024, 5:03UTC

Assessment - Swiss Market Index - 1/07/24 - RS = 41

		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	18/09/23	prc diff	⇓ Δ41	⇓∅-RS
	L	SMI® PR	11,873.700	12/08	0.07	12,049.600	-1.46	11,090.600	959.000	8.65	7.15
		Lonza	545.000	12/08	-1.80	488.400	11.59	424.300	64.100	15.11	8.38
	L	Roche	277.800	12/08	0.25	250.100	11.08	257.950	-7.850	-3.04	0.61
		Swisscom	525.000	12/08	0.48	508.500	3.24	548.200	-39.700	-7.24	-5.27
	L	Novartis	96.740	12/08	0.16	96.720	0.02	92.020	4.700	5.11	5.45
	L	Alcon	79.560	12/08	-1.12	80.180	-0.77	72.800	7.380	10.14	11.19
	L	Sonova	278.100	12/08	-1.52	280.300	-0.78	218.900	61.400	28.05	8.87
		Partners	1,134.500	12/08	0.93	1,147.500	-1.13	1,029.500	118.000	11.46	5.68
	L	Geberit	522.800	12/08	-0.72	529.200	-1.21	452.700	76.500	16.90	10.57
		Swiss Life	652.200	12/08	0.62	669.200	-2.54	569.800	99.400	17.44	8.91
		Kühne & Nagel	253.800	12/08	0.40	261.500	-2.94	267.100	-5.600	-2.10	-2.54
		Sika	247.400	12/08	0.04	255.100	-3.02	240.700	14.400	5.98	1.52
	L	Nestlé	88.640	12/08	-0.40	91.880	-3.53	105.720	-13.840	-13.09	-4.40
	L	Zurich Insurance	464.700	12/08	0.85	482.800	-3.75	426.300	56.500	13.25	8.25
	L	Givaudan	4,137.000	12/08	-1.12	4,302.000	-3.84	2,843.000	1,459.000	51.32	29.21
		Holcim	76.280	12/08	-0.34	79.900	-4.53	58.340	21.560	36.96	23.04
		Swiss Re	104.000	12/08	0.10	112.400	-7.47	93.680	18.720	19.98	12.30
		UBS	24.850	12/08	0.44	26.980	-7.89	23.410	3.570	15.25	17.63
	L	Richemont	128.200	12/08	1.22	140.550	-8.79	119.850	20.700	17.27	12.79
	L	ABB	45.510	12/08	0.55	50.380	-9.67	33.030	17.350	52.53	36.38
	L	Logitech	75.280	12/08	1.95	87.200	-13.67	64.180	23.020	35.87	26.21
SMI - 20 out of 20 instruments rated - 1/07/24 / 18/09/23 - 16 did rise, Market-Ratio(41) = 80.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

	SMI RS = 41 - B/S = 84/79

6/01/20	scale up chart	1/07/24

Transactions Swiss Market Index * A41 - 84/79 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		9/01/06	7		- cash -
long	9/01/06	30/07/07	567		ABB	100	716	13.950	28.600		14.650	105	20,489	59
short	30/07/07	10/08/09	742		UBS	100	311	65.700	16.300	264.815	199.115	303	82,414	99
long	10/08/09	17/08/09	7		Credit Suisse	100	1,559	52.850	51.200		-1.650	-3	79,842	-81
short	17/08/09	7/09/09	21		Givaudan	100	110	725.000	761.500	688.500	-36.500	-5	75,827	-59
long	7/09/09	21/09/09	14		Swiss Re	100	1,621	46.760	45.720		-1.040	-2	74,141	-44
short	21/09/09	12/10/09	21		Novartis	100	1,777	41.710	43.460	39.960	-1.750	-4	71,031	-53
long	12/10/09	19/10/09	7		Swiss Re	100	1,447	49.060	47.340		-1.720	-4	68,542	-84
short	19/10/09	9/11/09	21		Roche	100	417	164.300	162.800	165.814	1.514	1	69,174	17
long	9/11/09	17/05/10	189		Swatch	100	270	256.100	319.000		62.900	25	86,157	53
short	17/05/10	21/02/11	280		Actelion	100	2,119	40.640	52.250	29.030	-11.610	-29	61,555	-36
long	21/02/11	28/02/11	7		Richemont	100	1,118	55.050	53.150		-1.900	-3	59,431	-84
short	28/02/11	7/03/11	7		Roche	100	424	140.100	132.100	148.585	8.485	6	63,028	2,045
long	7/03/11	14/03/11	7		Richemont	100	1,152	54.700	51.100		-3.600	-7	58,881	-97
short	14/03/11	2/05/11	49		Roche	100	450	130.800	141.900	119.700	-11.100	-8	53,886	-48
long	2/05/11	9/05/11	7		Richemont	100	961	56.050	54.000		-2.050	-4	51,916	-86
short	9/05/11	21/05/12	378		Credit Suisse	100	1,403	36.990	18.740	73.013	36.023	97	102,456	93
long	21/05/12	28/05/12	7		Richemont	100	1,775	57.700	57.750		0.050	0	102,545	5
short	28/05/12	4/06/12	7		Credit Suisse	100	5,425	18.900	18.380	19.435	0.535	3	105,446	328
long	4/06/12	11/06/12	7		Swiss Re	100	2,006	52.550	55.350		2.800	5	111,062	1,398
short	11/06/12	18/06/12	7		Credit Suisse	100	5,751	19.310	17.440	21.381	2.071	11	122,970	20,157
long	18/06/12	19/11/12	154		Swiss Re	100	2,195	56.000	66.100		10.100	18	145,139	48
short	19/11/12	17/12/12	28		Julius Bär	100	4,611	31.470	33.010	29.930	-1.540	-5	138,038	-48
long	17/12/12	14/10/13	301		Richemont	100	1,906	72.400	91.650		19.250	27	174,729	33
short	14/10/13	31/03/14	168		Transocean	100	4,288	40.740	36.420	45.572	4.832	12	195,450	28
long	31/03/14	5/05/14	35		Actelion	100	2,335	83.700	87.400		3.700	4	204,090	57
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/05/14	3/08/15	455		Transocean	100	5,384	37.900	12.700	113.103	75.203	198	608,983	140
long	3/08/15	17/08/15	14		UBS	100	27,186	22.400	21.750		-0.650	-3	591,312	-54
short	17/08/15	2/11/15	77		Transocean	100	44,160	13.390	15.760	11.020	-2.370	-18	486,653	-60
long	2/11/15	16/11/15	14		Actelion	100	3,481	139.800	138.500		-1.300	-1	482,128	-22
short	16/11/15	9/01/17	420		Holcim	100	8,846	54.500	53.650	55.364	0.864	2	489,766	1
long	9/01/17	23/01/17	14		Actelion	100	2,150	227.700	230.600		2.900	1	496,001	39
short	23/01/17	20/02/17	28		Swisscom	100	1,129	439.200	451.900	426.500	-12.700	-3	481,663	-32
long	20/02/17	13/03/17	21		Actelion	100	1,783	270.000	276.400		6.400	2	493,074	50
short	13/03/17	27/03/17	14		Givaudan	100	270	1,823.000	1,796.000	1,850.406	27.406	2	500,474	48
long	27/03/17	24/04/17	28		Actelion	100	1,833	273.000	280.300		7.300	3	513,855	41
short	24/04/17	8/05/17	14		Swisscom	100	1,175	437.300	453.800	420.800	-16.500	-4	494,467	-63
long	8/05/17	12/02/18	280		Sika	100	4,529	109.167	125.000		15.833	15	566,175	19
short	12/02/18	9/09/19	574		Roche	100	2,585	218.950	271.750	166.150	-52.800	-24	429,687	-16
long	9/09/19	3/02/20	147		Nestlé	100	3,878	110.800	106.980		-3.820	-3	414,873	-8
short	3/02/20	17/02/20	14		Swatch	100	1,691	245.200	252.800	237.600	-7.600	-3	402,021	-56
long	17/02/20	2/03/20	14		Lonza	100	964	416.800	391.300		-25.500	-6	377,439	-81
short	2/03/20	21/12/20	294		Swatch	100	1,717	219.700	233.300	206.100	-13.600	-6	354,088	-8
long	21/12/20	25/10/21	308		Richemont	100	4,550	77.820	112.150		34.330	44	510,290	54
short	25/10/21	8/11/21	14		Holcim	100	11,257	45.330	47.280	43.380	-1.950	-4	488,338	-68
long	8/11/21	13/12/21	35		Partners	100	295	1,651.500	1,478.500		-173.000	-10	437,303	-68
short	13/12/21	3/01/22	21		Credit Suisse	100	50,508	8.658	9.086	8.230	-0.428	-5	415,686	-59
long	3/01/22	24/01/22	21		Richemont	100	3,017	137.750	127.850		-9.900	-7	385,818	-73
short	24/01/22	12/06/23	504		Credit Suisse	100	46,618	8.276	0.817	83.834	75.558	913	3,908,171	435
12/06/23		10/07/23	28		- cash -
long	10/07/23	14/08/23	35		Richemont	100	27,121	144.100	129.450		-14.650	-10	3,510,849	-67
short	14/08/23	12/08/24	364		Roche	100	13,255	264.850	277.800	251.900	-12.950	-5	3,339,196	-5
accum	9/01/06	12/08/24	6799	days out of 6834 invested (99%)							33,292		3,339,196	37

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Credit Suisse	long	10/08/09	17/08/09	7	52.85	51.20		-1.65	-3.12
	short	9/05/11	21/05/12	378	36.99	18.74	73.01	36.02	97.39
	short	28/05/12	4/06/12	7	18.90	18.38	19.43	0.53	2.83
	short	11/06/12	18/06/12	7	19.31	17.44	21.38	2.07	10.72
	short	13/12/21	3/01/22	21	8.66	9.09	8.23	-0.43	-4.94
	short	24/01/22	12/06/23	504	8.28	0.82	83.83	75.56	912.97	1,996.39
UBS	short	30/07/07	10/08/09	742	65.70	16.30	264.82	199.12	303.07
	long	3/08/15	17/08/15	14	22.40	21.75		-0.65	-2.90	291.37
Transocean	short	14/10/13	31/03/14	168	40.74	36.42	45.57	4.83	11.86
	short	5/05/14	3/08/15	455	37.90	12.70	113.10	75.20	198.43
	short	17/08/15	2/11/15	77	13.39	15.76	11.02	-2.37	-17.70	174.74
ABB	long	9/01/06	30/07/07	567	13.95	28.60		14.65	105.02	105.02
Richemont	long	21/02/11	28/02/11	7	55.05	53.15		-1.90	-3.45
	long	7/03/11	14/03/11	7	54.70	51.10		-3.60	-6.58
	long	2/05/11	9/05/11	7	56.05	54.00		-2.05	-3.66
	long	21/05/12	28/05/12	7	57.70	57.75		0.05	0.09
	long	17/12/12	14/10/13	301	72.40	91.65		19.25	26.59
	long	21/12/20	25/10/21	308	77.82	112.15		34.33	44.11
	long	3/01/22	24/01/22	21	137.75	127.85		-9.90	-7.19
	long	10/07/23	14/08/23	35	144.10	129.45		-14.65	-10.17	32.29
Swiss Re	long	7/09/09	21/09/09	14	46.76	45.72		-1.04	-2.22
	long	12/10/09	19/10/09	7	49.06	47.34		-1.72	-3.51
	long	4/06/12	11/06/12	7	52.55	55.35		2.80	5.33
	long	18/06/12	19/11/12	154	56.00	66.10		10.10	18.04	17.30
Sika	long	8/05/17	12/02/18	280	109.17	125.00		15.83	14.50	14.50
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Swatch	long	9/11/09	17/05/10	189	256.10	319.00		62.90	24.56
	short	3/02/20	17/02/20	14	245.20	252.80	237.60	-7.60	-3.10
	short	2/03/20	21/12/20	294	219.70	233.30	206.10	-13.60	-6.19	13.23
Holcim	short	16/11/15	9/01/17	420	54.50	53.65	55.36	0.86	1.58
	short	25/10/21	8/11/21	14	45.33	47.28	43.38	-1.95	-4.30	-2.79
Nestlé	long	9/09/19	3/02/20	147	110.80	106.98		-3.82	-3.45	-3.45
Givaudan	short	17/08/09	7/09/09	21	725.00	761.50	688.50	-36.50	-5.03
	short	13/03/17	27/03/17	14	1,823.00	1,796.00	1,850.41	27.41	1.50	-3.61
Novartis	short	21/09/09	12/10/09	21	41.71	43.46	39.96	-1.75	-4.20	-4.20
Julius Bär	short	19/11/12	17/12/12	28	31.47	33.01	29.93	-1.54	-4.89	-4.89
Lonza	long	17/02/20	2/03/20	14	416.80	391.30		-25.50	-6.12	-6.12
Swisscom	short	23/01/17	20/02/17	28	439.20	451.90	426.50	-12.70	-2.89
	short	24/04/17	8/05/17	14	437.30	453.80	420.80	-16.50	-3.77	-6.56
Partners	long	8/11/21	13/12/21	35	1,651.50	1,478.50		-173.00	-10.48	-10.48
Actelion	short	17/05/10	21/02/11	280	40.64	52.25	29.03	-11.61	-28.57
	long	31/03/14	5/05/14	35	83.70	87.40		3.70	4.42
	long	2/11/15	16/11/15	14	139.80	138.50		-1.30	-0.93
	long	9/01/17	23/01/17	14	227.70	230.60		2.90	1.27
	long	20/02/17	13/03/17	21	270.00	276.40		6.40	2.37
	long	27/03/17	24/04/17	28	273.00	280.30		7.30	2.67	-21.34
Roche	short	19/10/09	9/11/09	21	164.30	162.80	165.81	1.51	0.92
	short	28/02/11	7/03/11	7	140.10	132.10	148.58	8.48	6.06
	short	14/03/11	2/05/11	49	130.80	141.90	119.70	-11.10	-8.49
	short	12/02/18	9/09/19	574	218.95	271.75	166.15	-52.80	-24.12
	short	14/08/23	12/08/24	364	264.85	277.80	251.90	-12.95	-4.89	-29.31

Annotations

19/06/18	Sika	stock split 1:60 (sixty for one)
15/05/17	SMI	Sika replaces Syngenta (acquired by ChemChina)
3/05/17	SMI	Lonza replaces Actelion (acquired by Johnson & Johnson)
5/04/16	SMI	Transocean was replaced by Swiss Life
10/09/15	SMI	complete analysis


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