Share-o-matic - Portfolio

Tue, Jan 18th, 2022, 8:23UTC

Assessment - Swiss Leader Index in Euro - 1/17/22 - RS = 28

		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	7/05/21	prc diff	⇓ Δ28	⇓∅-RS
		SLI® PR	1,941.814	Mon	0.93	1,941.814		1,772.687	169.127	9.54	10.94
		Richemont	130.244	Mon	3.62	130.244		102.310	27.934	27.30	34.14
		Schindler	226.070	Mon	3.33	226.070		253.057	-26.987	-10.66	-7.25
		Lonza	636.409	Mon	2.72	636.409		598.965	37.443	6.25	6.22
	L	Swatch	280.047	Mon	2.20	280.047		287.968	-7.921	-2.75	8.41
		Sonova	314.178	Mon	1.96	314.178		321.599	-7.421	-2.31	11.71
	S	Kühne & Nagel	254.065	Mon	1.84	254.065		293.725	-39.660	-13.50	-2.05
	L	Adecco	47.601	Mon	1.64	47.601		58.946	-11.345	-19.25	-6.00
		Straumann	1,605.403	Mon	1.42	1,605.403		1,366.270	239.133	17.50	18.66
		SGS	2,783.211	Mon	1.36	2,783.211		2,621.045	162.165	6.19	7.21
	L	Swiss Re	92.997	Mon	1.34	92.997		77.133	15.865	20.57	16.85
		Sika	320.889	Mon	1.24	320.889		276.818	44.071	15.92	16.15
	L	Zurich Insurance	421.460	Mon	1.08	421.460		336.495	84.965	25.25	17.99
		Julius Bär	60.899	Mon	1.05	60.899		56.259	4.640	8.25	9.65
		Alcon	68.952	Mon	1.04	68.952		59.312	9.641	16.25	8.11
	L	Holcim	50.372	Mon	1.04	50.372		50.136	0.236	0.47	7.33
		Givaudan	4,108.184	Mon	0.99	4,108.184		3,950.759	157.424	3.98	7.51
	L	UBS	17.238	Mon	0.93	17.238		13.078	4.160	31.81	25.00
		Nestlé	116.908	Mon	0.91	116.908		105.226	11.683	11.10	12.85
	L	Clariant	18.863	Mon	0.72	18.863		17.021	1.842	10.82	7.00
	L	Swiss Life	586.171	Mon	0.72	586.171		421.213	164.958	39.16	33.17
	S	Temenos	114.905	Mon	0.71	114.905		134.799	-19.895	-14.76	-5.98
		ABB	32.731	Mon	0.68	32.731		29.135	3.596	12.34	14.70
		Roche	352.192	Mon	0.64	352.192		320.182	32.009	10.00	12.96
		ams	15.522	Mon	0.31	15.522		17.743	-2.221	-12.52	-7.60
		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	7/05/21	prc diff	⇓ Δ28	⇓∅-RS
	L	Novartis	79.048	Mon	0.16	79.048		76.941	2.107	2.74	6.26
	S	Geberit	624.904	Mon	0.03	624.904		631.500	-6.596	-1.04	1.93
		Logitech	73.228	Mon	-0.18	73.228		103.133	-29.905	-29.00	-14.47
		Swisscom	495.283	Mon	-0.27	495.283		483.267	12.016	2.49	4.66
	S	Partners	1,302.443	Mon	-0.48	1,302.443		1,296.814	5.629	0.43	2.91
	L	Credit Suisse	8.945	Mon	-2.26	8.945		8.887	0.058	0.66	-2.45
SLI - 30 out of 30 instruments rated - 1/17/22 / 7/05/21 - 21 did rise, Market-Ratio(28) in EUR = 70.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

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

1/01/18	scale up chart	1/17/22

Transactions Swiss Leader Index in Euro * 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	963	10.377	10.422	10.332	-0.045	0	9,957	-1
long	10/30/06	11/20/06	21		Actelion	100	387	25.709	26.944		1.235	5	10,435	126
short	11/20/06	12/04/06	14		Clariant	100	1,004	10.389	9.890	10.913	0.524	5	10,961	261
long	12/04/06	7/30/07	238		Actelion	100	400	27.396	38.209		10.814	39	15,287	67
short	7/30/07	9/07/09	770		UBS	100	383	39.879	12.716	125.063	85.184	214	47,912	72
long	9/07/09	4/26/10	231		Sonova	100	713	67.142	94.949		27.808	41	67,739	73
short	4/26/10	2/20/12	665		Actelion	100	2,123	31.905	28.954	35.157	3.252	10	74,643	5
long	2/20/12	4/23/12	63		Sonova	100	875	85.291	82.016		-3.276	-4	71,776	-20
short	4/23/12	11/26/12	217		Lonza	100	2,080	34.504	36.099	32.909	-1.595	-5	68,460	-8
long	11/26/12	6/24/13	210		Swiss Life	100	656	104.219	120.698		16.480	16	79,270	29
short	6/24/13	7/08/13	14		Kühne & Nagel	100	976	81.145	90.725	71.565	-9.580	-12	69,920	-96
long	7/08/13	8/12/13	35		Lonza	100	1,161	60.201	56.494		-3.706	-6	65,617	-48
short	8/12/13	1/06/14	147		Transocean	100	1,834	35.773	35.776	35.770	-0.003	0	65,610	0
long	1/06/14	1/27/14	21		Vifor Pharma	100	886	74.020	69.103		-4.917	-7	61,254	-70
short	1/27/14	8/03/15	553		Transocean	100	1,872	32.708	11.964	89.417	56.709	173	167,414	94
long	8/03/15	8/24/15	21		Vifor Pharma	100	1,576	106.171	107.513		1.342	1	169,530	24
short	8/24/15	1/09/17	504		Aryzta	100	18,087	9.373	8.993	9.769	0.396	4	176,694	3
long	1/09/17	1/16/17	7		Actelion	100	832	212.189	215.232		3.043	1	179,226	110
short	1/16/17	5/08/17	112		Vifor Pharma	100	1,691	105.936	106.190	105.683	-0.254	0	178,797	-1
long	5/08/17	9/04/17	119		Sika	100	1,786	100.107	100.456		0.349	0	179,420	1
short	9/04/17	6/24/19	658		Aryzta	100	31,399	5.714	1.007	32.422	26.708	467	1,018,020	162
long	6/24/19	8/05/19	42		Novartis	100	12,504	81.415	81.590		0.175	0	1,020,204	2
short	8/05/19	11/25/19	112		UBS	100	103,450	9.862	11.203	8.521	-1.341	-14	881,495	-38
long	11/25/19	2/03/20	70		ams	100	21,114	41.748	36.607		-5.141	-12	772,949	-50
short	2/03/20	9/28/20	238		Swatch	100	3,368	229.446	200.720	262.284	32.837	14	883,545	23
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/28/20	10/26/20	28		Logitech	100	13,924	63.455	72.948		9.493	15	1,015,727	516
short	10/26/20	5/17/21	203		Temenos	100	10,775	94.263	120.633	67.893	-26.370	-28	731,591	-45
long	5/17/21	8/02/21	77		Kühne & Nagel	100	2,799	261.334	284.829		23.495	9	797,353	50
short	8/02/21	1/17/22	168		Credit Suisse	100	91,754	8.690	8.945	8.435	-0.255	-3	773,959	-6
accum	6/05/06	1/17/22	5706	days out of 5860 invested (97%)							7,640		773,959	32

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	9.37	8.99	9.77	0.40	4.23
	short	9/04/17	6/24/19	658	5.71	1.01	32.42	26.71	467.40	491.38
Transocean	short	8/12/13	1/06/14	147	35.77	35.78	35.77	-0.00	-0.01
	short	1/27/14	8/03/15	553	32.71	11.96	89.42	56.71	173.38	173.36
UBS	short	7/30/07	9/07/09	770	39.88	12.72	125.06	85.18	213.61
	short	8/05/19	11/25/19	112	9.86	11.20	8.52	-1.34	-13.60	170.97
Actelion	long	10/30/06	11/20/06	21	25.71	26.94		1.24	4.81
	long	12/04/06	7/30/07	238	27.40	38.21		10.81	39.47
	short	4/26/10	2/20/12	665	31.91	28.95	35.16	3.25	10.19
	long	1/09/17	1/16/17	7	212.19	215.23		3.04	1.43	63.38
Sonova	long	9/07/09	4/26/10	231	67.14	94.95		27.81	41.42
	long	2/20/12	4/23/12	63	85.29	82.02		-3.28	-3.84	35.99
Swiss Life	long	11/26/12	6/24/13	210	104.22	120.70		16.48	15.81	15.81
Logitech	long	9/28/20	10/26/20	28	63.45	72.95		9.49	14.96	14.96
Swatch	short	2/03/20	9/28/20	238	229.45	200.72	262.28	32.84	14.31	14.31
Clariant	short	6/05/06	10/30/06	147	10.38	10.42	10.33	-0.05	-0.43
	short	11/20/06	12/04/06	14	10.39	9.89	10.91	0.52	5.05	4.59
Sika	long	5/08/17	9/04/17	119	100.11	100.46		0.35	0.35	0.35
Novartis	long	6/24/19	8/05/19	42	81.41	81.59		0.17	0.21	0.21
Credit Suisse	short	8/02/21	1/17/22	168	8.69	8.95	8.44	-0.25	-2.93	-2.93
Kühne & Nagel	short	6/24/13	7/08/13	14	81.15	90.73	71.56	-9.58	-11.81
	long	5/17/21	8/02/21	77	261.33	284.83		23.50	8.99	-3.88
Vifor Pharma	long	1/06/14	1/27/14	21	74.02	69.10		-4.92	-6.64
	long	8/03/15	8/24/15	21	106.17	107.51		1.34	1.26
	short	1/16/17	5/08/17	112	105.94	106.19	105.68	-0.25	-0.24	-5.69
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Lonza	short	4/23/12	11/26/12	217	34.50	36.10	32.91	-1.59	-4.62
	long	7/08/13	8/12/13	35	60.20	56.49		-3.71	-6.16	-10.49
ams	long	11/25/19	2/03/20	70	41.75	36.61		-5.14	-12.31	-12.31
Temenos	short	10/26/20	5/17/21	203	94.26	120.63	67.89	-26.37	-27.97	-27.97

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
4/05/16	SLI	Transocean was replaced by Dufry
9/15/15	SLI	complete analysis


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