| | |
| | |
Assessment - Swiss Market Index - 7/01/24 - RS = 23
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ23 |
|
∅-RS |
| |  |
 |
 |
|
L |
 |
SMI® PR |
11,873.700 |
8/12/24 |
0.07 |
12,049.600 |
-1.46 |
11,275.300 |
774.300 |
6.87 |
|
7.15 |
| | |
|
|
|
L |
|
ABB |
45.510 |
8/12/24 |
0.55 |
50.380 |
-9.67 |
36.260 |
14.120 |
38.94 |
|
36.38 |
| | |
|
|
|
L |
|
Givaudan |
4,137.000 |
8/12/24 |
-1.12 |
4,302.000 |
-3.84 |
3,364.000 |
938.000 |
27.88 |
|
29.21 |
| | |
|
|
|
L |
|
Logitech |
75.280 |
8/12/24 |
1.95 |
87.200 |
-13.67 |
82.820 |
4.380 |
5.29 |
|
26.21 |
| | |
|
|
|
|
|
Holcim |
76.280 |
8/12/24 |
-0.34 |
79.900 |
-4.53 |
64.300 |
15.600 |
24.26 |
|
23.04 |
| | |
|
|
|
|
|
UBS |
24.850 |
8/12/24 |
0.44 |
26.980 |
-7.89 |
25.360 |
1.620 |
6.39 |
|
17.63 |
| | |
|
|
|
L |
|
Richemont |
128.200 |
8/12/24 |
1.22 |
140.550 |
-8.79 |
117.650 |
22.900 |
19.46 |
|
12.79 |
| | |
|
|
|
|
|
Swiss Re |
104.000 |
8/12/24 |
0.10 |
112.400 |
-7.47 |
99.360 |
13.040 |
13.12 |
|
12.30 |
| | |
|
|
|
L |
|
Alcon |
79.560 |
8/12/24 |
-1.12 |
80.180 |
-0.77 |
68.420 |
11.760 |
17.19 |
|
11.19 |
| | |
|
|
|
L |
|
Geberit |
522.800 |
8/12/24 |
-0.72 |
529.200 |
-1.21 |
497.000 |
32.200 |
6.48 |
|
10.57 |
| | |
|
|
|
|
|
Swiss Life |
652.200 |
8/12/24 |
0.62 |
669.200 |
-2.54 |
596.200 |
73.000 |
12.24 |
|
8.91 |
| | |
|
|
|
L |
|
Sonova |
278.100 |
8/12/24 |
-1.52 |
280.300 |
-0.78 |
281.900 |
-1.600 |
-0.57 |
|
8.87 |
| | |
|
|
|
|
|
Lonza |
545.000 |
8/12/24 |
-1.80 |
488.400 |
11.59 |
372.900 |
115.500 |
30.97 |
|
8.38 |
| | |
|
|
|
L |
|
Zurich Insurance |
464.700 |
8/12/24 |
0.85 |
482.800 |
-3.75 |
441.800 |
41.000 |
9.28 |
|
8.25 |
| | |
|
|
|
|
|
Partners |
1,134.500 |
8/12/24 |
0.93 |
1,147.500 |
-1.13 |
1,131.000 |
16.500 |
1.46 |
|
5.68 |
| | |
|
|
|
L |
|
Novartis |
96.740 |
8/12/24 |
0.16 |
96.720 |
0.02 |
94.400 |
2.320 |
2.46 |
|
5.45 |
| | |
|
|
|
|
|
Sika |
247.400 |
8/12/24 |
0.04 |
255.100 |
-3.02 |
232.000 |
23.100 |
9.96 |
|
1.52 |
| | |
|
|
|
L |
|
Roche |
277.800 |
8/12/24 |
0.25 |
250.100 |
11.08 |
247.800 |
2.300 |
0.93 |
|
0.61 |
| | |
|
|
|
|
|
Kühne & Nagel |
253.800 |
8/12/24 |
0.40 |
261.500 |
-2.94 |
293.600 |
-32.100 |
-10.93 |
|
-2.54 |
| | |
|
|
|
L |
|
Nestlé |
88.640 |
8/12/24 |
-0.40 |
91.880 |
-3.53 |
97.490 |
-5.610 |
-5.75 |
|
-4.40 |
| | |
|
|
|
|
|
Swisscom |
525.000 |
8/12/24 |
0.48 |
508.500 |
3.24 |
516.400 |
-7.900 |
-1.53 |
|
-5.27 |
| SMI - 20 out of 20 instruments rated - 7/01/24 / 1/22/24 - 16 did rise, Market-Ratio(23) = 80.00 % |
| Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Market Index * S23 - 26/62 (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 |
8/06/07 |
581 |
|
- cash - |
| short |
8/06/07 |
7/13/09 |
707 |
|
|
|
UBS |
100 |
153 |
|
65.050 |
13.230 |
319.842 |
254.792 |
392 |
48,983 |
128 |
|
| 7/13/09 |
8/30/10 |
413 |
|
- cash - |
| |
8/30/10 |
10/18/10 |
49 |
|
|
|
Holcim |
100 |
797 |
|
61.450 |
61.300 |
61.600 |
0.150 |
0 |
49,103 |
2 |
|
| 10/18/10 |
5/30/11 |
224 |
|
- cash - |
| |
5/30/11 |
1/16/12 |
231 |
|
|
|
Credit Suisse |
100 |
1,343 |
|
36.550 |
21.390 |
62.455 |
25.905 |
71 |
83,893 |
133 |
|
| 1/16/12 |
10/20/14 |
1008 |
|
- cash - |
| |
10/20/14 |
12/08/14 |
49 |
|
|
|
Transocean |
100 |
3,091 |
|
27.140 |
17.410 |
42.308 |
15.168 |
56 |
130,776 |
2,631 |
|
| 12/08/14 |
8/24/15 |
259 |
|
- cash - |
| |
8/24/15 |
10/10/16 |
413 |
|
|
|
Holcim |
100 |
2,225 |
|
58.750 |
52.600 |
65.619 |
6.869 |
12 |
146,060 |
10 |
|
| 10/10/16 |
3/26/18 |
532 |
|
- cash - |
| |
3/26/18 |
5/07/18 |
42 |
|
|
|
Roche |
100 |
681 |
|
214.400 |
227.850 |
200.950 |
-13.450 |
-6 |
136,901 |
-43 |
|
| 5/07/18 |
6/18/18 |
42 |
|
- cash - |
| |
6/18/18 |
3/18/19 |
273 |
|
|
|
Adecco |
100 |
2,274 |
|
60.200 |
52.800 |
68.637 |
8.437 |
14 |
156,087 |
19 |
|
| 3/18/19 |
3/09/20 |
357 |
|
- cash - |
| |
3/09/20 |
8/17/20 |
161 |
|
|
|
Credit Suisse |
100 |
17,990 |
|
8.676 |
10.305 |
7.047 |
-1.629 |
-19 |
126,781 |
-38 |
|
| 8/17/20 |
6/06/22 |
658 |
|
- cash - |
| |
6/06/22 |
11/28/22 |
175 |
|
|
|
Partners |
100 |
126 |
|
1,002.000 |
921.400 |
1,089.651 |
87.651 |
9 |
137,825 |
19 |
|
| 11/28/22 |
10/23/23 |
329 |
|
- cash - |
| |
10/23/23 |
12/18/23 |
56 |
|
|
|
Lonza |
100 |
420 |
|
327.600 |
325.000 |
330.221 |
2.621 |
1 |
138,926 |
5 |
|
| 12/18/23 |
4/03/25 |
472 |
|
- cash - |
| accum | 8/06/07 |
12/18/23 | 2156 |
days out of 7031 invested (31%) |
1,289 |
138,926 |
56 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| UBS | short | 8/06/07 | 7/13/09 | 707 | 65.05 | 13.23 | 319.84 | 254.79 | 391.69 | | | 391.69 |
| Transocean | | 10/20/14 | 12/08/14 | 49 | 27.14 | 17.41 | 42.31 | 15.17 | 55.89 | | | 55.89 |
| Credit Suisse | | 5/30/11 | 1/16/12 | 231 | 36.55 | 21.39 | 62.45 | 25.90 | 70.87 | | | |
| | | 3/09/20 | 8/17/20 | 161 | 8.68 | 10.31 | 7.05 | -1.63 | -18.78 | | | 38.79 |
| Adecco | | 6/18/18 | 3/18/19 | 273 | 60.20 | 52.80 | 68.64 | 8.44 | 14.02 | | | 14.02 |
| Holcim | | 8/30/10 | 10/18/10 | 49 | 61.45 | 61.30 | 61.60 | 0.15 | 0.24 | | | |
| | | 8/24/15 | 10/10/16 | 413 | 58.75 | 52.60 | 65.62 | 6.87 | 11.69 | | | 11.97 |
| Partners | | 6/06/22 | 11/28/22 | 175 | 1,002.00 | 921.40 | 1,089.65 | 87.65 | 8.75 | | | 8.75 |
| Lonza | | 10/23/23 | 12/18/23 | 56 | 327.60 | 325.00 | 330.22 | 2.62 | 0.80 | | | 0.80 |
| Roche | | 3/26/18 | 5/07/18 | 42 | 214.40 | 227.85 | 200.95 | -13.45 | -6.27 | | | -6.27 |
Annotations
| 6/19/18 | Sika | | | stock split 1:60 (sixty for one) |
| 5/15/17 | SMI | | | Sika replaces Syngenta (acquired by ChemChina) |
| 5/03/17 | SMI | | | Lonza replaces Actelion (acquired by Johnson & Johnson) |
| 4/05/16 | SMI | | | Transocean was replaced by Swiss Life |
| 9/10/15 | SMI | | | complete analysis |
|
