| |
| |
Assessment - Swiss Leader Index in Dollar - 8/15/22 - RS = 27
⇐
| |
|
instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ27 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SLI® PR |
1,824.525 |
15:30 |
-1.00 |
1,842.903 |
-1.00 |
2,110.893 |
-267.990 |
-12.70 |
|
-8.20 |
| |  |
 |
 |
 |
L |
 |
ABB |
30.684 |
15:30 |
0.66 |
30.483 |
0.66 |
34.751 |
-4.268 |
-12.28 |
|
-6.60 |
| |  |
 |
 |
 |
L |
 |
Adecco |
35.646 |
15:30 |
1.02 |
35.287 |
1.02 |
49.288 |
-14.002 |
-28.41 |
|
-20.29 |
| |  |
 |
 |
 |
|
 |
Alcon |
69.325 |
15:30 |
0.28 |
69.134 |
0.28 |
76.933 |
-7.799 |
-10.14 |
|
-10.42 |
| |  |
 |
 |
 |
|
 |
ams |
8.763 |
15:30 |
0.68 |
8.704 |
0.68 |
16.417 |
-7.713 |
-46.98 |
|
-37.31 |
| |  |
 |
 |
 |
L |
 |
Clariant |
19.648 |
15:30 |
0.60 |
19.532 |
0.60 |
21.719 |
-2.187 |
-10.07 |
|
2.56 |
| |  |
 |
 |
 |
S |
 |
Credit Suisse |
5.745 |
15:30 |
0.18 |
5.735 |
0.18 |
9.702 |
-3.967 |
-40.89 |
|
-29.04 |
| |  |
 |
 |
 |
L |
 |
Geberit |
529.881 |
15:30 |
-1.53 |
538.134 |
-1.53 |
657.105 |
-118.971 |
-18.11 |
|
-16.37 |
| |  |
 |
 |
 |
|
 |
Givaudan |
3,546.649 |
15:30 |
-2.42 |
3,634.469 |
-2.42 |
4,002.643 |
-368.174 |
-9.20 |
|
-13.24 |
| |  |
 |
 |
 |
L |
 |
Holcim |
48.936 |
15:30 |
0.78 |
48.555 |
0.78 |
54.705 |
-6.150 |
-11.24 |
|
-1.45 |
| |  |
 |
 |
 |
L |
 |
Julius Bär |
54.046 |
15:30 |
-0.08 |
54.089 |
-0.08 |
61.789 |
-7.701 |
-12.46 |
|
-6.35 |
| |  |
 |
 |
 |
|
 |
Kühne & Nagel |
254.466 |
15:30 |
-1.47 |
258.275 |
-1.47 |
279.264 |
-20.989 |
-7.52 |
|
-10.35 |
| |  |
 |
 |
 |
L |
 |
Logitech |
58.342 |
15:30 |
0.33 |
58.152 |
0.33 |
78.666 |
-20.515 |
-26.08 |
|
-19.94 |
| |  |
 |
 |
 |
L |
 |
Lonza |
590.826 |
15:30 |
-1.97 |
602.676 |
-1.97 |
674.437 |
-71.761 |
-10.64 |
|
-11.64 |
| |  |
 |
 |
 |
|
 |
Nestlé |
121.911 |
15:30 |
-0.36 |
122.355 |
-0.36 |
128.951 |
-6.596 |
-5.12 |
|
-2.93 |
| |  |
 |
 |
 |
S |
 |
Novartis |
85.682 |
15:30 |
0.66 |
85.122 |
0.66 |
87.094 |
-1.972 |
-2.26 |
|
-1.09 |
| |  |
 |
 |
 |
L |
 |
Partners |
1,073.941 |
15:30 |
-1.46 |
1,089.812 |
-1.46 |
1,384.947 |
-295.135 |
-21.31 |
|
-15.65 |
| |  |
 |
 |
 |
L |
 |
Richemont |
118.557 |
15:30 |
-2.31 |
121.361 |
-2.31 |
141.257 |
-19.896 |
-14.09 |
|
0.00 |
| |  |
 |
 |
 |
|
 |
Roche |
333.980 |
15:30 |
-0.71 |
336.360 |
-0.71 |
373.508 |
-37.147 |
-9.95 |
|
-9.85 |
| |  |
 |
 |
 |
L |
 |
Schindler |
190.929 |
15:30 |
-0.17 |
191.246 |
-0.17 |
251.424 |
-60.178 |
-23.93 |
|
-17.12 |
| |  |
 |
 |
 |
|
 |
SGS |
2,365.843 |
15:30 |
-1.02 |
2,390.179 |
-1.02 |
2,860.887 |
-470.708 |
-16.45 |
|
-13.62 |
| |  |
 |
 |
 |
|
 |
Sika |
257.534 |
15:30 |
-1.70 |
261.978 |
-1.70 |
338.194 |
-76.215 |
-22.54 |
|
-16.36 |
| |  |
 |
 |
 |
|
 |
Sonova |
300.174 |
15:30 |
-15.89 |
356.887 |
-15.89 |
351.734 |
5.153 |
1.46 |
|
-2.37 |
| |  |
 |
 |
 |
L |
 |
Straumann |
126.968 |
15:30 |
-8.26 |
138.395 |
-8.26 |
154.852 |
-16.456 |
-10.63 |
|
-10.60 |
| |  |
 |
 |
 |
L |
 |
Swatch |
254.783 |
15:30 |
-1.75 |
259.333 |
-1.75 |
284.031 |
-24.698 |
-8.70 |
|
-5.02 |
| |
|
instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ27 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Swiss Life |
554.005 |
15:30 |
0.23 |
552.736 |
0.23 |
653.422 |
-100.686 |
-15.41 |
|
-1.77 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
80.265 |
15:30 |
-0.39 |
80.583 |
-0.39 |
107.914 |
-27.332 |
-25.33 |
|
-9.54 |
| |  |
 |
 |
 |
S |
 |
Swisscom |
539.615 |
15:30 |
0.95 |
534.537 |
0.95 |
585.393 |
-50.857 |
-8.69 |
|
-6.56 |
| |  |
 |
 |
 |
|
 |
Temenos |
85.005 |
15:30 |
-0.86 |
85.746 |
-0.86 |
117.534 |
-31.788 |
-27.05 |
|
-21.48 |
| |  |
 |
 |
 |
S |
 |
UBS |
17.008 |
15:30 |
0.28 |
16.961 |
0.28 |
20.587 |
-3.626 |
-17.62 |
|
-2.95 |
| |  |
 |
 |
 |
|
 |
Zurich Insurance |
458.991 |
15:30 |
0.30 |
457.615 |
0.30 |
481.292 |
-23.677 |
-4.92 |
|
3.09 |
SLI - 30 out of 30 instruments rated - 8/15/22 / 2/07/22 - 1 did rise, Market-Ratio(27) in USD = 3.33 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index in Dollar * S27 - 34/64 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
8/13/07 |
588 |
|
- cash - |
short |
8/13/07 |
5/04/09 |
630 |
 |
 |
 |
UBS |
50 |
90 |
|
55.101 |
13.834 |
219.478 |
164.376 |
298 |
24,794 |
123 |
|
|
|
|
|
 |
 |
 |
Clariant |
50 |
391 |
|
12.865 |
5.547 |
29.838 |
16.974 |
132 |
31,431 |
63 |
|
100 |
215 |
94 | |
5/04/09 |
5/23/11 |
749 |
|
- cash - |
|
5/23/11 |
2/06/12 |
259 |
 |
 |
 |
Credit Suisse |
50 |
382 |
|
41.040 |
27.393 |
61.487 |
20.447 |
50 |
39,241 |
77 |
|
|
|
|
|
 |
 |
 |
Sonova |
50 |
162 |
|
96.820 |
107.460 |
86.181 |
-10.639 |
-11 |
37,518 |
-15 |
|
100 |
19 |
28 | |
2/06/12 |
10/13/14 |
980 |
|
- cash - |
|
10/13/14 |
3/16/15 |
154 |
 |
 |
 |
Swatch |
50 |
40 |
|
459.732 |
435.632 |
485.166 |
25.434 |
6 |
38,535 |
14 |
|
|
|
|
|
 |
 |
 |
Transocean |
50 |
648 |
|
29.507 |
13.566 |
64.180 |
34.673 |
118 |
61,003 |
531 |
|
100 |
63 |
217 | |
3/16/15 |
6/15/15 |
91 |
|
- cash - |
|
6/15/15 |
7/27/15 |
42 |
 |
 |
 |
Transocean |
50 |
1,728 |
|
17.645 |
13.026 |
23.902 |
6.257 |
35 |
71,815 |
1,298 |
|
|
|
|
|
 |
 |
 |
Aryzta |
50 |
2,570 |
|
11.872 |
10.433 |
13.508 |
1.636 |
14 |
76,020 |
207 |
|
100 |
25 |
577 | |
7/27/15 |
8/31/15 |
35 |
|
- cash - |
|
8/31/15 |
8/15/16 |
350 |
 |
 |
 |
Holcim |
50 |
597 |
|
63.569 |
53.046 |
76.180 |
12.611 |
20 |
83,549 |
21 |
|
|
|
|
|
 |
 |
 |
Aryzta |
50 |
3,450 |
|
11.034 |
8.309 |
14.654 |
3.620 |
33 |
96,037 |
34 |
|
100 |
26 |
28 | |
8/15/16 |
6/25/18 |
679 |
|
- cash - |
|
6/25/18 |
4/22/19 |
301 |
 |
 |
 |
Adecco |
50 |
812 |
|
59.080 |
59.159 |
59.002 |
-0.078 |
0 |
95,974 |
0 |
|
|
|
|
|
 |
 |
 |
Aryzta |
50 |
14,084 |
|
3.413 |
1.397 |
8.338 |
4.925 |
144 |
165,340 |
195 |
|
100 |
72 |
93 | |
4/22/19 |
3/09/20 |
322 |
|
- cash - |
|
3/09/20 |
9/14/20 |
189 |
 |
 |
 |
Credit Suisse |
50 |
8,816 |
|
9.377 |
11.311 |
7.444 |
-1.934 |
-21 |
148,293 |
-36 |
|
|
|
|
|
 |
 |
 |
ams |
50 |
2,990 |
|
27.647 |
18.498 |
41.320 |
13.673 |
49 |
189,177 |
117 |
|
100 |
14 |
30 | |
9/14/20 |
2/07/22 |
511 |
|
- cash - |
|
2/07/22 |
8/16/22 |
190 |
 |
 |
 |
Logitech |
50 |
1,202 |
|
78.666 |
58.342 |
106.071 |
27.405 |
35 |
222,117 |
78 |
|
|
|
|
|
 |
 |
 |
Temenos |
50 |
805 |
|
117.534 |
85.005 |
162.509 |
44.976 |
38 |
258,323 |
86 |
|
100 |
37 |
82 | |
accum | 8/13/07 |
8/16/22 | 2115 |
days out of 6070 invested (35%) |
2,483 |
258,323 |
75 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
UBS | short | 8/13/07 | 5/04/09 | 630 | 55.10 | 13.83 | 219.48 | 164.38 | 298.32 | 50 | 149.16 | 149.16 |
Aryzta | | 6/15/15 | 7/27/15 | 42 | 11.87 | 10.43 | 13.51 | 1.64 | 13.78 | | 6.89 | |
| | 8/31/15 | 8/15/16 | 350 | 11.03 | 8.31 | 14.65 | 3.62 | 32.81 | | 16.40 | |
| | 6/25/18 | 4/22/19 | 301 | 3.41 | 1.40 | 8.34 | 4.93 | 144.33 | | 72.16 | 114.22 |
Transocean | | 10/13/14 | 3/16/15 | 154 | 29.51 | 13.57 | 64.18 | 34.67 | 117.51 | | 58.75 | |
| | 6/15/15 | 7/27/15 | 42 | 17.64 | 13.03 | 23.90 | 6.26 | 35.46 | | 17.73 | 86.90 |
Clariant | | 8/13/07 | 5/04/09 | 630 | 12.86 | 5.55 | 29.84 | 16.97 | 131.94 | | 65.97 | 65.97 |
ams | | 3/09/20 | 9/14/20 | 189 | 27.65 | 18.50 | 41.32 | 13.67 | 49.46 | | 24.73 | 24.73 |
Temenos | | 2/07/22 | 8/16/22 | 190 | 117.53 | 85.01 | 162.51 | 44.98 | 38.27 | | 19.13 | 19.13 |
Logitech | | 2/07/22 | 8/16/22 | 190 | 78.67 | 58.34 | 106.07 | 27.40 | 34.84 | | 17.42 | 17.42 |
Credit Suisse | | 5/23/11 | 2/06/12 | 259 | 41.04 | 27.39 | 61.49 | 20.45 | 49.82 | | 24.91 | |
| | 3/09/20 | 9/14/20 | 189 | 9.38 | 11.31 | 7.44 | -1.93 | -20.62 | | -10.31 | 12.03 |
Holcim | | 8/31/15 | 8/15/16 | 350 | 63.57 | 53.05 | 76.18 | 12.61 | 19.84 | | 9.92 | 9.92 |
Swatch | | 10/13/14 | 3/16/15 | 154 | 459.73 | 435.63 | 485.17 | 25.43 | 5.53 | | 2.77 | 2.77 |
Adecco | | 6/25/18 | 4/22/19 | 301 | 59.08 | 59.16 | 59.00 | -0.08 | -0.13 | | -0.07 | -0.07 |
Sonova | | 5/23/11 | 2/06/12 | 259 | 96.82 | 107.46 | 86.18 | -10.64 | -10.99 | | -5.49 | -5.49 |
Annotations
4/20/22 | Straumann | | | stock split 1:10 (ten for one) |
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 |
|