Assessment - Swiss Leader Index in Japanese yen - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		SLI® PR	343,150.723	8/12/24	0.02	348,965.504	-1.67	300,039.849	48,925.655	16.31		16.48
						L		ABB	8,137.474	8/12/24	0.55	9,008.261	-9.67	6,299.101	2,709.160	43.01		45.14
						L		Givaudan	739,721.613	8/12/24	-1.12	769,224.650	-3.84	588,366.410	180,858.240	30.74		36.97
								VAT	72,702.637	8/12/24	-0.34	90,440.220	-19.61	71,181.527	19,258.693	27.06		37.22
						L		Logitech	13,460.537	8/12/24	1.95	15,591.908	-13.67	13,469.605	2,122.303	15.76		32.80
								Holcim	13,639.344	8/12/24	-0.34	14,286.622	-4.53	11,149.239	3,137.383	28.14		29.97
								UBS	4,443.336	8/12/24	0.44	4,824.194	-7.89	4,407.682	416.512	9.45		22.48
								Schindler	40,553.266	8/12/24	-0.09	40,445.982	0.27	35,514.769	4,931.213	13.88		15.84
						L		Richemont	22,922.966	8/12/24	1.22	25,131.224	-8.79	19,547.478	5,583.746	28.57		19.17
								Swiss Re	18,595.854	8/12/24	0.10	20,097.827	-7.47	15,968.980	4,128.846	25.86		21.91
						L		Alcon	14,225.828	8/12/24	-1.12	14,336.688	-0.77	11,085.066	3,251.622	29.33		20.95
						L		Geberit	93,479.927	8/12/24	-0.72	94,624.288	-1.21	91,024.539	3,599.748	3.95		15.21
								Swiss Life	116,617.461	8/12/24	0.62	119,657.168	-2.54	98,623.991	21,033.177	21.33		21.72
						L		Sonova	49,726.029	8/12/24	-1.52	50,119.402	-0.78	46,339.765	3,779.637	8.16		19.72
								Lonza	97,449.427	8/12/24	-1.80	87,328.991	11.59	59,731.687	27,597.304	46.20		19.74
						L		Zurich Insurance	83,091.282	8/12/24	0.85	86,327.676	-3.75	74,238.196	12,089.480	16.28		17.13
								Partners	202,855.734	8/12/24	0.93	205,180.215	-1.13	204,847.433	332.783	0.16		12.63
						L		Novartis	17,297.720	8/12/24	0.16	17,294.144	0.02	14,332.565	2,961.579	20.66		16.32
								SGS	16,382.232	8/12/24	-0.17	14,322.384	14.38	12,250.316	2,072.068	16.91		7.27
								Sika	44,236.676	8/12/24	0.04	45,613.484	-3.02	46,221.552	-608.068	-1.32		8.78
								Lindt PS	1,941,836.286	8/12/24	-1.54	1,886,406.337	2.94	1,703,965.865	182,440.471	10.71		6.57
						L		Roche	49,672.387	8/12/24	0.25	44,719.453	11.08	41,290.352	3,429.100	8.30		9.51
						L		Julius Bär	8,525.484	8/12/24	0.87	9,126.273	-6.58	7,962.536	1,163.737	14.62		4.19
								Kühne & Nagel	45,381.036	8/12/24	0.40	46,757.844	-2.94	48,940.467	-2,182.622	-4.46		6.25
						L		Nestlé	15,849.389	8/12/24	-0.40	16,428.722	-3.53	16,467.167	-38.445	-0.23		-1.28
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Swisscom	93,873.301	8/12/24	0.48	90,922.997	3.24	85,451.608	5,471.389	6.40		3.80
								Temenos	10,156.197	8/12/24	1.88	11,175.393	-9.12	13,209.535	-2,034.142	-15.40		-1.92
						S		Adecco	5,024.457	8/12/24	-0.78	5,389.222	-6.77	6,969.541	-1,580.320	-22.67		-10.42
						S		Straumann	20,088.886	8/12/24	0.76	20,151.469	-0.31	22,899.680	-2,748.211	-12.00		-6.53
						S		Swatch	32,176.191	8/12/24	-0.17	33,070.223	-2.70	38,605.213	-5,534.990	-14.34		-11.58
						L		ams-OSRAM	178.896	8/12/24	-0.20	222.971	-19.77	357.005	-134.034	-37.54		-36.39
SLI - 30 out of 30 instruments rated - 7/01/24 / 1/01/24 - 22 did rise, Market-Ratio(26) in JPY = 73.33 %
Stock Exchange Currency: CHF ₣ Swiss Franc

 

 

Transactions Swiss Leader Index in Japanese yen * Mixed Cut L15 - 80/60 (1) - 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		9/04/06	245				- cash -
long	9/04/06	6/11/07	280				Sika	100	4		2,466.616	4,027.783		1,561.167	63	16,245	90
6/11/07		6/18/07	7				- cash -
	6/18/07	7/23/07	35				Actelion	100	2		5,966.426	6,619.741		653.314	11	17,551	196
7/23/07		8/13/07	21				- cash -
short	8/13/07	5/04/09	630				UBS	50	1		6,523.720	1,371.784	31,024.504	24,500.784	376	42,052	147
							Clariant	50	7		1,523.123	550.023	4,217.828	2,694.705	177	60,915	80
5/04/09		6/15/09	42				- cash -
long	6/15/09	1/25/10	224				Sonova	100	7		7,965.216	11,511.984		3,546.769	45	85,742	82
1/25/10		2/22/10	28				- cash -
	2/22/10	5/17/10	84				Clariant	100	87		974.497	1,113.948		139.451	14	97,875	79
5/17/10		10/18/10	154				- cash -
	10/18/10	3/14/11	147				Richemont	100	24		4,076.330	4,500.199		423.869	10	108,047	28
3/14/11		5/23/11	70				- cash -
short	5/23/11	2/06/12	259				Credit Suisse	50	16		3,354.217	2,098.159	5,362.211	2,007.994	60	140,175	94
							Sonova	50	6		7,913.086	8,230.856	7,595.315	-317.770	-4	138,269	-6
2/06/12		8/27/12	203				- cash -
long	8/27/12	11/19/12	84				Actelion	100	37		3,650.362	3,779.233		128.871	4	143,037	16
11/19/12		12/10/12	21				- cash -
	12/10/12	6/03/13	175				Richemont	100	21		6,506.781	8,803.501		2,296.719	35	191,268	88
6/03/13		9/23/13	112				- cash -
	9/23/13	4/14/14	203				Lonza	100	24		7,968.936	9,641.388		1,672.452	21	231,407	41
4/14/14		10/13/14	182				- cash -
short	10/13/14	3/16/15	154				Swatch	50	2		49,175.355	52,875.914	45,474.796	-3,700.559	-8	224,006	-17
							Transocean	50	42		3,156.199	1,646.580	6,049.867	2,893.669	92	345,540	367
3/16/15		3/30/15	14				- cash -
long	3/30/15	6/08/15	70				Julius Bär	100	56		6,151.587	6,819.053		667.466	11	382,918	71
6/08/15		6/15/15	7				- cash -
short	6/15/15	7/27/15	42				Transocean	50	87		2,178.013	1,605.672	2,954.364	776.351	36	450,461	1,315
							Aryzta	50	132		1,465.377	1,286.074	1,669.679	204.302	14	477,428	211
7/27/15		8/31/15	35				- cash -
	8/31/15	8/15/16	350				Holcim	50	30		7,708.193	5,370.753	11,062.925	3,354.732	44	578,070	46
							Aryzta	50	183		1,337.967	841.210	2,128.072	790.105	59	722,660	62
8/15/16		10/10/16	56				- cash -
long	10/10/16	11/07/16	28				Sika	100	87		8,245.617	8,402.884		157.267	2	736,342	28
11/07/16		2/13/17	98				- cash -
	2/13/17	8/21/17	189				Sika	100	72		10,184.113	12,640.902		2,456.789	24	913,231	52
8/21/17		10/16/17	56				- cash -
	10/16/17	2/05/18	112				Lonza	100	30		30,426.012	29,126.353		-1,299.659	-4	874,241	-13
2/05/18		6/25/18	140				- cash -
short	6/25/18	4/22/19	301				Adecco	50	67		6,464.820	6,620.147	6,309.493	-155.327	-2	863,834	-3
							Aryzta	50	1,181		373.414	156.300	892.121	518.706	139	1,476,426	188
4/22/19		7/08/19	77				- cash -
long	7/08/19	7/29/19	21				Swiss Life	100	27		53,636.994	53,762.503		125.509	0	1,479,815	4
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
7/29/19		9/16/19	49				- cash -
	9/16/19	10/07/19	21				ams-OSRAM	100	289		5,118.666	4,772.923		-345.742	-7	1,379,895	-70
10/07/19		11/18/19	42				- cash -
	11/18/19	2/24/20	98				ams-OSRAM	100	278		4,946.781	4,157.617		-789.164	-16	1,160,508	-48
2/24/20		3/09/20	14				- cash -
short	3/09/20	9/14/20	189				Credit Suisse	50	606		957.457	1,194.191	720.723	-236.734	-25	1,017,047	-42
							ams-OSRAM	50	205		2,822.931	1,953.072	4,080.207	1,257.276	45	1,274,789	104
9/14/20		11/16/20	63				- cash -
long	11/16/20	9/20/21	308				Logitech	100	147		8,659.124	10,439.402		1,780.278	21	1,536,489	25
9/20/21		2/07/22	140				- cash -
short	2/07/22	1/09/23	336				Logitech	50	84		9,048.863	8,869.326	9,232.034	183.171	2	1,551,876	2
							Temenos	50	57		13,519.714	8,147.171	22,435.108	8,915.394	66	2,060,053	73
long	1/09/23	3/20/23	70				Richemont	100	106		19,307.620	19,371.862		64.242	0	2,066,863	2
3/20/23		4/03/23	14				- cash -
	4/03/23	5/01/23	28				Richemont	100	98		21,088.049	22,550.154		1,462.105	7	2,210,149	140
5/01/23		10/09/23	161				- cash -
short	10/09/23	2/26/24	140				Lonza	50	15		70,259.582	79,007.762	61,511.402	-8,748.180	-12	2,078,926	-29
							ams-OSRAM	50	1,867		619.070	387.421	989.231	370.160	60	2,770,015	239
2/26/24		9/18/25	570				- cash -
accum	9/04/06	2/26/24	4578	days out of 7199 invested (64%)										27,600		2,770,015	57

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	6,523.72	1,371.78	31,024.50	24,500.78	375.56	50	187.78	187.78
Aryzta	short	6/15/15	7/27/15	42	1,465.38	1,286.07	1,669.68	204.30	13.94		6.97
	short	8/31/15	8/15/16	350	1,337.97	841.21	2,128.07	790.11	59.05		29.53
	short	6/25/18	4/22/19	301	373.41	156.30	892.12	518.71	138.91		69.45	134.79
Clariant	short	8/13/07	5/04/09	630	1,523.12	550.02	4,217.83	2,694.70	176.92		88.46
	long	2/22/10	5/17/10	84	974.50	1,113.95		139.45	14.31	100	14.31	115.43
Sika	long	9/04/06	6/11/07	280	2,466.62	4,027.78		1,561.17	63.29		63.29
	long	10/10/16	11/07/16	28	8,245.62	8,402.88		157.27	1.91		1.91
	long	2/13/17	8/21/17	189	10,184.11	12,640.90		2,456.79	24.12		24.12	106.55
Transocean	short	10/13/14	3/16/15	154	3,156.20	1,646.58	6,049.87	2,893.67	91.68	50	45.84
	short	6/15/15	7/27/15	42	2,178.01	1,605.67	2,954.36	776.35	35.64		17.82	71.83
Richemont	long	10/18/10	3/14/11	147	4,076.33	4,500.20		423.87	10.40	100	10.40
	long	12/10/12	6/03/13	175	6,506.78	8,803.50		2,296.72	35.30		35.30
	long	1/09/23	3/20/23	70	19,307.62	19,371.86		64.24	0.33		0.33
	long	4/03/23	5/01/23	28	21,088.05	22,550.15		1,462.10	6.93		6.93	60.25
Sonova	long	6/15/09	1/25/10	224	7,965.22	11,511.98		3,546.77	44.53		44.53
	short	5/23/11	2/06/12	259	7,913.09	8,230.86	7,595.32	-317.77	-4.02	50	-2.01	41.63
Temenos	short	2/07/22	1/09/23	336	13,519.71	8,147.17	22,435.11	8,915.39	65.94		32.97	32.97
ams-OSRAM	long	9/16/19	10/07/19	21	5,118.67	4,772.92		-345.74	-6.75	100	-6.75
	long	11/18/19	2/24/20	98	4,946.78	4,157.62		-789.16	-15.95		-15.95
	short	3/09/20	9/14/20	189	2,822.93	1,953.07	4,080.21	1,257.28	44.54	50	22.27
	short	10/09/23	2/26/24	140	619.07	387.42	989.23	370.16	59.79		29.90	24.47
Logitech	long	11/16/20	9/20/21	308	8,659.12	10,439.40		1,780.28	20.56	100	20.56
	short	2/07/22	1/09/23	336	9,048.86	8,869.33	9,232.03	183.17	2.02	50	1.01	21.78
Holcim	short	8/31/15	8/15/16	350	7,708.19	5,370.75	11,062.92	3,354.73	43.52		21.76	21.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Actelion	long	6/18/07	7/23/07	35	5,966.43	6,619.74		653.31	10.95	100	10.95
	long	8/27/12	11/19/12	84	3,650.36	3,779.23		128.87	3.53		3.53	14.87
Credit Suisse	short	5/23/11	2/06/12	259	3,354.22	2,098.16	5,362.21	2,007.99	59.86	50	29.93
	short	3/09/20	9/14/20	189	957.46	1,194.19	720.72	-236.73	-24.73		-12.36	13.87
Julius Bär	long	3/30/15	6/08/15	70	6,151.59	6,819.05		667.47	10.85	100	10.85	10.85
Lonza	long	9/23/13	4/14/14	203	7,968.94	9,641.39		1,672.45	20.99		20.99
	long	10/16/17	2/05/18	112	30,426.01	29,126.35		-1,299.66	-4.27		-4.27
	short	10/09/23	2/26/24	140	70,259.58	79,007.76	61,511.40	-8,748.18	-12.45	50	-6.23	8.61
Swiss Life	long	7/08/19	7/29/19	21	53,636.99	53,762.50		125.51	0.23	100	0.23	0.23
Adecco	short	6/25/18	4/22/19	301	6,464.82	6,620.15	6,309.49	-155.33	-2.40	50	-1.20	-1.20
Swatch	short	10/13/14	3/16/15	154	49,175.35	52,875.91	45,474.80	-3,700.56	-7.53		-3.76	-3.76

Annotations

4/12/23	SGS			stock split 1:25 (twentyfive for one)
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

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