Assessment - Swiss Market Index - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		SMI® PR	11,873.700	8/12/24	0.07	12,049.600	-1.46	11,137.800	911.800	8.19		7.15
						L		ABB	45.510	8/12/24	0.55	50.380	-9.67	37.300	13.080	35.07		36.38
						L		Givaudan	4,137.000	8/12/24	-1.12	4,302.000	-3.84	3,484.000	818.000	23.48		29.21
						L		Logitech	75.280	8/12/24	1.95	87.200	-13.67	79.760	7.440	9.33		26.21
								Holcim	76.280	8/12/24	-0.34	79.900	-4.53	66.020	13.880	21.02		23.04
								UBS	24.850	8/12/24	0.44	26.980	-7.89	26.100	0.880	3.37		17.63
						L		Richemont	128.200	8/12/24	1.22	140.550	-8.79	115.750	24.800	21.43		12.79
								Swiss Re	104.000	8/12/24	0.10	112.400	-7.47	94.560	17.840	18.87		12.30
						L		Alcon	79.560	8/12/24	-1.12	80.180	-0.77	65.640	14.540	22.15		11.19
						L		Geberit	522.800	8/12/24	-0.72	529.200	-1.21	539.000	-9.800	-1.82		10.57
								Swiss Life	652.200	8/12/24	0.62	669.200	-2.54	584.000	85.200	14.59		8.91
						L		Sonova	278.100	8/12/24	-1.52	280.300	-0.78	274.400	5.900	2.15		8.87
								Lonza	545.000	8/12/24	-1.80	488.400	11.59	353.700	134.700	38.08		8.38
						L		Zurich Insurance	464.700	8/12/24	0.85	482.800	-3.75	439.600	43.200	9.83		8.25
								Partners	1,134.500	8/12/24	0.93	1,147.500	-1.13	1,213.000	-65.500	-5.40		5.68
						L		Novartis	96.740	8/12/24	0.16	96.720	0.02	84.870	11.850	13.96		5.45
								Sika	247.400	8/12/24	0.04	255.100	-3.02	273.700	-18.600	-6.80		1.52
						L		Roche	277.800	8/12/24	0.25	250.100	11.08	244.500	5.600	2.29		0.61
								Kühne & Nagel	253.800	8/12/24	0.40	261.500	-2.94	289.800	-28.300	-9.77		-2.54
						L		Nestlé	88.640	8/12/24	-0.40	91.880	-3.53	97.510	-5.630	-5.77		-4.40
								Swisscom	525.000	8/12/24	0.48	508.500	3.24	506.000	2.500	0.49		-5.27
SMI - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 15 did rise, Market-Ratio(26) = 75.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

 

 

Transactions Swiss Market Index * Mixed Straddles L17 - 84/84 (1) - 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		2/13/06	42				- cash -
long	2/13/06	2/27/06	14				ABB	100	709		14.100	16.500		2.400	17	11,702	5,922
2/27/06		9/18/06	203				- cash -
	9/18/06	9/25/06	7				Geberit	100	75		154.000	154.300		0.300	0	11,724	11
9/25/06		10/02/06	7				- cash -
	10/02/06	2/19/07	140				Actelion	100	318		36.800	58.850		22.050	60	18,736	240
2/19/07		2/26/07	7				- cash -
	2/26/07	3/05/07	7				Actelion	100	338		55.350	52.700		-2.650	-5	17,840	-92
3/05/07		3/26/07	21				- cash -
	3/26/07	4/02/07	7				Actelion	100	309		57.700	56.300		-1.400	-2	17,408	-72
4/02/07		4/09/07	7				- cash -
	4/09/07	4/16/07	7				Actelion	100	308		56.400	60.000		3.600	6	18,517	2,419
4/16/07		7/02/07	77				- cash -
	7/02/07	7/23/07	21				ABB	100	658		28.100	29.150		1.050	4	19,207	89
7/23/07		8/06/07	14				- cash -
short	8/06/07	7/13/09	707				UBS	100	295		65.050	13.230	319.842	254.792	392	94,371	128
long	6/29/09	11/30/09	154				Credit Suisse	100	1,911		49.380	52.000		2.620	5	99,378	13
11/30/09		12/14/09	14				- cash -
	12/14/09	12/21/09	7				Swiss Re	100	2,046		48.570	49.380		0.810	2	101,035	137
12/21/09		3/29/10	98				- cash -
	3/29/10	4/05/10	7				Swatch	100	297		339.300	341.600		2.300	1	101,718	42
4/05/10		4/12/10	7				- cash -
	4/12/10	4/26/10	14				Swatch	100	304		334.300	332.900		-1.400	0	101,292	-10
4/26/10		8/30/10	126				- cash -
short	8/30/10	10/18/10	49				Holcim	100	1,648		61.450	61.300	61.600	0.150	0	101,540	2
10/18/10		11/01/10	14				- cash -
long	11/01/10	11/08/10	7				Richemont	100	2,050		49.530	53.200		3.670	7	109,064	4,056
11/08/10		12/13/10	35				- cash -
	12/13/10	1/10/11	28				Richemont	100	1,942		56.150	53.900		-2.250	-4	104,694	-41
1/10/11		2/07/11	28				- cash -
	2/07/11	2/14/11	7				Richemont	100	1,933		54.150	56.400		2.250	4	109,044	735
2/14/11		5/30/11	105				- cash -
short	5/30/11	1/16/12	231				Credit Suisse	100	2,983		36.550	21.390	62.455	25.905	71	186,317	133
long	12/05/11	12/12/11	7				Roche	100	1,264		147.400	153.900		6.500	4	194,533	849
	12/19/11	12/26/11	7				Roche	100	1,228		158.400	157.600		-0.800	-1	193,550	-23
	1/02/12	2/13/12	42				Roche	100	1,195		161.900	164.200		2.300	1	196,299	13
2/13/12		2/20/12	7				- cash -
	2/20/12	4/23/12	63				Swiss Re	100	3,615		54.300	55.350		1.050	2	200,095	12
4/23/12		9/10/12	140				- cash -
	9/10/12	11/12/12	63				Actelion	100	4,281		46.740	43.850		-2.890	-6	187,722	-31
11/12/12		12/03/12	21				- cash -
	12/03/12	5/27/13	175				Richemont	100	2,618		71.700	89.000		17.300	24	233,014	57
5/27/13		10/21/13	147				- cash -
	10/21/13	11/04/13	14				Actelion	100	3,406		68.400	71.700		3.300	5	244,254	242
11/04/13		10/20/14	350				- cash -
short	10/20/14	12/08/14	49				Transocean	100	8,999		27.140	17.410	42.308	15.168	56	380,749	2,631
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	12/08/14	12/15/14	7				Givaudan	100	216		1,757.000	1,755.000		-2.000	0	380,317	-6
12/15/14		5/18/15	154				- cash -
	5/18/15	6/08/15	21				Syngenta	100	941		403.800	406.100		2.300	1	382,481	10
6/08/15		8/24/15	77				- cash -
short	8/24/15	10/10/16	413				Holcim	100	6,510		58.750	52.600	65.619	6.869	12	427,199	10
10/10/16		10/24/16	14				- cash -
long	10/24/16	10/31/16	7				Geberit	100	1,007		423.900	418.700		-5.200	-1	421,962	-47
10/31/16		2/13/17	105				- cash -
	2/13/17	4/10/17	56				Actelion	100	1,564		269.700	285.600		15.900	6	446,830	45
4/10/17		5/01/17	21				- cash -
	5/01/17	5/08/17	7				Actelion	100	1,682		265.600	278.000		12.400	5	467,687	980
5/08/17		5/15/17	7				- cash -
	5/15/17	6/05/17	21				Swatch	100	1,179		396.500	382.500		-14.000	-4	451,181	-46
6/05/17		6/12/17	7				- cash -
	6/12/17	6/19/17	7				Sika	100	4,320		104.417	106.750		2.333	2	461,259	217
6/19/17		6/26/17	7				- cash -
	6/26/17	7/17/17	21				Sika	100	4,385		105.167	107.667		2.500	2	472,222	50
7/17/17		7/24/17	7				- cash -
	7/24/17	8/14/17	21				Sika	100	4,385		107.667	111.917		4.250	4	490,858	96
8/14/17		10/09/17	56				- cash -
	10/09/17	10/16/17	7				Lonza	100	1,904		257.800	264.600		6.800	3	503,805	289
10/16/17		10/23/17	7				- cash -
	10/23/17	11/13/17	21				Lonza	100	1,948		258.500	256.600		-1.900	-1	500,104	-12
11/13/17		12/18/17	35				- cash -
	12/18/17	1/29/18	42				Lonza	100	1,871		267.200	270.300		3.100	1	505,904	11
1/29/18		3/26/18	56				- cash -
short	3/26/18	5/07/18	42				Roche	100	2,359		214.400	227.850	200.950	-13.450	-6	474,176	-43
5/07/18		6/18/18	42				- cash -
	6/18/18	3/18/19	273				Adecco	100	7,876		60.200	52.800	68.637	8.437	14	540,626	19
long	3/18/19	3/25/19	7				Swiss Life	100	1,240		435.900	430.800		-5.100	-1	534,302	-46
3/25/19		4/08/19	14				- cash -
	4/08/19	5/13/19	35				Swiss Life	100	1,179		452.800	445.400		-7.400	-2	525,578	-16
5/13/19		11/04/19	175				- cash -
	11/04/19	11/18/19	14				Geberit	100	1,016		517.200	522.800		5.600	1	531,267	32
11/18/19		12/02/19	14				- cash -
	12/02/19	1/06/20	35				Geberit	100	997		532.400	543.200		10.800	2	542,035	23
1/06/20		1/13/20	7				- cash -
	1/13/20	2/24/20	42				Geberit	100	997		543.200	515.000		-28.200	-5	513,919	-37
2/24/20		3/09/20	14				- cash -
short	3/09/20	8/17/20	161				Credit Suisse	100	59,234		8.676	10.305	7.047	-1.629	-19	417,427	-38
long	7/13/20	8/03/20	21				Lonza	100	769		542.400	582.400		40.000	7	448,187	244
8/17/20		8/24/20	7				- cash -
	8/24/20	9/14/20	21				Lonza	100	797		562.200	550.600		-11.600	-2	438,942	-30
9/14/20		9/21/20	7				- cash -
	9/21/20	9/28/20	7				Lonza	100	767		572.000	566.400		-5.600	-1	434,647	-40
9/28/20		2/15/21	140				- cash -
	2/15/21	3/01/21	14				Richemont	100	4,890		88.880	90.180		1.300	1	441,004	46
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
3/01/21		3/22/21	21				- cash -
	3/22/21	4/26/21	35				Richemont	100	4,793		92.000	94.980		2.980	3	455,287	39
4/26/21		5/03/21	7				- cash -
	5/03/21	5/10/21	7				Partners	100	345		1,318.000	1,323.000		5.000	0	457,012	22
5/10/21		5/31/21	21				- cash -
	5/31/21	6/14/21	14				Richemont	100	4,167		109.650	115.100		5.450	5	479,722	254
6/14/21		6/21/21	7				- cash -
	6/21/21	6/28/21	7				Richemont	100	4,222		113.600	113.000		-0.600	-1	477,189	-24
6/28/21		8/23/21	56				- cash -
	8/23/21	9/13/21	21				Partners	100	295		1,616.000	1,579.500		-36.500	-2	466,422	-33
9/13/21		6/06/22	266				- cash -
short	6/06/22	11/28/22	175				Partners	100	465		1,002.000	921.400	1,089.651	87.651	9	507,179	19
11/28/22		1/16/23	49				- cash -
long	1/16/23	2/13/23	28				Richemont	100	3,650		138.950	142.300		3.350	2	519,406	36
2/13/23		2/20/23	7				- cash -
	2/20/23	2/27/23	7				Richemont	100	3,615		143.650	142.400		-1.250	-1	514,888	-37
2/27/23		10/23/23	238				- cash -
short	10/23/23	12/18/23	56				Lonza	100	1,571		327.600	325.000	330.221	2.621	1	519,005	5
12/18/23		2/19/24	63				- cash -
long	2/19/24	4/15/24	56				Partners	100	418		1,241.000	1,281.500		40.500	3	535,934	23
4/15/24		6/03/24	49				- cash -
	6/03/24	6/17/24	14				ABB	100	10,763		49.790	50.320		0.530	1	541,638	32
6/17/24		7/09/25	387				- cash -
accum	2/13/06	6/17/24	3514	days out of 7128 invested (49%)										5,316		541,638	51

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
Actelion	long	10/02/06	2/19/07	140	36.80	58.85		22.05	59.92
	long	2/26/07	3/05/07	7	55.35	52.70		-2.65	-4.79
	long	3/26/07	4/02/07	7	57.70	56.30		-1.40	-2.43
	long	4/09/07	4/16/07	7	56.40	60.00		3.60	6.38
	long	9/10/12	11/12/12	63	46.74	43.85		-2.89	-6.18
	long	10/21/13	11/04/13	14	68.40	71.70		3.30	4.82
	long	2/13/17	4/10/17	56	269.70	285.60		15.90	5.90
	long	5/01/17	5/08/17	7	265.60	278.00		12.40	4.67			72.28
Transocean	short	10/20/14	12/08/14	49	27.14	17.41	42.31	15.17	55.89			55.89
Richemont	long	11/01/10	11/08/10	7	49.53	53.20		3.67	7.41
	long	12/13/10	1/10/11	28	56.15	53.90		-2.25	-4.01
	long	2/07/11	2/14/11	7	54.15	56.40		2.25	4.16
	long	12/03/12	5/27/13	175	71.70	89.00		17.30	24.13
	long	2/15/21	3/01/21	14	88.88	90.18		1.30	1.46
	long	3/22/21	4/26/21	35	92.00	94.98		2.98	3.24
	long	5/31/21	6/14/21	14	109.65	115.10		5.45	4.97
	long	6/21/21	6/28/21	7	113.60	113.00		-0.60	-0.53
	long	1/16/23	2/13/23	28	138.95	142.30		3.35	2.41
	long	2/20/23	2/27/23	7	143.65	142.40		-1.25	-0.87			48.01
Credit Suisse	long	6/29/09	11/30/09	154	49.38	52.00		2.62	5.31
	short	5/30/11	1/16/12	231	36.55	21.39	62.45	25.90	70.87
	short	3/09/20	8/17/20	161	8.68	10.31	7.05	-1.63	-18.78			46.15
ABB	long	2/13/06	2/27/06	14	14.10	16.50		2.40	17.02
	long	7/02/07	7/23/07	21	28.10	29.15		1.05	3.74
	long	6/03/24	6/17/24	14	49.79	50.32		0.53	1.06			22.69
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Adecco	short	6/18/18	3/18/19	273	60.20	52.80	68.64	8.44	14.02			14.02
Holcim	short	8/30/10	10/18/10	49	61.45	61.30	61.60	0.15	0.24
	short	8/24/15	10/10/16	413	58.75	52.60	65.62	6.87	11.69			11.97
Partners	long	5/03/21	5/10/21	7	1,318.00	1,323.00		5.00	0.38
	long	8/23/21	9/13/21	21	1,616.00	1,579.50		-36.50	-2.26
	short	6/06/22	11/28/22	175	1,002.00	921.40	1,089.65	87.65	8.75
	long	2/19/24	4/15/24	56	1,241.00	1,281.50		40.50	3.26			10.18
Sika	long	6/12/17	6/19/17	7	104.42	106.75		2.33	2.23
	long	6/26/17	7/17/17	21	105.17	107.67		2.50	2.38
	long	7/24/17	8/14/17	21	107.67	111.92		4.25	3.95			8.80
Lonza	long	10/09/17	10/16/17	7	257.80	264.60		6.80	2.64
	long	10/23/17	11/13/17	21	258.50	256.60		-1.90	-0.74
	long	12/18/17	1/29/18	42	267.20	270.30		3.10	1.16
	long	7/13/20	8/03/20	21	542.40	582.40		40.00	7.37
	long	8/24/20	9/14/20	21	562.20	550.60		-11.60	-2.06
	long	9/21/20	9/28/20	7	572.00	566.40		-5.60	-0.98
	short	10/23/23	12/18/23	56	327.60	325.00	330.22	2.62	0.80			8.18
Swiss Re	long	12/14/09	12/21/09	7	48.57	49.38		0.81	1.67
	long	2/20/12	4/23/12	63	54.30	55.35		1.05	1.93			3.63
Syngenta	long	5/18/15	6/08/15	21	403.80	406.10		2.30	0.57			0.57
Givaudan	long	12/08/14	12/15/14	7	1,757.00	1,755.00		-2.00	-0.11			-0.11
Roche	long	12/05/11	12/12/11	7	147.40	153.90		6.50	4.41
	long	12/19/11	12/26/11	7	158.40	157.60		-0.80	-0.51
	long	1/02/12	2/13/12	42	161.90	164.20		2.30	1.42
	short	3/26/18	5/07/18	42	214.40	227.85	200.95	-13.45	-6.27			-1.25
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Swiss Life	long	3/18/19	3/25/19	7	435.90	430.80		-5.10	-1.17
	long	4/08/19	5/13/19	35	452.80	445.40		-7.40	-1.63			-2.79
Geberit	long	9/18/06	9/25/06	7	154.00	154.30		0.30	0.19
	long	10/24/16	10/31/16	7	423.90	418.70		-5.20	-1.23
	long	11/04/19	11/18/19	14	517.20	522.80		5.60	1.08
	long	12/02/19	1/06/20	35	532.40	543.20		10.80	2.03
	long	1/13/20	2/24/20	42	543.20	515.00		-28.20	-5.19			-3.23
Swatch	long	3/29/10	4/05/10	7	339.30	341.60		2.30	0.68
	long	4/12/10	4/26/10	14	334.30	332.90		-1.40	-0.42
	long	5/15/17	6/05/17	21	396.50	382.50		-14.00	-3.53			-3.28

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

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