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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		SLI® PR	2,123.793	8/12/24	0.02	2,159.781	-1.67	2,120.986	38.796	1.83		7.08
						L		ABB	50.364	8/12/24	0.55	55.753	-9.67	44.528	11.225	25.21		33.17
						L		Givaudan	4,578.209	8/12/24	-1.12	4,760.806	-3.84	4,159.170	601.636	14.47		25.64
								VAT	449.964	8/12/24	-0.34	559.743	-19.61	503.183	56.560	11.24		25.96
						L		Logitech	83.309	8/12/24	1.95	96.500	-13.67	95.217	1.283	1.35		21.83
								Holcim	84.415	8/12/24	-0.34	88.421	-4.53	78.814	9.607	12.19		19.27
								UBS	27.500	8/12/24	0.44	29.857	-7.89	31.158	-1.301	-4.17		12.37
								Schindler	250.988	8/12/24	-0.09	250.324	0.27	251.054	-0.730	-0.29		6.45
						L		Richemont	141.872	8/12/24	1.22	155.540	-8.79	138.181	17.358	12.56		9.59
								Swiss Re	115.092	8/12/24	0.10	124.387	-7.47	112.885	11.502	10.19		11.96
						L		Alcon	88.045	8/12/24	-1.12	88.731	-0.77	78.360	10.371	13.23		11.19
						L		Geberit	578.556	8/12/24	-0.72	585.639	-1.21	643.454	-57.815	-8.99		5.90
								Swiss Life	721.757	8/12/24	0.62	740.570	-2.54	697.174	43.396	6.22		11.82
						L		Sonova	307.759	8/12/24	-1.52	310.194	-0.78	327.576	-17.383	-5.31		10.04
								Lonza	603.124	8/12/24	-1.80	540.488	11.59	422.244	118.244	28.00		10.05
						L		Zurich Insurance	514.260	8/12/24	0.85	534.290	-3.75	524.791	9.500	1.81		7.66
								Partners	1,255.494	8/12/24	0.93	1,269.880	-1.13	1,448.069	-178.189	-12.31		3.39
						L		Novartis	107.057	8/12/24	0.16	107.035	0.02	101.317	5.718	5.64		6.99
								SGS	101.391	8/12/24	-0.17	88.643	14.38	86.598	2.045	2.36		-1.34
								Sika	273.785	8/12/24	0.04	282.306	-3.02	326.741	-44.434	-13.60		0.05
								Lindt PS	12,018.213	8/12/24	-1.54	11,675.152	2.94	12,045.356	-370.204	-3.07		-1.94
						L		Roche	307.427	8/12/24	0.25	276.773	11.08	291.882	-15.109	-5.18		0.89
						L		Julius Bär	52.765	8/12/24	0.87	56.483	-6.58	56.287	0.196	0.35		-4.10
								Kühne & Nagel	280.868	8/12/24	0.40	289.389	-2.94	345.961	-56.572	-16.35		-2.16
						L		Nestlé	98.093	8/12/24	-0.40	101.679	-3.53	116.407	-14.728	-12.65		-9.08
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Swisscom	580.991	8/12/24	0.48	562.731	3.24	604.059	-41.327	-6.84		-4.44
								Temenos	62.858	8/12/24	1.88	69.166	-9.12	93.378	-24.213	-25.93		-9.56
						S		Adecco	31.097	8/12/24	-0.78	33.354	-6.77	49.268	-15.913	-32.30		-17.54
						S		Straumann	124.332	8/12/24	0.76	124.719	-0.31	161.878	-37.159	-22.95		-13.90
						S		Swatch	199.142	8/12/24	-0.17	204.675	-2.70	272.901	-68.226	-25.00		-18.42
						L		ams-OSRAM	1.107	8/12/24	-0.20	1.380	-19.77	2.524	-1.144	-45.32		-40.76
SLI - 30 out of 30 instruments rated - 7/01/24 / 1/01/24 - 14 did rise, Market-Ratio(26) in USD = 46.67 %
Stock Exchange Currency: CHF ₣ Swiss Franc

 

 

Transactions Swiss Leader Index in Dollar * Mixed Straddles 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	474		21.066	33.088		12.022	57	15,699	80
6/11/07		6/18/07	7				- cash -
	6/18/07	7/23/07	35				Actelion	100	324		48.336	54.584		6.248	13	17,723	255
7/23/07		8/13/07	21				- cash -
short	8/13/07	5/04/09	630				UBS	50	160		55.101	13.834	219.478	164.376	298	44,023	123
							Clariant	50	692		12.865	5.547	29.838	16.974	132	55,769	63
5/04/09		6/15/09	42				- cash -
long	6/15/09	1/25/10	224				Sonova	100	689		80.940	128.040		47.100	58	88,220	111
1/25/10		2/22/10	28				- cash -
	2/22/10	5/17/10	84				Clariant	100	8,284		10.649	12.047		1.398	13	99,803	71
5/17/10		10/18/10	154				- cash -
	10/18/10	3/14/11	147				Richemont	100	1,993		50.055	54.977		4.922	10	109,611	26
3/14/11		5/23/11	70				- cash -
short	5/23/11	2/06/12	259				Credit Suisse	50	1,335		41.040	27.393	61.487	20.447	50	136,908	77
							Sonova	50	566		96.820	107.460	86.181	-10.639	-11	130,886	-15
long	12/05/11	4/16/12	133				Sonova	100	1,256		104.207	108.739		4.532	4	136,578	12
4/16/12		8/27/12	133				- cash -
	8/27/12	11/19/12	84				Actelion	100	2,942		46.420	46.482		0.062	0	136,761	1
11/19/12		12/10/12	21				- cash -
	12/10/12	6/03/13	175				Richemont	100	1,734		78.861	87.630		8.769	11	151,967	25
6/03/13		9/23/13	112				- cash -
	9/23/13	4/14/14	203				Lonza	100	1,890		80.390	94.657		14.267	18	178,931	34
4/14/14		10/13/14	182				- cash -
short	10/13/14	3/16/15	154				Swatch	50	194		459.732	435.632	485.166	25.434	6	183,865	14
							Transocean	50	3,041		29.507	13.566	64.180	34.673	118	289,306	531
long	11/24/14	12/15/14	21				Actelion	100	2,528		114.408	115.925		1.517	1	293,142	26
3/16/15		3/30/15	14				- cash -
	3/30/15	6/08/15	70				Julius Bär	100	5,722		51.224	54.763		3.538	7	313,388	42
6/08/15		6/15/15	7				- cash -
short	6/15/15	7/27/15	42				Transocean	50	8,880		17.645	13.026	23.902	6.257	35	368,946	1,298
							Aryzta	50	13,199		11.872	10.433	13.508	1.636	14	390,546	207
7/27/15		8/31/15	35				- cash -
	8/31/15	8/15/16	350				Holcim	50	3,071		63.569	53.046	76.180	12.611	20	429,274	21
							Aryzta	50	17,701		11.034	8.309	14.654	3.620	33	493,348	34
long	12/07/15	12/14/15	7				Vifor Pharma	100	3,256		151.486	148.779		-2.707	-2	484,536	-61
8/15/16		10/10/16	56				- cash -
	10/10/16	11/07/16	28				Sika	100	6,087		79.593	80.171		0.578	1	488,054	10
11/07/16		2/13/17	98				- cash -
	2/13/17	8/21/17	189				Sika	100	5,450		89.542	115.982		26.440	30	632,152	65
8/21/17		10/16/17	56				- cash -
	10/16/17	2/05/18	112				Lonza	100	2,330		271.269	264.606		-6.663	-2	616,627	-8
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/05/18		6/25/18	140				- cash -
short	6/25/18	4/22/19	301				Adecco	50	5,218		59.080	59.159	59.002	-0.078	0	616,218	0
							Aryzta	50	90,356		3.413	1.397	8.338	4.925	144	1,061,236	195
long	3/04/19	6/03/19	91				Swiss Life	100	2,433		436.142	458.994		22.851	5	1,116,833	23
6/03/19		7/08/19	35				- cash -
	7/08/19	7/29/19	21				Swiss Life	100	2,262		493.721	494.469		0.748	0	1,118,525	3
7/29/19		9/16/19	49				- cash -
	9/16/19	10/07/19	21				ams-OSRAM	100	23,609		47.377	44.645		-2.732	-6	1,054,021	-64
10/07/19		11/18/19	42				- cash -
	11/18/19	2/24/20	98				ams-OSRAM	100	23,131		45.567	37.580		-7.986	-18	869,288	-51
2/24/20		3/09/20	14				- cash -
short	3/09/20	9/14/20	189				Credit Suisse	50	46,351		9.377	11.311	7.444	-1.934	-21	779,664	-36
							ams-OSRAM	50	15,721		27.647	18.498	41.320	13.673	49	994,623	117
long	6/29/20	9/21/20	84				Logitech	100	15,603		63.742	71.568		7.826	12	1,116,736	65
9/21/20		11/16/20	56				- cash -
	11/16/20	9/20/21	308				Logitech	100	13,474		82.875	95.457		12.581	15	1,286,257	18
9/20/21		2/07/22	140				- cash -
short	2/07/22	1/09/23	336				Logitech	50	8,175		78.666	67.336	91.904	13.237	17	1,394,471	18
							Temenos	50	5,472		117.534	61.853	223.338	105.804	90	1,973,433	101
long	1/09/23	3/20/23	70				Richemont	100	13,462		146.583	147.212		0.629	0	1,981,906	2
3/20/23		4/03/23	14				- cash -
	4/03/23	5/01/23	28				Richemont	100	12,438		159.337	164.151		4.814	3	2,041,781	47
5/01/23		10/09/23	161				- cash -
short	10/09/23	8/12/24	308				Lonza	50	2,160		472.632	603.124	342.140	-130.492	-28	1,759,918	-32
							ams-OSRAM	50	245,145		4.164	1.107	15.664	11.499	276	4,578,853	381
accum	9/04/06	8/12/24	5639	days out of 7571 invested (74%)										45,689		4,578,853	49

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
ams-OSRAM	long	9/16/19	10/07/19	21	47.38	44.64		-2.73	-5.77	100	-5.77
	long	11/18/19	2/24/20	98	45.57	37.58		-7.99	-17.53		-17.53
	short	3/09/20	9/14/20	189	27.65	18.50	41.32	13.67	49.46	50	24.73
	short	10/09/23	8/12/24	308	4.16	1.11	15.66	11.50	276.12		138.06	130.77
Aryzta	short	6/15/15	7/27/15	42	11.87	10.43	13.51	1.64	13.78		6.89
	short	8/31/15	8/15/16	350	11.03	8.31	14.65	3.62	32.81		16.40
	short	6/25/18	4/22/19	301	3.41	1.40	8.34	4.93	144.33		72.16	114.22
Sika	long	9/04/06	6/11/07	280	21.07	33.09		12.02	57.07	100	57.07
	long	10/10/16	11/07/16	28	79.59	80.17		0.58	0.73		0.73
	long	2/13/17	8/21/17	189	89.54	115.98		26.44	29.53		29.53	104.93
Clariant	short	8/13/07	5/04/09	630	12.86	5.55	29.84	16.97	131.94	50	65.97
	long	2/22/10	5/17/10	84	10.65	12.05		1.40	13.13	100	13.13	87.76
Transocean	short	10/13/14	3/16/15	154	29.51	13.57	64.18	34.67	117.51	50	58.75
	short	6/15/15	7/27/15	42	17.64	13.03	23.90	6.26	35.46		17.73	86.90
Sonova	long	6/15/09	1/25/10	224	80.94	128.04		47.10	58.19	100	58.19
	short	5/23/11	2/06/12	259	96.82	107.46	86.18	-10.64	-10.99	50	-5.49
	long	12/05/11	4/16/12	133	104.21	108.74		4.53	4.35	100	4.35	56.00
Temenos	short	2/07/22	1/09/23	336	117.53	61.85	223.34	105.80	90.02	50	45.01	45.01
Logitech	long	6/29/20	9/21/20	84	63.74	71.57		7.83	12.28	100	12.28
	long	11/16/20	9/20/21	308	82.88	95.46		12.58	15.18		15.18
	short	2/07/22	1/09/23	336	78.67	67.34	91.90	13.24	16.83	50	8.41	40.20
Richemont	long	10/18/10	3/14/11	147	50.06	54.98		4.92	9.83	100	9.83
	long	12/10/12	6/03/13	175	78.86	87.63		8.77	11.12		11.12
	long	1/09/23	3/20/23	70	146.58	147.21		0.63	0.43		0.43
	long	4/03/23	5/01/23	28	159.34	164.15		4.81	3.02		3.02	26.27
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	48.34	54.58		6.25	12.93		12.93
	long	8/27/12	11/19/12	84	46.42	46.48		0.06	0.13		0.13
	long	11/24/14	12/15/14	21	114.41	115.93		1.52	1.33		1.33	14.58
Credit Suisse	short	5/23/11	2/06/12	259	41.04	27.39	61.49	20.45	49.82	50	24.91
	short	3/09/20	9/14/20	189	9.38	11.31	7.44	-1.93	-20.62		-10.31	12.03
Holcim	short	8/31/15	8/15/16	350	63.57	53.05	76.18	12.61	19.84		9.92	9.92
Julius Bär	long	3/30/15	6/08/15	70	51.22	54.76		3.54	6.91	100	6.91	6.91
Swiss Life	long	3/04/19	6/03/19	91	436.14	458.99		22.85	5.24		5.24
	long	7/08/19	7/29/19	21	493.72	494.47		0.75	0.15		0.15	5.40
Swatch	short	10/13/14	3/16/15	154	459.73	435.63	485.17	25.43	5.53	50	2.77	2.77
Adecco	short	6/25/18	4/22/19	301	59.08	59.16	59.00	-0.08	-0.13		-0.07	-0.07
Lonza	long	9/23/13	4/14/14	203	80.39	94.66		14.27	17.75	100	17.75
	long	10/16/17	2/05/18	112	271.27	264.61		-6.66	-2.46		-2.46
	short	10/09/23	8/12/24	308	472.63	603.12	342.14	-130.49	-27.61	50	-13.80	-1.00
Vifor Pharma	long	12/07/15	12/14/15	7	151.49	148.78		-2.71	-1.79	100	-1.79	-1.79

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

write an annotation