Assessment - Swiss Leader Index in Euro - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						L		SLI® PR	1,980.005	12/08/24	0.02	2,013.557	-1.67	1,915.682	97.875	5.11		8.01
								Lonza	562.290	12/08/24	-1.80	503.895	11.59	381.372	122.522	32.13		10.98
						L		ABB	46.954	12/08/24	0.55	51.978	-9.67	40.218	11.760	29.24		34.33
						L		Givaudan	4,268.249	12/08/24	-1.12	4,438.483	-3.84	3,756.577	681.906	18.15		26.75
						L		Alcon	82.084	12/08/24	-1.12	82.724	-0.77	70.775	11.948	16.88		12.16
						L		Richemont	132.267	12/08/24	1.22	145.009	-8.79	124.806	20.203	16.19		10.49
								Holcim	78.700	12/08/24	-0.34	82.435	-4.53	71.185	11.250	15.80		20.32
								VAT	419.500	12/08/24	-0.34	521.847	-19.61	454.477	67.370	14.82		27.03
								Swiss Re	107.299	12/08/24	0.10	115.966	-7.47	101.958	14.008	13.74		12.97
								Swiss Life	672.891	12/08/24	0.62	690.431	-2.54	629.690	60.740	9.65		12.83
						L		Novartis	99.809	12/08/24	0.16	99.788	0.02	91.510	8.279	9.05		7.93
								SGS	94.527	12/08/24	-0.17	82.641	14.38	78.215	4.426	5.66		-0.48
						L		Zurich Insurance	479.443	12/08/24	0.85	498.117	-3.75	473.993	24.124	5.09		8.61
						L		Logitech	77.668	12/08/24	1.95	89.966	-13.67	86.000	3.966	4.61		22.94
						L		Julius Bär	49.193	12/08/24	0.87	52.659	-6.58	50.839	1.820	3.58		-3.25
								Schindler	233.995	12/08/24	-0.09	233.376	0.27	226.753	6.623	2.92		7.35
								Lindt PS	11,204.539	12/08/24	-1.54	10,884.704	2.94	10,879.410	5.294	0.05		-1.10
								UBS	25.638	12/08/24	0.44	27.836	-7.89	28.142	-0.306	-1.09		13.41
						L		Roche	286.613	12/08/24	0.25	258.035	11.08	263.629	-5.594	-2.12		1.75
						L		Sonova	286.923	12/08/24	-1.52	289.193	-0.78	295.868	-6.676	-2.26		10.96
								Swisscom	541.656	12/08/24	0.48	524.632	3.24	545.588	-20.955	-3.84		-3.60
						L		Geberit	539.386	12/08/24	-0.72	545.989	-1.21	581.170	-35.181	-6.05		6.80
								Partners	1,170.493	12/08/24	0.93	1,183.905	-1.13	1,307.901	-123.996	-9.48		4.32
						L		Nestlé	91.452	12/08/24	-0.40	94.795	-3.53	105.139	-10.344	-9.84		-8.29
								Sika	255.249	12/08/24	0.04	263.193	-3.02	295.113	-31.920	-10.82		0.89
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
								Kühne & Nagel	261.852	12/08/24	0.40	269.796	-2.94	312.473	-42.677	-13.66		-1.32
						S		Straumann	115.914	12/08/24	0.76	116.275	-0.31	146.209	-29.933	-20.47		-13.20
						S		Swatch	185.659	12/08/24	-0.17	190.818	-2.70	246.485	-55.667	-22.58		-17.74
								Temenos	58.602	12/08/24	1.88	64.483	-9.12	84.340	-19.857	-23.54		-8.81
						S		Adecco	28.991	12/08/24	-0.78	31.096	-6.77	44.499	-13.403	-30.12		-16.82
						L		ams-OSRAM	1.032	12/08/24	-0.20	1.287	-19.77	2.279	-0.993	-43.56		-40.30
SLI - 30 out of 30 instruments rated - 1/07/24 / 1/01/24 - 16 did rise, Market-Ratio(26) in EUR = 53.33 %
Stock Exchange Currency: CHF ₣ Swiss Franc

 

 

Transactions Swiss Leader Index in Euro * 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
2/01/06		4/09/06	245				- cash -
long	4/09/06	11/06/07	280				Sika	100	609		16.411	24.742		8.331	51	15,074	71
11/06/07		18/06/07	7				- cash -
	18/06/07	23/07/07	35				Actelion	100	417		36.101	39.476		3.375	9	16,481	154
23/07/07		13/08/07	21				- cash -
short	13/08/07	4/05/09	630				UBS	50	204		40.238	10.425	155.311	115.073	286	39,956	119
							Clariant	50	880		9.394	4.180	21.115	11.720	125	50,270	60
4/05/09		15/06/09	42				- cash -
long	15/06/09	25/01/10	224				Sonova	100	870		57.748	90.539		32.790	57	78,797	108
25/01/10		22/02/10	28				- cash -
	22/02/10	17/05/10	84				Clariant	100	10,074		7.822	9.751		1.929	25	98,233	161
17/05/10		18/10/10	154				- cash -
	18/10/10	14/03/11	147				Richemont	100	2,743		35.808	39.520		3.713	10	108,418	28
14/03/11		23/05/11	70				- cash -
short	23/05/11	6/02/12	259				Credit Suisse	50	1,869		28.996	20.830	40.363	11.368	39	129,664	59
							Sonova	50	792		68.405	81.712	55.098	-13.307	-19	119,125	-26
long	5/12/11	16/04/12	133				Sonova	100	1,531		77.796	83.153		5.357	7	127,327	20
16/04/12		27/08/12	133				- cash -
	27/08/12	19/11/12	84				Actelion	100	3,432		37.097	36.479		-0.618	-2	125,206	-7
19/11/12		10/12/12	21				- cash -
	10/12/12	3/06/13	175				Richemont	100	2,052		61.005	67.418		6.414	11	138,366	23
3/06/13		23/09/13	112				- cash -
	23/09/13	14/04/14	203				Lonza	100	2,295		60.272	68.498		8.226	14	157,245	26
14/04/14		13/10/14	182				- cash -
short	13/10/14	16/03/15	154				Swatch	50	217		360.801	412.140	309.462	-51.339	-14	146,104	-30
							Transocean	50	3,409		23.157	12.834	41.783	18.626	80	209,600	305
long	24/11/14	15/12/14	21				Actelion	100	2,278		91.975	93.172		1.197	1	212,327	25
16/03/15		30/03/15	14				- cash -
	30/03/15	8/06/15	70				Julius Bär	100	4,489		47.294	48.501		1.207	3	217,746	14
8/06/15		15/06/15	7				- cash -
short	15/06/15	27/07/15	42				Transocean	50	6,961		15.640	11.742	20.833	5.193	33	253,891	1,108
							Aryzta	50	10,346		10.523	9.404	11.774	1.251	12	266,834	165
27/07/15		31/08/15	35				- cash -
	31/08/15	15/08/16	350				Holcim	50	2,353		56.692	47.413	67.788	11.095	20	292,941	20
							Aryzta	50	13,559		9.841	7.426	13.040	3.199	33	336,318	34
long	7/12/15	14/12/15	7				Vifor Pharma	100	2,406		139.734	135.365		-4.370	-3	325,805	-81
15/08/16		10/10/16	56				- cash -
	10/10/16	7/11/16	28				Sika	100	4,560		71.448	72.949		1.501	2	332,650	31
7/11/16		13/02/17	98				- cash -
	13/02/17	21/08/17	189				Sika	100	3,935		84.522	98.199		13.677	16	386,468	34
21/08/17		16/10/17	56				- cash -
	16/10/17	5/02/18	112				Lonza	100	1,680		229.967	213.192		-16.775	-7	358,287	-22
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
5/02/18		25/06/18	140				- cash -
short	25/06/18	22/04/19	301				Adecco	50	3,549		50.466	52.527	48.405	-2.061	-4	350,973	-5
							Aryzta	50	61,469		2.915	1.240	6.852	3.937	135	592,959	182
long	4/03/19	3/06/19	91				Swiss Life	100	1,541		384.765	408.136		23.371	6	628,974	27
3/06/19		8/07/19	35				- cash -
	8/07/19	29/07/19	21				Swiss Life	100	1,429		439.954	443.537		3.583	1	634,095	15
29/07/19		16/09/19	49				- cash -
	16/09/19	7/10/19	21				ams-OSRAM	100	14,727		43.056	40.600		-2.456	-6	597,919	-64
7/10/19		18/11/19	42				- cash -
	18/11/19	24/02/20	98				ams-OSRAM	100	14,545		41.106	34.619		-6.487	-16	503,567	-47
24/02/20		9/03/20	14				- cash -
short	9/03/20	14/09/20	189				Credit Suisse	50	30,788		8.178	9.528	6.827	-1.350	-17	461,990	-29
							ams-OSRAM	50	10,443		24.111	15.583	37.306	13.195	55	599,783	132
long	29/06/20	21/09/20	84				Logitech	100	10,567		56.756	60.940		4.184	7	643,999	36
21/09/20		16/11/20	56				- cash -
	16/11/20	20/09/21	308				Logitech	100	9,205		69.955	81.405		11.450	16	749,396	20
20/09/21		7/02/22	140				- cash -
short	7/02/22	9/01/23	336				Logitech	50	5,449		68.755	62.616	75.495	6.741	10	786,127	11
							Temenos	50	3,648		102.725	57.517	183.464	80.739	79	1,080,664	88
long	9/01/23	20/03/23	70				Richemont	100	7,928		136.308	137.304		0.996	1	1,088,563	4
20/03/23		3/04/23	14				- cash -
	3/04/23	1/05/23	28				Richemont	100	7,442		146.256	149.508		3.252	2	1,112,766	33
1/05/23		9/10/23	161				- cash -
short	9/10/23	12/08/24	308				Lonza	50	1,241		448.290	562.290	334.289	-114.001	-25	971,291	-29
							ams-OSRAM	50	140,871		3.950	1.032	15.115	11.165	283	2,544,107	391
accum	4/09/06	12/08/24	5470	days out of 7402 invested (74%)										25,341		2,544,107	45

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
ams-OSRAM	long	16/09/19	7/10/19	21	43.06	40.60		-2.46	-5.71	100	-5.71
	long	18/11/19	24/02/20	98	41.11	34.62		-6.49	-15.78		-15.78
	short	9/03/20	14/09/20	189	24.11	15.58	37.31	13.19	54.73	50	27.36
	short	9/10/23	12/08/24	308	3.95	1.03	15.11	11.16	282.66		141.33	144.09
UBS	short	13/08/07	4/05/09	630	40.24	10.42	155.31	115.07	285.98		142.99	142.99
Aryzta	short	15/06/15	27/07/15	42	10.52	9.40	11.77	1.25	11.89		5.94
	short	31/08/15	15/08/16	350	9.84	7.43	13.04	3.20	32.51		16.26
	short	25/06/18	22/04/19	301	2.91	1.24	6.85	3.94	135.05		67.53	106.33
Clariant	short	13/08/07	4/05/09	630	9.39	4.18	21.11	11.72	124.76		62.38
	long	22/02/10	17/05/10	84	7.82	9.75		1.93	24.67	100	24.67	102.43
Sika	long	4/09/06	11/06/07	280	16.41	24.74		8.33	50.76		50.76
	long	10/10/16	7/11/16	28	71.45	72.95		1.50	2.10		2.10
	long	13/02/17	21/08/17	189	84.52	98.20		13.68	16.18		16.18	78.84
Transocean	short	13/10/14	16/03/15	154	23.16	12.83	41.78	18.63	80.43	50	40.22
	short	15/06/15	27/07/15	42	15.64	11.74	20.83	5.19	33.20		16.60	63.49
Sonova	long	15/06/09	25/01/10	224	57.75	90.54		32.79	56.78	100	56.78
	short	23/05/11	6/02/12	259	68.40	81.71	55.10	-13.31	-19.45	50	-9.73
	long	5/12/11	16/04/12	133	77.80	83.15		5.36	6.89	100	6.89	51.28
Temenos	short	7/02/22	9/01/23	336	102.72	57.52	183.46	80.74	78.60	50	39.30	39.30
Logitech	long	29/06/20	21/09/20	84	56.76	60.94		4.18	7.37	100	7.37
	long	16/11/20	20/09/21	308	69.96	81.41		11.45	16.37		16.37
	short	7/02/22	9/01/23	336	68.75	62.62	75.50	6.74	9.80	50	4.90	31.07
Richemont	long	18/10/10	14/03/11	147	35.81	39.52		3.71	10.37	100	10.37
	long	10/12/12	3/06/13	175	61.00	67.42		6.41	10.51		10.51
	long	9/01/23	20/03/23	70	136.31	137.30		1.00	0.73		0.73
	long	3/04/23	1/05/23	28	146.26	149.51		3.25	2.22		2.22	25.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Holcim	short	31/08/15	15/08/16	350	56.69	47.41	67.79	11.10	19.57	50	9.79	9.79
Credit Suisse	short	23/05/11	6/02/12	259	29.00	20.83	40.36	11.37	39.20		19.60
	short	9/03/20	14/09/20	189	8.18	9.53	6.83	-1.35	-16.51		-8.26	9.73
Actelion	long	18/06/07	23/07/07	35	36.10	39.48		3.37	9.35	100	9.35
	long	27/08/12	19/11/12	84	37.10	36.48		-0.62	-1.67		-1.67
	long	24/11/14	15/12/14	21	91.98	93.17		1.20	1.30		1.30	8.93
Swiss Life	long	4/03/19	3/06/19	91	384.76	408.14		23.37	6.07		6.07
	long	8/07/19	29/07/19	21	439.95	443.54		3.58	0.81		0.81	6.94
Julius Bär	long	30/03/15	8/06/15	70	47.29	48.50		1.21	2.55		2.55	2.55
Adecco	short	25/06/18	22/04/19	301	50.47	52.53	48.41	-2.06	-4.08	50	-2.04	-2.04
Vifor Pharma	long	7/12/15	14/12/15	7	139.73	135.36		-4.37	-3.13	100	-3.13	-3.13
Swatch	short	13/10/14	16/03/15	154	360.80	412.14	309.46	-51.34	-14.23	50	-7.11	-7.11
Lonza	long	23/09/13	14/04/14	203	60.27	68.50		8.23	13.65	100	13.65
	long	16/10/17	5/02/18	112	229.97	213.19		-16.77	-7.29		-7.29
	short	9/10/23	12/08/24	308	448.29	562.29	334.29	-114.00	-25.43	50	-12.72	-8.04

Annotations

12/04/23	SGS			stock split 1:25 (twentyfive for one)
20/04/22	Straumann			stock split 1:10 (ten for one)
13/11/18	SLI			ams and Temenos replaced Aryzta and Bâloise
13/08/18	SLI			Logitech replaced Lindt & Sprüngli
19/06/18	Sika			stock split 1:60 (sixty for one)
31/05/17	SLI			Lindt & Sprüngli and Partners Group replace Actelion and Syngenta
5/04/16	SLI			Transocean was replaced by Dufry
15/09/15	SLI			complete analysis

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