| |
| |
Assessment - Swiss Leader Index - 7/01/24 - RS = 9
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
4/29/24 |
prc diff |
⇓ Δ9 |
|
∅-RS |
| | |
|
|
|
L |
|
SLI® PR |
1,919.120 |
8/12 |
0.02 |
1,951.640 |
-1.67 |
1,855.500 |
96.140 |
5.18 |
|
8.66 |
| | |
|
|
|
L |
|
ABB |
45.510 |
8/12 |
0.55 |
50.380 |
-9.67 |
45.310 |
5.070 |
11.19 |
|
36.38 |
| | |
|
|
|
L |
|
Givaudan |
4,137.000 |
8/12 |
-1.12 |
4,302.000 |
-3.84 |
3,940.000 |
362.000 |
9.19 |
|
29.21 |
| | |
|
|
|
|
|
VAT |
406.600 |
8/12 |
-0.34 |
505.800 |
-19.61 |
462.600 |
43.200 |
9.34 |
|
27.25 |
| | |
|
|
|
L |
|
Logitech |
75.280 |
8/12 |
1.95 |
87.200 |
-13.67 |
72.780 |
14.420 |
19.81 |
|
26.21 |
| | |
|
|
|
|
|
Holcim |
76.280 |
8/12 |
-0.34 |
79.900 |
-4.53 |
78.940 |
0.960 |
1.22 |
|
23.04 |
| | |
|
|
|
|
|
UBS |
24.850 |
8/12 |
0.44 |
26.980 |
-7.89 |
25.100 |
1.880 |
7.49 |
|
17.63 |
| | |
|
|
|
|
|
Schindler |
226.800 |
8/12 |
-0.09 |
226.200 |
0.27 |
229.200 |
-3.000 |
-1.31 |
|
13.94 |
| | |
|
|
|
L |
|
Richemont |
128.200 |
8/12 |
1.22 |
140.550 |
-8.79 |
129.700 |
10.850 |
8.37 |
|
12.79 |
| | |
|
|
|
|
|
Swiss Re |
104.000 |
8/12 |
0.10 |
112.400 |
-7.47 |
100.300 |
12.100 |
12.06 |
|
12.30 |
| | |
|
|
|
L |
|
Alcon |
79.560 |
8/12 |
-1.12 |
80.180 |
-0.77 |
71.820 |
8.360 |
11.64 |
|
11.19 |
| | |
|
|
|
L |
|
Geberit |
522.800 |
8/12 |
-0.72 |
529.200 |
-1.21 |
498.700 |
30.500 |
6.12 |
|
10.57 |
| | |
|
|
|
|
|
Swiss Life |
652.200 |
8/12 |
0.62 |
669.200 |
-2.54 |
623.000 |
46.200 |
7.42 |
|
8.91 |
| | |
|
|
|
L |
|
Sonova |
278.100 |
8/12 |
-1.52 |
280.300 |
-0.78 |
258.300 |
22.000 |
8.52 |
|
8.87 |
| | |
|
|
|
|
|
Lonza |
545.000 |
8/12 |
-1.80 |
488.400 |
11.59 |
522.400 |
-34.000 |
-6.51 |
|
8.38 |
| | |
|
|
|
L |
|
Zurich Insurance |
464.700 |
8/12 |
0.85 |
482.800 |
-3.75 |
444.300 |
38.500 |
8.67 |
|
8.25 |
| | |
|
|
|
|
|
Partners |
1,134.500 |
8/12 |
0.93 |
1,147.500 |
-1.13 |
1,199.500 |
-52.000 |
-4.34 |
|
5.68 |
| | |
|
|
|
L |
|
Novartis |
96.740 |
8/12 |
0.16 |
96.720 |
0.02 |
88.870 |
7.850 |
8.83 |
|
5.45 |
| | |
|
|
|
|
|
SGS |
91.620 |
8/12 |
-0.17 |
80.100 |
14.38 |
82.220 |
-2.120 |
-2.58 |
|
2.35 |
| | |
|
|
|
|
|
Sika |
247.400 |
8/12 |
0.04 |
255.100 |
-3.02 |
264.100 |
-9.000 |
-3.41 |
|
1.52 |
| | |
|
|
|
|
|
Lindt PS |
10,860.000 |
8/12 |
-1.54 |
10,550.000 |
2.94 |
10,190.000 |
360.000 |
3.53 |
|
0.94 |
| | |
|
|
|
L |
|
Roche |
277.800 |
8/12 |
0.25 |
250.100 |
11.08 |
221.200 |
28.900 |
13.07 |
|
0.61 |
| | |
|
|
|
L |
|
Julius Bär |
47.680 |
8/12 |
0.87 |
51.040 |
-6.58 |
49.600 |
1.440 |
2.90 |
|
-1.55 |
| | |
|
|
|
|
|
Kühne & Nagel |
253.800 |
8/12 |
0.40 |
261.500 |
-2.94 |
244.500 |
17.000 |
6.95 |
|
-2.54 |
| | |
|
|
|
L |
|
Nestlé |
88.640 |
8/12 |
-0.40 |
91.880 |
-3.53 |
92.080 |
-0.200 |
-0.22 |
|
-4.40 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
4/29/24 |
prc diff |
⇓ Δ9 |
|
∅-RS |
| | |
|
|
|
|
|
Swisscom |
525.000 |
8/12 |
0.48 |
508.500 |
3.24 |
507.000 |
1.500 |
0.30 |
|
-5.27 |
| | |
|
|
|
|
|
Temenos |
56.800 |
8/12 |
1.88 |
62.500 |
-9.12 |
56.600 |
5.900 |
10.42 |
|
-11.08 |
| | |
|
|
|
S |
|
Adecco |
28.100 |
8/12 |
-0.78 |
30.140 |
-6.77 |
32.280 |
-2.140 |
-6.63 |
|
-12.52 |
| | |
|
|
|
S |
|
Straumann |
112.350 |
8/12 |
0.76 |
112.700 |
-0.31 |
138.800 |
-26.100 |
-18.80 |
|
-16.75 |
| | |
|
|
|
S |
|
Swatch |
179.950 |
8/12 |
-0.17 |
184.950 |
-2.70 |
196.850 |
-11.900 |
-6.05 |
|
-17.63 |
| | |
|
|
|
L |
|
ams-OSRAM |
1.001 |
8/12 |
-0.20 |
1.247 |
-19.77 |
1.120 |
0.127 |
11.34 |
|
-38.40 |
SLI - 30 out of 30 instruments rated - 7/01/24 / 4/29/24 - 21 did rise, Market-Ratio(9) = 70.00 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index * S9 - 82 ex 9 (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 |
2/06/06 |
35 |
|
- cash - |
short |
2/06/06 |
3/13/06 |
35 |
|
|
|
Swisscom |
100 |
25 |
|
386.392 |
412.580 |
360.204 |
-26.188 |
-7 |
9,345 |
-52 |
|
3/13/06 |
3/20/06 |
7 |
|
- cash - |
|
3/20/06 |
3/27/06 |
7 |
|
|
|
Swisscom |
100 |
22 |
|
413.568 |
421.226 |
405.910 |
-7.658 |
-2 |
9,177 |
-62 |
|
3/27/06 |
4/03/06 |
7 |
|
- cash - |
|
4/03/06 |
4/10/06 |
7 |
|
|
|
Swisscom |
100 |
21 |
|
417.768 |
418.015 |
417.521 |
-0.247 |
0 |
9,172 |
-3 |
|
4/10/06 |
4/17/06 |
7 |
|
- cash - |
|
4/17/06 |
5/08/06 |
21 |
|
|
|
Straumann |
100 |
324 |
|
28.300 |
31.750 |
24.850 |
-3.450 |
-12 |
8,054 |
-90 |
|
5/08/06 |
5/15/06 |
7 |
|
- cash - |
|
5/15/06 |
9/18/06 |
126 |
|
|
|
Swisscom |
100 |
20 |
|
395.286 |
407.321 |
383.251 |
-12.035 |
-3 |
7,813 |
-9 |
|
9/18/06 |
9/25/06 |
7 |
|
- cash - |
|
9/25/06 |
10/02/06 |
7 |
|
|
|
Straumann |
100 |
301 |
|
25.925 |
26.800 |
25.050 |
-0.875 |
-3 |
7,550 |
-83 |
|
10/02/06 |
12/04/06 |
63 |
|
- cash - |
|
12/04/06 |
12/11/06 |
7 |
|
|
|
Novartis |
100 |
131 |
|
57.250 |
58.120 |
56.380 |
-0.870 |
-2 |
7,436 |
-55 |
|
12/11/06 |
12/18/06 |
7 |
|
- cash - |
|
12/18/06 |
12/25/06 |
7 |
|
|
|
Straumann |
100 |
252 |
|
29.500 |
29.750 |
29.250 |
-0.250 |
-1 |
7,373 |
-36 |
|
12/25/06 |
1/08/07 |
14 |
|
- cash - |
|
1/08/07 |
1/15/07 |
7 |
|
|
|
Straumann |
100 |
253 |
|
29.100 |
30.450 |
27.750 |
-1.350 |
-5 |
7,031 |
-92 |
|
1/15/07 |
2/26/07 |
42 |
|
- cash - |
|
2/26/07 |
5/07/07 |
70 |
|
|
|
Novartis |
100 |
118 |
|
59.120 |
59.080 |
59.160 |
0.040 |
0 |
7,036 |
0 |
|
5/07/07 |
6/11/07 |
35 |
|
- cash - |
|
6/11/07 |
9/17/07 |
98 |
|
|
|
Swisscom |
100 |
16 |
|
415.776 |
430.696 |
400.856 |
-14.920 |
-4 |
6,797 |
-13 |
|
|
9/17/07 |
2/04/08 |
140 |
|
|
|
Geberit |
100 |
45 |
|
148.700 |
158.000 |
139.400 |
-9.300 |
-6 |
6,379 |
-15 |
|
|
2/04/08 |
5/19/08 |
105 |
|
|
|
ams-OSRAM |
100 |
978 |
|
6.520 |
8.450 |
4.590 |
-1.930 |
-30 |
4,491 |
-70 |
|
5/19/08 |
5/26/08 |
7 |
|
- cash - |
|
5/26/08 |
3/23/09 |
301 |
|
|
|
UBS |
100 |
159 |
|
28.200 |
13.150 |
60.475 |
32.275 |
114 |
9,623 |
152 |
|
|
3/23/09 |
5/04/09 |
42 |
|
|
|
Swiss Re |
100 |
513 |
|
18.750 |
28.220 |
9.280 |
-9.470 |
-51 |
4,765 |
-100 |
|
5/04/09 |
7/06/09 |
63 |
|
- cash - |
|
7/06/09 |
7/27/09 |
21 |
|
|
|
Givaudan |
100 |
7 |
|
645.000 |
678.500 |
611.500 |
-33.500 |
-5 |
4,530 |
-60 |
|
7/27/09 |
10/05/09 |
70 |
|
- cash - |
|
10/05/09 |
10/12/09 |
7 |
|
|
|
Lonza |
100 |
41 |
|
109.500 |
109.700 |
109.300 |
-0.200 |
0 |
4,522 |
-9 |
|
10/12/09 |
10/26/09 |
14 |
|
- cash - |
|
10/26/09 |
1/04/10 |
70 |
|
|
|
Lonza |
100 |
42 |
|
107.100 |
77.500 |
148.005 |
40.905 |
38 |
6,240 |
440 |
|
1/04/10 |
1/18/10 |
14 |
|
- cash - |
|
1/18/10 |
2/01/10 |
14 |
|
|
|
Lonza |
100 |
76 |
|
81.400 |
76.850 |
86.219 |
4.819 |
6 |
6,606 |
348 |
|
2/01/10 |
2/08/10 |
7 |
|
- cash - |
|
2/08/10 |
3/29/10 |
49 |
|
|
|
Lonza |
100 |
88 |
|
75.050 |
86.000 |
64.100 |
-10.950 |
-15 |
5,643 |
-69 |
|
3/29/10 |
5/03/10 |
35 |
|
- cash - |
|
5/03/10 |
8/09/10 |
98 |
|
|
|
Lonza |
100 |
66 |
|
84.450 |
88.000 |
80.900 |
-3.550 |
-4 |
5,408 |
-15 |
|
|
8/09/10 |
9/06/10 |
28 |
|
|
|
Roche |
100 |
37 |
|
143.000 |
143.000 |
143.000 |
0.000 |
0 |
5,408 |
0 |
|
9/06/10 |
9/13/10 |
7 |
|
- cash - |
|
9/13/10 |
10/18/10 |
35 |
|
|
|
Straumann |
100 |
246 |
|
21.960 |
20.290 |
23.768 |
1.808 |
8 |
5,853 |
128 |
|
10/18/10 |
11/08/10 |
21 |
|
- cash - |
|
11/08/10 |
12/06/10 |
28 |
|
|
|
Straumann |
100 |
283 |
|
20.650 |
21.770 |
19.530 |
-1.120 |
-5 |
5,536 |
-52 |
|
12/06/10 |
12/27/10 |
21 |
|
- cash - |
|
12/27/10 |
3/14/11 |
77 |
|
|
|
Straumann |
100 |
257 |
|
21.470 |
23.640 |
19.300 |
-2.170 |
-10 |
4,978 |
-40 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | |
3/14/11 |
5/09/11 |
56 |
|
|
|
Roche |
100 |
38 |
|
130.800 |
143.900 |
117.700 |
-13.100 |
-10 |
4,481 |
-50 |
|
|
5/09/11 |
10/10/11 |
154 |
|
|
|
Logitech |
100 |
389 |
|
11.490 |
7.790 |
16.947 |
5.457 |
47 |
6,604 |
151 |
|
10/10/11 |
10/31/11 |
21 |
|
- cash - |
|
10/31/11 |
11/07/11 |
7 |
|
|
|
Temenos |
100 |
393 |
|
16.800 |
15.650 |
18.035 |
1.235 |
7 |
7,089 |
3,934 |
|
11/07/11 |
11/21/11 |
14 |
|
- cash - |
|
11/21/11 |
12/05/11 |
14 |
|
|
|
Temenos |
100 |
527 |
|
13.450 |
16.150 |
10.750 |
-2.700 |
-20 |
5,666 |
-100 |
|
12/05/11 |
12/12/11 |
7 |
|
- cash - |
|
12/12/11 |
1/23/12 |
42 |
|
|
|
Temenos |
100 |
382 |
|
14.800 |
15.600 |
14.000 |
-0.800 |
-5 |
5,360 |
-38 |
|
1/23/12 |
2/27/12 |
35 |
|
- cash - |
|
2/27/12 |
4/02/12 |
35 |
|
|
|
Straumann |
100 |
372 |
|
14.400 |
15.380 |
13.420 |
-0.980 |
-7 |
4,996 |
-52 |
|
4/02/12 |
4/09/12 |
7 |
|
- cash - |
|
4/09/12 |
8/06/12 |
119 |
|
|
|
Lonza |
100 |
117 |
|
42.550 |
44.320 |
40.780 |
-1.770 |
-4 |
4,789 |
-12 |
|
8/06/12 |
8/13/12 |
7 |
|
- cash - |
|
8/13/12 |
9/10/12 |
28 |
|
|
|
Straumann |
100 |
391 |
|
12.220 |
11.900 |
12.549 |
0.329 |
3 |
4,917 |
41 |
|
9/10/12 |
10/01/12 |
21 |
|
- cash - |
|
10/01/12 |
11/05/12 |
35 |
|
|
|
Straumann |
100 |
397 |
|
12.370 |
11.400 |
13.423 |
1.053 |
9 |
5,335 |
134 |
|
11/05/12 |
11/12/12 |
7 |
|
- cash - |
|
11/12/12 |
12/17/12 |
35 |
|
|
|
Straumann |
100 |
507 |
|
10.510 |
11.420 |
9.600 |
-0.910 |
-9 |
4,874 |
-61 |
|
12/17/12 |
12/24/12 |
7 |
|
- cash - |
|
12/24/12 |
12/31/12 |
7 |
|
|
|
Straumann |
100 |
432 |
|
11.270 |
11.410 |
11.130 |
-0.140 |
-1 |
4,813 |
-48 |
|
12/31/12 |
3/25/13 |
84 |
|
- cash - |
|
3/25/13 |
4/01/13 |
7 |
|
|
|
Logitech |
100 |
761 |
|
6.320 |
6.530 |
6.110 |
-0.210 |
-3 |
4,653 |
-83 |
|
4/01/13 |
4/08/13 |
7 |
|
- cash - |
|
4/08/13 |
8/12/13 |
126 |
|
|
|
Logitech |
100 |
718 |
|
6.480 |
6.930 |
6.030 |
-0.450 |
-7 |
4,330 |
-19 |
|
8/12/13 |
8/19/13 |
7 |
|
- cash - |
|
8/19/13 |
8/26/13 |
7 |
|
|
|
ams-OSRAM |
100 |
311 |
|
13.890 |
14.770 |
13.010 |
-0.880 |
-6 |
4,056 |
-97 |
|
8/26/13 |
9/02/13 |
7 |
|
- cash - |
|
9/02/13 |
9/23/13 |
21 |
|
|
|
ams-OSRAM |
100 |
272 |
|
14.910 |
17.440 |
12.380 |
-2.530 |
-17 |
3,368 |
-96 |
|
9/23/13 |
9/30/13 |
7 |
|
- cash - |
|
9/30/13 |
11/04/13 |
35 |
|
|
|
Zurich Insurance |
100 |
14 |
|
232.900 |
250.600 |
215.200 |
-17.700 |
-8 |
3,120 |
-56 |
|
11/04/13 |
11/11/13 |
7 |
|
- cash - |
|
11/11/13 |
1/06/14 |
56 |
|
|
|
SGS |
100 |
37 |
|
82.880 |
82.280 |
83.484 |
0.604 |
1 |
3,143 |
5 |
|
1/06/14 |
1/20/14 |
14 |
|
- cash - |
|
1/20/14 |
2/10/14 |
21 |
|
|
|
SGS |
100 |
38 |
|
81.200 |
84.000 |
78.400 |
-2.800 |
-3 |
3,036 |
-46 |
|
2/10/14 |
3/03/14 |
21 |
|
- cash - |
|
3/03/14 |
3/31/14 |
28 |
|
|
|
Partners |
100 |
13 |
|
227.800 |
248.400 |
207.200 |
-20.600 |
-9 |
2,769 |
-71 |
|
3/31/14 |
4/14/14 |
14 |
|
- cash - |
|
4/14/14 |
5/12/14 |
28 |
|
|
|
Schindler |
100 |
21 |
|
129.400 |
138.400 |
120.400 |
-9.000 |
-7 |
2,580 |
-61 |
|
|
5/12/14 |
11/24/14 |
196 |
|
|
|
ABB |
100 |
121 |
|
21.150 |
22.140 |
20.160 |
-0.990 |
-5 |
2,460 |
-9 |
|
11/24/14 |
1/05/15 |
42 |
|
- cash - |
|
1/05/15 |
3/23/15 |
77 |
|
|
|
Swatch |
100 |
5 |
|
434.900 |
430.600 |
439.243 |
4.343 |
1 |
2,482 |
5 |
|
3/23/15 |
4/20/15 |
28 |
|
- cash - |
|
4/20/15 |
4/27/15 |
7 |
|
|
|
SGS |
100 |
33 |
|
73.560 |
75.280 |
71.840 |
-1.720 |
-2 |
2,425 |
-71 |
|
4/27/15 |
5/04/15 |
7 |
|
- cash - |
|
5/04/15 |
10/05/15 |
154 |
|
|
|
SGS |
100 |
33 |
|
72.640 |
70.720 |
74.612 |
1.972 |
3 |
2,490 |
7 |
|
|
10/05/15 |
10/26/15 |
21 |
|
|
|
Holcim |
100 |
46 |
|
53.700 |
56.500 |
50.900 |
-2.800 |
-5 |
2,361 |
-61 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
10/26/15 |
11/02/15 |
7 |
|
- cash - |
|
11/02/15 |
11/23/15 |
21 |
|
|
|
ams-OSRAM |
100 |
74 |
|
31.900 |
37.300 |
26.500 |
-5.400 |
-17 |
1,961 |
-96 |
|
11/23/15 |
12/07/15 |
14 |
|
- cash - |
|
12/07/15 |
4/11/16 |
126 |
|
|
|
Holcim |
100 |
37 |
|
52.600 |
45.750 |
60.476 |
7.876 |
15 |
2,253 |
50 |
|
4/11/16 |
4/18/16 |
7 |
|
- cash - |
|
4/18/16 |
5/02/16 |
14 |
|
|
|
Zurich Insurance |
100 |
10 |
|
210.700 |
215.800 |
205.600 |
-5.100 |
-2 |
2,202 |
-47 |
|
5/02/16 |
5/09/16 |
7 |
|
- cash - |
|
5/09/16 |
8/01/16 |
84 |
|
|
|
ams-OSRAM |
100 |
95 |
|
23.100 |
31.000 |
15.200 |
-7.900 |
-34 |
1,451 |
-84 |
|
|
8/01/16 |
8/15/16 |
14 |
|
|
|
Swatch |
100 |
5 |
|
254.100 |
267.800 |
240.400 |
-13.700 |
-5 |
1,383 |
-76 |
|
8/15/16 |
8/22/16 |
7 |
|
- cash - |
|
8/22/16 |
8/29/16 |
7 |
|
|
|
UBS |
100 |
107 |
|
12.900 |
13.770 |
12.030 |
-0.870 |
-7 |
1,290 |
-97 |
|
8/29/16 |
9/05/16 |
7 |
|
- cash - |
|
9/05/16 |
11/28/16 |
84 |
|
|
|
Swatch |
100 |
4 |
|
262.200 |
296.300 |
228.100 |
-34.100 |
-13 |
1,153 |
-45 |
|
|
11/28/16 |
1/23/17 |
56 |
|
|
|
Lindt PS |
100 |
0 |
|
5,050.000 |
5,620.000 |
4,480.000 |
-570.000 |
-11 |
1,153 |
0 |
|
1/23/17 |
3/13/17 |
49 |
|
- cash - |
|
3/13/17 |
3/20/17 |
7 |
|
|
|
Givaudan |
100 |
0 |
|
1,823.000 |
1,851.000 |
1,795.000 |
-28.000 |
-2 |
1,153 |
0 |
|
3/20/17 |
3/27/17 |
7 |
|
- cash - |
|
3/27/17 |
4/03/17 |
7 |
|
|
|
Givaudan |
100 |
0 |
|
1,796.000 |
1,792.000 |
1,800.009 |
4.009 |
0 |
1,153 |
0 |
|
4/03/17 |
4/17/17 |
14 |
|
- cash - |
|
4/17/17 |
4/24/17 |
7 |
|
|
|
Swisscom |
100 |
2 |
|
436.100 |
437.300 |
434.900 |
-1.200 |
0 |
1,151 |
-13 |
|
4/24/17 |
6/12/17 |
49 |
|
- cash - |
|
6/12/17 |
6/19/17 |
7 |
|
|
|
Swiss Re |
100 |
13 |
|
88.050 |
89.500 |
86.600 |
-1.450 |
-2 |
1,132 |
-58 |
|
6/19/17 |
6/26/17 |
7 |
|
- cash - |
|
6/26/17 |
10/02/17 |
98 |
|
|
|
Swiss Re |
100 |
12 |
|
89.400 |
87.850 |
90.977 |
1.577 |
2 |
1,151 |
7 |
|
10/02/17 |
10/09/17 |
7 |
|
- cash - |
|
10/09/17 |
10/23/17 |
14 |
|
|
|
Swiss Re |
100 |
13 |
|
87.850 |
91.950 |
83.750 |
-4.100 |
-5 |
1,098 |
-71 |
|
10/23/17 |
11/13/17 |
21 |
|
- cash - |
|
11/13/17 |
1/29/18 |
77 |
|
|
|
Roche |
100 |
4 |
|
228.300 |
230.500 |
226.100 |
-2.200 |
-1 |
1,089 |
-4 |
|
1/29/18 |
2/05/18 |
7 |
|
- cash - |
|
2/05/18 |
6/25/18 |
140 |
|
|
|
Roche |
100 |
4 |
|
222.050 |
217.300 |
226.904 |
4.854 |
2 |
1,108 |
6 |
|
|
6/25/18 |
8/27/18 |
63 |
|
|
|
Adecco |
100 |
19 |
|
58.240 |
59.900 |
56.580 |
-1.660 |
-3 |
1,077 |
-15 |
|
8/27/18 |
9/03/18 |
7 |
|
- cash - |
|
9/03/18 |
1/21/19 |
140 |
|
|
|
Adecco |
100 |
18 |
|
59.220 |
50.640 |
69.254 |
10.034 |
17 |
1,257 |
50 |
|
1/21/19 |
1/28/19 |
7 |
|
- cash - |
|
1/28/19 |
2/11/19 |
14 |
|
|
|
ams-OSRAM |
100 |
47 |
|
26.650 |
28.680 |
24.620 |
-2.030 |
-8 |
1,162 |
-87 |
|
2/11/19 |
3/25/19 |
42 |
|
- cash - |
|
3/25/19 |
4/01/19 |
7 |
|
|
|
ams-OSRAM |
100 |
41 |
|
28.050 |
28.530 |
27.570 |
-0.480 |
-2 |
1,142 |
-59 |
|
4/01/19 |
5/06/19 |
35 |
|
- cash - |
|
5/06/19 |
5/27/19 |
21 |
|
|
|
Swatch |
100 |
3 |
|
293.900 |
265.800 |
324.971 |
31.071 |
11 |
1,236 |
474 |
|
5/27/19 |
6/03/19 |
7 |
|
- cash - |
|
6/03/19 |
10/28/19 |
147 |
|
|
|
Swatch |
100 |
4 |
|
251.800 |
273.000 |
230.600 |
-21.200 |
-8 |
1,151 |
-20 |
|
10/28/19 |
11/04/19 |
7 |
|
- cash - |
|
11/04/19 |
11/25/19 |
21 |
|
|
|
Temenos |
100 |
8 |
|
142.200 |
151.550 |
132.850 |
-9.350 |
-7 |
1,076 |
-69 |
|
11/25/19 |
12/30/19 |
35 |
|
- cash - |
|
12/30/19 |
1/13/20 |
14 |
|
|
|
Swatch |
100 |
3 |
|
270.000 |
267.500 |
272.523 |
2.523 |
1 |
1,084 |
27 |
|
1/13/20 |
1/27/20 |
14 |
|
- cash - |
|
1/27/20 |
3/23/20 |
56 |
|
|
|
Swatch |
100 |
4 |
|
267.600 |
180.900 |
395.853 |
128.253 |
48 |
1,597 |
1,183 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | |
3/23/20 |
5/18/20 |
56 |
|
|
|
ams-OSRAM |
100 |
172 |
|
9.246 |
13.605 |
4.887 |
-4.359 |
-47 |
847 |
-98 |
|
5/18/20 |
6/15/20 |
28 |
|
- cash - |
|
6/15/20 |
6/29/20 |
14 |
|
|
|
ams-OSRAM |
100 |
52 |
|
15.980 |
14.455 |
17.666 |
1.686 |
11 |
934 |
1,267 |
|
6/29/20 |
7/27/20 |
28 |
|
- cash - |
|
7/27/20 |
8/17/20 |
21 |
|
|
|
ams-OSRAM |
100 |
56 |
|
16.435 |
16.380 |
16.490 |
0.055 |
0 |
938 |
6 |
|
8/17/20 |
9/07/20 |
21 |
|
- cash - |
|
9/07/20 |
9/28/20 |
21 |
|
|
|
ams-OSRAM |
100 |
57 |
|
16.260 |
19.050 |
13.470 |
-2.790 |
-17 |
779 |
-96 |
|
|
9/28/20 |
12/07/20 |
70 |
|
|
|
Swiss Re |
100 |
11 |
|
69.760 |
83.200 |
56.320 |
-13.440 |
-19 |
631 |
-67 |
|
|
12/07/20 |
1/04/21 |
28 |
|
|
|
Temenos |
100 |
5 |
|
118.400 |
123.450 |
113.350 |
-5.050 |
-4 |
605 |
-43 |
|
1/04/21 |
1/11/21 |
7 |
|
- cash - |
|
1/11/21 |
2/08/21 |
28 |
|
|
|
Temenos |
100 |
4 |
|
122.500 |
110.600 |
135.680 |
13.180 |
11 |
658 |
279 |
|
2/08/21 |
3/01/21 |
21 |
|
- cash - |
|
3/01/21 |
4/05/21 |
35 |
|
|
|
Nestlé |
100 |
6 |
|
96.960 |
105.520 |
88.400 |
-8.560 |
-9 |
607 |
-62 |
|
4/05/21 |
4/12/21 |
7 |
|
- cash - |
|
4/12/21 |
4/26/21 |
14 |
|
|
|
Roche |
100 |
1 |
|
306.800 |
306.450 |
307.150 |
0.350 |
0 |
607 |
3 |
|
4/26/21 |
5/03/21 |
7 |
|
- cash - |
|
5/03/21 |
7/05/21 |
63 |
|
|
|
ams-OSRAM |
100 |
37 |
|
15.995 |
19.415 |
12.575 |
-3.420 |
-21 |
481 |
-75 |
|
7/05/21 |
7/12/21 |
7 |
|
- cash - |
|
7/12/21 |
7/26/21 |
14 |
|
|
|
ams-OSRAM |
100 |
27 |
|
17.650 |
17.180 |
18.133 |
0.483 |
3 |
494 |
102 |
|
7/26/21 |
8/02/21 |
7 |
|
- cash - |
|
8/02/21 |
2/14/22 |
196 |
|
|
|
ams-OSRAM |
100 |
27 |
|
18.005 |
16.690 |
19.424 |
1.419 |
8 |
532 |
15 |
|
|
2/14/22 |
11/07/22 |
266 |
|
|
|
Logitech |
100 |
7 |
|
73.000 |
52.380 |
101.737 |
28.737 |
39 |
733 |
58 |
|
|
11/07/22 |
11/28/22 |
21 |
|
|
|
Temenos |
100 |
12 |
|
57.900 |
58.380 |
57.420 |
-0.480 |
-1 |
727 |
-13 |
|
11/28/22 |
12/19/22 |
21 |
|
- cash - |
|
12/19/22 |
1/09/23 |
21 |
|
|
|
Temenos |
100 |
14 |
|
51.400 |
56.860 |
45.940 |
-5.460 |
-11 |
651 |
-86 |
|
1/09/23 |
1/16/23 |
7 |
|
- cash - |
|
1/16/23 |
2/20/23 |
35 |
|
|
|
Temenos |
100 |
10 |
|
62.000 |
68.140 |
55.860 |
-6.140 |
-10 |
590 |
-66 |
|
2/20/23 |
3/06/23 |
14 |
|
- cash - |
|
3/06/23 |
12/11/23 |
280 |
|
|
|
Roche |
100 |
2 |
|
270.700 |
254.300 |
288.158 |
17.458 |
6 |
624 |
8 |
|
|
12/11/23 |
1/29/24 |
49 |
|
|
|
ams-OSRAM |
100 |
312 |
|
2.000 |
2.195 |
1.805 |
-0.195 |
-10 |
564 |
-53 |
|
1/29/24 |
2/05/24 |
7 |
|
- cash - |
|
2/05/24 |
8/12/24 |
189 |
|
|
|
ams-OSRAM |
100 |
277 |
|
2.034 |
1.001 |
4.135 |
2.101 |
103 |
1,146 |
294 |
|
accum | 2/06/06 |
8/12/24 | 5491 |
days out of 6898 invested (80%) |
-89 |
1,146 |
-13 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
UBS | short | 5/26/08 | 3/23/09 | 301 | 28.20 | 13.15 | 60.47 | 32.27 | 114.45 | | | |
| | 8/22/16 | 8/29/16 | 7 | 12.90 | 13.77 | 12.03 | -0.87 | -6.74 | | | 99.99 |
Logitech | | 5/09/11 | 10/10/11 | 154 | 11.49 | 7.79 | 16.95 | 5.46 | 47.50 | | | |
| | 3/25/13 | 4/01/13 | 7 | 6.32 | 6.53 | 6.11 | -0.21 | -3.32 | | | |
| | 4/08/13 | 8/12/13 | 126 | 6.48 | 6.93 | 6.03 | -0.45 | -6.94 | | | |
| | 2/14/22 | 11/07/22 | 266 | 73.00 | 52.38 | 101.74 | 28.74 | 39.37 | | | 84.93 |
Swatch | | 1/05/15 | 3/23/15 | 77 | 434.90 | 430.60 | 439.24 | 4.34 | 1.00 | | | |
| | 8/01/16 | 8/15/16 | 14 | 254.10 | 267.80 | 240.40 | -13.70 | -5.39 | | | |
| | 9/05/16 | 11/28/16 | 84 | 262.20 | 296.30 | 228.10 | -34.10 | -13.01 | | | |
| | 5/06/19 | 5/27/19 | 21 | 293.90 | 265.80 | 324.97 | 31.07 | 10.57 | | | |
| | 6/03/19 | 10/28/19 | 147 | 251.80 | 273.00 | 230.60 | -21.20 | -8.42 | | | |
| | 12/30/19 | 1/13/20 | 14 | 270.00 | 267.50 | 272.52 | 2.52 | 0.93 | | | |
| | 1/27/20 | 3/23/20 | 56 | 267.60 | 180.90 | 395.85 | 128.25 | 47.93 | | | 25.68 |
Lonza | | 10/05/09 | 10/12/09 | 7 | 109.50 | 109.70 | 109.30 | -0.20 | -0.18 | | | |
| | 10/26/09 | 1/04/10 | 70 | 107.10 | 77.50 | 148.01 | 40.91 | 38.19 | | | |
| | 1/18/10 | 2/01/10 | 14 | 81.40 | 76.85 | 86.22 | 4.82 | 5.92 | | | |
| | 2/08/10 | 3/29/10 | 49 | 75.05 | 86.00 | 64.10 | -10.95 | -14.59 | | | |
| | 5/03/10 | 8/09/10 | 98 | 84.45 | 88.00 | 80.90 | -3.55 | -4.20 | | | |
| | 4/09/12 | 8/06/12 | 119 | 42.55 | 44.32 | 40.78 | -1.77 | -4.16 | | | 14.57 |
Adecco | | 6/25/18 | 8/27/18 | 63 | 58.24 | 59.90 | 56.58 | -1.66 | -2.85 | | | |
| | 9/03/18 | 1/21/19 | 140 | 59.22 | 50.64 | 69.25 | 10.03 | 16.94 | | | 13.61 |
Holcim | | 10/05/15 | 10/26/15 | 21 | 53.70 | 56.50 | 50.90 | -2.80 | -5.21 | | | |
| | 12/07/15 | 4/11/16 | 126 | 52.60 | 45.75 | 60.48 | 7.88 | 14.97 | | | 8.98 |
Novartis | | 12/04/06 | 12/11/06 | 7 | 57.25 | 58.12 | 56.38 | -0.87 | -1.52 | | | |
| | 2/26/07 | 5/07/07 | 70 | 59.12 | 59.08 | 59.16 | 0.04 | 0.07 | | | -1.45 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
SGS | | 11/11/13 | 1/06/14 | 56 | 82.88 | 82.28 | 83.48 | 0.60 | 0.73 | | | |
| | 1/20/14 | 2/10/14 | 21 | 81.20 | 84.00 | 78.40 | -2.80 | -3.45 | | | |
| | 4/20/15 | 4/27/15 | 7 | 73.56 | 75.28 | 71.84 | -1.72 | -2.34 | | | |
| | 5/04/15 | 10/05/15 | 154 | 72.64 | 70.72 | 74.61 | 1.97 | 2.71 | | | -2.44 |
Roche | | 8/09/10 | 9/06/10 | 28 | 143.00 | 143.00 | 143.00 | 0.00 | 0.00 | | | |
| | 3/14/11 | 5/09/11 | 56 | 130.80 | 143.90 | 117.70 | -13.10 | -10.02 | | | |
| | 11/13/17 | 1/29/18 | 77 | 228.30 | 230.50 | 226.10 | -2.20 | -0.96 | | | |
| | 2/05/18 | 6/25/18 | 140 | 222.05 | 217.30 | 226.90 | 4.85 | 2.19 | | | |
| | 4/12/21 | 4/26/21 | 14 | 306.80 | 306.45 | 307.15 | 0.35 | 0.11 | | | |
| | 3/06/23 | 12/11/23 | 280 | 270.70 | 254.30 | 288.16 | 17.46 | 6.45 | | | -2.95 |
ABB | | 5/12/14 | 11/24/14 | 196 | 21.15 | 22.14 | 20.16 | -0.99 | -4.68 | | | -4.68 |
Geberit | | 9/17/07 | 2/04/08 | 140 | 148.70 | 158.00 | 139.40 | -9.30 | -6.25 | | | -6.25 |
Givaudan | | 7/06/09 | 7/27/09 | 21 | 645.00 | 678.50 | 611.50 | -33.50 | -5.19 | | | |
| | 3/13/17 | 3/20/17 | 7 | 1,823.00 | 1,851.00 | 1,795.00 | -28.00 | -1.54 | | | |
| | 3/27/17 | 4/03/17 | 7 | 1,796.00 | 1,792.00 | 1,800.01 | 4.01 | 0.22 | | | -6.44 |
Schindler | | 4/14/14 | 5/12/14 | 28 | 129.40 | 138.40 | 120.40 | -9.00 | -6.96 | | | -6.96 |
Nestlé | | 3/01/21 | 4/05/21 | 35 | 96.96 | 105.52 | 88.40 | -8.56 | -8.83 | | | -8.83 |
Partners | | 3/03/14 | 3/31/14 | 28 | 227.80 | 248.40 | 207.20 | -20.60 | -9.04 | | | -9.04 |
Zurich Insurance | | 9/30/13 | 11/04/13 | 35 | 232.90 | 250.60 | 215.20 | -17.70 | -7.60 | | | |
| | 4/18/16 | 5/02/16 | 14 | 210.70 | 215.80 | 205.60 | -5.10 | -2.42 | | | -9.84 |
Lindt PS | | 11/28/16 | 1/23/17 | 56 | 5,050.00 | 5,620.00 | 4,480.00 | -570.00 | -11.29 | | | -11.29 |
Swisscom | | 2/06/06 | 3/13/06 | 35 | 386.39 | 412.58 | 360.20 | -26.19 | -6.78 | | | |
| | 3/20/06 | 3/27/06 | 7 | 413.57 | 421.23 | 405.91 | -7.66 | -1.85 | | | |
| | 4/03/06 | 4/10/06 | 7 | 417.77 | 418.02 | 417.52 | -0.25 | -0.06 | | | |
| | 5/15/06 | 9/18/06 | 126 | 395.29 | 407.32 | 383.25 | -12.04 | -3.04 | | | |
| | 6/11/07 | 9/17/07 | 98 | 415.78 | 430.70 | 400.86 | -14.92 | -3.59 | | | |
| | 4/17/17 | 4/24/17 | 7 | 436.10 | 437.30 | 434.90 | -1.20 | -0.28 | | | -14.76 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Straumann | | 4/17/06 | 5/08/06 | 21 | 28.30 | 31.75 | 24.85 | -3.45 | -12.19 | | | |
| | 9/25/06 | 10/02/06 | 7 | 25.93 | 26.80 | 25.05 | -0.88 | -3.38 | | | |
| | 12/18/06 | 12/25/06 | 7 | 29.50 | 29.75 | 29.25 | -0.25 | -0.85 | | | |
| | 1/08/07 | 1/15/07 | 7 | 29.10 | 30.45 | 27.75 | -1.35 | -4.64 | | | |
| | 9/13/10 | 10/18/10 | 35 | 21.96 | 20.29 | 23.77 | 1.81 | 8.23 | | | |
| | 11/08/10 | 12/06/10 | 28 | 20.65 | 21.77 | 19.53 | -1.12 | -5.42 | | | |
| | 12/27/10 | 3/14/11 | 77 | 21.47 | 23.64 | 19.30 | -2.17 | -10.11 | | | |
| | 2/27/12 | 4/02/12 | 35 | 14.40 | 15.38 | 13.42 | -0.98 | -6.81 | | | |
| | 8/13/12 | 9/10/12 | 28 | 12.22 | 11.90 | 12.55 | 0.33 | 2.69 | | | |
| | 10/01/12 | 11/05/12 | 35 | 12.37 | 11.40 | 13.42 | 1.05 | 8.51 | | | |
| | 11/12/12 | 12/17/12 | 35 | 10.51 | 11.42 | 9.60 | -0.91 | -8.66 | | | |
| | 12/24/12 | 12/31/12 | 7 | 11.27 | 11.41 | 11.13 | -0.14 | -1.24 | | | -30.85 |
Temenos | | 10/31/11 | 11/07/11 | 7 | 16.80 | 15.65 | 18.03 | 1.23 | 7.35 | | | |
| | 11/21/11 | 12/05/11 | 14 | 13.45 | 16.15 | 10.75 | -2.70 | -20.07 | | | |
| | 12/12/11 | 1/23/12 | 42 | 14.80 | 15.60 | 14.00 | -0.80 | -5.41 | | | |
| | 11/04/19 | 11/25/19 | 21 | 142.20 | 151.55 | 132.85 | -9.35 | -6.58 | | | |
| | 12/07/20 | 1/04/21 | 28 | 118.40 | 123.45 | 113.35 | -5.05 | -4.27 | | | |
| | 1/11/21 | 2/08/21 | 28 | 122.50 | 110.60 | 135.68 | 13.18 | 10.76 | | | |
| | 11/07/22 | 11/28/22 | 21 | 57.90 | 58.38 | 57.42 | -0.48 | -0.83 | | | |
| | 12/19/22 | 1/09/23 | 21 | 51.40 | 56.86 | 45.94 | -5.46 | -10.62 | | | |
| | 1/16/23 | 2/20/23 | 35 | 62.00 | 68.14 | 55.86 | -6.14 | -9.90 | | | -35.79 |
Swiss Re | | 3/23/09 | 5/04/09 | 42 | 18.75 | 28.22 | 9.28 | -9.47 | -50.51 | | | |
| | 6/12/17 | 6/19/17 | 7 | 88.05 | 89.50 | 86.60 | -1.45 | -1.65 | | | |
| | 6/26/17 | 10/02/17 | 98 | 89.40 | 87.85 | 90.98 | 1.58 | 1.76 | | | |
| | 10/09/17 | 10/23/17 | 14 | 87.85 | 91.95 | 83.75 | -4.10 | -4.67 | | | |
| | 9/28/20 | 12/07/20 | 70 | 69.76 | 83.20 | 56.32 | -13.44 | -19.27 | | | -61.87 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
ams-OSRAM | | 2/04/08 | 5/19/08 | 105 | 6.52 | 8.45 | 4.59 | -1.93 | -29.60 | | | |
| | 8/19/13 | 8/26/13 | 7 | 13.89 | 14.77 | 13.01 | -0.88 | -6.34 | | | |
| | 9/02/13 | 9/23/13 | 21 | 14.91 | 17.44 | 12.38 | -2.53 | -16.97 | | | |
| | 11/02/15 | 11/23/15 | 21 | 31.90 | 37.30 | 26.50 | -5.40 | -16.93 | | | |
| | 5/09/16 | 8/01/16 | 84 | 23.10 | 31.00 | 15.20 | -7.90 | -34.20 | | | |
| | 1/28/19 | 2/11/19 | 14 | 26.65 | 28.68 | 24.62 | -2.03 | -7.62 | | | |
| | 3/25/19 | 4/01/19 | 7 | 28.05 | 28.53 | 27.57 | -0.48 | -1.71 | | | |
| | 3/23/20 | 5/18/20 | 56 | 9.25 | 13.61 | 4.89 | -4.36 | -47.14 | | | |
| | 6/15/20 | 6/29/20 | 14 | 15.98 | 14.46 | 17.67 | 1.69 | 10.55 | | | |
| | 7/27/20 | 8/17/20 | 21 | 16.44 | 16.38 | 16.49 | 0.06 | 0.34 | | | |
| | 9/07/20 | 9/28/20 | 21 | 16.26 | 19.05 | 13.47 | -2.79 | -17.16 | | | |
| | 5/03/21 | 7/05/21 | 63 | 16.00 | 19.42 | 12.58 | -3.42 | -21.38 | | | |
| | 7/12/21 | 7/26/21 | 14 | 17.65 | 17.18 | 18.13 | 0.48 | 2.74 | | | |
| | 8/02/21 | 2/14/22 | 196 | 18.01 | 16.69 | 19.42 | 1.42 | 7.88 | | | |
| | 12/11/23 | 1/29/24 | 49 | 2.00 | 2.20 | 1.81 | -0.20 | -9.75 | | | |
| | 2/05/24 | 8/12/24 | 189 | 2.03 | 1.00 | 4.14 | 2.10 | 103.30 | | | -78.90 |
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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