Share-o-matic - Portfolio

Sat, 12th Oct 2024, 7:07UTC

Assessment - Swiss Market Index in Euro - 1/07/24 - RS = 41

		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	18/09/23	prc diff	⇓ Δ41	⇓∅-RS
	L	SMI® PR	12,250.399	12/08	0.07	12,431.880	-1.46	11,565.961	865.919	7.49	6.40
	L	ABB	46.954	12/08	0.55	51.978	-9.67	34.446	17.533	50.90	34.33
	L	Alcon	82.084	12/08	-1.12	82.724	-0.77	75.920	6.803	8.96	12.16
	L	Geberit	539.386	12/08	-0.72	545.989	-1.21	472.103	73.886	15.65	6.80
	L	Givaudan	4,268.249	12/08	-1.12	4,438.483	-3.84	2,964.856	1,473.628	49.70	26.75
		Holcim	78.700	12/08	-0.34	82.435	-4.53	60.841	21.594	35.49	20.32
		Kühne & Nagel	261.852	12/08	0.40	269.796	-2.94	278.548	-8.752	-3.14	-1.32
	L	Logitech	77.668	12/08	1.95	89.966	-13.67	66.931	23.036	34.42	22.94
		Lonza	562.290	12/08	-1.80	503.895	11.59	442.486	61.409	13.88	10.98
	L	Nestlé	91.452	12/08	-0.40	94.795	-3.53	110.251	-15.456	-14.02	-8.29
	L	Novartis	99.809	12/08	0.16	99.788	0.02	95.964	3.824	3.99	7.93
		Partners	1,170.493	12/08	0.93	1,183.905	-1.13	1,073.626	110.279	10.27	4.32
	L	Richemont	132.267	12/08	1.22	145.009	-8.79	124.987	20.022	16.02	10.49
	L	Roche	286.613	12/08	0.25	258.035	11.08	269.006	-10.972	-4.08	1.75
		Sika	255.249	12/08	0.04	263.193	-3.02	251.017	12.176	4.85	0.89
	L	Sonova	286.923	12/08	-1.52	289.193	-0.78	228.282	60.910	26.68	10.96
		Swiss Life	672.891	12/08	0.62	690.431	-2.54	594.223	96.208	16.19	12.83
		Swiss Re	107.299	12/08	0.10	115.966	-7.47	97.695	18.271	18.70	12.97
		Swisscom	541.656	12/08	0.48	524.632	3.24	571.697	-47.064	-8.23	-3.60
		UBS	25.638	12/08	0.44	27.836	-7.89	24.413	3.423	14.02	13.41
	L	Zurich Insurance	479.443	12/08	0.85	498.117	-3.75	444.572	53.545	12.04	8.61
SMI - 20 out of 20 instruments rated - 1/07/24 / 18/09/23 - 16 did rise, Market-Ratio(41) in EUR = 80.00 %
Stock Exchange Currency: CHF ₣ Swiss Franc

Technical Chart

	SMI RS = 41 - B/S = 84/79

6/01/20	scale up chart	1/07/24

Transactions Swiss Market Index in Euro * A41 - 84/79 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		9/01/06	7		- cash -
long	9/01/06	30/07/07	567		ABB	100	1,106	9.039	17.360		8.321	92	19,203	52
short	30/07/07	10/08/09	742		UBS	100	481	39.879	10.631	149.596	109.717	275	71,977	92
long	10/08/09	17/08/09	7		Credit Suisse	100	2,088	34.468	33.629		-0.839	-2	70,224	-72
short	17/08/09	7/09/09	21		Givaudan	100	147	476.190	502.242	450.139	-26.052	-5	66,395	-62
long	7/09/09	21/09/09	14		Swiss Re	100	2,152	30.840	30.184		-0.656	-2	64,983	-43
short	21/09/09	12/10/09	21		Novartis	100	2,359	27.537	28.607	26.466	-1.070	-4	62,458	-50
long	12/10/09	19/10/09	7		Swiss Re	100	1,934	32.293	31.190		-1.103	-3	60,324	-84
short	19/10/09	9/11/09	21		Roche	100	557	108.249	107.779	108.721	0.472	0	60,586	8
long	9/11/09	17/05/10	189		Swatch	100	357	169.547	227.646		58.099	34	81,328	77
short	17/05/10	21/02/11	280		Actelion	100	2,804	29.002	40.394	17.609	-11.393	-39	49,383	-48
long	21/02/11	28/02/11	7		Richemont	100	1,160	42.559	41.624		-0.935	-2	48,299	-69
short	28/02/11	7/03/11	7		Roche	100	440	109.719	102.126	117.876	8.157	7	51,888	4,107
long	7/03/11	14/03/11	7		Richemont	100	1,227	42.288	39.520		-2.768	-7	48,492	-97
short	14/03/11	2/05/11	49		Roche	100	479	101.160	110.747	91.573	-9.587	-9	43,900	-52
long	2/05/11	9/05/11	7		Richemont	100	1,003	43.745	42.905		-0.840	-2	43,057	-64
short	9/05/11	21/05/12	378		Credit Suisse	100	1,465	29.390	15.602	55.361	25.971	88	81,105	84
long	21/05/12	28/05/12	7		Richemont	100	1,688	48.039	48.077		0.038	0	81,168	4
short	28/05/12	4/06/12	7		Credit Suisse	100	5,158	15.734	15.300	16.181	0.447	3	83,472	330
long	4/06/12	11/06/12	7		Swiss Re	100	1,908	43.744	46.079		2.335	5	87,926	1,405
short	11/06/12	18/06/12	7		Credit Suisse	100	5,469	16.076	14.519	17.799	1.724	11	97,353	20,158
long	18/06/12	19/11/12	154		Swiss Re	100	2,088	46.620	54.864		8.244	18	114,566	47
short	19/11/12	17/12/12	28		Julius Bär	100	4,386	26.121	27.324	24.917	-1.203	-5	109,288	-46
long	17/12/12	14/10/13	301		Richemont	100	1,823	59.929	74.199		14.270	24	135,302	30
short	14/10/13	31/03/14	168		Transocean	100	4,102	32.983	29.901	36.381	3.398	10	149,242	24
long	31/03/14	5/05/14	35		Actelion	100	2,171	68.719	71.769		3.050	4	155,863	57
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/05/14	3/08/15	455		Transocean	100	5,008	31.122	11.964	80.955	49.833	160	405,427	115
long	3/08/15	17/08/15	14		UBS	100	19,212	21.102	20.081		-1.021	-5	385,812	-73
short	17/08/15	2/11/15	77		Transocean	100	31,207	12.363	14.496	10.229	-2.133	-17	319,240	-59
long	2/11/15	16/11/15	14		Actelion	100	2,482	128.587	128.360		-0.228	0	318,675	-5
short	16/11/15	9/01/17	420		Holcim	100	6,309	50.510	49.995	51.029	0.520	1	321,953	1
long	9/01/17	23/01/17	14		Actelion	100	1,517	212.189	215.072		2.883	1	326,327	42
short	23/01/17	20/02/17	28		Swisscom	100	796	409.625	424.638	394.612	-15.013	-4	314,376	-39
long	20/02/17	13/03/17	21		Actelion	100	1,239	253.712	257.548		3.836	2	319,129	30
short	13/03/17	27/03/17	14		Givaudan	100	187	1,698.658	1,677.877	1,719.696	21.038	1	323,063	38
long	27/03/17	24/04/17	28		Actelion	100	1,266	255.045	259.105		4.060	2	328,203	23
short	24/04/17	8/05/17	14		Swisscom	100	811	404.234	416.139	392.328	-11.906	-3	318,548	-54
long	8/05/17	12/02/18	280		Sika	100	3,182	100.107	108.576		8.468	8	345,494	11
short	12/02/18	9/09/19	574		Roche	100	1,816	190.181	247.979	132.384	-57.797	-30	240,534	-21
long	9/09/19	3/02/20	147		Nestlé	100	2,378	101.108	100.107		-1.001	-1	238,153	-2
short	3/02/20	17/02/20	14		Swatch	100	1,037	229.446	237.871	221.021	-8.425	-4	229,417	-62
long	17/02/20	2/03/20	14		Lonza	100	584	392.186	366.276		-25.910	-7	214,285	-83
short	2/03/20	21/12/20	294		Swatch	100	1,041	205.650	215.380	195.920	-9.730	-5	204,156	-6
long	21/12/20	25/10/21	308		Richemont	100	2,841	71.843	105.047		33.204	46	298,488	57
short	25/10/21	8/11/21	14		Holcim	100	7,030	42.459	44.668	40.250	-2.209	-5	282,957	-75
long	8/11/21	13/12/21	35		Partners	100	181	1,560.271	1,420.719		-139.552	-9	257,698	-62
short	13/12/21	3/01/22	21		Credit Suisse	100	30,974	8.320	8.758	7.881	-0.439	-5	244,112	-61
long	3/01/22	24/01/22	21		Richemont	100	1,838	132.781	123.610		-9.171	-7	227,255	-71
short	24/01/22	12/06/23	504		Credit Suisse	100	28,401	8.002	0.835	76.679	68.678	858	2,177,769	414
12/06/23		10/07/23	28		- cash -
long	10/07/23	14/08/23	35		Richemont	100	14,723	147.913	135.074		-12.839	-9	1,988,745	-61
short	14/08/23	12/08/24	364		Roche	100	7,196	276.358	286.613	266.102	-10.256	-4	1,914,944	-4
accum	9/01/06	12/08/24	6823	days out of 6858 invested (99%)							19,049		1,914,944	32

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Credit Suisse	long	10/08/09	17/08/09	7	34.47	33.63		-0.84	-2.43
	short	9/05/11	21/05/12	378	29.39	15.60	55.36	25.97	88.37
	short	28/05/12	4/06/12	7	15.73	15.30	16.18	0.45	2.84
	short	11/06/12	18/06/12	7	16.08	14.52	17.80	1.72	10.72
	short	13/12/21	3/01/22	21	8.32	8.76	7.88	-0.44	-5.27
	short	24/01/22	12/06/23	504	8.00	0.83	76.68	68.68	858.30	1,799.64
UBS	short	30/07/07	10/08/09	742	39.88	10.63	149.60	109.72	275.13
	long	3/08/15	17/08/15	14	21.10	20.08		-1.02	-4.84	256.98
Transocean	short	14/10/13	31/03/14	168	32.98	29.90	36.38	3.40	10.30
	short	5/05/14	3/08/15	455	31.12	11.96	80.95	49.83	160.12
	short	17/08/15	2/11/15	77	12.36	14.50	10.23	-2.13	-17.26	137.42
ABB	long	9/01/06	30/07/07	567	9.04	17.36		8.32	92.05	92.05
Richemont	long	21/02/11	28/02/11	7	42.56	41.62		-0.93	-2.20
	long	7/03/11	14/03/11	7	42.29	39.52		-2.77	-6.55
	long	2/05/11	9/05/11	7	43.74	42.90		-0.84	-1.92
	long	21/05/12	28/05/12	7	48.04	48.08		0.04	0.08
	long	17/12/12	14/10/13	301	59.93	74.20		14.27	23.81
	long	21/12/20	25/10/21	308	71.84	105.05		33.20	46.22
	long	3/01/22	24/01/22	21	132.78	123.61		-9.17	-6.91
	long	10/07/23	14/08/23	35	147.91	135.07		-12.84	-8.68	38.08
Swatch	long	9/11/09	17/05/10	189	169.55	227.65		58.10	34.27
	short	3/02/20	17/02/20	14	229.45	237.87	221.02	-8.43	-3.67
	short	2/03/20	21/12/20	294	205.65	215.38	195.92	-9.73	-4.73	23.22
Swiss Re	long	7/09/09	21/09/09	14	30.84	30.18		-0.66	-2.13
	long	12/10/09	19/10/09	7	32.29	31.19		-1.10	-3.42
	long	4/06/12	11/06/12	7	43.74	46.08		2.33	5.34
	long	18/06/12	19/11/12	154	46.62	54.86		8.24	17.68	17.18
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sika	long	8/05/17	12/02/18	280	100.11	108.58		8.47	8.46	8.46
Nestlé	long	9/09/19	3/02/20	147	101.11	100.11		-1.00	-0.99	-0.99
Novartis	short	21/09/09	12/10/09	21	27.54	28.61	26.47	-1.07	-3.89	-3.89
Holcim	short	16/11/15	9/01/17	420	50.51	50.00	51.03	0.52	1.03
	short	25/10/21	8/11/21	14	42.46	44.67	40.25	-2.21	-5.20	-4.23
Givaudan	short	17/08/09	7/09/09	21	476.19	502.24	450.14	-26.05	-5.47
	short	13/03/17	27/03/17	14	1,698.66	1,677.88	1,719.70	21.04	1.24	-4.30
Julius Bär	short	19/11/12	17/12/12	28	26.12	27.32	24.92	-1.20	-4.61	-4.61
Swisscom	short	23/01/17	20/02/17	28	409.63	424.64	394.61	-15.01	-3.67
	short	24/04/17	8/05/17	14	404.23	416.14	392.33	-11.91	-2.95	-6.50
Lonza	long	17/02/20	2/03/20	14	392.19	366.28		-25.91	-6.61	-6.61
Partners	long	8/11/21	13/12/21	35	1,560.27	1,420.72		-139.55	-8.94	-8.94
Actelion	short	17/05/10	21/02/11	280	29.00	40.39	17.61	-11.39	-39.28
	long	31/03/14	5/05/14	35	68.72	71.77		3.05	4.44
	long	2/11/15	16/11/15	14	128.59	128.36		-0.23	-0.18
	long	9/01/17	23/01/17	14	212.19	215.07		2.88	1.36
	long	20/02/17	13/03/17	21	253.71	257.55		3.84	1.51
	long	27/03/17	24/04/17	28	255.04	259.11		4.06	1.59	-33.83
Roche	short	19/10/09	9/11/09	21	108.25	107.78	108.72	0.47	0.44
	short	28/02/11	7/03/11	7	109.72	102.13	117.88	8.16	7.43
	short	14/03/11	2/05/11	49	101.16	110.75	91.57	-9.59	-9.48
	short	12/02/18	9/09/19	574	190.18	247.98	132.38	-57.80	-30.39
	short	14/08/23	12/08/24	364	276.36	286.61	266.10	-10.26	-3.71	-34.53

Annotations

19/06/18	Sika	stock split 1:60 (sixty for one)
15/05/17	SMI	Sika replaces Syngenta (acquired by ChemChina)
3/05/17	SMI	Lonza replaces Actelion (acquired by Johnson & Johnson)
5/04/16	SMI	Transocean was replaced by Swiss Life
10/09/15	SMI	complete analysis


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