| |
| |
Assessment - Swiss Leader Index - 7/01/24 - RS = 28
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
12/18/23 |
prc diff |
⇓ Δ28 |
|
∅-RS |
| | |
|
|
|
L |
|
SLI® PR |
1,919.120 |
8/12 |
0.02 |
1,951.640 |
-1.67 |
1,757.530 |
194.110 |
11.04 |
|
8.66 |
| | |
|
|
|
L |
|
ABB |
45.510 |
8/12 |
0.55 |
50.380 |
-9.67 |
36.970 |
13.410 |
36.27 |
|
36.38 |
| | |
|
|
|
L |
|
Givaudan |
4,137.000 |
8/12 |
-1.12 |
4,302.000 |
-3.84 |
3,425.000 |
877.000 |
25.61 |
|
29.21 |
| | |
|
|
|
|
|
VAT |
406.600 |
8/12 |
-0.34 |
505.800 |
-19.61 |
395.000 |
110.800 |
28.05 |
|
27.25 |
| | |
|
|
|
L |
|
Logitech |
75.280 |
8/12 |
1.95 |
87.200 |
-13.67 |
78.980 |
8.220 |
10.41 |
|
26.21 |
| | |
|
|
|
|
|
Holcim |
76.280 |
8/12 |
-0.34 |
79.900 |
-4.53 |
65.540 |
14.360 |
21.91 |
|
23.04 |
| | |
|
|
|
|
|
UBS |
24.850 |
8/12 |
0.44 |
26.980 |
-7.89 |
25.040 |
1.940 |
7.75 |
|
17.63 |
| | |
|
|
|
|
|
Schindler |
226.800 |
8/12 |
-0.09 |
226.200 |
0.27 |
201.800 |
24.400 |
12.09 |
|
13.94 |
| | |
|
|
|
L |
|
Richemont |
128.200 |
8/12 |
1.22 |
140.550 |
-8.79 |
117.450 |
23.100 |
19.67 |
|
12.79 |
| | |
|
|
|
|
|
Swiss Re |
104.000 |
8/12 |
0.10 |
112.400 |
-7.47 |
99.100 |
13.300 |
13.42 |
|
12.30 |
| | |
|
|
|
L |
|
Alcon |
79.560 |
8/12 |
-1.12 |
80.180 |
-0.77 |
63.760 |
16.420 |
25.75 |
|
11.19 |
| | |
|
|
|
L |
|
Geberit |
522.800 |
8/12 |
-0.72 |
529.200 |
-1.21 |
509.800 |
19.400 |
3.81 |
|
10.57 |
| | |
|
|
|
|
|
Swiss Life |
652.200 |
8/12 |
0.62 |
669.200 |
-2.54 |
576.000 |
93.200 |
16.18 |
|
8.91 |
| | |
|
|
|
L |
|
Sonova |
278.100 |
8/12 |
-1.52 |
280.300 |
-0.78 |
256.500 |
23.800 |
9.28 |
|
8.87 |
| | |
|
|
|
|
|
Lonza |
545.000 |
8/12 |
-1.80 |
488.400 |
11.59 |
325.000 |
163.400 |
50.28 |
|
8.38 |
| | |
|
|
|
L |
|
Zurich Insurance |
464.700 |
8/12 |
0.85 |
482.800 |
-3.75 |
449.700 |
33.100 |
7.36 |
|
8.25 |
| | |
|
|
|
|
|
Partners |
1,134.500 |
8/12 |
0.93 |
1,147.500 |
-1.13 |
1,180.000 |
-32.500 |
-2.75 |
|
5.68 |
| | |
|
|
|
L |
|
Novartis |
96.740 |
8/12 |
0.16 |
96.720 |
0.02 |
85.580 |
11.140 |
13.02 |
|
5.45 |
| | |
|
|
|
|
|
SGS |
91.620 |
8/12 |
-0.17 |
80.100 |
14.38 |
73.560 |
6.540 |
8.89 |
|
2.35 |
| | |
|
|
|
|
|
Sika |
247.400 |
8/12 |
0.04 |
255.100 |
-3.02 |
247.900 |
7.200 |
2.90 |
|
1.52 |
| | |
|
|
|
|
|
Lindt PS |
10,860.000 |
8/12 |
-1.54 |
10,550.000 |
2.94 |
10,860.000 |
-310.000 |
-2.85 |
|
0.94 |
| | |
|
|
|
L |
|
Roche |
277.800 |
8/12 |
0.25 |
250.100 |
11.08 |
254.300 |
-4.200 |
-1.65 |
|
0.61 |
| | |
|
|
|
L |
|
Julius Bär |
47.680 |
8/12 |
0.87 |
51.040 |
-6.58 |
45.350 |
5.690 |
12.55 |
|
-1.55 |
| | |
|
|
|
|
|
Kühne & Nagel |
253.800 |
8/12 |
0.40 |
261.500 |
-2.94 |
267.700 |
-6.200 |
-2.32 |
|
-2.54 |
| | |
|
|
|
L |
|
Nestlé |
88.640 |
8/12 |
-0.40 |
91.880 |
-3.53 |
99.020 |
-7.140 |
-7.21 |
|
-4.40 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
12/18/23 |
prc diff |
⇓ Δ28 |
|
∅-RS |
| | |
|
|
|
|
|
Swisscom |
525.000 |
8/12 |
0.48 |
508.500 |
3.24 |
508.400 |
0.100 |
0.02 |
|
-5.27 |
| | |
|
|
|
|
|
Temenos |
56.800 |
8/12 |
1.88 |
62.500 |
-9.12 |
77.100 |
-14.600 |
-18.94 |
|
-11.08 |
| | |
|
|
|
S |
|
Adecco |
28.100 |
8/12 |
-0.78 |
30.140 |
-6.77 |
41.670 |
-11.530 |
-27.67 |
|
-12.52 |
| | |
|
|
|
S |
|
Straumann |
112.350 |
8/12 |
0.76 |
112.700 |
-0.31 |
120.000 |
-7.300 |
-6.08 |
|
-16.75 |
| | |
|
|
|
S |
|
Swatch |
179.950 |
8/12 |
-0.17 |
184.950 |
-2.70 |
231.200 |
-46.250 |
-20.00 |
|
-17.63 |
| | |
|
|
|
L |
|
ams-OSRAM |
1.001 |
8/12 |
-0.20 |
1.247 |
-19.77 |
2.000 |
-0.753 |
-37.65 |
|
-38.40 |
SLI - 30 out of 30 instruments rated - 7/01/24 / 12/18/23 - 20 did rise, Market-Ratio(28) = 66.67 % |
Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Leader Index * A28 - 90/77 (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 |
6/05/06 |
154 |
|
- cash - |
short |
6/05/06 |
10/30/06 |
147 |
|
|
|
Clariant |
100 |
617 |
|
16.196 |
16.580 |
15.812 |
-0.384 |
-2 |
9,763 |
-6 |
|
long |
10/30/06 |
11/20/06 |
21 |
|
|
|
Actelion |
100 |
238 |
|
40.900 |
43.000 |
|
2.100 |
5 |
10,263 |
139 |
|
short |
11/20/06 |
12/04/06 |
14 |
|
|
|
Clariant |
100 |
618 |
|
16.580 |
15.740 |
17.465 |
0.885 |
5 |
10,810 |
288 |
|
long |
12/04/06 |
7/30/07 |
238 |
|
|
|
Actelion |
100 |
247 |
|
43.600 |
62.950 |
|
19.350 |
44 |
15,589 |
76 |
|
short |
7/30/07 |
9/07/09 |
770 |
|
|
|
UBS |
100 |
237 |
|
65.700 |
19.280 |
223.884 |
158.184 |
241 |
53,079 |
79 |
|
long |
9/07/09 |
4/26/10 |
231 |
|
|
|
Sonova |
100 |
521 |
|
101.800 |
136.300 |
|
34.500 |
34 |
71,053 |
59 |
|
short |
4/26/10 |
2/20/12 |
665 |
|
|
|
Actelion |
100 |
1,551 |
|
45.800 |
35.000 |
59.933 |
14.133 |
31 |
92,973 |
16 |
|
long |
2/20/12 |
4/23/12 |
63 |
|
|
|
Sonova |
100 |
901 |
|
103.100 |
98.550 |
|
-4.550 |
-4 |
88,873 |
-23 |
|
short |
4/23/12 |
11/26/12 |
217 |
|
|
|
Lonza |
100 |
2,143 |
|
41.460 |
43.470 |
39.450 |
-2.010 |
-5 |
84,566 |
-8 |
|
long |
11/26/12 |
6/24/13 |
210 |
|
|
|
Swiss Life |
100 |
673 |
|
125.500 |
148.000 |
|
22.500 |
18 |
99,708 |
33 |
|
short |
6/24/13 |
7/08/13 |
14 |
|
|
|
Kühne & Nagel |
100 |
1,002 |
|
99.500 |
112.200 |
86.800 |
-12.700 |
-13 |
86,983 |
-97 |
|
long |
7/08/13 |
8/12/13 |
35 |
|
|
|
Lonza |
100 |
1,168 |
|
74.450 |
69.550 |
|
-4.900 |
-7 |
81,260 |
-51 |
|
short |
8/12/13 |
1/06/14 |
147 |
|
|
|
Transocean |
100 |
1,845 |
|
44.040 |
44.080 |
44.000 |
-0.040 |
0 |
81,186 |
0 |
|
long |
1/06/14 |
1/27/14 |
21 |
|
|
|
Vifor Pharma |
100 |
890 |
|
91.200 |
84.700 |
|
-6.500 |
-7 |
75,401 |
-72 |
|
short |
1/27/14 |
8/03/15 |
553 |
|
|
|
Transocean |
100 |
1,880 |
|
40.090 |
12.700 |
126.552 |
86.462 |
216 |
237,949 |
114 |
|
long |
8/03/15 |
8/24/15 |
21 |
|
|
|
Vifor Pharma |
100 |
2,111 |
|
112.700 |
116.200 |
|
3.500 |
3 |
245,338 |
70 |
|
short |
8/24/15 |
1/09/17 |
504 |
|
|
|
Aryzta |
100 |
24,218 |
|
10.130 |
9.650 |
10.634 |
0.504 |
5 |
257,541 |
4 |
|
long |
1/09/17 |
1/16/17 |
7 |
|
|
|
Actelion |
100 |
1,131 |
|
227.700 |
230.600 |
|
2.900 |
1 |
260,821 |
93 |
|
short |
1/16/17 |
5/08/17 |
112 |
|
|
|
Vifor Pharma |
100 |
2,297 |
|
113.500 |
115.800 |
111.200 |
-2.300 |
-2 |
255,538 |
-6 |
|
long |
5/08/17 |
9/04/17 |
119 |
|
|
|
Sika |
100 |
2,340 |
|
109.167 |
114.500 |
|
5.333 |
5 |
268,017 |
16 |
|
short |
9/04/17 |
6/24/19 |
658 |
|
|
|
Aryzta |
100 |
41,151 |
|
6.513 |
1.116 |
38.010 |
31.497 |
484 |
1,564,150 |
166 |
|
long |
6/24/19 |
8/05/19 |
42 |
|
|
|
Novartis |
100 |
17,337 |
|
90.220 |
88.980 |
|
-1.240 |
-1 |
1,542,652 |
-11 |
|
short |
8/05/19 |
11/25/19 |
112 |
|
|
|
UBS |
100 |
143,435 |
|
10.755 |
12.290 |
9.220 |
-1.535 |
-14 |
1,322,480 |
-39 |
|
long |
11/25/19 |
2/03/20 |
70 |
|
|
|
ams-OSRAM |
100 |
28,875 |
|
45.800 |
39.120 |
|
-6.680 |
-15 |
1,129,595 |
-56 |
|
short |
2/03/20 |
9/28/20 |
238 |
|
|
|
Swatch |
100 |
4,606 |
|
245.200 |
216.300 |
277.961 |
32.761 |
13 |
1,280,493 |
21 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
9/28/20 |
10/26/20 |
28 |
|
|
|
Logitech |
100 |
18,726 |
|
68.380 |
78.200 |
|
9.820 |
14 |
1,464,383 |
475 |
|
short |
10/26/20 |
5/17/21 |
203 |
|
|
|
Temenos |
100 |
14,491 |
|
101.050 |
132.250 |
69.850 |
-31.200 |
-31 |
1,012,263 |
-49 |
|
long |
5/17/21 |
8/02/21 |
77 |
|
|
|
Kühne & Nagel |
100 |
3,533 |
|
286.500 |
306.000 |
|
19.500 |
7 |
1,081,157 |
37 |
|
short |
8/02/21 |
6/12/23 |
679 |
|
|
|
Credit Suisse |
100 |
115,805 |
|
9.336 |
0.817 |
106.684 |
97.348 |
1,043 |
12,354,554 |
270 |
|
6/12/23 |
7/24/23 |
42 |
|
- cash - |
|
7/24/23 |
8/12/24 |
385 |
|
|
|
ams-OSRAM |
100 |
1,934,025 |
|
6.388 |
1.001 |
40.786 |
34.398 |
538 |
78,881,532 |
480 |
|
accum | 6/05/06 |
8/12/24 | 6690 |
days out of 6886 invested (97%) |
788,715 |
78,881,532 |
63 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Credit Suisse | short | 8/02/21 | 6/12/23 | 679 | 9.34 | 0.82 | 106.68 | 97.35 | 1,042.72 | | | 1,042.72 |
Aryzta | short | 8/24/15 | 1/09/17 | 504 | 10.13 | 9.65 | 10.63 | 0.50 | 4.97 | | | |
| short | 9/04/17 | 6/24/19 | 658 | 6.51 | 1.12 | 38.01 | 31.50 | 483.60 | | | 512.63 |
ams-OSRAM | long | 11/25/19 | 2/03/20 | 70 | 45.80 | 39.12 | | -6.68 | -14.59 | | | |
| short | 7/24/23 | 8/12/24 | 385 | 6.39 | 1.00 | 40.79 | 34.40 | 538.48 | | | 445.36 |
Transocean | short | 8/12/13 | 1/06/14 | 147 | 44.04 | 44.08 | 44.00 | -0.04 | -0.09 | | | |
| short | 1/27/14 | 8/03/15 | 553 | 40.09 | 12.70 | 126.55 | 86.46 | 215.67 | | | 215.38 |
UBS | short | 7/30/07 | 9/07/09 | 770 | 65.70 | 19.28 | 223.88 | 158.18 | 240.77 | | | |
| short | 8/05/19 | 11/25/19 | 112 | 10.76 | 12.29 | 9.22 | -1.54 | -14.27 | | | 192.13 |
Actelion | long | 10/30/06 | 11/20/06 | 21 | 40.90 | 43.00 | | 2.10 | 5.13 | | | |
| long | 12/04/06 | 7/30/07 | 238 | 43.60 | 62.95 | | 19.35 | 44.38 | | | |
| short | 4/26/10 | 2/20/12 | 665 | 45.80 | 35.00 | 59.93 | 14.13 | 30.86 | | | |
| long | 1/09/17 | 1/16/17 | 7 | 227.70 | 230.60 | | 2.90 | 1.27 | | | 101.16 |
Sonova | long | 9/07/09 | 4/26/10 | 231 | 101.80 | 136.30 | | 34.50 | 33.89 | | | |
| long | 2/20/12 | 4/23/12 | 63 | 103.10 | 98.55 | | -4.55 | -4.41 | | | 27.98 |
Swiss Life | long | 11/26/12 | 6/24/13 | 210 | 125.50 | 148.00 | | 22.50 | 17.93 | | | 17.93 |
Logitech | long | 9/28/20 | 10/26/20 | 28 | 68.38 | 78.20 | | 9.82 | 14.36 | | | 14.36 |
Swatch | short | 2/03/20 | 9/28/20 | 238 | 245.20 | 216.30 | 277.96 | 32.76 | 13.36 | | | 13.36 |
Sika | long | 5/08/17 | 9/04/17 | 119 | 109.17 | 114.50 | | 5.33 | 4.89 | | | 4.89 |
Clariant | short | 6/05/06 | 10/30/06 | 147 | 16.20 | 16.58 | 15.81 | -0.38 | -2.37 | | | |
| short | 11/20/06 | 12/04/06 | 14 | 16.58 | 15.74 | 17.46 | 0.88 | 5.34 | | | 2.84 |
Novartis | long | 6/24/19 | 8/05/19 | 42 | 90.22 | 88.98 | | -1.24 | -1.37 | | | -1.37 |
Vifor Pharma | long | 1/06/14 | 1/27/14 | 21 | 91.20 | 84.70 | | -6.50 | -7.13 | | | |
| long | 8/03/15 | 8/24/15 | 21 | 112.70 | 116.20 | | 3.50 | 3.11 | | | |
| short | 1/16/17 | 5/08/17 | 112 | 113.50 | 115.80 | 111.20 | -2.30 | -2.03 | | | -6.18 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Kühne & Nagel | short | 6/24/13 | 7/08/13 | 14 | 99.50 | 112.20 | 86.80 | -12.70 | -12.76 | | | |
| long | 5/17/21 | 8/02/21 | 77 | 286.50 | 306.00 | | 19.50 | 6.81 | | | -6.83 |
Lonza | short | 4/23/12 | 11/26/12 | 217 | 41.46 | 43.47 | 39.45 | -2.01 | -4.85 | | | |
| long | 7/08/13 | 8/12/13 | 35 | 74.45 | 69.55 | | -4.90 | -6.58 | | | -11.11 |
Temenos | short | 10/26/20 | 5/17/21 | 203 | 101.05 | 132.25 | 69.85 | -31.20 | -30.88 | | | -30.88 |
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 |
|
|