| | |
| | |
Assessment - Swiss Market Index in Japanese yen - 7/01/24 - RS = 23
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
1/22/24 |
prc diff |
⇓ Δ23 |
|
⇓∅-RS |
| |  |
 |
 |
|
L |
 |
SMI® PR |
2,123,092.220 |
8/12/24 |
0.07 |
2,154,544.246 |
-1.46 |
1,921,204.789 |
233,339.457 |
12.15 |
|
14.70 |
| | |
|
|
|
L |
|
Logitech |
13,460.537 |
8/12/24 |
1.95 |
15,591.908 |
-13.67 |
14,111.747 |
1,480.161 |
10.49 |
|
32.80 |
| | |
|
|
|
L |
|
Richemont |
22,922.966 |
8/12/24 |
1.22 |
25,131.224 |
-8.79 |
20,046.451 |
5,084.773 |
25.36 |
|
19.17 |
| | |
|
|
|
|
|
Partners |
202,855.734 |
8/12/24 |
0.93 |
205,180.215 |
-1.13 |
192,711.734 |
12,468.481 |
6.47 |
|
12.63 |
| | |
|
|
|
L |
|
Zurich Insurance |
83,091.282 |
8/12/24 |
0.85 |
86,327.676 |
-3.75 |
75,278.554 |
11,049.122 |
14.68 |
|
17.13 |
| | |
|
|
|
|
|
Swiss Life |
116,617.461 |
8/12/24 |
0.62 |
119,657.168 |
-2.54 |
101,586.858 |
18,070.310 |
17.79 |
|
21.72 |
| | |
|
|
|
L |
|
ABB |
8,137.474 |
8/12/24 |
0.55 |
9,008.261 |
-9.67 |
6,178.362 |
2,829.899 |
45.80 |
|
45.14 |
| | |
|
|
|
|
|
Swisscom |
93,873.301 |
8/12/24 |
0.48 |
90,922.997 |
3.24 |
87,989.690 |
2,933.307 |
3.33 |
|
3.80 |
| | |
|
|
|
|
|
UBS |
4,443.336 |
8/12/24 |
0.44 |
4,824.194 |
-7.89 |
4,321.105 |
503.089 |
11.64 |
|
22.48 |
| | |
|
|
|
|
|
Kühne & Nagel |
45,381.036 |
8/12/24 |
0.40 |
46,757.844 |
-2.94 |
50,026.671 |
-3,268.827 |
-6.53 |
|
6.25 |
| | |
|
|
|
L |
|
Roche |
49,672.387 |
8/12/24 |
0.25 |
44,719.453 |
11.08 |
42,222.783 |
2,496.669 |
5.91 |
|
9.51 |
| | |
|
|
|
L |
|
Novartis |
17,297.720 |
8/12/24 |
0.16 |
17,294.144 |
0.02 |
16,084.870 |
1,209.274 |
7.52 |
|
16.32 |
| | |
|
|
|
|
|
Swiss Re |
18,595.854 |
8/12/24 |
0.10 |
20,097.827 |
-7.47 |
16,930.007 |
3,167.820 |
18.71 |
|
21.91 |
| | |
|
|
|
|
|
Sika |
44,236.676 |
8/12/24 |
0.04 |
45,613.484 |
-3.02 |
39,530.612 |
6,082.872 |
15.39 |
|
8.78 |
| | |
|
|
|
|
|
Holcim |
13,639.344 |
8/12/24 |
-0.34 |
14,286.622 |
-4.53 |
10,956.114 |
3,330.509 |
30.40 |
|
29.97 |
| | |
|
|
|
L |
|
Nestlé |
15,849.389 |
8/12/24 |
-0.40 |
16,428.722 |
-3.53 |
16,611.377 |
-182.655 |
-1.10 |
|
-1.28 |
| | |
|
|
|
L |
|
Geberit |
93,479.927 |
8/12/24 |
-0.72 |
94,624.288 |
-1.21 |
84,684.113 |
9,940.174 |
11.74 |
|
15.21 |
| | |
|
|
|
L |
|
Alcon |
14,225.828 |
8/12/24 |
-1.12 |
14,336.688 |
-0.77 |
11,658.123 |
2,678.565 |
22.98 |
|
20.95 |
| | |
|
|
|
L |
|
Givaudan |
739,721.613 |
8/12/24 |
-1.12 |
769,224.650 |
-3.84 |
573,193.876 |
196,030.774 |
34.20 |
|
36.97 |
| | |
|
|
|
L |
|
Sonova |
49,726.029 |
8/12/24 |
-1.52 |
50,119.402 |
-0.78 |
48,033.102 |
2,086.301 |
4.34 |
|
19.72 |
| | |
|
|
|
|
|
Lonza |
97,449.427 |
8/12/24 |
-1.80 |
87,328.991 |
11.59 |
63,538.643 |
23,790.348 |
37.44 |
|
19.74 |
| SMI - 20 out of 20 instruments rated - 7/01/24 / 1/22/24 - 18 did rise, Market-Ratio(23) in JPY = 90.00 % |
| Stock Exchange Currency: CHF ₣ Swiss Franc |
Technical Chart
Transactions Swiss Market Index in Japanese yen * S23 - 26/62 (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 |
8/06/07 |
581 |
|
- cash - |
| short |
8/06/07 |
7/13/09 |
707 |
|
|
|
UBS |
100 |
1 |
|
6,448.679 |
1,127.123 |
36,895.237 |
30,446.558 |
472 |
40,447 |
146 |
|
| 7/13/09 |
8/30/10 |
413 |
|
- cash - |
| |
8/30/10 |
10/18/10 |
49 |
|
|
|
Holcim |
100 |
7 |
|
5,094.368 |
5,205.813 |
4,982.924 |
-111.444 |
-2 |
39,666 |
-15 |
|
| 10/18/10 |
5/30/11 |
224 |
|
- cash - |
| |
5/30/11 |
1/16/12 |
231 |
|
|
|
Credit Suisse |
100 |
11 |
|
3,478.218 |
1,727.995 |
7,001.179 |
3,522.961 |
101 |
78,419 |
202 |
|
| 1/16/12 |
10/20/14 |
1008 |
|
- cash - |
| |
10/20/14 |
12/08/14 |
49 |
|
|
|
Transocean |
100 |
25 |
|
3,078.348 |
2,150.038 |
4,407.470 |
1,329.122 |
43 |
111,647 |
1,349 |
|
| 12/08/14 |
8/24/15 |
259 |
|
- cash - |
| |
8/24/15 |
10/10/16 |
413 |
|
|
|
Holcim |
100 |
14 |
|
7,474.045 |
5,546.284 |
10,071.851 |
2,597.806 |
35 |
148,016 |
30 |
|
| 10/10/16 |
3/26/18 |
532 |
|
- cash - |
| |
3/26/18 |
5/07/18 |
42 |
|
|
|
Roche |
100 |
6 |
|
23,893.741 |
24,786.261 |
23,001.221 |
-892.520 |
-4 |
142,661 |
-28 |
|
| 5/07/18 |
6/18/18 |
42 |
|
- cash - |
| |
6/18/18 |
3/18/19 |
273 |
|
|
|
Adecco |
100 |
21 |
|
6,686.175 |
5,898.183 |
7,579.442 |
893.267 |
13 |
161,420 |
18 |
|
| 3/18/19 |
3/09/20 |
357 |
|
- cash - |
| |
3/09/20 |
8/17/20 |
161 |
|
|
|
Credit Suisse |
100 |
168 |
|
957.457 |
1,205.589 |
709.324 |
-248.133 |
-26 |
119,734 |
-49 |
|
| 8/17/20 |
6/06/22 |
658 |
|
- cash - |
| |
6/06/22 |
11/28/22 |
175 |
|
|
|
Partners |
100 |
0 |
|
136,099.616 |
134,850.655 |
137,360.145 |
1,260.529 |
1 |
119,734 |
0 |
|
| 11/28/22 |
10/23/23 |
329 |
|
- cash - |
| |
10/23/23 |
12/18/23 |
56 |
|
|
|
Lonza |
100 |
2 |
|
55,017.722 |
54,089.437 |
55,961.940 |
944.217 |
2 |
121,622 |
12 |
|
| 12/18/23 |
5/30/26 |
894 |
|
- cash - |
| accum | 8/06/07 |
12/18/23 | 2156 |
days out of 7453 invested (29%) |
1,116 |
121,622 |
53 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| UBS | short | 8/06/07 | 7/13/09 | 707 | 6,448.68 | 1,127.12 | 36,895.24 | 30,446.56 | 472.14 | | | 472.14 |
| Credit Suisse | | 5/30/11 | 1/16/12 | 231 | 3,478.22 | 1,727.99 | 7,001.18 | 3,522.96 | 101.29 | | | |
| | | 3/09/20 | 8/17/20 | 161 | 957.46 | 1,205.59 | 709.32 | -248.13 | -25.92 | | | 49.12 |
| Transocean | | 10/20/14 | 12/08/14 | 49 | 3,078.35 | 2,150.04 | 4,407.47 | 1,329.12 | 43.18 | | | 43.18 |
| Holcim | | 8/30/10 | 10/18/10 | 49 | 5,094.37 | 5,205.81 | 4,982.92 | -111.44 | -2.19 | | | |
| | | 8/24/15 | 10/10/16 | 413 | 7,474.05 | 5,546.28 | 10,071.85 | 2,597.81 | 34.76 | | | 31.81 |
| Adecco | | 6/18/18 | 3/18/19 | 273 | 6,686.17 | 5,898.18 | 7,579.44 | 893.27 | 13.36 | | | 13.36 |
| Lonza | | 10/23/23 | 12/18/23 | 56 | 55,017.72 | 54,089.44 | 55,961.94 | 944.22 | 1.72 | | | 1.72 |
| Partners | | 6/06/22 | 11/28/22 | 175 | 136,099.62 | 134,850.66 | 137,360.14 | 1,260.53 | 0.93 | | | 0.93 |
| Roche | | 3/26/18 | 5/07/18 | 42 | 23,893.74 | 24,786.26 | 23,001.22 | -892.52 | -3.74 | | | -3.74 |
Annotations
| 6/19/18 | Sika | | | stock split 1:60 (sixty for one) |
| 5/15/17 | SMI | | | Sika replaces Syngenta (acquired by ChemChina) |
| 5/03/17 | SMI | | | Lonza replaces Actelion (acquired by Johnson & Johnson) |
| 4/05/16 | SMI | | | Transocean was replaced by Swiss Life |
| 9/10/15 | SMI | | | complete analysis |
|
|
