This list shows all the Swiss Mid & Small Cap equities making a new high on 27.11.2020. Investors following momentum strategies will be using such data to filter their investment universe for investable opportunities.

Momentum investing involves a strategy to capitalize on the continuance of an existing market trend according to investopedia.

Momentum investing means using a rule based framework, which prioritises equities that have recently risen faster or higher than the average (and below average) equities. A risk-adjusted and a non risk-adjusted performance are calculated for a short term (around 6 month) and a medium term (around 12 month) timeframe. These performance returns will generate a ‚momentum factor‘, which has been shown to be an important component of equity market returns.

ShortName	ISIN	ValorSymbol	Last	High
ALUFLEXPACK N	CH0453226893	AFP	31.5	32.4
AUTONEUM N	CH0127480363	AUTN	153.6	154
COMET N	CH0360826991	COTN	163.8	168.6
DAETWYLER I	CH0030486770	DAE	247.5	247.5
DOTTIKON ES N	CH0020739006	DESN	1680	1690
FISCHER N	CH0001752309	FI-N	1067	1068
Fundamenta Real Estate N	CH0045825517	FREN	17.75	17.75
GURIT I	CH0008012236	GUR	2200	2225
MEYER BURGER N	CH0108503795	MBTN	0.3908	0.395

Here’s another visual from man.com on momentum investing:

As part of my algo collection, I use such criteria to monitor the Swiss Mid & Small Cap universe in Switzerland and generate buy and sell signals. The Swiss Mid & Small Cap universe currently encompasses 208 equities listed on the Swiss Exchange. I also monitor over 1550 ETF listed on the Swiss Exchange.

Questions or feedback?

Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.