Swiss Equities making new Highs on 27.11.2020 – Momentum Strategy Investing

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.

ShortNameISINValorSymbolLastHigh
ALUFLEXPACK NCH0453226893AFP31.532.4
AUTONEUM NCH0127480363AUTN153.6154
COMET NCH0360826991COTN163.8168.6
DAETWYLER ICH0030486770DAE247.5247.5
DOTTIKON ES NCH0020739006DESN16801690
FISCHER NCH0001752309FI-N10671068
Fundamenta Real Estate NCH0045825517FREN17.7517.75
GURIT ICH0008012236GUR22002225
MEYER BURGER NCH0108503795MBTN0.39080.395

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.

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