Swiss Equities making new Highs on 04.12.2020 – Momentum Strategy Investing

This list shows all the Swiss Mid & Small Cap equities making a new high on 04.12.2020 (and early December). Investors following momentum strategies will be using such data to filter their investment universe for investable opportunities. See this list for end of November new highs.

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.

BezeichnungISINValorSymbolLastHighYearlyHighDateDiff
DOTTIKON ES NCH0582581713DESN2102102020-12-040.00%
Fundamenta Real Estate NCH0045825517FREN17.9182020-12-040.56%
Peach Property NCH0118530366PEAN45.145.12020-12-040.00%
PRIVATE EQUITY NCH0006089921PEHN60.560.52020-12-040.00%
AUTONEUM NCH0127480363AUTN160.3164.52020-12-032.55%
BKW NCH0130293662BKW99103.82020-12-034.62%
GURIT ICH0008012236GUR239024652020-12-033.04%
INFICON NCH0011029946IFCN8128212020-12-021.10%
INTERROLL NCH0006372897INRN267527602020-12-023.08%
SENSIRION NCH0406705126SENS55.656.52020-12-021.59%
VAT GROUP NCH0311864901VACN198203.62020-12-022.75%
ELMA ELECTRONIC NCH0005319162ELMN4864862020-12-010.00%
SCHWEITER ICH0010754924SWTQ142214562020-12-012.34%
SFS Group NCH0239229302SFSN105.5106.92020-12-011.31%

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.

Ein Kommentar

  1. […] This list shows all the Swiss Mid & Small Cap equities making a new high on 22.01.2021 (and CW3 in general). Investors following momentum strategies will be using such data to filter their investment universe for investable opportunities. See this list for end of November new highs and this list for beginning of December 2020 new highs. […]

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