Switzerland stocks - Trading Studio

Growth of $10,000 invested in FCF Conversion Quality vs SMI on Swiss stocks from 2000 to 2025. Strategy grew to ~$70K, SMI to ~$15K.

quality investing

FCF Conversion Quality on Swiss Stocks: +6.35% Over SMI with 80% Win Rate

Switzerland produced +6.35% excess CAGR over the SMI, the widest gap of any exchange we tested. 8.09% CAGR, 80% win rate, 31% down capture. $10K grew to ~$70K vs ~$15K for the SMI. Quality multinationals convert earnings to cash with less noise than any other market.

EV/EBITDA sector-relative strategy on SIX Swiss Exchange vs SMI cumulative returns 2002-2025. Strategy returned 729.51% total.

Switzerland stocks

EV/EBITDA Sector-Relative Value on Swiss Stocks: 8.83% CAGR With 18% Down-Capture

We backtested sector-relative EV/EBITDA on 23 years of Swiss data (SIX). 8.83% CAGR vs 1.90% SMI (price return), 18.21% down capture, MaxDD -29.3%, Sharpe 0.421. Note: SMI excludes dividends — true excess vs total-return SMI is ~+3-4% annually. Still strong downside protection with a 15-stock...

P/E compression

Switzerland P/E Compression: +3.47% Annual Alpha vs SMI

P/E compression on Swiss stocks returns 5.36% CAGR vs 1.90% for the SMI. That's +3.47% annual alpha with 23.86% down-capture. Switzerland is one of the clearest positive cases in this series.