Switzerland stocks

EV/EBITDA sector-relative strategy on SIX Swiss Exchange vs S&P 500 cumulative returns 2002-2025. Strategy returned 827.54% total vs 530.71% for SPY.

Switzerland stocks

EV/EBITDA Sector-Relative Value on Switzerland: 9.32% CAGR With 35%

We ran a sector-relative EV/EBITDA screen on 23 years of Swiss stock data from the SIX Exchange. The signal: buy when a stock's EV/EBITDA falls below 70% of its sector median, filtered for quality (ROE > 8%, D/E < 2.0, MCap > CHF 500M)

P/E compression

Switzerland P/E Compression: Low Volatility Can't Save Strategy

P/E compression on Swiss stocks underperforms SPY by 2.56% annually. The strategy returned 5.08% (CHF-denominated) vs 7.64% for SPY. Switzerland's reputation for stability and low volatility doesn't translate to profitable mean reversion. Compressed P/E ratios in defensive, mature Swiss companies often