Share-o-matic - Assessment Pharmaceuticals

Assessment - Pharmaceuticals - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
		SOM Pharmaceuticals	840.733	Fri	0.86	832.647	0.97	803.754	28.893	3.59	USD	1.24
	L	Rovi	83.600	Fri	2.51	84.450	-1.01	47.660	36.790	77.19	EUR	56.76
	L	Hansoh Pharma	18.100	Fri	2.49	18.300	-1.09	14.860	3.440	23.15	HKD	42.94
	L	UCB	123.000	Fri	3.58	119.300	3.10	69.280	50.020	72.20	EUR	41.18
		Eli Lilly	760.000	Fri	-1.50	766.680	-0.87	595.190	171.490	28.81	USD	34.82
	L	Aspen Pharmacare	11.300	Fri	0.89	11.600	-2.59	9.000	2.600	28.89	EUR	28.55
		Sun Pharma	1,506.550	Fri	0.80	1,529.150	-1.48	1,150.000	379.150	32.97	INR	26.66
	L	Daiichi Sankyo	5,385.000	Fri	3.60	5,502.000	-2.13	4,053.000	1,449.000	35.75	JPY	26.01
	L	Moderna	117.310	Fri	-4.39	122.130	-3.95	72.070	50.060	69.46	USD	20.75
	L	Genomma Lab	17.330	Fri	-0.91	17.040	1.70	14.490	2.550	17.60	MXN	20.16
		Cipla	1,339.550	Fri	-1.42	1,423.400	-5.89	1,204.100	219.300	18.21	INR	18.34
	L	GSK	1,799.500	Fri	1.07	1,733.500	3.81	1,405.000	328.500	23.38	GBP	16.92
		Otsuka	6,586.000	Fri	2.08	6,382.000	3.20	5,344.000	1,038.000	19.42	JPY	15.69
		Regeneron	973.800	Fri	0.60	958.640	1.58	832.410	126.230	15.16	USD	14.85
		Dr. Reddy's Labs	5,921.000	Fri	0.74	6,293.450	-5.92	5,338.100	955.350	17.90	INR	13.21
		Merck (MSD)	130.060	Fri	-0.13	127.570	1.95	104.340	23.230	22.26	USD	13.21
	L	AstraZeneca	12,370.000	Fri	0.31	12,050.000	2.66	10,276.000	1,774.000	17.26	GBP	12.49
		Divi's Laboratories	3,793.500	Fri	0.09	3,963.000	-4.28	3,506.700	456.300	13.01	INR	9.10
		Shionogi	7,489.000	Fri		7,344.000	1.97	7,122.000	222.000	3.12	JPY	8.80
		Chugai	4,946.000	Fri	0.45	5,094.000	-2.91	4,689.000	405.000	8.64	JPY	8.39
		Recordati	50.800	Fri	0.89	50.350	0.89	44.100	6.250	14.17	EUR	8.22
		Vertex	422.780	Fri	0.90	402.500	5.04	385.760	16.740	4.34	USD	7.85
	L	CSPC Pharmaceutical	6.860	Fri	1.48	6.780	1.18	7.130	-0.350	-4.91	HKD	6.88
		AbbVie	160.750	Fri	0.22	162.730	-1.22	141.200	21.530	15.25	USD	6.86
	L	Jiangsu Hengrui Med	46.480	Fri	-0.90	47.160	-1.44	48.330	-1.170	-2.42	CNY	6.37
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	Ipsen	119.900	Fri	0.25	114.600	4.62	110.900	3.700	3.34	EUR	3.75
		Alcon	73.600	Fri	0.90	72.500	1.52	66.680	5.820	8.73	CHF	3.73
		Kyowa Kirin	2,669.500	Fri	0.95	2,667.500	0.07	2,451.500	216.000	8.81	JPY	2.54
		SK Biopharmaceutical	89,800.000	Fri	1.58	86,600.000	3.70	83,200.000	3,400.000	4.09	KRW	1.60
		CSL	279.180	Fri	0.77	275.500	1.34	248.220	27.280	10.99	AUD	0.76
	L	Haleon	327.800	Fri	-0.06	329.900	-0.64	322.750	7.150	2.22	GBP	0.75
		Novartis	92.320	Fri	1.97	88.100	4.79	84.240	3.860	4.58	CHF	-0.57
	S	Abbott Labs	104.740	Fri	0.07	105.640	-0.85	95.000	10.640	11.20	USD	-0.59
		Bavarian Nordic	162.900	Wed	0.25	159.850	1.91	142.700	17.150	12.02	DKK	-0.94
		Merck (EMD)	155.500	Fri	-0.13	151.950	2.34	146.600	5.350	3.65	EUR	-1.52
		Sanofi	94.330	Fri	1.23	91.020	3.64	84.940	6.080	7.16	EUR	-2.13
		Lundbeck B	34.580	Wed	1.11	33.540	3.10	36.940	-3.400	-9.20	DKK	-2.70
		Orion	37.680	Fri	3.52	35.970	4.75	36.850	-0.880	-2.39	EUR	-4.12
		IDEXX Labs	509.820	Fri	1.80	476.870	6.91	423.020	53.850	12.73	USD	-4.18
	L	Zhangzhou Pientze	237.850	Fri	-0.52	242.960	-2.10	255.710	-12.750	-4.99	CNY	-4.38
	S	Takeda	4,129.000	Fri	1.45	4,125.000	0.10	4,131.000	-6.000	-0.15	JPY	-5.15
		Sinopharm	21.500	Fri	3.61	20.250	6.17	19.420	0.830	4.27	HKD	-5.82
		BioNTech	91.670	Fri	-0.42	93.350	-1.80	99.710	-6.360	-6.38	USD	-7.96
	L	Pfizer	28.010	Fri	-0.60	28.160	-0.53	31.180	-3.020	-9.69	USD	-10.19
	S	Ono Pharmaceutical	2,293.500	Fri	0.88	2,305.500	-0.52	2,601.000	-295.500	-11.36	JPY	-11.85
	S	Roche	225.100	Fri	1.26	218.500	3.02	237.150	-18.650	-7.86	CHF	-12.58
	S	Gilead Sciences	65.960	Fri	2.14	65.540	0.64	81.140	-15.600	-19.23	USD	-14.04
		Eisai	6,793.000	Fri	1.55	6,545.000	3.79	8,172.000	-1,627.000	-19.91	JPY	-15.29
	S	Dermapharm	35.000	Fri	-0.14	33.700	3.86	38.000	-4.300	-11.32	EUR	-16.13
		Boiron	34.300	Fri	0.73	34.500	-0.58	40.600	-6.100	-15.02	EUR	-16.26
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
		Astellas Pharma	1,527.500	Fri	-0.88	1,558.000	-1.96	1,784.500	-226.500	-12.69	JPY	-16.97
		Bristol-Myers	44.940	Fri	0.45	43.900	2.37	52.790	-8.890	-16.84	USD	-20.80
	L	Sumitomo Pharma	407.000	Fri	7.96	373.000	9.12	447.000	-74.000	-16.55	JPY	-23.20
		Valneva	3.364	Fri	3.32	3.418	-1.58	5.774	-2.356	-40.80	EUR	-30.14
	S	WuXi AppTec	44.850	Fri	-1.15	45.780	-2.03	90.880	-45.100	-49.63	CNY	-30.55
		WuXi Biologics	14.660	Fri	0.55	14.860	-1.35	50.100	-35.240	-70.34	HKD	-47.45
	S	Euroapi	3.106	Fri	-0.19	2.930	6.01	5.206	-2.276	-43.72	EUR	-50.57
Pharmaceuticals - 56 out of 56 instruments rated - 5/06/24 / 11/06/23 - 35 did rise, Market-Ratio(26) = 62.50 %

Technical Chart

	Pharmaceuticals RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions Pharmaceuticals * 26 - 60/40 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		7/30/07	574		- cash -
short	7/30/07	8/11/08	378		Chugai	100	1,473	JPY	6.787	5.667	8.128	1.341	20	11,976	19
long	8/11/08	10/13/08	63		Biotest	100	604	EUR	19.800	13.763		-6.037	-30	8,330	-88
short	10/13/08	8/24/09	315		Innate Pharma	100	6,310	EUR	1.320	2.190	0.450	-0.870	-66	2,840	-71
long	8/24/09	7/19/10	329		Kangmei Pharma	100	710	CNY	3.998	5.277		1.279	32	3,748	36
short	7/19/10	11/08/10	112		Biotest	100	401	EUR	9.333	13.333	5.333	-4.000	-43	2,144	-84
long	11/08/10	8/08/11	273		Kangmei Pharma	100	235	CNY	9.088	7.500		-1.588	-17	1,771	-23
short	8/08/11	12/26/11	140		Genfit	100	701	EUR	2.526	1.585	4.026	1.500	59	2,822	237
long	12/26/11	9/21/15	1365		Alexion	100	39	USD	71.550	160.510		88.960	124	6,292	24
short	9/21/15	7/18/16	301		Biotest	100	321	EUR	19.575	13.700	27.969	8.394	43	8,986	54
long	7/18/16	10/24/16	98		Genomma Lab	100	451	MXN	19.890	20.350		0.460	2	9,194	9
short	10/24/16	3/06/17	133		Bausch Health	100	327	CAD	28.080	21.940	35.938	7.858	28	11,763	97
long	3/06/17	12/24/18	658		Incyte	100	87	USD	134.020	58.500		-75.520	-56	5,193	-37
short	12/24/18	6/24/19	182		DBV Technologies	100	590	EUR	8.800	14.820	2.780	-6.020	-68	1,641	-90
long	6/24/19	8/05/19	42		Daiichi Sankyo	100	82	JPY	19.923	22.540		2.617	13	1,856	192
short	8/05/19	11/11/19	98		Hanmi Science	100	44	KRW	41.600	41.200	42.004	0.404	1	1,874	4
long	11/11/19	3/16/20	126		Genomma Lab	100	89	MXN	20.940	17.030		-3.910	-19	1,526	-45
short	3/16/20	4/13/20	28		Canopy Growth	100	10	CAD	144.200	200.600	87.800	-56.400	-39	962	-100
long	4/13/20	1/24/22	651		Chugai	100	21	JPY	45.217	36.920		-8.297	-18	787	-11
short	1/24/22	12/12/22	322		DBV Technologies	100	301	EUR	2.610	2.620	2.600	-0.010	0	784	0
long	12/12/22	1/02/23	21		Eisai	100	8	JPY	95.800	87.040		-8.760	-9	714	-81
short	1/02/23	3/27/23	84		Canopy Growth	100	22	CAD	31.400	25.700	38.364	6.964	22	867	139
long	3/27/23	10/23/23	210		Daiichi Sankyo	100	18	JPY	46.940	42.150		-4.790	-10	781	-17
short	10/23/23	4/29/24	189		Euroapi	100	162	EUR	4.804	2.918	7.909	3.105	65	1,284	162
long	4/29/24	5/10/24	11		Rovi	100	15	EUR	82.700	83.600		0.900	1	1,298	43
accum	7/30/07	5/10/24	6130	days out of 6704 invested (91%)								-87		1,298	-11

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Alexion	long	12/26/11	9/21/15	1365	71.55	160.51		88.96	124.33	124.33
Euroapi	short	10/23/23	4/29/24	189	4.80	2.92	7.91	3.11	64.63	64.63
Genfit	short	8/08/11	12/26/11	140	2.53	1.59	4.03	1.50	59.37	59.37
Bausch Health	short	10/24/16	3/06/17	133	28.08	21.94	35.94	7.86	27.99	27.99
Kangmei Pharma	long	8/24/09	7/19/10	329	4.00	5.28		1.28	31.99
	long	11/08/10	8/08/11	273	9.09	7.50		-1.59	-17.48	8.92
Daiichi Sankyo	long	6/24/19	8/05/19	42	19.92	22.54		2.62	13.13
	long	3/27/23	10/23/23	210	46.94	42.15		-4.79	-10.20	1.59
Rovi	long	4/29/24	5/10/24	11	82.70	83.60		0.90	1.09	1.09
Hanmi Science	short	8/05/19	11/11/19	98	41.60	41.20	42.00	0.40	0.97	0.97
Chugai	short	7/30/07	8/11/08	378	6.79	5.67	8.13	1.34	19.76
	long	4/13/20	1/24/22	651	45.22	36.92		-8.30	-18.35	-2.21
Eisai	long	12/12/22	1/02/23	21	95.80	87.04		-8.76	-9.14	-9.14
Genomma Lab	long	7/18/16	10/24/16	98	19.89	20.35		0.46	2.31
	long	11/11/19	3/16/20	126	20.94	17.03		-3.91	-18.67	-16.79
Canopy Growth	short	3/16/20	4/13/20	28	144.20	200.60	87.80	-56.40	-39.11
	short	1/02/23	3/27/23	84	31.40	25.70	38.36	6.96	22.18	-25.61
Biotest	long	8/11/08	10/13/08	63	19.80	13.76		-6.04	-30.49
	short	7/19/10	11/08/10	112	9.33	13.33	5.33	-4.00	-42.86
	short	9/21/15	7/18/16	301	19.58	13.70	27.97	8.39	42.88	-43.25
Incyte	long	3/06/17	12/24/18	658	134.02	58.50		-75.52	-56.35	-56.35
Innate Pharma	short	10/13/08	8/24/09	315	1.32	2.19	0.45	-0.87	-65.91	-65.91
DBV Technologies	short	12/24/18	6/24/19	182	8.80	14.82	2.78	-6.02	-68.41
	short	1/24/22	12/12/22	322	2.61	2.62	2.60	-0.01	-0.38	-68.53

Annotations

7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
6/27/22	Lundbeck	splits into one A and four B shares (1:(1+4))
7/06/15	Pharma	Best Long throws a signal for Kangmei. Due to the high volatility in China this should be handled with care.
3/14/15	Pharma	complete analysis


	is taking down something concerning