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 (2)

														⇐
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	50	736	JPY	6.787	5.667	8.128	1.341	20	10,987	19
					Cipla	50	267	INR	18.715	23.235	14.195	-4.520	-24	9,780	-23
100							-2							-2
long	8/11/08	10/13/08	63		Biotest	50	246	EUR	19.800	13.763		-6.037	-30	8,295	-88
					Alexion	50	206	USD	23.752	19.445		-4.307	-18	7,408	-69
100							-24							-80
short	10/13/08	8/24/09	315		Genfit	50	764	EUR	4.844	5.954	3.734	-1.110	-23	6,560	-26
					Innate Pharma	50	2,808	EUR	1.320	2.190	0.450	-0.870	-66	4,117	-71
100							-44							-49
long	8/24/09	7/19/10	329		Aspen Pharmacare	50	377	EUR	5.450	8.380		2.930	54	5,222	61
					Kangmei Pharma	50	515	CNY	3.998	5.277		1.279	32	5,880	36
100							43							49
short	7/19/10	11/08/10	112		Biotest	50	315	EUR	9.333	13.333	5.333	-4.000	-43	4,620	-84
					Ipsen	50	111	EUR	26.435	24.330	28.722	2.287	9	4,874	31
100							-17							-46
long	11/08/10	8/08/11	273		Virbac	50	20	EUR	119.940	106.450		-13.490	-11	4,605	-15
					Kangmei Pharma	50	272	CNY	9.088	7.500		-1.588	-17	4,172	-23
100							-14							-19
short	8/08/11	12/26/11	140		Genfit	50	825	EUR	2.526	1.585	4.026	1.500	59	5,410	237
					Ipsen	50	108	EUR	19.230	23.845	14.615	-4.615	-24	4,911	-51
100							18							53
long	12/26/11	9/21/15	1365		Alexion	50	34	USD	71.550	160.510		88.960	124	7,936	24
					Kyowa Kirin	50	267	JPY	9.250	17.780		8.530	92	10,213	19
100							108							22
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/21/15	7/18/16	301		Biotest	50	260	EUR	19.575	13.700	27.969	8.394	43	12,396	54
					Aspen Pharmacare	50	253	EUR	20.200	23.349	17.051	-3.149	-16	11,599	-19
100							14							17
long	7/18/16	10/24/16	98		Genomma Lab	50	291	MXN	19.890	20.350		0.460	2	11,733	9
					Sumitomo Pharma	50	301	JPY	19.250	19.000		-0.250	-1	11,658	-5
100							1							2
short	10/24/16	3/06/17	133		Bausch Health	50	207	CAD	28.080	21.940	35.938	7.858	28	13,285	97
					Genfit	50	308	EUR	18.930	21.520	16.340	-2.590	-14	12,487	-33
100							7							21
long	3/06/17	12/24/18	658		Incyte	50	46	USD	134.020	58.500		-75.520	-56	9,013	-37
					Ipsen	50	76	EUR	82.790	110.150		27.360	33	11,092	17
100							-11							-6
short	12/24/18	6/24/19	182		DBV Technologies	50	630	EUR	8.800	14.820	2.780	-6.020	-68	7,300	-90
					Aspen Pharmacare	50	723	EUR	7.670	6.318	9.311	1.641	21	8,486	48
100							-23							-42
long	6/24/19	8/05/19	42		IDEXX Labs	50	15	USD	275.010	260.070		-14.940	-5	8,262	-38
					Daiichi Sankyo	50	218	JPY	19.923	22.540		2.617	13	8,833	192
100							4							42
short	8/05/19	11/11/19	98		Eisai	50	80	JPY	54.750	74.710	34.790	-19.960	-36	7,236	-82
					Hanmi Science	50	107	KRW	41.600	41.200	42.004	0.404	1	7,279	4
100							-18							-51
long	11/11/19	3/16/20	126		Genomma Lab	50	173	MXN	20.940	17.030		-3.910	-19	6,603	-45
					Jiangsu Hengrui Med	50	41	CNY	88.880	82.050		-6.830	-8	6,323	-21
100							-13							-34
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/16/20	4/13/20	28		Canopy Growth	50	21	CAD	144.200	200.600	87.800	-56.400	-39	5,138	-100
					Ipsen	50	80	EUR	40.780	54.600	26.960	-13.820	-34	4,033	-100
100							-36							-100
long	4/13/20	1/24/22	651		Regeneron	50	3	USD	517.020	621.480		104.460	20	4,346	11
					Chugai	50	54	JPY	45.217	36.920		-8.297	-18	3,898	-11
100							-3							-2
short	1/24/22	12/12/22	322		Canopy Growth	50	20	CAD	93.500	40.200	217.469	123.969	133	6,377	160
					DBV Technologies	50	777	EUR	2.610	2.620	2.600	-0.010	0	6,370	0
100							63							74
long	12/12/22	1/02/23	21		Gilead Sciences	50	35	USD	88.540	85.850		-2.690	-3	6,275	-42
					Eisai	50	34	JPY	95.800	87.040		-8.760	-9	5,978	-81
100							-6							-67
short	1/02/23	3/27/23	84		Bausch Health	50	351	CAD	8.500	10.170	6.830	-1.670	-20	5,391	-61
					Canopy Growth	50	95	CAD	31.400	25.700	38.364	6.964	22	6,053	139
100							1							6
long	3/27/23	10/23/23	210		IDEXX Labs	50	6	USD	489.050	427.720		-61.330	-13	5,685	-21
					Daiichi Sankyo	50	66	JPY	46.940	42.150		-4.790	-10	5,369	-17
100							-11							-19
short	10/23/23	4/29/24	189		Moderna	50	34	USD	78.640	111.620	45.660	-32.980	-42	4,248	-65
					Euroapi	50	561	EUR	4.804	2.918	7.909	3.105	65	5,990	162
100							12							24
long	4/29/24	5/10/24	11		UCB	50	24	EUR	123.550	123.000		-0.550	0	5,976	-14
					Rovi	50	36	EUR	82.700	83.600		0.900	1	6,009	43
100							0							11
accum	7/30/07	5/10/24	6131	days out of 6705 invested (91%)								-40		6,009	-3

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Canopy Growth	short	3/16/20	4/13/20	28	144.20	200.60	87.80	-56.40	-39.11	50	-19.56
	short	1/24/22	12/12/22	322	93.50	40.20	217.47	123.97	132.59		66.29
	short	1/02/23	3/27/23	84	31.40	25.70	38.36	6.96	22.18		11.09	48.61
Alexion	long	8/11/08	10/13/08	63	23.75	19.45		-4.31	-18.13		-9.07
	long	12/26/11	9/21/15	1365	71.55	160.51		88.96	124.33		62.17	47.46
Kyowa Kirin	long	12/26/11	9/21/15	1365	9.25	17.78		8.53	92.22		46.11	46.11
Euroapi	short	10/23/23	4/29/24	189	4.80	2.92	7.91	3.11	64.63		32.32	32.32
Aspen Pharmacare	long	8/24/09	7/19/10	329	5.45	8.38		2.93	53.76		26.88
	short	9/21/15	7/18/16	301	20.20	23.35	17.05	-3.15	-15.59		-7.79
	short	12/24/18	6/24/19	182	7.67	6.32	9.31	1.64	21.40		10.70	29.51
Regeneron	long	4/13/20	1/24/22	651	517.02	621.48		104.46	20.20		10.10	10.10
Genfit	short	10/13/08	8/24/09	315	4.84	5.95	3.73	-1.11	-22.91		-11.46
	short	8/08/11	12/26/11	140	2.53	1.59	4.03	1.50	59.37		29.69
	short	10/24/16	3/06/17	133	18.93	21.52	16.34	-2.59	-13.68		-6.84	6.97
Kangmei Pharma	long	8/24/09	7/19/10	329	4.00	5.28		1.28	31.99		15.99
	long	11/08/10	8/08/11	273	9.09	7.50		-1.59	-17.48		-8.74	5.86
Bausch Health	short	10/24/16	3/06/17	133	28.08	21.94	35.94	7.86	27.99		13.99
	short	1/02/23	3/27/23	84	8.50	10.17	6.83	-1.67	-19.65		-9.82	2.79
Daiichi Sankyo	long	6/24/19	8/05/19	42	19.92	22.54		2.62	13.13		6.57
	long	3/27/23	10/23/23	210	46.94	42.15		-4.79	-10.20		-5.10	1.13
Rovi	long	4/29/24	5/10/24	11	82.70	83.60		0.90	1.09		0.54	0.54
Hanmi Science	short	8/05/19	11/11/19	98	41.60	41.20	42.00	0.40	0.97		0.49	0.49
Chugai	short	7/30/07	8/11/08	378	6.79	5.67	8.13	1.34	19.76		9.88
	long	4/13/20	1/24/22	651	45.22	36.92		-8.30	-18.35		-9.17	-0.20
UCB	long	4/29/24	5/10/24	11	123.55	123.00		-0.55	-0.45		-0.22	-0.22
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Sumitomo Pharma	long	7/18/16	10/24/16	98	19.25	19.00		-0.25	-1.30		-0.65	-0.65
Gilead Sciences	long	12/12/22	1/02/23	21	88.54	85.85		-2.69	-3.04		-1.52	-1.52
Jiangsu Hengrui Med	long	11/11/19	3/16/20	126	88.88	82.05		-6.83	-7.68		-3.84	-3.84
Virbac	long	11/08/10	8/08/11	273	119.94	106.45		-13.49	-11.25		-5.62	-5.62
Genomma Lab	long	7/18/16	10/24/16	98	19.89	20.35		0.46	2.31		1.16
	long	11/11/19	3/16/20	126	20.94	17.03		-3.91	-18.67		-9.34	-8.29
IDEXX Labs	long	6/24/19	8/05/19	42	275.01	260.07		-14.94	-5.43		-2.72
	long	3/27/23	10/23/23	210	489.05	427.72		-61.33	-12.54		-6.27	-8.82
Ipsen	short	7/19/10	11/08/10	112	26.44	24.33	28.72	2.29	8.65		4.33
	short	8/08/11	12/26/11	140	19.23	23.85	14.62	-4.62	-24.00		-12.00
	long	3/06/17	12/24/18	658	82.79	110.15		27.36	33.05		16.52
	short	3/16/20	4/13/20	28	40.78	54.60	26.96	-13.82	-33.89		-16.94	-11.15
Cipla	short	7/30/07	8/11/08	378	18.72	23.24	14.20	-4.52	-24.15		-12.08	-12.08
Biotest	long	8/11/08	10/13/08	63	19.80	13.76		-6.04	-30.49		-15.24
	short	7/19/10	11/08/10	112	9.33	13.33	5.33	-4.00	-42.86		-21.43
	short	9/21/15	7/18/16	301	19.58	13.70	27.97	8.39	42.88		21.44	-19.13
Moderna	short	10/23/23	4/29/24	189	78.64	111.62	45.66	-32.98	-41.94		-20.97	-20.97
Eisai	short	8/05/19	11/11/19	98	54.75	74.71	34.79	-19.96	-36.46		-18.23
	long	12/12/22	1/02/23	21	95.80	87.04		-8.76	-9.14		-4.57	-21.97
Incyte	long	3/06/17	12/24/18	658	134.02	58.50		-75.52	-56.35		-28.17	-28.17
Innate Pharma	short	10/13/08	8/24/09	315	1.32	2.19	0.45	-0.87	-65.91		-32.95	-32.95
DBV Technologies	short	12/24/18	6/24/19	182	8.80	14.82	2.78	-6.02	-68.41		-34.20
	short	1/24/22	12/12/22	322	2.61	2.62	2.60	-0.01	-0.38		-0.19	-34.33

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