Share-o-matic - Portfolio

Fri, May 10th, 2024, 1:57UTC

Assessment - Pharmaceuticals - 5/06/24 - RS = 27

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	10/30/23	prc diff	⇓ Δ27	Curr	∅-RS
		SOM Pharmaceuticals	832.096	Thu	0.02	832.647	-0.07	778.962	53.685	6.89	USD	1.24
	L	Rovi	81.550	Thu	0.18	84.450	-3.43	50.100	34.350	68.56	EUR	56.76
	L	Hansoh Pharma	17.660	Thu	-1.89	18.300	-3.50	14.960	3.340	22.33	HKD	42.94
	L	UCB	118.750	Thu	-2.06	119.300	-0.46	69.300	50.000	72.15	EUR	41.18
		Eli Lilly	775.000	Wed	-0.36	766.680	1.09	565.710	200.970	35.53	USD	34.82
	L	Aspen Pharmacare	11.200	Thu	-0.88	11.600	-3.45	8.250	3.350	40.61	EUR	28.55
		Sun Pharma	1,494.650	Thu	-1.78	1,529.150	-2.26	1,115.200	413.950	37.12	INR	26.66
	L	Daiichi Sankyo	5,198.000	Thu	-1.72	5,502.000	-5.53	3,875.000	1,627.000	41.99	JPY	26.01
	L	Moderna	121.890	Wed	0.68	122.130	-0.20	74.070	48.060	64.88	USD	20.75
	L	Genomma Lab	17.260	Wed	0.23	17.040	1.29	13.480	3.560	26.41	MXN	20.16
		Cipla	1,358.800	Thu	-1.87	1,423.400	-4.54	1,193.450	229.950	19.27	INR	18.34
	L	GSK	1,780.500	Thu	0.39	1,733.500	2.71	1,452.400	281.100	19.35	GBP	16.92
		Otsuka	6,452.000	Thu	1.07	6,382.000	1.10	4,901.000	1,481.000	30.22	JPY	15.69
		Regeneron	955.760	Wed	-1.46	958.640	-0.30	777.670	180.970	23.27	USD	14.85
		Dr. Reddy's Labs	5,877.350	Thu	-2.96	6,293.450	-6.61	5,345.350	948.100	17.74	INR	13.21
		Merck (MSD)	129.590	Thu	0.03	127.570	1.58	102.680	24.890	24.24	USD	13.21
	L	AstraZeneca	12,332.000	Thu	0.55	12,050.000	2.34	10,218.000	1,832.000	17.93	GBP	12.49
		Divi's Laboratories	3,789.950	Thu	-3.50	3,963.000	-4.37	3,403.400	559.600	16.44	INR	9.10
		Shionogi	7,489.000	Thu	1.24	7,344.000	1.97	6,861.000	483.000	7.04	JPY	8.80
		Chugai	4,924.000	Thu	-0.04	5,094.000	-3.34	4,352.000	742.000	17.05	JPY	8.39
		Recordati	50.350	Thu	-1.66	50.350		43.230	7.120	16.47	EUR	8.22
		Vertex	418.820	Wed	2.09	402.500	4.05	357.450	45.050	12.60	USD	7.85
	L	CSPC Pharmaceutical	6.760	Thu	1.65	6.780	-0.29	6.700	0.080	1.19	HKD	6.88
		AbbVie	160.450	Wed	-1.29	162.730	-1.40	141.890	20.840	14.69	USD	6.86
	L	Jiangsu Hengrui Med	46.900	Thu	1.03	47.160	-0.55	44.200	2.960	6.70	CNY	6.37
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	10/30/23	prc diff	⇓ Δ27	Curr	∅-RS
	L	Ipsen	119.600	Thu	2.40	114.600	4.36	112.500	2.100	1.87	EUR	3.75
		Alcon	72.940	Wed	-0.52	72.500	0.61	63.160	9.340	14.79	CHF	3.73
		Kyowa Kirin	2,644.500	Thu	0.38	2,667.500	-0.86	2,297.500	370.000	16.10	JPY	2.54
		SK Biopharmaceutical	88,400.000	Thu	-1.23	86,600.000	2.08	75,900.000	10,700.000	14.10	KRW	1.60
		CSL	277.050	Thu	-1.02	275.500	0.56	230.650	44.850	19.45	AUD	0.76
	L	Haleon	328.000	Thu	-0.06	329.900	-0.58	326.700	3.200	0.98	GBP	0.75
		Novartis	90.540	Wed	0.85	88.100	2.77	84.630	3.470	4.10	CHF	-0.57
	S	Abbott Labs	104.940	Wed	-1.16	105.640	-0.66	93.000	12.640	13.59	USD	-0.59
		Bavarian Nordic	162.900	Wed	0.25	159.850	1.91	128.000	31.850	24.88	DKK	-0.94
		Merck (EMD)	155.700	Thu	1.01	151.950	2.47	137.850	14.100	10.23	EUR	-1.52
		Sanofi	93.180	Thu	0.11	91.020	2.37	84.140	6.880	8.18	EUR	-2.13
		Lundbeck B	34.580	Wed	1.11	33.540	3.10	36.580	-3.040	-8.31	DKK	-2.70
		Orion	36.400	Wed	0.80	35.970	1.20	37.360	-1.390	-3.72	EUR	-4.12
		IDEXX Labs	487.070	Wed	0.70	476.870	2.14	396.390	80.480	20.30	USD	-4.18
	L	Zhangzhou Pientze	239.100	Thu	-0.47	242.960	-1.59	251.000	-8.040	-3.20	CNY	-4.38
	S	Takeda	4,070.000	Thu	0.42	4,125.000	-1.33	3,988.000	137.000	3.44	JPY	-5.15
		Sinopharm	20.750	Thu		20.250	2.47	19.260	0.990	5.14	HKD	-5.82
		BioNTech	90.130	Wed	-0.83	93.350	-3.45	93.250	0.100	0.11	USD	-7.96
	L	Pfizer	28.270	Wed	1.80	28.160	0.39	30.550	-2.390	-7.82	USD	-10.19
	S	Ono Pharmaceutical	2,273.500	Thu	-0.87	2,305.500	-1.39	2,557.000	-251.500	-9.84	JPY	-11.85
	S	Roche	222.300	Wed	0.45	218.500	1.74	241.300	-22.800	-9.45	CHF	-12.58
	S	Gilead Sciences	64.920	Wed	-0.82	65.540	-0.95	77.770	-12.230	-15.73	USD	-14.04
		Eisai	6,689.000	Thu	1.20	6,545.000	2.20	7,768.000	-1,223.000	-15.74	JPY	-15.29
	S	Dermapharm	35.050	Thu	1.15	33.700	4.01	36.340	-2.640	-7.26	EUR	-16.13
		Boiron	34.050	Thu	0.59	34.500	-1.30	39.400	-4.900	-12.44	EUR	-16.26
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	10/30/23	prc diff	⇓ Δ27	Curr	∅-RS
		Astellas Pharma	1,541.000	Thu	-0.23	1,558.000	-1.09	1,893.500	-335.500	-17.72	JPY	-16.97
		Bristol-Myers	43.670	Wed	-0.84	43.900	-0.52	51.250	-7.350	-14.34	USD	-20.80
	L	Sumitomo Pharma	377.000	Thu	3.86	373.000	1.07	427.800	-54.800	-12.81	JPY	-23.20
		Valneva	3.256	Thu	0.06	3.418	-4.74	5.214	-1.796	-34.45	EUR	-30.14
	S	WuXi AppTec	45.370	Thu	1.48	45.780	-0.90	90.460	-44.680	-49.39	CNY	-30.55
		WuXi Biologics	14.580	Thu	3.26	14.860	-1.88	50.500	-35.640	-70.57	HKD	-47.45
	S	Euroapi	3.112	Thu	1.24	2.930	6.21	4.876	-1.946	-39.91	EUR	-50.57
Pharmaceuticals - 56 out of 56 instruments rated - 5/06/24 / 10/30/23 - 39 did rise, Market-Ratio(27) = 69.64 %

Technical Chart

	Pharmaceuticals RS = 27 - B/S = 39/39

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

Transactions Pharmaceuticals * S27 - 39 ex 11 (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	8/06/07	7		Cipla	100	534	INR	18.715	18.405	19.030	0.315	2	10,168	139
8/06/07		8/20/07	14		- cash -
	8/20/07	9/10/07	21		Cipla	100	599	INR	16.965	17.190	16.740	-0.225	-1	10,034	-21
9/10/07		10/29/07	49		- cash -
	10/29/07	12/03/07	35		Cipla	100	576	INR	17.405	19.715	15.095	-2.310	-13	8,703	-77
	12/03/07	12/10/07	7		IDEXX Labs	100	291	USD	29.875	29.900	29.850	-0.025	0	8,696	-4
12/10/07		12/17/07	7		- cash -
	12/17/07	12/24/07	7		IDEXX Labs	100	294	USD	29.505	29.740	29.270	-0.235	-1	8,627	-34
12/24/07		1/14/08	21		- cash -
	1/14/08	5/19/08	126		Bavarian Nordic	100	44	DKK	195.266	161.960	235.421	40.155	21	10,393	72
5/19/08		5/26/08	7		- cash -
	5/26/08	8/04/08	70		IDEXX Labs	100	413	USD	25.150	26.625	23.675	-1.475	-6	9,784	-27
8/04/08		10/13/08	70		- cash -
	10/13/08	4/20/09	189		Daiichi Sankyo	100	1,553	JPY	6.300	5.757	6.895	0.595	9	10,708	19
4/20/09		5/24/10	399		- cash -
	5/24/10	6/21/10	28		Rovi	100	2,484	EUR	4.310	4.510	4.110	-0.200	-5	10,211	-46
6/21/10		6/28/10	7		- cash -
	6/28/10	8/09/10	42		Rovi	100	2,229	EUR	4.580	4.500	4.661	0.081	2	10,392	17
8/09/10		8/16/10	7		- cash -
	8/16/10	10/11/10	56		Rovi	100	2,351	EUR	4.420	5.290	3.550	-0.870	-20	8,347	-76
10/11/10		8/08/11	301		- cash -
	8/08/11	9/26/11	49		Bavarian Nordic	100	165	DKK	50.500	40.100	63.597	13.097	26	10,508	457
9/26/11		10/03/11	7		- cash -
	10/03/11	10/10/11	7		Bavarian Nordic	100	260	DKK	40.400	39.800	41.009	0.609	2	10,666	118
10/10/11		10/17/11	7		- cash -
	10/17/11	10/24/11	7		Bavarian Nordic	100	273	DKK	39.000	39.000	39.000	0.000	0	10,666	0
10/24/11		11/07/11	14		- cash -
	11/07/11	12/19/11	42		Bavarian Nordic	100	291	DKK	36.600	40.000	33.200	-3.400	-9	9,677	-57
12/19/11		9/28/15	1379		- cash -
	9/28/15	10/26/15	28		Aspen Pharmacare	100	514	EUR	18.800	19.933	17.667	-1.133	-6	9,095	-56
10/26/15		1/11/16	77		- cash -
	1/11/16	4/04/16	84		Aspen Pharmacare	100	570	EUR	15.950	18.149	13.751	-2.199	-14	7,841	-48
4/04/16		5/09/16	35		- cash -
	5/09/16	5/30/16	21		Regeneron	100	20	USD	375.470	396.220	354.720	-20.750	-6	7,426	-63
5/30/16		6/13/16	14		- cash -
	6/13/16	6/20/16	7		Valneva	100	3,006	EUR	2.470	2.280	2.676	0.206	8	8,045	6,391
6/20/16		1/23/17	217		- cash -
	1/23/17	2/06/17	14		Divi's Laboratories	100	117	INR	68.705	75.530	61.880	-6.825	-10	7,246	-93
2/06/17		1/28/19	721		- cash -
	1/28/19	2/04/19	7		CSPC Pharmaceutical	100	1,104	HKD	6.563	6.979	6.146	-0.417	-6	6,786	-97
2/04/19		5/13/19	98		- cash -
	5/13/19	5/27/19	14		Aspen Pharmacare	100	1,076	EUR	6.305	5.966	6.663	0.358	6	7,172	322
5/27/19		2/14/22	994		- cash -
	2/14/22	3/28/22	42		WuXi Biologics	100	128	HKD	56.000	65.050	46.950	-9.050	-16	6,013	-78
3/28/22		5/09/22	42		- cash -
	5/09/22	5/23/22	14		Bavarian Nordic	100	51	DKK	115.750	222.300	9.200	-106.550	-92	579	-100
5/23/22		6/06/22	14		- cash -
	6/06/22	6/13/22	7		Moderna	100	4	USD	140.000	117.130	167.335	27.335	20	689	> 999,999
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/13/22		6/20/22	7		- cash -
	6/20/22	6/27/22	7		BioNTech	100	5	USD	123.250	143.710	102.790	-20.460	-17	586	-100
6/27/22		7/04/22	7		- cash -
	7/04/22	7/11/22	7		IDEXX Labs	100	1	USD	358.440	369.660	347.220	-11.220	-3	575	-81
7/11/22		8/29/22	49		- cash -
	8/29/22	9/12/22	14		Valneva	100	62	EUR	9.216	8.644	9.826	0.610	7	613	432
9/12/22		9/19/22	7		- cash -
	9/19/22	10/31/22	42		Valneva	100	93	EUR	6.532	6.846	6.218	-0.314	-5	584	-35
10/31/22		10/23/23	357		- cash -
	10/23/23	11/06/23	14		Euroapi	100	121	EUR	4.804	5.206	4.402	-0.402	-8	535	-90
11/06/23		11/13/23	7		- cash -
	11/13/23	12/04/23	21		Euroapi	100	101	EUR	5.282	5.426	5.138	-0.144	-3	521	-38
12/04/23		5/10/24	158		- cash -
accum	7/30/07	12/04/23	1036	days out of 6703 invested (15%)								-95		521	-65

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Moderna	short	6/06/22	6/13/22	7	140.00	117.13	167.34	27.34	19.53	19.53
Valneva		6/13/16	6/20/16	7	2.47	2.28	2.68	0.21	8.33
		8/29/22	9/12/22	14	9.22	8.64	9.83	0.61	6.62
		9/19/22	10/31/22	42	6.53	6.85	6.22	-0.31	-4.81	9.95
Daiichi Sankyo		10/13/08	4/20/09	189	6.30	5.76	6.89	0.59	9.44	9.44
Regeneron		5/09/16	5/30/16	21	375.47	396.22	354.72	-20.75	-5.53	-5.53
CSPC Pharmaceutical		1/28/19	2/04/19	7	6.56	6.98	6.15	-0.42	-6.35	-6.35
IDEXX Labs		12/03/07	12/10/07	7	29.88	29.90	29.85	-0.02	-0.08
		12/17/07	12/24/07	7	29.51	29.74	29.27	-0.23	-0.80
		5/26/08	8/04/08	70	25.15	26.63	23.68	-1.48	-5.86
		7/04/22	7/11/22	7	358.44	369.66	347.22	-11.22	-3.13	-9.61
Divi's Laboratories		1/23/17	2/06/17	14	68.71	75.53	61.88	-6.83	-9.93	-9.93
Euroapi		10/23/23	11/06/23	14	4.80	5.21	4.40	-0.40	-8.37
		11/13/23	12/04/23	21	5.28	5.43	5.14	-0.14	-2.73	-10.87
Cipla		7/30/07	8/06/07	7	18.72	18.41	19.03	0.32	1.68
		8/20/07	9/10/07	21	16.97	17.19	16.74	-0.23	-1.33
		10/29/07	12/03/07	35	17.41	19.72	15.10	-2.31	-13.27	-12.98
Aspen Pharmacare		9/28/15	10/26/15	28	18.80	19.93	17.67	-1.13	-6.03
		1/11/16	4/04/16	84	15.95	18.15	13.75	-2.20	-13.79
		5/13/19	5/27/19	14	6.31	5.97	6.66	0.36	5.68	-14.38
WuXi Biologics		2/14/22	3/28/22	42	56.00	65.05	46.95	-9.05	-16.16	-16.16
BioNTech		6/20/22	6/27/22	7	123.25	143.71	102.79	-20.46	-16.60	-16.60
Rovi		5/24/10	6/21/10	28	4.31	4.51	4.11	-0.20	-4.64
		6/28/10	8/09/10	42	4.58	4.50	4.66	0.08	1.78
		8/16/10	10/11/10	56	4.42	5.29	3.55	-0.87	-19.68	-22.05
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Bavarian Nordic		1/14/08	5/19/08	126	195.27	161.96	235.42	40.16	20.56
		8/08/11	9/26/11	49	50.50	40.10	63.60	13.10	25.94
		10/03/11	10/10/11	7	40.40	39.80	41.01	0.61	1.51
		10/17/11	10/24/11	7	39.00	39.00	39.00	0.00	0.00
		11/07/11	12/19/11	42	36.60	40.00	33.20	-3.40	-9.29
		5/09/22	5/23/22	14	115.75	222.30	9.20	-106.55	-92.05	-88.89

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