Share-o-matic - Portfolio

Tue, Jan 18th, 2022, 7:49UTC

Assessment - Pharmaceuticals in Dollar - 1/17/22 - RS = 21

		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	8/23/21	prc diff	⇓ Δ21	∅-RS
		SOM Pharmaceuticals	870.019	07:00	-0.20	871.777	-0.20	918.005	-46.228	-5.04	-2.06
	L	Pfizer	54.950	Fri	-1.06	54.950		49.930	5.020	10.05	31.30
		Valneva	18.984	Mon	1.65	18.984		14.410	4.574	31.74	21.68
		Aspen Pharmacare	14.384	Mon	-1.56	14.384		11.989	2.395	19.98	20.10
		Sun Pharma	11.489	Mon	-0.76	11.489		10.247	1.242	12.12	21.07
	L	GlaxoSmithKline	2,332.319	Mon	4.07	2,332.319		2,063.597	268.723	13.02	20.41
	L	AbbVie	135.870	Fri	1.76	135.870		119.360	16.510	13.83	19.60
		Shionogi	64.470	06:15	-1.23	65.273	-1.23	62.071	3.202	5.16	11.99
		Merck (EMD)	221.289	Mon	1.41	221.289		238.363	-17.074	-7.16	10.91
	L	Vertex	234.060	Fri	3.30	234.060		198.400	35.660	17.97	14.99
	L	BioMarin	90.220	Fri	2.34	90.220		75.470	14.750	19.54	12.01
		Regeneron	615.240	Fri	-0.14	615.240		667.290	-52.050	-7.80	11.03
		Eli Lilly	244.120	Fri	-2.22	244.120		267.820	-23.700	-8.85	9.35
		Roche	402.044	Mon	0.64	402.044		404.033	-1.989	-0.49	9.09
		Recordati	61.164	Mon	-0.67	61.164		67.066	-5.902	-8.80	4.88
		AstraZeneca	11,977.070	Mon	2.65	11,977.070		11,845.352	131.718	1.11	7.55
	L	Sanofi	105.251	Mon	1.74	105.251		106.640	-1.390	-1.30	4.79
		Astellas Pharma	16.824	06:15	-0.10	16.842	-0.10	17.191	-0.349	-2.03	1.86
	L	Gilead Sciences	71.770	Fri	-0.15	71.770		72.550	-0.780	-1.08	5.65
	L	Merck (MSD)	81.380	Fri	0.07	81.380		78.380	3.000	3.83	5.24
	L	Abbott Labs	128.160	Fri	-1.15	128.160		125.840	2.320	1.84	4.87
	L	Ono Pharmaceutical	24.207	06:15	-0.79	24.399	-0.79	23.895	0.504	2.11	0.70
		Alcon	78.712	Mon	1.04	78.712		81.421	-2.708	-3.33	4.41
		Dermapharm	85.103	Mon	2.83	85.103		91.267	-6.164	-6.75	0.41
	L	Bristol-Myers	64.930	Fri	0.51	64.930		68.940	-4.010	-5.82	3.31
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	8/23/21	prc diff	⇓ Δ21	∅-RS
	L	Novartis	90.237	Mon	0.16	90.237		94.285	-4.048	-4.29	2.82
		Ipsen	94.475	Mon	-0.27	94.475		98.096	-3.621	-3.69	-1.41
		Cipla	12.257	Mon	-1.23	12.257		12.123	0.133	1.10	0.91
		Orion	40.913	Mon	1.39	40.913		40.280	0.634	1.57	-3.43
		UCB	101.415	Mon	0.36	101.415		116.784	-15.368	-13.16	-3.65
	L	Genomma Lab	0.974	Mon	-3.09	0.974		0.946	0.028	2.93	-2.15
	L	Incyte	74.880	Fri	1.67	74.880		75.530	-0.650	-0.86	-2.57
		CSL	197.526	05:10	-1.57	200.687	-1.57	221.347	-20.660	-9.33	-6.40
		Daiichi Sankyo	23.059	06:15	-1.40	23.387	-1.40	23.170	0.217	0.94	-7.07
		Dr. Reddy's Labs	62.918	Mon	-0.36	62.918		60.928	1.990	3.27	-4.27
		Takeda	29.338	06:15	-0.53	29.495	-0.53	34.000	-4.505	-13.25	-9.00
		Bausch Health	27.152	Mon	0.06	27.152		28.278	-1.126	-3.98	-5.40
		Lupin	12.692	Mon	-0.97	12.692		12.491	0.201	1.61	-8.06
	S	Otsuka	36.049	06:15	-0.41	36.197	-0.41	43.503	-7.306	-16.79	-11.34
	S	Shanghai Fosun	7.727	07:00	-1.33	7.831	-1.33	10.557	-2.726	-25.82	-6.65
	S	Boiron	40.411	Mon	-1.12	40.411		50.599	-10.188	-20.14	-11.39
	S	IDEXX Labs	529.350	Fri	-0.91	529.350		671.110	-141.760	-21.12	-9.25
	S	Chugai Seiyaku	32.576	06:15	-0.11	32.610	-0.11	39.216	-6.606	-16.84	-15.52
		Hikma	2,825.605	Mon	0.63	2,825.605		3,520.366	-694.761	-19.74	-13.88
	S	Kyowa Hakko Kirin	25.507	06:15	-1.45	25.882	-1.45	33.243	-7.360	-22.14	-17.45
	S	Almirall	12.215	Mon	-0.28	12.215		17.043	-4.828	-28.33	-18.17
		Lundbeck	24.888	Mon	-0.09	24.888		28.585	-3.697	-12.93	-18.37
	L	Aurobindo Pharma	9.235	Mon	-1.35	9.235		9.216	0.019	0.20	-16.70
	S	WuXi AppTec	18.565	07:00	3.19	17.991	3.19	19.127	-1.135	-5.93	-18.77
	S	Eisai	52.995	06:15	-1.33	53.711	-1.33	82.728	-29.017	-35.08	-25.59
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	8/23/21	prc diff	⇓ Δ21	∅-RS
	S	Sumitomo Dainippon	11.990	06:15	-0.51	12.051	-0.51	17.392	-5.341	-30.71	-26.33
		Hanmi Science	39.548	06:30	-3.09	40.809	-3.09	61.600	-20.791	-33.75	-28.17
	S	Pharma Mar	63.927	Mon	0.36	63.927		87.987	-24.061	-27.35	-28.37
	L	Jiangsu Hengrui Med	7.283	07:00	-0.43	7.314	-0.43	7.278	0.036	0.50	-26.50
	S	Canopy Growth	8.403	Mon	-0.19	8.403		17.267	-8.864	-51.34	-52.95
		DBV Technologies	3.419	Mon	0.47	3.419		10.127	-6.708	-66.24	-61.32
Pharmaceuticals - 55 out of 55 instruments rated - 1/17/22 / 8/23/21 - 21 did rise, Market-Ratio(21) in USD = 38.18 %

Technical Chart

	Pharmaceuticals RS = 21 - B/S = 76/51

1/01/18	scale up chart	1/17/22

Transactions Pharmaceuticals in Dollar * A21 - 76/51 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		1/16/06	14		- cash -
long	1/16/06	6/12/06	147		Vertex	100	297	33.590	30.410		-3.180	-9	9,056	-22
short	6/12/06	10/16/06	126		Boiron	100	454	19.906	22.396	17.416	-2.490	-13	7,925	-32
long	10/16/06	6/18/07	245		Kangmei Pharma	100	87,902	0.090	0.285		0.195	216	25,080	456
short	6/18/07	7/27/09	770		Vertex	100	916	27.370	35.930	18.810	-8.560	-31	17,239	-16
long	7/27/09	5/10/10	287		Kangmei Pharma	100	31,322	0.550	0.840		0.290	53	26,322	71
short	5/10/10	10/18/10	161		Innate Pharma	100	11,197	2.351	2.195	2.518	0.167	7	28,194	17
long	10/18/10	3/14/11	147		Bausch Health	100	1,054	26.731	40.584		13.853	52	42,795	182
short	3/14/11	1/02/12	294		Genfit	100	7,026	6.090	2.208	16.797	10.707	176	118,020	252
long	1/02/12	6/04/12	154		Alexion	100	1,672	70.570	88.390		17.820	25	147,815	71
short	6/04/12	7/23/12	49		Genfit	100	71,943	2.055	2.155	1.954	-0.100	-5	140,599	-31
long	7/23/12	9/16/13	420		Regeneron	100	1,147	122.500	294.360		171.860	140	337,722	114
short	9/16/13	11/11/13	56		Otsuka	100	1,216,930	0.278	0.276	0.279	0.001	1	339,524	4
long	11/11/13	4/14/14	154		Genfit	100	28,785	11.795	33.718		21.923	186	970,587	1,106
short	4/14/14	5/12/14	28		Shionogi	100	5,665,344	0.171	0.182	0.161	-0.011	-6	909,854	-57
long	5/12/14	8/24/15	469		Genfit	100	31,901	28.520	35.213		6.693	23	1,123,361	18
short	8/24/15	7/25/16	336		Genomma Lab	100	1,540,737	0.729	1.161	0.297	-0.432	-59	457,291	-62
long	7/25/16	9/12/16	49		Genomma Lab	100	393,750	1.161	1.084		-0.077	-7	426,919	-40
short	9/12/16	3/13/17	182		Bausch Health	100	14,911	28.630	12.056	67.989	39.359	137	1,013,797	467
long	3/13/17	8/07/17	147		Incyte	100	6,712	151.030	132.000		-19.030	-13	886,067	-28
short	8/07/17	9/03/18	392		Lupin	100	576,067	1.538	1.314	1.800	0.262	17	1,037,152	16
long	9/03/18	11/19/18	77		CSL	100	6,269	165.427	133.027		-32.400	-20	834,034	-64
short	11/19/18	12/30/19	406		Aspen Pharmacare	100	78,246	10.659	8.515	13.342	2.683	25	1,043,983	22
long	12/30/19	3/09/20	70		Chugai Seiyaku	100	3,382,070	0.309	0.360		0.051	17	1,216,711	122
short	3/09/20	8/03/20	147		Canopy Growth	100	91,682	13.271	18.258	8.283	-4.988	-38	759,442	-69
long	8/03/20	10/05/20	63		Aurobindo Pharma	100	658,559	1.153	1.154		0.001	0	759,909	0
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/05/20	7/26/21	294		DBV Technologies	100	220,711	3.443	10.859	0.000	-3.443	-100	1	-100
long	7/26/21	10/11/21	77		IDEXX Labs	100	0	685.670	612.770		-72.900	-11	1	0
short	10/11/21	1/17/22	98		Canopy Growth	100	0	13.208	8.403	20.760	7.552	57	1	0
accum	1/16/06	1/17/22	5846	days out of 5860 invested (100%)							-100		1	-46

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Genfit	short	3/14/11	1/02/12	294	6.09	2.21	16.80	10.71	175.80
	short	6/04/12	7/23/12	49	2.05	2.15	1.95	-0.10	-4.88
	long	11/11/13	4/14/14	154	11.80	33.72		21.92	185.87
	long	5/12/14	8/24/15	469	28.52	35.21		6.69	23.47	825.92
Kangmei Pharma	long	10/16/06	6/18/07	245	0.09	0.29		0.20	216.46
	long	7/27/09	5/10/10	287	0.55	0.84		0.29	52.69	383.21
Bausch Health	long	10/18/10	3/14/11	147	26.73	40.58		13.85	51.82
	short	9/12/16	3/13/17	182	28.63	12.06	67.99	39.36	137.47	260.55
Regeneron	long	7/23/12	9/16/13	420	122.50	294.36		171.86	140.29	140.29
Alexion	long	1/02/12	6/04/12	154	70.57	88.39		17.82	25.25	25.25
Aspen Pharmacare	short	11/19/18	12/30/19	406	10.66	8.52	13.34	2.68	25.17	25.17
Lupin	short	8/07/17	9/03/18	392	1.54	1.31	1.80	0.26	17.05	17.05
Chugai Seiyaku	long	12/30/19	3/09/20	70	0.31	0.36		0.05	16.55	16.55
Innate Pharma	short	5/10/10	10/18/10	161	2.35	2.19	2.52	0.17	7.11	7.11
Otsuka	short	9/16/13	11/11/13	56	0.28	0.28	0.28	0.00	0.53	0.53
Aurobindo Pharma	long	8/03/20	10/05/20	63	1.15	1.15		0.00	0.06	0.06
Canopy Growth	short	3/09/20	8/03/20	147	13.27	18.26	8.28	-4.99	-37.58
	short	10/11/21	1/17/22	98	13.21	8.40	20.76	7.55	57.18	-1.89
Shionogi	short	4/14/14	5/12/14	28	0.17	0.18	0.16	-0.01	-6.26	-6.26
IDEXX Labs	long	7/26/21	10/11/21	77	685.67	612.77		-72.90	-10.63	-10.63
Boiron	short	6/12/06	10/16/06	126	19.91	22.40	17.42	-2.49	-12.51	-12.51
Incyte	long	3/13/17	8/07/17	147	151.03	132.00		-19.03	-12.60	-12.60
CSL	long	9/03/18	11/19/18	77	165.43	133.03		-32.40	-19.59	-19.59
Vertex	long	1/16/06	6/12/06	147	33.59	30.41		-3.18	-9.47
	short	6/18/07	7/27/09	770	27.37	35.93	18.81	-8.56	-31.28	-37.78
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Genomma Lab	short	8/24/15	7/25/16	336	0.73	1.16	0.30	-0.43	-59.29
	long	7/25/16	9/12/16	49	1.16	1.08		-0.08	-6.64	-62.00
DBV Technologies	short	10/05/20	7/26/21	294	3.44	10.86	0.00	-3.44	-100.00	-100.00

Annotations

12/21/15	DBV Technologies	recording started
10/07/15	Incyte	recording started
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