Share-o-matic - Assessment Pharmaceuticals

Assessment - Pharmaceuticals - 2/17/20 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	2/17/20	⇓ Δwk	9/23/19	prc diff	⇓ Δ21	Curr	∅-RS
	S	SOM Pharmaceuticals	814.014	20:01	0.99	753.104		669.256	83.848	12.53	USD	10.13
	S	WuXi AppTec	42.920	07:00	3.17	114.000		82.600	31.400	38.01	CNY	54.33
	S	Bavarian Nordic	148.850	14:59	3.26	241.000		195.100	45.900	23.53	DKK	48.29
		Chugai	4,852.000	06:15	-0.16	3,955.000		2,720.000	1,235.000	45.40	JPY	47.42
		CSL	273.300	06:10	-1.85	332.550		236.690	95.860	40.50	AUD	44.26
	S	WuXi Biologics	13.480	08:08	5.81	38.900		26.633	12.267	46.06	HKD	41.87
		Kyowa Kirin	2,630.000	06:15	0.23	2,815.000		2,144.000	671.000	31.30	JPY	32.82
	S	Eisai	6,240.000	06:15	-0.30	8,858.000		5,426.000	3,432.000	63.25	JPY	32.09
	L	Bristol-Myers	44.851	19:59	0.34	66.380		50.520	15.860	31.39	USD	29.66
		Vertex	397.480	20:00	-0.06	243.820		175.880	67.940	38.63	USD	29.51
	L	Genomma Lab	15.800	Thu	8.29	21.610		18.500	3.110	16.81	MXN	28.43
		Divi's Laboratories	4,016.350	09:59	4.49	2,154.850		1,611.700	543.150	33.70	INR	27.38
		CSPC Pharmaceutical	6.600	08:08	1.23	10.083		7.802	2.281	29.24	HKD	27.29
		Daiichi Sankyo	5,010.000	06:15	5.12	2,534.330		2,384.000	150.330	6.31	JPY	26.14
		Jiangsu Hengrui Med	45.610	07:00	2.96	92.380		81.100	11.280	13.91	CNY	25.79
	L	UCB	124.550	15:35	0.65	89.580		65.220	24.360	37.35	EUR	24.72
		Rovi	85.000	15:35	0.35	26.100		20.800	5.300	25.48	EUR	24.43
		Merck (EMD)	151.750	15:35	1.10	122.700		104.350	18.350	17.59	EUR	23.60
	S	Roche	221.000	15:31	1.01	343.300		282.900	60.400	21.35	CHF	21.17
	S	Dermapharm	31.300	15:35	0.81	39.625		33.565	6.060	18.05	EUR	21.01
	S	Ono Pharmaceutical	2,300.000	06:15	1.34	2,567.000		1,991.500	575.500	28.90	JPY	20.79
		AbbVie	159.620	19:59	-4.58	94.050		72.930	21.120	28.96	USD	20.59
		Dr. Reddy's Labs	6,252.100	10:00	0.54	3,295.550		2,767.250	528.300	19.09	INR	20.45
		Regeneron	883.200	20:00	-0.84	399.550		294.700	104.850	35.58	USD	19.92
		Eli Lilly	733.510	20:00	1.19	141.120		114.180	26.940	23.59	USD	19.32
		⇓instrument	freshest		⇓ Δday	2/17/20	⇓ Δwk	9/23/19	prc diff	⇓ Δ21	Curr	∅-RS
	L	Zhangzhou Pientze	225.690	07:00	2.48	128.160		103.230	24.930	24.15	CNY	18.71
	S	Astellas Pharma	1,506.000	06:15	3.51	1,895.000		1,530.000	365.000	23.86	JPY	15.99
		Sanofi	91.230	15:37	-0.43	92.310		83.690	8.620	10.30	EUR	15.80
	S	Orion	35.850	15:29	1.30	39.140		33.110	6.030	18.21	EUR	14.44
	S	IDEXX Labs	499.300	20:00	2.06	288.780		275.790	12.990	4.71	USD	13.20
		Valneva	3.444	15:35	-0.06	3.385		3.000	0.385	12.83	EUR	12.06
	S	Novartis	89.500	15:31	-0.56	95.560		85.650	9.910	11.57	CHF	11.13
		Recordati	49.100	15:35	0.61	41.100		39.800	1.300	3.27	EUR	10.70
	L	AstraZeneca	11,988.000	15:36	-0.32	7,377.000		7,170.000	207.000	2.89	GBP	9.45
		Abbott Labs	107.510	19:59	0.61	89.660		83.160	6.500	7.82	USD	9.11
	L	Aspen Pharmacare	10.400	06:03	0.97	6.850		5.630	1.220	21.67	EUR	8.88
		Otsuka	6,370.000	06:15	1.56	4,602.000		4,732.000	-130.000	-2.75	JPY	7.22
	L	Moderna	107.970	20:00	1.69	18.910		17.830	1.080	6.06	USD	5.32
	S	Takeda	4,089.000	06:15	-0.02	4,242.000		3,798.000	444.000	11.69	JPY	4.52
	S	Gilead Sciences	65.420	20:00	0.23	67.560		65.730	1.830	2.78	USD	3.14
	S	Lundbeck B	32.920	14:59	1.11	52.400		48.060	4.340	9.03	DKK	0.86
		Shionogi	7,306.000	06:15	2.21	6,371.000		5,821.000	550.000	9.45	JPY	0.74
		GSK	1,653.000	15:35	0.76	1,673.830		1,698.200	-24.370	-1.44	GBP	0.67
		Merck (MSD)	131.200	20:00	0.37	82.650		84.360	-1.710	-2.03	USD	-1.10
		Sun Pharma	1,506.550	10:00	-0.89	408.400		409.450	-1.050	-0.26	INR	-3.97
	L	Sinopharm	21.550	08:08	-0.92	26.500		27.200	-0.700	-2.57	HKD	-7.13
	L	Pfizer	25.400	20:01	0.55	36.510		36.240	0.270	0.75	USD	-7.53
	S	Boiron	33.750	15:35	-1.60	33.500		33.000	0.500	1.52	EUR	-13.10
		Cipla	1,409.150	09:59	0.21	431.900		448.900	-17.000	-3.79	INR	-13.35
	L	Sumitomo Pharma	410.000	06:15	2.50	1,778.000		1,871.000	-93.000	-4.97	JPY	-15.19
		⇓instrument	freshest		⇓ Δday	2/17/20	⇓ Δwk	9/23/19	prc diff	⇓ Δ21	Curr	∅-RS
	L	Ipsen	113.000	15:38	0.62	67.800		89.400	-21.600	-24.16	EUR	-30.46
		Alcon	72.000	15:31	0.61	61.820		59.540	2.280	3.83	CHF	-na-
	S	BioNTech	87.210	20:00	0.58	31.540					USD	-na-
	S	Euroapi	2.760	15:35	6.32						EUR	-na-
		Haleon	334.400	15:40	0.87						GBP	-na-
	L	Hansoh Pharma	17.220	08:08	2.50	27.150		23.900	3.250	13.60	HKD	-na-
	S	SK Biopharmaceutical	83,500.000	06:30	0.24						KRW	-na-
Pharmaceuticals - 52 out of 56 instruments rated - 2/17/20 / 9/23/19 - 44 did rise, Market-Ratio(21) = 84.62 %

Technical Chart

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

1/06/20	scale up chart	4/22/24

Transactions Pharmaceuticals * A21 - 76/51 (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		1/16/06	14		- cash -
long	1/16/06	6/12/06	147		Vertex	100	297	USD	33.590	30.410		-3.180	-9	9,056	-22
short	6/12/06	10/16/06	126		Boiron	100	574	EUR	15.750	17.900	13.600	-2.150	-14	7,821	-35
long	10/16/06	6/18/07	245		Kangmei Pharma	100	10,979	CNY	0.712	2.176		1.463	205	23,885	428
short	6/18/07	7/27/09	770		Vertex	100	872	USD	27.370	35.930	18.810	-8.560	-31	16,420	-16
long	7/27/09	5/10/10	287		Kangmei Pharma	100	4,366	CNY	3.760	5.736		1.976	53	25,046	71
short	5/10/10	10/18/10	161		Innate Pharma	100	13,612	EUR	1.840	1.570	2.156	0.316	17	29,353	43
long	10/18/10	3/14/11	147		Bausch Health	100	1,086	CAD	27.010	39.490		12.480	46	42,907	157
short	3/14/11	1/02/12	294		Genfit	100	9,800	EUR	4.378	1.704	11.248	6.870	157	110,234	223
long	1/02/12	6/04/12	154		Alexion	100	1,562	USD	70.570	88.390		17.820	25	138,069	71
short	6/04/12	7/23/12	49		Genfit	100	83,476	EUR	1.654	1.773	1.535	-0.119	-7	128,136	-43
long	7/23/12	9/16/13	420		Regeneron	100	1,046	USD	122.500	294.360		171.860	140	307,901	114
short	9/16/13	11/11/13	56		Otsuka	100	11,192	JPY	27.510	27.380	27.641	0.131	0	309,363	3
long	11/11/13	4/14/14	154		Genfit	100	35,166	EUR	8.797	24.400		15.603	177	858,058	1,022
short	4/14/14	5/12/14	28		Shionogi	100	49,172	JPY	17.450	18.600	16.300	-1.150	-7	801,510	-59
long	5/12/14	8/24/15	469		Genfit	100	38,664	EUR	20.730	30.330		9.600	46	1,172,685	34
short	8/24/15	7/25/16	336		Genomma Lab	100	93,515	MXN	12.540	21.780	3.300	-9.240	-74	308,606	-77
long	7/25/16	9/12/16	49		Genomma Lab	100	14,169	MXN	21.780	20.390		-1.390	-6	288,911	-39
short	9/12/16	3/13/17	182		Bausch Health	100	7,737	CAD	37.340	16.210	86.013	48.673	130	665,496	433
long	3/13/17	8/07/17	147		Incyte	100	4,406	USD	151.030	132.000		-19.030	-13	581,650	-28
short	8/07/17	9/03/18	392		Lupin	100	5,922	INR	98.210	93.610	103.036	4.826	5	610,230	5
long	9/03/18	11/19/18	77		CSL	100	2,659	AUD	229.430	182.300		-47.130	-21	484,911	-66
short	11/19/18	12/30/19	406		Aspen Pharmacare	100	52,140	EUR	9.300	7.600	11.380	2.080	22	593,378	20
long	12/30/19	3/09/20	70		Chugai	100	17,660	JPY	33.600	36.733		3.133	9	648,707	59
short	3/09/20	8/03/20	147		Canopy Growth	100	3,593	CAD	180.500	244.600	116.400	-64.100	-36	418,395	-66
long	8/03/20	10/05/20	63		Aurobindo Pharma	100	4,826	INR	86.680	84.325		-2.355	-3	407,030	-15
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/05/20	7/26/21	294		DBV Technologies	100	139,393	EUR	2.920	9.190	0.000	-2.920	-100	3	-100
long	7/26/21	10/11/21	77		IDEXX Labs	100	0	USD	685.670	612.770		-72.900	-11	3	0
short	10/11/21	4/22/24	924		Canopy Growth	100	0	CAD	164.600	10.790	2,510.951	2,346.351	1,425	3	0
accum	1/16/06	4/22/24	6675	days out of 6689 invested (100%)								-100		3	-36

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Canopy Growth	short	3/09/20	8/03/20	147	180.50	244.60	116.40	-64.10	-35.51
	short	10/11/21	4/22/24	924	164.60	10.79	2,510.95	2,346.35	1,425.49	883.75
Genfit	short	3/14/11	1/02/12	294	4.38	1.70	11.25	6.87	156.93
	short	6/04/12	7/23/12	49	1.65	1.77	1.54	-0.12	-7.19
	long	11/11/13	4/14/14	154	8.80	24.40		15.60	177.37
	long	5/12/14	8/24/15	469	20.73	30.33		9.60	46.31	867.63
Kangmei Pharma	long	10/16/06	6/18/07	245	0.71	2.18		1.46	205.38
	long	7/27/09	5/10/10	287	3.76	5.74		1.98	52.54	365.82
Bausch Health	long	10/18/10	3/14/11	147	27.01	39.49		12.48	46.21
	short	9/12/16	3/13/17	182	37.34	16.21	86.01	48.67	130.35	236.79
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	9.30	7.60	11.38	2.08	22.37	22.37
Innate Pharma	short	5/10/10	10/18/10	161	1.84	1.57	2.16	0.32	17.20	17.20
Chugai	long	12/30/19	3/09/20	70	33.60	36.73		3.13	9.32	9.32
Lupin	short	8/07/17	9/03/18	392	98.21	93.61	103.04	4.83	4.91	4.91
Otsuka	short	9/16/13	11/11/13	56	27.51	27.38	27.64	0.13	0.47	0.47
Aurobindo Pharma	long	8/03/20	10/05/20	63	86.68	84.33		-2.36	-2.72	-2.72
Shionogi	short	4/14/14	5/12/14	28	17.45	18.60	16.30	-1.15	-6.59	-6.59
IDEXX Labs	long	7/26/21	10/11/21	77	685.67	612.77		-72.90	-10.63	-10.63
Incyte	long	3/13/17	8/07/17	147	151.03	132.00		-19.03	-12.60	-12.60
Boiron	short	6/12/06	10/16/06	126	15.75	17.90	13.60	-2.15	-13.65	-13.65
CSL	long	9/03/18	11/19/18	77	229.43	182.30		-47.13	-20.54	-20.54
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	12.54	21.78	3.30	-9.24	-73.68
	long	7/25/16	9/12/16	49	21.78	20.39		-1.39	-6.38	-75.36
DBV Technologies	short	10/05/20	7/26/21	294	2.92	9.19	0.00	-2.92	-100.00	-100.00

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