Share-o-matic - Assessment Pharmaceuticals

Assessment - Pharmaceuticals - 25/09/23 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	25/09/23	⇓ Δwk	1/05/23	prc diff	⇓ Δ21	Curr	∅-RS
	L	SOM Pharmaceuticals	876.294	12/08	-0.05	831.222		831.241	-0.019	-0.00	USD	0.76
		Eli Lilly	884.380	12/08	-0.82	552.290		405.810	146.480	36.10	USD	42.26
	L	Lundbeck B	41.700	12/08	-0.71	38.880		35.700	3.180	8.91	DKK	27.76
		Rovi	76.200	12/08	-0.59	51.900		40.180	11.720	29.17	EUR	25.62
	L	Boiron	30.800	12/08	0.82	53.500		39.900	13.600	34.09	EUR	21.17
	S	SK Biopharmaceutical	98,800.000	12/08	7.04	85,400.000		69,000.000	16,400.000	23.77	KRW	20.24
		Chugai	6,122.000	9/08	2.60	4,299.000		3,542.000	757.000	21.37	JPY	17.43
		Dr. Reddy's Labs	6,886.550	12/08	-1.81	5,438.750		4,929.850	508.900	10.32	INR	15.82
		Otsuka	7,694.000	9/08	1.22	5,374.000		4,663.000	711.000	15.25	JPY	15.37
	L	Ipsen	103.900	12/08	0.78	122.400		110.000	12.400	11.27	EUR	14.24
		Cipla	1,586.250	12/08	0.73	1,179.350		908.050	271.300	29.88	INR	13.67
		Takeda	4,069.000	9/08	0.52	4,768.000		4,546.000	222.000	4.88	JPY	12.40
	L	Divi's Laboratories	4,891.000	12/08	1.26	3,728.500		3,267.900	460.600	14.09	INR	11.64
		Sanofi	95.670	12/08	-0.60	102.640		100.000	2.640	2.64	EUR	11.25
		Sun Pharma	1,733.850	12/08	-0.08	1,124.050		987.650	136.400	13.81	INR	10.71
		Regeneron	1,121.090	12/08	-0.90	834.640		806.720	27.920	3.46	USD	10.10
	L	Vertex	464.510	12/08	-0.84	350.670		345.000	5.670	1.64	USD	9.79
	L	Novartis	96.740	12/08	0.16	92.500		91.130	1.370	1.50	CHF	9.14
		GSK	1,572.000	12/08	0.42	1,535.800		1,441.000	94.800	6.58	GBP	9.00
		Recordati	49.460	12/08	0.24	44.790		41.730	3.060	7.33	EUR	8.78
	L	Alcon	79.560	12/08	-1.12	71.100		64.820	6.280	9.69	CHF	6.78
		WuXi AppTec	41.380	12/08	-0.29	81.500		67.530	13.970	20.69	CNY	6.37
	S	Shionogi	6,275.000	9/08	0.56	6,726.000		6,100.000	626.000	10.26	JPY	6.14
	L	Sinopharm	20.200	12/08	1.10	22.250		27.850	-5.600	-20.11	HKD	6.10
	S	Jiangsu Hengrui Med	43.630	12/08	2.85	44.850		48.650	-3.800	-7.81	CNY	5.91
		⇓instrument	freshest		⇓ Δday	25/09/23	⇓ Δwk	1/05/23	prc diff	⇓ Δ21	Curr	∅-RS
	L	Astellas Pharma	1,630.500	9/08	-2.98	2,156.500		2,093.000	63.500	3.03	JPY	5.23
		Haleon	373.200	12/08	-1.01	331.000		351.000	-20.000	-5.70	GBP	4.96
		AbbVie	190.180	12/08	0.13	154.650		153.710	0.940	0.61	USD	3.43
	L	Eisai	5,570.000	9/08	1.07	8,645.000		7,926.000	719.000	9.07	JPY	2.89
		Aspen Pharmacare	11.700	12/08	0.86	8.500		8.750	-0.250	-2.86	EUR	2.62
	L	AstraZeneca	12,780.000	12/08	0.63	11,194.000		11,746.000	-552.000	-4.70	GBP	1.77
	L	UCB	153.850	12/08	-2.38	79.700		84.420	-4.720	-5.59	EUR	0.71
		Merck (MSD)	113.480	12/08	-0.93	105.840		116.340	-10.500	-9.03	USD	-1.41
		Zhangzhou Pientze	208.000	12/08	-0.60	276.400		271.930	4.470	1.64	CNY	-1.80
	S	Ono Pharmaceutical	2,124.000	9/08	-1.62	2,846.500		2,753.000	93.500	3.40	JPY	-1.82
		IDEXX Labs	479.930	12/08	-0.60	437.240		489.600	-52.360	-10.69	USD	-3.06
		Valneva	3.074	12/08	-1.28	5.790		4.394	1.396	31.77	EUR	-4.52
	L	Daiichi Sankyo	5,458.000	9/08	-1.16	4,185.000		4,605.000	-420.000	-9.12	JPY	-4.77
	L	Genomma Lab	18.770	12/08		14.290		14.940	-0.650	-4.35	MXN	-5.08
	S	Gilead Sciences	72.990	12/08	-0.91	74.830		81.420	-6.590	-8.09	USD	-5.29
	L	Merck (EMD)	166.750	12/08	0.36	158.050		162.550	-4.500	-2.77	EUR	-6.42
		Euroapi	3.958	12/08	-3.04	11.910		10.895	1.015	9.32	EUR	-6.50
		Kyowa Kirin	2,966.500	9/08	0.17	2,700.000		3,040.000	-340.000	-11.18	JPY	-7.06
	L	Dermapharm	35.150	12/08	0.29	38.380		45.460	-7.080	-15.57	EUR	-7.40
		Abbott Labs	107.800	12/08	-0.84	97.470		111.110	-13.640	-12.28	USD	-7.43
		WuXi Biologics	11.780	12/08	3.70	43.700		46.450	-2.750	-5.92	HKD	-8.93
	L	CSL	308.930	12/08	0.13	253.000		302.430	-49.430	-16.34	AUD	-11.66
	L	Roche	277.800	12/08	0.25	249.550		280.350	-30.800	-10.99	CHF	-12.11
	L	Orion	43.810	12/08	-0.68	36.800		42.620	-5.820	-13.66	EUR	-13.42
	S	Bristol-Myers	47.060	12/08	0.73	59.160		68.400	-9.240	-13.51	USD	-13.80
		⇓instrument	freshest		⇓ Δday	25/09/23	⇓ Δwk	1/05/23	prc diff	⇓ Δ21	Curr	∅-RS
		BioNTech	80.620	12/08	-0.22	103.120		111.990	-8.870	-7.92	USD	-18.45
		Bavarian Nordic	193.150	12/08	0.60	158.000		185.950	-27.950	-15.03	DKK	-19.88
	L	Pfizer	28.450	12/08	-0.35	32.980		39.210	-6.230	-15.89	USD	-20.10
	L	Hansoh Pharma	18.500	12/08	-2.22	10.040		14.280	-4.240	-29.69	HKD	-24.26
	L	CSPC Pharmaceutical	5.930	12/08	1.02	5.710		7.980	-2.270	-28.45	HKD	-24.57
	L	Moderna	81.290	12/08	-4.29	98.170		133.400	-35.230	-26.41	USD	-29.42
	L	Sumitomo Pharma	484.000	9/08	1.04	530.200		822.000	-291.800	-35.50	JPY	-31.23
Pharmaceuticals - 56 out of 56 instruments rated - 25/09/23 / 1/05/23 - 29 did rise, Market-Ratio(21) = 51.79 %

Technical Chart

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

6/01/20	scale up chart	1/07/24

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
2/01/06		16/01/06	14		- cash -
long	16/01/06	12/06/06	147		Vertex	100	297	USD	33.590	30.410		-3.180	-9	9,056	-22
short	12/06/06	16/10/06	126		Boiron	100	574	EUR	15.750	17.900	13.600	-2.150	-14	7,821	-35
long	16/10/06	18/06/07	245		Kangmei Pharma	100	10,979	CNY	0.712	2.176		1.463	205	23,885	428
short	18/06/07	27/07/09	770		Vertex	100	872	USD	27.370	35.930	18.810	-8.560	-31	16,420	-16
long	27/07/09	10/05/10	287		Kangmei Pharma	100	4,366	CNY	3.760	5.736		1.976	53	25,046	71
short	10/05/10	18/10/10	161		Innate Pharma	100	13,612	EUR	1.840	1.570	2.156	0.316	17	29,353	43
long	18/10/10	14/03/11	147		Bausch Health	100	1,086	CAD	27.010	39.490		12.480	46	42,907	157
short	14/03/11	2/01/12	294		Genfit	100	9,800	EUR	4.378	1.704	11.248	6.870	157	110,234	223
long	2/01/12	4/06/12	154		Alexion	100	1,562	USD	70.570	88.390		17.820	25	138,069	71
short	4/06/12	23/07/12	49		Genfit	100	83,476	EUR	1.654	1.773	1.535	-0.119	-7	128,136	-43
long	23/07/12	16/09/13	420		Regeneron	100	1,046	USD	122.500	294.360		171.860	140	307,901	114
short	16/09/13	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	14/04/14	154		Genfit	100	35,166	EUR	8.797	24.400		15.603	177	858,058	1,022
short	14/04/14	12/05/14	28		Shionogi	100	49,172	JPY	17.450	18.600	16.300	-1.150	-7	801,510	-59
long	12/05/14	24/08/15	469		Genfit	100	38,664	EUR	20.730	30.330		9.600	46	1,172,685	34
short	24/08/15	25/07/16	336		Genomma Lab	100	93,515	MXN	12.540	21.780	3.300	-9.240	-74	308,606	-77
long	25/07/16	12/09/16	49		Genomma Lab	100	14,169	MXN	21.780	20.390		-1.390	-6	288,911	-39
short	12/09/16	13/03/17	182		Bausch Health	100	7,737	CAD	37.340	16.210	86.013	48.673	130	665,496	433
long	13/03/17	7/08/17	147		Incyte	100	4,406	USD	151.030	132.000		-19.030	-13	581,650	-28
short	7/08/17	3/09/18	392		Lupin	100	5,922	INR	98.210	93.610	103.036	4.826	5	610,230	5
long	3/09/18	19/11/18	77		CSL	100	2,659	AUD	229.430	182.300		-47.130	-21	484,911	-66
short	19/11/18	30/12/19	406		Aspen Pharmacare	100	52,140	EUR	9.300	7.600	11.380	2.080	22	593,378	20
long	30/12/19	9/03/20	70		Chugai	100	17,660	JPY	33.600	36.733		3.133	9	648,707	59
short	9/03/20	3/08/20	147		Canopy Growth	100	3,593	CAD	180.500	244.600	116.400	-64.100	-36	418,395	-66
long	3/08/20	5/10/20	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	5/10/20	26/07/21	294		DBV Technologies	100	139,393	EUR	2.920	9.190	0.000	-2.920	-100	3	-100
long	26/07/21	11/10/21	77		IDEXX Labs	100	0	USD	685.670	612.770		-72.900	-11	3	0
short	11/10/21	12/08/24	1036		Canopy Growth	100	0	CAD	164.600	8.710	3,110.581	2,945.981	1,790	3	0
accum	16/01/06	12/08/24	6895	days out of 6909 invested (100%)								-100		3	-35

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Canopy Growth	short	9/03/20	3/08/20	147	180.50	244.60	116.40	-64.10	-35.51
	short	11/10/21	12/08/24	1036	164.60	8.71	3,110.58	2,945.98	1,789.78	1,118.67
Genfit	short	14/03/11	2/01/12	294	4.38	1.70	11.25	6.87	156.93
	short	4/06/12	23/07/12	49	1.65	1.77	1.54	-0.12	-7.19
	long	11/11/13	14/04/14	154	8.80	24.40		15.60	177.37
	long	12/05/14	24/08/15	469	20.73	30.33		9.60	46.31	867.63
Kangmei Pharma	long	16/10/06	18/06/07	245	0.71	2.18		1.46	205.38
	long	27/07/09	10/05/10	287	3.76	5.74		1.98	52.54	365.82
Bausch Health	long	18/10/10	14/03/11	147	27.01	39.49		12.48	46.21
	short	12/09/16	13/03/17	182	37.34	16.21	86.01	48.67	130.35	236.79
Regeneron	long	23/07/12	16/09/13	420	122.50	294.36		171.86	140.29	140.29
Alexion	long	2/01/12	4/06/12	154	70.57	88.39		17.82	25.25	25.25
Aspen Pharmacare	short	19/11/18	30/12/19	406	9.30	7.60	11.38	2.08	22.37	22.37
Innate Pharma	short	10/05/10	18/10/10	161	1.84	1.57	2.16	0.32	17.20	17.20
Chugai	long	30/12/19	9/03/20	70	33.60	36.73		3.13	9.32	9.32
Lupin	short	7/08/17	3/09/18	392	98.21	93.61	103.04	4.83	4.91	4.91
Otsuka	short	16/09/13	11/11/13	56	27.51	27.38	27.64	0.13	0.47	0.47
Aurobindo Pharma	long	3/08/20	5/10/20	63	86.68	84.33		-2.36	-2.72	-2.72
Shionogi	short	14/04/14	12/05/14	28	17.45	18.60	16.30	-1.15	-6.59	-6.59
IDEXX Labs	long	26/07/21	11/10/21	77	685.67	612.77		-72.90	-10.63	-10.63
Incyte	long	13/03/17	7/08/17	147	151.03	132.00		-19.03	-12.60	-12.60
Boiron	short	12/06/06	16/10/06	126	15.75	17.90	13.60	-2.15	-13.65	-13.65
CSL	long	3/09/18	19/11/18	77	229.43	182.30		-47.13	-20.54	-20.54
Vertex	long	16/01/06	12/06/06	147	33.59	30.41		-3.18	-9.47
	short	18/06/07	27/07/09	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	24/08/15	25/07/16	336	12.54	21.78	3.30	-9.24	-73.68
	long	25/07/16	12/09/16	49	21.78	20.39		-1.39	-6.38	-75.36
DBV Technologies	short	5/10/20	26/07/21	294	2.92	9.19	0.00	-2.92	-100.00	-100.00

Annotations

18/07/22	GlaxoSmithKline	demergers OTC business -> Haleon
27/06/22	Lundbeck	splits into one A and four B shares (1:(1+4))
6/07/15	Pharma	Best Long throws a signal for Kangmei. Due to the high volatility in China this should be handled with care.
14/03/15	Pharma	complete analysis


	is taking down something concerning