Share-o-matic - Portfolio

Sun, May 5th, 2024, 18:17UTC

Assessment - Pharmaceuticals - 2/12/24 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	2/12/24	⇓ Δwk	9/18/23	prc diff	⇓ Δ21	Curr	∅-RS
	S	SOM Pharmaceuticals	824.286	Fri	0.15	818.680		843.867	-25.187	-2.98	USD	-0.30
		Eli Lilly	734.970	Fri	-2.77	737.260		571.280	165.980	29.05	USD	56.27
	L	Rovi	82.850	Fri	0.79	67.550		54.150	13.400	24.75	EUR	44.14
		Sun Pharma	1,511.150	Fri	-0.52	1,534.450		1,147.650	386.800	33.70	INR	40.55
		Cipla	1,424.750	Fri	0.33	1,434.750		1,240.550	194.200	15.65	INR	32.78
		Chugai	5,094.000	Thu	1.35	5,451.000		4,527.000	924.000	20.41	JPY	30.92
		Dr. Reddy's Labs	6,349.550	Fri	0.99	6,333.500		5,728.000	605.500	10.57	INR	22.45
		Vertex	401.080	Fri	0.23	418.530		352.000	66.530	18.90	USD	20.03
	L	UCB	120.450	Fri	-1.15	94.500		82.900	11.600	13.99	EUR	18.48
		Regeneron	957.000	Fri	2.07	947.060		824.510	122.550	14.86	USD	18.09
		AbbVie	163.790	Fri	1.85	173.070		153.940	19.130	12.43	USD	16.13
		IDEXX Labs	480.600	Fri	1.00	565.560		450.270	115.290	25.60	USD	15.99
		Recordati	50.750	Fri	1.10	50.700		46.930	3.770	8.03	EUR	15.27
	L	Merck (MSD)	127.510	Fri	-0.58	125.340		107.820	17.520	16.25	USD	14.52
		GSK	1,733.500	Fri	0.29	1,626.400		1,505.400	121.000	8.04	GBP	12.94
		Shionogi	7,344.000	Thu	-0.61	7,252.000		6,746.000	506.000	7.50	JPY	12.70
	L	Otsuka	6,382.000	Thu	-2.73	5,644.000		5,546.000	98.000	1.77	JPY	12.03
		SK Biopharmaceutical	86,600.000	Fri	-1.93	86,800.000		91,600.000	-4,800.000	-5.24	KRW	10.11
		Divi's Laboratories	3,950.950	Fri	-0.35	3,740.150		3,785.300	-45.150	-1.19	INR	8.84
		Orion	36.120	Fri	1.23	42.630		36.480	6.150	16.86	EUR	8.52
		Abbott Labs	105.900	Fri	-0.02	112.530		101.000	11.530	11.42	USD	7.94
	L	Daiichi Sankyo	5,502.000	Thu	3.13	4,638.000		4,123.000	515.000	12.49	JPY	7.59
		CSL	275.800	Fri	0.15	290.240		265.670	24.570	9.25	AUD	5.01
		Kyowa Kirin	2,667.500	Thu		2,763.000		2,703.000	60.000	2.22	JPY	4.80
	L	Aspen Pharmacare	11.100	Fri		9.100		8.200	0.900	10.98	EUR	4.47
		⇓instrument	freshest		⇓ Δday	2/12/24	⇓ Δwk	9/18/23	prc diff	⇓ Δ21	Curr	∅-RS
		Novartis	87.970	Fri	-1.01	87.680		92.020	-4.340	-4.72	CHF	0.48
		Alcon	72.160	Fri	1.35	67.560		72.800	-5.240	-7.20	CHF	-0.40
	S	Takeda	4,125.000	Thu	-0.43	4,259.000		4,860.000	-601.000	-12.37	JPY	-2.46
		Haleon	329.900	Fri	0.40	319.650		327.650	-8.000	-2.44	GBP	-2.78
		Merck (EMD)	152.000	Fri	1.13	152.200		160.800	-8.600	-5.35	EUR	-3.67
	L	Hansoh Pharma	18.240	Fri	0.33	12.200		9.950	2.250	22.61	HKD	-4.38
	S	Bavarian Nordic	155.600	Fri	2.44	161.000		144.250	16.750	11.61	DKK	-5.31
	S	Gilead Sciences	64.780	Fri	-0.84	74.450		75.620	-1.170	-1.55	USD	-5.66
	S	Dermapharm	33.500	Fri	4.36	39.200		41.980	-2.780	-6.62	EUR	-5.76
	L	Jiangsu Hengrui Med	46.160	Tue	-0.04	41.870		44.360	-2.490	-5.61	CNY	-5.77
		Lundbeck B	33.500	Fri	-0.06	32.080		36.900	-4.820	-13.06	DKK	-5.93
		Sinopharm	19.620	Fri	1.03	20.700		21.850	-1.150	-5.26	HKD	-6.24
	L	Ipsen	114.500	Fri	-0.52	102.900		125.800	-22.900	-18.20	EUR	-6.62
	S	Ono Pharmaceutical	2,305.500	Thu	-0.80	2,513.000		2,937.500	-424.500	-14.45	JPY	-6.90
	L	Genomma Lab	16.660	Fri	-1.88	13.130		13.960	-0.830	-5.95	MXN	-7.95
		Sanofi	91.300	Fri	-0.65	86.070		101.680	-15.610	-15.35	EUR	-8.96
	S	Roche	217.300	Fri	1.49	227.500		257.950	-30.450	-11.80	CHF	-12.63
	L	AstraZeneca	12,050.000	Fri	-0.87	9,501.000		10,728.000	-1,227.000	-11.44	GBP	-12.76
	L	CSPC Pharmaceutical	6.760	Fri	0.75	5.860		5.920	-0.060	-1.01	HKD	-12.99
	S	BioNTech	92.720	Fri	0.52	93.860		109.040	-15.180	-13.92	USD	-14.23
	S	Boiron	33.750	Fri	-0.88	36.300		53.900	-17.600	-32.65	EUR	-15.44
		Bristol-Myers	43.990	Fri	0.66	49.750		58.580	-8.830	-15.07	USD	-16.52
	S	Astellas Pharma	1,558.000	Thu	2.16	1,615.500		2,225.000	-609.500	-27.39	JPY	-17.89
	L	Moderna	125.000	Fri	-0.47	89.000		104.140	-15.140	-14.54	USD	-18.53
		Eisai	6,545.000	Thu	-0.06	6,606.000		8,983.000	-2,377.000	-26.46	JPY	-18.62
		⇓instrument	freshest		⇓ Δday	2/12/24	⇓ Δwk	9/18/23	prc diff	⇓ Δ21	Curr	∅-RS
	L	Zhangzhou Pientze	237.240	Tue	0.67	215.980		271.980	-56.000	-20.59	CNY	-19.86
	L	Pfizer	27.810	Fri	0.40	27.660		33.640	-5.980	-17.78	USD	-19.91
	S	Euroapi	2.892	Fri	0.91	6.262		12.210	-5.948	-48.71	EUR	-25.06
	S	WuXi AppTec	43.670	Tue	-2.02	53.120		81.000	-27.880	-34.42	CNY	-28.97
		Valneva	3.434	Fri	1.60	3.808		6.066	-2.258	-37.22	EUR	-29.83
	L	Sumitomo Pharma	373.000	Thu	-6.75	361.000		557.700	-196.700	-35.27	JPY	-37.26
		WuXi Biologics	13.960	Fri	-4.12	17.320		43.600	-26.280	-60.28	HKD	-56.91
Pharmaceuticals - 56 out of 56 instruments rated - 2/12/24 / 9/18/23 - 24 did rise, Market-Ratio(21) = 42.86 %

Technical Chart

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

1/06/20	scale up chart	4/29/24

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	4/29/24	931		Canopy Growth	100	0	CAD	164.600	11.360	2,384.961	2,220.361	1,349	3	0
accum	1/16/06	4/29/24	6684	days out of 6698 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
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
Canopy Growth	short	3/09/20	8/03/20	147	180.50	244.60	116.40	-64.10	-35.51
	short	10/11/21	4/29/24	931	164.60	11.36	2,384.96	2,220.36	1,348.94	834.39
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