Share-o-matic - Portfolio

Wed, 5th Oct 2022, 11:38UTC

Assessment - Pharmaceuticals - 3/10/22 - RS = 21

		⇓instrument	freshest		⇓ Δday	3/10/22	⇓ Δwk	9/05/22	prc diff	⇓ Δ21	Curr	∅-RS
		SOM Pharmaceuticals	792.747	09:53	0.04	778.101	1.88	817.085	-38.984	-4.77	USD	-8.51
	L	Daiichi Sankyo	4,236.000	06:15	-0.02	4,106.000	3.17	3,283.000	823.000	25.07	JPY	35.06
		Vertex	300.640	Tue	1.08	297.430	1.08	235.020	62.410	26.56	USD	24.15
	L	Eisai	7,569.000	06:15	1.41	7,461.000	1.45	5,535.000	1,926.000	34.80	JPY	21.22
	L	Cipla	1,144.650	Tue	1.23	1,130.750	1.23	938.300	192.450	20.51	INR	17.91
	L	Regeneron	739.540	Tue	0.60	735.130	0.60	599.770	135.360	22.57	USD	17.24
		Eli Lilly	329.890	Tue	2.59	321.550	2.59	289.230	32.320	11.17	USD	15.81
		Ono Pharmaceutical	3,420.000	06:15	0.32	3,349.000	2.12	3,435.000	-86.000	-2.50	JPY	11.43
		Orion	44.400	Tue	1.74	43.640	1.74	35.220	8.420	23.91	EUR	11.21
	L	Sun Pharma	944.550	Tue	0.01	944.500	0.01	885.400	59.100	6.67	INR	10.86
	L	Kyowa Hakko Kirin	3,415.000	06:15	0.59	3,330.000	2.55	2,627.000	703.000	26.76	JPY	8.09
		Boiron	44.800	09:21	-0.44	43.950	1.93	41.150	2.800	6.80	EUR	7.51
		Takeda	3,846.000	06:15	-0.72	3,726.000	3.22	3,811.000	-85.000	-2.23	JPY	5.73
	L	Ipsen	99.550	Tue	2.15	97.450	2.15	92.350	5.100	5.52	EUR	5.01
		Otsuka	4,688.000	06:15	-0.02	4,586.000	2.22	4,439.000	147.000	3.31	JPY	4.86
		Merck (MSD)	88.390	Tue	0.96	87.550	0.96	87.640	-0.090	-0.10	USD	4.72
		BioMarin	87.910	Tue	1.40	86.700	1.40	74.620	12.080	16.19	USD	4.17
		Bristol-Myers	71.210	Tue	0.96	70.530	0.96	76.265	-5.735	-7.52	USD	4.13
		AstraZeneca	9,885.000	08:05	-0.73	9,806.000	0.81	10,140.000	-334.000	-3.29	GBP	2.26
	L	Dr. Reddy's Labs	4,413.950	Tue	-0.13	4,419.650	-0.13	3,905.800	513.850	13.16	INR	1.46
		CSL	290.500	05:10	1.08	283.260	2.56	270.400	12.860	4.76	AUD	1.20
		AbbVie	141.990	Tue	2.65	138.320	2.65	150.960	-12.640	-8.37	USD	0.49
	S	Astellas Pharma	1,991.000	06:15	1.32	1,922.000	3.59	1,920.500	1.500	0.08	JPY	-2.18
	L	Gilead Sciences	65.310	Tue	4.80	62.320	4.80	61.680	0.640	1.04	USD	-2.99
	L	Chugai Seiyaku	3,808.000	06:15	0.47	3,670.000	3.76	3,696.000	-26.000	-0.70	JPY	-3.16
		⇓instrument	freshest		⇓ Δday	3/10/22	⇓ Δwk	9/05/22	prc diff	⇓ Δ21	Curr	∅-RS
	L	Lupin	742.250	Tue	2.79	722.100	2.79	733.050	-10.950	-1.49	INR	-3.81
		Shionogi	7,065.000	06:15	0.43	6,961.000	1.49	7,110.000	-149.000	-2.10	JPY	-3.99
	S	Incyte	69.560	Tue	1.06	68.830	1.06	72.650	-3.820	-5.26	USD	-4.78
	S	Novartis	77.120	08:07	0.19	75.980	1.50	83.380	-7.400	-8.88	CHF	-5.39
	L	Roche	332.400	08:08	-0.11	322.100	3.20	346.000	-23.900	-6.91	CHF	-6.60
	L	Almirall	10.300	Tue	3.05	9.995	3.05	10.260	-0.265	-2.58	EUR	-7.80
	S	Merck (EMD)	173.800	08:14	0.03	168.000	3.45	163.450	4.550	2.78	EUR	-8.94
	L	Jiangsu Hengrui Med	35.100	07:00	0.37	35.100		29.300	5.800	19.80	CNY	-9.23
	S	Pharma Mar	56.380	Tue	2.58	54.960	2.58	67.540	-12.580	-18.63	EUR	-11.43
	S	Pfizer	44.460	Tue	0.72	44.140	0.72	48.640	-4.500	-9.25	USD	-11.60
	S	Sanofi	80.160	08:07	0.19	79.800	0.45	96.460	-16.660	-17.27	EUR	-12.54
	L	Aurobindo Pharma	544.250	Tue	1.69	535.200	1.69	614.300	-79.100	-12.88	INR	-12.77
		Abbott Labs	103.080	Tue	3.58	99.520	3.58	107.390	-7.870	-7.33	USD	-15.06
	L	Sumitomo Dainippon	1,053.000	06:15	1.84	1,026.000	2.63	1,216.000	-190.000	-15.63	JPY	-16.57
	S	Alcon	60.760	Tue	2.88	59.060	2.88	65.100	-6.040	-9.28	CHF	-16.63
	S	GlaxoSmithKline	1,316.200	08:06	-0.92	1,319.600	-0.26	1,749.580	-429.980	-24.58	GBP	-17.33
		Recordati	38.370	Tue	2.10	37.580	2.10	41.440	-3.860	-9.31	EUR	-18.35
	S	UCB	72.780	Tue	1.70	71.560	1.70	99.460	-27.900	-28.05	EUR	-19.62
	S	Lundbeck B	24.495	09:53	-1.25	24.565	-0.28	30.040	-5.475	-18.23	DKK	-24.82
	L	IDEXX Labs	348.590	Tue	3.54	336.680	3.54	345.020	-8.340	-2.42	USD	-26.36
		Hikma	1,342.500	Tue	-1.10	1,357.500	-1.10	1,697.000	-339.500	-20.01	GBP	-26.46
	S	Aspen Pharmacare	7.750	06:06	1.97	7.450	4.03	9.050	-1.600	-17.68	EUR	-28.29
	S	Genomma Lab	13.200	Tue	-4.07	13.760	-4.07	19.730	-5.970	-30.26	MXN	-28.42
	S	WuXi AppTec	71.690	07:00	-1.19	71.690		93.630	-21.940	-23.43	CNY	-31.48
		Hanmi Science	31,300.000	06:30	-2.64	31,550.000	-0.79	45,900.000	-14,350.000	-31.26	KRW	-32.37
		⇓instrument	freshest		⇓ Δday	3/10/22	⇓ Δwk	9/05/22	prc diff	⇓ Δ21	Curr	∅-RS
	S	Dechra Pharm	2,630.000	Tue	-0.15	2,634.000	-0.15	3,158.000	-524.000	-16.59	GBP	-32.62
	S	Shanghai Fosun	29.560	07:00	-0.17	29.560		43.200	-13.640	-31.57	CNY	-34.81
	S	Dermapharm	39.280	Tue	2.99	38.140	2.99	48.500	-10.360	-21.36	EUR	-35.72
	L	Bausch Health	9.940	Tue	3.76	9.580	3.76	16.780	-7.200	-42.91	CAD	-41.78
	L	Canopy Growth	4.130	Tue	4.82	3.940	4.82	7.230	-3.290	-45.50	CAD	-42.29
	S	Valneva	5.760	Tue	8.35	5.316	8.35	11.655	-6.339	-54.39	EUR	-58.23
		Euroapi	17.630	Tue	2.23	17.245	2.23	13.802	3.443	24.95	EUR	-na-
Pharmaceuticals - 56 out of 56 instruments rated - 3/10/22 / 9/05/22 - 20 did rise, Market-Ratio(21) = 35.71 %

Technical Chart

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

1/01/18	scale up chart	3/10/22

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 Seiyaku	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	35,939	CAD	18.050	24.460	11.640	-6.410	-36	418,338	-66
long	3/08/20	5/10/20	63		Aurobindo Pharma	100	4,826	INR	86.680	84.325		-2.355	-3	406,973	-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	139,374	EUR	2.920	9.190	0.000	-2.920	-100	0	-100
long	26/07/21	11/10/21	77		IDEXX Labs	100	0	USD	685.670	612.770		-72.900	-11	0	0
short	11/10/21	4/10/22	358		Canopy Growth	100	0	CAD	16.460	4.130	65.601	49.141	299	0	0
accum	16/01/06	4/10/22	6106	days out of 6120 invested (100%)								-100		0	-45

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
Canopy Growth	short	9/03/20	3/08/20	147	18.05	24.46	11.64	-6.41	-35.51
	short	11/10/21	4/10/22	358	16.46	4.13	65.60	49.14	298.55	157.01
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 Seiyaku	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))
7/10/15	Incyte	recording started
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


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