| |
| |
Assessment - Pharmaceuticals - 1/23/23 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
8/29/22 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Pharmaceuticals |
830.765 |
Mon |
-0.54 |
841.375 |
-1.26 |
796.239 |
45.136 |
5.67 |
USD |
1.31 |
| |  |
 |
 |
 |
L |
 |
Moderna |
182.930 |
Mon |
-3.39 |
196.940 |
-7.11 |
137.260 |
59.680 |
43.48 |
USD |
29.81 |
| |  |
 |
 |
 |
|
 |
Eisai |
8,109.000 |
Mon |
-0.49 |
8,277.000 |
-2.03 |
5,643.000 |
2,634.000 |
46.68 |
JPY |
29.12 |
| |  |
 |
 |
 |
|
 |
Gilead Sciences |
82.600 |
Mon |
-1.35 |
83.230 |
-0.76 |
62.450 |
20.780 |
33.27 |
USD |
25.07 |
| |  |
 |
 |
 |
|
 |
Daiichi Sankyo |
4,274.000 |
Mon |
-1.41 |
4,270.000 |
0.09 |
4,108.000 |
162.000 |
3.94 |
JPY |
24.42 |
| |  |
 |
 |
 |
L |
 |
IDEXX Labs |
483.945 |
Mon |
-0.63 |
496.140 |
-2.46 |
349.050 |
147.090 |
42.14 |
USD |
22.79 |
| |  |
 |
 |
 |
|
 |
Merck (MSD) |
106.460 |
Mon |
1.02 |
109.880 |
-3.11 |
87.590 |
22.290 |
25.45 |
USD |
21.63 |
| |  |
 |
 |
 |
L |
 |
Jiangsu Hengrui Med |
43.250 |
Mon |
-0.67 |
43.540 |
-0.67 |
34.230 |
9.310 |
27.20 |
CNY |
20.44 |
| |  |
 |
 |
 |
L |
 |
Bavarian Nordic |
220.400 |
Mon |
-7.82 |
241.600 |
-8.77 |
285.300 |
-43.700 |
-15.32 |
DKK |
17.54 |
| |  |
 |
 |
 |
|
 |
Orion |
49.300 |
Mon |
0.26 |
50.180 |
-1.75 |
45.900 |
4.280 |
9.32 |
EUR |
17.25 |
| |  |
 |
 |
 |
L |
 |
Sun Pharma |
1,051.700 |
Mon |
0.80 |
1,049.300 |
0.23 |
879.250 |
170.050 |
19.34 |
INR |
15.13 |
| |  |
 |
 |
 |
|
 |
Vertex |
320.500 |
Mon |
-0.30 |
311.810 |
2.79 |
281.600 |
30.210 |
10.73 |
USD |
13.40 |
| |  |
 |
 |
 |
L |
 |
Takeda |
4,135.000 |
Mon |
0.02 |
4,199.000 |
-1.52 |
3,821.000 |
378.000 |
9.89 |
JPY |
11.71 |
| |  |
 |
 |
 |
|
 |
Eli Lilly |
343.670 |
Mon |
0.46 |
342.210 |
0.43 |
310.150 |
32.060 |
10.34 |
USD |
11.15 |
| |  |
 |
 |
 |
|
 |
Regeneron |
737.180 |
Mon |
-0.76 |
729.910 |
1.00 |
592.770 |
137.140 |
23.14 |
USD |
10.31 |
| |  |
 |
 |
 |
L |
 |
Merck (EMD) |
193.550 |
Mon |
1.65 |
192.700 |
0.44 |
171.700 |
21.000 |
12.23 |
EUR |
9.69 |
| |  |
 |
 |
 |
L |
 |
Lupin |
734.700 |
Mon |
-1.00 |
765.550 |
-4.03 |
661.950 |
103.600 |
15.65 |
INR |
8.73 |
| |  |
 |
 |
 |
|
 |
AstraZeneca |
10,742.000 |
Mon |
1.13 |
11,038.000 |
-2.68 |
11,364.000 |
-326.000 |
-2.87 |
GBP |
7.60 |
| |  |
 |
 |
 |
L |
 |
CSL |
293.000 |
Mon |
-0.58 |
298.370 |
-1.80 |
294.240 |
4.130 |
1.40 |
AUD |
7.52 |
| |  |
 |
 |
 |
L |
 |
WuXi AppTec |
96.340 |
Mon |
-1.19 |
97.500 |
-1.19 |
88.520 |
8.980 |
10.14 |
CNY |
7.34 |
| |  |
 |
 |
 |
|
 |
Zhangzhou Pientze |
324.500 |
Mon |
2.12 |
317.770 |
2.12 |
291.090 |
26.680 |
9.17 |
CNY |
7.21 |
| |  |
 |
 |
 |
L |
 |
Alcon |
69.000 |
Mon |
0.64 |
69.940 |
-1.34 |
63.900 |
6.040 |
9.45 |
CHF |
4.76 |
| |  |
 |
 |
 |
L |
 |
Novartis |
83.170 |
Mon |
0.71 |
85.430 |
-2.65 |
79.970 |
5.460 |
6.83 |
CHF |
4.61 |
| |  |
 |
 |
 |
|
 |
Cipla |
1,034.400 |
Mon |
-1.23 |
1,062.550 |
-2.65 |
1,017.300 |
45.250 |
4.45 |
INR |
4.57 |
| |  |
 |
 |
 |
L |
 |
Abbott Labs |
110.620 |
Mon |
0.61 |
114.010 |
-2.97 |
101.840 |
12.170 |
11.95 |
USD |
3.52 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
8/29/22 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Dr. Reddy's Labs |
4,328.800 |
Mon |
0.34 |
4,337.850 |
-0.21 |
4,210.150 |
127.700 |
3.03 |
INR |
1.92 |
| |  |
 |
 |
 |
|
 |
Ipsen |
97.000 |
Mon |
-2.07 |
99.950 |
-2.95 |
95.050 |
4.900 |
5.16 |
EUR |
1.78 |
| |  |
 |
 |
 |
|
 |
Bristol-Myers |
72.719 |
Mon |
0.37 |
73.260 |
-0.74 |
66.750 |
6.510 |
9.75 |
USD |
0.44 |
| |  |
 |
 |
 |
|
 |
AbbVie |
146.355 |
Mon |
0.05 |
148.550 |
-1.48 |
135.710 |
12.840 |
9.46 |
USD |
-0.34 |
| |  |
 |
 |
 |
L |
 |
Recordati |
41.250 |
Mon |
1.20 |
41.430 |
-0.43 |
41.080 |
0.350 |
0.85 |
EUR |
-0.75 |
| |  |
 |
 |
 |
L |
 |
Sanofi |
89.790 |
Mon |
0.27 |
89.930 |
-0.16 |
81.410 |
8.520 |
10.47 |
EUR |
-1.21 |
| |  |
 |
 |
 |
S |
 |
Boiron |
42.400 |
Mon |
-2.42 |
42.400 |
|
46.550 |
-4.150 |
-8.92 |
EUR |
-2.35 |
| |  |
 |
 |
 |
S |
 |
Astellas Pharma |
1,913.500 |
Mon |
-1.29 |
1,952.500 |
-2.00 |
1,973.000 |
-20.500 |
-1.04 |
JPY |
-2.75 |
| |  |
 |
 |
 |
S |
 |
Kyowa Hakko Kirin |
2,871.000 |
Mon |
-1.10 |
2,876.000 |
-0.17 |
3,065.000 |
-189.000 |
-6.17 |
JPY |
-4.73 |
| |  |
 |
 |
 |
|
 |
BioNTech |
140.215 |
Mon |
-2.40 |
143.730 |
-2.45 |
144.630 |
-0.900 |
-0.62 |
USD |
-5.53 |
| |  |
 |
 |
 |
S |
 |
Otsuka |
4,170.000 |
Mon |
-0.29 |
4,165.000 |
0.12 |
4,550.000 |
-385.000 |
-8.46 |
JPY |
-5.76 |
| |  |
 |
 |
 |
L |
 |
UCB |
75.240 |
Mon |
-0.13 |
77.020 |
-2.31 |
71.040 |
5.980 |
8.42 |
EUR |
-5.86 |
| |  |
 |
 |
 |
S |
 |
Chugai Seiyaku |
3,392.000 |
Mon |
-1.51 |
3,392.000 |
|
3,642.000 |
-250.000 |
-6.86 |
JPY |
-7.51 |
| |  |
 |
 |
 |
L |
 |
GSK |
1,423.400 |
Mon |
0.95 |
1,410.800 |
0.89 |
1,394.800 |
16.000 |
1.15 |
GBP |
-8.69 |
| |  |
 |
 |
 |
|
 |
Pfizer |
43.620 |
Mon |
-0.39 |
44.980 |
-3.02 |
46.230 |
-1.250 |
-2.70 |
USD |
-8.82 |
| |  |
 |
 |
 |
L |
 |
Shanghai Fosun |
34.500 |
Mon |
-4.98 |
36.310 |
-4.98 |
40.610 |
-4.300 |
-10.59 |
CNY |
-9.39 |
| |  |
 |
 |
 |
S |
 |
Roche |
288.200 |
Mon |
-0.40 |
295.450 |
-2.45 |
314.400 |
-18.950 |
-6.03 |
CHF |
-9.84 |
| |  |
 |
 |
 |
S |
 |
Ono Pharmaceutical |
2,897.000 |
Mon |
-0.29 |
2,903.000 |
-0.21 |
3,313.000 |
-410.000 |
-12.38 |
JPY |
-10.85 |
| |  |
 |
 |
 |
S |
 |
Shionogi |
6,330.000 |
Mon |
-0.14 |
6,200.000 |
2.10 |
6,753.000 |
-553.000 |
-8.19 |
JPY |
-11.12 |
| |  |
 |
 |
 |
|
 |
Lundbeck B |
25.645 |
Mon |
-0.45 |
25.730 |
-0.33 |
29.545 |
-3.815 |
-12.91 |
DKK |
-14.84 |
| |  |
 |
 |
 |
L |
 |
Aspen Pharmacare |
7.950 |
Mon |
1.92 |
7.600 |
4.61 |
8.450 |
-0.850 |
-10.06 |
EUR |
-15.14 |
| |  |
 |
 |
 |
|
 |
Sumitomo Dainippon |
906.000 |
Mon |
0.89 |
897.000 |
1.00 |
1,043.000 |
-146.000 |
-14.00 |
JPY |
-18.24 |
| |  |
 |
 |
 |
|
 |
Aurobindo Pharma |
411.350 |
Mon |
-1.20 |
445.850 |
-7.74 |
539.700 |
-93.850 |
-17.39 |
INR |
-18.54 |
| |  |
 |
 |
 |
L |
 |
Dermapharm |
38.160 |
Mon |
-0.52 |
38.660 |
-1.29 |
47.700 |
-9.040 |
-18.95 |
EUR |
-19.28 |
| |  |
 |
 |
 |
|
 |
Hanmi Science |
30,150.000 |
Mon |
-1.15 |
30,500.000 |
-1.15 |
39,300.000 |
-8,800.000 |
-22.39 |
KRW |
-22.49 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
8/29/22 |
prc diff |
⇓ Δ21 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Valneva |
6.324 |
Mon |
-1.80 |
6.928 |
-8.72 |
9.216 |
-2.288 |
-24.83 |
EUR |
-24.35 |
| |  |
 |
 |
 |
|
 |
Rovi |
39.100 |
Mon |
-1.76 |
37.020 |
5.62 |
48.500 |
-11.480 |
-23.67 |
EUR |
-27.25 |
| |  |
 |
 |
 |
|
 |
Euroapi |
13.790 |
Mon |
0.22 |
13.900 |
-0.79 |
15.060 |
-1.160 |
-7.70 |
EUR |
-na- |
| |  |
 |
 |
 |
|
 |
Haleon |
322.000 |
Mon |
0.78 |
313.400 |
2.74 |
259.200 |
54.200 |
20.91 |
GBP |
-na- |
Pharmaceuticals - 53 out of 53 instruments rated - 1/23/23 / 8/29/22 - 31 did rise, Market-Ratio(21) = 58.49 % |
Technical Chart
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 Seiyaku |
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 |
35,939 |
CAD |
18.050 |
24.460 |
11.640 |
-6.410 |
-36 |
418,338 |
-66 |
|
long |
8/03/20 |
10/05/20 |
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 |
10/05/20 |
7/26/21 |
294 |
 |
 |
 |
DBV Technologies |
100 |
139,374 |
EUR |
2.920 |
9.190 |
0.000 |
-2.920 |
-100 |
0 |
-100 |
|
long |
7/26/21 |
10/11/21 |
77 |
 |
 |
 |
IDEXX Labs |
100 |
0 |
USD |
685.670 |
612.770 |
|
-72.900 |
-11 |
0 |
0 |
|
short |
10/11/21 |
1/23/23 |
469 |
 |
 |
 |
Canopy Growth |
100 |
0 |
CAD |
16.460 |
3.710 |
73.027 |
56.567 |
344 |
0 |
0 |
|
accum | 1/16/06 |
1/23/23 | 6224 |
days out of 6238 invested (100%) |
-100 |
0 |
-44 |
|
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 |
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 |
Canopy Growth | short | 3/09/20 | 8/03/20 | 147 | 18.05 | 24.46 | 11.64 | -6.41 | -35.51 | | | |
| short | 10/11/21 | 1/23/23 | 469 | 16.46 | 3.71 | 73.03 | 56.57 | 343.67 | | | 186.11 |
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 Seiyaku | 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 |
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