Share-o-matic - Assessment Pharmaceuticals

Assessment - Pharmaceuticals - 9/25/23 - RS = 21

		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	5/01/23	prc diff	⇓ Δ21	Curr	∅-RS
		SOM Pharmaceuticals	832.842	Fri	0.42	831.222	0.19	831.241	-0.019	-0.00	USD	0.76
	L	Eli Lilly	537.130	Fri	-1.34	552.290	-2.74	405.810	146.480	36.10	USD	42.26
		Lundbeck B	38.100	Fri	-0.52	38.880	-2.01	35.700	3.180	8.91	DKK	27.76
	L	Rovi	51.350	Fri	0.88	51.900	-1.06	40.180	11.720	29.17	EUR	25.62
	L	Boiron	53.700	Fri	-0.92	53.500	0.37	39.900	13.600	34.09	EUR	21.17
	L	Chugai	4,624.000	Fri	0.15	4,299.000	7.56	3,542.000	757.000	21.37	JPY	17.43
		Dr. Reddy's Labs	5,587.000	Fri	2.91	5,438.750	2.73	4,929.850	508.900	10.32	INR	15.82
		Otsuka	5,313.000	Fri	-0.43	5,374.000	-1.14	4,663.000	711.000	15.25	JPY	15.37
	L	Ipsen	124.200	Fri	1.31	122.400	1.47	110.000	12.400	11.27	EUR	14.24
	L	Cipla	1,186.150	Fri	1.90	1,179.350	0.58	908.050	271.300	29.88	INR	13.67
		Takeda	4,641.000	Fri	-0.66	4,768.000	-2.66	4,546.000	222.000	4.88	JPY	12.40
	L	Divi's Laboratories	3,765.150	Fri	2.73	3,728.500	0.98	3,267.900	460.600	14.09	INR	11.64
	L	Sanofi	101.480	Fri	0.71	102.640	-1.13	100.000	2.640	2.64	EUR	11.25
		Sun Pharma	1,158.650	Fri	2.33	1,124.050	3.08	987.650	136.400	13.81	INR	10.71
	L	Regeneron	822.960	Fri	-1.39	834.640	-1.40	806.720	27.920	3.46	USD	10.10
		Vertex	347.740	Fri	-1.35	350.670	-0.84	345.000	5.670	1.64	USD	9.79
		Novartis	93.870	Fri	0.17	92.500	1.48	91.130	1.370	1.50	CHF	9.14
	L	GSK	1,492.000	Fri	-0.13	1,535.800	-2.85	1,441.000	94.800	6.58	GBP	9.00
		Recordati	44.710	Fri	1.27	44.790	-0.18	41.730	3.060	7.33	EUR	8.78
		Alcon	70.940	Fri	-0.64	71.100	-0.23	64.820	6.280	9.69	CHF	6.78
	L	WuXi AppTec	86.180	Fri	-1.70	81.500	5.74	67.530	13.970	20.69	CNY	6.37
	L	Shionogi	6,686.000	Fri	-0.04	6,726.000	-0.59	6,100.000	626.000	10.26	JPY	6.14
		Jiangsu Hengrui Med	44.940	Fri	-0.82	44.850	0.20	48.650	-3.800	-7.81	CNY	5.91
		Astellas Pharma	2,074.000	Fri	-0.74	2,156.500	-3.83	2,093.000	63.500	3.03	JPY	5.23
		Haleon	340.850	Fri	2.33	331.000	2.98	351.000	-20.000	-5.70	GBP	4.96
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	5/01/23	prc diff	⇓ Δ21	Curr	∅-RS
	L	AbbVie	149.060	Fri	-2.10	154.650	-3.61	153.710	0.940	0.61	USD	3.43
		Eisai	8,304.000	Fri	-0.20	8,645.000	-3.94	7,926.000	719.000	9.07	JPY	2.89
		Aspen Pharmacare	8.550	Fri	-1.72	8.500	0.59	8.750	-0.250	-2.86	EUR	2.62
		AstraZeneca	11,102.000	Fri	0.87	11,194.000	-0.82	11,746.000	-552.000	-4.70	GBP	1.77
		UCB	77.540	Fri	-0.46	79.700	-2.71	84.420	-4.720	-5.59	EUR	0.71
	S	Merck (MSD)	102.950	Fri	-1.29	105.840	-2.73	116.340	-10.500	-9.03	USD	-1.41
	S	Zhangzhou Pientze	275.210	Fri	-0.65	276.400	-0.43	271.930	4.470	1.64	CNY	-1.80
	L	Ono Pharmaceutical	2,868.000	Fri	-0.35	2,846.500	0.76	2,753.000	93.500	3.40	JPY	-1.82
	S	IDEXX Labs	437.270	Fri	0.07	437.240	0.01	489.600	-52.360	-10.69	USD	-3.06
		Valneva	5.538	Fri	0.33	5.790	-4.35	4.394	1.396	31.77	EUR	-4.52
	S	Daiichi Sankyo	4,106.000	Fri	-1.98	4,185.000	-1.89	4,605.000	-420.000	-9.12	JPY	-4.77
	S	Gilead Sciences	74.940	Fri	-0.64	74.830	0.15	81.420	-6.590	-8.09	USD	-5.29
	S	Hanmi Science	32,950.000	Fri	3.29	32,200.000	2.33	43,800.000	-11,600.000	-26.48	KRW	-5.66
	L	Merck (EMD)	158.150	Fri	1.48	158.050	0.06	162.550	-4.500	-2.77	EUR	-6.42
	L	Euroapi	11.930	Fri	1.45	11.910	0.17	10.895	1.015	9.32	EUR	-6.50
	L	Kyowa Kirin	2,604.000	Fri	-1.42	2,700.000	-3.56	3,040.000	-340.000	-11.18	JPY	-7.06
	S	Dermapharm	39.120	Fri	-0.96	38.380	1.93	45.460	-7.080	-15.57	EUR	-7.40
	S	Abbott Labs	96.850	Fri	-1.29	97.470	-0.64	111.110	-13.640	-12.28	USD	-7.43
	L	WuXi Biologics	45.650	Fri	3.51	43.700	4.46	46.450	-2.750	-5.92	HKD	-8.93
	S	Shanghai Fosun	28.600	Fri	-0.21	28.550	0.18	31.700	-3.150	-9.94	CNY	-11.58
		CSL	250.800	Fri	-0.49	253.000	-0.87	302.430	-49.430	-16.34	AUD	-11.66
	S	Roche	250.450	Fri	0.30	249.550	0.36	280.350	-30.800	-10.99	CHF	-12.11
		Orion	37.220	Fri	2.53	36.800	1.14	42.620	-5.820	-13.66	EUR	-13.42
		Bristol-Myers	58.040	Fri	-0.17	59.160	-1.89	68.400	-9.240	-13.51	USD	-13.80
		BioNTech	108.640	Fri	6.48	103.120	5.35	111.990	-8.870	-7.92	USD	-18.45
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	5/01/23	prc diff	⇓ Δ21	Curr	∅-RS
		Bavarian Nordic	158.500	Fri	3.06	158.000	0.32	185.950	-27.950	-15.03	DKK	-19.88
	S	Pfizer	33.170	Fri	3.37	32.980	0.58	39.210	-6.230	-15.89	USD	-20.10
	S	Hansoh Pharma	10.660	Fri	1.52	10.040	6.18	14.280	-4.240	-29.69	HKD	-24.26
	S	CSPC Pharmaceutical	5.740	Fri	0.88	5.710	0.53	7.980	-2.270	-28.45	HKD	-24.57
		Moderna	103.290	Fri	3.01	98.170	5.22	133.400	-35.230	-26.41	USD	-29.42
		Sumitomo Pharma	535.700	Fri	-0.91	530.200	1.04	822.000	-291.800	-35.50	JPY	-31.23
Pharmaceuticals - 55 out of 55 instruments rated - 9/25/23 / 5/01/23 - 28 did rise, Market-Ratio(21) = 50.91 %

Technical Chart

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

1/07/19	scale up chart	9/25/23

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	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	9/25/23	714		Canopy Growth	100	0	CAD	16.460	1.280	211.665	195.205	1,186	0	0
accum	1/16/06	9/25/23	6466	days out of 6480 invested (100%)								-100		0	-43

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	18.05	24.46	11.64	-6.41	-35.51
	short	10/11/21	9/25/23	714	16.46	1.28	211.67	195.21	1,185.94	729.27
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