Share-o-matic - Assessment Pharmaceuticals

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

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

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

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 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


	is taking down something concerning