Share-o-matic - Assessment Pharmaceuticals

Assessment - Pharmaceuticals - 2/24/20 - RS = 21

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	9/30/19	prc diff	⇓ Δ21	Curr	∅-RS
		SOM Pharmaceuticals	712.034	15:31	-1.25	736.331	-3.30	656.922	79.409	12.09	USD	7.48
	L	Chugai Seiyaku	11,780.000	06:15	-1.05	12,255.000	-3.88	8,400.000	3,855.000	45.89	JPY	50.92
	L	CSL	317.500	05:10	2.22	325.460	-2.45	233.690	91.770	39.27	AUD	39.72
	L	Eisai	8,288.000	06:15	-3.96	8,997.000	-7.88	5,491.000	3,506.000	63.85	JPY	34.15
	L	Regeneron	456.750	15:30	-0.26	425.380	7.37	277.400	147.980	53.35	USD	27.79
	L	Kyowa Hakko Kirin	2,605.000	06:15	-0.65	2,702.000	-3.59	2,098.000	604.000	28.79	JPY	26.92
	L	Vertex	225.835	15:30	-2.67	237.010	-4.71	169.420	67.590	39.89	USD	25.34
		Daiichi Sankyo	6,897.000	06:15	-1.32	7,655.000	-9.90	6,804.000	851.000	12.51	JPY	25.06
	L	UCB	89.940	09:04	-1.92	89.620	0.36	66.600	23.020	34.56	EUR	24.53
		Bristol-Myers	60.050	15:27	-3.21	63.970	-6.13	50.710	13.260	26.15	USD	24.43
	L	Allergan	189.000	15:26	-2.17	198.170	-4.63	168.290	29.880	17.76	USD	23.94
		Dermapharm	39.015	09:08	-1.51	39.920	-2.27	36.090	3.830	10.61	EUR	21.09
		Genomma Lab	19.690	15:31	-3.15	20.580	-4.32	18.920	1.660	8.77	MXN	20.95
	L	Ono Pharmaceutical	2,308.000	06:15	-4.69	2,566.000	-10.05	1,957.000	609.000	31.12	JPY	20.49
		Jiangsu Hengrui Med	87.210	07:00	0.61	88.380	-1.32	80.680	7.700	9.54	CNY	19.64
	L	AbbVie	85.030	15:26	-3.82	93.140	-8.71	75.720	17.420	23.01	USD	19.11
	L	Merck (EMD)	114.450	12:55	-1.25	118.000	-3.01	103.350	14.650	14.18	EUR	18.38
	L	Roche	321.650	13:15	-2.87	334.750	-3.91	290.450	44.300	15.25	CHF	17.67
	L	Astellas Pharma	1,750.500	06:15	-2.88	1,915.500	-8.61	1,538.500	377.000	24.50	JPY	17.01
	L	Eli Lilly	132.260	15:27	-0.95	138.150	-4.26	111.830	26.320	23.54	USD	16.53
	L	Dr. Reddy's Labs	3,067.050	09:59	-0.27	3,176.300	-3.44	2,702.250	474.050	17.54	INR	15.57
	L	BioMarin	91.240	15:29	0.02	93.000	-1.89	67.400	25.600	37.98	USD	14.90
	L	Sanofi	88.550	13:25	-2.59	91.570	-3.30	85.060	6.510	7.65	EUR	14.45
		Vifor Pharma	168.850	13:15	-2.23	172.750	-2.26	159.450	13.300	8.34	CHF	14.40
	L	Gilead Sciences	74.755	15:29	0.07	72.900	2.54	63.380	9.520	15.02	USD	11.29
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	9/30/19	prc diff	⇓ Δ21	Curr	∅-RS
		Orion	37.120	09:29	-0.22	38.110	-2.60	34.220	3.890	11.37	EUR	10.81
		AstraZeneca	7,273.000	09:23	0.13	7,446.000	-2.32	7,261.000	185.000	2.55	GBP	10.09
		DBV Technologies	17.910	09:17	-1.05	17.370	3.11	15.700	1.670	10.64	EUR	9.07
		Aspen Pharmacare	6.250	07:05	3.31	6.700	-6.72	5.350	1.350	25.23	EUR	6.96
		Bausch Health	30.110	15:17	-7.52	34.550	-12.85	28.900	5.650	19.55	CAD	6.06
		Novartis	84.410	13:15	-2.35	91.290	-7.54	86.540	4.750	5.49	CHF	5.66
		IDEXX Labs	253.887	15:27	-2.14	269.810	-5.90	271.930	-2.120	-0.78	USD	5.09
		Otsuka	4,252.000	06:15	-1.46	4,492.000	-5.34	4,040.000	452.000	11.19	JPY	4.59
		Takeda	3,938.000	06:15	-2.43	4,229.000	-6.88	3,690.000	539.000	14.61	JPY	4.32
		Recordati	39.540	13:34	-0.63	38.490	2.73	39.360	-0.870	-2.21	EUR	3.29
		Abbott Labs	79.950	15:27	-1.73	84.630	-5.53	83.670	0.960	1.15	USD	2.64
		Shionogi	6,085.000	06:15	-0.47	6,460.000	-5.80	5,999.000	461.000	7.68	JPY	2.31
		Hikma	1,894.500	09:23	3.78	1,842.500	2.82	2,200.000	-357.500	-16.25	GBP	-0.26
	S	GlaxoSmithKline	1,634.800	09:23	0.13	1,629.800	0.31	1,744.600	-114.800	-6.58	GBP	-1.30
		Lundbeck	243.000	09:30	-1.98	254.200	-4.41	227.200	27.000	11.88	DKK	-1.98
	S	Merck (MSD)	80.350	15:27	0.51	81.330	-1.20	84.180	-2.850	-3.39	USD	-2.75
	S	Incyte	75.970	15:29	-2.57	78.870	-3.68	74.230	4.640	6.25	USD	-3.27
	S	Sun Pharma	388.500	10:00	3.68	397.850	-2.35	389.450	8.400	2.16	INR	-6.43
	L	Aurobindo Pharma	519.500	09:59	1.86	504.000	3.08	589.000	-85.000	-14.43	INR	-10.59
	S	Lupin	662.800	09:59	-1.05	672.850	-1.49	715.700	-42.850	-5.99	INR	-11.05
		Pfizer	34.925	15:28	0.59	34.670	0.74	35.930	-1.260	-3.51	USD	-11.93
		Genfit	14.340	09:17	-1.17	14.960	-4.14	14.710	0.250	1.70	EUR	-12.09
	S	Cipla	421.200	09:59	-0.24	430.150	-2.08	425.500	4.650	1.09	INR	-13.32
	S	Alexion	93.590	15:29	-1.26	99.020	-5.48	97.940	1.080	1.10	USD	-13.88
		Boiron	32.600	10:07	-0.15	31.600	3.16	32.500	-0.900	-2.77	EUR	-17.40
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	9/30/19	prc diff	⇓ Δ21	Curr	∅-RS
		Sumitomo Dainippon	1,603.000	06:15	-1.90	1,712.000	-6.37	1,775.000	-63.000	-3.55	JPY	-17.72
	L	Canopy Growth	24.420	15:18	-7.50	26.980	-9.49	30.350	-3.370	-11.10	CAD	-25.86
	S	Ipsen	62.950	09:17	-0.32	65.400	-3.75	87.100	-21.700	-24.91	EUR	-32.07
	S	Hanmi Science	31,000.000	06:30	0.32	30,300.000	2.31	39,600.000	-9,300.000	-23.48	KRW	-36.88
		Alcon	59.920	13:14	-3.35	59.870	0.08	58.200	1.670	2.87	CHF	-na-
Pharmaceuticals - 54 out of 54 instruments rated - 2/24/20 / 9/30/19 - 41 did rise, Market-Ratio(21) = 75.93 %

Technical Chart

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

1/04/16	scale up chart	2/24/20

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	2/27/20	59		Chugai Seiyaku	100	5,886	JPY	100.800	117.800		17.000	17	693,440	162
accum	1/16/06	2/27/20	5155	days out of 5169 invested (100%)								6,834		693,440	35

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
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	2/27/20	59	100.80	117.80		17.00	16.87	16.87
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
Shionogi	short	4/14/14	5/12/14	28	17.45	18.60	16.30	-1.15	-6.59	-6.59
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
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

Annotations

5/22/17	Vifor Pharma	stock split 1:10 (ten für one) ISIN changes from CH0015536466 to CH0364749348
12/21/15	DBV Technologies	recording started
10/07/15	Incyte	recording started
7/06/15	Pharma	Best Long throws a signal for Kangmei. Due to the high volatility in China this should be handled with care.
6/15/15	Actavis	after merger with Allergan Actavis adopts the name
3/14/15	Pharma	complete analysis


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