Share-o-matic - Assessment Pharmaceuticals

Assessment - Pharmaceuticals - 3/13/23 - RS = 27

		⇓instrument	freshest		⇓ Δday	3/13/23	⇓ Δwk	9/05/22	prc diff	⇓ Δ27	Curr	∅-RS
	S	SOM Pharmaceuticals	786.260	Mon	-0.54	791.624	-0.68	790.530	1.094	0.14	USD	-4.55
		Daiichi Sankyo	4,489.000	Mon	-1.97	4,351.000	3.17	4,137.000	214.000	5.17	JPY	17.31
		Gilead Sciences	79.460	Mon	2.78	79.510	-0.06	63.820	15.690	24.58	USD	15.32
	L	IDEXX Labs	483.260	Mon	2.52	460.920	4.85	343.830	117.090	34.05	USD	14.62
		Jiangsu Hengrui Med	40.400	Mon	-1.03	41.420	-2.46	33.730	7.690	22.80	CNY	13.55
		Merck (MSD)	105.850	Mon	1.68	105.730	0.11	86.230	19.500	22.61	USD	11.80
	L	Takeda	4,291.000	Mon	-2.03	4,292.000	-0.02	3,820.000	472.000	12.36	JPY	11.06
		Regeneron	759.250	Mon	1.55	752.330	0.92	580.620	171.710	29.57	USD	10.73
		Eisai	7,228.000	Mon	-3.78	7,292.000	-0.88	5,660.000	1,632.000	28.83	JPY	9.43
	L	Aspen Pharmacare	8.600	Mon	-3.37	9.150	-6.01	8.650	0.500	5.78	EUR	7.69
		Ipsen	105.000	Mon	1.16	107.100	-1.96	97.100	10.000	10.30	EUR	7.47
	L	Zhangzhou Pientze	278.500	Mon	-2.11	305.910	-8.96	294.000	11.910	4.05	CNY	4.73
		Vertex	298.950	Mon	1.08	293.460	1.87	281.040	12.420	4.42	USD	3.06
		Sun Pharma	961.200	Mon	0.37	954.100	0.74	884.600	69.500	7.86	INR	2.19
		Dr. Reddy's Labs	4,439.450	Mon	0.07	4,370.400	1.58	4,214.250	156.150	3.71	INR	1.94
	L	Lundbeck B	30.805	Mon	0.02	30.145	2.19	27.875	2.270	8.14	DKK	1.47
		AbbVie	156.120	Mon	1.23	151.950	2.74	136.280	15.670	11.50	USD	1.09
		Eli Lilly	333.600	Mon	1.34	324.490	2.81	301.330	23.160	7.69	USD	0.67
		AstraZeneca	10,790.000	Mon	-0.22	10,686.000	0.97	10,648.000	38.000	0.36	GBP	0.52
	S	CSL	284.900	Mon	-0.82	283.230	0.59	294.800	-11.570	-3.92	AUD	-0.13
		Hansoh Pharma	13.640	Mon	-5.93	14.040	-2.85	13.600	0.440	3.24	HKD	-1.62
	S	Orion	43.880	Mon	-0.54	43.220	1.53	44.550	-1.330	-2.99	EUR	-2.12
	L	UCB	77.560	Mon	-1.10	78.300	-0.95	69.000	9.300	13.48	EUR	-2.63
		Sanofi	89.460	Mon	-0.38	88.030	1.62	80.760	7.270	9.00	EUR	-2.89
		Merck (EMD)	163.700	Mon	-0.40	169.850	-3.62	171.550	-1.700	-0.99	EUR	-3.66
		⇓instrument	freshest		⇓ Δday	3/13/23	⇓ Δwk	9/05/22	prc diff	⇓ Δ27	Curr	∅-RS
	S	Moderna	154.520	Mon	3.00	147.900	4.48	130.080	17.820	13.70	USD	-3.88
	S	Kyowa Kirin	2,814.000	Mon	-2.39	2,842.000	-0.99	3,095.000	-253.000	-8.17	JPY	-5.87
		Recordati	38.540	Mon	0.68	38.640	-0.26	40.220	-1.580	-3.93	EUR	-5.96
	S	Astellas Pharma	1,832.500	Mon	-0.97	1,886.000	-2.84	1,971.500	-85.500	-4.34	JPY	-5.99
	S	Boiron	40.800	Mon	0.99	41.100	-0.73	45.850	-4.750	-10.36	EUR	-6.05
	S	CSPC Pharmaceutical	7.750	Mon	-2.88	7.820	-0.90	7.850	-0.030	-0.38	HKD	-6.16
	L	Hanmi Science	37,850.000	Mon	-1.17	34,800.000	8.76	43,200.000	-8,400.000	-19.44	KRW	-6.85
		Chugai	3,311.000	Mon	-1.63	3,328.000	-0.51	3,560.000	-232.000	-6.52	JPY	-7.98
	S	Novartis	76.740	Mon	0.66	74.720	2.70	79.820	-5.100	-6.39	CHF	-8.88
		Abbott Labs	97.870	Mon	0.89	98.190	-0.33	102.500	-4.310	-4.20	USD	-9.38
	S	Otsuka	3,918.000	Mon	-1.83	4,009.000	-2.27	4,474.000	-465.000	-10.39	JPY	-9.65
		GSK	1,414.000	Mon	0.94	1,376.600	2.72	1,357.800	18.800	1.38	GBP	-9.76
	S	Bristol-Myers	67.240	Mon	1.07	66.000	1.88	68.610	-2.610	-3.80	USD	-10.54
		Alcon	61.320	Mon	0.49	59.500	3.06	65.620	-6.120	-9.33	CHF	-10.58
	S	Shionogi	5,860.000	Mon	-1.33	6,048.000	-3.11	6,768.000	-720.000	-10.64	JPY	-11.09
		WuXi AppTec	74.000	Mon	-0.20	78.970	-6.29	83.800	-4.830	-5.76	CNY	-11.70
	S	Bavarian Nordic	179.850	Mon	0.98	189.300	-4.99	250.100	-60.800	-24.31	DKK	-12.06
	S	Ono Pharmaceutical	2,762.500	Mon	-2.04	2,847.500	-2.99	3,343.000	-495.500	-14.82	JPY	-12.75
		WuXi Biologics	45.150	Mon	-5.94	50.200	-10.06	64.000	-13.800	-21.56	HKD	-13.24
	S	BioNTech	132.080	Mon	1.88	129.770	1.78	138.580	-8.810	-6.36	USD	-13.57
	L	Dermapharm	37.480	Mon	0.75	38.260	-2.04	46.800	-8.540	-18.25	EUR	-14.59
	S	Cipla	866.700	Mon	-0.84	874.800	-0.93	1,025.650	-150.850	-14.71	INR	-14.72
	S	Shanghai Fosun	31.430	Mon	-1.41	32.450	-3.14	36.190	-3.740	-10.33	CNY	-16.44
	S	Roche	261.450	Mon	-0.11	264.250	-1.06	319.200	-54.950	-17.21	CHF	-17.06
	L	Rovi	38.000	Mon	-3.89	39.300	-3.31	47.980	-8.680	-18.09	EUR	-17.39
		⇓instrument	freshest		⇓ Δday	3/13/23	⇓ Δwk	9/05/22	prc diff	⇓ Δ27	Curr	∅-RS
	S	Pfizer	40.810	Mon	1.77	39.860	2.38	45.700	-5.840	-12.78	USD	-17.51
	S	Sumitomo Pharma	791.000	Mon	-2.35	810.000	-2.35	1,023.000	-213.000	-20.82	JPY	-22.30
	S	Divi's Laboratories	2,800.200	Mon	0.31	2,767.000	1.20	3,592.750	-825.750	-22.98	INR	-23.09
		Valneva	4.952	Mon	-1.75	5.290	-6.39	7.960	-2.670	-33.54	EUR	-35.55
		Euroapi	10.250	Mon	-3.76	11.470	-10.64	16.950	-5.480	-32.33	EUR	-na-
		Haleon	316.250	Mon	0.29	309.750	2.10	246.150	63.600	25.84	GBP	-na-
Pharmaceuticals - 55 out of 55 instruments rated - 3/13/23 / 9/05/22 - 24 did rise, Market-Ratio(27) = 43.64 %

Technical Chart

	Pharmaceuticals RS = 27 - B/S = 39/39

1/07/19	scale up chart	3/13/23

Transactions Pharmaceuticals * S27 - 39 ex 11 (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		7/30/07	574		- cash -
short	7/30/07	8/06/07	7		Cipla	100	534	INR	18.715	18.405	19.030	0.315	2	10,168	139
8/06/07		8/20/07	14		- cash -
	8/20/07	9/10/07	21		Cipla	100	599	INR	16.965	17.190	16.740	-0.225	-1	10,034	-21
9/10/07		11/05/07	56		- cash -
	11/05/07	12/10/07	35		Vertex	100	416	USD	24.080	25.470	22.690	-1.390	-6	9,455	-46
12/10/07		12/17/07	7		- cash -
	12/17/07	12/24/07	7		IDEXX Labs	100	320	USD	29.505	29.740	29.270	-0.235	-1	9,380	-34
12/24/07		1/21/08	28		- cash -
	1/21/08	5/19/08	119		IDEXX Labs	100	345	USD	27.130	26.045	28.260	1.130	4	9,770	13
5/19/08		5/26/08	7		- cash -
	5/26/08	6/02/08	7		IDEXX Labs	100	388	USD	25.150	24.965	25.336	0.186	1	9,842	47
6/02/08		6/09/08	7		- cash -
	6/09/08	8/04/08	56		Bavarian Nordic	100	66	DKK	148.245	125.388	175.269	27.024	18	11,626	198
8/04/08		10/13/08	70		- cash -
	10/13/08	4/20/09	189		Daiichi Sankyo	100	1,845	JPY	6.300	5.757	6.895	0.595	9	12,723	19
4/20/09		5/24/10	399		- cash -
	5/24/10	8/02/10	70		Rovi	100	2,951	EUR	4.310	4.290	4.330	0.020	0	12,782	2
8/02/10		8/16/10	14		- cash -
	8/16/10	9/13/10	28		Rovi	100	2,891	EUR	4.420	5.330	3.510	-0.910	-21	10,151	-95
9/13/10		9/20/10	7		- cash -
	9/20/10	10/11/10	21		Ipsen	100	393	EUR	25.800	25.000	26.626	0.826	3	10,476	73
10/11/10		3/21/11	161		- cash -
	3/21/11	3/28/11	7		Bavarian Nordic	100	111	DKK	93.837	86.857	101.378	7.541	8	11,313	5,527
3/28/11		8/08/11	133		- cash -
	8/08/11	9/26/11	49		Bavarian Nordic	100	224	DKK	50.500	40.100	63.597	13.097	26	14,247	457
9/26/11		10/03/11	7		- cash -
	10/03/11	10/10/11	7		Bavarian Nordic	100	352	DKK	40.400	39.800	41.009	0.609	2	14,461	118
10/10/11		10/17/11	7		- cash -
	10/17/11	10/24/11	7		Bavarian Nordic	100	370	DKK	39.000	39.000	39.000	0.000	0	14,461	0
10/24/11		11/07/11	14		- cash -
	11/07/11	12/19/11	42		Bavarian Nordic	100	395	DKK	36.600	40.000	33.200	-3.400	-9	13,118	-57
12/19/11		9/28/15	1379		- cash -
	9/28/15	10/05/15	7		Aspen Pharmacare	100	697	EUR	18.800	18.260	19.356	0.556	3	13,506	357
10/05/15		10/19/15	14		- cash -
	10/19/15	10/26/15	7		Aspen Pharmacare	100	675	EUR	20.001	19.933	20.069	0.068	0	13,552	19
10/26/15		1/11/16	77		- cash -
	1/11/16	3/21/16	70		Aspen Pharmacare	100	849	EUR	15.950	17.925	13.975	-1.975	-12	11,875	-50
	3/21/16	4/04/16	14		Vertex	100	141	USD	84.020	82.870	85.186	1.166	1	12,039	43
4/04/16		5/02/16	28		- cash -
	5/02/16	6/06/16	35		Vertex	100	145	USD	83.000	96.090	69.910	-13.090	-16	10,141	-83
	6/06/16	6/20/16	14		Valneva	100	4,056	EUR	2.500	2.280	2.741	0.241	10	11,120	1,004
6/20/16		1/23/17	217		- cash -
	1/23/17	1/30/17	7		Hanmi Science	100	186	KRW	59.700	57.800	61.663	1.963	3	11,485	440
1/30/17		1/28/19	728		- cash -
	1/28/19	2/04/19	7		CSPC Pharmaceutical	100	1,750	HKD	6.563	6.979	6.146	-0.417	-6	10,755	-97
2/04/19		5/13/19	98		- cash -
	5/13/19	5/27/19	14		Aspen Pharmacare	100	1,705	EUR	6.305	5.966	6.663	0.358	6	11,366	322
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
5/27/19		6/03/19	7		- cash -
	6/03/19	6/17/19	14		Aspen Pharmacare	100	1,931	EUR	5.886	6.196	5.576	-0.310	-5	10,768	-76
6/17/19		9/16/19	91		- cash -
	9/16/19	9/23/19	7		Hanmi Science	100	257	KRW	41.850	41.650	42.051	0.201	0	10,819	28
9/23/19		2/14/22	875		- cash -
	2/14/22	3/21/22	35		WuXi Biologics	100	193	HKD	56.000	55.600	56.403	0.403	1	10,897	8
3/21/22		5/09/22	49		- cash -
	5/09/22	5/23/22	14		Bavarian Nordic	100	94	DKK	115.750	222.300	9.200	-106.550	-92	881	-100
5/23/22		6/06/22	14		- cash -
	6/06/22	7/11/22	35		Moderna	100	6	USD	140.000	175.260	104.740	-35.260	-25	670	-95
7/11/22		8/29/22	49		- cash -
	8/29/22	9/12/22	14		Valneva	100	72	EUR	9.216	8.644	9.826	0.610	7	714	432
9/12/22		9/26/22	14		- cash -
	9/26/22	10/31/22	35		Valneva	100	124	EUR	5.740	6.846	4.634	-1.106	-19	577	-89
10/31/22		2/13/23	105		- cash -
	2/13/23	2/20/23	7		Valneva	100	95	EUR	6.066	5.824	6.318	0.252	4	600	736
2/20/23		2/27/23	7		- cash -
	2/27/23	3/06/23	7		Valneva	100	108	EUR	5.528	5.604	5.452	-0.076	-1	592	-51
3/06/23		3/21/23	15		- cash -
accum	7/30/07	3/06/23	1015	days out of 6287 invested (16%)								-94		592	-64

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Daiichi Sankyo	short	10/13/08	4/20/09	189	6.30	5.76	6.89	0.59	9.44	9.44
IDEXX Labs		12/17/07	12/24/07	7	29.51	29.74	29.27	-0.23	-0.80
		1/21/08	5/19/08	119	27.13	26.05	28.26	1.13	4.17
		5/26/08	6/02/08	7	25.15	24.97	25.34	0.19	0.74	4.10
Hanmi Science		1/23/17	1/30/17	7	59.70	57.80	61.66	1.96	3.29
		9/16/19	9/23/19	7	41.85	41.65	42.05	0.20	0.48	3.78
Ipsen		9/20/10	10/11/10	21	25.80	25.00	26.63	0.83	3.20	3.20
WuXi Biologics		2/14/22	3/21/22	35	56.00	55.60	56.40	0.40	0.72	0.72
Cipla		7/30/07	8/06/07	7	18.72	18.41	19.03	0.32	1.68
		8/20/07	9/10/07	21	16.97	17.19	16.74	-0.23	-1.33	0.34
Valneva		6/06/16	6/20/16	14	2.50	2.28	2.74	0.24	9.65
		8/29/22	9/12/22	14	9.22	8.64	9.83	0.61	6.62
		9/26/22	10/31/22	35	5.74	6.85	4.63	-1.11	-19.27
		2/13/23	2/20/23	7	6.07	5.82	6.32	0.25	4.16
		2/27/23	3/06/23	7	5.53	5.60	5.45	-0.08	-1.37	-3.05
CSPC Pharmaceutical		1/28/19	2/04/19	7	6.56	6.98	6.15	-0.42	-6.35	-6.35
Aspen Pharmacare		9/28/15	10/05/15	7	18.80	18.26	19.36	0.56	2.96
		10/19/15	10/26/15	7	20.00	19.93	20.07	0.07	0.34
		1/11/16	3/21/16	70	15.95	17.93	13.98	-1.98	-12.38
		5/13/19	5/27/19	14	6.31	5.97	6.66	0.36	5.68
		6/03/19	6/17/19	14	5.89	6.20	5.58	-0.31	-5.27	-9.38
Vertex		11/05/07	12/10/07	35	24.08	25.47	22.69	-1.39	-5.77
		3/21/16	4/04/16	14	84.02	82.87	85.19	1.17	1.39
		5/02/16	6/06/16	35	83.00	96.09	69.91	-13.09	-15.77	-19.53
Rovi		5/24/10	8/02/10	70	4.31	4.29	4.33	0.02	0.47
		8/16/10	9/13/10	28	4.42	5.33	3.51	-0.91	-20.59	-20.22
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Moderna		6/06/22	7/11/22	35	140.00	175.26	104.74	-35.26	-25.19	-25.19
Bavarian Nordic		6/09/08	8/04/08	56	148.25	125.39	175.27	27.02	18.23
		3/21/11	3/28/11	7	93.84	86.86	101.38	7.54	8.04
		8/08/11	9/26/11	49	50.50	40.10	63.60	13.10	25.94
		10/03/11	10/10/11	7	40.40	39.80	41.01	0.61	1.51
		10/17/11	10/24/11	7	39.00	39.00	39.00	0.00	0.00
		11/07/11	12/19/11	42	36.60	40.00	33.20	-3.40	-9.29
		5/09/22	5/23/22	14	115.75	222.30	9.20	-106.55	-92.05	-88.23

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