Share-o-matic - Portfolio

Sun, Jan 23rd, 2022, 11:39UTC

Assessment - Medicine - 1/17/22 - RS = 14

		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	10/11/21	prc diff	⇓ Δ14	Curr	∅-RS
	S	SOM Medicine	946.471	Fri	-2.37	985.106	-3.92	1,028.440	-43.334	-4.21	USD	-4.88
		Uniphar	4.090	Fri	0.25	4.250	-3.76	4.190	0.060	1.43	EUR	26.08
		Straumann	1,542.500	Fri	-3.80	1,674.500	-7.88	1,679.000	-4.500	-0.27	CHF	14.27
		EssilorLuxottica	173.600	Fri	-1.72	174.000	-0.23	159.960	14.040	8.78	EUR	13.54
		Siemens Healthineers	60.740	Fri	-1.78	59.560	1.98	55.440	4.120	7.43	EUR	12.82
		ResMed	32.790	Fri	-1.71	34.650	-5.37	34.850	-0.200	-0.57	AUD	11.98
		Getinge	332.000	Fri	-2.35	336.900	-1.45	345.900	-9.000	-2.60	SEK	10.78
		Sonova	323.300	Fri	-2.24	327.700	-1.34	345.000	-17.300	-5.01	CHF	7.69
		Sonic Healthcare	38.850	Fri	-3.14	40.270	-3.53	39.280	0.990	2.52	AUD	6.17
		Amplifon	38.720	Fri	-4.11	40.870	-5.26	40.600	0.270	0.67	EUR	5.29
		Pacific Edge	1.220	Fri	-3.94	1.250	-2.40	1.420	-0.170	-11.97	NZD	2.89
		Intuitive Surgical	269.530	Fri	-7.93	307.740	-12.42	324.180	-16.440	-5.07	USD	2.88
		Ramsay Health Care	64.530	Fri	-1.78	67.340	-4.17	66.750	0.590	0.88	AUD	1.53
		Fisher & Paykel HC	29.350	Fri	-3.45	31.690	-7.38	29.750	1.940	6.52	NZD	-0.52
	L	LTC Properties	35.400	Fri	0.85	36.700	-3.54	32.890	3.810	11.58	USD	-1.67
	S	Terumo	4,274.000	Fri	0.90	4,351.000	-1.77	5,044.000	-693.000	-13.74	JPY	-2.66
		Coloplast	974.000	Fri	-2.84	999.600	-2.56	1,000.500	-0.900	-0.09	DKK	-2.68
	L	Fresenius MedCare	58.060	Fri	-2.71	60.660	-4.29	61.000	-0.340	-0.56	EUR	-2.92
	S	Stratec	119.600	Fri	-1.64	120.000	-0.33	116.600	3.400	2.92	EUR	-3.06
		Illumina	365.940	Fri	-3.81	405.140	-9.68	404.360	0.780	0.19	USD	-3.46
	S	Rhön-Klinikum	14.900	Fri	-1.84	15.000	-0.67	15.700	-0.700	-4.46	EUR	-3.63
	S	Sartorius	464.800	Fri	-3.31	459.900	1.07	495.900	-36.000	-7.26	EUR	-4.15
	S	Eckert & Ziegler	79.400	Fri	-3.11	82.350	-3.58	109.200	-26.850	-24.59	EUR	-5.10
		Fresenius	36.345	Fri	-1.69	37.450	-2.95	41.010	-3.560	-8.68	EUR	-5.74
	S	Carl Zeiss Meditec	142.050	Fri	-2.03	147.200	-3.50	159.400	-12.200	-7.65	EUR	-6.12
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	10/11/21	prc diff	⇓ Δ14	Curr	∅-RS
	S	Cochlear	193.320	Fri	-1.13	204.110	-5.29	214.090	-9.980	-4.66	AUD	-8.17
		Gerresheimer	74.950	Fri	-1.83	79.150	-5.31	78.650	0.500	0.64	EUR	-8.68
	S	Oceania Healthcare	1.200	Fri	-3.23	1.290	-6.98	1.410	-0.120	-8.51	NZD	-9.25
	L	Smith and Nephew	1,258.500	Fri	-1.22	1,257.500	0.08	1,257.500	0.000	0.00	GBP	-10.25
	S	Medtronic	105.600	Fri	-0.48	108.550	-2.72	123.540	-14.990	-12.13	USD	-10.30
		DiaSorin	142.850	Fri	-2.82	148.250	-3.64	169.350	-21.100	-12.46	EUR	-10.36
		Orpea	82.580	Fri	-4.00	87.600	-5.73	89.700	-2.100	-2.34	EUR	-12.42
		Encompass Health	62.500	Fri	0.97	65.860	-5.10	68.640	-2.780	-4.05	USD	-13.26
		Align Technology	462.780	Fri	-5.69	524.630	-11.79	631.850	-107.220	-16.97	USD	-14.33
	S	WuXi AppTec	107.690	Fri	-2.98	114.160	-5.67	141.860	-27.700	-19.53	CNY	-20.02
	S	Drägerwerk	49.520	Fri	-1.84	51.500	-3.84	69.350	-17.850	-25.74	EUR	-25.12
	S	Medigene	2.740	Fri	-3.18	2.700	1.48	3.655	-0.955	-26.13	EUR	-27.77
		Ambu	133.800	Fri	-3.95	147.200	-9.10	167.250	-20.050	-11.99	DKK	-33.83
		Synlab	20.700	Fri	0.10	20.760	-0.29	19.685	1.075	5.46	EUR	-na-
Medicine - 38 out of 38 instruments rated - 1/17/22 / 10/11/21 - 12 did rise, Market-Ratio(14) = 31.58 %

Technical Chart

	Medicine RS = 14 - B/S = 78/22

1/01/18	scale up chart	1/17/22

Transactions Medicine * A14 - 78/22 (3)

														⇐
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	1/28/08	742		Stratec	33	203	EUR	16.349	17.600		1.251	8	10,254	4
					Intuitive Surgical	33	229	USD	14.570	30.840		16.270	112	13,980	45
					Illumina	33	346	USD	9.640	32.580		22.940	238	21,917	82
100							119							47
short	1/28/08	6/15/09	504		Carl Zeiss Meditec	33	695	EUR	10.500	9.930	11.103	0.603	6	22,336	4
					Drägerwerk	33	182	EUR	40.000	22.100	72.398	32.398	81	28,232	54
					Stratec	33	417	EUR	17.600	16.840	18.394	0.794	5	28,564	3
100							30							21
long	6/15/09	8/08/11	784		Stratec	33	565	EUR	16.840	28.550		11.710	70	35,180	28
					Sonova	33	109	CHF	87.350	63.550		-23.800	-27	32,586	-14
					Ramsay Health Care	33	827	AUD	11.520	16.460		4.940	43	36,671	18
100							28							12
short	8/08/11	11/14/11	98		Sonova	33	192	CHF	63.550	94.650	32.450	-31.100	-49	30,700	-92
					Illumina	33	239	USD	51.000	31.870	81.613	30.613	60	38,016	476
					Fisher & Paykel HC	33	5,339	NZD	2.300	2.350	2.250	-0.050	-2	37,749	-8
100							3							11
long	11/14/11	2/08/16	1547		Intuitive Surgical	33	257	USD	48.940	56.360		7.420	15	39,656	3
					Coloplast	33	75	DKK	167.400	491.200		323.800	193	63,941	29
					Ramsay Health Care	33	637	AUD	19.790	58.520		38.730	196	88,612	29
100							135							22
short	2/08/16	4/25/16	77		Drägerwerk	33	543	EUR	54.340	57.270	51.410	-2.930	-5	87,021	-23
					Express Scripts	33	442	USD	66.720	73.720	59.720	-7.000	-10	83,927	-41
					Illumina	33	218	USD	135.370	143.070	127.670	-7.700	-6	82,249	-24
100							-7							-30
long	4/25/16	10/31/16	189		Intuitive Surgical	33	386	USD	70.970	74.680		3.710	5	83,681	10
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
					Fisher & Paykel HC	33	2,890	NZD	9.490	8.860		-0.630	-7	81,860	-12
					Terumo	33	1,253	JPY	21.875	20.325		-1.550	-7	79,918	-13
100							-3							-5
short	10/31/16	2/27/17	119		Express Scripts	33	395	USD	67.400	71.750	63.050	-4.350	-6	78,200	-19
					Illumina	33	195	USD	136.140	166.820	105.460	-30.680	-23	72,217	-54
					Getinge	33	180	SEK	148.000	149.400	146.600	-1.400	-1	71,965	-3
100							-10							-28
long	2/27/17	9/25/17	210		Carl Zeiss Meditec	33	593	EUR	40.385	42.065		1.680	4	72,961	7
					Drägerwerk	33	283	EUR	84.610	89.780		5.170	6	74,424	11
					Medigene	33	1,993	EUR	12.075	12.655		0.580	5	75,580	8
100							5							9
short	9/25/17	6/18/18	266		Gerresheimer	33	390	EUR	64.530	68.000	61.060	-3.470	-5	74,227	-7
					Mediclinic	33	3,905	GBP	6.455	5.442	7.657	1.202	19	78,919	26
					Ramsay Health Care	33	404	AUD	62.300	60.230	64.441	2.141	3	79,784	5
100							6							8
long	6/18/18	10/29/18	133		Illumina	33	92	USD	288.850	292.250		3.400	1	80,097	3
					Encompass Health	33	392	USD	67.710	71.950		4.240	6	81,759	18
					Align Technology	33	72	USD	370.100	217.940		-152.160	-41	70,804	-77
100							-11							-28
short	10/29/18	4/01/19	154		Drägerwerk	33	504	EUR	46.760	42.660	51.254	4.494	10	73,069	24
					Dentsply Sirona	33	688	USD	34.320	49.840	18.800	-15.520	-45	62,391	-76
					Align Technology	33	108	USD	217.940	285.150	150.730	-67.210	-31	55,132	-58
100							-22							-45
long	4/01/19	3/09/20	343		Sartorius	33	116	EUR	157.800	204.600		46.800	30	60,561	32
					Coloplast	33	24	DKK	739.600	900.000		160.400	22	64,410	23
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
					Getinge	33	173	SEK	109.650	170.400		60.750	55	74,920	60
100							36							39
short	3/09/20	6/22/20	105		Fresenius	33	652	EUR	38.295	44.780	31.810	-6.485	-17	70,692	-48
					Medigene	33	6,243	EUR	4.000	5.140	2.860	-1.140	-29	63,575	-69
					NMC Health	33	2,661	GBP	9.384	9.384	9.384	0.000	0	63,575	0
100							-15							-43
long	6/22/20	12/13/21	539		Sartorius	33	71	EUR	294.800	575.000		280.200	95	83,469	57
					DiaSorin	33	124	EUR	170.700	180.650		9.950	6	84,703	4
					Ambu	33	94	DKK	227.000	179.750		-47.250	-21	80,262	-15
100							26							17
short	12/13/21	1/21/22	39		Drägerwerk	33	484	EUR	55.250	49.520	61.643	6.393	12	83,356	179
					Medigene	33	9,071	EUR	2.950	2.740	3.176	0.226	8	85,407	100
					Ambu	33	148	DKK	179.750	133.800	241.480	61.730	34	94,543	1,485
100							18							364
accum	1/16/06	1/21/22	5851	days out of 5865 invested (100%)								845		94,543	15

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Illumina	long	1/16/06	1/28/08	742	9.64	32.58		22.94	237.97	33	79.32
	short	8/08/11	11/14/11	98	51.00	31.87	81.61	30.61	60.03		20.01
	short	2/08/16	4/25/16	77	135.37	143.07	127.67	-7.70	-5.69		-1.90
	short	10/31/16	2/27/17	119	136.14	166.82	105.46	-30.68	-22.54		-7.51
	long	6/18/18	10/29/18	133	288.85	292.25		3.40	1.18		0.39	96.03
Ramsay Health Care	long	6/15/09	8/08/11	784	11.52	16.46		4.94	42.88		14.29
	long	11/14/11	2/08/16	1547	19.79	58.52		38.73	195.70		65.23
	short	9/25/17	6/18/18	266	62.30	60.23	64.44	2.14	3.44		1.15	91.02
Coloplast	long	11/14/11	2/08/16	1547	167.40	491.20		323.80	193.43		64.48
	long	4/01/19	3/09/20	343	739.60	900.00		160.40	21.69		7.23	76.37
Intuitive Surgical	long	1/16/06	1/28/08	742	14.57	30.84		16.27	111.67		37.22
	long	11/14/11	2/08/16	1547	48.94	56.36		7.42	15.16		5.05
	long	4/25/16	10/31/16	189	70.97	74.68		3.71	5.23		1.74	46.67
Sartorius	long	4/01/19	3/09/20	343	157.80	204.60		46.80	29.66		9.89
	long	6/22/20	12/13/21	539	294.80	575.00		280.20	95.05		31.68	44.70
Drägerwerk	short	1/28/08	6/15/09	504	40.00	22.10	72.40	32.40	81.00		27.00
	short	2/08/16	4/25/16	77	54.34	57.27	51.41	-2.93	-5.39		-1.80
	long	2/27/17	9/25/17	210	84.61	89.78		5.17	6.11		2.04
	short	10/29/18	4/01/19	154	46.76	42.66	51.25	4.49	9.61		3.20
	short	12/13/21	1/21/22	39	55.25	49.52	61.64	6.39	11.57		3.86	36.40
Stratec	long	1/16/06	1/28/08	742	16.35	17.60		1.25	7.65		2.55
	short	1/28/08	6/15/09	504	17.60	16.84	18.39	0.79	4.51		1.50
	long	6/15/09	8/08/11	784	16.84	28.55		11.71	69.54		23.18	28.22
Getinge	short	10/31/16	2/27/17	119	148.00	149.40	146.60	-1.40	-0.95		-0.32
	long	4/01/19	3/09/20	343	109.65	170.40		60.75	55.40		18.47	18.09
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Mediclinic	short	9/25/17	6/18/18	266	6.46	5.44	7.66	1.20	18.62		6.21	6.21
Ambu	long	6/22/20	12/13/21	539	227.00	179.75		-47.25	-20.81		-6.94
	short	12/13/21	1/21/22	39	179.75	133.80	241.48	61.73	34.34		11.45	3.71
Carl Zeiss Meditec	short	1/28/08	6/15/09	504	10.50	9.93	11.10	0.60	5.74		1.91
	long	2/27/17	9/25/17	210	40.39	42.07		1.68	4.16		1.39	3.33
Encompass Health	long	6/18/18	10/29/18	133	67.71	71.95		4.24	6.26		2.09	2.09
DiaSorin	long	6/22/20	12/13/21	539	170.70	180.65		9.95	5.83		1.94	1.94
NMC Health	short	3/09/20	6/22/20	105	9.38	9.38	9.38	0.00	0.00		0.00	0.00
Gerresheimer	short	9/25/17	6/18/18	266	64.53	68.00	61.06	-3.47	-5.38		-1.79	-1.79
Terumo	long	4/25/16	10/31/16	189	21.88	20.33		-1.55	-7.09		-2.36	-2.36
Fisher & Paykel HC	short	8/08/11	11/14/11	98	2.30	2.35	2.25	-0.05	-2.17		-0.72
	long	4/25/16	10/31/16	189	9.49	8.86		-0.63	-6.64		-2.21	-2.92
Express Scripts	short	2/08/16	4/25/16	77	66.72	73.72	59.72	-7.00	-10.49		-3.50
	short	10/31/16	2/27/17	119	67.40	71.75	63.05	-4.35	-6.45		-2.15	-5.57
Fresenius	short	3/09/20	6/22/20	105	38.30	44.78	31.81	-6.49	-16.93		-5.64	-5.64
Medigene	long	2/27/17	9/25/17	210	12.08	12.66		0.58	4.80		1.60
	short	3/09/20	6/22/20	105	4.00	5.14	2.86	-1.14	-28.50		-9.50
	short	12/13/21	1/21/22	39	2.95	2.74	3.18	0.23	7.66		2.55	-5.70
Dentsply Sirona	short	10/29/18	4/01/19	154	34.32	49.84	18.80	-15.52	-45.22		-15.07	-15.07
Align Technology	long	6/18/18	10/29/18	133	370.10	217.94		-152.16	-41.11		-13.70
	short	10/29/18	4/01/19	154	217.94	285.15	150.73	-67.21	-30.84		-10.28	-22.58
Sonova	long	6/15/09	8/08/11	784	87.35	63.55		-23.80	-27.25		-9.08
	short	8/08/11	11/14/11	98	63.55	94.65	32.45	-31.10	-48.94		-16.31	-23.91

Annotations

10/05/21	Intuitive Surgical	stock split 1:3 (three for one)
1/02/18	HealthSouth	renames herself Encompass Health Corporation and gets new IDs and ticker
12/16/16	Medigene	return
6/13/16	Sartorius	stock split 1:4 (four for one)
1/25/16	HealthSouth	recording started


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