| |
| |
Assessment - Pharmaceuticals in Swiss Franc - 6/27/22 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
1/31/22 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM Pharmaceuticals |
792.354 |
08:14 |
0.23 |
790.529 |
0.23 |
788.666 |
1.863 |
0.24 |
|
-3.25 |
| |  |
 |
 |
 |
L |
 |
Vertex |
274.285 |
Mon |
-1.79 |
274.285 |
|
225.960 |
48.325 |
21.39 |
|
36.18 |
| |  |
 |
 |
 |
L |
 |
Eli Lilly |
312.422 |
Mon |
0.51 |
312.422 |
|
228.135 |
84.287 |
36.95 |
|
29.40 |
| |  |
 |
 |
 |
L |
 |
Daiichi Sankyo |
24.134 |
06:15 |
2.95 |
23.443 |
2.95 |
20.719 |
2.723 |
13.14 |
|
8.00 |
| |  |
 |
 |
 |
L |
 |
Bristol-Myers |
76.351 |
Mon |
1.29 |
76.351 |
|
60.327 |
16.024 |
26.56 |
|
24.53 |
| |  |
 |
 |
 |
L |
 |
AstraZeneca |
12,660.610 |
08:05 |
-0.17 |
12,681.735 |
-0.17 |
10,766.607 |
1,915.128 |
17.79 |
|
13.44 |
| |  |
 |
 |
 |
|
 |
Ono Pharmaceutical |
23.993 |
06:15 |
2.59 |
23.386 |
2.59 |
22.400 |
0.987 |
4.40 |
|
5.12 |
| |  |
 |
 |
 |
|
 |
AbbVie |
146.192 |
Mon |
0.53 |
146.192 |
|
127.264 |
18.928 |
14.87 |
|
22.02 |
| |  |
 |
 |
 |
L |
 |
Merck (MSD) |
90.127 |
Mon |
1.37 |
90.127 |
|
75.751 |
14.376 |
18.98 |
|
21.11 |
| |  |
 |
 |
 |
|
 |
GlaxoSmithKline |
2,090.972 |
08:06 |
0.99 |
2,070.435 |
0.99 |
2,052.865 |
17.570 |
0.86 |
|
6.90 |
| |  |
 |
 |
 |
L |
 |
Astellas Pharma |
15.499 |
06:15 |
1.57 |
15.259 |
1.57 |
14.948 |
0.311 |
2.08 |
|
-0.46 |
| |  |
 |
 |
 |
|
 |
Lundbeck B |
5.114 |
Mon |
10.46 |
5.114 |
|
4.706 |
0.408 |
8.67 |
|
6.26 |
| |  |
 |
 |
 |
L |
 |
Otsuka |
34.815 |
06:15 |
2.88 |
33.841 |
2.88 |
31.649 |
2.193 |
6.93 |
|
-2.56 |
| |  |
 |
 |
 |
|
 |
Sanofi |
101.515 |
08:08 |
0.73 |
100.776 |
0.73 |
96.766 |
4.010 |
4.14 |
|
5.78 |
| |  |
 |
 |
 |
L |
 |
Takeda |
26.822 |
06:15 |
0.69 |
26.638 |
0.69 |
26.883 |
-0.244 |
-0.91 |
|
-4.41 |
| |  |
 |
 |
 |
|
 |
Pfizer |
49.526 |
Mon |
0.56 |
49.526 |
|
48.985 |
0.541 |
1.11 |
|
10.13 |
| |  |
 |
 |
 |
|
 |
Orion |
39.849 |
Mon |
4.37 |
39.849 |
|
37.611 |
2.238 |
5.95 |
|
2.54 |
| |  |
 |
 |
 |
L |
 |
Genomma Lab |
1.020 |
Mon |
2.02 |
1.020 |
|
0.924 |
0.096 |
10.38 |
|
11.52 |
| |  |
 |
 |
 |
L |
 |
Incyte |
73.850 |
Mon |
-1.06 |
73.850 |
|
69.103 |
4.747 |
6.87 |
|
8.78 |
| |  |
 |
 |
 |
|
 |
BioMarin |
81.230 |
Mon |
-2.03 |
81.230 |
|
82.398 |
-1.168 |
-1.42 |
|
7.73 |
| |  |
 |
 |
 |
|
 |
Pharma Mar |
68.122 |
Mon |
2.97 |
68.122 |
|
58.154 |
9.968 |
17.14 |
|
-0.49 |
| |  |
 |
 |
 |
|
 |
Sun Pharma |
10.169 |
Mon |
1.34 |
10.169 |
|
10.402 |
-0.233 |
-2.24 |
|
1.29 |
| |  |
 |
 |
 |
|
 |
Boiron |
41.488 |
Mon |
1.61 |
41.488 |
|
42.149 |
-0.661 |
-1.57 |
|
-1.09 |
| |  |
 |
 |
 |
|
 |
Novartis |
82.200 |
08:07 |
0.20 |
82.040 |
0.20 |
80.130 |
1.910 |
2.38 |
|
1.42 |
| |  |
 |
 |
 |
S |
 |
Cipla |
11.345 |
Mon |
-0.14 |
11.345 |
|
11.779 |
-0.434 |
-3.68 |
|
-2.79 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
1/31/22 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
CSL |
181.440 |
06:10 |
0.38 |
180.759 |
0.38 |
170.975 |
9.783 |
5.72 |
|
-5.07 |
| |  |
 |
 |
 |
S |
 |
Regeneron |
575.070 |
Mon |
-1.65 |
575.070 |
|
565.796 |
9.274 |
1.64 |
|
-1.07 |
| |  |
 |
 |
 |
L |
 |
Kyowa Hakko Kirin |
21.905 |
06:15 |
0.81 |
21.728 |
0.81 |
23.062 |
-1.334 |
-5.78 |
|
-15.14 |
| |  |
 |
 |
 |
S |
 |
Shionogi |
48.381 |
06:15 |
1.48 |
47.676 |
1.48 |
51.916 |
-4.240 |
-8.17 |
|
-15.73 |
| |  |
 |
 |
 |
L |
 |
Dr. Reddy's Labs |
52.575 |
Mon |
0.25 |
52.575 |
|
53.634 |
-1.058 |
-1.97 |
|
-6.33 |
| |  |
 |
 |
 |
L |
 |
Gilead Sciences |
59.980 |
Mon |
-0.40 |
59.980 |
|
63.851 |
-3.871 |
-6.06 |
|
-2.50 |
| |  |
 |
 |
 |
S |
 |
Ipsen |
86.569 |
Mon |
-2.67 |
86.569 |
|
90.037 |
-3.468 |
-3.85 |
|
-8.94 |
| |  |
 |
 |
 |
S |
 |
Alcon |
66.620 |
Mon |
0.73 |
66.620 |
|
70.840 |
-4.220 |
-5.96 |
|
-6.97 |
| |  |
 |
 |
 |
S |
 |
Roche |
320.750 |
08:08 |
-0.56 |
322.550 |
-0.56 |
356.900 |
-34.350 |
-9.62 |
|
-9.05 |
| |  |
 |
 |
 |
S |
 |
Chugai Seiyaku |
25.319 |
06:15 |
0.36 |
25.228 |
0.36 |
29.977 |
-4.749 |
-15.84 |
|
-19.46 |
| |  |
 |
 |
 |
|
 |
Almirall |
10.898 |
Mon |
1.70 |
10.898 |
|
11.883 |
-0.985 |
-8.29 |
|
-13.14 |
| |  |
 |
 |
 |
|
 |
Valneva |
12.912 |
Mon |
0.87 |
12.912 |
|
15.942 |
-3.030 |
-19.00 |
|
-13.74 |
| |  |
 |
 |
 |
|
 |
Abbott Labs |
104.131 |
Mon |
-0.34 |
104.131 |
|
118.497 |
-14.366 |
-12.12 |
|
-8.12 |
| |  |
 |
 |
 |
S |
 |
Merck (EMD) |
165.953 |
08:14 |
-0.67 |
167.066 |
-0.67 |
202.296 |
-35.230 |
-17.41 |
|
-15.18 |
| |  |
 |
 |
 |
L |
 |
WuXi AppTec |
14.581 |
07:00 |
-1.27 |
14.768 |
-1.27 |
15.323 |
-0.555 |
-3.62 |
|
-13.70 |
| |  |
 |
 |
 |
S |
 |
UCB |
81.944 |
Mon |
0.05 |
81.944 |
|
91.831 |
-9.887 |
-10.77 |
|
-17.97 |
| |  |
 |
 |
 |
S |
 |
Shanghai Fosun |
6.094 |
07:00 |
-1.45 |
6.184 |
-1.45 |
6.218 |
-0.035 |
-0.56 |
|
-16.99 |
| |  |
 |
 |
 |
S |
 |
Recordati |
41.600 |
Mon |
-1.79 |
41.600 |
|
51.685 |
-10.085 |
-19.51 |
|
-19.15 |
| |  |
 |
 |
 |
L |
 |
Jiangsu Hengrui Med |
5.090 |
07:00 |
0.28 |
5.076 |
0.28 |
5.987 |
-0.911 |
-15.22 |
|
-18.08 |
| |  |
 |
 |
 |
L |
 |
Eisai |
40.296 |
06:15 |
1.64 |
39.647 |
1.64 |
46.681 |
-7.034 |
-15.07 |
|
-26.80 |
| |  |
 |
 |
 |
S |
 |
Dechra Pharm |
4,109.887 |
Mon |
2.16 |
4,109.887 |
|
5,190.262 |
-1,080.375 |
-20.82 |
|
-23.31 |
| |  |
 |
 |
 |
|
 |
Hikma |
1,955.189 |
Mon |
1.77 |
1,955.189 |
|
2,596.380 |
-641.191 |
-24.70 |
|
-26.35 |
| |  |
 |
 |
 |
|
 |
Hanmi Science |
30.156 |
06:30 |
-2.87 |
31.048 |
-2.87 |
34.638 |
-3.590 |
-10.36 |
|
-26.50 |
| |  |
 |
 |
 |
S |
 |
Aurobindo Pharma |
6.343 |
Mon |
-1.00 |
6.343 |
|
7.908 |
-1.565 |
-19.79 |
|
-25.04 |
| |  |
 |
 |
 |
L |
 |
Sumitomo Dainippon |
7.760 |
06:15 |
2.14 |
7.598 |
2.14 |
10.065 |
-2.467 |
-24.51 |
|
-33.46 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
1/31/22 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Lupin |
7.666 |
Mon |
0.10 |
7.666 |
|
11.319 |
-3.653 |
-32.27 |
|
-27.11 |
| |  |
 |
 |
 |
S |
 |
Aspen Pharmacare |
8.095 |
Mon |
-1.84 |
8.095 |
|
12.415 |
-4.320 |
-34.80 |
|
-31.27 |
| |  |
 |
 |
 |
S |
 |
Dermapharm |
48.066 |
Mon |
1.45 |
48.066 |
|
74.648 |
-26.582 |
-35.61 |
|
-31.51 |
| |  |
 |
 |
 |
S |
 |
IDEXX Labs |
342.742 |
Mon |
-0.68 |
342.742 |
|
471.628 |
-128.887 |
-27.33 |
|
-32.14 |
| |  |
 |
 |
 |
S |
 |
Canopy Growth |
3.628 |
Mon |
0.20 |
3.628 |
|
7.484 |
-3.856 |
-51.52 |
|
-55.40 |
| |  |
 |
 |
 |
S |
 |
Bausch Health |
8.303 |
Mon |
-0.80 |
8.303 |
|
22.884 |
-14.582 |
-63.72 |
|
-57.77 |
Pharmaceuticals - 55 out of 55 instruments rated - 6/27/22 / 1/31/22 - 21 did rise, Market-Ratio(21) in CHF = 38.18 % |
Technical Chart
Transactions Pharmaceuticals in Swiss Franc * A21 - 76/51 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | 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 |
233 |
|
42.884 |
37.440 |
|
-5.444 |
-13 |
8,732 |
-29 |
|
short |
6/12/06 |
10/16/06 |
126 |
 |
 |
 |
Boiron |
100 |
356 |
|
24.509 |
28.513 |
20.504 |
-4.004 |
-16 |
7,306 |
-40 |
|
long |
10/16/06 |
6/18/07 |
245 |
 |
 |
 |
Kangmei Pharma |
100 |
63,652 |
|
0.115 |
0.354 |
|
0.239 |
209 |
22,543 |
436 |
|
short |
6/18/07 |
7/27/09 |
770 |
 |
 |
 |
Vertex |
100 |
663 |
|
33.975 |
38.513 |
29.437 |
-4.538 |
-13 |
19,535 |
-7 |
|
long |
7/27/09 |
5/10/10 |
287 |
 |
 |
 |
Kangmei Pharma |
100 |
33,113 |
|
0.590 |
0.930 |
|
0.340 |
58 |
30,787 |
78 |
|
short |
5/10/10 |
10/18/10 |
161 |
 |
 |
 |
Innate Pharma |
100 |
11,837 |
|
2.601 |
2.105 |
3.214 |
0.613 |
24 |
38,046 |
62 |
|
long |
10/18/10 |
3/14/11 |
147 |
 |
 |
 |
Bausch Health |
100 |
1,484 |
|
25.633 |
37.722 |
|
12.089 |
47 |
55,986 |
161 |
|
short |
3/14/11 |
1/02/12 |
294 |
 |
 |
 |
Genfit |
100 |
9,890 |
|
5.661 |
2.073 |
15.455 |
9.794 |
173 |
152,848 |
248 |
|
long |
1/02/12 |
6/04/12 |
154 |
 |
 |
 |
Alexion |
100 |
2,306 |
|
66.263 |
85.480 |
|
19.217 |
29 |
197,163 |
83 |
|
short |
6/04/12 |
7/23/12 |
49 |
 |
 |
 |
Genfit |
100 |
99,229 |
|
1.987 |
2.129 |
1.845 |
-0.142 |
-7 |
183,028 |
-43 |
|
long |
7/23/12 |
9/16/13 |
420 |
 |
 |
 |
Regeneron |
100 |
1,512 |
|
121.049 |
272.975 |
|
151.926 |
126 |
412,741 |
103 |
|
short |
9/16/13 |
11/11/13 |
56 |
 |
 |
 |
Otsuka |
100 |
1,603,759 |
|
0.257 |
0.254 |
0.261 |
0.004 |
1 |
418,421 |
9 |
|
long |
11/11/13 |
4/14/14 |
154 |
 |
 |
 |
Genfit |
100 |
38,572 |
|
10.848 |
29.673 |
|
18.825 |
174 |
1,144,549 |
986 |
|
short |
4/14/14 |
5/12/14 |
28 |
 |
 |
 |
Shionogi |
100 |
7,591,602 |
|
0.151 |
0.162 |
0.140 |
-0.011 |
-7 |
1,062,065 |
-62 |
|
long |
5/12/14 |
8/24/15 |
469 |
 |
 |
 |
Genfit |
100 |
41,939 |
|
25.324 |
32.781 |
|
7.457 |
29 |
1,374,800 |
22 |
|
short |
8/24/15 |
7/25/16 |
336 |
 |
 |
 |
Genomma Lab |
100 |
2,025,515 |
|
0.679 |
1.145 |
0.213 |
-0.466 |
-69 |
430,625 |
-72 |
|
long |
7/25/16 |
9/12/16 |
49 |
 |
 |
 |
Genomma Lab |
100 |
376,124 |
|
1.145 |
1.054 |
|
-0.091 |
-8 |
396,269 |
-46 |
|
short |
9/12/16 |
3/13/17 |
182 |
 |
 |
 |
Bausch Health |
100 |
14,244 |
|
27.820 |
12.144 |
63.729 |
35.909 |
129 |
907,756 |
427 |
|
long |
3/13/17 |
8/07/17 |
147 |
 |
 |
 |
Incyte |
100 |
5,966 |
|
152.136 |
128.463 |
|
-23.673 |
-16 |
766,524 |
-34 |
|
short |
8/07/17 |
9/03/18 |
392 |
 |
 |
 |
Lupin |
100 |
512,069 |
|
1.497 |
1.273 |
1.760 |
0.263 |
18 |
901,037 |
16 |
|
long |
9/03/18 |
11/19/18 |
77 |
 |
 |
 |
CSL |
100 |
5,620 |
|
160.319 |
131.990 |
|
-28.329 |
-18 |
741,826 |
-60 |
|
short |
11/19/18 |
12/30/19 |
406 |
 |
 |
 |
Aspen Pharmacare |
100 |
70,142 |
|
10.576 |
8.249 |
13.559 |
2.983 |
28 |
951,084 |
25 |
|
long |
12/30/19 |
3/09/20 |
70 |
 |
 |
 |
Chugai Seiyaku |
100 |
3,180,611 |
|
0.299 |
0.333 |
|
0.034 |
11 |
1,058,686 |
75 |
|
short |
3/09/20 |
8/03/20 |
147 |
 |
 |
 |
Canopy Growth |
100 |
86,221 |
|
12.279 |
16.773 |
7.785 |
-4.494 |
-37 |
671,196 |
-68 |
|
long |
8/03/20 |
10/05/20 |
63 |
 |
 |
 |
Aurobindo Pharma |
100 |
633,585 |
|
1.059 |
1.056 |
|
-0.003 |
0 |
669,081 |
-2 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
10/05/20 |
7/26/21 |
294 |
 |
 |
 |
DBV Technologies |
100 |
212,341 |
|
3.151 |
9.935 |
0.000 |
-3.151 |
-100 |
0 |
-100 |
|
long |
7/26/21 |
10/11/21 |
77 |
 |
 |
 |
IDEXX Labs |
100 |
0 |
|
627.346 |
568.060 |
|
-59.286 |
-9 |
0 |
0 |
|
short |
10/11/21 |
6/27/22 |
259 |
 |
 |
 |
Canopy Growth |
100 |
0 |
|
12.244 |
3.628 |
41.320 |
29.076 |
237 |
0 |
0 |
|
accum | 1/16/06 |
6/27/22 | 6007 |
days out of 6021 invested (100%) |
-100 |
0 |
-48 |
|
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 | 5.66 | 2.07 | 15.45 | 9.79 | 173.01 | | | |
| short | 6/04/12 | 7/23/12 | 49 | 1.99 | 2.13 | 1.84 | -0.14 | -7.17 | | | |
| long | 11/11/13 | 4/14/14 | 154 | 10.85 | 29.67 | | 18.83 | 173.54 | | | |
| long | 5/12/14 | 8/24/15 | 469 | 25.32 | 32.78 | | 7.46 | 29.45 | | | 797.42 |
Kangmei Pharma | long | 10/16/06 | 6/18/07 | 245 | 0.11 | 0.35 | | 0.24 | 208.56 | | | |
| long | 7/27/09 | 5/10/10 | 287 | 0.59 | 0.93 | | 0.34 | 57.60 | | | 386.30 |
Bausch Health | long | 10/18/10 | 3/14/11 | 147 | 25.63 | 37.72 | | 12.09 | 47.16 | | | |
| short | 9/12/16 | 3/13/17 | 182 | 27.82 | 12.14 | 63.73 | 35.91 | 129.08 | | | 237.11 |
Regeneron | long | 7/23/12 | 9/16/13 | 420 | 121.05 | 272.97 | | 151.93 | 125.51 | | | 125.51 |
Canopy Growth | short | 3/09/20 | 8/03/20 | 147 | 12.28 | 16.77 | 7.78 | -4.49 | -36.60 | | | |
| short | 10/11/21 | 6/27/22 | 259 | 12.24 | 3.63 | 41.32 | 29.08 | 237.47 | | | 113.95 |
Alexion | long | 1/02/12 | 6/04/12 | 154 | 66.26 | 85.48 | | 19.22 | 29.00 | | | 29.00 |
Aspen Pharmacare | short | 11/19/18 | 12/30/19 | 406 | 10.58 | 8.25 | 13.56 | 2.98 | 28.21 | | | 28.21 |
Innate Pharma | short | 5/10/10 | 10/18/10 | 161 | 2.60 | 2.10 | 3.21 | 0.61 | 23.58 | | | 23.58 |
Lupin | short | 8/07/17 | 9/03/18 | 392 | 1.50 | 1.27 | 1.76 | 0.26 | 17.55 | | | 17.55 |
Chugai Seiyaku | long | 12/30/19 | 3/09/20 | 70 | 0.30 | 0.33 | | 0.03 | 11.31 | | | 11.31 |
Otsuka | short | 9/16/13 | 11/11/13 | 56 | 0.26 | 0.25 | 0.26 | 0.00 | 1.38 | | | 1.38 |
Aurobindo Pharma | long | 8/03/20 | 10/05/20 | 63 | 1.06 | 1.06 | | -0.00 | -0.32 | | | -0.32 |
Shionogi | short | 4/14/14 | 5/12/14 | 28 | 0.15 | 0.16 | 0.14 | -0.01 | -7.21 | | | -7.21 |
IDEXX Labs | long | 7/26/21 | 10/11/21 | 77 | 627.35 | 568.06 | | -59.29 | -9.45 | | | -9.45 |
Incyte | long | 3/13/17 | 8/07/17 | 147 | 152.14 | 128.46 | | -23.67 | -15.56 | | | -15.56 |
Boiron | short | 6/12/06 | 10/16/06 | 126 | 24.51 | 28.51 | 20.50 | -4.00 | -16.34 | | | -16.34 |
CSL | long | 9/03/18 | 11/19/18 | 77 | 160.32 | 131.99 | | -28.33 | -17.67 | | | -17.67 |
Vertex | long | 1/16/06 | 6/12/06 | 147 | 42.88 | 37.44 | | -5.44 | -12.69 | | | |
| short | 6/18/07 | 7/27/09 | 770 | 33.97 | 38.51 | 29.44 | -4.54 | -13.36 | | | -24.36 |
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 | 0.68 | 1.14 | 0.21 | -0.47 | -68.68 | | | |
| long | 7/25/16 | 9/12/16 | 49 | 1.14 | 1.05 | | -0.09 | -7.98 | | | -71.18 |
DBV Technologies | short | 10/05/20 | 7/26/21 | 294 | 3.15 | 9.94 | 0.00 | -3.15 | -100.00 | | | -100.00 |
Annotations
6/27/22 | Lundbeck | | | splits into one A and four B shares (1:(1+4)) |
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. |
3/14/15 | Pharma | | | complete analysis |
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