Share-o-matic - Portfolio

Sun, Apr 2nd, 2023, 6:05UTC

Assessment - Pharmaceuticals - 3/27/23 - RS = 21

		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	10/31/22	prc diff	⇓ Δ21	Curr	⇓∅-RS
	S	SOM Pharmaceuticals	808.379	Fri	0.47	799.584	1.10	826.472	-26.888	-3.25	USD	-3.28
	S	Abbott Labs	101.260	Fri	2.20	98.460	2.84	98.940	-0.480	-0.49	USD	-8.46
		AbbVie	159.370	Fri	0.92	157.540	1.16	146.400	11.140	7.61	USD	4.86
	S	Alcon	64.700	Fri	-0.37	62.400	3.69	60.940	1.460	2.40	CHF	-5.68
	L	Aspen Pharmacare	9.350	Fri	1.63	8.950	4.47	8.300	0.650	7.83	EUR	6.11
	S	Astellas Pharma	1,883.000	Fri	0.27	1,866.500	0.88	2,046.500	-180.000	-8.80	JPY	-6.87
		AstraZeneca	11,232.000	Fri	0.59	11,252.000	-0.18	10,254.000	998.000	9.73	GBP	5.32
	S	Bavarian Nordic	196.600	Fri	-0.23	187.500	4.85	240.000	-52.500	-21.88	DKK	-13.36
	S	BioNTech	124.570	Fri	1.63	123.600	0.78	137.640	-14.040	-10.20	USD	-17.01
	S	Boiron	39.700	Fri	-0.25	40.050	-0.87	46.200	-6.150	-13.31	EUR	-8.44
	S	Bristol-Myers	69.310	Fri	1.63	68.070	1.82	77.470	-9.400	-12.13	USD	-7.54
	S	Chugai	3,270.000	Fri	0.83	3,271.000	-0.03	3,450.000	-179.000	-5.19	JPY	-9.06
	S	Cipla	900.500	Fri	1.44	889.300	1.26	1,167.400	-278.100	-23.82	INR	-12.64
		CSL	288.300	Fri	0.98	288.940	-0.22	280.480	8.460	3.02	AUD	1.60
	S	CSPC Pharmaceutical	7.720	Fri	2.80	7.690	0.39	8.070	-0.380	-4.71	HKD	-7.36
		Daiichi Sankyo	4,822.000	Fri	1.77	4,694.000	2.73	4,767.000	-73.000	-1.53	JPY	23.05
	L	Dermapharm	37.780	Fri	0.48	37.760	0.05	38.500	-0.740	-1.92	EUR	-14.27
	S	Divi's Laboratories	2,823.350	Fri	0.11	2,829.200	-0.21	3,608.900	-779.700	-21.60	INR	-19.91
	L	Dr. Reddy's Labs	4,622.750	Fri	1.20	4,485.650	3.06	4,433.700	51.950	1.17	INR	4.22
		Eisai	7,504.000	Fri	1.27	7,303.000	2.75	8,974.000	-1,671.000	-18.62	JPY	8.56
		Eli Lilly	343.420	Fri	0.80	334.600	2.64	362.090	-27.490	-7.59	USD	3.10
		Euroapi	10.525	Fri	0.14	9.958	5.69	17.705	-7.747	-43.76	EUR	-na-
		Gilead Sciences	82.970	Fri	1.87	79.580	4.26	78.460	1.120	1.43	USD	14.08
	L	GSK	1,429.000	Fri	0.63	1,423.600	0.38	1,428.800	-5.200	-0.36	GBP	-6.18
		Haleon	322.000	Fri	0.28	326.250	-1.30	268.000	58.250	21.74	GBP	-na-
		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	10/31/22	prc diff	⇓ Δ21	Curr	⇓∅-RS
	L	Hanmi Science	38,950.000	Fri	-1.27	38,150.000	2.10	32,050.000	6,100.000	19.03	KRW	2.80
	S	Hansoh Pharma	13.640	Fri	1.34	13.540	0.74	12.120	1.420	11.72	HKD	-4.93
	L	IDEXX Labs	500.080	Fri	1.32	489.050	2.26	359.680	129.370	35.97	USD	21.92
		Ipsen	101.500	Fri	-1.46	103.300	-1.74	104.000	-0.700	-0.67	EUR	3.60
	L	Jiangsu Hengrui Med	42.820	Fri	-0.44	43.280	-1.06	40.200	3.080	7.66	CNY	18.26
	S	Kyowa Kirin	2,886.000	Fri	0.45	2,870.000	0.56	3,505.000	-635.000	-18.12	JPY	-4.87
	L	Lundbeck B	31.780	Fri	-2.25	32.020	-0.75	28.170	3.850	13.67	DKK	7.96
		Merck (MSD)	106.390	Fri	0.44	106.930	-0.51	101.200	5.730	5.66	USD	11.71
	S	Merck (EMD)	171.550	Fri	-0.12	173.100	-0.90	165.000	8.100	4.91	EUR	-1.46
		Moderna	153.580	Fri	4.16	148.350	3.53	150.330	-1.980	-1.32	USD	-3.34
		Novartis	83.760	Fri	0.49	82.250	1.84	80.900	1.350	1.67	CHF	0.52
	S	Ono Pharmaceutical	2,764.000	Fri	0.29	2,749.000	0.55	3,496.000	-747.000	-21.37	JPY	-15.57
	S	Orion	41.190	Fri	0.86	40.720	1.15	46.550	-5.830	-12.52	EUR	-7.96
	S	Otsuka	4,203.000	Fri	0.17	4,018.000	4.60	4,766.000	-748.000	-15.69	JPY	-9.37
	S	Pfizer	40.800	Fri	1.04	40.220	1.44	46.550	-6.330	-13.60	USD	-15.84
	L	Recordati	38.960	Fri	-0.76	39.960	-2.50	38.030	1.930	5.07	EUR	-2.16
	L	Regeneron	821.670	Fri	1.25	820.410	0.15	748.750	71.660	9.57	USD	20.24
	S	Roche	260.950	Fri	0.12	256.900	1.58	332.550	-75.650	-22.75	CHF	-18.33
	L	Rovi	38.480	Fri	-1.08	39.100	-1.59	46.020	-6.920	-15.04	EUR	-16.07
	L	Sanofi	100.240	Fri	0.81	98.440	1.83	87.330	11.110	12.72	EUR	8.80
	S	Shanghai Fosun	32.390	Fri	1.06	32.300	0.28	33.030	-0.730	-2.21	CNY	-15.38
	S	Shionogi	5,977.000	Fri	0.57	5,961.000	0.27	6,890.000	-929.000	-13.48	JPY	-11.73
	S	Sumitomo Pharma	810.000	Fri	0.25	809.000	0.12	1,037.000	-228.000	-21.99	JPY	-21.07
		Sun Pharma	983.100	Fri	-0.89	983.450	-0.04	1,016.900	-33.450	-3.29	INR	5.10
		Takeda	4,350.000	Fri	0.69	4,295.000	1.28	3,918.000	377.000	9.62	JPY	10.28
		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	10/31/22	prc diff	⇓ Δ21	Curr	⇓∅-RS
	L	UCB	82.440	Fri	-1.27	80.240	2.74	76.320	3.920	5.14	EUR	0.71
		Valneva	4.831	Fri	-0.23	4.768	1.32	6.846	-2.078	-30.35	EUR	-39.40
		Vertex	315.070	Fri	0.93	308.470	2.14	312.000	-3.530	-1.13	USD	7.51
		WuXi AppTec	79.500	Fri	-2.44	82.030	-3.08	76.400	5.630	7.37	CNY	-7.27
		WuXi Biologics	48.600	Fri	-1.42	49.050	-0.92	35.500	13.550	38.17	HKD	-15.06
		Zhangzhou Pientze	284.380	Fri	0.74	278.800	2.00	228.000	50.800	22.28	CNY	-4.33
Pharmaceuticals - 55 out of 55 instruments rated - 3/27/23 / 10/31/22 - 24 did rise, Market-Ratio(21) = 43.64 %

Technical Chart

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

1/07/19	scale up chart	3/27/23

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	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	3/27/23	532		Canopy Growth	100	0	CAD	16.460	2.570	105.421	88.961	540	0	0
accum	1/16/06	3/27/23	6285	days out of 6299 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
Canopy Growth	short	3/09/20	8/03/20	147	18.05	24.46	11.64	-6.41	-35.51
	short	10/11/21	3/27/23	532	16.46	2.57	105.42	88.96	540.47	313.02
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	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