Share-o-matic - Portfolio

Mon, Aug 2nd, 2021, 3:27UTC

Assessment - Pharmaceuticals in Swiss Franc - 7/26/21 - RS = 21

		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	3/01/21	prc diff	⇓ Δ21	∅-RS
	L	SOM Pharmaceuticals	823.668	Fri	-0.59	830.506	-0.82	772.433	58.073	7.52	8.37
	L	IDEXX Labs	620.813	Fri	-3.64	627.346	-1.04	457.550	169.796	37.11	45.95
	L	Sumitomo Dainippon	15.671	Fri	-10.77	18.931	-17.22	14.713	4.218	28.67	37.85
	L	Eli Lilly	222.787	Fri	-0.75	222.522	0.12	185.585	36.937	19.90	40.86
		Shanghai Fosun	11.562	Fri	9.54	10.025	15.32	6.359	3.667	57.67	36.98
		Aspen Pharmacare	11.243	Fri	4.52	10.595	6.12	9.097	1.497	16.46	29.94
		Alexion	166.976	Fri		166.976		136.148	30.828	22.64	30.99
	L	Merck (EMD)	186.652	Fri	0.23	185.787	0.47	147.390	38.397	26.05	25.92
		Kyowa Hakko Kirin	29.491	Fri	-2.60	30.984	-4.82	26.942	4.042	15.00	19.03
		Bausch Health	26.640	Fri	-1.00	26.202	1.67	29.935	-3.733	-12.47	26.24
		Sun Pharma	9.524	Fri	10.09	8.656	10.03	7.868	0.788	10.01	21.53
		Dermapharm	72.920	Fri	1.20	70.812	2.98	64.215	6.597	10.27	17.32
		Hanmi Science	56.992	Fri	-3.11	59.615	-4.40	49.787	9.828	19.74	15.75
		Cipla	11.322	Fri	4.18	11.697	-3.21	10.239	1.458	14.24	16.13
		Almirall	14.454	Fri	0.07	14.281	1.21	12.315	1.966	15.97	15.40
		WuXi AppTec	21.180	Fri	-3.83	21.002	0.85	20.713	0.289	1.40	18.96
	L	Eisai	74.520	Fri	-3.50	78.444	-5.00	63.595	14.849	23.35	12.48
	L	AbbVie	106.407	Fri	-2.16	107.771	-1.26	98.039	9.732	9.93	15.53
	L	Astellas Pharma	14.426	Fri	-8.81	15.940	-9.50	14.898	1.043	7.00	11.29
		Lupin	13.628	Fri	1.98	14.420	-5.49	13.370	1.049	7.85	13.95
		Boiron	47.298	Fri	1.16	45.893	3.06	38.276	7.617	19.90	11.64
	L	Recordati	56.412	Fri	1.36	54.812	2.92	47.717	7.094	14.87	10.78
	L	Pfizer	39.168	Fri	0.05	38.254	2.39	31.595	6.658	21.07	12.12
		Dr. Reddy's Labs	57.976	Fri	0.83	66.591	-12.94	56.742	9.849	17.36	10.48
		Ipsen	97.407	Fri	1.78	93.385	4.31	78.161	15.225	19.48	9.15
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	3/01/21	prc diff	⇓ Δ21	∅-RS
	L	Roche	350.350	Fri	0.79	344.550	1.68	298.800	45.750	15.31	9.22
	L	Regeneron	525.733	Fri	-1.46	528.633	-0.55	410.428	118.205	28.80	10.01
	L	Bristol-Myers	62.097	Fri	-0.41	61.932	0.27	55.813	6.119	10.96	8.83
		Aurobindo Pharma	11.280	Fri	0.92	11.725	-3.80	11.096	0.629	5.67	6.88
		Hikma	3,348.775	Fri	0.92	3,310.807	1.15	2,869.168	441.639	15.39	10.02
		Alcon	66.000	Fri	0.12	64.160	2.87	63.140	1.020	1.62	6.76
		Abbott Labs	110.689	Fri	-0.09	109.353	1.22	109.495	-0.142	-0.13	7.15
	L	Gilead Sciences	62.481	Fri	-2.21	62.902	-0.67	57.651	5.251	9.11	7.07
	L	AstraZeneca	10,463.973	Fri	-0.11	10,494.347	-0.29	8,721.756	1,772.591	20.32	8.01
	L	Sanofi	93.926	Fri	0.42	94.683	-0.80	83.597	11.086	13.26	3.77
	L	Shionogi	47.717	Fri	-2.31	49.525	-3.65	48.006	1.519	3.17	1.46
	L	CSL	195.180	Fri	-0.73	197.747	-1.30	191.304	6.443	3.37	2.89
	L	Novartis	83.880	Fri	0.43	83.510	0.44	80.780	2.730	3.38	3.78
	L	UCB	98.596	Fri	-0.44	96.348	2.33	89.865	6.482	7.21	0.91
	L	GlaxoSmithKline	1,794.366	Fri	0.81	1,771.586	1.29	1,550.506	221.080	14.26	4.07
		Otsuka	35.987	Fri	-2.76	37.380	-3.73	37.134	0.246	0.66	-1.47
		Medios	36.811	Fri	-1.30	35.838	2.71	41.050	-5.211	-12.69	-0.67
		Genomma Lab	0.885	Fri	-3.49	0.941	-5.93	0.900	0.042	4.63	2.82
		Takeda	30.545	Fri	-1.97	30.694	-0.49	32.597	-1.903	-5.84	-4.28
	L	Merck (MSD)	70.331	Fri	-0.08	70.670	-0.48	67.344	3.326	4.94	-1.57
		Orion	38.801	Fri	1.04	38.314	1.27	37.255	1.059	2.84	-5.67
	L	BioMarin	70.203	Fri	-2.27	70.770	-0.80	69.907	0.864	1.24	-4.55
		Lundbeck	27.511	Fri	-1.99	27.627	-0.42	35.315	-7.688	-21.77	-9.36
		Chugai Seiyaku	33.349	Fri	-1.98	34.643	-3.74	39.618	-4.975	-12.56	-12.24
		Incyte	70.770	Fri	-0.06	70.697	0.10	69.842	0.855	1.22	-9.92
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	3/01/21	prc diff	⇓ Δ21	∅-RS
		Vertex	184.433	Fri	0.60	182.009	1.33	191.502	-9.493	-4.96	-11.50
		Ono Pharmaceutical	20.619	Fri	-1.70	21.067	-2.13	24.347	-3.280	-13.47	-16.01
	S	Pharma Mar	77.882	Fri	-5.38	82.488	-5.58	117.602	-35.114	-29.86	-16.35
		Genfit	3.622	Fri	2.13	3.524	2.76	4.775	-1.251	-26.19	-16.73
	S	Canopy Growth	17.247	Fri	-2.76	18.042	-4.41	30.612	-12.569	-41.06	-15.15
	S	Daiichi Sankyo	17.914	Fri	-2.97	18.719	-4.30	26.581	-7.862	-29.58	-26.96
	S	Jiangsu Hengrui Med	7.679	Fri	-1.32	8.362	-8.17	14.407	-6.045	-41.96	-31.47
Pharmaceuticals - 56 out of 56 instruments rated - 7/26/21 / 3/01/21 - 43 did rise, Market-Ratio(21) in CHF = 76.79 %

Technical Chart

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

1/02/17	scale up chart	7/26/21

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	7/30/21	4		IDEXX Labs	100	0	627.346	620.813		-6.533	-1	0	0
accum	1/16/06	7/30/21	5677	days out of 5691 invested (100%)							-100		0	-49

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
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
IDEXX Labs	long	7/26/21	7/30/21	4	627.35	620.81		-6.53	-1.04	-1.04
Shionogi	short	4/14/14	5/12/14	28	0.15	0.16	0.14	-0.01	-7.21	-7.21
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
Canopy Growth	short	3/09/20	8/03/20	147	12.28	16.77	7.78	-4.49	-36.60	-36.60
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
DBV Technologies	short	10/05/20	7/26/21	294	3.15	9.94	0.00	-3.15	-100.00	-100.00

Annotations

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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