Share-o-matic - Portfolio

Sun, 17th Oct 2021, 16:19UTC

Assessment - Pharmaceuticals in Swiss Franc - 11/10/21 - RS = 21

		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	17/05/21	prc diff	⇓ Δ21	⇓∅-RS
		SOM Pharmaceuticals	830.558	Fri	0.32	824.671	0.71	792.696	31.975	4.03	4.73
		Abbott Labs	108.918	Fri	-0.07	108.352	0.52	105.253	3.099	2.94	2.22
		AbbVie	101.353	Fri	0.39	102.289	-0.92	105.388	-3.099	-2.94	4.85
		Alcon	72.520	Fri	-0.14	73.240	-0.98	62.060	11.180	18.01	14.48
		Almirall	13.865	Fri	0.54	13.694	1.25	15.699	-2.005	-12.77	1.92
	L	Aspen Pharmacare	14.691	Fri	-3.52	14.584	0.74	10.470	4.114	39.30	59.02
		Astellas Pharma	16.373	Fri	2.12	16.009	2.27	13.955	2.054	14.72	10.03
	L	AstraZeneca	11,100.920	Fri	-0.22	11,363.454	-2.31	10,067.918	1,295.536	12.87	15.68
	S	Aurobindo Pharma	8.941	Fri	-0.19	8.860	0.92	12.330	-3.470	-28.15	-17.90
		Bausch Health	26.266	Fri	0.34	25.842	1.64	26.341	-0.499	-1.90	9.96
	S	BioMarin	70.353	Fri	-2.10	72.216	-2.58	69.730	2.486	3.57	-0.29
		Boiron	43.591	Fri	0.25	43.215	0.87	42.482	0.734	1.73	1.80
	S	Bristol-Myers	54.102	Fri	1.14	53.230	1.64	59.019	-5.788	-9.81	-8.01
	S	Canopy Growth	12.289	Fri	-2.65	12.244	0.36	20.873	-8.629	-41.34	-42.50
	S	Chugai Seiyaku	32.632	Fri	0.76	32.092	1.68	33.704	-1.612	-4.78	-15.63
		Cipla	11.206	Fri	-0.24	11.235	-0.26	10.840	0.395	3.65	5.99
		CSL	203.120	Fri	0.22	196.253	3.50	193.810	2.443	1.26	0.44
	L	Daiichi Sankyo	24.065	Fri	0.77	24.138	-0.30	21.762	2.377	10.92	-0.30
		DBV Technologies	9.973	Fri	9.67	9.306	7.17	11.785	-2.479	-21.04	26.83
	L	Dermapharm	90.666	Fri	0.30	88.146	2.86	77.234	10.912	14.13	29.69
		Dr. Reddy's Labs	60.970	Fri	0.61	60.179	1.31	64.584	-4.405	-6.82	-1.46
	S	Eisai	66.564	Fri	1.61	65.672	1.36	56.887	8.785	15.44	-4.31
		Eli Lilly	220.523	Fri	0.50	216.621	1.80	176.290	40.331	22.88	24.03
		Genomma Lab	0.867	Fri	1.99	0.863	0.52	0.890	-0.027	-3.05	-4.97
		Gilead Sciences	62.695	Fri	-0.76	63.113	-0.66	62.273	0.839	1.35	6.31
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	17/05/21	prc diff	⇓ Δ21	⇓∅-RS
		GlaxoSmithKline	1,766.555	Fri	-0.16	1,757.972	0.49	1,759.303	-1.332	-0.08	3.11
	S	Hanmi Science	46.556	Fri	-0.33	45.159	3.09	53.321	-8.162	-15.31	-17.94
		Hikma	2,957.300	Fri	-1.35	2,929.532	0.95	3,040.141	-110.609	-3.64	-4.64
		IDEXX Labs	588.807	Fri	0.86	568.060	3.65	472.096	95.965	20.33	17.04
		Incyte	60.777	Fri	-0.33	60.081	1.16	74.175	-14.093	-19.00	-19.56
		Ipsen	92.500	Fri	-0.25	93.186	-0.74	92.089	1.097	1.19	9.41
		Jiangsu Hengrui Med	7.196	Fri	-1.98	7.708	-6.64	11.960	-4.252	-35.55	-27.66
		Kyowa Hakko Kirin	30.628	Fri	2.18	30.301	1.08	27.563	2.737	9.93	10.07
		Lundbeck	25.302	Fri	1.18	25.323	-0.09	29.737	-4.413	-14.84	-14.07
	S	Lupin	11.637	Fri	-1.75	11.785	-1.26	14.628	-2.842	-19.43	-7.81
		Medios	38.658	Fri	3.74	37.586	2.85	38.425	-0.840	-2.19	-0.86
	L	Merck (MSD)	72.615	Fri		74.098	-2.00	72.011	2.087	2.90	4.92
		Merck (EMD)	206.265	Fri	0.08	196.989	4.71	154.743	42.246	27.30	20.84
	S	Novartis	76.930	Fri	0.61	76.700	0.30	80.150	-3.450	-4.30	-5.33
		Ono Pharmaceutical	20.131	Fri	1.51	20.004	0.63	20.542	-0.538	-2.62	-15.99
		Orion	38.400	Fri	0.76	38.261	0.36	40.519	-2.258	-5.57	-3.44
	L	Otsuka	39.665	Fri	0.58	39.583	0.21	36.490	3.094	8.48	4.36
		Pfizer	38.463	Fri	-0.43	38.991	-1.36	36.163	2.828	7.82	10.00
		Pharma Mar	76.544	Fri	0.54	75.064	1.97	91.673	-16.609	-18.12	-19.98
		Recordati	54.775	Fri	-0.12	52.984	3.38	49.301	3.684	7.47	3.77
		Regeneron	512.874	Fri	-0.43	506.403	1.28	472.195	34.208	7.24	4.54
		Roche	360.250	Fri	0.87	362.600	-0.65	304.700	57.900	19.00	12.82
		Sanofi	89.905	Fri	-0.34	90.827	-1.02	96.080	-5.253	-5.47	-0.22
	S	Shanghai Fosun	7.251	Fri	-0.73	7.420	-2.29	9.765	-2.344	-24.01	-3.65
	L	Shionogi	62.973	Fri	0.82	61.698	2.07	47.697	14.001	29.35	24.01
		instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	17/05/21	prc diff	⇓ Δ21	⇓∅-RS
		Sumitomo Dainippon	15.964	Fri	0.62	15.531	2.79	16.761	-1.231	-7.34	5.05
	L	Sun Pharma	10.344	Fri	-0.15	10.237	1.05	8.453	1.784	21.11	32.19
	S	Takeda	26.432	Fri	0.06	26.539	-0.40	31.142	-4.603	-14.78	-15.74
	L	UCB	105.175	Fri	0.78	105.432	-0.24	86.937	18.496	21.28	11.70
		Valneva	12.868	Fri		12.997	-0.99	13.791	-0.795	-5.76	24.05
		Vertex	168.507	Fri	-0.07	166.477	1.22	195.061	-28.584	-14.65	-13.36
		WuXi AppTec	20.895	Fri	1.01	20.396	2.45	22.613	-2.216	-9.80	5.53
Pharmaceuticals - 56 out of 56 instruments rated - 11/10/21 / 17/05/21 - 27 did rise, Market-Ratio(21) in CHF = 48.21 %

Technical Chart

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

2/01/17	scale up chart	11/10/21

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
2/01/06		16/01/06	14		- cash -
long	16/01/06	12/06/06	147		Vertex	100	233	42.884	37.440		-5.444	-13	8,732	-29
short	12/06/06	16/10/06	126		Boiron	100	356	24.509	28.513	20.504	-4.004	-16	7,306	-40
long	16/10/06	18/06/07	245		Kangmei Pharma	100	63,652	0.115	0.354		0.239	209	22,543	436
short	18/06/07	27/07/09	770		Vertex	100	663	33.975	38.513	29.437	-4.538	-13	19,535	-7
long	27/07/09	10/05/10	287		Kangmei Pharma	100	33,113	0.590	0.930		0.340	58	30,787	78
short	10/05/10	18/10/10	161		Innate Pharma	100	11,837	2.601	2.105	3.214	0.613	24	38,046	62
long	18/10/10	14/03/11	147		Bausch Health	100	1,484	25.633	37.722		12.089	47	55,986	161
short	14/03/11	2/01/12	294		Genfit	100	9,890	5.661	2.073	15.455	9.794	173	152,848	248
long	2/01/12	4/06/12	154		Alexion	100	2,306	66.263	85.480		19.217	29	197,163	83
short	4/06/12	23/07/12	49		Genfit	100	99,229	1.987	2.129	1.845	-0.142	-7	183,028	-43
long	23/07/12	16/09/13	420		Regeneron	100	1,512	121.049	272.975		151.926	126	412,741	103
short	16/09/13	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	14/04/14	154		Genfit	100	38,572	10.848	29.673		18.825	174	1,144,549	986
short	14/04/14	12/05/14	28		Shionogi	100	7,591,602	0.151	0.162	0.140	-0.011	-7	1,062,065	-62
long	12/05/14	24/08/15	469		Genfit	100	41,939	25.324	32.781		7.457	29	1,374,800	22
short	24/08/15	25/07/16	336		Genomma Lab	100	2,025,515	0.679	1.145	0.213	-0.466	-69	430,625	-72
long	25/07/16	12/09/16	49		Genomma Lab	100	376,124	1.145	1.054		-0.091	-8	396,269	-46
short	12/09/16	13/03/17	182		Bausch Health	100	14,244	27.820	12.144	63.729	35.909	129	907,756	427
long	13/03/17	7/08/17	147		Incyte	100	5,966	152.136	128.463		-23.673	-16	766,524	-34
short	7/08/17	3/09/18	392		Lupin	100	512,069	1.497	1.273	1.760	0.263	18	901,037	16
long	3/09/18	19/11/18	77		CSL	100	5,620	160.319	131.990		-28.329	-18	741,826	-60
short	19/11/18	30/12/19	406		Aspen Pharmacare	100	70,142	10.576	8.249	13.559	2.983	28	951,084	25
long	30/12/19	9/03/20	70		Chugai Seiyaku	100	3,180,611	0.299	0.333		0.034	11	1,058,686	75
short	9/03/20	3/08/20	147		Canopy Growth	100	86,221	12.279	16.773	7.785	-4.494	-37	671,196	-68
long	3/08/20	5/10/20	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	5/10/20	26/07/21	294		DBV Technologies	100	212,341	3.151	9.935	0.000	-3.151	-100	0	-100
long	26/07/21	11/10/21	77		IDEXX Labs	100	0	627.346	568.060		-59.286	-9	0	0
short	11/10/21	15/10/21	4		Canopy Growth	100	0	12.244	12.289	12.200	-0.045	0	0	0
accum	16/01/06	15/10/21	5753	days out of 5767 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	14/03/11	2/01/12	294	5.66	2.07	15.45	9.79	173.01
	short	4/06/12	23/07/12	49	1.99	2.13	1.84	-0.14	-7.17
	long	11/11/13	14/04/14	154	10.85	29.67		18.83	173.54
	long	12/05/14	24/08/15	469	25.32	32.78		7.46	29.45	797.42
Kangmei Pharma	long	16/10/06	18/06/07	245	0.11	0.35		0.24	208.56
	long	27/07/09	10/05/10	287	0.59	0.93		0.34	57.60	386.30
Bausch Health	long	18/10/10	14/03/11	147	25.63	37.72		12.09	47.16
	short	12/09/16	13/03/17	182	27.82	12.14	63.73	35.91	129.08	237.11
Regeneron	long	23/07/12	16/09/13	420	121.05	272.97		151.93	125.51	125.51
Alexion	long	2/01/12	4/06/12	154	66.26	85.48		19.22	29.00	29.00
Aspen Pharmacare	short	19/11/18	30/12/19	406	10.58	8.25	13.56	2.98	28.21	28.21
Innate Pharma	short	10/05/10	18/10/10	161	2.60	2.10	3.21	0.61	23.58	23.58
Lupin	short	7/08/17	3/09/18	392	1.50	1.27	1.76	0.26	17.55	17.55
Chugai Seiyaku	long	30/12/19	9/03/20	70	0.30	0.33		0.03	11.31	11.31
Otsuka	short	16/09/13	11/11/13	56	0.26	0.25	0.26	0.00	1.38	1.38
Aurobindo Pharma	long	3/08/20	5/10/20	63	1.06	1.06		-0.00	-0.32	-0.32
Shionogi	short	14/04/14	12/05/14	28	0.15	0.16	0.14	-0.01	-7.21	-7.21
IDEXX Labs	long	26/07/21	11/10/21	77	627.35	568.06		-59.29	-9.45	-9.45
Incyte	long	13/03/17	7/08/17	147	152.14	128.46		-23.67	-15.56	-15.56
Boiron	short	12/06/06	16/10/06	126	24.51	28.51	20.50	-4.00	-16.34	-16.34
CSL	long	3/09/18	19/11/18	77	160.32	131.99		-28.33	-17.67	-17.67
Vertex	long	16/01/06	12/06/06	147	42.88	37.44		-5.44	-12.69
	short	18/06/07	27/07/09	770	33.97	38.51	29.44	-4.54	-13.36	-24.36
Canopy Growth	short	9/03/20	3/08/20	147	12.28	16.77	7.78	-4.49	-36.60
	short	11/10/21	15/10/21	4	12.24	12.29	12.20	-0.04	-0.36	-36.83
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Genomma Lab	short	24/08/15	25/07/16	336	0.68	1.14	0.21	-0.47	-68.68
	long	25/07/16	12/09/16	49	1.14	1.05		-0.09	-7.98	-71.18
DBV Technologies	short	5/10/20	26/07/21	294	3.15	9.94	0.00	-3.15	-100.00	-100.00

Annotations

21/12/15	DBV Technologies	recording started
7/10/15	Incyte	recording started
6/07/15	Pharma	Best Long throws a signal for Kangmei. Due to the high volatility in China this should be handled with care.
14/03/15	Pharma	complete analysis


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