Share-o-matic - Portfolio

Fri, Dec 9th, 2022, 6:27UTC

Assessment - Pharmaceuticals in Swiss Franc - 12/05/22 - RS = 21

		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	7/11/22	prc diff	⇓ Δ21	∅-RS
	L	SOM Pharmaceuticals	804.001	Thu	0.18	811.650	-0.94	833.798	-22.148	-2.66	1.74
	L	Eisai	66.397	Thu	-1.15	69.300	-4.19	44.079	25.221	57.22	51.15
	L	Gilead Sciences	84.308	Thu	1.91	82.904	1.69	61.393	21.511	35.04	33.42
	L	Daiichi Sankyo	30.451	Thu	1.75	29.782	2.25	25.645	4.137	16.13	23.02
	L	Merck (MSD)	104.454	Thu	0.69	103.663	0.76	92.393	11.270	12.20	26.33
		Orion	49.717	Thu	-0.75	50.567	-1.68	44.013	6.554	14.89	22.84
	L	Eli Lilly	350.338	Thu	-0.05	347.982	0.68	324.373	23.609	7.28	24.33
		BioMarin	98.367	Thu	0.68	97.556	0.83	86.053	11.503	13.37	21.03
		Vertex	302.780	Thu	1.18	299.275	1.17	288.122	11.153	3.87	19.57
	L	Sun Pharma	11.302	Thu	-3.63	11.978	-5.64	10.564	1.414	13.39	10.91
	L	Regeneron	721.256	Thu	0.15	711.861	1.32	602.031	109.830	18.24	15.05
		AstraZeneca	12,993.388	Thu	0.52	12,929.087	0.50	12,989.599	-60.512	-0.47	10.50
	L	Incyte	79.257	Thu	0.10	79.229	0.04	79.322	-0.094	-0.12	12.84
	L	Pharma Mar	70.193	Thu	1.95	69.125	1.55	67.987	1.137	1.67	11.88
	L	Bristol-Myers	75.271	Thu	-0.06	76.044	-1.02	74.032	2.012	2.72	12.49
	L	Ipsen	105.942	Thu	-1.02	106.833	-0.83	94.082	12.751	13.55	10.85
	L	AbbVie	156.413	Thu	0.36	154.481	1.25	150.131	4.350	2.90	11.84
		Cipla	12.762	Thu	0.20	12.853	-0.70	11.676	1.176	10.08	5.93
	L	Takeda	27.713	Thu	0.48	27.272	1.62	28.333	-1.061	-3.75	1.64
		CSL	188.076	Thu	-0.56	189.656	-0.83	190.249	-0.593	-0.31	2.97
		Boiron	44.761	Thu	0.33	44.514	0.56	44.920	-0.407	-0.91	5.80
	L	Jiangsu Hengrui Med	5.264	Thu	-4.21	5.400	-2.53	5.554	-0.154	-2.77	1.73
	L	Lupin	8.699	Thu	-1.95	8.874	-1.98	7.918	0.956	12.08	0.77
		Novartis	85.300	Thu	-0.56	85.800	-0.58	83.000	2.800	3.37	6.11
	L	Astellas Pharma	14.653	Thu	1.05	14.405	1.72	15.432	-1.028	-6.66	-1.44
		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	7/11/22	prc diff	⇓ Δ21	∅-RS
	L	Kyowa Hakko Kirin	21.169	Thu	-0.16	21.859	-3.15	22.571	-0.712	-3.15	-2.45
	L	Dr. Reddy's Labs	50.199	Thu	-0.12	51.618	-2.75	55.464	-3.846	-6.93	-1.69
	L	Canopy Growth	3.006	Thu	-1.81	4.068	-26.11	2.263	1.804	79.73	-2.44
		Ono Pharmaceutical	23.583	Thu	0.77	22.817	3.35	27.349	-4.531	-16.57	-3.60
		Otsuka	31.216	Thu	-0.18	31.009	0.67	35.543	-4.534	-12.76	-4.52
		Pfizer	48.792	Thu	3.07	47.803	2.07	51.820	-4.017	-7.75	0.11
	L	IDEXX Labs	403.814	Thu	2.01	397.934	1.48	362.183	35.751	9.87	-0.94
		Merck (EMD)	173.257	Thu	1.10	174.790	-0.88	174.209	0.581	0.33	-3.07
		Chugai Seiyaku	24.872	Thu	-1.18	24.893	-0.08	26.650	-1.757	-6.59	-8.62
		Shionogi	46.538	Thu	-0.75	47.593	-2.22	51.453	-3.860	-7.50	-9.07
		Recordati	40.062	Thu		40.952	-2.17	43.205	-2.252	-5.21	-6.21
		Alcon	64.360	Thu	1.19	64.800	-0.68	69.600	-4.800	-6.90	-4.87
		Sanofi	88.038	Thu	-1.77	85.011	3.56	98.756	-13.745	-13.92	-7.05
		Abbott Labs	100.751	Thu	2.01	99.328	1.43	106.687	-7.359	-6.90	-8.08
		Genomma Lab	0.797	Mon	0.60	0.797		0.961	-0.164	-17.04	-7.79
		Roche	302.950	Thu	0.58	309.550	-2.13	326.450	-16.900	-5.18	-8.38
	L	Sumitomo Dainippon	7.227	Thu	-0.10	7.192	0.48	8.001	-0.809	-10.12	-14.01
	L	Almirall	9.457	Thu	-0.05	9.353	1.11	10.463	-1.111	-10.61	-10.34
		Hikma	1,752.775	Thu	-0.81	1,738.423	0.83	1,993.159	-254.737	-12.78	-11.36
		GlaxoSmithKline	1,703.516	Thu	-0.59	1,633.015	4.32	2,075.040	-442.025	-21.30	-11.98
		Shanghai Fosun	5.001	Thu	5.73	4.933	1.37	7.305	-2.372	-32.47	-16.99
		Lundbeck B	3.517	Thu	0.92	3.582	-1.82	4.889	-1.307	-26.73	-14.88
	L	UCB	71.776	Thu	-0.27	70.806	1.37	85.383	-14.577	-17.07	-16.68
	L	WuXi AppTec	10.839	Thu	1.47	10.617	2.09	15.757	-5.140	-32.62	-21.72
	L	Aspen Pharmacare	7.617	Thu	-1.28	7.567	0.65	8.383	-0.815	-9.73	-21.13
		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	7/11/22	prc diff	⇓ Δ21	∅-RS
	S	Aurobindo Pharma	5.288	Thu	-0.39	5.368	-1.50	6.703	-1.335	-19.91	-24.59
		Dechra Pharm	3,072.668	Thu	-2.19	3,171.415	-3.11	4,232.042	-1,060.627	-25.06	-23.01
		Dermapharm	39.053	Thu	-0.70	40.814	-4.31	51.133	-10.319	-20.18	-22.53
	L	Bausch Health	7.087	Thu	3.97	7.136	-0.68	8.230	-1.095	-13.30	-28.23
		Hanmi Science	22.850	Thu	1.28	22.777	0.32	31.258	-8.481	-27.13	-26.63
		Valneva	6.586	Thu	3.29	6.903	-4.59	10.286	-3.383	-32.89	-34.12
		Euroapi	13.868	Thu	-2.40	16.816	-17.53	16.509	0.308	1.86	-na-
Pharmaceuticals - 56 out of 56 instruments rated - 12/05/22 / 7/11/22 - 21 did rise, Market-Ratio(21) in CHF = 37.50 %

Technical Chart

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

1/01/18	scale up chart	12/05/22

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	12/08/22	423		Canopy Growth	100	0	12.244	3.006	49.880	37.636	307	0	0
accum	1/16/06	12/08/22	6171	days out of 6185 invested (100%)							-100		0	-47

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
Canopy Growth	short	3/09/20	8/03/20	147	12.28	16.77	7.78	-4.49	-36.60
	short	10/11/21	12/08/22	423	12.24	3.01	49.88	37.64	307.38	158.27
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
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

7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
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


	is taking down something concerning