Share-o-matic - Portfolio

Sat, Jul 27th, 2024, 6:44UTC

Assessment - Pharmaceuticals - 7/01/24 - RS = 21

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21	Curr	∅-RS
	L	SOM Pharmaceuticals	860.322	7/16	-0.02	838.652	2.58	804.345	34.307	4.27	USD	1.86
	L	UCB	143.850	7/15		140.250	2.57	85.900	54.350	63.27	EUR	56.25
		Rovi	86.000	7/15	-0.35	86.800	-0.92	65.200	21.600	33.13	EUR	50.14
		Eli Lilly	950.460	7/15	0.22	914.370	3.95	706.200	208.170	29.48	USD	44.96
	L	Moderna	121.480	7/15	0.02	115.950	4.77	95.490	20.460	21.43	USD	35.23
	L	Hansoh Pharma	16.460	7/15	-2.02	16.320	0.86	11.680	4.640	39.73	HKD	32.80
		Cipla	1,517.200	7/15	0.34	1,479.100	2.58	1,433.900	45.200	3.15	INR	23.43
	L	Divi's Laboratories	4,575.400	7/15	0.80	4,602.100	-0.58	3,699.500	902.600	24.40	INR	23.37
	L	Vertex	490.850	7/15	0.43	471.250	4.16	428.890	42.360	9.88	USD	23.06
	L	Daiichi Sankyo	5,987.000	7/12	-0.66	5,427.000	10.32	4,577.000	850.000	18.57	JPY	21.80
		Regeneron	1,082.110	7/15	-1.63	1,057.020	2.37	936.330	120.690	12.89	USD	21.37
		Sun Pharma	1,586.200	7/15	0.56	1,520.100	4.35	1,463.800	56.300	3.85	INR	19.15
		Aspen Pharmacare	11.700	7/16	-0.85	11.800	-0.85	9.200	2.600	28.26	EUR	17.85
	L	AstraZeneca	12,104.000	7/15	-1.27	12,304.000	-1.63	10,360.000	1,944.000	18.76	GBP	15.63
	L	Genomma Lab	17.980	7/15	-2.65	17.030	5.58	14.100	2.930	20.78	MXN	13.94
		Merck (MSD)	128.120	7/15	0.28	127.900	0.17	126.180	1.720	1.36	USD	11.58
	L	Alcon	80.700	7/15	-1.25	80.180	0.65	65.720	14.460	22.00	CHF	11.19
	L	Merck (EMD)	151.750	7/15	-1.62	152.050	-0.20	148.650	3.400	2.29	EUR	11.19
		Otsuka	7,132.000	7/12	-0.93	6,884.000	3.60	5,741.000	1,143.000	19.91	JPY	10.47
		AbbVie	168.030	7/15	-0.41	170.370	-1.37	171.260	-0.890	-0.52	USD	9.65
	L	Lundbeck B	39.540	7/15	-1.30	38.600	2.44	33.080	5.520	16.69	DKK	8.91
	L	Ipsen	111.100	7/15	-0.45	113.500	-2.11	105.700	7.800	7.38	EUR	8.20
	L	CSL	308.560	7/15	0.64	292.600	5.45	300.240	-7.640	-2.54	AUD	6.64
		Dr. Reddy's Labs	6,794.750	7/15	1.12	6,353.700	6.94	6,094.450	259.250	4.25	INR	6.04
	L	CSPC Pharmaceutical	6.060	7/15	-1.94	6.220	-2.57	5.750	0.470	8.17	HKD	5.80
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21	Curr	∅-RS
		GSK	1,498.000	7/15	-1.25	1,526.000	-1.83	1,662.600	-136.600	-8.22	GBP	5.65
	L	Novartis	99.100	7/15	-0.96	96.720	2.46	90.360	6.360	7.04	CHF	5.45
		Kyowa Kirin	3,107.000	7/12	0.19	2,772.000	12.09	2,312.500	459.500	19.87	JPY	4.91
	L	Orion	40.880	7/15	-0.58	41.440	-1.35	42.370	-0.930	-2.19	EUR	2.00
		Chugai	6,284.000	7/12	-1.10	5,648.000	11.26	5,124.000	524.000	10.23	JPY	1.64
		IDEXX Labs	482.700	7/15	-2.04	476.400	1.32	572.120	-95.720	-16.73	USD	0.66
	L	Roche	258.700	7/15	1.53	250.100	3.44	230.500	19.600	8.50	CHF	0.61
		Recordati	51.050	7/15	0.20	48.800	4.61	50.820	-2.020	-3.97	EUR	0.41
		Bavarian Nordic	176.300	7/15	-0.87	171.650	2.71	154.900	16.750	10.81	DKK	0.03
		Haleon	332.500	7/15	-1.34	324.700	2.40	329.050	-4.350	-1.32	GBP	-1.14
	L	Sinopharm	19.600	7/15	-1.31	20.750	-5.54	20.550	0.200	0.97	HKD	-2.10
		Abbott Labs	102.960	7/15	-0.68	103.200	-0.23	111.650	-8.450	-7.57	USD	-2.50
		Takeda	4,298.000	7/12	-0.32	4,192.000	2.53	4,213.000	-21.000	-0.50	JPY	-3.24
	S	Jiangsu Hengrui Med	40.780	7/15	-1.19	38.270	6.56	37.400	0.870	2.33	CNY	-3.34
		Sanofi	92.430	7/15	-2.09	91.850	0.63	87.400	4.450	5.09	EUR	-4.86
	L	Dermapharm	35.800	7/15	-0.56	35.800		39.660	-3.860	-9.73	EUR	-7.56
	S	Shionogi	6,643.000	7/12	-0.70	6,232.000	6.59	7,033.000	-801.000	-11.39	JPY	-10.21
	S	SK Biopharmaceutical	81,800.000	7/15	-1.45	78,900.000	3.68	90,200.000	-11,300.000	-12.53	KRW	-10.35
		Zhangzhou Pientze	210.510	7/15	0.92	206.230	2.08	192.560	13.670	7.10	CNY	-10.83
	L	Pfizer	29.100	7/15	0.62	28.220	3.12	26.570	1.650	6.21	USD	-11.15
		BioNTech	84.250	7/15	-0.82	78.830	6.88	93.350	-14.520	-15.55	USD	-11.62
	S	Gilead Sciences	70.810	7/15	1.21	68.640	3.16	76.710	-8.070	-10.52	USD	-13.94
	L	Eisai	6,958.000	7/12	0.46	6,680.000	4.16	6,828.000	-148.000	-2.17	JPY	-14.78
	L	Astellas Pharma	1,657.000	7/12	-0.30	1,588.500	4.31	1,700.000	-111.500	-6.56	JPY	-16.10
	L	Boiron	31.550	7/15	-3.81	30.000	5.17	37.000	-7.000	-18.92	EUR	-16.23
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21	Curr	∅-RS
	S	Ono Pharmaceutical	2,263.000	7/12	1.41	2,221.000	1.89	2,563.000	-342.000	-13.34	JPY	-16.46
	S	Bristol-Myers	40.150	7/15	-0.77	41.300	-2.78	47.980	-6.680	-13.92	USD	-22.23
	L	Sumitomo Pharma	412.000	7/12	0.98	390.000	5.64	338.000	52.000	15.38	JPY	-22.23
		WuXi AppTec	38.050	7/15	-1.93	38.660	-1.58	48.230	-9.570	-19.84	CNY	-29.23
		Valneva	3.358	7/15	-2.27	3.254	3.20	3.568	-0.314	-8.80	EUR	-30.18
		Euroapi	2.840	7/15	0.07	2.544	11.64	6.034	-3.490	-57.84	EUR	-42.19
		WuXi Biologics	11.080	7/15	-3.32	11.540	-3.99	17.300	-5.760	-33.29	HKD	-50.24
Pharmaceuticals - 56 out of 56 instruments rated - 7/01/24 / 2/05/24 - 33 did rise, Market-Ratio(21) = 58.93 %

Technical Chart

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

1/06/20	scale up chart	7/01/24

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	3,593	CAD	180.500	244.600	116.400	-64.100	-36	418,395	-66
long	8/03/20	10/05/20	63		Aurobindo Pharma	100	4,826	INR	86.680	84.325		-2.355	-3	407,030	-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	139,393	EUR	2.920	9.190	0.000	-2.920	-100	3	-100
long	7/26/21	10/11/21	77		IDEXX Labs	100	0	USD	685.670	612.770		-72.900	-11	3	0
short	10/11/21	7/15/24	1008		Canopy Growth	100	0	CAD	164.600	9.740	2,781.639	2,617.039	1,590	3	0
accum	1/16/06	7/15/24	6767	days out of 6781 invested (100%)								-100		3	-36

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Canopy Growth	short	3/09/20	8/03/20	147	180.50	244.60	116.40	-64.10	-35.51
	short	10/11/21	7/15/24	1008	164.60	9.74	2,781.64	2,617.04	1,589.94	989.80
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
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