Share-o-matic - Performance

Assessment - Pharmaceuticals - 6/04/20 - RS = 21

		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	11/11/19	prc diff	⇓ Δ21	Curr	∅-RS
	S	SOM Pharmaceuticals	687.817	16:51	1.37	678.543	1.37	695.433	-16.890	-2.43	USD	-0.19
	L	Chugai Seiyaku	13,020.000	06:15	1.17	12,870.000	1.17	9,244.000	3,626.000	39.23	JPY	51.70
	L	Regeneron	500.587	14:30	-0.73	504.270	-0.73	344.280	159.990	46.47	USD	50.44
		Vertex	254.330	14:30	-0.38	255.300	-0.38	201.900	53.400	26.45	USD	32.74
		CSL	311.990	06:10	-2.47	319.900	-2.47	270.560	49.340	18.24	AUD	30.85
		Hikma	2,199.000	15:35	-6.35	2,348.000	-6.35	1,884.500	463.500	24.60	GBP	26.27
		Jiangsu Hengrui Med	95.500	07:00	1.89	93.730	1.89	88.880	4.850	5.46	CNY	24.06
	L	Eli Lilly	142.200	14:27	0.42	141.610	0.42	112.800	28.810	25.54	USD	19.02
		Ono Pharmaceutical	2,518.500	06:15	-0.04	2,519.500	-0.04	2,239.000	280.500	12.53	JPY	18.68
	L	Gilead Sciences	73.940	14:29	-4.88	77.730	-4.88	64.640	13.090	20.25	USD	17.18
		Roche	316.100	15:31	-3.13	326.300	-3.13	297.950	28.350	9.52	CHF	13.42
		Dr. Reddy's Labs	3,583.200	09:59	13.87	3,146.800	13.87	2,815.750	331.050	11.76	INR	13.33
		UCB	81.400	15:35	1.02	80.580	1.02	72.940	7.640	10.47	EUR	11.88
		Bristol-Myers	57.860	14:27	-0.02	57.870	-0.02	58.150	-0.280	-0.48	USD	11.50
		Orion	38.880	15:29	0.73	38.600	0.73	39.960	-1.360	-3.40	EUR	11.46
		Eisai	7,476.000	06:15	1.19	7,388.000	1.19	7,471.000	-83.000	-1.11	JPY	10.73
		Dermapharm	36.800	15:35	-1.87	37.500	-1.87	35.850	1.650	4.60	EUR	10.58
		Kyowa Hakko Kirin	2,375.000	06:15	1.19	2,347.000	1.19	2,041.000	306.000	14.99	JPY	9.57
		Daiichi Sankyo	7,072.000	06:15	0.31	7,050.000	0.31	6,699.000	351.000	5.24	JPY	8.72
		Allergan	180.360	14:27	1.24	178.150	1.24	181.580	-3.430	-1.89	USD	8.27
		Incyte	86.320	14:29	1.42	85.110	1.42	84.860	0.250	0.29	USD	6.54
		Sanofi	84.000	15:37	-0.98	84.830	-0.98	83.170	1.660	2.00	EUR	5.25
		AstraZeneca	7,000.000	15:35	-2.56	7,184.000	-2.56	7,248.000	-64.000	-0.88	GBP	4.93
		Astellas Pharma	1,657.000	06:15	-1.57	1,683.500	-1.57	1,813.500	-130.000	-7.17	JPY	3.42
		BioMarin	82.370	14:28	-0.48	82.770	-0.48	75.330	7.440	9.88	USD	3.41
		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	11/11/19	prc diff	⇓ Δ21	Curr	∅-RS
		Abbott Labs	83.280	14:27	0.66	82.730	0.66	83.760	-1.030	-1.23	USD	0.76
		Otsuka	4,168.000	06:15	-1.30	4,223.000	-1.30	4,493.000	-270.000	-6.01	JPY	0.37
		Recordati	37.370	15:35	-0.74	37.650	-0.74	37.430	0.220	0.59	EUR	0.14
		Genfit	15.000	15:35	-3.97	15.620	-3.97	14.630	0.990	6.77	EUR	-1.88
	S	IDEXX Labs	263.413	14:27	3.53	254.430	3.53	252.680	1.750	0.69	USD	-1.92
		Genomma Lab	17.370	16:27	-0.29	17.420	-0.29	20.940	-3.520	-16.81	MXN	-2.51
	S	Merck (MSD)	80.060	16:51	-0.31	80.310	-0.31	83.280	-2.970	-3.57	USD	-3.02
	S	AbbVie	77.090	14:26	1.80	75.730	1.80	85.660	-9.930	-11.59	USD	-3.03
	S	Novartis	82.800	15:31	-0.60	83.300	-0.60	88.120	-4.820	-5.47	CHF	-3.80
		Cipla	492.250	10:00	9.58	449.200	9.58	454.850	-5.650	-1.24	INR	-6.37
	S	Merck (EMD)	96.840	15:35	3.84	93.260	3.84	109.500	-16.240	-14.83	EUR	-6.65
	S	GlaxoSmithKline	1,514.800	15:35	0.36	1,509.400	0.36	1,718.200	-208.800	-12.15	GBP	-8.39
		Pfizer	34.760	16:51	0.55	34.570	0.55	36.930	-2.360	-6.39	USD	-9.14
	S	Sun Pharma	417.350	10:00	11.01	375.950	11.01	421.450	-45.500	-10.80	INR	-9.17
	S	Vifor Pharma	140.200	15:31	2.34	137.000	2.34	156.850	-19.850	-12.66	CHF	-9.77
		Alcon	49.960	15:31	-2.23	51.100	-2.23	57.950	-6.850	-11.82	CHF	-10.04
	S	Lupin	700.050	10:00	6.74	655.850	6.74	735.750	-79.900	-10.86	INR	-10.81
		Alexion	97.400	14:28	1.55	95.910	1.55	109.010	-13.100	-12.02	USD	-12.05
	S	Shionogi	5,393.000	06:15	0.28	5,378.000	0.28	6,314.000	-936.000	-14.82	JPY	-12.18
		Lundbeck	222.000	14:59	2.12	217.400	2.12	247.000	-29.600	-11.98	DKK	-12.56
	S	Takeda	3,471.000	06:15	3.86	3,342.000	3.86	4,319.000	-977.000	-22.62	JPY	-14.68
	S	Boiron	29.800	15:35	0.34	29.700	0.34	32.950	-3.250	-9.86	EUR	-16.86
	S	Aspen Pharmacare	4.740	06:04	2.60	4.620	2.60	7.000	-2.380	-34.00	EUR	-23.59
	S	Aurobindo Pharma	445.700	10:00	16.55	382.400	16.55	437.700	-55.300	-12.63	INR	-27.41
	S	Sumitomo Dainippon	1,342.000	06:15	0.52	1,335.000	0.52	1,878.000	-543.000	-28.91	JPY	-30.40
		⇓instrument	freshest		⇓ Δday	6/04/20	⇓ Δwk	11/11/19	prc diff	⇓ Δ21	Curr	∅-RS
	S	Bausch Health	21.170	16:33	2.77	20.600	2.77	35.090	-14.490	-41.29	CAD	-34.36
	S	Canopy Growth	20.780	16:34	2.57	20.260	2.57	26.850	-6.590	-24.54	CAD	-36.32
		Hanmi Science	27,750.000	06:30	4.13	26,650.000	4.13	41,200.000	-14,550.000	-35.32	KRW	-36.76
	S	Ipsen	52.650	15:35	0.10	52.600	0.10	100.000	-47.400	-47.40	EUR	-38.12
	S	DBV Technologies	7.400	15:35	6.47	6.950	6.47	13.790	-6.840	-49.60	EUR	-54.55
Pharmaceuticals - 54 out of 54 instruments rated - 6/04/20 / 11/11/19 - 21 did rise, Market-Ratio(21) = 38.89 %

Technical Chart

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

4/01/16	scale up chart	6/04/20

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
2/01/06		16/01/06	14		- cash -
long	16/01/06	12/06/06	147		Vertex	100	297	USD	33.590	30.410		-3.180	-9	9,056	-22
short	12/06/06	16/10/06	126		Boiron	100	574	EUR	15.750	17.900	13.600	-2.150	-14	7,821	-35
long	16/10/06	18/06/07	245		Kangmei Pharma	100	10,979	CNY	0.712	2.176		1.463	205	23,885	428
short	18/06/07	27/07/09	770		Vertex	100	872	USD	27.370	35.930	18.810	-8.560	-31	16,420	-16
long	27/07/09	10/05/10	287		Kangmei Pharma	100	4,366	CNY	3.760	5.736		1.976	53	25,046	71
short	10/05/10	18/10/10	161		Innate Pharma	100	13,612	EUR	1.840	1.570	2.156	0.316	17	29,353	43
long	18/10/10	14/03/11	147		Bausch Health	100	1,086	CAD	27.010	39.490		12.480	46	42,907	157
short	14/03/11	2/01/12	294		Genfit	100	9,800	EUR	4.378	1.704	11.248	6.870	157	110,234	223
long	2/01/12	4/06/12	154		Alexion	100	1,562	USD	70.570	88.390		17.820	25	138,069	71
short	4/06/12	23/07/12	49		Genfit	100	83,476	EUR	1.654	1.773	1.535	-0.119	-7	128,136	-43
long	23/07/12	16/09/13	420		Regeneron	100	1,046	USD	122.500	294.360		171.860	140	307,901	114
short	16/09/13	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	14/04/14	154		Genfit	100	35,166	EUR	8.797	24.400		15.603	177	858,058	1,022
short	14/04/14	12/05/14	28		Shionogi	100	49,172	JPY	17.450	18.600	16.300	-1.150	-7	801,510	-59
long	12/05/14	24/08/15	469		Genfit	100	38,664	EUR	20.730	30.330		9.600	46	1,172,685	34
short	24/08/15	25/07/16	336		Genomma Lab	100	93,515	MXN	12.540	21.780	3.300	-9.240	-74	308,606	-77
long	25/07/16	12/09/16	49		Genomma Lab	100	14,169	MXN	21.780	20.390		-1.390	-6	288,911	-39
short	12/09/16	13/03/17	182		Bausch Health	100	7,737	CAD	37.340	16.210	86.013	48.673	130	665,496	433
long	13/03/17	7/08/17	147		Incyte	100	4,406	USD	151.030	132.000		-19.030	-13	581,650	-28
short	7/08/17	3/09/18	392		Lupin	100	5,922	INR	98.210	93.610	103.036	4.826	5	610,230	5
long	3/09/18	19/11/18	77		CSL	100	2,659	AUD	229.430	182.300		-47.130	-21	484,911	-66
short	19/11/18	30/12/19	406		Aspen Pharmacare	100	52,140	EUR	9.300	7.600	11.380	2.080	22	593,378	20
long	30/12/19	9/03/20	70		Chugai Seiyaku	100	5,886	JPY	100.800	110.200		9.400	9	648,706	59
short	9/03/20	7/04/20	29		Canopy Growth	100	35,939	CAD	18.050	20.780	15.320	-2.730	-15	550,593	-87
accum	16/01/06	7/04/20	5195	days out of 5209 invested (100%)								5,406		550,593	33

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	4.38	1.70	11.25	6.87	156.93
	short	4/06/12	23/07/12	49	1.65	1.77	1.54	-0.12	-7.19
	long	11/11/13	14/04/14	154	8.80	24.40		15.60	177.37
	long	12/05/14	24/08/15	469	20.73	30.33		9.60	46.31	867.63
Kangmei Pharma	long	16/10/06	18/06/07	245	0.71	2.18		1.46	205.38
	long	27/07/09	10/05/10	287	3.76	5.74		1.98	52.54	365.82
Bausch Health	long	18/10/10	14/03/11	147	27.01	39.49		12.48	46.21
	short	12/09/16	13/03/17	182	37.34	16.21	86.01	48.67	130.35	236.79
Regeneron	long	23/07/12	16/09/13	420	122.50	294.36		171.86	140.29	140.29
Alexion	long	2/01/12	4/06/12	154	70.57	88.39		17.82	25.25	25.25
Aspen Pharmacare	short	19/11/18	30/12/19	406	9.30	7.60	11.38	2.08	22.37	22.37
Innate Pharma	short	10/05/10	18/10/10	161	1.84	1.57	2.16	0.32	17.20	17.20
Chugai Seiyaku	long	30/12/19	9/03/20	70	100.80	110.20		9.40	9.33	9.33
Lupin	short	7/08/17	3/09/18	392	98.21	93.61	103.04	4.83	4.91	4.91
Otsuka	short	16/09/13	11/11/13	56	27.51	27.38	27.64	0.13	0.47	0.47
Shionogi	short	14/04/14	12/05/14	28	17.45	18.60	16.30	-1.15	-6.59	-6.59
Incyte	long	13/03/17	7/08/17	147	151.03	132.00		-19.03	-12.60	-12.60
Boiron	short	12/06/06	16/10/06	126	15.75	17.90	13.60	-2.15	-13.65	-13.65
Canopy Growth	short	9/03/20	7/04/20	29	18.05	20.78	15.32	-2.73	-15.12	-15.12
CSL	long	3/09/18	19/11/18	77	229.43	182.30		-47.13	-20.54	-20.54
Vertex	long	16/01/06	12/06/06	147	33.59	30.41		-3.18	-9.47
	short	18/06/07	27/07/09	770	27.37	35.93	18.81	-8.56	-31.28	-37.78
Genomma Lab	short	24/08/15	25/07/16	336	12.54	21.78	3.30	-9.24	-73.68
	long	25/07/16	12/09/16	49	21.78	20.39		-1.39	-6.38	-75.36

Annotations

22/05/17	Vifor Pharma	stock split 1:10 (ten für one) ISIN changes from CH0015536466 to CH0364749348
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.
15/06/15	Actavis	after merger with Allergan Actavis adopts the name
14/03/15	Pharma	complete analysis


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