Share-o-matic - Portfolio

Tue, Jan 18th, 2022, 7:48UTC

Assessment - Pharmaceuticals in Swiss Franc - 1/17/22 - RS = 21

		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	8/23/21	prc diff	⇓ Δ21	∅-RS
		SOM Pharmaceuticals	794.941	07:00	-0.20	796.547	-0.20	837.042	-40.495	-4.84	-2.19
	L	Pfizer	50.208	Fri	-1.06	50.208		45.526	4.682	10.28	31.21
		Valneva	17.346	Mon	1.65	17.346		13.139	4.207	32.02	21.60
		Aspen Pharmacare	13.142	Mon	-1.56	13.142		10.931	2.211	20.23	20.04
		Sun Pharma	10.498	Mon	-0.76	10.498		9.344	1.154	12.35	20.97
	L	GlaxoSmithKline	2,131.052	Mon	4.07	2,131.052		1,881.599	249.453	13.26	20.27
	L	AbbVie	124.145	Fri	1.76	124.145		108.833	15.312	14.07	19.46
		Shionogi	58.907	06:15	-1.23	59.641	-1.23	56.597	3.044	5.38	11.91
		Merck (EMD)	202.193	Mon	1.41	202.193		217.341	-15.147	-6.97	10.85
	L	Vertex	213.862	Fri	3.30	213.862		180.902	32.960	18.22	14.80
	L	BioMarin	82.434	Fri	2.34	82.434		68.814	13.620	19.79	11.85
		Regeneron	562.148	Fri	-0.14	562.148		608.439	-46.291	-7.61	10.93
		Eli Lilly	223.054	Fri	-2.22	223.054		244.200	-21.146	-8.66	9.26
		Roche	367.350	Mon	0.64	367.350		368.400	-1.050	-0.29	8.96
		Recordati	55.886	Mon	-0.67	55.886		61.151	-5.265	-8.61	4.78
		AstraZeneca	10,943.510	Mon	2.65	10,943.510		10,800.660	142.850	1.32	7.42
	L	Sanofi	96.168	Mon	1.74	96.168		97.235	-1.067	-1.10	4.64
		Astellas Pharma	15.373	06:15	-0.10	15.389	-0.10	15.675	-0.287	-1.83	1.73
	L	Gilead Sciences	65.577	Fri	-0.15	65.577		66.152	-0.575	-0.87	5.53
	L	Merck (MSD)	74.357	Fri	0.07	74.357		71.467	2.890	4.04	5.10
	L	Abbott Labs	117.100	Fri	-1.15	117.100		114.742	2.359	2.06	4.75
	L	Ono Pharmaceutical	22.118	06:15	-0.79	22.293	-0.79	21.787	0.506	2.32	0.52
		Alcon	71.920	Mon	1.04	71.920		74.240	-2.320	-3.12	4.30
		Dermapharm	77.759	Mon	2.83	77.759		83.218	-5.459	-6.56	0.30
	L	Bristol-Myers	59.327	Fri	0.51	59.327		62.860	-3.533	-5.62	3.15
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	8/23/21	prc diff	⇓ Δ21	∅-RS
	L	Novartis	82.450	Mon	0.16	82.450		85.970	-3.520	-4.09	2.65
		Ipsen	86.322	Mon	-0.27	86.322		89.444	-3.122	-3.49	-1.55
		Cipla	11.199	Mon	-1.23	11.199		11.054	0.145	1.31	0.77
		Orion	37.383	Mon	1.39	37.383		36.727	0.655	1.78	-3.60
		UCB	92.664	Mon	0.36	92.664		106.484	-13.820	-12.98	-3.76
	L	Genomma Lab	0.889	Mon	-3.09	0.889		0.862	0.027	3.14	-2.31
	L	Incyte	68.418	Fri	1.67	68.418		68.869	-0.450	-0.65	-2.78
		CSL	180.481	05:10	-1.57	183.369	-1.57	201.826	-18.457	-9.14	-6.54
		Daiichi Sankyo	21.070	06:15	-1.40	21.369	-1.40	21.126	0.242	1.15	-7.22
		Dr. Reddy's Labs	57.489	Mon	-0.36	57.489		55.555	1.934	3.48	-4.43
		Takeda	26.806	06:15	-0.53	26.950	-0.53	31.001	-4.051	-13.07	-9.15
		Bausch Health	24.809	Mon	0.06	24.809		25.784	-0.975	-3.78	-5.54
		Lupin	11.597	Mon	-0.97	11.597		11.389	0.208	1.82	-8.24
	S	Otsuka	32.938	06:15	-0.41	33.073	-0.41	39.666	-6.593	-16.62	-11.47
	S	Shanghai Fosun	7.060	07:00	-1.33	7.155	-1.33	9.626	-2.471	-25.67	-6.84
	S	Boiron	36.924	Mon	-1.12	36.924		46.137	-9.213	-19.97	-11.51
	S	IDEXX Labs	483.670	Fri	-0.91	483.670		611.922	-128.252	-20.96	-9.34
	S	Chugai Seiyaku	29.764	06:15	-0.11	29.796	-0.11	35.758	-5.961	-16.67	-15.71
		Hikma	2,581.770	Mon	0.63	2,581.770		3,209.890	-628.120	-19.57	-14.02
	S	Kyowa Hakko Kirin	23.306	06:15	-1.45	23.649	-1.45	30.311	-6.662	-21.98	-17.55
	S	Almirall	11.161	Mon	-0.28	11.161		15.540	-4.379	-28.18	-18.30
		Lundbeck	22.740	Mon	-0.09	22.740		26.064	-3.323	-12.75	-18.54
	L	Aurobindo Pharma	8.438	Mon	-1.35	8.438		8.404	0.034	0.41	-16.91
	S	WuXi AppTec	16.963	07:00	3.19	16.439	3.19	17.440	-1.001	-5.74	-18.96
	S	Eisai	48.422	06:15	-1.33	49.076	-1.33	75.432	-26.356	-34.94	-25.71
		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	8/23/21	prc diff	⇓ Δ21	∅-RS
	S	Sumitomo Dainippon	10.955	06:15	-0.51	11.011	-0.51	15.858	-4.847	-30.56	-26.46
		Hanmi Science	36.135	06:30	-3.09	37.287	-3.09	56.167	-18.880	-33.61	-28.35
	S	Pharma Mar	58.410	Mon	0.36	58.410		80.227	-21.817	-27.19	-28.54
	L	Jiangsu Hengrui Med	6.654	07:00	-0.43	6.683	-0.43	6.636	0.047	0.71	-26.72
	S	Canopy Growth	7.678	Mon	-0.19	7.678		15.745	-8.067	-51.23	-53.13
		DBV Technologies	3.124	Mon	0.47	3.124		9.234	-6.110	-66.17	-61.44
Pharmaceuticals - 55 out of 55 instruments rated - 1/17/22 / 8/23/21 - 21 did rise, Market-Ratio(21) in CHF = 38.18 %

Technical Chart

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

1/01/18	scale up chart	1/17/22

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	1/17/22	98		Canopy Growth	100	0	12.244	7.678	19.526	7.282	59	0	0
accum	1/16/06	1/17/22	5846	days out of 5860 invested (100%)							-100		0	-48

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
Canopy Growth	short	3/09/20	8/03/20	147	12.28	16.77	7.78	-4.49	-36.60
	short	10/11/21	1/17/22	98	12.24	7.68	19.53	7.28	59.47	1.10
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

12/21/15	DBV Technologies	recording started
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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