Assessment - Medical Technology in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								SOM Medical Tech	936.448	12/08/24	-0.02	924.069	1.34	961.781	-37.712	-3.92		1.19
						L		Ambu	19.806	12/08/24	-0.40	19.640	0.84	15.630	4.010	25.66		36.86
								Intuitive Surgical	465.530	12/08/24	0.46	436.240	6.71	337.360	98.880	29.31		27.85
						L		Fisher & Paykel HC	19.902	12/08/24	0.89	18.178	9.48	14.950	3.228	21.59		24.37
						L		Eckert & Ziegler	45.501	12/08/24	1.34	49.362	-7.82	45.726	3.636	7.95		21.63
						L		ResMed	21.966	12/08/24	1.13	19.020	15.49	17.347	1.673	9.65		7.27
								Cochlear	225.695	12/08/24	0.26	214.516	5.21	203.656	10.860	5.33		16.36
						L		Amplifon	30.194	12/08/24	1.33	35.632	-15.26	34.699	0.934	2.69		8.24
						L		Sonova	307.759	12/08/24	-1.52	310.194	-0.78	327.576	-17.383	-5.31		10.04
								Terumo	16.160	9/08/24	5.05	15.770	2.47	16.336	-0.567	-3.47		-1.44
						L		Fresenius	33.133	12/08/24		30.355	9.15	31.078	-0.723	-2.33		3.19
								DiaSorin	107.369	12/08/24	0.48	100.054	7.31	103.233	-3.179	-3.08		1.60
								ConvaTec	292.784	12/08/24	-0.17	298.853	-2.03	311.032	-12.180	-3.92		1.30
						L		Stratec	44.514	12/08/24	4.27	49.180	-9.49	50.432	-1.252	-2.48		1.74
								Drägerwerk	49.072	12/08/24	0.44	53.577	-8.41	57.351	-3.774	-6.58		2.87
								Siemens Healthineers	53.931	12/08/24	0.08	57.750	-6.61	58.237	-0.487	-0.84		4.66
								GE HealthCare	82.370	12/08/24	-1.24	76.260	8.01	77.320	-1.060	-1.37		1.72
								DexCom	71.270	12/08/24	2.16	112.170	-36.46	124.090	-11.920	-9.61		1.43
								Gerresheimer	104.366	12/08/24	-1.47	108.442	-3.76	104.461	3.980	3.81		0.33
						S		Medtronic	81.190	12/08/24	-1.04	77.120	5.28	82.380	-5.260	-6.39		-2.42
								Fresenius MedCare	35.536	12/08/24	-1.31	38.486	-7.66	42.028	-3.543	-8.43		-7.62
						S		Sysmex	16.240	9/08/24	1.04	15.637	3.86	18.516	-2.879	-15.55		-12.38
								Smith and Nephew	1,461.394	12/08/24	-0.86	1,233.335	18.49	1,373.662	-140.326	-10.22		-6.42
						S		Sino Biopharm	0.378	12/08/24	2.08	0.342	10.49	0.444	-0.102	-23.03		-13.16
						S		Getinge	18.625	12/08/24	-0.10	17.064	9.15	22.348	-5.284	-23.64		-10.77
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		Align Technology	213.570	12/08/24	-0.63	238.640	-10.51	274.000	-35.360	-12.91		-13.41
								Sonic Healthcare	18.255	12/08/24	0.22	17.065	6.98	21.875	-4.810	-21.99		-13.12
						S		Straumann	124.332	12/08/24	0.76	124.719	-0.31	161.878	-37.159	-22.95		-13.90
						S		Illumina	124.540	12/08/24	0.79	105.500	18.05	139.240	-33.740	-24.23		-18.46
						S		Sartorius	258.609	12/08/24	-2.90	227.074	13.89	368.909	-141.835	-38.45		-31.34
						S		Carl Zeiss Meditec	64.733	12/08/24	-5.33	71.061	-8.91	109.433	-38.372	-35.06		-29.81
								WuXi AppTec	5.682	12/08/24	-0.29	5.309	7.04	10.255	-4.946	-48.23		-37.70
Medical Tech - 31 out of 31 instruments rated - 1/07/24 / 1/01/24 - 8 did rise, Market-Ratio(26) in USD = 25.81 %

 

 

Transactions Medical Technology in Dollar * Mixed Cut L10 - 88/25 (1) - S26 - 28/28 (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		30/10/06	301				- cash -
long	30/10/06	18/02/08	476				Illumina	100	450		22.210	36.660		14.450	65	16,503	47
18/02/08		17/03/08	28				- cash -
short	17/03/08	19/05/08	63				Drägerwerk	100	296		55.718	62.697	48.738	-6.980	-13	14,436	-54
19/05/08		2/06/08	14				- cash -
	2/06/08	21/07/08	49				Fisher & Paykel HC	100	7,681		1.879	1.743	2.026	0.147	8	15,566	75
21/07/08		6/10/08	77				- cash -
	6/10/08	13/04/09	189				Intuitive Surgical	100	710		21.900	12.750	37.617	15.717	72	26,725	184
13/04/09		20/04/09	7				- cash -
	20/04/09	27/04/09	7				Gerresheimer	100	1,308		20.428	22.829	18.028	-2.401	-12	23,584	-100
27/04/09		15/06/09	49				- cash -
long	15/06/09	5/07/10	385				Sonova	100	291		80.940	121.369		40.429	50	35,349	47
5/07/10		8/08/11	399				- cash -
short	8/08/11	15/08/11	7				Sonova	100	425		83.018	81.603	84.457	1.439	2	35,961	145
15/08/11		5/09/11	21				- cash -
	5/09/11	12/09/11	7				Sonova	100	451		79.725	74.582	85.222	5.497	7	38,440	3,135
12/09/11		3/10/11	21				- cash -
	3/10/11	24/10/11	21				Illumina	100	1,006		38.190	28.720	50.783	12.593	33	51,108	14,063
24/10/11		7/11/11	14				- cash -
	7/11/11	5/12/11	28				Illumina	100	1,561		32.740	29.440	36.410	3.670	11	56,837	299
5/12/11		12/12/11	7				- cash -
	12/12/11	19/12/11	7				Illumina	100	2,112		26.900	26.170	27.650	0.750	3	58,422	320
19/12/11		16/01/12	28				- cash -
	16/01/12	23/01/12	7				Illumina	100	1,622		36.000	36.310	35.690	-0.310	-1	57,919	-36
23/01/12		1/10/12	252				- cash -
long	1/10/12	15/06/15	987				Illumina	100	1,181		49.028	215.070		166.042	339	254,015	73
15/06/15		8/02/16	238				- cash -
short	8/02/16	15/02/16	7				Drägerwerk	100	4,175		60.828	66.200	55.457	-5.371	-9	231,589	-99
15/02/16		18/04/16	63				- cash -
long	18/04/16	24/10/16	189				Terumo	100	2,474,040		0.094	0.094		0.001	1	233,683	2
24/10/16		21/11/16	28				- cash -
short	21/11/16	12/12/16	21				Getinge	100	14,752		15.840	15.714	15.967	0.127	1	235,563	15
12/12/16		2/01/17	21				- cash -
	2/01/17	13/02/17	42				Illumina	100	1,839		128.040	163.840	92.240	-35.800	-28	169,727	-94
long	13/02/17	7/08/17	175				Drägerwerk	100	1,997		84.964	104.203		19.239	23	208,147	53
7/08/17		6/08/18	364				- cash -
	6/08/18	15/10/18	70				Ambu	100	5,076		41.000	20.567		-20.433	-50	104,430	-97
15/10/18		24/12/18	70				- cash -
short	24/12/18	31/12/18	7				Align Technology	100	539		193.720	209.430	178.010	-15.710	-8	95,962	-99
31/12/18		7/01/19	7				- cash -
	7/01/19	21/01/19	14				Align Technology	100	505		189.920	220.090	159.750	-30.170	-16	80,727	-99
21/01/19		28/01/19	7				- cash -
	28/01/19	11/02/19	14				Fresenius	100	1,579		51.104	53.395	48.812	-2.292	-4	77,108	-70
11/02/19		25/02/19	14				- cash -
	25/02/19	1/04/19	35				Henry Schein	100	1,288		59.830	60.990	58.670	-1.160	-2	75,614	-18
1/04/19		6/05/19	35				- cash -
long	6/05/19	9/03/20	308				Getinge	100	5,452		13.868	18.151		4.282	31	98,961	38
9/03/20		16/03/20	7				- cash -
short	16/03/20	30/03/20	14				Fresenius	100	2,994		33.051	37.351	28.750	-4.300	-13	86,086	-97
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
30/03/20		25/05/20	56				- cash -
long	25/05/20	11/10/21	504				DiaSorin	100	377		228.280	195.894		-32.386	-14	73,876	-10
11/10/21		17/01/22	98				- cash -
short	17/01/22	14/11/22	301				Ambu	100	3,271		22.579	13.621	37.430	14.850	66	122,452	85
14/11/22		21/11/22	7				- cash -
	21/11/22	5/12/22	14				Align Technology	100	639		191.630	187.910	195.424	3.794	2	124,876	67
long	5/12/22	18/09/23	287				Eckert & Ziegler	100	2,151		58.052	32.260		-25.792	-44	69,398	-53
18/09/23		2/10/23	14				- cash -
short	2/10/23	11/12/23	70				Stratec	100	1,529		45.369	42.450	48.488	3.119	7	74,167	41
11/12/23		25/12/23	14				- cash -
long	25/12/23	12/08/24	231				Cochlear	100	369		200.732	225.695		24.964	12	83,379	20
accum	30/10/06	12/08/24	5304	days out of 7565 invested (70%)										734		83,379	16

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Illumina	long	30/10/06	18/02/08	476	22.21	36.66		14.45	65.06
	short	3/10/11	24/10/11	21	38.19	28.72	50.78	12.59	32.97
	short	7/11/11	5/12/11	28	32.74	29.44	36.41	3.67	11.21
	short	12/12/11	19/12/11	7	26.90	26.17	27.65	0.75	2.79
	short	16/01/12	23/01/12	7	36.00	36.31	35.69	-0.31	-0.86
	long	1/10/12	15/06/15	987	49.03	215.07		166.04	338.67
	short	2/01/17	13/02/17	42	128.04	163.84	92.24	-35.80	-27.96			686.05
Intuitive Surgical	short	6/10/08	13/04/09	189	21.90	12.75	37.62	15.72	71.76			71.76
Sonova	long	15/06/09	5/07/10	385	80.94	121.37		40.43	49.95
	short	8/08/11	15/08/11	7	83.02	81.60	84.46	1.44	1.73
	short	5/09/11	12/09/11	7	79.72	74.58	85.22	5.50	6.89			63.07
Getinge	short	21/11/16	12/12/16	21	15.84	15.71	15.97	0.13	0.80
	long	6/05/19	9/03/20	308	13.87	18.15		4.28	30.88			31.93
Cochlear	long	25/12/23	12/08/24	231	200.73	225.70		24.96	12.44			12.44
Fisher & Paykel HC	short	2/06/08	21/07/08	49	1.88	1.74	2.03	0.15	7.82			7.82
Stratec	short	2/10/23	11/12/23	70	45.37	42.45	48.49	3.12	6.87			6.87
Terumo	long	18/04/16	24/10/16	189	0.09	0.09		0.00	0.90			0.90
Henry Schein	short	25/02/19	1/04/19	35	59.83	60.99	58.67	-1.16	-1.94			-1.94
Drägerwerk	short	17/03/08	19/05/08	63	55.72	62.70	48.74	-6.98	-12.53
	short	8/02/16	15/02/16	7	60.83	66.20	55.46	-5.37	-8.83
	long	13/02/17	7/08/17	175	84.96	104.20		19.24	22.64			-2.19
Gerresheimer	short	20/04/09	27/04/09	7	20.43	22.83	18.03	-2.40	-11.75			-11.75
DiaSorin	long	25/05/20	11/10/21	504	228.28	195.89		-32.39	-14.19			-14.19
Ambu	long	6/08/18	15/10/18	70	41.00	20.57		-20.43	-49.84
	short	17/01/22	14/11/22	301	22.58	13.62	37.43	14.85	65.77			-16.84
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Fresenius	short	28/01/19	11/02/19	14	51.10	53.40	48.81	-2.29	-4.48
	short	16/03/20	30/03/20	14	33.05	37.35	28.75	-4.30	-13.01			-16.91
Align Technology	short	24/12/18	31/12/18	7	193.72	209.43	178.01	-15.71	-8.11
	short	7/01/19	21/01/19	14	189.92	220.09	159.75	-30.17	-15.89
	short	21/11/22	5/12/22	14	191.63	187.91	195.42	3.79	1.98			-21.18
Eckert & Ziegler	long	5/12/22	18/09/23	287	58.05	32.26		-25.79	-44.43			-44.43

Annotations

28/03/24	Sysmex			stock split 1:3 (three for one)
	Terumo			stock split 1:2 (two for one)
20/04/22	Straumann			stock split 1:10 (ten for one)
5/10/21	Intuitive Surgical			stock split 1:3 (three for one)
13/06/16	Sartorius			stock split 1:4 (four for one)
27/08/15	Med. Ausrüstung			complete analysis

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