Assessment - Medical Technology - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
								SOM Medical Tech	936.448	8/12/24	-0.02	924.069	1.34	961.781	-37.712	-3.92	USD	1.19
						L		Ambu	137.700	8/12/24	-0.40	136.550	0.84	105.200	31.350	29.80	DKK	37.16
								Intuitive Surgical	465.530	8/12/24	0.46	436.240	6.71	337.360	98.880	29.31	USD	27.85
						L		Fisher & Paykel HC	32.790	8/12/24	0.89	29.950	9.48	23.600	6.350	26.91	NZD	26.97
						L		Eckert & Ziegler	42.420	8/12/24	1.34	46.020	-7.82	41.300	4.720	11.43	EUR	20.02
						L		ResMed	33.030	8/12/24	1.13	28.600	15.49	25.440	3.160	12.42	AUD	18.50
								Cochlear	339.370	8/12/24	0.26	322.560	5.21	298.670	23.890	8.00	AUD	17.08
						L		Amplifon	28.150	8/12/24	1.33	33.220	-15.26	31.340	1.880	6.00	EUR	12.85
						L		Sonova	278.100	8/12/24	-1.52	280.300	-0.78	274.400	5.900	2.15	CHF	8.87
								Terumo	2,611.000	8/09/24	5.05	2,548.000	2.47	2,311.000	237.000	10.26	JPY	8.55
						L		Fresenius	30.890	8/12/24		28.300	9.15	28.070	0.230	0.82	EUR	8.43
								DiaSorin	100.100	8/12/24	0.48	93.280	7.31	93.240	0.040	0.04	EUR	6.70
								ConvaTec	231.600	8/12/24	-0.17	236.400	-2.03	244.200	-7.800	-3.19	GBP	4.59
						L		Stratec	41.500	8/12/24	4.27	45.850	-9.49	45.550	0.300	0.66	EUR	4.56
								Drägerwerk	45.750	8/12/24	0.44	49.950	-8.41	51.800	-1.850	-3.57	EUR	4.48
								Siemens Healthineers	50.280	8/12/24	0.08	53.840	-6.61	52.600	1.240	2.36	EUR	2.97
								GE HealthCare	82.370	8/12/24	-1.24	76.260	8.01	77.320	-1.060	-1.37	USD	1.72
								DexCom	71.270	8/12/24	2.16	112.170	-36.46	124.090	-11.920	-9.61	USD	1.43
								Gerresheimer	97.300	8/12/24	-1.47	101.100	-3.76	94.350	6.750	7.15	EUR	-1.05
						S		Medtronic	81.190	8/12/24	-1.04	77.120	5.28	82.380	-5.260	-6.39	USD	-2.42
								Fresenius MedCare	33.130	8/12/24	-1.31	35.880	-7.66	37.960	-2.080	-5.48	EUR	-3.75
						S		Sysmex	2,624.000	8/09/24	1.04	2,526.500	3.86	2,619.330	-92.830	-3.54	JPY	-5.26
								Smith and Nephew	1,156.000	8/12/24	-0.86	975.600	18.49	1,078.500	-102.900	-9.54	GBP	-6.12
						S		Sino Biopharm	2.950	8/12/24	2.08	2.670	10.49	3.470	-0.800	-23.05	HKD	-11.18
						S		Getinge	198.050	8/12/24	-0.10	181.450	9.15	224.600	-43.150	-19.21	SEK	-12.69
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
						S		Align Technology	213.570	8/12/24	-0.63	238.640	-10.51	274.000	-35.360	-12.91	USD	-13.41
								Sonic Healthcare	27.450	8/12/24	0.22	25.660	6.98	32.080	-6.420	-20.01	AUD	-14.37
						S		Straumann	112.350	8/12/24	0.76	112.700	-0.31	135.600	-22.900	-16.89	CHF	-16.75
						S		Illumina	124.540	8/12/24	0.79	105.500	18.05	139.240	-33.740	-24.23	USD	-18.46
						S		Sartorius	241.100	8/12/24	-2.90	211.700	13.89	333.200	-121.500	-36.46	EUR	-21.62
						S		Carl Zeiss Meditec	60.350	8/12/24	-5.33	66.250	-8.91	98.840	-32.590	-32.97	EUR	-29.17
								WuXi AppTec	41.380	8/12/24	-0.29	38.660	7.04	72.760	-34.100	-46.87	CNY	-29.23
Medical Tech - 31 out of 31 instruments rated - 7/01/24 / 1/01/24 - 14 did rise, Market-Ratio(26) = 45.16 %

 

 

Transactions Medical Technology * Mixed Straddles L10 - 88/25 (1) - S26 - 28/28 (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		10/30/06	301				- cash -
long	10/30/06	2/18/08	476				Illumina	100	450	USD	22.210	36.660		14.450	65	16,503	47
2/18/08		3/17/08	28				- cash -
short	3/17/08	5/19/08	63				Drägerwerk	100	464	EUR	35.550	40.250	30.850	-4.700	-13	14,322	-56
5/19/08		6/02/08	14				- cash -
	6/02/08	7/21/08	49				Fisher & Paykel HC	100	5,967	NZD	2.400	2.290	2.515	0.115	5	15,010	42
7/21/08		10/06/08	77				- cash -
	10/06/08	4/13/09	189				Intuitive Surgical	100	685	USD	21.900	12.750	37.617	15.717	72	25,775	184
4/13/09		4/20/09	7				- cash -
	4/20/09	4/27/09	7				Gerresheimer	100	1,645	EUR	15.660	17.240	14.080	-1.580	-10	23,176	-100
4/27/09		6/15/09	49				- cash -
long	6/15/09	7/05/10	385				Sonova	100	265	CHF	87.350	129.000		41.650	48	34,214	45
7/05/10		8/08/11	399				- cash -
short	8/08/11	8/15/11	7				Sonova	100	538	CHF	63.550	63.500	63.600	0.050	0	34,241	4
8/15/11		9/05/11	21				- cash -
	9/05/11	9/12/11	7				Sonova	100	544	CHF	62.850	66.000	59.700	-3.150	-5	32,527	-93
9/12/11		10/03/11	21				- cash -
	10/03/11	10/24/11	21				Illumina	100	851	USD	38.190	28.720	50.783	12.593	33	43,243	14,063
10/24/11		11/07/11	14				- cash -
	11/07/11	12/05/11	28				Illumina	100	1,320	USD	32.740	29.440	36.410	3.670	11	48,088	299
12/05/11		12/12/11	7				- cash -
	12/12/11	12/19/11	7				Illumina	100	1,787	USD	26.900	26.170	27.650	0.750	3	49,428	320
12/19/11		1/16/12	28				- cash -
	1/16/12	1/23/12	7				Illumina	100	1,373	USD	36.000	36.310	35.690	-0.310	-1	49,003	-36
1/23/12		10/01/12	252				- cash -
long	10/01/12	6/15/15	987				Illumina	100	999	USD	49.028	215.070		166.042	339	214,879	73
6/15/15		2/08/16	238				- cash -
short	2/08/16	2/15/16	7				Drägerwerk	100	3,954	EUR	54.340	59.340	49.340	-5.000	-9	195,109	-99
2/15/16		4/18/16	63				- cash -
long	4/18/16	10/24/16	189				Terumo	100	19,151	JPY	10.188	9.813		-0.375	-4	187,927	-7
10/24/16		11/21/16	28				- cash -
short	11/21/16	12/12/16	21				Getinge	100	1,287	SEK	146.000	144.000	148.028	2.028	1	190,537	27
12/12/16		1/02/17	21				- cash -
	1/02/17	2/13/17	42				Illumina	100	1,488	USD	128.040	163.840	92.240	-35.800	-28	137,267	-94
long	2/13/17	8/07/17	175				Drägerwerk	100	1,711	EUR	80.200	88.360		8.160	10	151,228	22
8/07/17		8/06/18	364				- cash -
	8/06/18	10/15/18	70				Ambu	100	571	DKK	264.400	132.300		-132.100	-50	75,799	-97
10/15/18		12/24/18	70				- cash -
short	12/24/18	12/31/18	7				Align Technology	100	391	USD	193.720	209.430	178.010	-15.710	-8	69,657	-99
12/31/18		1/07/19	7				- cash -
	1/07/19	1/21/19	14				Align Technology	100	366	USD	189.920	220.090	159.750	-30.170	-16	58,614	-99
1/21/19		1/28/19	7				- cash -
	1/28/19	2/11/19	14				Fresenius	100	1,311	EUR	44.680	47.260	42.100	-2.580	-6	55,232	-79
2/11/19		2/25/19	14				- cash -
	2/25/19	4/01/19	35				Henry Schein	100	923	USD	59.830	60.990	58.670	-1.160	-2	54,161	-18
4/01/19		5/06/19	35				- cash -
long	5/06/19	3/09/20	308				Getinge	100	408	SEK	132.500	170.400		37.900	29	69,625	35
3/09/20		3/16/20	7				- cash -
short	3/16/20	3/30/20	14				Fresenius	100	2,351	EUR	29.610	33.885	25.335	-4.275	-14	59,574	-98
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
3/30/20		5/25/20	56				- cash -
long	5/25/20	10/11/21	504				DiaSorin	100	284	EUR	209.400	169.350		-40.050	-19	48,200	-14
10/11/21		1/17/22	98				- cash -
short	1/17/22	11/14/22	301				Ambu	100	327	DKK	147.200	98.000	221.100	73.900	50	72,365	64
11/14/22		11/21/22	7				- cash -
	11/21/22	12/05/22	14				Align Technology	100	377	USD	191.630	187.910	195.424	3.794	2	73,795	67
long	12/05/22	9/18/23	287				Eckert & Ziegler	100	1,334	EUR	55.300	30.160		-25.140	-45	40,259	-54
9/18/23		10/02/23	14				- cash -
short	10/02/23	12/11/23	70				Stratec	100	931	EUR	43.200	39.500	47.247	4.047	9	44,026	60
12/11/23		12/25/23	14				- cash -
long	12/25/23	8/12/24	231				Cochlear	100	149	AUD	295.140	339.370		44.230	15	50,616	25
accum	10/30/06	8/12/24	4859	days out of 7120 invested (68%)										406		50,616	13

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Illumina	long	10/30/06	2/18/08	476	22.21	36.66		14.45	65.06
	short	10/03/11	10/24/11	21	38.19	28.72	50.78	12.59	32.97
	short	11/07/11	12/05/11	28	32.74	29.44	36.41	3.67	11.21
	short	12/12/11	12/19/11	7	26.90	26.17	27.65	0.75	2.79
	short	1/16/12	1/23/12	7	36.00	36.31	35.69	-0.31	-0.86
	long	10/01/12	6/15/15	987	49.03	215.07		166.04	338.67
	short	1/02/17	2/13/17	42	128.04	163.84	92.24	-35.80	-27.96			686.05
Intuitive Surgical	short	10/06/08	4/13/09	189	21.90	12.75	37.62	15.72	71.76			71.76
Sonova	long	6/15/09	7/05/10	385	87.35	129.00		41.65	47.68
	short	8/08/11	8/15/11	7	63.55	63.50	63.60	0.05	0.08
	short	9/05/11	9/12/11	7	62.85	66.00	59.70	-3.15	-5.01			40.39
Getinge	short	11/21/16	12/12/16	21	146.00	144.00	148.03	2.03	1.39
	long	5/06/19	3/09/20	308	132.50	170.40		37.90	28.60			30.39
Cochlear	long	12/25/23	8/12/24	231	295.14	339.37		44.23	14.99			14.99
Stratec	short	10/02/23	12/11/23	70	43.20	39.50	47.25	4.05	9.37			9.37
Fisher & Paykel HC	short	6/02/08	7/21/08	49	2.40	2.29	2.52	0.12	4.80			4.80
Henry Schein	short	2/25/19	4/01/19	35	59.83	60.99	58.67	-1.16	-1.94			-1.94
Terumo	long	4/18/16	10/24/16	189	10.19	9.81		-0.38	-3.68			-3.68
Gerresheimer	short	4/20/09	4/27/09	7	15.66	17.24	14.08	-1.58	-10.09			-10.09
Drägerwerk	short	3/17/08	5/19/08	63	35.55	40.25	30.85	-4.70	-13.22
	short	2/08/16	2/15/16	7	54.34	59.34	49.34	-5.00	-9.20
	long	2/13/17	8/07/17	175	80.20	88.36		8.16	10.17			-13.19
DiaSorin	long	5/25/20	10/11/21	504	209.40	169.35		-40.05	-19.13			-19.13
Fresenius	short	1/28/19	2/11/19	14	44.68	47.26	42.10	-2.58	-5.77
	short	3/16/20	3/30/20	14	29.61	33.89	25.34	-4.28	-14.44			-19.38
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Align Technology	short	12/24/18	12/31/18	7	193.72	209.43	178.01	-15.71	-8.11
	short	1/07/19	1/21/19	14	189.92	220.09	159.75	-30.17	-15.89
	short	11/21/22	12/05/22	14	191.63	187.91	195.42	3.79	1.98			-21.18
Ambu	long	8/06/18	10/15/18	70	264.40	132.30		-132.10	-49.96
	short	1/17/22	11/14/22	301	147.20	98.00	221.10	73.90	50.20			-24.84
Eckert & Ziegler	long	12/05/22	9/18/23	287	55.30	30.16		-25.14	-45.46			-45.46

Annotations

3/28/24	Sysmex			stock split 1:3 (three for one)
	Terumo			stock split 1:2 (two for one)
4/20/22	Straumann			stock split 1:10 (ten for one)
10/05/21	Intuitive Surgical			stock split 1:3 (three for one)
6/13/16	Sartorius			stock split 1:4 (four for one)
8/27/15	Med. Ausrüstung			complete analysis

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