Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	CAC Mid 60	15,036.900	Fri	0.53	14,715.300	2.19	12,930.200	1,785.100	13.81	6.25
	L	Rubis	31.640	Fri	1.28	32.780	-3.48	20.960	11.820	56.39	38.42
	L	Eurazeo	85.600	Fri	0.71	85.850	-0.29	55.300	30.550	55.24	32.48
	L	Vallourec	16.340	Fri	0.06	16.420	-0.49	12.400	4.020	32.42	30.90
	L	Nexans	108.600	Fri	2.26	103.000	5.44	66.250	36.750	55.47	30.19
	L	Eramet	101.900	Fri	5.27	94.500	7.83	68.600	25.900	37.76	29.88
		VusionGroup	156.800	Fri	-0.25	151.400	3.57	106.000	45.400	42.83	24.10
	L	ID Logistics	368.000	Fri	-0.27	345.000	6.67	252.000	93.000	36.90	22.96
		Ipsos	64.750	Fri	-1.22	63.600	1.81	47.340	16.260	34.35	22.87
	L	JCDecaux	22.040	Fri	2.61	21.460	2.70	15.270	6.190	40.54	22.49
	L	SPIE	36.760	Fri	1.04	34.900	5.33	25.840	9.060	35.06	20.89
	L	Amundi	71.000	Fri	2.97	68.400	3.80	52.200	16.200	31.03	19.70
		Virbac	357.000	Fri	0.28	355.000	0.56	273.500	81.500	29.80	19.38
	L	elis	22.280	Fri	0.54	21.680	2.77	16.230	5.450	33.58	18.87
	L	Imerys	35.120	Fri	-1.07	35.000	0.34	25.580	9.420	36.83	18.30
		Mercialys	10.580	Fri	-1.03	10.470	1.05	8.350	2.120	25.39	17.56
		TF1	8.670	Fri	0.58	8.565	1.23	6.875	1.690	24.58	16.97
	L	Coface	15.450	Fri		14.700	5.10	11.650	3.050	26.18	16.05
	L	Lectra	33.200	Fri	-2.35	33.350	-0.45	26.000	7.350	28.27	15.67
		Elior	2.736	Fri	1.26	2.704	1.18	1.857	0.847	45.61	15.05
		GTT	135.800	Fri	-0.22	133.300	1.88	120.300	13.000	10.81	14.89
	L	Fnac Darty	31.950	Fri	0.95	31.950		23.260	8.690	37.36	14.54
	L	Dassault Aviation	206.800	Fri	-0.19	204.800	0.98	182.000	22.800	12.53	13.33
	L	Wendel	96.700	Fri	0.26	96.550	0.16	73.750	22.800	30.92	13.10
		Carmila	16.400	Fri	-0.97	16.460	-0.36	13.660	2.800	20.50	11.15
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
		SEB	115.900	Fri	-0.17	112.900	2.66	96.850	16.050	16.57	10.80
	L	Neoen	30.480	Fri	-0.33	29.880	2.01	25.760	4.120	15.99	10.46
		Scor	32.280	Fri	1.19	30.460	5.98	28.270	2.190	7.75	9.55
		Sopra Steria	218.000	Fri	0.93	214.200	1.77	174.700	39.500	22.61	9.44
	L	Technip Energies	23.460	Fri	1.30	22.860	2.62	21.800	1.060	4.86	8.82
	L	Covivio	48.380	Fri	-0.62	48.000	0.79	42.780	5.220	12.20	8.79
		Bic	67.400	Fri	1.05	65.300	3.22	59.650	5.650	9.47	8.48
		Bolloré	6.155	Fri	-0.40	6.095	0.98	5.200	0.895	17.21	7.58
		Trigano	150.400	Fri	0.67	146.400	2.73	130.400	16.000	12.27	7.09
		Argan	74.500	Fri	-1.32	77.600	-3.99	68.300	9.300	13.62	5.20
	L	Verallia	37.920	Fri	0.96	36.600	3.61	32.040	4.560	14.23	4.65
	L	Ipsen	119.900	Fri	0.25	114.600	4.62	110.900	3.700	3.34	3.75
		Métropole TV	13.320	Fri	-0.15	13.080	1.83	12.080	1.000	8.28	1.97
	L	Mersen	38.650	Fri	2.11	36.900	4.74	32.250	4.650	14.42	1.38
	L	Aéroports de Paris	125.400	Fri	-0.56	122.100	2.70	110.500	11.600	10.50	0.86
		FDJ	34.080	Fri	0.29	34.020	0.18	30.760	3.260	10.60	-1.55
	L	Bénéteau	13.420	Fri	1.98	12.600	6.51	11.680	0.920	7.88	-2.43
	L	ALD	7.215	Fri	2.05	6.925	4.19	6.410	0.515	8.03	-4.70
	S	Aperam	26.320	Fri	1.54	26.280	0.15	28.330	-2.050	-7.24	-9.16
		Derichebourg	4.466	Fri	3.86	4.286	4.20	4.308	-0.022	-0.51	-9.81
	S	Alten	121.800	Fri	1.08	118.300	2.96	116.100	2.200	1.89	-10.61
		Solutions 30	2.150	Fri	-0.09	2.062	4.27	1.901	0.161	8.47	-11.52
	L	Plastic Omnium	11.500	Fri	0.52	11.590	-0.78	11.840	-0.250	-2.11	-12.07
		Interparfums	48.250	Fri	0.84	47.250	2.12	44.900	2.350	5.23	-12.33
	L	Clariane	3.496	Fri	3.68	2.570	36.03	3.776	-1.206	-31.94	-15.05
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	Voltalia	8.700	Fri	-0.11	8.340	4.32	8.730	-0.390	-4.47	-15.57
		Icade	26.640	Fri	0.38	26.240	1.52	31.700	-5.460	-17.22	-17.93
	L	Eutelsat	3.816	Fri	0.16	3.716	2.69	4.476	-0.760	-16.98	-19.74
	S	SES	4.626	Fri	-0.34	4.604	0.48	5.455	-0.851	-15.60	-20.64
		Nexity	11.520	Fri	1.86	10.900	5.69	13.810	-2.910	-21.07	-23.04
	S	X-FAB	6.670	Fri	0.76	6.535	2.07	8.970	-2.435	-27.15	-26.04
		CGG	0.469	Fri	2.87	0.406	15.62	0.656	-0.250	-38.07	-28.46
		Valneva	3.364	Fri	3.32	3.418	-1.58	5.774	-2.356	-40.80	-30.14
	S	Euroapi	3.106	Fri	-0.19	2.930	6.01	5.206	-2.276	-43.72	-50.57
	L	Orpea	13.928	Fri	-0.37	13.980	-0.37	995.600	-981.620	-98.60	-53.88
		Atos	2.004	Fri	-0.05	2.077	-3.51	6.390	-4.313	-67.50	-54.48
CAC Mid 60 - 60 out of 60 instruments rated - 5/06/24 / 11/06/23 - 45 did rise, Market-Ratio(26) = 75.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Mid 60 RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions CAC Mid 60 * 26 - 60/40 (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		9/18/06	259		- cash -
short	9/18/06	11/13/06	56		Altran Technologies	100	1,501	6.660	7.240	6.080	-0.580	-9	9,129	-45
long	11/13/06	8/20/07	280		Air France-KLM	100	28	319.800	273.000		-46.800	-15	7,819	-19
short	8/20/07	9/03/07	14		TF1	100	393	19.880	21.380	18.380	-1.500	-8	7,230	-87
long	9/03/07	9/24/07	21		Ubisoft	100	318	22.670	22.790		0.120	1	7,268	10
short	9/24/07	5/18/09	602		Nexity	100	168	43.200	22.505	82.926	39.726	92	13,942	48
long	5/18/09	7/05/10	413		Nexity	100	619	22.505	23.410		0.905	4	14,502	4
short	7/05/10	8/09/10	35		Ubisoft	100	2,325	6.237	7.574	4.900	-1.337	-21	11,393	-92
long	8/09/10	10/04/10	56		Plastic Omnium	100	2,597	4.386	4.333		-0.053	-1	11,256	-8
short	10/04/10	11/08/10	35		Vantiva	100	105	106.488	120.474	92.502	-13.986	-13	9,787	-77
long	11/08/10	8/01/11	266		Montupet	100	1,301	7.520	6.750		-0.770	-10	8,785	-14
short	8/01/11	2/06/12	189		Genfit	100	3,027	2.902	2.902	2.902	0.000	0	8,785	0
long	2/06/12	4/23/12	77		Innate Pharma	100	4,086	2.150	1.530		-0.620	-29	6,252	-80
short	4/23/12	5/21/12	28		Air France-KLM	100	190	32.890	34.450	31.330	-1.560	-5	5,956	-47
long	5/21/12	7/23/12	63		Eurofins Scientific	100	660	9.016	10.175		1.159	13	6,721	102
short	7/23/12	10/08/12	77		Nexans	100	240	27.937	31.066	24.808	-3.129	-11	5,970	-43
long	10/08/12	8/18/14	679		Eurofins Scientific	100	484	12.320	22.530		10.210	83	10,911	38
short	8/18/14	1/26/15	161		CGG	100	50	214.112	164.224	279.155	65.043	30	14,163	82
long	1/26/15	8/24/15	210		Adocia	100	224	63.000	73.650		10.650	17	16,549	31
short	8/24/15	7/18/16	329		Vallourec	100	38	434.800	142.800	1,323.887	889.087	204	50,334	244
long	7/18/16	7/02/18	714		Ubisoft	100	1,480	34.000	92.000		58.000	171	136,174	66
short	7/02/18	4/29/19	301		Vantiva	100	4,934	27.594	28.863	26.325	-1.269	-5	129,913	-6
long	4/29/19	3/02/20	308		Soitec	100	1,428	90.950	73.300		-17.650	-19	104,709	-23
short	3/02/20	9/14/20	196		Vantiva	100	16,091	6.507	2.765	15.316	8.809	135	246,454	392
long	9/14/20	12/13/21	455		Sartorius Stedim	100	871	282.800	468.500		185.700	66	408,199	50
short	12/13/21	1/10/22	28		DBV Technologies	100	84,286	4.843	3.006	7.803	2.960	61	657,652	50,021
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	1/10/22	1/24/22	14		CNP Assurances	100	30,195	21.780	21.760		-0.020	0	657,048	-2
short	1/24/22	1/02/23	343		DBV Technologies	100	251,742	2.610	3.122	2.098	-0.512	-20	528,156	-21
long	1/02/23	7/10/23	189		Ipsos	100	8,951	59.000	48.800		-10.200	-17	436,856	-31
short	7/10/23	3/25/24	259		Casino Guichard	100	144,846	3.016	0.194	46.912	43.896	1,455	6,795,030	4,682
long	3/25/24	5/10/24	46		Vallourec	100	396,327	17.145	16.340		-0.805	-5	6,475,987	-32
accum	9/18/06	5/10/24	6445	days out of 6704 invested (96%)							64,660		6,475,987	44

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Casino Guichard	short	7/10/23	3/25/24	259	3.02	0.19	46.91	43.90	1,455.44	1,455.44
Vallourec	short	8/24/15	7/18/16	329	434.80	142.80	1,323.89	889.09	204.48
	long	3/25/24	5/10/24	46	17.15	16.34		-0.81	-4.70	190.19
Ubisoft	long	9/03/07	9/24/07	21	22.67	22.79		0.12	0.53
	short	7/05/10	8/09/10	35	6.24	7.57	4.90	-1.34	-21.44
	long	7/18/16	7/02/18	714	34.00	92.00		58.00	170.59	113.71
Eurofins Scientific	long	5/21/12	7/23/12	63	9.02	10.18		1.16	12.85
	long	10/08/12	8/18/14	679	12.32	22.53		10.21	82.87	106.38
Nexity	short	9/24/07	5/18/09	602	43.20	22.51	82.93	39.73	91.96
	long	5/18/09	7/05/10	413	22.51	23.41		0.91	4.02	99.68
Vantiva	short	10/04/10	11/08/10	35	106.49	120.47	92.50	-13.99	-13.13
	short	7/02/18	4/29/19	301	27.59	28.86	26.33	-1.27	-4.60
	short	3/02/20	9/14/20	196	6.51	2.76	15.32	8.81	135.38	95.06
Sartorius Stedim	long	9/14/20	12/13/21	455	282.80	468.50		185.70	65.66	65.66
CGG	short	8/18/14	1/26/15	161	214.11	164.22	279.16	65.04	30.38	30.38
DBV Technologies	short	12/13/21	1/10/22	28	4.84	3.01	7.80	2.96	61.11
	short	1/24/22	1/02/23	343	2.61	3.12	2.10	-0.51	-19.62	29.51
Adocia	long	1/26/15	8/24/15	210	63.00	73.65		10.65	16.90	16.90
Genfit	short	8/01/11	2/06/12	189	2.90	2.90	2.90	0.00	0.00	0.00
CNP Assurances	long	1/10/22	1/24/22	14	21.78	21.76		-0.02	-0.09	-0.09
Plastic Omnium	long	8/09/10	10/04/10	56	4.39	4.33		-0.05	-1.21	-1.21
TF1	short	8/20/07	9/03/07	14	19.88	21.38	18.38	-1.50	-7.55	-7.55
Altran Technologies	short	9/18/06	11/13/06	56	6.66	7.24	6.08	-0.58	-8.71	-8.71
Montupet	long	11/08/10	8/01/11	266	7.52	6.75		-0.77	-10.24	-10.24
Nexans	short	7/23/12	10/08/12	77	27.94	31.07	24.81	-3.13	-11.20	-11.20
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Ipsos	long	1/02/23	7/10/23	189	59.00	48.80		-10.20	-17.29	-17.29
Air France-KLM	long	11/13/06	8/20/07	280	319.80	273.00		-46.80	-14.63
	short	4/23/12	5/21/12	28	32.89	34.45	31.33	-1.56	-4.74	-18.68
Soitec	long	4/29/19	3/02/20	308	90.95	73.30		-17.65	-19.41	-19.41
Innate Pharma	long	2/06/12	4/23/12	77	2.15	1.53		-0.62	-28.84	-28.84

Annotations

3/25/24	Orpea	reverse split 1,000:1 (one for one thousand)
2/20/24	CAC Mid 60	Component update: ADP, Argan, ID Logistics, Lectra and X-FAB replace Altarea, Antin, Casino, OVH and Soitec
5/25/20	Vallourec	reverse split 40:1 (one for fourty)
6/05/18	Foncière des Régions	renames as Covivio, that's a shame, I really liked these cute slashes above the e's.
7/28/17	Rubis	stock split 1:2 (two for one)
4/03/17	CAC Mid 60	Soitec and Tarkett replace CGG and Maurel et Prom
7/20/16	CGG	reverse stock split 32:1 (one for thirty-two)
7/15/16	CAC Mid 60	Saft dropped out due to the acquisition by Total
	CAC Mid 60	Eutelsat replaces Eiffage
3/21/16	CAC Mid 60	Amundi, SPIE and Worldline replace Adocia, Coface and Montupet
1/18/16	CAC Mid 60	Montupet drops out (acquisition by Linamar)
1/04/16	CAC Mid 60	complete analysis
12/21/15	CAC Mid 60	DBV Technologies, Europcar, Sartorius Stedim Biotech and Vallourec replace Eramet, Groupe Eurotunnel, Solocal and Virbac
8/24/15	CAC Mid 60	complete analysis
7/08/15	CAC Mid 60	market adustment to index: Adocia, Elior, elis (new), CGG, Eutelsat and Lagardere (<= Next 20) replace Hermes, Ingenico, Klépierre (=> Next 20), Areva, Soitec and Tarkett (dropped out)


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