Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 5/06/24 - RS = 18

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ18	∅-RS
	L	CAC Mid 60	15,036.900	Fri	0.53	14,715.300	2.19	13,837.700	877.600	6.34	6.25
	L	Rubis	31.640	Fri	1.28	32.780	-3.48	22.500	10.280	45.69	38.42
	L	Eurazeo	85.600	Fri	0.71	85.850	-0.29	71.850	14.000	19.49	32.48
	L	Vallourec	16.340	Fri	0.06	16.420	-0.49	14.025	2.395	17.08	30.90
	L	Nexans	108.600	Fri	2.26	103.000	5.44	79.250	23.750	29.97	30.19
	L	Eramet	101.900	Fri	5.27	94.500	7.83	71.500	23.000	32.17	29.88
		VusionGroup	156.800	Fri	-0.25	151.400	3.57	135.800	15.600	11.49	24.10
	L	ID Logistics	368.000	Fri	-0.27	345.000	6.67	307.000	38.000	12.38	22.96
		Ipsos	64.750	Fri	-1.22	63.600	1.81	56.750	6.850	12.07	22.87
	L	JCDecaux	22.040	Fri	2.61	21.460	2.70	18.200	3.260	17.91	22.49
	L	SPIE	36.760	Fri	1.04	34.900	5.33	28.300	6.600	23.32	20.89
	L	Amundi	71.000	Fri	2.97	68.400	3.80	61.600	6.800	11.04	19.70
		Virbac	357.000	Fri	0.28	355.000	0.56	359.500	-4.500	-1.25	19.38
	L	elis	22.280	Fri	0.54	21.680	2.77	18.890	2.790	14.77	18.87
	L	Imerys	35.120	Fri	-1.07	35.000	0.34	28.480	6.520	22.89	18.30
		Mercialys	10.580	Fri	-1.03	10.470	1.05	9.945	0.525	5.28	17.56
		TF1	8.670	Fri	0.58	8.565	1.23	7.135	1.430	20.04	16.97
	L	Coface	15.450	Fri		14.700	5.10	11.840	2.860	24.16	16.05
	L	Lectra	33.200	Fri	-2.35	33.350	-0.45	31.550	1.800	5.71	15.67
		Elior	2.736	Fri	1.26	2.704	1.18	2.932	-0.228	-7.78	15.05
		GTT	135.800	Fri	-0.22	133.300	1.88	119.900	13.400	11.18	14.89
	L	Fnac Darty	31.950	Fri	0.95	31.950		27.500	4.450	16.18	14.54
	L	Dassault Aviation	206.800	Fri	-0.19	204.800	0.98	179.200	25.600	14.29	13.33
	L	Wendel	96.700	Fri	0.26	96.550	0.16	80.650	15.900	19.71	13.10
		Carmila	16.400	Fri	-0.97	16.460	-0.36	15.580	0.880	5.65	11.15
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ18	∅-RS
		SEB	115.900	Fri	-0.17	112.900	2.66	113.000	-0.100	-0.09	10.80
	L	Neoen	30.480	Fri	-0.33	29.880	2.01	30.280	-0.400	-1.32	10.46
		Scor	32.280	Fri	1.19	30.460	5.98	26.460	4.000	15.12	9.55
		Sopra Steria	218.000	Fri	0.93	214.200	1.77	197.800	16.400	8.29	9.44
	L	Technip Energies	23.460	Fri	1.30	22.860	2.62	21.160	1.700	8.03	8.82
	L	Covivio	48.380	Fri	-0.62	48.000	0.79	48.680	-0.680	-1.40	8.79
		Bic	67.400	Fri	1.05	65.300	3.22	62.850	2.450	3.90	8.48
		Bolloré	6.155	Fri	-0.40	6.095	0.98	5.655	0.440	7.78	7.58
		Trigano	150.400	Fri	0.67	146.400	2.73	148.300	-1.900	-1.28	7.09
		Argan	74.500	Fri	-1.32	77.600	-3.99	84.100	-6.500	-7.73	5.20
	L	Verallia	37.920	Fri	0.96	36.600	3.61	34.860	1.740	4.99	4.65
	L	Ipsen	119.900	Fri	0.25	114.600	4.62	107.900	6.700	6.21	3.75
		Métropole TV	13.320	Fri	-0.15	13.080	1.83	12.940	0.140	1.08	1.97
	L	Mersen	38.650	Fri	2.11	36.900	4.74	35.200	1.700	4.83	1.38
	L	Aéroports de Paris	125.400	Fri	-0.56	122.100	2.70	117.200	4.900	4.18	0.86
		FDJ	34.080	Fri	0.29	34.020	0.18	32.840	1.180	3.59	-1.55
	L	Bénéteau	13.420	Fri	1.98	12.600	6.51	12.480	0.120	0.96	-2.43
	L	ALD	7.215	Fri	2.05	6.925	4.19	6.445	0.480	7.45	-4.70
	S	Aperam	26.320	Fri	1.54	26.280	0.15	32.880	-6.600	-20.07	-9.16
		Derichebourg	4.466	Fri	3.86	4.286	4.20	5.080	-0.794	-15.63	-9.81
	S	Alten	121.800	Fri	1.08	118.300	2.96	134.600	-16.300	-12.11	-10.61
		Solutions 30	2.150	Fri	-0.09	2.062	4.27	2.666	-0.604	-22.66	-11.52
	L	Plastic Omnium	11.500	Fri	0.52	11.590	-0.78	12.000	-0.410	-3.42	-12.07
		Interparfums	48.250	Fri	0.84	47.250	2.12	50.400	-3.150	-6.25	-12.33
	L	Clariane	3.496	Fri	3.68	2.570	36.03	2.404	0.166	6.91	-15.05
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ18	∅-RS
	L	Voltalia	8.700	Fri	-0.11	8.340	4.32	10.420	-2.080	-19.96	-15.57
		Icade	26.640	Fri	0.38	26.240	1.52	35.540	-9.300	-26.17	-17.93
	L	Eutelsat	3.816	Fri	0.16	3.716	2.69	4.250	-0.534	-12.56	-19.74
	S	SES	4.626	Fri	-0.34	4.604	0.48	5.960	-1.356	-22.75	-20.64
		Nexity	11.520	Fri	1.86	10.900	5.69	16.850	-5.950	-35.31	-23.04
	S	X-FAB	6.670	Fri	0.76	6.535	2.07	10.060	-3.525	-35.04	-26.04
		CGG	0.469	Fri	2.87	0.406	15.62	0.598	-0.192	-32.11	-28.46
		Valneva	3.364	Fri	3.32	3.418	-1.58	4.720	-1.302	-27.58	-30.14
	S	Euroapi	3.106	Fri	-0.19	2.930	6.01	5.730	-2.800	-48.87	-50.57
	L	Orpea	13.928	Fri	-0.37	13.980	-0.37	16.900	-2.920	-17.28	-53.88
		Atos	2.004	Fri	-0.05	2.077	-3.51	7.050	-4.973	-70.54	-54.48
CAC Mid 60 - 60 out of 60 instruments rated - 5/06/24 / 1/01/24 - 36 did rise, Market-Ratio(18) = 60.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Mid 60 RS = 18 - B/S = 38/38

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

Transactions CAC Mid 60 * L18 - 38 ex 10 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	6/12/06	161		Vallourec	100	5	1,880.000	3,212.000	1,332.000	71	16,660	237
6/12/06		9/25/06	105		- cash -
	9/25/06	1/22/07	119		Vallourec	100	4	3,500.000	4,026.000	526.000	15	18,764	54
	1/22/07	8/13/07	203		Nexans	100	219	85.643	104.387	18.744	22	22,869	43
8/13/07		12/24/07	133		- cash -
	12/24/07	12/31/07	7		Eramet	100	63	362.500	350.000	-12.500	-3	22,081	-84
12/31/07		5/12/08	133		- cash -
	5/12/08	6/30/08	49		Eramet	100	35	624.000	631.000	7.000	1	22,326	9
6/30/08		7/21/08	21		- cash -
	7/21/08	7/28/08	7		Eramet	100	46	482.580	427.660	-54.920	-11	19,800	-100
7/28/08		8/11/08	14		- cash -
	8/11/08	8/25/08	14		Alten	100	724	27.340	26.100	-1.240	-5	18,902	-70
8/25/08		4/06/09	224		- cash -
	4/06/09	11/23/09	231		Nexity	100	962	19.640	23.885	4.245	22	22,986	36
	11/23/09	8/09/10	259		Plastic Omnium	100	11,656	1.972	4.386	2.414	122	51,124	208
8/09/10		9/06/10	28		- cash -
	9/06/10	6/20/11	287		Plastic Omnium	100	11,798	4.333	6.933	2.600	60	81,798	82
6/20/11		7/04/11	14		- cash -
	7/04/11	8/01/11	28		Plastic Omnium	100	10,614	7.706	7.919	0.213	3	84,059	43
8/01/11		1/16/12	168		- cash -
	1/16/12	5/28/12	133		Scor	100	4,420	19.015	17.870	-1.145	-6	78,998	-16
5/28/12		8/13/12	77		- cash -
	8/13/12	12/10/12	119		CGG	100	110	712.768	730.240	17.472	2	80,920	8
	12/10/12	6/24/13	196		Bolloré	100	30,535	2.650	3.071	0.421	16	93,775	32
6/24/13		7/08/13	14		- cash -
	7/08/13	2/03/14	210		Plastic Omnium	100	6,490	14.448	18.750	4.302	30	121,695	57
	2/03/14	6/16/14	133		Trigano	100	6,415	18.970	17.150	-1.820	-10	110,020	-24
	6/16/14	8/04/14	49		Aperam	100	4,793	22.950	26.090	3.140	14	125,070	160
8/04/14		9/08/14	35		- cash -
	9/08/14	9/15/14	7		Aperam	100	4,775	26.190	26.470	0.280	1	126,407	74
9/15/14		9/22/14	7		- cash -
	9/22/14	9/29/14	7		Aperam	100	4,976	25.400	25.165	-0.235	-1	125,238	-38
9/29/14		11/24/14	56		- cash -
	11/24/14	1/19/15	56		Aperam	100	4,946	25.320	22.960	-2.360	-9	113,565	-47
	1/19/15	8/24/15	217		Trigano	100	4,551	24.950	34.180	9.230	37	155,571	70
8/24/15		10/12/15	49		- cash -
	10/12/15	11/16/15	35		Trigano	100	3,551	43.800	42.250	-1.550	-4	150,067	-31
11/16/15		11/30/15	14		- cash -
	11/30/15	12/14/15	14		Trigano	100	2,728	55.000	54.690	-0.310	-1	149,221	-14
12/14/15		12/21/15	7		- cash -
	12/21/15	1/18/16	28		Trigano	100	2,727	54.710	55.900	1.190	2	152,466	32
1/18/16		1/25/16	7		- cash -
	1/25/16	2/08/16	14		Trigano	100	2,566	59.410	51.870	-7.540	-13	133,119	-97
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
2/08/16		3/21/16	42		- cash -
	3/21/16	4/04/16	14		VusionGroup	100	7,314	18.200	18.390	0.190	1	134,508	31
4/04/16		4/11/16	7		- cash -
	4/11/16	6/27/16	77		VusionGroup	100	7,147	18.820	19.990	1.170	6	142,870	33
6/27/16		7/04/16	7		- cash -
	7/04/16	11/21/16	140		VusionGroup	100	6,868	20.800	22.440	1.640	8	154,134	22
	11/21/16	3/20/17	119		Eramet	100	3,143	49.040	42.760	-6.280	-13	134,396	-34
	3/20/17	2/12/18	329		Derichebourg	100	27,344	4.915	7.560	2.645	54	206,721	61
	2/12/18	5/28/18	105		Eramet	100	1,835	112.600	146.700	34.100	30	269,294	151
5/28/18		6/11/18	14		- cash -
	6/11/18	6/25/18	14		Eramet	100	2,103	128.000	109.200	-18.800	-15	229,758	-98
6/25/18		7/09/18	14		- cash -
	7/09/18	7/30/18	21		Eramet	100	1,955	117.500	81.350	-36.150	-31	159,085	-100
	7/30/18	9/10/18	42		Valneva	100	38,333	4.150	3.875	-0.275	-7	148,543	-45
9/10/18		9/24/18	14		- cash -
	9/24/18	10/01/18	7		Interparfums	100	4,630	32.081	33.471	1.390	4	154,979	813
10/01/18		2/18/19	140		- cash -
	2/18/19	8/05/19	168		GTT	100	1,940	79.850	80.450	0.600	1	156,143	2
8/05/19		9/09/19	35		- cash -
	9/09/19	3/02/20	175		CGG	100	70,461	2.216	2.415	0.199	9	170,164	20
3/02/20		7/13/20	133		- cash -
	7/13/20	8/16/21	399		Valneva	100	38,325	4.440	10.800	6.360	143	413,911	125
	8/16/21	12/20/21	126		Derichebourg	100	43,893	9.430	9.150	-0.280	-3	401,621	-8
	12/20/21	1/24/22	35		Valneva	100	15,688	25.600	14.230	-11.370	-44	223,249	-100
	1/24/22	3/07/22	42		Eramet	100	2,569	86.900	127.600	40.700	47	327,807	2,717
3/07/22		4/04/22	28		- cash -
	4/04/22	5/02/22	28		Eramet	100	2,102	155.900	125.300	-30.600	-20	263,486	-94
5/02/22		5/30/22	28		- cash -
	5/30/22	6/13/22	14		Eramet	100	1,788	147.300	111.800	-35.500	-24	200,012	-100
6/13/22		7/11/22	28		- cash -
	7/11/22	7/18/22	7		GTT	100	1,668	119.900	126.300	6.400	5	210,687	1,405
7/18/22		9/12/22	56		- cash -
	9/12/22	9/19/22	7		VusionGroup	100	1,987	106.000	97.200	-8.800	-8	193,202	-99
9/19/22		11/07/22	49		- cash -
	11/07/22	2/27/23	112		VusionGroup	100	1,685	114.600	119.400	4.800	4	201,290	14
	2/27/23	5/29/23	91		Verallia	100	5,316	37.860	34.080	-3.780	-10	181,195	-34
	5/29/23	6/19/23	21		VusionGroup	100	1,155	156.800	169.600	12.800	8	195,979	291
6/19/23		7/24/23	35		- cash -
	7/24/23	8/07/23	14		Scor	100	6,871	28.520	27.710	-0.810	-3	190,414	-53
8/07/23		8/14/23	7		- cash -
	8/14/23	8/21/23	7		X-FAB	100	17,598	10.820	10.260	-0.560	-5	180,559	-94
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
8/21/23		8/28/23	7		- cash -
	8/28/23	9/11/23	14		X-FAB	100	17,361	10.400	9.850	-0.550	-5	171,010	-76
9/11/23		12/11/23	91		- cash -
	12/11/23	4/29/24	140		GTT	100	1,373	124.500	129.800	5.300	4	178,287	11
	4/29/24	5/10/24	11		Rubis	100	5,465	32.620	31.640	-0.980	-3	172,931	-64
accum	1/02/06	5/10/24	4863	days out of 6704 invested (73%)						1,629		172,931	24

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Plastic Omnium	long	11/23/09	8/09/10	259	1.97	4.39	2.41	122.41
		9/06/10	6/20/11	287	4.33	6.93	2.60	60.00
		7/04/11	8/01/11	28	7.71	7.92	0.21	2.76
		7/08/13	2/03/14	210	14.45	18.75	4.30	29.78	374.60
Vallourec		1/02/06	6/12/06	161	1,880.00	3,212.00	1,332.00	70.85
		9/25/06	1/22/07	119	3,500.00	4,026.00	526.00	15.03	96.53
Derichebourg		3/20/17	2/12/18	329	4.92	7.56	2.65	53.81
		8/16/21	12/20/21	126	9.43	9.15	-0.28	-2.97	49.25
Valneva		7/30/18	9/10/18	42	4.15	3.88	-0.28	-6.63
		7/13/20	8/16/21	399	4.44	10.80	6.36	143.24
		12/20/21	1/24/22	35	25.60	14.23	-11.37	-44.41	26.25
Nexans		1/22/07	8/13/07	203	85.64	104.39	18.74	21.89	21.89
Nexity		4/06/09	11/23/09	231	19.64	23.89	4.25	21.61	21.61
VusionGroup		3/21/16	4/04/16	14	18.20	18.39	0.19	1.04
		4/11/16	6/27/16	77	18.82	19.99	1.17	6.22
		7/04/16	11/21/16	140	20.80	22.44	1.64	7.88
		9/12/22	9/19/22	7	106.00	97.20	-8.80	-8.30
		11/07/22	2/27/23	112	114.60	119.40	4.80	4.19
		5/29/23	6/19/23	21	156.80	169.60	12.80	8.16	19.65
Bolloré		12/10/12	6/24/13	196	2.65	3.07	0.42	15.89	15.89
CGG		8/13/12	12/10/12	119	712.77	730.24	17.47	2.45
		9/09/19	3/02/20	175	2.22	2.42	0.20	8.98	11.65
GTT		2/18/19	8/05/19	168	79.85	80.45	0.60	0.75
		7/11/22	7/18/22	7	119.90	126.30	6.40	5.34
		12/11/23	4/29/24	140	124.50	129.80	5.30	4.26	10.65
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Trigano		2/03/14	6/16/14	133	18.97	17.15	-1.82	-9.59
		1/19/15	8/24/15	217	24.95	34.18	9.23	36.99
		10/12/15	11/16/15	35	43.80	42.25	-1.55	-3.54
		11/30/15	12/14/15	14	55.00	54.69	-0.31	-0.56
		12/21/15	1/18/16	28	54.71	55.90	1.19	2.18
		1/25/16	2/08/16	14	59.41	51.87	-7.54	-12.69	5.97
Interparfums		9/24/18	10/01/18	7	32.08	33.47	1.39	4.33	4.33
Aperam		6/16/14	8/04/14	49	22.95	26.09	3.14	13.68
		9/08/14	9/15/14	7	26.19	26.47	0.28	1.07
		9/22/14	9/29/14	7	25.40	25.17	-0.23	-0.93
		11/24/14	1/19/15	56	25.32	22.96	-2.36	-9.32	3.22
Rubis		4/29/24	5/10/24	11	32.62	31.64	-0.98	-3.00	-3.00
Alten		8/11/08	8/25/08	14	27.34	26.10	-1.24	-4.54	-4.54
Scor		1/16/12	5/28/12	133	19.02	17.87	-1.15	-6.02
		7/24/23	8/07/23	14	28.52	27.71	-0.81	-2.84	-8.69
Verallia		2/27/23	5/29/23	91	37.86	34.08	-3.78	-9.98	-9.98
X-FAB		8/14/23	8/21/23	7	10.82	10.26	-0.56	-5.18
		8/28/23	9/11/23	14	10.40	9.85	-0.55	-5.29	-10.19
Eramet		12/24/07	12/31/07	7	362.50	350.00	-12.50	-3.45
		5/12/08	6/30/08	49	624.00	631.00	7.00	1.12
		7/21/08	7/28/08	7	482.58	427.66	-54.92	-11.38
		11/21/16	3/20/17	119	49.04	42.76	-6.28	-12.81
		2/12/18	5/28/18	105	112.60	146.70	34.10	30.28
		6/11/18	6/25/18	14	128.00	109.20	-18.80	-14.69
		7/09/18	7/30/18	21	117.50	81.35	-36.15	-30.77
		1/24/22	3/07/22	42	86.90	127.60	40.70	46.84
		4/04/22	5/02/22	28	155.90	125.30	-30.60	-19.63
		5/30/22	6/13/22	14	147.30	111.80	-35.50	-24.10	-48.00

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)


	is taking down something concerning