Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 5/06/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	1/08/24	prc diff	⇓ Δ17	∅-RS
	L	CAC Mid 60	14,957.600	Thu	0.56	14,715.300	1.65	13,731.300	984.000	7.17	6.25
	L	Rubis	31.240	Thu	0.32	32.780	-4.70	23.160	9.620	41.54	38.42
	L	Eurazeo	85.000	Thu	0.18	85.850	-0.99	71.650	14.200	19.82	32.48
	L	Vallourec	16.335	Thu	-0.03	16.420	-0.52	14.095	2.325	16.50	30.90
	L	Nexans	106.200	Thu	2.02	103.000	3.11	75.050	27.950	37.24	30.19
	L	Eramet	96.800	Thu	2.38	94.500	2.43	66.700	27.800	41.68	29.88
		VusionGroup	157.200	Thu	0.83	151.400	3.83	128.600	22.800	17.73	24.10
	L	ID Logistics	369.000	Thu	1.37	345.000	6.96	301.500	43.500	14.43	22.96
		Ipsos	65.550	Thu	0.69	63.600	3.07	58.000	5.600	9.66	22.87
	L	JCDecaux	21.480	Thu	0.09	21.460	0.09	17.800	3.660	20.56	22.49
	L	SPIE	36.380	Thu	0.66	34.900	4.24	28.060	6.840	24.38	20.89
	L	Amundi	68.950	Thu	-0.43	68.400	0.80	62.500	5.900	9.44	19.70
		Virbac	356.000	Thu	-0.56	355.000	0.28	350.000	5.000	1.43	19.38
	L	elis	22.160	Thu	-0.81	21.680	2.21	18.750	2.930	15.63	18.87
	L	Imerys	35.500	Thu	0.91	35.000	1.43	27.520	7.480	27.18	18.30
		Mercialys	10.690	Thu	0.85	10.470	2.10	10.060	0.410	4.08	17.56
		TF1	8.620	Thu	-0.46	8.565	0.64	7.500	1.065	14.20	16.97
	L	Coface	15.450	Thu	-1.09	14.700	5.10	11.890	2.810	23.63	16.05
	L	Lectra	34.000	Thu	2.10	33.350	1.95	30.700	2.650	8.63	15.67
		Elior	2.702	Thu	3.37	2.704	-0.07	2.816	-0.112	-3.98	15.05
		GTT	136.100	Thu	1.49	133.300	2.10	127.100	6.200	4.88	14.89
	L	Fnac Darty	31.650	Thu	-0.78	31.950	-0.94	27.940	4.010	14.35	14.54
	L	Dassault Aviation	207.200	Thu	2.27	204.800	1.17	183.000	21.800	11.91	13.33
	L	Wendel	96.450	Thu	-0.16	96.550	-0.10	81.800	14.750	18.03	13.10
		Carmila	16.560	Thu	0.61	16.460	0.61	15.900	0.560	3.52	11.15
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	1/08/24	prc diff	⇓ Δ17	∅-RS
		SEB	116.100	Thu	1.75	112.900	2.83	112.300	0.600	0.53	10.80
	L	Neoen	30.580	Thu	1.06	29.880	2.34	27.840	2.040	7.33	10.46
		Scor	31.900	Thu	0.38	30.460	4.73	26.710	3.750	14.04	9.55
		Sopra Steria	216.000	Thu	-0.55	214.200	0.84	192.400	21.800	11.33	9.44
	L	Technip Energies	23.160	Thu	0.52	22.860	1.31	20.630	2.230	10.81	8.82
	L	Covivio	48.680	Thu	0.75	48.000	1.42	47.600	0.400	0.84	8.79
		Bic	66.700	Thu	0.76	65.300	2.14	64.000	1.300	2.03	8.48
		Bolloré	6.185	Thu	0.73	6.095	1.48	5.780	0.315	5.45	7.58
		Trigano	149.400	Thu	0.47	146.400	2.05	142.600	3.800	2.66	7.09
		Argan	75.500	Thu	-1.95	77.600	-2.71	84.900	-7.300	-8.60	5.20
	L	Verallia	37.560	Thu	0.27	36.600	2.62	33.000	3.600	10.91	4.65
	L	Ipsen	119.600	Thu	2.40	114.600	4.36	108.500	6.100	5.62	3.75
		Métropole TV	13.340	Thu	0.91	13.080	1.99	13.160	-0.080	-0.61	1.97
	L	Mersen	37.850	Thu	1.07	36.900	2.57	33.450	3.450	10.31	1.38
	L	Aéroports de Paris	126.100	Thu	1.37	122.100	3.28	116.800	5.300	4.54	0.86
		FDJ	33.980	Thu	-0.23	34.020	-0.12	33.140	0.880	2.66	-1.55
	L	Bénéteau	13.160	Thu	2.33	12.600	4.44	11.660	0.940	8.06	-2.43
	L	ALD	7.070	Thu		6.925	2.09	6.565	0.360	5.48	-4.70
	S	Aperam	26.420	Thu	0.61	26.280	0.53	30.730	-4.450	-14.48	-9.16
		Derichebourg	4.300	Thu	0.56	4.286	0.33	5.070	-0.784	-15.46	-9.81
	S	Alten	120.500	Thu	-0.82	118.300	1.86	130.300	-12.000	-9.21	-10.61
		Solutions 30	2.152	Thu	3.76	2.062	4.36	2.624	-0.562	-21.42	-11.52
	L	Plastic Omnium	11.440	Thu	1.15	11.590	-1.29	11.660	-0.070	-0.60	-12.07
		Interparfums	47.850	Thu	0.31	47.250	1.27	47.500	-0.250	-0.53	-12.33
	L	Clariane	3.372	Thu	-2.03	2.570	31.21	2.472	0.098	3.96	-15.05
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	1/08/24	prc diff	⇓ Δ17	∅-RS
	L	Voltalia	8.710	Thu	2.96	8.340	4.44	8.970	-0.630	-7.02	-15.57
		Icade	26.540	Thu	0.30	26.240	1.14	34.960	-8.720	-24.94	-17.93
	L	Eutelsat	3.810	Thu	1.55	3.716	2.53	4.268	-0.552	-12.93	-19.74
	S	SES	4.642	Thu	-0.30	4.604	0.83	5.995	-1.391	-23.20	-20.64
		Nexity	11.310	Thu	-1.57	10.900	3.76	16.960	-6.060	-35.73	-23.04
	S	X-FAB	6.620	Thu	0.30	6.535	1.30	9.505	-2.970	-31.25	-26.04
		CGG	0.456	Thu	3.85	0.406	12.39	0.581	-0.175	-30.14	-28.46
		Valneva	3.256	Thu	0.06	3.418	-4.74	4.950	-1.532	-30.95	-30.14
	S	Euroapi	3.112	Thu	1.24	2.930	6.21	5.736	-2.806	-48.92	-50.57
	L	Orpea	13.982	Thu	0.52	13.980	0.01	15.900	-1.920	-12.08	-53.88
		Atos	2.005	Thu	-0.20	2.077	-3.47	6.050	-3.973	-65.67	-54.48
CAC Mid 60 - 60 out of 60 instruments rated - 5/06/24 / 1/08/24 - 40 did rise, Market-Ratio(17) = 66.67 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Mid 60 RS = 17 - B/S = 69/62

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

Transactions CAC Mid 60 * A17 - 69/62 (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		5/22/06	140		- cash -
short	5/22/06	10/09/06	140		Maurel et Prom	100	642	15.570	18.930	12.210	-3.360	-22	7,843	-47
long	10/09/06	6/18/07	252		Eiffage	100	100	78.150	98.930		20.780	27	9,921	41
short	6/18/07	7/02/07	14		Covivio	100	86	115.000	110.300	119.900	4.900	4	10,342	197
long	7/02/07	7/30/07	28		Ubisoft	100	508	20.320	23.375		3.055	15	11,894	521
short	7/30/07	5/19/08	294		Maurel et Prom	100	860	13.820	16.130	11.510	-2.310	-17	9,908	-20
long	5/19/08	6/02/08	14		Ubisoft	100	279	35.500	30.815		-4.685	-13	8,601	-98
short	6/02/08	5/18/09	350		Vantiva	100	9	870.480	178.767	4,238.676	3,368.196	387	38,914	421
long	5/18/09	1/25/10	252		Nexity	100	1,729	22.505	27.000		4.495	20	46,686	30
short	1/25/10	3/29/10	63		Ubisoft	100	4,835	9.655	10.285	9.025	-0.630	-7	43,640	-32
long	3/29/10	5/10/10	42		Plastic Omnium	100	15,195	2.872	3.588		0.716	25	54,520	592
short	5/10/10	9/20/10	133		Ubisoft	100	6,001	9.084	7.413	11.132	2.048	23	66,808	75
long	9/20/10	5/16/11	238		Plastic Omnium	100	15,497	4.311	7.433		3.122	72	115,190	131
short	5/16/11	1/23/12	252		Genfit	100	29,287	3.933	1.723	8.978	5.045	128	262,931	230
long	1/23/12	5/14/12	112		Innate Pharma	100	153,760	1.710	1.650		-0.060	-4	253,705	-11
short	5/14/12	9/10/12	119		Vallourec	100	183	1,382.400	1,453.800	1,311.000	-71.400	-5	240,639	-15
long	9/10/12	4/22/13	224		Eurofins Scientific	100	21,876	11.000	15.325		4.325	39	335,253	72
short	4/22/13	4/29/13	7		CGG	100	673	497.920	532.320	463.520	-34.400	-7	312,102	-98
long	4/29/13	6/10/13	42		Montupet	100	22,292	14.000	16.510		2.510	18	368,054	319
short	6/10/13	8/05/13	56		CGG	100	655	561.120	575.840	546.400	-14.720	-3	358,413	-16
long	8/05/13	12/16/13	133		Montupet	100	19,166	18.700	33.260		14.560	78	637,470	386
short	12/16/13	12/23/13	7		Adocia	100	111,640	5.710	5.660	5.760	0.050	1	643,096	58
long	12/23/13	6/23/14	182		Montupet	100	20,435	31.470	66.830		35.360	112	1,365,678	353
short	6/23/14	1/19/15	210		CGG	100	3,977	343.360	153.600	767.553	424.193	124	3,052,692	305
long	1/19/15	6/08/15	140		Adocia	100	48,302	63.200	66.230		3.030	5	3,199,047	13
short	6/08/15	12/21/15	196		Maurel et Prom	100	454,345	7.041	2.681	18.492	11.451	163	8,401,525	504
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	12/21/15	12/28/15	7		Sartorius Stedim	100	145,923	57.575	57.183		-0.392	-1	8,344,367	-30
short	12/28/15	5/16/16	140		Maurel et Prom	100	2,743,052	3.042	3.190	2.894	-0.148	-5	7,938,395	-12
long	5/16/16	6/27/16	42		Ubisoft	100	263,997	30.070	30.880		0.810	3	8,152,233	26
short	6/27/16	9/05/16	70		Vallourec	100	71,012	114.800	167.760	61.840	-52.960	-46	4,391,437	-96
long	9/05/16	9/26/16	21		Ubisoft	100	120,165	36.545	33.640		-2.905	-8	4,042,358	-76
short	9/26/16	10/10/16	14		Air France-KLM	100	85,661	47.190	47.900	46.480	-0.710	-2	3,981,539	-33
long	10/10/16	11/21/16	42		Nexans	100	74,981	53.100	49.590		-3.510	-7	3,718,355	-45
short	11/21/16	12/26/16	35		CGG	100	290,496	12.800	13.570	12.030	-0.770	-6	3,494,673	-48
long	12/26/16	8/21/17	238		Vallourec	100	13,863	252.080	177.240		-74.840	-30	2,457,166	-42
short	8/21/17	12/11/17	112		Vantiva	100	29,385	83.619	84.780	82.458	-1.161	-1	2,423,050	-4
long	12/11/17	2/05/18	56		Air France-KLM	100	19,169	126.400	119.550		-6.850	-5	2,291,743	-30
short	2/05/18	3/18/19	406		Innate Pharma	100	436,107	5.255	6.585	3.925	-1.330	-25	1,711,720	-23
long	3/18/19	3/25/19	7		GTT	100	20,462	83.650	79.900		-3.750	-4	1,634,988	-91
short	3/25/19	4/08/19	14		DBV Technologies	100	126,743	12.900	16.400	9.400	-3.500	-27	1,191,387	-100
long	4/08/19	5/20/19	42		GTT	100	13,319	89.450	79.850		-9.600	-11	1,063,525	-63
short	5/20/19	12/09/19	203		Eramet	100	20,771	51.200	39.940	65.635	14.435	28	1,363,344	56
long	12/09/19	1/13/20	35		CGG	100	535,274	2.547	2.978		0.431	17	1,594,047	411
short	1/13/20	7/13/20	182		Ipsen	100	20,267	78.650	81.500	75.800	-2.850	-4	1,536,286	-7
long	7/13/20	9/21/20	70		Iliad	100	8,718	176.200	163.950		-12.250	-7	1,429,491	-31
short	9/21/20	11/16/20	56		Vallourec	100	80,380	17.784	20.950	14.618	-3.166	-18	1,175,008	-72
long	11/16/20	7/12/21	238		Solutions 30	100	67,104	17.510	6.350		-11.160	-64	426,127	-79
short	7/12/21	11/15/21	126		Vallourec	100	57,976	7.350	7.240	7.462	0.112	2	432,603	4
long	11/15/21	11/22/21	7		Valneva	100	20,444	21.160	19.060		-2.100	-10	389,671	-100
short	11/22/21	1/17/22	56		Vallourec	100	51,611	7.550	9.285	5.815	-1.735	-23	300,125	-82
long	1/17/22	1/24/22	7		Derichebourg	100	25,178	11.920	10.760		-1.160	-10	270,919	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/24/22	1/16/23	357		DBV Technologies	100	103,800	2.610	3.058	2.162	-0.448	-17	224,417	-18
long	1/16/23	3/27/23	70		Elior	100	56,104	4.000	3.104		-0.896	-22	174,147	-73
short	3/27/23	2/12/24	322		Orpea	100	82	2,100.000	13.200	334,090.909	331,990.909	15,809	27,397,402	31,208
long	2/12/24	4/22/24	70		Eurazeo	100	351,023	78.050	81.950		3.900	5	28,766,392	29
short	4/22/24	5/09/24	17		Orpea	100	2,332,662	12.332	13.982	10.682	-1.650	-13	24,917,499	-95
accum	5/22/06	5/09/24	6563	days out of 6703 invested (98%)							249,075		24,917,499	54

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Orpea	short	3/27/23	2/12/24	322	2,100.00	13.20	334,090.91	331,990.91	15,809.09
	short	4/22/24	5/09/24	17	12.33	13.98	10.68	-1.65	-13.38	13,680.48
Vantiva	short	6/02/08	5/18/09	350	870.48	178.77	4,238.68	3,368.20	386.94
	short	8/21/17	12/11/17	112	83.62	84.78	82.46	-1.16	-1.39	380.17
Montupet	long	4/29/13	6/10/13	42	14.00	16.51		2.51	17.93
	long	8/05/13	12/16/13	133	18.70	33.26		14.56	77.86
	long	12/23/13	6/23/14	182	31.47	66.83		35.36	112.36	345.42
Genfit	short	5/16/11	1/23/12	252	3.93	1.72	8.98	5.04	128.26	128.26
CGG	short	4/22/13	4/29/13	7	497.92	532.32	463.52	-34.40	-6.91
	short	6/10/13	8/05/13	56	561.12	575.84	546.40	-14.72	-2.62
	short	6/23/14	1/19/15	210	343.36	153.60	767.55	424.19	123.54
	short	11/21/16	12/26/16	35	12.80	13.57	12.03	-0.77	-6.02
	long	12/09/19	1/13/20	35	2.55	2.98		0.43	16.92	122.68
Plastic Omnium	long	3/29/10	5/10/10	42	2.87	3.59		0.72	24.93
	long	9/20/10	5/16/11	238	4.31	7.43		3.12	72.42	115.40
Maurel et Prom	short	5/22/06	10/09/06	140	15.57	18.93	12.21	-3.36	-21.58
	short	7/30/07	5/19/08	294	13.82	16.13	11.51	-2.31	-16.71
	short	6/08/15	12/21/15	196	7.04	2.68	18.49	11.45	162.63
	short	12/28/15	5/16/16	140	3.04	3.19	2.89	-0.15	-4.87	63.18
Eurofins Scientific	long	9/10/12	4/22/13	224	11.00	15.33		4.33	39.32	39.32
Eramet	short	5/20/19	12/09/19	203	51.20	39.94	65.63	14.43	28.19	28.19
Eiffage	long	10/09/06	6/18/07	252	78.15	98.93		20.78	26.59	26.59
Nexity	long	5/18/09	1/25/10	252	22.51	27.00		4.50	19.97	19.97
Ubisoft	long	7/02/07	7/30/07	28	20.32	23.38		3.06	15.03
	long	5/19/08	6/02/08	14	35.50	30.82		-4.69	-13.20
	short	1/25/10	3/29/10	63	9.66	10.29	9.03	-0.63	-6.53
	short	5/10/10	9/20/10	133	9.08	7.41	11.13	2.05	22.54
	long	5/16/16	6/27/16	42	30.07	30.88		0.81	2.69
	long	9/05/16	9/26/16	21	36.55	33.64		-2.91	-7.95	8.12
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Adocia	short	12/16/13	12/23/13	7	5.71	5.66	5.76	0.05	0.88
	long	1/19/15	6/08/15	140	63.20	66.23		3.03	4.79	5.72
Eurazeo	long	2/12/24	4/22/24	70	78.05	81.95		3.90	5.00	5.00
Covivio	short	6/18/07	7/02/07	14	115.00	110.30	119.90	4.90	4.26	4.26
Sartorius Stedim	long	12/21/15	12/28/15	7	57.58	57.18		-0.39	-0.68	-0.68
Ipsen	short	1/13/20	7/13/20	182	78.65	81.50	75.80	-2.85	-3.62	-3.62
Nexans	long	10/10/16	11/21/16	42	53.10	49.59		-3.51	-6.61	-6.61
Air France-KLM	short	9/26/16	10/10/16	14	47.19	47.90	46.48	-0.71	-1.50
	long	12/11/17	2/05/18	56	126.40	119.55		-6.85	-5.42	-6.84
Iliad	long	7/13/20	9/21/20	70	176.20	163.95		-12.25	-6.95	-6.95
Derichebourg	long	1/17/22	1/24/22	7	11.92	10.76		-1.16	-9.73	-9.73
Valneva	long	11/15/21	11/22/21	7	21.16	19.06		-2.10	-9.92	-9.92
GTT	long	3/18/19	3/25/19	7	83.65	79.90		-3.75	-4.48
	long	4/08/19	5/20/19	42	89.45	79.85		-9.60	-10.73	-14.73
Elior	long	1/16/23	3/27/23	70	4.00	3.10		-0.90	-22.40	-22.40
Innate Pharma	long	1/23/12	5/14/12	112	1.71	1.65		-0.06	-3.51
	short	2/05/18	3/18/19	406	5.26	6.59	3.93	-1.33	-25.31	-27.93
DBV Technologies	short	3/25/19	4/08/19	14	12.90	16.40	9.40	-3.50	-27.13
	short	1/24/22	1/16/23	357	2.61	3.06	2.16	-0.45	-17.16	-39.64
Solutions 30	long	11/16/20	7/12/21	238	17.51	6.35		-11.16	-63.74	-63.74
Vallourec	short	5/14/12	9/10/12	119	1,382.40	1,453.80	1,311.00	-71.40	-5.16
	short	6/27/16	9/05/16	70	114.80	167.76	61.84	-52.96	-46.13
	long	12/26/16	8/21/17	238	252.08	177.24		-74.84	-29.69
	short	9/21/20	11/16/20	56	17.78	20.95	14.62	-3.17	-17.80
	short	7/12/21	11/15/21	126	7.35	7.24	7.46	0.11	1.52
	short	11/22/21	1/17/22	56	7.55	9.29	5.82	-1.74	-22.98	-76.91

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