Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 7/13/15 - RS = 17

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	7/13/15	⇓ Δwk	3/16/15	prc diff	⇓ Δ17	∅-RS
	L	CAC Mid 60	15,195.000	16:05	0.53	11,350.500		11,513.200	-162.700	-1.41	12.57
		Trigano	142.500	15:36	-1.04	38.750		27.200	11.550	42.46	72.39
	L	ID Logistics	374.500	15:35	-0.66	105.000		90.000	15.000	16.67	38.35
		SEB	114.200	15:37	-0.52	91.650		66.550	25.100	37.72	37.76
	L	Lectra	32.900	15:35	-1.50	13.100		12.910	0.190	1.47	35.35
	S	Aperam	27.000	15:35	0.07	37.115		36.400	0.715	1.96	33.90
	L	Elior	3.780	15:35	0.69	18.905		16.790	2.115	12.60	32.93
	L	Bénéteau	13.680	15:35	0.74	16.800		13.850	2.950	21.30	32.00
	L	Ipsen	121.700	15:35	0.75	54.560		46.370	8.190	17.66	31.00
	L	Fnac Darty	32.800	15:35	-0.91	52.900		55.790	-2.890	-5.18	29.30
	L	Rubis	32.300	15:35	0.62	32.235		28.445	3.790	13.32	27.13
	L	JCDecaux	21.820	15:35	1.21	37.355		32.680	4.675	14.31	26.80
	L	Scor	29.200	15:35	-3.38	33.680		31.005	2.675	8.63	25.61
	L	Bic	66.600	15:35	0.15	148.250		135.050	13.200	9.77	25.24
	L	TF1	8.890	15:35	-0.22	16.455		15.975	0.480	3.00	24.38
		Derichebourg	4.868	15:36	-0.49	3.050		2.855	0.195	6.83	20.95
	L	Orpea	13.916	15:35	2.63	64,650.000		60,920.000	3,730.000	6.12	19.25
	L	Nexans	110.100	15:35	0.55	35.950		34.335	1.615	4.70	19.06
	L	Interparfums	47.900	15:35	-0.21	15.173		15.451	-0.278	-1.80	18.97
	L	Wendel	94.100	15:35	0.97	117.950		112.600	5.350	4.75	18.67
		Carmila	16.240	15:35	-0.85	20.791		18.630	2.161	11.60	17.19
	L	Atos	2.090	15:36		72.510		65.930	6.580	9.98	16.66
		Sopra Steria	223.600	15:35	1.45	81.910		75.190	6.720	8.94	15.52
		Nexity	12.420	15:37	2.56	37.530		38.720	-1.190	-3.07	14.87
	L	Métropole TV	13.640	15:39	0.59	18.000		18.690	-0.690	-3.69	14.12
		⇓instrument	freshest		⇓ Δday	7/13/15	⇓ Δwk	3/16/15	prc diff	⇓ Δ17	∅-RS
	S	Alten	125.700	15:35	0.80	42.435		42.615	-0.180	-0.42	13.61
		Bolloré	6.250	15:39	1.46	5.000		5.159	-0.159	-3.08	12.82
		GTT	137.500	15:35	0.66	56.290		57.720	-1.430	-2.48	12.11
	L	Imerys	35.660	15:35	0.62	69.880		68.630	1.250	1.82	11.43
	L	Virbac	350.000	15:35	-1.27	204.400		254.900	-50.500	-19.81	9.00
		Mercialys	11.190	15:36	0.18	21.175		22.740	-1.565	-6.88	8.81
	L	Dassault Aviation	206.600	15:35	0.29	118.800		127.895	-9.095	-7.11	7.67
	L	Mersen	40.100	15:35	0.75	22.530		24.050	-1.520	-6.32	5.84
	L	Eutelsat	4.376	15:35	0.23	29.500		31.105	-1.605	-5.16	5.35
	L	Eurazeo	77.150	15:35	0.85	61.070		67.000	-5.930	-8.85	4.49
	L	Plastic Omnium	11.590	15:35	-1.70	23.190		27.380	-4.190	-15.30	4.35
		Argan	77.600	15:35		19.920		22.710	-2.790	-12.29	4.33
	L	Aéroports de Paris	127.800	15:35	0.71	106.450		111.300	-4.850	-4.36	3.08
	L	Covivio	49.760	15:35	-0.08	81.800		91.420	-9.620	-10.52	2.71
	L	Coface	15.680	15:35	0.71	11.030		10.790	0.240	2.22	2.63
	L	Clariane	4.416	15:35	22.67	30.615		33.685	-3.070	-9.11	2.21
	S	SES	5.220	15:35	1.95	30.300		33.600	-3.300	-9.82	1.40
		Ipsos	67.600	15:35	0.97	22.990		25.710	-2.720	-10.58	-0.04
	L	Voltalia	8.780	15:35	-1.13	8.253		9.992	-1.739	-17.40	-0.42
		Icade	28.060	15:35	-0.28	67.850		78.400	-10.550	-13.46	-3.62
	L	Valneva	3.950	15:35	-3.66	4.000		4.370	-0.370	-8.47	-8.22
	L	VusionGroup	162.500	15:35	2.33	11.310		12.610	-1.300	-10.31	-11.62
	L	Eramet	102.800	15:35	1.48	64.000		88.750	-24.750	-27.89	-18.82
	L	CGG	0.539	15:37	-3.68	145.536		174.560	-29.024	-16.63	-25.29
		Vallourec	17.210	15:37	3.24	682.200		836.800	-154.600	-18.48	-31.69
		⇓instrument	freshest		⇓ Δday	7/13/15	⇓ Δwk	3/16/15	prc diff	⇓ Δ17	∅-RS
	L	ALD	7.215	15:35	0.49						-na-
	L	Amundi	71.700	15:35	0.35						-na-
	L	elis	22.940	15:35	0.53	18.700		14.950	3.750	25.08	-na-
		Euroapi	3.292	15:35	1.17						-na-
	S	FDJ	34.300	15:35	0.70						-na-
	L	Neoen	29.500	15:35	0.14						-na-
		Solutions 30	2.142	15:35	-1.02						-na-
	L	SPIE	36.960	15:35	-0.11	18.390					-na-
	L	Technip Energies	23.460	15:35	1.03						-na-
	L	Verallia	37.240	15:35	-0.16						-na-
	S	X-FAB	7.025	15:35	0.21						-na-
CAC Mid 60 - 50 out of 60 instruments rated - 7/13/15 / 3/16/15 - 23 did rise, Market-Ratio(17) = 46.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/06/20	scale up chart	5/13/24

Transactions CAC Mid 60 * S17 - 69 ex 20 (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		SES	100	982	10.180	12.450	7.910	-2.270	-22	7,771	-48
10/09/06		3/05/07	147		- cash -
	3/05/07	3/19/07	14		Derichebourg	100	772	10.060	10.050	10.070	0.010	0	7,779	3
3/19/07		7/23/07	126		- cash -
	7/23/07	4/21/08	273		Derichebourg	100	1,049	7.410	5.280	10.399	2.989	40	10,914	57
	4/21/08	5/19/08	28		Bic	100	343	31.800	33.810	29.790	-2.010	-6	10,225	-57
5/19/08		6/02/08	14		- cash -
	6/02/08	6/09/08	7		Trigano	100	589	17.340	17.200	17.481	0.141	1	10,308	53
6/09/08		6/16/08	7		- cash -
	6/16/08	3/30/09	287		Trigano	100	600	17.180	5.110	57.760	40.580	236	34,656	367
	3/30/09	5/18/09	49		Wendel	100	1,794	19.310	30.030	8.590	-10.720	-56	15,424	-100
5/18/09		6/08/09	21		- cash -
	6/08/09	6/15/09	7		Derichebourg	100	9,236	1.670	1.920	1.420	-0.250	-15	13,115	-100
6/15/09		1/25/10	224		- cash -
	1/25/10	3/01/10	35		VusionGroup	100	1,212	10.820	10.980	10.660	-0.160	-1	12,921	-14
3/01/10		5/17/10	77		- cash -
	5/17/10	6/14/10	28		Valneva	100	1,793	7.206	8.270	6.143	-1.064	-15	11,014	-88
6/14/10		6/21/10	7		- cash -
	6/21/10	9/20/10	91		Ipsen	100	417	26.350	25.800	26.912	0.562	2	11,249	9
9/20/10		11/29/10	70		- cash -
	11/29/10	12/06/10	7		Ipsen	100	484	23.210	23.350	23.070	-0.140	-1	11,181	-27
12/06/10		3/07/11	91		- cash -
	3/07/11	3/21/11	14		Voltalia	100	469	23.839	25.178	22.500	-1.339	-6	10,553	-78
3/21/11		4/18/11	28		- cash -
	4/18/11	4/25/11	7		Voltalia	100	450	23.437	22.299	24.634	1.197	5	11,091	1,241
4/25/11		5/16/11	21		- cash -
	5/16/11	1/16/12	245		Voltalia	100	503	22.031	14.062	34.515	12.484	57	17,371	95
	1/16/12	1/23/12	7		Sopra Steria	100	493	35.200	40.805	29.595	-5.605	-16	14,607	-100
1/23/12		1/30/12	7		- cash -
	1/30/12	3/12/12	42		Bénéteau	100	1,749	8.350	9.789	6.911	-1.439	-17	12,091	-81
3/12/12		4/23/12	42		- cash -
	4/23/12	5/07/12	14		Voltalia	100	1,687	7.165	7.969	6.362	-0.804	-11	10,735	-96
5/07/12		5/14/12	7		- cash -
	5/14/12	9/10/12	119		Vallourec	100	7	1,382.400	1,453.800	1,311.000	-71.400	-5	10,235	-15
9/10/12		11/26/12	77		- cash -
	11/26/12	12/10/12	14		Trigano	100	1,155	8.860	9.730	7.990	-0.870	-10	9,230	-93
12/10/12		4/01/13	112		- cash -
	4/01/13	8/05/13	126		Mersen	100	533	17.300	17.740	16.860	-0.440	-3	8,996	-7
8/05/13		9/02/13	28		- cash -
	9/02/13	10/14/13	42		Valneva	100	2,901	3.100	4.170	2.030	-1.070	-35	5,892	-97
10/14/13		12/02/13	49		- cash -
	12/02/13	12/09/13	7		Voltalia	100	1,392	4.230	4.230	4.230	0.000	0	5,892	0
12/09/13		12/16/13	7		- cash -
	12/16/13	12/23/13	7		Voltalia	100	1,424	4.136	4.136	4.136	0.000	0	5,892	0
12/23/13		2/03/14	42		- cash -
	2/03/14	2/10/14	7		CGG	100	16	348.160	386.240	310.080	-38.080	-11	5,282	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/10/14		3/03/14	21		- cash -
	3/03/14	3/10/14	7		CGG	100	15	347.200	364.960	329.440	-17.760	-5	5,016	-94
3/10/14		5/19/14	70		- cash -
	5/19/14	5/26/14	7		CGG	100	16	309.408	314.656	304.160	-5.248	-2	4,932	-59
5/26/14		6/16/14	21		- cash -
	6/16/14	12/08/14	175		CGG	100	14	336.480	260.224	435.082	98.602	29	6,312	71
12/08/14		12/15/14	7		- cash -
	12/15/14	1/19/15	35		CGG	100	40	156.288	153.600	159.023	2.735	2	6,422	20
1/19/15		6/08/15	140		- cash -
	6/08/15	6/06/16	364		Vallourec	100	7	849.400	130.400	5,532.825	4,683.425	551	39,206	555
6/06/16		6/13/16	7		- cash -
	6/13/16	9/19/16	98		Vallourec	100	291	134.360	157.120	111.600	-22.760	-17	32,583	-50
9/19/16		9/26/16	7		- cash -
	9/26/16	10/10/16	14		Eutelsat	100	1,823	17.870	18.075	17.665	-0.205	-1	32,209	-26
10/10/16		11/21/16	42		- cash -
	11/21/16	12/26/16	35		CGG	100	2,516	12.800	13.570	12.030	-0.770	-6	30,272	-48
12/26/16		1/16/17	21		- cash -
	1/16/17	1/23/17	7		CGG	100	2,953	10.250	10.080	10.423	0.173	2	30,782	139
1/23/17		8/21/17	210		- cash -
	8/21/17	12/04/17	105		CGG	100	10,541	2.920	3.930	1.910	-1.010	-35	20,136	-77
12/04/17		12/11/17	7		- cash -
	12/11/17	12/18/17	7		CGG	100	5,257	3.830	3.870	3.790	-0.040	-1	19,925	-42
12/18/17		1/01/18	14		- cash -
	1/01/18	1/08/18	7		SES	100	1,531	13.010	12.815	13.208	0.198	2	20,229	120
1/08/18		2/05/18	28		- cash -
	2/05/18	7/30/18	175		CGG	100	8,123	2.490	2.402	2.581	0.091	4	20,969	8
	7/30/18	2/11/19	196		Nexans	100	737	28.420	29.240	27.600	-0.820	-3	20,365	-5
	2/11/19	3/18/19	35		Vallourec	100	316	64.420	94.360	34.480	-29.940	-46	10,904	-100
3/18/19		3/25/19	7		- cash -
	3/25/19	4/08/19	14		Eramet	100	230	47.240	57.660	36.820	-10.420	-22	8,507	-100
4/08/19		5/13/19	35		- cash -
	5/13/19	12/02/19	203		Eramet	100	165	51.460	40.650	65.145	13.685	27	10,765	53
12/02/19		1/06/20	35		- cash -
	1/06/20	1/20/20	14		Ipsen	100	136	78.650	78.650	78.650	0.000	0	10,765	0
1/20/20		1/27/20	7		- cash -
	1/27/20	2/03/20	7		Ipsen	100	166	64.750	66.550	62.950	-1.800	-3	10,467	-77
2/03/20		2/10/20	7		- cash -
	2/10/20	2/17/20	7		Ipsen	100	154	67.850	67.800	67.900	0.050	0	10,474	4
2/17/20		2/24/20	7		- cash -
	2/24/20	3/23/20	28		Eramet	100	357	29.280	27.840	30.795	1.515	5	11,015	93
	3/23/20	6/22/20	91		Fnac Darty	100	523	21.060	37.000	5.120	-15.940	-76	2,678	-100
	6/22/20	7/13/20	21		Vallourec	100	64	41.545	32.665	52.839	11.294	27	3,401	6,434
7/13/20		9/21/20	70		- cash -
	9/21/20	11/16/20	56		Vallourec	100	191	17.784	20.950	14.618	-3.166	-18	2,797	-72
11/16/20		7/19/21	245		- cash -
	7/19/21	7/26/21	7		Vallourec	100	389	7.185	8.350	6.020	-1.165	-16	2,343	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
7/26/21		8/02/21	7		- cash -
	8/02/21	11/15/21	105		Vallourec	100	294	7.955	7.240	8.741	0.786	10	2,574	39
11/15/21		11/22/21	7		- cash -
	11/22/21	1/17/22	56		Vallourec	100	340	7.550	9.285	5.815	-1.735	-23	1,984	-82
1/17/22		1/24/22	7		- cash -
	1/24/22	1/16/23	357		Atos	100	62	31.760	13.300	75.842	44.082	139	4,717	144
1/16/23		3/27/23	70		- cash -
	3/27/23	4/17/23	21		Orpea	100	2	2,100.000	3,056.000	1,144.000	-956.000	-46	2,805	-100
4/17/23		4/24/23	7		- cash -
	4/24/23	2/12/24	294		Orpea	100	0	2,898.000	13.200	636,242.727	633,344.727	21,855	2,805	0
2/12/24		3/04/24	21		- cash -
	3/04/24	3/11/24	7		Orpea	100	219	12.800	11.700	14.003	1.203	9	3,069	10,734
3/11/24		3/18/24	7		- cash -
	3/18/24	3/25/24	7		Orpea	100	292	10.500	11.892	9.108	-1.392	-13	2,663	-100
3/25/24		4/15/24	21		- cash -
	4/15/24	5/13/24	28		Orpea	100	244	10.900	13.418	8.382	-2.518	-23	2,048	-97
accum	5/22/06	5/13/24	4214	days out of 6713 invested (63%)							-80		2,048	-13

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	4/17/23	21	2,100.00	3,056.00	1,144.00	-956.00	-45.52
		4/24/23	2/12/24	294	2,898.00	13.20	636,242.73	633,344.73	21,854.55
		3/04/24	3/11/24	7	12.80	11.70	14.00	1.20	9.40
		3/18/24	3/25/24	7	10.50	11.89	9.11	-1.39	-13.26
		4/15/24	5/13/24	28	10.90	13.42	8.38	-2.52	-23.10	8,627.90
Trigano		6/02/08	6/09/08	7	17.34	17.20	17.48	0.14	0.81
		6/16/08	3/30/09	287	17.18	5.11	57.76	40.58	236.20
		11/26/12	12/10/12	14	8.86	9.73	7.99	-0.87	-9.82	205.66
Atos		1/24/22	1/16/23	357	31.76	13.30	75.84	44.08	138.80	138.80
Vallourec		5/14/12	9/10/12	119	1,382.40	1,453.80	1,311.00	-71.40	-5.16
		6/08/15	6/06/16	364	849.40	130.40	5,532.82	4,683.42	551.38
		6/13/16	9/19/16	98	134.36	157.12	111.60	-22.76	-16.94
		2/11/19	3/18/19	35	64.42	94.36	34.48	-29.94	-46.48
		6/22/20	7/13/20	21	41.55	32.67	52.84	11.29	27.18
		9/21/20	11/16/20	56	17.78	20.95	14.62	-3.17	-17.80
		7/19/21	7/26/21	7	7.19	8.35	6.02	-1.17	-16.21
		8/02/21	11/15/21	105	7.96	7.24	8.74	0.79	9.88
		11/22/21	1/17/22	56	7.55	9.29	5.82	-1.74	-22.98	103.57
Voltalia		3/07/11	3/21/11	14	23.84	25.18	22.50	-1.34	-5.62
		4/18/11	4/25/11	7	23.44	22.30	24.63	1.20	5.11
		5/16/11	1/16/12	245	22.03	14.06	34.52	12.48	56.67
		4/23/12	5/07/12	14	7.17	7.97	6.36	-0.80	-11.22
		12/02/13	12/09/13	7	4.23	4.23	4.23	0.00	0.00
		12/16/13	12/23/13	7	4.14	4.14	4.14	0.00	0.00	37.98
Derichebourg		3/05/07	3/19/07	14	10.06	10.05	10.07	0.01	0.10
		7/23/07	4/21/08	273	7.41	5.28	10.40	2.99	40.34
		6/08/09	6/15/09	7	1.67	1.92	1.42	-0.25	-14.97	19.45
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Eramet		3/25/19	4/08/19	14	47.24	57.66	36.82	-10.42	-22.06
		5/13/19	12/02/19	203	51.46	40.65	65.14	13.68	26.59
		2/24/20	3/23/20	28	29.28	27.84	30.79	1.51	5.17	3.77
Eutelsat		9/26/16	10/10/16	14	17.87	18.08	17.67	-0.21	-1.15	-1.15
Ipsen		6/21/10	9/20/10	91	26.35	25.80	26.91	0.56	2.13
		11/29/10	12/06/10	7	23.21	23.35	23.07	-0.14	-0.60
		1/06/20	1/20/20	14	78.65	78.65	78.65	0.00	0.00
		1/27/20	2/03/20	7	64.75	66.55	62.95	-1.80	-2.78
		2/10/20	2/17/20	7	67.85	67.80	67.90	0.05	0.07	-1.23
VusionGroup		1/25/10	3/01/10	35	10.82	10.98	10.66	-0.16	-1.48	-1.48
Mersen		4/01/13	8/05/13	126	17.30	17.74	16.86	-0.44	-2.54	-2.54
Nexans		7/30/18	2/11/19	196	28.42	29.24	27.60	-0.82	-2.89	-2.89
Bic		4/21/08	5/19/08	28	31.80	33.81	29.79	-2.01	-6.32	-6.32
Sopra Steria		1/16/12	1/23/12	7	35.20	40.81	29.60	-5.61	-15.92	-15.92
Bénéteau		1/30/12	3/12/12	42	8.35	9.79	6.91	-1.44	-17.23	-17.23
SES		5/22/06	10/09/06	140	10.18	12.45	7.91	-2.27	-22.30
		1/01/18	1/08/18	7	13.01	12.82	13.21	0.20	1.52	-21.12
CGG		2/03/14	2/10/14	7	348.16	386.24	310.08	-38.08	-10.94
		3/03/14	3/10/14	7	347.20	364.96	329.44	-17.76	-5.12
		5/19/14	5/26/14	7	309.41	314.66	304.16	-5.25	-1.70
		6/16/14	12/08/14	175	336.48	260.22	435.08	98.60	29.30
		12/15/14	1/19/15	35	156.29	153.60	159.02	2.73	1.75
		11/21/16	12/26/16	35	12.80	13.57	12.03	-0.77	-6.02
		1/16/17	1/23/17	7	10.25	10.08	10.42	0.17	1.69
		8/21/17	12/04/17	105	2.92	3.93	1.91	-1.01	-34.59
		12/11/17	12/18/17	7	3.83	3.87	3.79	-0.04	-1.04
		2/05/18	7/30/18	175	2.49	2.40	2.58	0.09	3.66	-29.91
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Valneva		5/17/10	6/14/10	28	7.21	8.27	6.14	-1.06	-14.76
		9/02/13	10/14/13	42	3.10	4.17	2.03	-1.07	-34.52	-44.18
Wendel		3/30/09	5/18/09	49	19.31	30.03	8.59	-10.72	-55.52	-55.52
Fnac Darty		3/23/20	6/22/20	91	21.06	37.00	5.12	-15.94	-75.69	-75.69

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