Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 6/01/20 - RS = 17

		⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	2/03/20	prc diff	⇓ Δ17	⇓∅-RS
		CAC Mid 60	11,598.100	12:55	1.57	11,418.800	1.57	13,621.500	-2,202.700	-16.17	-8.35
		Technicolor	4.280	08:17	16.10	3.687	16.10	17.901	-14.215	-79.41	-68.27
		TF1	5.340	08:17	7.62	4.962	7.62	6.845	-1.883	-27.51	-27.73
		Covivio	60.650	08:16	6.40	57.000	6.40	106.900	-49.900	-46.68	-32.28
		Europcar	1.610	08:16	5.50	1.526	5.50	3.822	-2.296	-60.07	-52.12
		Aéroports de Paris	99.600	08:17	5.34	94.550	5.34	172.300	-77.750	-45.12	-30.78
	S	CGG	1.054	08:17	4.93	1.004	4.93	2.568	-1.564	-60.90	-40.25
		GTT	72.850	08:16	4.29	69.850	4.29	91.500	-21.650	-23.66	-13.28
		Alten	76.650	08:16	4.14	73.600	4.14	112.600	-39.000	-34.64	-20.93
		CNP Assurances	10.220	08:16	4.13	9.815	4.13	16.340	-6.525	-39.93	-31.33
		Vallourec	38.170	08:18	4.09	36.670	4.09	92.240	-55.570	-60.25	-49.34
		Mercialys	7.890	08:17	4.02	7.585	4.02	11.370	-3.785	-33.29	-24.26
		Plastic Omnium	19.430	08:18	3.79	18.720	3.79	22.810	-4.090	-17.93	-10.06
		Eurazeo	46.380	08:17	3.76	44.700	3.76	65.050	-20.350	-31.28	-20.64
		SPIE	14.940	08:17	3.68	14.410	3.68	17.610	-3.200	-18.17	-7.47
		Nexity	28.780	08:17	3.53	27.800	3.53	43.340	-15.540	-35.86	-27.07
		Fnac Darty	32.400	08:17	3.51	31.300	3.51	43.040	-11.740	-27.28	-27.46
		Imerys	32.240	08:15	3.47	31.160	3.47	38.720	-7.560	-19.52	-8.96
		Elior	6.030	08:16	3.43	5.830	3.43	12.860	-7.030	-54.67	-39.70
		Dassault Aviation	807.000	08:15	3.26	781.500	3.26	1,104.000	-322.500	-29.21	-25.45
		elis	11.660	08:16	3.19	11.300	3.19	17.850	-6.550	-36.69	-21.15
		Métropole TV	10.460	08:17	3.16	10.140	3.16	15.070	-4.930	-32.71	-27.02
		Quadient	13.430	08:15	2.99	13.040	2.99	22.100	-9.060	-41.00	-25.95
		Solocal	0.145	08:16	2.92	0.141	2.92	0.435	-0.294	-67.68	-63.48
	S	Icade	67.600	08:16	2.66	65.850	2.66	101.800	-35.950	-35.31	-19.38
		⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	2/03/20	prc diff	⇓ Δ17	⇓∅-RS
		Eutelsat	9.948	08:15	2.58	9.698	2.58	13.385	-3.687	-27.55	-28.51
		Getlink	13.240	08:16	2.56	12.910	2.56	16.050	-3.140	-19.56	-3.91
		Lagardere	13.220	08:17	2.48	12.900	2.48	17.030	-4.130	-24.25	-26.60
		Tarkett	9.455	08:15	2.38	9.235	2.38	12.470	-3.235	-25.94	-28.20
		Ipsos	22.500	08:17	2.27	22.000	2.27	29.300	-7.300	-24.91	-7.58
	L	Eramet	33.630	08:15	2.22	32.900	2.22	38.890	-5.990	-15.40	-15.72
		ALD	9.840	08:16	2.18	9.630	2.18	13.040	-3.410	-26.15	-18.16
		Wendel	87.250	08:17	2.17	85.400	2.17	121.700	-36.300	-29.83	-20.23
		DBV Technologies	8.700	08:16	2.11	8.520	2.11	18.150	-9.630	-53.06	-37.49
		Bolloré	2.804	08:15	2.04	2.748	2.04	3.674	-0.926	-25.20	-19.13
		Vicat	27.500	08:15	2.04	26.950	2.04	38.200	-11.250	-29.45	-23.66
		Korian-Medica	32.660	08:15	2.00	32.020	2.00	41.440	-9.420	-22.73	-10.10
		Rexel	9.654	08:18	1.79	9.484	1.79	11.020	-1.536	-13.94	-4.12
	L	SEB	123.700	08:17	1.73	121.600	1.73	118.300	3.300	2.79	-6.70
		JCDecaux	18.950	08:16	1.61	18.650	1.61	23.820	-5.170	-21.70	-18.43
		Sopra Steria	109.900	08:13	1.57	108.200	1.57	147.800	-39.600	-26.79	-6.87
	L	Rémy Cointreau	110.500	08:11	1.56	108.800	1.56	99.900	8.900	8.91	-3.43
		Aperam	25.720	08:16	1.42	25.360	1.42	26.050	-0.690	-2.65	7.14
	L	Iliad	164.550	08:16	1.29	162.450	1.29	121.150	41.300	34.09	51.69
		Soitec	90.650	08:17	1.28	89.500	1.28	84.500	5.000	5.92	2.24
	L	Maisons du Monde	10.960	08:15	0.92	10.860	0.92	11.390	-0.530	-4.65	-9.26
	L	Ipsen	74.150	08:17	0.61	73.700	0.61	66.550	7.150	10.74	-5.51
		Worldline	68.900	08:18	0.61	68.480	0.61	64.050	4.430	6.92	12.81
		Rubis	44.020	08:18	0.55	43.780	0.55	55.800	-12.020	-21.54	-9.95
		Bic	46.280	08:16	0.48	46.060	0.48	61.400	-15.340	-24.98	-21.08
		⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	2/03/20	prc diff	⇓ Δ17	⇓∅-RS
		Euronext	83.550	08:15	0.48	83.150	0.48	79.000	4.150	5.25	15.86
		Trigano	83.050	08:18	0.12	82.950	0.12	84.000	-1.050	-1.25	7.98
		Casino Guichard	34.630	08:16	0.03	34.620	0.03	36.370	-1.750	-4.81	-6.78
		Altran Technologies	14.770	4/01		14.770		14.630	0.140	0.96	4.81
	S	Genfit	4.842	08:17	-0.08	4.846	-0.08	15.600	-10.754	-68.94	-66.07
		Amundi	67.500	08:10	-0.15	67.600	-0.15	73.650	-6.050	-8.21	8.75
		Nexans	37.120	08:16	-0.27	37.220	-0.27	45.610	-8.390	-18.40	10.69
		Orpea	103.700	08:18	-0.43	104.150	-0.43	118.600	-14.450	-12.18	-2.66
	L	Eurofins Scientific	595.400	08:17	-0.77	600.000	-0.77	481.000	119.000	24.74	35.82
	L	Sartorius Stedim	233.800	08:17	-1.18	236.600	-1.18	170.500	66.100	38.77	57.26
	L	bioMérieux	123.700	08:16	-2.68	127.100	-2.68	90.550	36.550	40.36	53.86
CAC Mid 60 - 60 out of 60 instruments rated - 6/01/20 / 2/03/20 - 11 did rise, Market-Ratio(17) = 18.33 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/04/16	scale up chart	6/01/20

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		Technicolor	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	2,187	110.000	153.250		43.250	39	335,227	72
short	4/22/13	4/29/13	7		CGG	100	673	497.920	532.320	463.520	-34.400	-7	312,076	-98
long	4/29/13	6/10/13	42		Montupet	100	22,291	14.000	16.510		2.510	18	368,026	319
short	6/10/13	8/05/13	56		CGG	100	655	561.120	575.840	546.400	-14.720	-3	358,384	-16
long	8/05/13	12/16/13	133		Montupet	100	19,164	18.700	33.260		14.560	78	637,412	386
short	12/16/13	12/23/13	7		Adocia	100	111,630	5.710	5.660	5.760	0.050	1	643,038	58
long	12/23/13	6/23/14	182		Montupet	100	20,433	31.470	66.830		35.360	112	1,365,549	353
short	6/23/14	1/19/15	210		CGG	100	3,977	343.360	153.600	767.553	424.193	124	3,052,564	305
long	1/19/15	6/08/15	140		Adocia	100	48,300	63.200	66.230		3.030	5	3,198,913	13
short	6/08/15	12/21/15	196		Maurel et Prom	100	454,326	7.041	2.681	18.492	11.451	163	8,401,172	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	145,917	57.575	57.183		-0.392	-1	8,344,017	-30
short	12/28/15	5/16/16	140		Maurel et Prom	100	2,742,937	3.042	3.190	2.894	-0.148	-5	7,938,062	-12
long	5/16/16	6/27/16	42		Ubisoft	100	263,986	30.070	30.880		0.810	3	8,151,891	26
short	6/27/16	9/05/16	70		Vallourec	100	71,009	114.800	167.760	61.840	-52.960	-46	4,391,254	-96
long	9/05/16	9/26/16	21		Ubisoft	100	120,160	36.545	33.640		-2.905	-8	4,042,189	-76
short	9/26/16	10/10/16	14		Air France-KLM	100	856,577	4.719	4.790	4.648	-0.071	-2	3,981,372	-33
long	10/10/16	11/21/16	42		Nexans	100	74,978	53.100	49.590		-3.510	-7	3,718,200	-45
short	11/21/16	12/26/16	35		CGG	100	290,484	12.800	13.570	12.030	-0.770	-6	3,494,527	-48
long	12/26/16	8/21/17	238		Vallourec	100	13,862	252.080	177.240		-74.840	-30	2,457,095	-42
short	8/21/17	12/11/17	112		Technicolor	100	29,384	83.619	84.780	82.458	-1.161	-1	2,422,980	-4
long	12/11/17	2/05/18	56		Air France-KLM	100	191,691	12.640	11.955		-0.685	-5	2,291,672	-30
short	2/05/18	3/18/19	406		Innate Pharma	100	436,093	5.255	6.585	3.925	-1.330	-25	1,711,668	-23
long	3/18/19	3/25/19	7		GTT	100	20,462	83.650	79.900		-3.750	-4	1,634,935	-91
short	3/25/19	4/08/19	14		DBV Technologies	100	126,739	12.900	16.400	9.400	-3.500	-27	1,191,349	-100
long	4/08/19	5/20/19	42		GTT	100	13,318	89.450	79.850		-9.600	-11	1,063,496	-63
short	5/20/19	12/09/19	203		Eramet	100	20,771	51.200	39.940	65.635	14.435	28	1,363,315	56
long	12/09/19	1/13/20	35		CGG	100	535,263	2.547	2.978		0.431	17	1,594,014	411
short	1/13/20	6/02/20	141		Ipsen	100	20,267	78.650	74.150	83.423	4.773	6	1,690,750	16
accum	5/22/06	6/02/20	5125	days out of 5265 invested (97%)							16,807		1,690,750	44

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Technicolor	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	110.00	153.25		43.25	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
Ipsen	short	1/13/20	6/02/20	141	78.65	74.15	83.42	4.77	6.07	6.07
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
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
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	4.72	4.79	4.65	-0.07	-1.50
	long	12/11/17	2/05/18	56	12.64	11.96		-0.69	-5.42	-6.84
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
DBV Technologies	short	3/25/19	4/08/19	14	12.90	16.40	9.40	-3.50	-27.13	-27.13
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
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	-64.08

Annotations

5/25/20	Vallourec	reverse split 40:1 (one for fourty)
5/12/20	Technicolor	reverse split 27:1 (one for twentyseven)
6/05/18	Foncière des Régions	renames as Covivio, that's a shame, I really liked these cute slashes above the e's.
9/20/17	bioMérieux	stock split 1:3 (three for one)
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
5/06/16	Sartorius Stedim	stock split 1 : 6 (six for one)
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
	Sartorius Stedim	recording started
	Europcar	recording started
	DBV Technologies	recording started
10/26/15	Solocal	reverse stock split 30:1 (one for thirty)
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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