Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 in Dollar - 4/01/21 - RS = 17

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	4/01/21	Δwk	7/09/20	prc diff	⇓ Δ17	⇓∅-RS
		CAC Mid 60	16,264.703	12/08/24	-0.08	16,571.689		14,304.533	2,267.156	15.85	23.08
	L	Viridien	45.429	12/08/24	-0.83	1.045		0.814	0.231	28.34	-2.67
		VusionGroup	164.216	12/08/24	0.15	43.873		29.193	14.680	50.29	51.86
		Dassault Aviation	232.230	12/08/24	-0.52	108.578		95.615	12.964	13.56	14.67
		Ipsos	68.137	12/08/24	-0.36	33.824		25.942	7.881	30.38	31.03
		Nexans	146.078	12/08/24	0.08	74.142		57.724	16.419	28.44	58.12
		ID Logistics	530.637	12/08/24	0.70	272.672		221.959	50.713	22.85	34.61
		SPIE	41.275	12/08/24	0.54	21.642		18.272	3.370	18.44	32.87
		Bolloré	7.053	12/08/24	-1.62	4.164		3.815	0.349	9.15	21.19
		Coface	16.924	12/08/24	0.88	10.123		8.096	2.027	25.03	28.76
		Mercialys	14.314	12/08/24	-0.85	8.683		6.589	2.094	31.77	12.61
		elis	25.882	12/08/24	0.67	15.895		13.651	2.244	16.44	20.11
	L	Eramet	88.664	12/08/24	5.24	55.319		32.880	22.438	68.24	61.29
	S	GTT	154.902	12/08/24	0.16	98.713		96.324	2.389	2.48	12.59
	L	Ipsen	127.328	12/08/24	0.78	82.598		104.479	-21.881	-20.94	2.64
		Carmila	20.172	12/08/24	0.61	14.167		10.507	3.660	34.83	12.83
		Virbac	418.505	12/08/24	0.59	300.245		217.704	82.541	37.91	34.97
		Mersen	37.377	12/08/24	-1.45	30.331		31.320	-0.989	-3.16	16.76
	S	Sopra Steria	201.471	12/08/24	-1.38	164.216		163.337	0.878	0.54	19.44
		Bic	69.730	12/08/24	-1.90	58.211		56.092	2.118	3.78	4.66
		Eurazeo	83.149	12/08/24	0.97	69.669		55.265	14.404	26.06	27.14
		TF1	9.583	12/08/24		8.156		6.713	1.443	21.49	31.00
		Interparfums	54.534	12/08/24	-1.87	48.184		40.048	8.137	20.32	36.46
		Aéroports de Paris	137.377	12/08/24	-0.62	121.998		108.379	13.618	12.57	7.27
		X-FAB	6.710	12/08/24	1.96	6.176		3.416	2.761	80.83	65.25
		⇓instrument	freshest		⇓ Δday	4/01/21	Δwk	7/09/20	prc diff	⇓ Δ17	⇓∅-RS
	S	Alten	117.953	12/08/24	-0.31	113.787		88.878	24.909	28.03	26.83
	S	Lectra	31.495	12/08/24	-0.96	30.637		24.229	6.409	26.45	45.59
		Euroapi	4.850	12/08/24	-3.04						-na-
		Technip Energies	25.221	12/08/24	-0.68						-na-
		JCDecaux	22.059	12/08/24	-0.50	23.088		19.785	3.303	16.70	14.17
	S	FDJ	43.284	12/08/24	0.40	45.429		35.717	9.712	27.19	42.23
		Amundi	78.493	12/08/24	0.63	83.456		75.523	7.933	10.50	14.67
		Bénéteau	10.748	12/08/24	-2.01	11.520		8.185	3.335	40.75	42.86
		Verallia	32.206	12/08/24	-1.13	35.907		31.320	4.587	14.64	21.15
		Métropole TV	14.436	12/08/24	0.17	16.324		13.048	3.275	25.10	28.04
	S	Argan	92.524	12/08/24	0.53	105.882		103.770	2.112	2.04	18.12
	S	Wendel	104.350	12/08/24	-0.70	119.792		101.170	18.622	18.41	19.62
		Derichebourg	5.583	12/08/24	0.80	7.145		3.028	4.117	135.95	123.69
	L	Imerys	35.882	12/08/24	0.21	47.745		40.444	7.301	18.05	34.33
	S	Aperam	30.711	12/08/24	-0.63	42.892		29.665	13.227	44.59	49.96
		Rubis	33.652	12/08/24	0.22	47.010		45.290	1.720	3.80	2.23
	S	Trigano	125.613	12/08/24	-0.87	183.701		128.353	55.348	43.12	85.17
	S	Scor	20.993	12/08/24	1.06	31.887		27.042	4.846	17.92	10.54
		Covivio	58.260	12/08/24	-0.50	91.176		73.041	18.136	24.83	20.48
	L	Elior	3.912	12/08/24	3.30	6.397		5.939	0.458	7.71	-0.72
	S	SES	5.750	12/08/24	0.60	9.559		6.950	2.609	37.55	21.12
	L	Neoen	47.034	12/08/24	-0.10	78.309		54.190	24.119	44.51	84.63
		SEB	108.272	12/08/24	-0.67	183.824		168.774	15.050	8.92	24.13
		Ayvens	7.157	12/08/24	-1.02	13.922		10.873	3.048	28.03	26.88
	L	Fnac Darty	32.169	12/08/24	-0.19	64.338		42.052	22.287	53.00	60.37
		⇓instrument	freshest		⇓ Δday	4/01/21	Δwk	7/09/20	prc diff	⇓ Δ17	⇓∅-RS
		Vallourec	16.385	12/08/24	-0.59	33.241		24.294	8.948	36.83	-4.07
		Eutelsat	5.181	12/08/24	2.17	11.642		10.637	1.005	9.45	6.39
		Valneva	3.767	12/08/24	-1.28	9.142		5.839	3.304	56.58	99.41
	L	Voltalia	12.475	12/08/24	-0.97	31.556		25.706	5.850	22.76	69.04
	L	Icade	24.853	12/08/24	-1.74	75.368		62.522	12.846	20.55	2.58
		Opmobility	10.466	12/08/24	-1.16	34.069		25.694	8.374	32.59	52.45
		Nexity	11.918	12/08/24	-0.77	43.382		34.275	9.108	26.57	24.95
	S	Solutions 30	1.711	12/08/24	-0.99	13.897		16.428	-2.531	-15.41	5.26
		Clariane	2.272	12/08/24	-1.64	39.118		37.868	1.250	3.30	7.47
		Atos	1.043	12/08/24	-2.21	93.284		84.434	8.850	10.48	18.76
	L	Orpea	12.189	12/08/24	-42.87	131,311.254		118,070.811	13,240.443	11.21	12.05
CAC Mid 60 - 58 out of 60 instruments rated - 4/01/21 / 7/09/20 - 55 did rise, Market-Ratio(17) in USD = 94.83 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

3/01/22	scale up chart	1/07/24

Transactions CAC Mid 60 in Dollar * 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
2/01/06		22/05/06	140		- cash -
short	22/05/06	9/10/06	140		Maurel et Prom	100	502	19.894	23.854	15.934	-3.960	-20	8,012	-44
long	9/10/06	18/06/07	252		Eiffage	100	81	98.477	132.457		33.981	35	10,765	54
short	18/06/07	2/07/07	14		Covivio	100	69	153.974	149.357	158.732	4.759	3	11,093	121
long	2/07/07	30/07/07	28		Ubisoft	100	403	27.515	31.872		4.357	16	12,849	579
short	30/07/07	19/05/08	294		Maurel et Prom	100	681	18.844	25.126	12.561	-6.282	-33	8,570	-40
long	19/05/08	2/06/08	14		Ubisoft	100	154	55.298	47.930		-7.369	-13	7,436	-98
short	2/06/08	18/05/09	350		Vantiva	100	5	1,353.945	241.228	7,599.302	6,245.358	461	38,662	504
long	18/05/09	25/01/10	252		Nexity	100	1,273	30.368	38.183		7.815	26	48,611	39
short	25/01/10	29/03/10	63		Ubisoft	100	3,560	13.654	13.801	13.507	-0.147	-1	48,087	-6
long	29/03/10	10/05/10	42		Opmobility	100	12,477	3.854	4.584		0.730	19	57,196	352
short	10/05/10	20/09/10	133		Ubisoft	100	4,928	11.606	9.675	13.922	2.316	20	68,611	65
long	20/09/10	16/05/11	238		Opmobility	100	12,194	5.626	10.492		4.865	86	127,940	160
short	16/05/11	23/01/12	252		Genfit	100	23,046	5.551	2.227	13.838	8.286	149	318,903	275
long	23/01/12	14/05/12	112		Innate Pharma	100	144,277	2.210	2.131		-0.079	-4	307,523	-11
short	14/05/12	10/09/12	119		Vallourec	100	172	1,785.784	1,863.190	1,708.379	-77.406	-4	294,209	-13
long	10/09/12	22/04/13	224		Eurofins Scientific	100	20,869	14.098	20.002		5.905	42	417,432	77
short	22/04/13	29/04/13	7		Viridien	100	642	649.885	693.666	606.104	-43.781	-7	389,325	-97
long	29/04/13	10/06/13	42		Montupet	100	21,340	18.243	21.825		3.581	20	465,747	375
short	10/06/13	5/08/13	56		Viridien	100	627	741.745	766.904	716.585	-25.159	-3	449,972	-20
long	5/08/13	16/12/13	133		Montupet	100	18,067	24.905	45.769		20.864	84	826,930	431
short	16/12/13	23/12/13	7		Adocia	100	105,240	7.858	7.753	7.964	0.106	1	838,134	102
long	23/12/13	23/06/14	182		Montupet	100	19,444	43.104	90.916		47.811	111	1,767,773	347
short	23/06/14	19/01/15	210		Viridien	100	3,784	467.107	178.237	1,224.147	757.040	162	4,632,414	434
long	19/01/15	8/06/15	140		Adocia	100	63,165	73.337	74.780		1.443	2	4,723,562	5
short	8/06/15	21/12/15	196		Maurel et Prom	100	594,159	7.950	2.926	21.600	13.650	172	12,833,777	543
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	21/12/15	28/12/15	7		Sartorius Stedim	100	204,238	62.837	62.719		-0.119	0	12,809,531	-9
short	28/12/15	16/05/16	140		Maurel et Prom	100	3,839,251	3.336	3.611	3.062	-0.274	-8	11,756,557	-20
long	16/05/16	27/06/16	42		Ubisoft	100	345,412	34.036	34.113		0.077	0	11,783,120	2
short	27/06/16	5/09/16	70		Vallourec	100	92,912	126.820	187.052	66.587	-60.233	-47	6,186,765	-97
long	5/09/16	26/09/16	21		Ubisoft	100	151,831	40.748	37.865		-2.882	-7	5,749,113	-72
short	26/09/16	10/10/16	14		Air France-KLM	100	108,234	53.117	53.361	52.874	-0.244	0	5,722,751	-11
long	10/10/16	21/11/16	42		Nexans	100	96,744	59.153	52.709		-6.444	-11	5,099,315	-63
short	21/11/16	26/12/16	35		Viridien	100	374,808	13.605	14.183	13.027	-0.578	-4	4,882,593	-36
long	26/12/16	21/08/17	238		Vallourec	100	18,531	263.474	209.338		-54.136	-21	3,879,402	-30
short	21/08/17	11/12/17	112		Vantiva	100	39,280	98.762	99.811	97.713	-1.049	-1	3,838,193	-3
long	11/12/17	5/02/18	56		Air France-KLM	100	25,792	148.811	148.381		-0.430	0	3,827,101	-2
short	5/02/18	18/03/19	406		Innate Pharma	100	586,772	6.522	7.464	5.580	-0.942	-14	3,274,365	-13
long	18/03/19	25/03/19	7		GTT	100	34,532	94.820	90.405		-4.415	-5	3,121,922	-92
short	25/03/19	8/04/19	14		DBV Technologies	100	213,887	14.596	18.481	10.711	-3.885	-27	2,290,994	-100
long	8/04/19	20/05/19	42		GTT	100	22,728	100.800	89.198		-11.602	-12	2,027,298	-65
short	20/05/19	9/12/19	203		Eramet	100	35,445	57.194	44.191	74.023	16.829	29	2,623,792	59
long	9/12/19	13/01/20	35		Viridien	100	931,048	2.818	3.334		0.516	18	3,104,191	477
short	13/01/20	13/07/20	182		Ipsen	100	35,253	88.054	92.688	83.421	-4.633	-5	2,940,854	-10
long	13/07/20	21/09/20	70		Iliad	100	14,675	200.387	192.543		-7.844	-4	2,825,742	-19
short	21/09/20	16/11/20	56		Vallourec	100	135,296	20.886	24.819	16.952	-3.934	-19	2,293,524	-74
long	16/11/20	12/07/21	238		Solutions 30	100	110,563	20.744	7.532		-13.212	-64	832,745	-79
short	12/07/21	15/11/21	126		Vallourec	100	95,521	8.718	8.249	9.214	0.496	6	880,091	17
long	15/11/21	22/11/21	7		Valneva	100	36,505	24.108	21.433		-2.676	-11	782,409	-100
short	22/11/21	17/01/22	56		Vallourec	100	92,158	8.490	10.599	6.380	-2.109	-25	588,009	-84
long	17/01/22	24/01/22	7		Derichebourg	100	43,212	13.607	12.193		-1.415	-10	526,877	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	24/01/22	16/01/23	357		DBV Technologies	100	178,149	2.957	3.308	2.607	-0.351	-12	464,419	-12
long	16/01/23	27/03/23	70		Elior	100	107,327	4.327	3.351		-0.977	-23	359,614	-74
short	27/03/23	12/02/24	322		Orpea	100	158	2,266.845	14.238	360,908.595	358,641.750	15,821	57,025,010	31,235
long	12/02/24	22/04/24	70		Eurazeo	100	677,360	84.187	87.367		3.180	4	59,178,895	21
short	22/04/24	13/05/24	21		Orpea	100	4,501,273	13.147	14.487	11.807	-1.340	-10	53,146,986	-85
long	13/05/24	17/06/24	35		Eramet	100	482,122	110.235	103.535		-6.700	-6	49,916,777	-48
short	17/06/24	12/08/24	56		Atos	100	47,163,151	1.058	0.913	1.228	0.169	16	57,892,768	163
accum	22/05/06	12/08/24	7274	days out of 7414 invested (98%)							578,828		57,892,768	54

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Orpea	short	27/03/23	12/02/24	322	2,266.85	14.24	360,908.59	358,641.75	15,821.19
	short	22/04/24	13/05/24	21	13.15	14.49	11.81	-1.34	-10.19	14,198.39
Vantiva	short	2/06/08	18/05/09	350	1,353.94	241.23	7,599.30	6,245.36	461.27
	short	21/08/17	11/12/17	112	98.76	99.81	97.71	-1.05	-1.06	455.31
Montupet	long	29/04/13	10/06/13	42	18.24	21.82		3.58	19.63
	long	5/08/13	16/12/13	133	24.90	45.77		20.86	83.78
	long	23/12/13	23/06/14	182	43.10	90.92		47.81	110.92	363.71
Viridien	short	22/04/13	29/04/13	7	649.89	693.67	606.10	-43.78	-6.74
	short	10/06/13	5/08/13	56	741.74	766.90	716.59	-25.16	-3.39
	short	23/06/14	19/01/15	210	467.11	178.24	1,224.15	757.04	162.07
	short	21/11/16	26/12/16	35	13.61	14.18	13.03	-0.58	-4.25
	long	9/12/19	13/01/20	35	2.82	3.33		0.52	18.31	167.48
Genfit	short	16/05/11	23/01/12	252	5.55	2.23	13.84	8.29	149.26	149.26
Opmobility	long	29/03/10	10/05/10	42	3.85	4.58		0.73	18.94
	long	20/09/10	16/05/11	238	5.63	10.49		4.87	86.48	121.80
Eurofins Scientific	long	10/09/12	22/04/13	224	14.10	20.00		5.90	41.88	41.88
Eiffage	long	9/10/06	18/06/07	252	98.48	132.46		33.98	34.51	34.51
Maurel et Prom	short	22/05/06	9/10/06	140	19.89	23.85	15.93	-3.96	-19.91
	short	30/07/07	19/05/08	294	18.84	25.13	12.56	-6.28	-33.34
	short	8/06/15	21/12/15	196	7.95	2.93	21.60	13.65	171.70
	short	28/12/15	16/05/16	140	3.34	3.61	3.06	-0.27	-8.22	33.14
Nexity	long	18/05/09	25/01/10	252	30.37	38.18		7.82	25.73	25.73
Eramet	short	20/05/19	9/12/19	203	57.19	44.19	74.02	16.83	29.42
	long	13/05/24	17/06/24	35	110.24	103.54		-6.70	-6.08	21.56
Atos	short	17/06/24	12/08/24	56	1.06	0.91	1.23	0.17	15.98	15.98
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Ubisoft	long	2/07/07	30/07/07	28	27.52	31.87		4.36	15.83
	long	19/05/08	2/06/08	14	55.30	47.93		-7.37	-13.33
	short	25/01/10	29/03/10	63	13.65	13.80	13.51	-0.15	-1.08
	short	10/05/10	20/09/10	133	11.61	9.67	13.92	2.32	19.96
	long	16/05/16	27/06/16	42	34.04	34.11		0.08	0.23
	long	5/09/16	26/09/16	21	40.75	37.87		-2.88	-7.07	10.96
Eurazeo	long	12/02/24	22/04/24	70	84.19	87.37		3.18	3.78	3.78
Adocia	short	16/12/13	23/12/13	7	7.86	7.75	7.96	0.11	1.35
	long	19/01/15	8/06/15	140	73.34	74.78		1.44	1.97	3.35
Covivio	short	18/06/07	2/07/07	14	153.97	149.36	158.73	4.76	3.09	3.09
Sartorius Stedim	long	21/12/15	28/12/15	7	62.84	62.72		-0.12	-0.19	-0.19
Air France-KLM	short	26/09/16	10/10/16	14	53.12	53.36	52.87	-0.24	-0.46
	long	11/12/17	5/02/18	56	148.81	148.38		-0.43	-0.29	-0.75
Iliad	long	13/07/20	21/09/20	70	200.39	192.54		-7.84	-3.91	-3.91
Ipsen	short	13/01/20	13/07/20	182	88.05	92.69	83.42	-4.63	-5.26	-5.26
Derichebourg	long	17/01/22	24/01/22	7	13.61	12.19		-1.41	-10.40	-10.40
Nexans	long	10/10/16	21/11/16	42	59.15	52.71		-6.44	-10.89	-10.89
Valneva	long	15/11/21	22/11/21	7	24.11	21.43		-2.68	-11.10	-11.10
GTT	long	18/03/19	25/03/19	7	94.82	90.41		-4.41	-4.66
	long	8/04/19	20/05/19	42	100.80	89.20		-11.60	-11.51	-15.63
Innate Pharma	long	23/01/12	14/05/12	112	2.21	2.13		-0.08	-3.57
	short	5/02/18	18/03/19	406	6.52	7.46	5.58	-0.94	-14.44	-17.50
Elior	long	16/01/23	27/03/23	70	4.33	3.35		-0.98	-22.57	-22.57
DBV Technologies	short	25/03/19	8/04/19	14	14.60	18.48	10.71	-3.88	-26.62
	short	24/01/22	16/01/23	357	2.96	3.31	2.61	-0.35	-11.85	-35.32
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Solutions 30	long	16/11/20	12/07/21	238	20.74	7.53		-13.21	-63.69	-63.69
Vallourec	short	14/05/12	10/09/12	119	1,785.78	1,863.19	1,708.38	-77.41	-4.33
	short	27/06/16	5/09/16	70	126.82	187.05	66.59	-60.23	-47.49
	long	26/12/16	21/08/17	238	263.47	209.34		-54.14	-20.55
	short	21/09/20	16/11/20	56	20.89	24.82	16.95	-3.93	-18.83
	short	12/07/21	15/11/21	126	8.72	8.25	9.21	0.50	5.69
	short	22/11/21	17/01/22	56	8.49	10.60	6.38	-2.11	-24.85	-74.27

Annotations

31/07/24	Viridien	reverse split 100:1 (one for one hundred)
25/03/24	Orpea	reverse split 1,000:1 (one for one thousand)
20/02/24	CAC Mid 60	Component update: ADP, Argan, ID Logistics, Lectra and X-FAB replace Altarea, Antin, Casino, OVH and Soitec
25/05/20	Vallourec	reverse split 40:1 (one for fourty)
5/06/18	Foncière des Régions	renames as Covivio, that's a shame, I really liked these cute slashes above the e's.
28/07/17	Rubis	stock split 1:2 (two for one)
3/04/17	CAC Mid 60	Soitec and Tarkett replace CGG and Maurel et Prom
20/07/16	CGG	reverse stock split 32:1 (one for thirty-two)
15/07/16	CAC Mid 60	Saft dropped out due to the acquisition by Total
	CAC Mid 60	Eutelsat replaces Eiffage
21/03/16	CAC Mid 60	Amundi, SPIE and Worldline replace Adocia, Coface and Montupet
18/01/16	CAC Mid 60	Montupet drops out (acquisition by Linamar)
4/01/16	CAC Mid 60	complete analysis
21/12/15	CAC Mid 60	DBV Technologies, Europcar, Sartorius Stedim Biotech and Vallourec replace Eramet, Groupe Eurotunnel, Solocal and Virbac
24/08/15	CAC Mid 60	complete analysis
8/07/15	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