Share-o-matic - The Engine for Profitable Investing and Trading

Assessment - CAC Mid 60 - 11/21/22 - RS = 17

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	11/21/22	⇓ Δwk	7/25/22	prc diff	⇓ Δ17	∅-RS
	L	CAC Mid 60	14,619.300	Tue	0.69	13,443.700		13,476.900	-33.200	-0.25	-4.43
		VusionGroup	128.400	Tue	5.16	120.800		97.100	23.700	24.41	45.04
	L	Technip Energies	23.040	Tue	1.05	15.620		10.230	5.390	52.69	29.11
		Ipsos	62.850	Tue	1.37	53.700		48.400	5.300	10.95	21.14
		Bic	64.600	Tue	-0.77	62.650		55.850	6.800	12.18	19.26
	L	Dassault Aviation	205.600	Tue	1.78	148.300		140.000	8.300	5.93	16.29
	L	Ipsen	111.400	Tue	-0.98	109.100		90.000	19.100	21.22	15.21
		Aéroports de Paris	118.400	Tue		145.900		123.850	22.050	17.80	14.85
	L	Verallia	34.200	Tue	-0.41	28.180		21.780	6.400	29.38	12.58
		Mersen	34.450	Tue	0.73	35.950		33.050	2.900	8.77	12.34
		GTT	134.000	Tue	-0.81	113.300		130.900	-17.600	-13.45	11.45
	L	Mercialys	11.270	Tue	1.26	9.565		8.715	0.850	9.75	10.75
	L	Imerys	30.180	Tue	0.33	37.880		30.780	7.100	23.07	9.37
		Bolloré	6.250	Tue	0.81	5.165		4.752	0.413	8.69	9.04
	L	SPIE	33.580	Tue	0.06	23.400		22.680	0.720	3.17	6.72
		FDJ	35.180	Tue	0.06	36.860		33.680	3.180	9.44	6.32
	L	Nexans	98.300	Tue	1.65	90.250		83.300	6.950	8.34	5.01
	L	Coface	14.590	Tue	-0.27	11.330		10.360	0.970	9.36	3.81
	L	Neoen	29.180	Tue	0.27	37.850		40.440	-2.590	-6.40	3.07
	L	Vallourec	16.760	Tue	-1.99	9.974		8.666	1.308	15.09	1.50
	L	Wendel	94.350	Tue	0.64	87.850		86.400	1.450	1.68	-0.43
	L	JCDecaux	19.640	Tue	1.71	17.460		17.440	0.020	0.11	-1.04
	L	Amundi	65.050	Tue	0.85	54.300		52.800	1.500	2.84	-3.52
	L	Interparfums	50.900	Tue	3.35	50.700		48.950	1.750	3.58	-3.74
		Carmila	16.480	Tue	-0.12	13.900		15.000	-1.100	-7.33	-3.78
		⇓instrument	freshest		⇓ Δday	11/21/22	⇓ Δwk	7/25/22	prc diff	⇓ Δ17	∅-RS
		Sopra Steria	217.200	Tue	1.69	144.600		153.800	-9.200	-5.98	-4.51
	S	Alten	131.200	Tue	1.31	120.900		123.000	-2.100	-1.71	-4.74
	L	Lectra	34.050	Tue	2.25	34.050		34.850	-0.800	-2.30	-5.43
	L	Rubis	32.740	Tue	-0.24	23.580		22.730	0.850	3.74	-5.92
	L	ALD	6.070	Tue	0.17	11.260		11.060	0.200	1.81	-6.05
		Trigano	144.000	Tue	0.70	109.300		94.300	15.000	15.91	-6.34
	S	X-FAB	6.570	Tue	0.31	6.360		7.005	-0.645	-9.21	-6.71
	L	TF1	8.590	Tue	-0.12	6.885		6.670	0.215	3.22	-7.63
		SES	5.655	Tue	-0.09	6.772		7.838	-1.066	-13.60	-7.75
	L	Covivio	44.840	Tue	0.99	57.500		58.550	-1.050	-1.79	-8.20
	L	Eurazeo	84.950	Tue	3.66	60.900		66.250	-5.350	-8.08	-8.47
	L	elis	21.520	Tue	0.28	12.350		14.260	-1.910	-13.39	-8.50
		ID Logistics	337.500	Tue	0.45	262.000		298.500	-36.500	-12.23	-10.62
		Voltalia	7.850	Tue	3.43	17.160		21.550	-4.390	-20.37	-11.05
	L	Bénéteau	12.660	Tue	2.26	10.500		10.500	0.000	0.00	-13.03
	L	Plastic Omnium	11.990	Tue	0.08	14.720		18.190	-3.470	-19.08	-15.90
		Aperam	27.020	Tue	-1.82	28.420		28.440	-0.020	-0.07	-17.40
	L	Métropole TV	14.520	Tue	0.28	12.120		14.160	-2.040	-14.41	-17.74
		CGG	0.439	Tue	-0.54	0.677		0.797	-0.120	-15.10	-17.76
		Scor	30.600	Tue	3.66	17.750		20.170	-2.420	-12.00	-18.29
	L	Eutelsat	3.750	Tue	-2.75	8.055		8.570	-0.515	-6.01	-18.73
	S	Nexity	9.740	Tue	0.72	22.480		26.600	-4.120	-15.49	-18.82
		Argan	78.700	Tue		79.900		94.500	-14.600	-15.45	-19.01
	L	Fnac Darty	30.850	Tue	-1.75	33.800		39.900	-6.100	-15.29	-19.17
	S	Icade	25.180	Tue	1.53	40.600		46.940	-6.340	-13.51	-19.49
		⇓instrument	freshest		⇓ Δday	11/21/22	⇓ Δwk	7/25/22	prc diff	⇓ Δ17	∅-RS
		Elior	2.408	Tue	0.08	2.388		2.098	0.290	13.82	-21.34
	L	Eramet	75.300	Tue	-0.07	71.550		94.350	-22.800	-24.17	-23.59
		SEB	117.800	Tue	2.61	71.500		81.600	-10.100	-12.38	-25.56
		Derichebourg	4.066	Tue	1.60	4.878		5.790	-0.912	-15.75	-30.17
		Virbac	359.000	Tue	0.56	234.000		354.500	-120.500	-33.99	-32.18
		Atos	1.938	Tue	1.12	10.180		10.410	-0.230	-2.21	-37.09
		Valneva	3.720	Tue	0.27	6.804		9.748	-2.944	-30.20	-37.88
	L	Clariane	1.664	Tue	0.48	9.845		14.810	-4.965	-33.52	-39.35
	S	Solutions 30	1.920	Tue	3.34	1.814		3.385	-1.571	-46.41	-55.76
	L	Orpea	12.650	Tue	2.60	6,706.000		23,240.000	-16,534.000	-71.14	-72.00
	S	Euroapi	2.762	Tue	0.44	17.735		15.638	2.097	13.41	-na-
CAC Mid 60 - 60 out of 60 instruments rated - 11/21/22 / 7/25/22 - 27 did rise, Market-Ratio(17) = 45.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/06/20	scale up chart	4/22/24

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	4/23/24	1		Orpea	100	2,332,662	12.332	12.650	12.014	-0.318	-3	28,024,605	-100
accum	5/22/06	4/23/24	6547	days out of 6687 invested (98%)							280,146		28,024,605	56

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	4/23/24	1	12.33	12.65	12.01	-0.32	-2.58	15,398.85
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