Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 4/22/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	∅-RS
	L	CAC Mid 60	14,413.300	16:05	-0.91	14,519.000	-0.73	12,408.200	2,110.800	17.01	4.84
	L	Rubis	32.260	15:35	-0.74	32.820	-1.71	19.930	12.890	64.68	39.50
	L	Vallourec	16.465	15:35	-1.76	17.105	-3.74	10.770	6.335	58.82	38.78
	L	Eurazeo	82.350	15:35	-2.26	81.950	0.49	51.400	30.550	59.44	27.51
	L	Mercialys	11.050	15:35	-0.27	11.130	-0.72	7.910	3.220	40.71	25.70
	L	Nexans	96.450	15:35	-1.58	96.700	-0.26	65.250	31.450	48.20	23.15
		Ipsos	62.700	15:35	-0.95	62.000	1.13	42.520	19.480	45.81	20.81
		ID Logistics	342.000	15:35	-1.87	336.000	1.79	242.000	94.000	38.84	20.67
		Virbac	346.500	15:38	-3.75	357.000	-2.94	253.500	103.500	40.83	20.65
	L	elis	21.440	15:35	-0.19	21.460	-0.09	15.950	5.510	34.55	18.42
		GTT	129.300	15:35	-0.54	135.100	-4.29	116.800	18.300	15.67	17.90
	L	TF1	8.470	15:35	-0.24	8.595	-1.45	6.760	1.835	27.14	17.88
	L	SPIE	34.200	15:35	0.59	33.560	1.91	25.260	8.300	32.86	17.09
	L	Coface	14.460	15:35	-0.82	14.630	-1.16	11.310	3.320	29.35	15.70
	L	Lectra	32.850	15:36	-3.10	33.300	-1.35	22.150	11.150	50.34	15.67
	L	Amundi	63.650	15:35	-1.70	64.500	-1.32	50.200	14.300	28.49	13.25
		SEB	111.200	15:38	-0.89	114.800	-3.14	87.950	26.850	30.53	13.11
	L	Métropole TV	14.320	15:35	-0.97	14.480	-1.10	12.020	2.460	20.47	12.79
	L	Fnac Darty	32.300	15:35	5.90	31.400	2.87	21.860	9.540	43.64	12.43
	L	Dassault Aviation	201.800	15:37	-1.75	202.000	-0.10	184.400	17.600	9.54	12.31
		Carmila	16.760	15:35	2.44	16.500	1.58	13.000	3.500	26.92	11.73
	L	JCDecaux	19.450	15:35	0.05	19.310	0.73	15.340	3.970	25.88	10.12
	L	Wendel	93.500	15:35	-0.21	93.750	-0.27	72.150	21.600	29.94	9.59
		Sopra Steria	213.800	15:35	-1.75	213.600	0.09	173.000	40.600	23.47	9.49
		Bolloré	6.190	15:35	-0.48	6.195	-0.08	5.030	1.165	23.16	9.38
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	∅-RS
	L	Technip Energies	22.480	15:35	-0.18	22.800	-1.40	20.360	2.440	11.98	9.01
		Bic	64.900	15:35	-1.37	65.100	-0.31	58.450	6.650	11.38	8.71
	L	Neoen	29.360	15:35	-0.20	29.100	0.89	23.480	5.620	23.94	7.90
		Scor	30.260	15:35	-1.56	29.520	2.51	27.620	1.900	6.88	7.32
		Argan	71.600	15:35	-1.10	78.700	-9.02	62.500	16.200	25.92	7.07
		Trigano	143.000	15:35	-0.69	143.000		129.300	13.700	10.60	5.46
	L	Eramet	79.300	15:35	4.14	75.350	5.24	60.700	14.650	24.14	3.31
	L	Ipsen	112.300	15:35		112.500	-0.18	114.700	-2.200	-1.92	1.99
		Elior	2.354	15:35	-1.59	2.406	-2.16	1.629	0.777	47.70	1.62
		FDJ	34.500	15:35	-1.32	35.160	-1.88	29.920	5.240	17.51	1.40
	L	Imerys	29.760	15:35	-0.33	30.080	-1.06	24.380	5.700	23.38	1.01
	L	Covivio	44.840	15:35		44.400	0.99	37.000	7.400	20.00	0.26
		VusionGroup	133.500	15:35	-1.33	122.100	9.34	104.400	17.700	16.95	0.10
	L	Verallia	35.560	15:37	4.71	34.340	3.55	31.900	2.440	7.65	-2.00
		SES	5.450	15:35	-1.45	5.665	-3.80	5.445	0.220	4.04	-2.55
		Aéroports de Paris	116.900	15:35	-1.52	118.400	-1.27	102.200	16.200	15.85	-2.81
	S	Alten	128.900	15:35	-1.15	129.500	-0.46	111.400	18.100	16.25	-2.98
	L	Bénéteau	12.300	15:35	-2.54	12.380	-0.65	11.260	1.120	9.95	-4.68
		Aperam	27.360	15:35	-0.58	27.520	-0.58	25.110	2.410	9.60	-5.45
		Mersen	34.750	15:35	0.72	34.200	1.61	33.200	1.000	3.01	-6.24
	L	Interparfums	48.400	15:35	-6.02	49.250	-1.73	46.750	2.500	5.35	-9.90
	L	Plastic Omnium	11.600	15:35	-0.85	11.980	-3.17	13.220	-1.240	-9.38	-10.07
		Derichebourg	3.858	15:35	-2.77	4.002	-3.60	4.250	-0.248	-5.84	-16.84
	L	Eutelsat	3.762	15:35	-0.90	3.856	-2.44	4.280	-0.424	-9.91	-18.17
	L	ALD	5.865	15:35	-2.90	6.060	-3.22	6.255	-0.195	-3.12	-18.21
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	∅-RS
	S	Solutions 30	1.871	15:35	-2.65	1.858	0.70	1.531	0.327	21.36	-20.88
		CGG	0.412	15:35	-2.00	0.441	-6.57	0.637	-0.196	-30.78	-23.80
	S	Icade	24.460	15:36	-1.21	24.800	-1.37	28.640	-3.840	-13.41	-23.96
		Voltalia	8.040	15:37	5.10	7.590	5.93	8.090	-0.500	-6.18	-24.67
		Valneva	3.446	15:35	-3.96	3.710	-7.12	5.196	-1.486	-28.60	-25.01
	S	X-FAB	6.550	15:35	-6.83	6.545	0.08	8.920	-2.375	-26.63	-26.58
	S	Nexity	9.535	15:35	-1.29	9.670	-1.40	13.070	-3.400	-26.01	-33.81
	L	Clariane	1.584	15:35	-2.22	1.656	-4.35	5.085	-3.429	-67.43	-47.77
	S	Euroapi	2.596	15:35	-3.35	2.750	-5.60	4.804	-2.054	-42.76	-56.37
		Atos	1.891	15:38	-5.00	1.917	-1.36	4.637	-2.721	-58.67	-60.91
	L	Orpea	11.930	15:35	-4.18	12.332	-3.26	1,170.000	-1,157.668	-98.95	-62.96
CAC Mid 60 - 60 out of 60 instruments rated - 4/22/24 / 10/23/23 - 45 did rise, Market-Ratio(26) = 75.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Mid 60 RS = 26 - B/S = 60/40

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

Transactions CAC Mid 60 * 26 - 60/40 (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		9/18/06	259		- cash -
short	9/18/06	11/13/06	56		Altran Technologies	100	1,501	6.660	7.240	6.080	-0.580	-9	9,129	-45
long	11/13/06	8/20/07	280		Air France-KLM	100	28	319.800	273.000		-46.800	-15	7,819	-19
short	8/20/07	9/03/07	14		TF1	100	393	19.880	21.380	18.380	-1.500	-8	7,230	-87
long	9/03/07	9/24/07	21		Ubisoft	100	318	22.670	22.790		0.120	1	7,268	10
short	9/24/07	5/18/09	602		Nexity	100	168	43.200	22.505	82.926	39.726	92	13,942	48
long	5/18/09	7/05/10	413		Nexity	100	619	22.505	23.410		0.905	4	14,502	4
short	7/05/10	8/09/10	35		Ubisoft	100	2,325	6.237	7.574	4.900	-1.337	-21	11,393	-92
long	8/09/10	10/04/10	56		Plastic Omnium	100	2,597	4.386	4.333		-0.053	-1	11,256	-8
short	10/04/10	11/08/10	35		Vantiva	100	105	106.488	120.474	92.502	-13.986	-13	9,787	-77
long	11/08/10	8/01/11	266		Montupet	100	1,301	7.520	6.750		-0.770	-10	8,785	-14
short	8/01/11	2/06/12	189		Genfit	100	3,027	2.902	2.902	2.902	0.000	0	8,785	0
long	2/06/12	4/23/12	77		Innate Pharma	100	4,086	2.150	1.530		-0.620	-29	6,252	-80
short	4/23/12	5/21/12	28		Air France-KLM	100	190	32.890	34.450	31.330	-1.560	-5	5,956	-47
long	5/21/12	7/23/12	63		Eurofins Scientific	100	660	9.016	10.175		1.159	13	6,721	102
short	7/23/12	10/08/12	77		Nexans	100	240	27.937	31.066	24.808	-3.129	-11	5,970	-43
long	10/08/12	8/18/14	679		Eurofins Scientific	100	484	12.320	22.530		10.210	83	10,911	38
short	8/18/14	1/26/15	161		CGG	100	50	214.112	164.224	279.155	65.043	30	14,163	82
long	1/26/15	8/24/15	210		Adocia	100	224	63.000	73.650		10.650	17	16,549	31
short	8/24/15	7/18/16	329		Vallourec	100	38	434.800	142.800	1,323.887	889.087	204	50,334	244
long	7/18/16	7/02/18	714		Ubisoft	100	1,480	34.000	92.000		58.000	171	136,174	66
short	7/02/18	4/29/19	301		Vantiva	100	4,934	27.594	28.863	26.325	-1.269	-5	129,913	-6
long	4/29/19	3/02/20	308		Soitec	100	1,428	90.950	73.300		-17.650	-19	104,709	-23
short	3/02/20	9/14/20	196		Vantiva	100	16,091	6.507	2.765	15.316	8.809	135	246,454	392
long	9/14/20	12/13/21	455		Sartorius Stedim	100	871	282.800	468.500		185.700	66	408,199	50
short	12/13/21	1/10/22	28		DBV Technologies	100	84,286	4.843	3.006	7.803	2.960	61	657,652	50,021
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	1/10/22	1/24/22	14		CNP Assurances	100	30,195	21.780	21.760		-0.020	0	657,048	-2
short	1/24/22	1/02/23	343		DBV Technologies	100	251,742	2.610	3.122	2.098	-0.512	-20	528,156	-21
long	1/02/23	7/10/23	189		Ipsos	100	8,951	59.000	48.800		-10.200	-17	436,856	-31
short	7/10/23	3/25/24	259		Casino Guichard	100	144,846	3.016	0.194	46.912	43.896	1,455	6,795,030	4,682
long	3/25/24	4/25/24	31		Vallourec	100	396,327	17.145	16.465		-0.680	-4	6,525,528	-38
accum	9/18/06	4/25/24	6429	days out of 6688 invested (96%)							65,155		6,525,528	44

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Casino Guichard	short	7/10/23	3/25/24	259	3.02	0.19	46.91	43.90	1,455.44	1,455.44
Vallourec	short	8/24/15	7/18/16	329	434.80	142.80	1,323.89	889.09	204.48
	long	3/25/24	4/25/24	31	17.15	16.47		-0.68	-3.97	192.41
Ubisoft	long	9/03/07	9/24/07	21	22.67	22.79		0.12	0.53
	short	7/05/10	8/09/10	35	6.24	7.57	4.90	-1.34	-21.44
	long	7/18/16	7/02/18	714	34.00	92.00		58.00	170.59	113.71
Eurofins Scientific	long	5/21/12	7/23/12	63	9.02	10.18		1.16	12.85
	long	10/08/12	8/18/14	679	12.32	22.53		10.21	82.87	106.38
Nexity	short	9/24/07	5/18/09	602	43.20	22.51	82.93	39.73	91.96
	long	5/18/09	7/05/10	413	22.51	23.41		0.91	4.02	99.68
Vantiva	short	10/04/10	11/08/10	35	106.49	120.47	92.50	-13.99	-13.13
	short	7/02/18	4/29/19	301	27.59	28.86	26.33	-1.27	-4.60
	short	3/02/20	9/14/20	196	6.51	2.76	15.32	8.81	135.38	95.06
Sartorius Stedim	long	9/14/20	12/13/21	455	282.80	468.50		185.70	65.66	65.66
CGG	short	8/18/14	1/26/15	161	214.11	164.22	279.16	65.04	30.38	30.38
DBV Technologies	short	12/13/21	1/10/22	28	4.84	3.01	7.80	2.96	61.11
	short	1/24/22	1/02/23	343	2.61	3.12	2.10	-0.51	-19.62	29.51
Adocia	long	1/26/15	8/24/15	210	63.00	73.65		10.65	16.90	16.90
Genfit	short	8/01/11	2/06/12	189	2.90	2.90	2.90	0.00	0.00	0.00
CNP Assurances	long	1/10/22	1/24/22	14	21.78	21.76		-0.02	-0.09	-0.09
Plastic Omnium	long	8/09/10	10/04/10	56	4.39	4.33		-0.05	-1.21	-1.21
TF1	short	8/20/07	9/03/07	14	19.88	21.38	18.38	-1.50	-7.55	-7.55
Altran Technologies	short	9/18/06	11/13/06	56	6.66	7.24	6.08	-0.58	-8.71	-8.71
Montupet	long	11/08/10	8/01/11	266	7.52	6.75		-0.77	-10.24	-10.24
Nexans	short	7/23/12	10/08/12	77	27.94	31.07	24.81	-3.13	-11.20	-11.20
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Ipsos	long	1/02/23	7/10/23	189	59.00	48.80		-10.20	-17.29	-17.29
Air France-KLM	long	11/13/06	8/20/07	280	319.80	273.00		-46.80	-14.63
	short	4/23/12	5/21/12	28	32.89	34.45	31.33	-1.56	-4.74	-18.68
Soitec	long	4/29/19	3/02/20	308	90.95	73.30		-17.65	-19.41	-19.41
Innate Pharma	long	2/06/12	4/23/12	77	2.15	1.53		-0.62	-28.84	-28.84

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)


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