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	14,545.500	Wed	-0.50	14,519.000	0.18	12,408.200	2,110.800	17.01	4.84
	L	Rubis	32.500	Wed	-0.73	32.820	-0.98	19.930	12.890	64.68	39.50
	L	Vallourec	16.760	Wed		17.105	-2.02	10.770	6.335	58.82	38.78
	L	Eurazeo	84.250	Wed	-0.82	81.950	2.81	51.400	30.550	59.44	27.51
	L	Mercialys	11.080	Wed	-1.69	11.130	-0.45	7.910	3.220	40.71	25.70
	L	Nexans	98.000	Wed	-0.31	96.700	1.34	65.250	31.450	48.20	23.15
		Ipsos	63.300	Wed	0.72	62.000	2.10	42.520	19.480	45.81	20.81
		ID Logistics	348.500	Wed	3.26	336.000	3.72	242.000	94.000	38.84	20.67
		Virbac	360.000	Wed	0.28	357.000	0.84	253.500	103.500	40.83	20.65
	L	elis	21.480	Wed	-0.19	21.460	0.09	15.950	5.510	34.55	18.42
		GTT	130.000	Wed	-2.99	135.100	-3.77	116.800	18.300	15.67	17.90
	L	TF1	8.495	Wed	-1.11	8.595	-1.16	6.760	1.835	27.14	17.88
	L	SPIE	34.000	Wed	1.25	33.560	1.31	25.260	8.300	32.86	17.09
	L	Coface	14.580	Wed	-0.07	14.630	-0.34	11.310	3.320	29.35	15.70
	L	Lectra	33.900	Wed	-0.44	33.300	1.80	22.150	11.150	50.34	15.67
	L	Amundi	64.750	Wed	-0.46	64.500	0.39	50.200	14.300	28.49	13.25
		SEB	112.200	Wed	-4.75	114.800	-2.26	87.950	26.850	30.53	13.11
	L	Métropole TV	14.460	Wed	-0.41	14.480	-0.14	12.020	2.460	20.47	12.79
	L	Fnac Darty	30.500	Wed	-1.13	31.400	-2.87	21.860	9.540	43.64	12.43
	L	Dassault Aviation	205.400	Wed	-0.10	202.000	1.68	184.400	17.600	9.54	12.31
		Carmila	16.360	Wed	-0.73	16.500	-0.85	13.000	3.500	26.92	11.73
	L	JCDecaux	19.440	Wed	-1.02	19.310	0.67	15.340	3.970	25.88	10.12
	L	Wendel	93.700	Wed	-0.69	93.750	-0.05	72.150	21.600	29.94	9.59
		Sopra Steria	217.600	Wed	0.18	213.600	1.87	173.000	40.600	23.47	9.49
		Bolloré	6.220	Wed	-0.48	6.195	0.40	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	22.520	Wed	-2.26	22.800	-1.23	20.360	2.440	11.98	9.01
		Bic	65.800	Wed	1.86	65.100	1.08	58.450	6.650	11.38	8.71
	L	Neoen	29.420	Wed	0.82	29.100	1.10	23.480	5.620	23.94	7.90
		Scor	30.740	Wed	0.46	29.520	4.13	27.620	1.900	6.88	7.32
		Argan	72.400	Wed	-8.01	78.700	-8.01	62.500	16.200	25.92	7.07
		Trigano	144.000	Wed		143.000	0.70	129.300	13.700	10.60	5.46
	L	Eramet	76.150	Wed	1.13	75.350	1.06	60.700	14.650	24.14	3.31
	L	Ipsen	112.300	Wed	0.81	112.500	-0.18	114.700	-2.200	-1.92	1.99
		Elior	2.392	Wed	-0.66	2.406	-0.58	1.629	0.777	47.70	1.62
		FDJ	34.960	Wed	-0.63	35.160	-0.57	29.920	5.240	17.51	1.40
	L	Imerys	29.860	Wed	-1.06	30.080	-0.73	24.380	5.700	23.38	1.01
	L	Covivio	44.840	Wed		44.400	0.99	37.000	7.400	20.00	0.26
		VusionGroup	135.300	Wed	5.37	122.100	10.81	104.400	17.700	16.95	0.10
	L	Verallia	33.960	Wed	-0.70	34.340	-1.11	31.900	2.440	7.65	-2.00
		SES	5.530	Wed	-2.30	5.665	-2.38	5.445	0.220	4.04	-2.55
		Aéroports de Paris	118.700	Wed	0.25	118.400	0.25	102.200	16.200	15.85	-2.81
	S	Alten	130.400	Wed	-0.61	129.500	0.69	111.400	18.100	16.25	-2.98
	L	Bénéteau	12.620	Wed	-0.32	12.380	1.94	11.260	1.120	9.95	-4.68
		Aperam	27.520	Wed	1.85	27.520		25.110	2.410	9.60	-5.45
		Mersen	34.500	Wed	0.15	34.200	0.88	33.200	1.000	3.01	-6.24
	L	Interparfums	51.500	Wed	1.18	49.250	4.57	46.750	2.500	5.35	-9.90
	L	Plastic Omnium	11.700	Wed	-2.42	11.980	-2.34	13.220	-1.240	-9.38	-10.07
		Derichebourg	3.968	Wed	-2.41	4.002	-0.85	4.250	-0.248	-5.84	-16.84
	L	Eutelsat	3.796	Wed	1.23	3.856	-1.56	4.280	-0.424	-9.91	-18.17
	L	ALD	6.040	Wed	-0.49	6.060	-0.33	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	1.922	Wed	0.10	1.858	3.44	1.531	0.327	21.36	-20.88
		CGG	0.421	Wed	-4.15	0.441	-4.67	0.637	-0.196	-30.78	-23.80
	S	Icade	24.760	Wed	-1.67	24.800	-0.16	28.640	-3.840	-13.41	-23.96
		Voltalia	7.650	Wed	-2.55	7.590	0.79	8.090	-0.500	-6.18	-24.67
		Valneva	3.588	Wed	-3.55	3.710	-3.29	5.196	-1.486	-28.60	-25.01
	S	X-FAB	7.030	Wed	7.00	6.545	7.41	8.920	-2.375	-26.63	-26.58
	S	Nexity	9.660	Wed	-0.82	9.670	-0.10	13.070	-3.400	-26.01	-33.81
	L	Clariane	1.620	Wed	-2.64	1.656	-2.17	5.085	-3.429	-67.43	-47.77
	S	Euroapi	2.686	Wed	-2.75	2.750	-2.33	4.804	-2.054	-42.76	-56.37
		Atos	1.990	Wed	2.68	1.917	3.84	4.637	-2.721	-58.67	-60.91
	L	Orpea	12.446	Wed	-1.61	12.332	0.92	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 (2)

													⇐
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	50	750	6.660	7.240	6.080	-0.580	-9	9,565	-45
					Vantiva	50	1	2,622.050	2,944.780	2,299.320	-322.730	-12	9,242	-58
100							-10						-49
long	11/13/06	8/20/07	280		Air France-KLM	50	14	319.800	273.000		-46.800	-15	8,587	-19
					Vallourec	50	1	4,142.000	3,554.600		-587.400	-14	8,000	-18
100							-14						-18
short	8/20/07	9/03/07	14		Maurel et Prom	50	294	13.600	14.450	12.750	-0.850	-6	7,750	-81
					TF1	50	201	19.880	21.380	18.380	-1.500	-8	7,448	-87
100							-7						-84
long	9/03/07	9/24/07	21		Aéroports de Paris	50	44	84.510	78.960		-5.550	-7	7,204	-69
					Ubisoft	50	164	22.670	22.790		0.120	1	7,224	10
100							-3						-41
short	9/24/07	5/18/09	602		Air France-KLM	50	14	243.700	96.510	615.373	371.673	153	12,427	75
					Nexity	50	88	43.200	22.505	82.926	39.726	92	15,923	48
100							121						62
long	5/18/09	7/05/10	413		Maurel et Prom	50	642	12.390	9.411		-2.979	-24	14,011	-22
					Nexity	50	354	22.505	23.410		0.905	4	14,331	4
100							-10						-9
short	7/05/10	8/09/10	35		Vantiva	50	59	120.879	110.133	132.674	11.795	10	15,027	164
					Ubisoft	50	1,154	6.237	7.574	4.900	-1.337	-21	13,484	-92
100							-6						-47
long	8/09/10	10/04/10	56		Montupet	50	1,140	5.910	6.070		0.160	3	13,666	19
					Plastic Omnium	50	1,538	4.386	4.333		-0.053	-1	13,585	-8
100							1						5
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/04/10	11/08/10	35		Ipsen	50	283	23.975	24.330	23.620	-0.355	-1	13,484	-14
					Vantiva	50	63	106.488	120.474	92.502	-13.986	-13	12,603	-77
100							-7						-55
long	11/08/10	8/01/11	266		Montupet	50	837	7.520	6.750		-0.770	-10	11,959	-14
					Plastic Omnium	50	1,287	4.899	7.919		3.020	62	15,845	93
100							26						37
short	8/01/11	2/06/12	189		Air France-KLM	50	98	80.510	51.200	126.599	46.089	57	20,362	140
					Genfit	50	2,741	2.902	2.902	2.902	0.000	0	20,362	0
100							29						62
long	2/06/12	4/23/12	77		Innate Pharma	50	4,735	2.150	1.530		-0.620	-29	17,426	-80
					Rémy Cointreau	50	145	69.950	78.440		8.490	12	18,657	72
100							-8						-34
short	4/23/12	5/21/12	28		Air France-KLM	50	283	32.890	34.450	31.330	-1.560	-5	18,216	-47
					Vantiva	50	262	35.640	37.476	33.804	-1.836	-5	17,735	-50
100							-5						-48
long	5/21/12	7/23/12	63		Eurofins Scientific	50	983	9.016	10.175		1.159	13	18,874	102
					Rémy Cointreau	50	109	80.730	90.880		10.150	13	19,981	99
100							13						100
short	7/23/12	10/08/12	77		CNP Assurances	50	1,295	7.710	10.210	5.210	-2.500	-32	16,743	-84
					Nexans	50	357	27.937	31.066	24.808	-3.129	-11	15,626	-43
100							-22						-69
long	10/08/12	8/18/14	679		Eurofins Scientific	50	634	12.320	22.530		10.210	83	22,099	38
					Montupet	50	1,223	6.390	48.590		42.200	660	73,710	198
100							372						130
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/18/14	1/26/15	161		CGG	50	172	214.112	164.224	279.155	65.043	30	84,897	82
					Ipsos	50	1,763	20.915	22.955	18.875	-2.040	-10	81,301	-21
100							10						25
long	1/26/15	8/24/15	210		SFR	50	892	45.535	43.680		-1.855	-4	79,646	-7
					Adocia	50	645	63.000	73.650		10.650	17	86,515	31
100							6						11
short	8/24/15	7/18/16	329		Vallourec	50	99	434.800	142.800	1,323.887	889.087	204	174,535	244
					Maurel et Prom	50	10,399	4.180	2.870	6.088	1.908	46	194,375	52
100							125						145
long	7/18/16	7/02/18	714		Ipsos	50	3,652	26.610	28.320		1.710	6	200,620	3
					Ubisoft	50	2,858	34.000	92.000		58.000	171	366,384	66
100							89						38
short	7/02/18	4/29/19	301		Nexans	50	6,414	28.560	31.070	26.050	-2.510	-9	350,285	-11
					Vantiva	50	6,639	27.594	28.863	26.325	-1.269	-5	341,860	-6
100							-7						-8
long	4/29/19	3/02/20	308		Altran Technologies	50	14,665	11.655	14.510		2.855	24	383,729	30
					Soitec	50	1,879	90.950	73.300		-17.650	-19	350,564	-23
100							3						3
short	3/02/20	9/14/20	196		Ipsen	50	3,001	58.400	90.900	25.900	-32.500	-56	253,032	-78
					Vantiva	50	26,941	6.507	2.765	15.316	8.809	135	490,355	392
100							40						87
long	9/14/20	12/13/21	455		Trigano	50	2,173	112.800	157.100		44.300	39	586,619	30
					Sartorius Stedim	50	867	282.800	468.500		185.700	66	747,621	50
100							52						40
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	12/13/21	1/10/22	28		Vallourec	50	45,392	8.235	8.725	7.745	-0.490	-6	725,379	-55
					DBV Technologies	50	77,187	4.843	3.006	7.803	2.960	61	953,821	50,021
100							28						2,293
long	1/10/22	1/24/22	14		Derichebourg	50	42,810	11.140	10.760		-0.380	-3	937,554	-60
					CNP Assurances	50	21,897	21.780	21.760		-0.020	0	937,116	-2
100							-2						-37
short	1/24/22	1/02/23	343		Vallourec	50	61,692	7.595	12.680	2.510	-5.085	-67	623,412	-69
					DBV Technologies	50	179,526	2.610	3.122	2.098	-0.512	-20	531,494	-21
100							-43						-45
long	1/02/23	7/10/23	189		Verallia	50	8,320	31.940	33.780		1.840	6	546,803	11
					Ipsos	50	4,504	59.000	48.800		-10.200	-17	500,862	-31
100							-6						-11
short	7/10/23	3/25/24	259		Casino Guichard	50	83,034	3.016	0.194	46.912	43.896	1,455	4,145,731	4,682
					Orpea	50	131	1,900.500	11.892	303,725.214	301,824.714	15,881	43,684,769	127,390
100							8,647						54,427
long	3/25/24	4/24/24	30		Vallourec	50	1,273,979	17.145	16.760		-0.385	-2	43,194,287	-24
					Eurazeo	50	267,840	81.550	84.250		2.700	3	43,917,455	49
100							1						7
accum	9/18/06	4/24/24	6429	days out of 6688 invested (96%)							439,075		43,917,455	61

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Orpea	short	7/10/23	3/25/24	259	1,900.50	11.89	303,725.21	301,824.71	15,881.33	50	7,940.67	7,940.67
Casino Guichard	short	7/10/23	3/25/24	259	3.02	0.19	46.91	43.90	1,455.44		727.72	727.72
Montupet	long	8/09/10	10/04/10	56	5.91	6.07		0.16	2.71		1.35
	long	11/08/10	8/01/11	266	7.52	6.75		-0.77	-10.24		-5.12
	long	10/08/12	8/18/14	679	6.39	48.59		42.20	660.41		330.20	313.70
Air France-KLM	long	11/13/06	8/20/07	280	319.80	273.00		-46.80	-14.63		-7.32
	short	9/24/07	5/18/09	602	243.70	96.51	615.37	371.67	152.51		76.26
	short	8/01/11	2/06/12	189	80.51	51.20	126.60	46.09	57.25		28.62
	short	4/23/12	5/21/12	28	32.89	34.45	31.33	-1.56	-4.74		-2.37	105.13
Ubisoft	long	9/03/07	9/24/07	21	22.67	22.79		0.12	0.53		0.26
	short	7/05/10	8/09/10	35	6.24	7.57	4.90	-1.34	-21.44		-10.72
	long	7/18/16	7/02/18	714	34.00	92.00		58.00	170.59		85.29	65.87
Eurofins Scientific	long	5/21/12	7/23/12	63	9.02	10.18		1.16	12.85		6.43
	long	10/08/12	8/18/14	679	12.32	22.53		10.21	82.87		41.44	50.53
Nexity	short	9/24/07	5/18/09	602	43.20	22.51	82.93	39.73	91.96		45.98
	long	5/18/09	7/05/10	413	22.51	23.41		0.91	4.02		2.01	48.91
Vantiva	short	9/18/06	11/13/06	56	2,622.05	2,944.78	2,299.32	-322.73	-12.31		-6.15
	short	7/05/10	8/09/10	35	120.88	110.13	132.67	11.79	9.76		4.88
	short	10/04/10	11/08/10	35	106.49	120.47	92.50	-13.99	-13.13		-6.57
	short	4/23/12	5/21/12	28	35.64	37.48	33.80	-1.84	-5.15		-2.58
	short	7/02/18	4/29/19	301	27.59	28.86	26.33	-1.27	-4.60		-2.30
	short	3/02/20	9/14/20	196	6.51	2.76	15.32	8.81	135.38		67.69	46.78
Sartorius Stedim	long	9/14/20	12/13/21	455	282.80	468.50		185.70	65.66		32.83	32.83
Plastic Omnium	long	8/09/10	10/04/10	56	4.39	4.33		-0.05	-1.21		-0.60
	long	11/08/10	8/01/11	266	4.90	7.92		3.02	61.65		30.82	30.03
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Vallourec	long	11/13/06	8/20/07	280	4,142.00	3,554.60		-587.40	-14.18		-7.09
	short	8/24/15	7/18/16	329	434.80	142.80	1,323.89	889.09	204.48		102.24
	short	12/13/21	1/10/22	28	8.24	8.73	7.75	-0.49	-5.95		-2.98
	short	1/24/22	1/02/23	343	7.60	12.68	2.51	-5.09	-66.95		-33.48
	long	3/25/24	4/24/24	30	17.15	16.76		-0.38	-2.25		-1.12	19.92
Trigano	long	9/14/20	12/13/21	455	112.80	157.10		44.30	39.27		19.64	19.64
DBV Technologies	short	12/13/21	1/10/22	28	4.84	3.01	7.80	2.96	61.11		30.56
	short	1/24/22	1/02/23	343	2.61	3.12	2.10	-0.51	-19.62		-9.81	17.75
CGG	short	8/18/14	1/26/15	161	214.11	164.22	279.16	65.04	30.38		15.19	15.19
Rémy Cointreau	long	2/06/12	4/23/12	77	69.95	78.44		8.49	12.14		6.07
	long	5/21/12	7/23/12	63	80.73	90.88		10.15	12.57		6.29	12.74
Adocia	long	1/26/15	8/24/15	210	63.00	73.65		10.65	16.90		8.45	8.45
Altran Technologies	short	9/18/06	11/13/06	56	6.66	7.24	6.08	-0.58	-8.71		-4.35
	long	4/29/19	3/02/20	308	11.66	14.51		2.86	24.50		12.25	7.36
Maurel et Prom	short	8/20/07	9/03/07	14	13.60	14.45	12.75	-0.85	-6.25		-3.13
	long	5/18/09	7/05/10	413	12.39	9.41		-2.98	-24.04		-12.02
	short	8/24/15	7/18/16	329	4.18	2.87	6.09	1.91	45.64		22.82	4.68
Verallia	long	1/02/23	7/10/23	189	31.94	33.78		1.84	5.76		2.88	2.88
Eurazeo	long	3/25/24	4/24/24	30	81.55	84.25		2.70	3.31		1.66	1.66
Genfit	short	8/01/11	2/06/12	189	2.90	2.90	2.90	0.00	0.00		0.00	0.00
Derichebourg	long	1/10/22	1/24/22	14	11.14	10.76		-0.38	-3.41		-1.71	-1.71
SFR	long	1/26/15	8/24/15	210	45.54	43.68		-1.86	-4.07		-2.04	-2.04
Aéroports de Paris	long	9/03/07	9/24/07	21	84.51	78.96		-5.55	-6.57		-3.28	-3.28
TF1	short	8/20/07	9/03/07	14	19.88	21.38	18.38	-1.50	-7.55		-3.77	-3.77
Soitec	long	4/29/19	3/02/20	308	90.95	73.30		-17.65	-19.41		-9.70	-9.70
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Nexans	short	7/23/12	10/08/12	77	27.94	31.07	24.81	-3.13	-11.20		-5.60
	short	7/02/18	4/29/19	301	28.56	31.07	26.05	-2.51	-8.79		-4.39	-9.75
Ipsos	short	8/18/14	1/26/15	161	20.92	22.96	18.88	-2.04	-9.75		-4.88
	long	7/18/16	7/02/18	714	26.61	28.32		1.71	6.43		3.21
	long	1/02/23	7/10/23	189	59.00	48.80		-10.20	-17.29		-8.64	-10.31
Innate Pharma	long	2/06/12	4/23/12	77	2.15	1.53		-0.62	-28.84		-14.42	-14.42
CNP Assurances	short	7/23/12	10/08/12	77	7.71	10.21	5.21	-2.50	-32.43		-16.21
	long	1/10/22	1/24/22	14	21.78	21.76		-0.02	-0.09		-0.05	-16.25
Ipsen	short	10/04/10	11/08/10	35	23.98	24.33	23.62	-0.36	-1.48		-0.74
	short	3/02/20	9/14/20	196	58.40	90.90	25.90	-32.50	-55.65		-27.83	-28.36

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