Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		CAC Mid 60	13,272.000	8/12	-0.08	13,571.100	-2.20	13,837.700	-266.600	-1.93	-1.95
	L	Elior	3.192	8/12	3.30	2.794	14.24	2.932	-0.138	-4.71	32.19
	L	Neoen	38.380	8/12	-0.10	37.340	2.79	30.280	7.060	23.32	31.70
	L	Eramet	72.350	8/12	5.24	97.700	-25.95	71.500	26.200	36.64	31.07
		Nexans	119.200	8/12	0.08	104.500	14.07	79.250	25.250	31.86	25.72
		ID Logistics	433.000	8/12	0.70	370.000	17.03	307.000	63.000	20.52	22.52
	L	Fnac Darty	26.250	8/12	-0.19	30.150	-12.94	27.500	2.650	9.64	20.57
	L	Imerys	29.280	8/12	0.21	34.060	-14.03	28.480	5.580	19.59	17.03
		Ipsos	55.600	8/12	-0.36	58.100	-4.30	56.750	1.350	2.38	15.59
		Mercialys	11.680	8/12	-0.85	10.400	12.31	9.945	0.455	4.58	14.99
		Virbac	341.500	8/12	0.59	337.500	1.19	359.500	-22.000	-6.12	12.60
		Rubis	27.460	8/12	0.22	26.880	2.16	22.500	4.380	19.47	11.62
		Vallourec	13.370	8/12	-0.59	14.700	-9.05	14.025	0.675	4.81	11.54
		elis	21.120	8/12	0.67	20.560	2.72	18.890	1.670	8.84	10.16
		SPIE	33.680	8/12	0.54	35.000	-3.77	28.300	6.700	23.67	10.09
		Eurazeo	67.850	8/12	0.97	74.000	-8.31	71.850	2.150	2.99	9.53
		VusionGroup	134.000	8/12	0.15	135.000	-0.74	135.800	-0.800	-0.59	8.59
	L	Ipsen	103.900	8/12	0.78	113.500	-8.46	107.900	5.600	5.19	8.20
	L	Voltalia	10.180	8/12	-0.97	9.180	10.89	10.420	-1.240	-11.90	7.16
		JCDecaux	18.000	8/12	-0.50	18.640	-3.43	18.200	0.440	2.42	6.44
		Carmila	16.460	8/12	0.61	15.900	3.52	15.580	0.320	2.05	5.17
		Amundi	64.050	8/12	0.63	61.950	3.39	61.600	0.350	0.57	4.65
		Bic	56.900	8/12	-1.90	55.800	1.97	62.850	-7.050	-11.22	4.53
		Verallia	26.280	8/12	-1.13	34.200	-23.16	34.860	-0.660	-1.89	3.08
		Coface	13.810	8/12	0.88	13.340	3.52	11.840	1.500	12.67	2.45
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		TF1	7.820	8/12		7.670	1.96	7.135	0.535	7.50	1.69
		Covivio	47.540	8/12	-0.50	44.720	6.31	48.680	-3.960	-8.13	1.11
		Bolloré	5.755	8/12	-1.62	5.550	3.69	5.655	-0.105	-1.86	0.61
		SEB	88.350	8/12	-0.67	98.250	-10.08	113.000	-14.750	-13.05	0.59
	S	Wendel	85.150	8/12	-0.70	83.450	2.04	80.650	2.800	3.47	-0.70
	S	GTT	126.400	8/12	0.16	122.000	3.61	119.900	2.100	1.75	-1.35
	S	Argan	75.500	8/12	0.53	74.000	2.03	84.100	-10.100	-12.01	-3.29
		Technip Energies	20.580	8/12	-0.68	20.960	-1.81	21.160	-0.200	-0.95	-4.44
		Mersen	30.500	8/12	-1.45	32.650	-6.58	35.200	-2.550	-7.24	-4.47
		Dassault Aviation	189.500	8/12	-0.52	171.200	10.69	179.200	-8.000	-4.46	-4.70
		Métropole TV	11.780	8/12	0.17	12.220	-3.60	12.940	-0.720	-5.56	-5.43
		Derichebourg	4.556	8/12	0.80	4.390	3.78	5.080	-0.690	-13.58	-5.62
	S	Lectra	25.700	8/12	-0.96	28.400	-9.51	31.550	-3.150	-9.98	-5.99
		Aéroports de Paris	112.100	8/12	-0.62	114.900	-2.44	117.200	-2.300	-1.96	-6.19
	S	Sopra Steria	164.400	8/12	-1.38	189.400	-13.20	197.800	-8.400	-4.25	-6.61
	S	FDJ	35.320	8/12	0.40	31.760	11.21	32.840	-1.080	-3.29	-7.93
	L	Viridien	37.070	8/12	-0.83	0.497	7,355.75	0.598	-0.101	-16.86	-11.49
	S	Scor	17.130	8/12	1.06	24.160	-29.10	26.460	-2.300	-8.69	-11.76
		Bénéteau	8.770	8/12	-2.01	9.970	-12.04	12.480	-2.510	-20.11	-12.17
	S	Aperam	25.060	8/12	-0.63	24.620	1.79	32.880	-8.260	-25.12	-12.57
		Interparfums	44.500	8/12	-1.87	38.400	15.89	50.400	-12.000	-23.81	-14.11
	S	Trigano	102.500	8/12	-0.87	112.400	-8.81	148.300	-35.900	-24.21	-14.82
		Eutelsat	4.228	8/12	2.17	3.874	9.14	4.250	-0.376	-8.85	-15.05
	S	SES	4.692	8/12	0.60	4.890	-4.05	5.960	-1.070	-17.95	-15.14
	S	Alten	96.250	8/12	-0.31	105.300	-8.59	134.600	-29.300	-21.77	-15.56
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	Icade	20.280	8/12	-1.74	20.080	1.00	35.540	-15.460	-43.50	-17.15
		Ayvens	5.840	8/12	-1.02	5.515	5.89	6.445	-0.930	-14.43	-21.95
		Opmobility	8.540	8/12	-1.16	9.300	-8.17	12.000	-2.700	-22.50	-22.39
		X-FAB	5.475	8/12	1.96	6.050	-9.50	10.060	-4.010	-39.86	-23.95
		Clariane	1.854	8/12	-1.64	1.852	0.11	2.404	-0.552	-22.96	-24.37
		Valneva	3.074	8/12	-1.28	3.254	-5.53	4.720	-1.466	-31.06	-30.18
		Nexity	9.725	8/12	-0.77	8.655	12.36	16.850	-8.195	-48.64	-31.06
	S	Solutions 30	1.396	8/12	-0.99	1.530	-8.76	2.666	-1.136	-42.61	-33.50
		Euroapi	3.958	8/12	-3.04	2.544	55.58	5.730	-3.186	-55.60	-42.19
	L	Orpea	9.946	8/12	-42.87	12.312	-19.22	16.900	-4.588	-27.15	-54.60
		Atos	0.851	8/12	-2.21	0.983	-13.41	7.050	-6.067	-86.06	-72.44
CAC Mid 60 - 60 out of 60 instruments rated - 7/01/24 / 1/01/24 - 21 did rise, Market-Ratio(26) = 35.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/06/20	scale up chart	7/01/24

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
					Opmobility	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
					Opmobility	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		Viridien	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	830	301.600	19.390	4,691.210	4,389.610	1,455	4,144,239	4,682
					Orpea	50	131	1,900.500	11.892	303,725.214	301,824.714	15,881	43,683,276	127,390
100							8,649						54,440
long	3/25/24	7/01/24	98		Vallourec	50	1,273,936	17.145	14.700		-2.445	-14	40,568,503	-44
					Eurazeo	50	267,831	81.550	74.000		-7.550	-9	38,546,379	-30
100							-12						-37
short	7/01/24	8/12/24	42		Euroapi	50	7,575,939	2.544	3.958	1.130	-1.414	-56	27,834,001	-100
					Atos	50	19,614,481	0.983	0.851	1.135	0.152	15	30,819,325	250
100							-20						-86
accum	9/18/06	8/12/24	6652	days out of 6911 invested (96%)							308,093		30,819,325	55

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	301.60	19.39	4,691.21	4,389.61	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
Opmobility	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
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
Viridien	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
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	7/01/24	98	17.15	14.70		-2.45	-14.26		-7.13	12.63
Adocia	long	1/26/15	8/24/15	210	63.00	73.65		10.65	16.90		8.45	8.45
Atos	short	7/01/24	8/12/24	42	0.98	0.85	1.13	0.15	15.49		7.74	7.74
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
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
Eurazeo	long	3/25/24	7/01/24	98	81.55	74.00		-7.55	-9.26		-4.63	-4.63
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Soitec	long	4/29/19	3/02/20	308	90.95	73.30		-17.65	-19.41		-9.70	-9.70
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
Euroapi	short	7/01/24	8/12/24	42	2.54	3.96	1.13	-1.41	-55.58		-27.79	-27.79
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

7/31/24	Viridien	reverse split 100:1 (one for one hundred)
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