Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 2/06/23 - RS = 18

		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	10/03/22	prc diff	⇓ Δ18	∅-RS
	L	CAC Mid 60	14,800.200	Wed	0.47	14,770.900	0.20	12,000.400	2,770.500	23.09	6.96
	L	Technip Energies	18.450	Wed	0.11	18.110	1.88	12.105	6.005	49.61	44.09
	L	Verallia	34.380	Wed	0.41	34.100	0.82	23.020	11.080	48.13	34.89
	L	Ipsos	61.300	Wed	0.33	61.300		46.200	15.100	32.68	29.12
		SES imagotag	124.800	Wed	2.80	121.400	2.80	95.600	25.800	26.99	29.10
	L	JCDecaux	21.840	Wed	0.28	21.700	0.65	12.150	9.550	78.60	27.43
	L	Vallourec	13.675	Wed	0.77	13.230	3.36	10.655	2.575	24.17	25.03
	L	elis	16.610	Wed	1.03	16.400	1.28	10.640	5.760	54.14	23.58
		Bic	66.900	Wed	-1.62	67.800	-1.33	63.800	4.000	6.27	21.70
	L	Interparfums	61.400	Wed	-0.16	61.500	-0.16	42.950	18.550	43.19	20.75
	L	Alten	146.100	Wed	-0.20	146.900	-0.54	113.100	33.800	29.89	19.82
	L	Mercialys	10.650	Wed	1.43	10.510	1.33	7.845	2.665	33.97	18.87
	L	Coface	13.160	Wed	1.86	12.920	1.86	9.870	3.050	30.90	18.17
	L	Trigano	128.900	Wed	0.39	130.300	-1.07	95.100	35.200	37.01	17.69
	L	Amundi	62.850	Wed	2.61	62.450	0.64	43.540	18.910	43.43	16.20
	L	Wendel	100.400	Wed	0.70	100.100	0.30	75.050	25.050	33.38	16.05
		Nexans	96.200	Wed	-0.93	100.400	-4.18	92.850	7.550	8.13	15.47
	L	Elior	3.104	Wed	-0.83	3.210	-3.30	1.866	1.344	72.03	14.81
	L	Imerys	40.400	Wed	1.61	39.900	1.25	31.600	8.300	26.27	14.41
	L	SPIE	25.760	Wed	1.34	25.460	1.18	21.680	3.780	17.44	13.85
	L	FDJ	38.910	Wed	0.03	39.310	-1.02	30.680	8.630	28.13	13.38
	L	Aperam	35.830	Wed	-0.42	35.460	1.04	25.290	10.170	40.21	11.26
	L	Eramet	108.200	Wed	-0.09	106.400	1.69	83.700	22.700	27.12	11.22
	L	Derichebourg	6.640	Wed	1.53	6.845	-2.99	4.220	2.625	62.20	9.59
	L	Covivio	65.250	Wed	1.16	65.150	0.15	50.300	14.850	29.52	8.76
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	10/03/22	prc diff	⇓ Δ18	∅-RS
	L	Sopra Steria	160.700	Wed	0.31	162.300	-0.99	130.600	31.700	24.27	8.70
		Dassault Aviation	152.500	Wed	0.73	155.800	-2.12	119.400	36.400	30.49	8.49
	L	SEB	95.450	Wed	0.90	94.650	0.85	62.700	31.950	50.96	7.99
	L	Nexity	27.580	Wed	0.44	27.760	-0.65	20.360	7.400	36.35	7.85
		Bolloré	5.115	Wed	0.10	5.115		4.748	0.367	7.73	5.67
	L	ALD	12.380	Wed	1.81	12.160	1.81	10.000	2.160	21.60	4.99
	L	Plastic Omnium	17.130	Wed	1.00	16.810	1.90	14.000	2.810	20.07	4.85
	L	TF1	7.565	Wed	1.00	7.470	1.27	6.070	1.400	23.06	4.02
	L	Métropole TV	14.500	Wed	0.21	14.700	-1.36	12.450	2.250	18.07	3.11
	L	Rubis	25.880	Wed	0.74	25.430	1.77	21.690	3.740	17.24	3.04
	L	Scor	22.780	Wed	2.15	21.130	7.81	14.740	6.390	43.35	2.46
	L	McPhy Energy	13.690	Wed	2.09	13.845	-1.12	10.500	3.345	31.86	0.50
		Ipsen	98.050	Wed	-0.15	99.200	-1.16	97.450	1.750	1.80	0.34
	L	Eurazeo	64.300	Wed	0.94	63.800	0.78	54.500	9.300	17.06	-0.05
	L	SES	7.078	Wed	-2.10	7.184	-1.48	5.698	1.486	26.08	-0.91
	S	Neoen	36.250	Wed	0.28	36.650	-1.09	35.280	1.370	3.88	-1.30
		Soitec	138.300	Wed	-2.09	145.000	-4.62	120.300	24.700	20.53	-2.18
	L	Icade	45.100	Wed	1.81	44.940	0.36	38.400	6.540	17.03	-3.16
	L	Carmila	14.080	Wed	0.72	14.000	0.57	13.800	0.200	1.45	-3.41
		OVH	14.905	Wed	-1.03	15.050	-0.96	9.970	5.080	50.95	-5.77
	L	Virbac	295.000	Wed	1.37	289.000	2.08	270.500	18.500	6.84	-6.48
	L	Casino Guichard	11.530	Wed	0.96	11.850	-2.70	9.030	2.820	31.23	-6.63
	L	Air France-KLM	1.560	Wed	-1.17	1.600	-2.50	1.242	0.358	28.82	-6.78
	L	Atos	12.450	Wed	1.38	12.180	2.22	8.560	3.620	42.29	-7.77
		Altarea	126.400	Wed		126.000	0.32	127.600	-1.600	-1.25	-8.40
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	10/03/22	prc diff	⇓ Δ18	∅-RS
	L	Fnac Darty	34.860	Wed	0.29	34.980	-0.34	28.560	6.420	22.48	-8.41
		CGG	0.852	Wed	7.09	0.750	13.51	0.747	0.003	0.43	-8.77
	S	GTT	100.900	Wed	0.80	99.650	1.25	113.500	-13.850	-12.20	-9.33
	L	Antin Infrastructure	20.720	Wed	2.07	21.040	-1.52	21.360	-0.320	-1.50	-12.95
	S	Eutelsat	6.915	Wed	0.07	6.990	-1.07	8.035	-1.045	-13.01	-22.73
	L	Solutions 30	2.325	Wed	-0.73	2.305	0.87	2.236	0.069	3.09	-25.00
	L	Valneva	6.180	Wed	-1.59	6.452	-4.22	5.316	1.136	21.37	-27.65
		Korian	8.950	Wed	0.56	8.830	1.36	10.390	-1.560	-15.01	-33.74
		Orpea	2.025	Wed	-13.46	2.282	-11.26	10.680	-8.398	-78.63	-83.94
		Euroapi	15.920	Wed	1.14	15.480	2.84	17.245	-1.765	-10.23	-na-
CAC Mid 60 - 59 out of 59 instruments rated - 2/06/23 / 10/03/22 - 52 did rise, Market-Ratio(18) = 88.14 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Mid 60 RS = 18 - B/S = 39/37

1/07/19	scale up chart	2/06/23

Transactions CAC Mid 60 * L18 - 39/37 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
1/02/06		9/25/06	266		- cash -
long	9/25/06	8/06/07	315		Eiffage	100	127	78.250	92.700	14.450	18	11,835	22
8/06/07		5/19/08	287		- cash -
	5/19/08	6/23/08	35		Ubisoft	100	333	35.500	27.205	-8.295	-23	9,073	-94
6/23/08		4/06/09	287		- cash -
	4/06/09	2/15/10	315		Nexity	100	461	19.640	24.945	5.305	27	11,519	32
2/15/10		3/01/10	14		- cash -
	3/01/10	5/24/10	84		Plastic Omnium	100	4,416	2.608	3.261	0.653	25	14,402	164
5/24/10		5/31/10	7		- cash -
	5/31/10	7/05/10	35		Plastic Omnium	100	4,105	3.508	3.759	0.251	7	15,433	106
7/05/10		7/12/10	7		- cash -
	7/12/10	8/09/10	28		Plastic Omnium	100	3,878	3.979	4.386	0.407	10	17,011	256
8/09/10		9/13/10	35		- cash -
	9/13/10	6/20/11	280		Plastic Omnium	100	3,956	4.299	6.933	2.634	61	27,431	86
6/20/11		7/04/11	14		- cash -
	7/04/11	8/01/11	28		Altran Technologies	100	4,831	5.678	5.350	-0.328	-6	25,846	-54
8/01/11		1/16/12	168		- cash -
	1/16/12	6/04/12	140		Rémy Cointreau	100	399	64.630	76.770	12.140	19	30,690	57
6/04/12		8/13/12	70		- cash -
	8/13/12	6/24/13	315		Eurofins Scientific	100	2,963	10.355	14.660	4.305	42	43,446	50
6/24/13		7/01/13	7		- cash -
	7/01/13	8/04/14	399		Montupet	100	2,871	15.130	52.000	36.870	244	149,300	209
8/04/14		8/18/14	14		- cash -
	8/18/14	9/15/14	28		Genfit	100	5,419	27.550	46.850	19.300	70	253,886	101,263
9/15/14		9/22/14	7		- cash -
	9/22/14	9/29/14	7		Adocia	100	8,213	30.910	36.200	5.290	17	297,333	377,906
9/29/14		11/24/14	56		- cash -
	11/24/14	8/24/15	273		Adocia	100	10,306	28.850	73.650	44.800	155	759,042	250
8/24/15		10/12/15	49		- cash -
	10/12/15	11/23/15	42		Sartorius Stedim	100	16,817	45.133	56.167	11.033	24	944,591	569
11/23/15		11/30/15	7		- cash -
	11/30/15	12/14/15	14		Sartorius Stedim	100	16,600	56.900	56.275	-0.625	-1	934,216	-25
12/14/15		12/21/15	7		- cash -
	12/21/15	2/08/16	49		Sartorius Stedim	100	16,226	57.575	55.767	-1.808	-3	904,874	-21
2/08/16		4/18/16	70		- cash -
	4/18/16	6/27/16	70		Ubisoft	100	33,414	27.080	30.880	3.800	14	1,031,847	98
6/27/16		7/04/16	7		- cash -
	7/04/16	3/05/18	609		Ubisoft	100	31,187	33.085	66.240	33.155	100	2,065,852	52
3/05/18		3/12/18	7		- cash -
	3/12/18	5/28/18	77		Ubisoft	100	28,828	71.660	90.580	18.920	26	2,611,278	204
5/28/18		6/11/18	14		- cash -
	6/11/18	7/02/18	21		Eramet	100	20,400	128.000	107.000	-21.000	-16	2,182,878	-96
7/02/18		7/09/18	7		- cash -
	7/09/18	7/16/18	7		Ubisoft	100	23,386	93.340	99.820	6.480	7	2,334,419	3,211
7/16/18		7/30/18	14		- cash -
	7/30/18	8/27/18	28		Sartorius Stedim	100	22,686	102.900	107.100	4.200	4	2,429,701	68
8/27/18		9/03/18	7		- cash -
	9/03/18	9/10/18	7		Sartorius Stedim	100	22,028	110.300	110.100	-0.200	0	2,425,295	-9
9/10/18		2/18/19	161		- cash -
	2/18/19	8/05/19	168		GTT	100	30,373	79.850	80.450	0.600	1	2,443,519	2
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
8/05/19		9/02/19	28		- cash -
	9/02/19	3/02/20	182		Altran Technologies	100	169,043	14.455	14.510	0.055	0	2,452,816	1
3/02/20		7/13/20	133		- cash -
	7/13/20	9/20/21	434		Iliad	100	13,920	176.200	182.500	6.300	4	2,540,512	3
9/20/21		9/27/21	7		- cash -
	9/27/21	12/20/21	84		Virbac	100	6,811	373.000	413.000	40.000	11	2,812,952	56
12/20/21		12/27/21	7		- cash -
	12/27/21	3/07/22	70		Valneva	100	106,632	26.380	12.740	-13.640	-52	1,358,492	-98
3/07/22		4/04/22	28		- cash -
	4/04/22	6/13/22	70		Eramet	100	8,713	155.900	111.800	-44.100	-28	974,248	-82
6/13/22		7/11/22	28		- cash -
	7/11/22	7/18/22	7		GTT	100	8,125	119.900	126.300	6.400	5	1,026,248	1,405
7/18/22		11/07/22	112		- cash -
	11/07/22	2/08/23	93		Vallourec	100	87,117	11.780	13.675	1.895	16	1,191,335	80
accum	9/25/06	2/08/23	4315	days out of 6247 invested (69%)						11,813		1,191,335	50

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Montupet	long	7/01/13	8/04/14	399	15.13	52.00	36.87	243.69	243.69
Adocia		9/22/14	9/29/14	7	30.91	36.20	5.29	17.11
		11/24/14	8/24/15	273	28.85	73.65	44.80	155.29	198.98
Plastic Omnium		3/01/10	5/24/10	84	2.61	3.26	0.65	25.04
		5/31/10	7/05/10	35	3.51	3.76	0.25	7.16
		7/12/10	8/09/10	28	3.98	4.39	0.41	10.23
		9/13/10	6/20/11	280	4.30	6.93	2.63	61.27	138.18
Ubisoft		5/19/08	6/23/08	35	35.50	27.21	-8.30	-23.37
		4/18/16	6/27/16	70	27.08	30.88	3.80	14.03
		7/04/16	3/05/18	609	33.09	66.24	33.16	100.21
		3/12/18	5/28/18	77	71.66	90.58	18.92	26.40
		7/09/18	7/16/18	7	93.34	99.82	6.48	6.94	136.51
Genfit		8/18/14	9/15/14	28	27.55	46.85	19.30	70.05	70.05
Eurofins Scientific		8/13/12	6/24/13	315	10.36	14.66	4.31	41.57	41.57
Nexity		4/06/09	2/15/10	315	19.64	24.95	5.31	27.01	27.01
Sartorius Stedim		10/12/15	11/23/15	42	45.13	56.17	11.03	24.45
		11/30/15	12/14/15	14	56.90	56.28	-0.63	-1.10
		12/21/15	2/08/16	49	57.58	55.77	-1.81	-3.14
		7/30/18	8/27/18	28	102.90	107.10	4.20	4.08
		9/03/18	9/10/18	7	110.30	110.10	-0.20	-0.18	23.85
Rémy Cointreau		1/16/12	6/04/12	140	64.63	76.77	12.14	18.78	18.78
Eiffage		9/25/06	8/06/07	315	78.25	92.70	14.45	18.47	18.47
Vallourec		11/07/22	2/08/23	93	11.78	13.68	1.90	16.09	16.09
Virbac		9/27/21	12/20/21	84	373.00	413.00	40.00	10.72	10.72
GTT		2/18/19	8/05/19	168	79.85	80.45	0.60	0.75
		7/11/22	7/18/22	7	119.90	126.30	6.40	5.34	6.13
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Iliad		7/13/20	9/20/21	434	176.20	182.50	6.30	3.58	3.58
Altran Technologies		7/04/11	8/01/11	28	5.68	5.35	-0.33	-5.78
		9/02/19	3/02/20	182	14.46	14.51	0.05	0.38	-5.42
Eramet		6/11/18	7/02/18	21	128.00	107.00	-21.00	-16.41
		4/04/22	6/13/22	70	155.90	111.80	-44.10	-28.29	-40.05
Valneva		12/27/21	3/07/22	70	26.38	12.74	-13.64	-51.71	-51.71

Annotations

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