Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 11/29/21 - RS = 18

		⇓instrument	freshest		⇓ Δday	11/29/21	⇓ Δwk	7/26/21	prc diff	⇓ Δ18	∅-RS
		CAC Mid 60	14,929.400	Fri	-0.63	15,114.500	-1.22	15,131.700	-17.200	-0.11	3.29
	L	Valneva	23.620	Fri	-14.48	28.480	-17.06	12.140	16.340	134.60	152.74
		Virbac	408.000	Fri		411.000	-0.73	330.000	81.000	24.55	48.84
	L	CNP Assurances	21.610	Fri	0.09	21.580	0.14	14.920	6.660	44.64	45.78
		Alten	145.200	Fri	-2.09	143.900	0.90	118.100	25.800	21.85	32.26
	L	Rémy Cointreau	201.600	Fri	0.95	213.400	-5.53	181.400	32.000	17.64	29.44
		Soitec	219.800	Fri	-2.05	228.800	-3.93	200.600	28.200	14.06	27.36
		Derichebourg	9.280	Fri	-0.43	9.260	0.22	8.600	0.660	7.67	25.27
		Eramet	69.300	Fri	-1.70	68.050	1.84	68.000	0.050	0.07	18.60
		Coface	12.300	Fri	-0.57	11.740	4.77	10.960	0.780	7.12	18.35
		Ipsos	38.500	Fri	-1.66	40.000	-3.75	39.650	0.350	0.88	17.91
		Europcar Mobility	0.508	Fri	0.40	0.509	-0.24	0.470	0.039	8.39	16.31
		Nexans	82.350	Fri	-0.54	82.500	-0.18	79.650	2.850	3.58	13.94
	L	SPIE	22.160	Fri	-0.45	22.160		20.900	1.260	6.03	13.01
		Maisons du Monde	19.680	Fri	-1.11	20.460	-3.81	19.350	1.110	5.74	12.76
		Bolloré	4.626	Fri	-0.90	4.766	-2.94	4.610	0.156	3.38	12.38
	L	Ipsen	86.800	Fri	-0.16	86.780	0.02	86.380	0.400	0.46	9.71
		Eutelsat	11.225	Fri	-0.13	11.235	-0.09	10.115	1.120	11.07	9.49
		TF1	8.515	Fri	-0.58	8.465	0.59	8.285	0.180	2.17	7.24
		Lagardere	22.980	Fri	0.26	22.960	0.09	20.680	2.280	11.03	6.49
		JCDecaux	22.920	Fri	0.53	22.540	1.69	23.680	-1.140	-4.81	6.00
		Eurazeo	72.800	Fri	-2.35	73.450	-0.88	77.500	-4.050	-5.23	5.56
		Amundi	70.400	Fri	-4.02	75.050	-6.20	77.000	-1.950	-2.53	4.09
		Sopra Steria	155.000	Fri	-0.45	156.600	-1.02	170.900	-14.300	-8.37	3.48
		Rexel	17.270	Fri	1.59	16.480	4.79	17.855	-1.375	-7.70	3.19
		⇓instrument	freshest		⇓ Δday	11/29/21	⇓ Δwk	7/26/21	prc diff	⇓ Δ18	∅-RS
		Métropole TV	17.060	Fri	-0.35	17.140	-0.47	17.160	-0.020	-0.12	2.38
		Aperam	42.710	Fri	-0.93	43.160	-1.04	51.200	-8.040	-15.70	2.24
	L	GTT	70.350	Fri	-1.40	72.250	-2.63	66.650	5.600	8.40	1.43
		Fnac Darty	52.550	Fri	-1.50	54.350	-3.31	56.350	-2.000	-3.55	0.67
		FDJ	39.370	Fri	0.36	41.830	-5.88	47.710	-5.880	-12.32	0.11
	L	Scor	27.290	Fri	-0.66	26.700	2.21	24.750	1.950	7.88	-0.30
	S	Covivio	71.000	Fri	-1.74	73.360	-3.22	78.800	-5.440	-6.90	-1.25
		Aéroports de Paris	105.250	Fri	-0.71	104.400	0.81	105.250	-0.850	-0.81	-1.93
		SES	6.996	Fri	-0.09	6.832	2.40	6.836	-0.004	-0.06	-2.65
	S	Trigano	153.600	Fri	-1.92	157.400	-2.41	181.300	-23.900	-13.18	-2.92
	S	Verallia	30.220	Fri	0.13	29.540	2.30	30.900	-1.360	-4.40	-3.66
	S	elis	14.280	Fri	-1.04	14.100	1.28	15.330	-1.230	-8.02	-4.89
	S	Wendel	100.000	Fri	-1.77	103.500	-3.38	111.800	-8.300	-7.42	-5.01
	S	Icade	61.750	Fri	-0.96	63.650	-2.99	76.950	-13.300	-17.28	-5.32
		Nexity	38.560	Fri		38.100	1.21	43.400	-5.300	-12.21	-6.09
	S	Elior	5.740	Fri	-0.43	5.795	-0.95	5.820	-0.025	-0.43	-6.54
	S	Mercialys	8.260	Fri	-1.37	8.435	-2.07	10.820	-2.385	-22.04	-6.99
	L	McPhy Energy	21.800	Fri	-3.63	22.100	-1.36	17.310	4.790	27.67	-7.12
	L	SEB	130.600	Fri		133.300	-2.03	140.800	-7.500	-5.33	-7.23
	L	Neoen	34.160	Fri	-3.01	37.200	-8.17	36.520	0.680	1.86	-7.77
		Dassault Aviation	89.600	Fri	6.48	84.450	6.10	102.000	-17.550	-17.21	-10.12
		Albioma	32.360	Fri	-0.68	33.480	-3.35	34.440	-0.960	-2.79	-11.71
	S	Imerys	34.400	Fri	0.06	34.860	-1.32	38.480	-3.620	-9.41	-12.80
	S	Bic	45.780	Fri	0.70	45.740	0.09	55.150	-9.410	-17.06	-13.01
	S	Korian	26.180	Fri	-0.61	26.420	-0.91	31.600	-5.180	-16.39	-13.37
		⇓instrument	freshest		⇓ Δday	11/29/21	⇓ Δwk	7/26/21	prc diff	⇓ Δ18	∅-RS
		Air France-KLM	3.731	Fri	-0.61	3.784	-1.40	4.012	-0.228	-5.68	-16.18
	S	Casino Guichard	19.930	Fri	0.03	20.070	-0.70	24.320	-4.250	-17.48	-21.05
		Plastic Omnium	22.640	Fri	-0.53	21.460	5.50	25.700	-4.240	-16.50	-21.46
		CGG	0.616	Fri	1.15	0.608	1.32	0.627	-0.019	-3.09	-23.45
		Solutions 30	6.775	Fri	7.11	6.500	4.23	7.355	-0.855	-11.62	-23.90
		TechnipFMC	5.284	Fri	2.32	5.216	1.30	6.244	-1.028	-16.46	-23.96
		DBV Technologies	4.938	Fri	-2.87	5.508	-10.35	9.190	-3.682	-40.07	-29.42
	S	Rubis	25.390	Fri	1.36	24.820	2.30	34.230	-9.410	-27.49	-29.80
	L	Vallourec	7.910	Fri	4.28	7.925	-0.19	8.350	-0.425	-5.09	-35.76
		Technip Energies	11.935	Fri	3.07	11.995	-0.50	11.375	0.620	5.45	-na-
CAC Mid 60 - 59 out of 59 instruments rated - 11/29/21 / 7/26/21 - 24 did rise, Market-Ratio(18) = 40.68 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Mid 60 RS = 18 - B/S = 38/38

1/02/17	scale up chart	11/29/21

Transactions CAC Mid 60 * L18 - 38 ex 10 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	6/12/06	161		Vallourec	100	5	1,880.000	3,212.000	1,332.000	71	16,660	237
6/12/06		9/25/06	105		- cash -
	9/25/06	1/22/07	119		Vallourec	100	4	3,500.000	4,026.000	526.000	15	18,764	54
	1/22/07	7/02/07	161		Air France-KLM	100	541	34.630	34.340	-0.290	-1	18,607	-2
	7/02/07	8/13/07	42		Nexans	100	168	110.144	104.387	-5.757	-5	17,640	-37
8/13/07		5/12/08	273		- cash -
	5/12/08	6/30/08	49		Eramet	100	28	624.000	631.000	7.000	1	17,836	9
6/30/08		7/21/08	21		- cash -
	7/21/08	7/28/08	7		Eramet	100	36	482.580	427.660	-54.920	-11	15,859	-100
7/28/08		8/18/08	21		- cash -
	8/18/08	8/25/08	7		Alten	100	589	26.920	26.100	-0.820	-3	15,376	-80
8/25/08		4/13/09	231		- cash -
	4/13/09	4/20/09	7		Nexity	100	756	20.325	21.020	0.695	3	15,901	477
4/20/09		4/27/09	7		- cash -
	4/27/09	11/23/09	210		Nexity	100	657	24.170	23.885	-0.285	-1	15,714	-2
	11/23/09	5/03/10	161		Soitec	100	117	133.664	146.860	13.196	10	17,258	24
	5/03/10	8/09/10	98		Plastic Omnium	100	4,671	3.694	4.386	0.692	19	20,490	90
8/09/10		9/13/10	35		- cash -
	9/13/10	6/20/11	280		Plastic Omnium	100	4,766	4.299	6.933	2.634	61	33,044	86
6/20/11		7/04/11	14		- cash -
	7/04/11	7/11/11	7		Plastic Omnium	100	4,288	7.706	7.949	0.243	3	34,086	405
7/11/11		7/25/11	14		- cash -
	7/25/11	8/01/11	7		Plastic Omnium	100	3,969	8.586	7.919	-0.667	-8	31,439	-99
8/01/11		1/16/12	168		- cash -
	1/16/12	5/28/12	133		Rémy Cointreau	100	486	64.630	80.330	15.700	24	39,069	82
5/28/12		8/13/12	77		- cash -
	8/13/12	10/22/12	70		Rémy Cointreau	100	413	94.400	78.300	-16.100	-17	32,419	-62
	10/22/12	6/24/13	245		Air France-KLM	100	5,382	6.023	6.591	0.568	9	35,476	14
6/24/13		7/08/13	14		- cash -
	7/08/13	7/15/13	7		Plastic Omnium	100	2,455	14.448	14.653	0.205	1	35,980	108
7/15/13		7/22/13	7		- cash -
	7/22/13	6/30/14	343		Plastic Omnium	100	2,409	14.933	22.930	7.997	54	55,245	58
	6/30/14	8/04/14	35		Aperam	100	2,241	24.650	26.090	1.440	6	58,472	81
8/04/14		11/24/14	112		- cash -
	11/24/14	8/10/15	259		DBV Technologies	100	1,426	41.000	72.910	31.910	78	103,975	125
8/10/15		10/26/15	77		- cash -
	10/26/15	11/16/15	21		Trigano	100	2,310	45.000	42.250	-2.750	-6	97,623	-67
11/16/15		12/28/15	42		- cash -
	12/28/15	1/18/16	21		Trigano	100	1,778	54.880	55.900	1.020	2	99,436	38
1/18/16		1/25/16	7		- cash -
	1/25/16	2/08/16	14		Trigano	100	1,673	59.410	51.870	-7.540	-13	86,822	-97
2/08/16		3/21/16	42		- cash -
	3/21/16	3/28/16	7		Trigano	100	1,618	53.650	56.950	3.300	6	92,161	2,148
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
3/28/16		4/18/16	21		- cash -
	4/18/16	6/20/16	63		Trigano	100	1,751	52.630	49.995	-2.635	-5	87,547	-26
	6/20/16	6/27/16	7		Ipsos	100	3,044	28.760	25.650	-3.110	-11	78,081	-100
6/27/16		7/04/16	7		- cash -
	7/04/16	9/12/16	70		Rémy Cointreau	100	1,002	77.880	75.820	-2.060	-3	76,016	-13
	9/12/16	3/05/18	539		Soitec	100	4,751	16.000	60.700	44.700	279	288,386	147
3/05/18		3/12/18	7		- cash -
	3/12/18	5/14/18	63		Eramet	100	2,409	119.700	158.900	39.200	33	382,819	416
5/14/18		5/21/18	7		- cash -
	5/21/18	5/28/18	7		Eramet	100	2,401	159.400	146.700	-12.700	-8	352,326	-99
5/28/18		6/11/18	14		- cash -
	6/11/18	6/25/18	14		Eramet	100	2,752	128.000	109.200	-18.800	-15	300,589	-98
6/25/18		7/09/18	14		- cash -
	7/09/18	7/16/18	7		Eramet	100	2,558	117.500	108.000	-9.500	-8	276,288	-99
7/16/18		7/23/18	7		- cash -
	7/23/18	8/27/18	35		Valneva	100	67,387	4.100	4.075	-0.025	-1	274,603	-6
8/27/18		9/03/18	7		- cash -
	9/03/18	9/10/18	7		Ipsen	100	1,797	152.800	151.000	-1.800	-1	271,368	-46
9/10/18		10/01/18	21		- cash -
	10/01/18	10/08/18	7		SES	100	14,013	19.365	19.560	0.195	1	274,101	69
10/08/18		2/18/19	133		- cash -
	2/18/19	8/05/19	168		GTT	100	3,432	79.850	80.450	0.600	1	276,160	2
8/05/19		9/09/19	35		- cash -
	9/09/19	12/09/19	91		Soitec	100	2,815	98.100	93.150	-4.950	-5	262,226	-19
	12/09/19	3/02/20	84		Virbac	100	1,123	233.500	203.000	-30.500	-13	227,974	-46
3/02/20		7/13/20	133		- cash -
	7/13/20	11/02/20	112		McPhy Energy	100	9,721	23.450	23.100	-0.350	-1	224,572	-5
11/02/20		11/09/20	7		- cash -
	11/09/20	5/17/21	189		McPhy Energy	100	8,858	25.350	26.100	0.750	3	231,215	6
	5/17/21	9/20/21	126		Derichebourg	100	28,829	8.020	9.885	1.865	23	284,982	83
9/20/21		9/27/21	7		- cash -
	9/27/21	12/03/21	67		Derichebourg	100	27,695	10.290	9.280	-1.010	-10	257,010	-43
accum	1/02/06	12/03/21	4128	days out of 5815 invested (71%)						2,470		257,010	33

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Soitec	long	11/23/09	5/03/10	161	133.66	146.86	13.20	9.87
		9/12/16	3/05/18	539	16.00	60.70	44.70	279.38
		9/09/19	12/09/19	91	98.10	93.15	-4.95	-5.05	295.80
Plastic Omnium		5/03/10	8/09/10	98	3.69	4.39	0.69	18.73
		9/13/10	6/20/11	280	4.30	6.93	2.63	61.27
		7/04/11	7/11/11	7	7.71	7.95	0.24	3.15
		7/25/11	8/01/11	7	8.59	7.92	-0.67	-7.77
		7/08/13	7/15/13	7	14.45	14.65	0.21	1.42
		7/22/13	6/30/14	343	14.93	22.93	8.00	53.55	183.70
Vallourec		1/02/06	6/12/06	161	1,880.00	3,212.00	1,332.00	70.85
		9/25/06	1/22/07	119	3,500.00	4,026.00	526.00	15.03	96.53
DBV Technologies		11/24/14	8/10/15	259	41.00	72.91	31.91	77.83	77.83
Derichebourg		5/17/21	9/20/21	126	8.02	9.89	1.87	23.25
		9/27/21	12/03/21	67	10.29	9.28	-1.01	-9.82	11.16
Air France-KLM		1/22/07	7/02/07	161	34.63	34.34	-0.29	-0.84
		10/22/12	6/24/13	245	6.02	6.59	0.57	9.43	8.51
Aperam		6/30/14	8/04/14	35	24.65	26.09	1.44	5.84	5.84
Nexity		4/13/09	4/20/09	7	20.33	21.02	0.70	3.42
		4/27/09	11/23/09	210	24.17	23.89	-0.29	-1.18	2.20
McPhy Energy		7/13/20	11/02/20	112	23.45	23.10	-0.35	-1.49
		11/09/20	5/17/21	189	25.35	26.10	0.75	2.96	1.42
SES		10/01/18	10/08/18	7	19.37	19.56	0.20	1.01	1.01
GTT		2/18/19	8/05/19	168	79.85	80.45	0.60	0.75	0.75
Rémy Cointreau		1/16/12	5/28/12	133	64.63	80.33	15.70	24.29
		8/13/12	10/22/12	70	94.40	78.30	-16.10	-17.06
		7/04/16	9/12/16	70	77.88	75.82	-2.06	-2.65	0.37
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Valneva		7/23/18	8/27/18	35	4.10	4.08	-0.02	-0.61	-0.61
Ipsen		9/03/18	9/10/18	7	152.80	151.00	-1.80	-1.18	-1.18
Alten		8/18/08	8/25/08	7	26.92	26.10	-0.82	-3.05	-3.05
Nexans		7/02/07	8/13/07	42	110.14	104.39	-5.76	-5.23	-5.23
Ipsos		6/20/16	6/27/16	7	28.76	25.65	-3.11	-10.81	-10.81
Virbac		12/09/19	3/02/20	84	233.50	203.00	-30.50	-13.06	-13.06
Eramet		5/12/08	6/30/08	49	624.00	631.00	7.00	1.12
		7/21/08	7/28/08	7	482.58	427.66	-54.92	-11.38
		3/12/18	5/14/18	63	119.70	158.90	39.20	32.75
		5/21/18	5/28/18	7	159.40	146.70	-12.70	-7.97
		6/11/18	6/25/18	14	128.00	109.20	-18.80	-14.69
		7/09/18	7/16/18	7	117.50	108.00	-9.50	-8.09	-14.15
Trigano		10/26/15	11/16/15	21	45.00	42.25	-2.75	-6.11
		12/28/15	1/18/16	21	54.88	55.90	1.02	1.86
		1/25/16	2/08/16	14	59.41	51.87	-7.54	-12.69
		3/21/16	3/28/16	7	53.65	56.95	3.30	6.15
		4/18/16	6/20/16	63	52.63	50.00	-2.64	-5.01	-15.81

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
5/18/16	Albioma	added
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
	Europcar	recording started
	DBV Technologies	recording started
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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