Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 3/27/23 - RS = 18

		⇓instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	11/21/22	prc diff	⇓ Δ18	∅-RS
		CAC Mid 60	14,513.800	Fri	0.44	14,100.900	2.93	13,443.700	657.200	4.89	1.97
	L	Technip Energies	19.655	Fri	0.28	19.420	1.21	15.620	3.800	24.33	44.82
	L	Verallia	39.300	Fri	1.50	37.640	4.41	28.180	9.460	33.57	41.16
	L	Interparfums	69.300	Fri	1.91	67.800	2.21	50.700	17.100	33.73	32.61
	L	elis	17.640	Fri	0.28	17.100	3.16	12.350	4.750	38.46	26.38
	L	Sopra Steria	193.300	Fri	-1.23	190.400	1.52	144.600	45.800	31.67	25.48
		Dassault Aviation	182.600	Fri	0.27	182.000	0.33	148.300	33.700	22.72	21.64
	L	Alten	146.900	Fri	0.69	143.300	2.51	120.900	22.400	18.53	15.90
		Coface	13.050	Fri	-0.38	12.860	1.48	11.330	1.530	13.50	14.71
		Ipsos	57.100	Fri	-0.52	57.000	0.18	53.700	3.300	6.15	14.59
	L	SEB	104.800	Fri	2.24	97.800	7.16	71.500	26.300	36.78	14.34
		JCDecaux	19.310	Fri	-0.72	19.290	0.10	17.460	1.830	10.48	14.32
		Bolloré	5.690	Fri	0.18	5.595	1.70	5.165	0.430	8.33	13.63
		SPIE	26.740	Fri	-0.22	25.960	3.00	23.400	2.560	10.94	12.64
		Elior	3.234	Fri	0.75	3.104	4.19	2.388	0.716	29.98	12.62
	L	TF1	8.135	Fri	1.81	7.860	3.50	6.885	0.975	14.16	11.22
		Wendel	97.350	Fri	-0.71	96.750	0.62	87.850	8.900	10.13	10.56
		Imerys	39.800	Fri	-0.05	38.280	3.97	37.880	0.400	1.06	9.18
		SES imagotag	109.400	Fri	1.67	108.600	0.74	120.800	-12.200	-10.10	8.35
		FDJ	38.390	Fri	0.16	37.290	2.95	36.860	0.430	1.17	7.00
	L	Métropole TV	14.950	Fri	1.63	14.700	1.70	12.120	2.580	21.29	5.76
		Aperam	34.370	Fri	0.85	32.590	5.46	28.420	4.170	14.67	5.25
		Amundi	58.050	Fri	1.04	56.000	3.66	54.300	1.700	3.13	4.56
		Ipsen	101.500	Fri	-1.46	103.300	-1.74	109.100	-5.800	-5.32	3.60
		Bic	58.100	Fri	-1.02	59.600	-2.52	62.650	-3.050	-4.87	2.90
		⇓instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	11/21/22	prc diff	⇓ Δ18	∅-RS
		Trigano	120.000	Fri	1.69	111.100	8.01	109.300	1.800	1.65	2.05
		Scor	20.940	Fri	0.14	20.470	2.30	17.750	2.720	15.32	1.99
	L	Atos	11.390	Fri	0.89	12.500	-8.88	10.180	2.320	22.79	1.55
		Mercialys	9.410	Fri	-0.21	9.165	2.67	9.565	-0.400	-4.18	1.55
	L	Plastic Omnium	16.780	Fri	0.18	15.850	5.87	14.720	1.130	7.68	-0.08
		Nexans	91.500	Fri	1.05	88.450	3.45	90.250	-1.800	-1.99	-0.44
	L	Eurazeo	65.500	Fri	1.08	62.900	4.13	60.900	2.000	3.28	-0.50
	L	Virbac	296.000	Fri	-0.67	294.000	0.68	234.000	60.000	25.64	-2.08
	L	Air France-KLM	1.698	Fri	4.20	1.547	9.80	1.263	0.284	22.45	-2.75
		Rubis	24.670	Fri	0.61	23.710	4.05	23.580	0.130	0.55	-3.04
		Eramet	96.200	Fri	-0.88	91.100	5.60	71.550	19.550	27.32	-3.34
		Vallourec	11.620	Fri	0.52	10.805	7.54	9.974	0.831	8.33	-3.65
		McPhy Energy	12.895	Fri	0.04	12.800	0.74	11.855	0.945	7.97	-4.17
		Soitec	147.600	Fri	1.48	138.300	6.72	158.450	-20.150	-12.72	-6.17
		Carmila	13.820	Fri	1.02	13.420	2.98	13.900	-0.480	-3.45	-6.67
		Icade	43.340	Fri	2.41	41.760	3.78	40.600	1.160	2.86	-7.99
		Nexity	23.140	Fri	-0.26	22.560	2.57	22.480	0.080	0.36	-9.26
		Fnac Darty	33.980	Fri	0.95	32.840	3.47	33.800	-0.960	-2.84	-10.57
		ALD	10.800	Fri		10.280	5.06	11.260	-0.980	-8.70	-10.84
		Covivio	53.600	Fri	-0.46	51.950	3.18	57.500	-5.550	-9.65	-11.73
		Derichebourg	5.400	Fri	0.19	4.974	8.56	4.878	0.096	1.97	-16.42
	S	Altarea	113.400	Fri	-0.18	109.600	3.47	135.600	-26.000	-19.17	-18.42
	S	SES	6.038	Fri	3.21	5.782	4.43	6.772	-0.990	-14.62	-19.45
	S	GTT	94.200	Fri	0.27	90.400	4.20	113.300	-22.900	-20.21	-19.54
		CGG	0.712	Fri	-0.11	0.649	9.65	0.677	-0.028	-4.14	-21.08
		⇓instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	11/21/22	prc diff	⇓ Δ18	∅-RS
	L	Solutions 30	2.356	Fri	-1.17	2.153	9.43	1.814	0.339	18.69	-21.43
	S	OVH	11.510	Fri	0.17	11.490	0.17	14.850	-3.360	-22.63	-23.39
	S	Neoen	28.950	Fri	1.01	27.960	3.54	37.850	-9.890	-26.13	-24.66
	S	Eutelsat	6.145	Fri	0.90	5.935	3.54	8.055	-2.120	-26.32	-30.36
	S	Antin Infrastructure	16.690	Fri	-0.48	15.790	5.70	23.000	-7.210	-31.35	-32.36
		Valneva	4.831	Fri	-0.23	4.768	1.32	6.804	-2.036	-29.92	-39.40
	S	Korian	6.890	Fri	0.44	6.520	5.67	9.845	-3.325	-33.77	-45.00
	S	Casino Guichard	6.525	Fri	0.85	5.970	9.30	11.020	-5.050	-45.83	-49.31
	S	Orpea	1.967	Fri	-3.91	2.100	-6.33	6.706	-4.606	-68.68	-75.01
		Euroapi	10.525	Fri	0.14	9.958	5.69	17.735	-7.777	-43.85	-na-
CAC Mid 60 - 59 out of 59 instruments rated - 3/27/23 / 11/21/22 - 36 did rise, Market-Ratio(18) = 61.02 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/07/19	scale up chart	3/27/23

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	8/06/07	35		Nexans	100	168	110.144	109.234	-0.910	-1	18,454	-8
8/06/07		12/10/07	126		- cash -
	12/10/07	12/17/07	7		Eramet	100	56	325.520	336.430	10.910	3	19,065	458
12/17/07		5/12/08	147		- cash -
	5/12/08	6/30/08	49		Eramet	100	30	624.000	631.000	7.000	1	19,275	9
6/30/08		7/21/08	21		- cash -
	7/21/08	7/28/08	7		Eramet	100	39	482.580	427.660	-54.920	-11	17,133	-100
7/28/08		8/18/08	21		- cash -
	8/18/08	8/25/08	7		Alten	100	636	26.920	26.100	-0.820	-3	16,612	-80
8/25/08		4/06/09	224		- cash -
	4/06/09	11/23/09	231		Nexity	100	845	19.640	23.885	4.245	22	20,199	36
	11/23/09	5/03/10	161		Soitec	100	151	133.664	146.860	13.196	10	22,191	24
	5/03/10	8/09/10	98		Plastic Omnium	100	6,007	3.694	4.386	0.692	19	26,348	90
8/09/10		9/13/10	35		- cash -
	9/13/10	6/20/11	280		Plastic Omnium	100	6,128	4.299	6.933	2.634	61	42,489	86
6/20/11		7/04/11	14		- cash -
	7/04/11	8/01/11	28		Plastic Omnium	100	5,513	7.706	7.919	0.213	3	43,664	43
8/01/11		1/16/12	168		- cash -
	1/16/12	5/28/12	133		Scor	100	2,296	19.015	17.870	-1.145	-6	41,035	-16
5/28/12		8/13/12	77		- cash -
	8/13/12	12/03/12	112		CGG	100	57	712.768	749.920	37.152	5	43,152	18
	12/03/12	6/24/13	203		Air France-KLM	100	6,109	7.063	6.591	-0.472	-7	40,269	-12
6/24/13		7/08/13	14		- cash -
	7/08/13	5/19/14	315		Plastic Omnium	100	2,787	14.448	22.380	7.932	55	62,375	66
	5/19/14	8/04/14	77		Aperam	100	3,001	20.780	26.090	5.310	26	78,311	194
8/04/14		11/24/14	112		- cash -
	11/24/14	1/19/15	56		Aperam	100	3,092	25.320	22.960	-2.360	-9	71,014	-47
	1/19/15	8/24/15	217		Trigano	100	2,846	24.950	34.180	9.230	37	97,282	70
8/24/15		10/26/15	63		- cash -
	10/26/15	11/16/15	21		Trigano	100	2,161	45.000	42.250	-2.750	-6	91,339	-67
11/16/15		11/30/15	14		- cash -
	11/30/15	12/14/15	14		Trigano	100	1,660	55.000	54.690	-0.310	-1	90,825	-14
12/14/15		12/21/15	7		- cash -
	12/21/15	1/18/16	28		Trigano	100	1,660	54.710	55.900	1.190	2	92,800	32
1/18/16		1/25/16	7		- cash -
	1/25/16	2/08/16	14		Trigano	100	1,562	59.410	51.870	-7.540	-13	81,023	-97
2/08/16		3/21/16	42		- cash -
	3/21/16	4/04/16	14		SES imagotag	100	4,451	18.200	18.390	0.190	1	81,868	31
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
4/04/16		4/11/16	7		- cash -
	4/11/16	6/27/16	77		SES imagotag	100	4,350	18.820	19.990	1.170	6	86,958	33
6/27/16		7/04/16	7		- cash -
	7/04/16	11/21/16	140		SES imagotag	100	4,180	20.800	22.440	1.640	8	93,813	22
	11/21/16	3/20/17	119		Eramet	100	1,912	49.040	42.760	-6.280	-13	81,806	-34
	3/20/17	4/02/18	378		Soitec	100	1,957	41.800	58.900	17.100	41	115,271	39
	4/02/18	5/28/18	56		Eramet	100	1,031	111.800	146.700	34.900	31	151,252	488
5/28/18		6/11/18	14		- cash -
	6/11/18	6/25/18	14		Eramet	100	1,181	128.000	109.200	-18.800	-15	129,050	-98
6/25/18		7/09/18	14		- cash -
	7/09/18	7/16/18	7		Eramet	100	1,098	117.500	108.000	-9.500	-8	118,619	-99
7/16/18		7/23/18	7		- cash -
	7/23/18	9/10/18	49		Valneva	100	28,931	4.100	3.875	-0.225	-5	112,109	-34
9/10/18		9/24/18	14		- cash -
	9/24/18	10/01/18	7		Interparfums	100	3,494	32.081	33.471	1.390	4	116,966	813
10/01/18		2/18/19	140		- cash -
	2/18/19	8/05/19	168		GTT	100	1,464	79.850	80.450	0.600	1	117,844	2
8/05/19		9/02/19	28		- cash -
	9/02/19	12/09/19	98		Soitec	100	1,294	91.000	93.150	2.150	2	120,626	9
	12/09/19	3/02/20	84		Virbac	100	516	233.500	203.000	-30.500	-13	104,888	-46
3/02/20		7/13/20	133		- cash -
	7/13/20	10/12/20	91		McPhy Energy	100	4,472	23.450	27.300	3.850	16	122,106	84
10/12/20		10/19/20	7		- cash -
	10/19/20	5/17/21	210		McPhy Energy	100	4,994	24.450	26.100	1.650	7	130,346	12
	5/17/21	9/20/21	126		Derichebourg	100	16,252	8.020	9.885	1.865	23	160,656	83
9/20/21		9/27/21	7		- cash -
	9/27/21	12/20/21	84		Derichebourg	100	15,612	10.290	9.150	-1.140	-11	142,858	-40
12/20/21		12/27/21	7		- cash -
	12/27/21	1/24/22	28		Valneva	100	5,415	26.380	14.230	-12.150	-46	77,066	-100
	1/24/22	2/28/22	35		Eramet	100	886	86.900	118.000	31.100	36	104,620	2,330
2/28/22		4/04/22	35		- cash -
	4/04/22	4/11/22	7		Eramet	100	671	155.900	148.900	-7.000	-4	99,923	-91
4/11/22		4/18/22	7		- cash -
	4/18/22	5/02/22	14		Eramet	100	654	152.700	125.300	-27.400	-18	82,004	-99
5/02/22		5/30/22	28		- cash -
	5/30/22	6/13/22	14		Eramet	100	556	147.300	111.800	-35.500	-24	62,266	-100
6/13/22		7/11/22	28		- cash -
	7/11/22	7/18/22	7		GTT	100	519	119.900	126.300	6.400	5	65,587	1,405
7/18/22		11/07/22	112		- cash -
	11/07/22	3/06/23	119		SES imagotag	100	572	114.600	117.200	2.600	2	67,074	7
	3/06/23	3/31/23	25		Technip Energies	100	3,352	20.010	19.655	-0.355	-2	65,885	-23
accum	1/02/06	3/31/23	4507	days out of 6299 invested (72%)						559		65,885	16

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Plastic Omnium	long	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	8/01/11	28	7.71	7.92	0.21	2.76
		7/08/13	5/19/14	315	14.45	22.38	7.93	54.90	204.80
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
Soitec		11/23/09	5/03/10	161	133.66	146.86	13.20	9.87
		3/20/17	4/02/18	378	41.80	58.90	17.10	40.91
		9/02/19	12/09/19	98	91.00	93.15	2.15	2.36	58.48
McPhy Energy		7/13/20	10/12/20	91	23.45	27.30	3.85	16.42
		10/19/20	5/17/21	210	24.45	26.10	1.65	6.75	24.27
Nexity		4/06/09	11/23/09	231	19.64	23.89	4.25	21.61	21.61
SES imagotag		3/21/16	4/04/16	14	18.20	18.39	0.19	1.04
		4/11/16	6/27/16	77	18.82	19.99	1.17	6.22
		7/04/16	11/21/16	140	20.80	22.44	1.64	7.88
		11/07/22	3/06/23	119	114.60	117.20	2.60	2.27	18.41
Trigano		1/19/15	8/24/15	217	24.95	34.18	9.23	36.99
		10/26/15	11/16/15	21	45.00	42.25	-2.75	-6.11
		11/30/15	12/14/15	14	55.00	54.69	-0.31	-0.56
		12/21/15	1/18/16	28	54.71	55.90	1.19	2.18
		1/25/16	2/08/16	14	59.41	51.87	-7.54	-12.69	14.09
Aperam		5/19/14	8/04/14	77	20.78	26.09	5.31	25.55
		11/24/14	1/19/15	56	25.32	22.96	-2.36	-9.32	13.85
Derichebourg		5/17/21	9/20/21	126	8.02	9.89	1.87	23.25
		9/27/21	12/20/21	84	10.29	9.15	-1.14	-11.08	9.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
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
CGG		8/13/12	12/03/12	112	712.77	749.92	37.15	5.21	5.21
Interparfums		9/24/18	10/01/18	7	32.08	33.47	1.39	4.33	4.33
Nexans		7/02/07	8/06/07	35	110.14	109.23	-0.91	-0.83	-0.83
Technip Energies		3/06/23	3/31/23	25	20.01	19.66	-0.36	-1.77	-1.77
Alten		8/18/08	8/25/08	7	26.92	26.10	-0.82	-3.05	-3.05
Scor		1/16/12	5/28/12	133	19.02	17.87	-1.15	-6.02	-6.02
Air France-KLM		1/22/07	7/02/07	161	34.63	34.34	-0.29	-0.84
		12/03/12	6/24/13	203	7.06	6.59	-0.47	-6.68	-7.46
Virbac		12/09/19	3/02/20	84	233.50	203.00	-30.50	-13.06	-13.06
Eramet		12/10/07	12/17/07	7	325.52	336.43	10.91	3.35
		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
		11/21/16	3/20/17	119	49.04	42.76	-6.28	-12.81
		4/02/18	5/28/18	56	111.80	146.70	34.90	31.22
		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
		1/24/22	2/28/22	35	86.90	118.00	31.10	35.79
		4/04/22	4/11/22	7	155.90	148.90	-7.00	-4.49
		4/18/22	5/02/22	14	152.70	125.30	-27.40	-17.94
		5/30/22	6/13/22	14	147.30	111.80	-35.50	-24.10	-32.88
Valneva		7/23/18	9/10/18	49	4.10	3.88	-0.23	-5.49
		12/27/21	1/24/22	28	26.38	14.23	-12.15	-46.06	-49.02

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