Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 6/07/21 - RS = 18

		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	2/01/21	prc diff	⇓ Δ18	∅-RS
		CAC Mid 60	15,461.300	08:16	0.58	15,157.800	2.00	13,424.700	1,733.100	12.91	16.93
		Tarkett	20.050	08:10		20.450	-1.96	14.640	5.810	39.69	62.92
		Eramet	57.150	08:15	2.14	58.800	-2.81	45.410	13.390	29.49	61.74
	L	Mercialys	10.670	08:17	1.52	10.700	-0.28	7.350	3.350	45.58	55.80
	L	Aperam	47.650	08:14		47.460	0.40	35.200	12.260	34.83	55.09
		Maisons du Monde	21.760	08:12	1.49	22.160	-1.81	14.540	7.620	52.41	51.45
		Natixis	4.001	08:17	0.03	4.004	-0.07	3.219	0.785	24.39	45.04
		Nexans	72.150	08:17	-0.21	76.400	-5.56	64.250	12.150	18.91	41.48
		Trigano	176.900	08:17	1.14	177.800	-0.51	147.100	30.700	20.87	40.47
		Rexel	17.570	08:17	1.24	17.135	2.54	12.935	4.200	32.47	38.33
	L	JCDecaux	25.160	08:13	2.53	24.360	3.28	16.450	7.910	48.09	37.95
		TF1	8.425	08:16	0.12	8.500	-0.88	7.230	1.270	17.57	37.19
	L	FDJ	49.330	08:17	0.92	47.240	4.42	35.800	11.440	31.96	36.82
		Métropole TV	17.200	08:15		17.400	-1.15	14.620	2.780	19.02	36.65
		Eurazeo	73.600	08:16	0.34	72.350	1.73	58.250	14.100	24.21	36.09
		Fnac Darty	58.700	08:02	1.29	59.150	-0.76	47.000	12.150	25.85	34.75
		Ipsos	34.800	08:17	1.46	35.050	-0.71	26.950	8.100	30.06	34.74
		Coface	10.300	08:16	0.29	10.190	1.08	8.210	1.980	24.12	30.81
		Soitec	187.000	08:16	1.36	174.100	7.41	170.400	3.700	2.17	29.54
		Nexity	42.600	08:15	-0.23	42.320	0.66	38.140	4.180	10.96	28.12
		Bolloré	4.416	08:15	0.05	4.378	0.87	3.422	0.956	27.94	27.66
	L	Bic	59.200	08:16	0.17	61.600	-3.90	46.640	14.960	32.08	26.74
	L	Virbac	267.000	08:15	-0.19	269.000	-0.74	217.500	51.500	23.68	25.38
		Elior	7.115	08:17	2.45	6.650	6.99	5.155	1.495	29.00	25.32
	L	Icade	75.800	08:16	0.73	73.300	3.41	59.500	13.800	23.19	24.01
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	2/01/21	prc diff	⇓ Δ18	∅-RS
	L	Wendel	116.700	08:17	0.78	114.800	1.66	96.100	18.700	19.46	23.76
		elis	15.810	08:16	1.28	15.400	2.66	12.700	2.700	21.26	23.71
		ALD	12.840	08:04	0.63	12.900	-0.47	11.460	1.440	12.57	22.63
		Alten	108.600	08:03	0.84	102.900	5.54	87.700	15.200	17.33	21.28
		Plastic Omnium	28.500	08:11		29.360	-2.93	31.800	-2.440	-7.67	20.93
		SPIE	20.180	08:14	-0.10	20.020	0.80	18.430	1.590	8.63	20.70
		Imerys	43.380	08:09	0.28	43.320	0.14	39.660	3.660	9.23	20.46
	L	Dassault Aviation	1,027.000	08:12	-0.48	1,004.000	2.29	866.000	138.000	15.94	17.23
		Faurecia	46.400	08:16	-0.17	46.550	-0.32	42.820	3.730	8.71	17.17
		CNP Assurances	14.675	08:17	0.34	14.650	0.17	12.750	1.900	14.90	16.82
	L	Covivio	80.860	08:13	0.95	78.520	2.98	67.550	10.970	16.24	16.80
	L	Aéroports de Paris	125.300	08:16	0.32	111.900	11.97	97.050	14.850	15.30	14.96
		CGG	0.974	08:17	2.37	0.960	1.54	0.835	0.125	14.92	14.68
		Sopra Steria	156.200	08:10	0.90	150.800	3.58	138.800	12.000	8.65	14.46
		Lagardere	21.540	08:17	0.94	20.920	2.96	20.260	0.660	3.26	13.41
	L	Ipsen	91.780	08:14	-0.20	85.960	6.77	73.650	12.310	16.71	11.12
		Rémy Cointreau	167.600	08:17	-0.71	162.700	3.01	153.400	9.300	6.06	9.78
		Eutelsat	10.330	08:16	-0.19	10.240	0.88	9.850	0.390	3.96	9.55
		Amundi	75.300	08:11	0.47	73.050	3.08	62.700	10.350	16.51	9.22
	L	Rubis	42.620	08:18	1.19	41.470	2.77	38.020	3.450	9.07	9.06
		Air France-KLM	4.675	08:16	0.45	4.590	1.85	4.863	-0.273	-5.61	7.49
	L	Casino Guichard	28.020	08:16	-0.07	27.650	1.34	27.960	-0.310	-1.11	7.38
		Devoteam	103.800	07:10	-0.95	103.600	0.19	100.200	3.400	3.39	6.44
		Robertet	990.000	08:11	1.02	988.000	0.20	955.000	33.000	3.46	5.31
		SEB	154.000	08:16	0.06	152.500	0.98	158.400	-5.900	-3.72	3.85
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	2/01/21	prc diff	⇓ Δ18	∅-RS
		Korian	31.440	08:15	0.70	31.000	1.42	31.120	-0.120	-0.39	0.97
		SES	6.786	08:17	0.09	6.558	3.48	7.174	-0.616	-8.59	-2.63
		Euronext	88.400	08:14	-0.06	88.250	0.17	92.250	-4.000	-4.34	-2.93
		GTT	71.650	08:10	0.92	70.450	1.70	75.200	-4.750	-6.32	-7.93
		Genfit	3.582	08:16	4.92	3.456	3.65	4.304	-0.848	-19.70	-16.18
	S	Albioma	34.780	09:15	3.20	34.400	1.10	42.950	-8.550	-19.91	-16.51
	S	Iliad	135.250	08:17	1.39	131.800	2.62	152.300	-20.500	-13.46	-18.91
	S	bioMérieux	92.180	08:16	-0.26	91.500	0.74	128.400	-36.900	-28.74	-22.55
	S	Neoen	34.880	09:13	6.28	32.280	8.05	58.700	-26.420	-45.01	-26.40
	S	Solutions 30	5.055	08:17	1.10	5.315	-4.89	10.280	-4.965	-48.30	-56.66
	S	Vallourec	10.560	08:17	-1.03	10.440	1.15	25.255	-14.815	-58.66	-58.56
CAC Mid 60 - 60 out of 60 instruments rated - 6/07/21 / 2/01/21 - 45 did rise, Market-Ratio(18) = 75.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	6/07/21

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	7/17/06	196		Vallourec	100	5	1,880.000	3,372.000	1,492.000	79	17,460	197
7/17/06		9/25/06	70		- cash -
	9/25/06	1/22/07	119		Vallourec	100	4	3,500.000	4,026.000	526.000	15	19,564	54
	1/22/07	7/02/07	161		Air France-KLM	100	564	34.630	34.340	-0.290	-1	19,400	-2
	7/02/07	8/13/07	42		Nexans	100	176	110.144	104.387	-5.757	-5	18,387	-37
8/13/07		5/19/08	280		- cash -
	5/19/08	6/23/08	35		Eramet	100	27	665.800	612.000	-53.800	-8	16,935	-58
6/23/08		7/21/08	28		- cash -
	7/21/08	7/28/08	7		Eramet	100	35	482.580	427.660	-54.920	-11	15,012	-100
7/28/08		4/13/09	259		- cash -
	4/13/09	4/20/09	7		Nexity	100	738	20.325	21.020	0.695	3	15,525	477
4/20/09		4/27/09	7		- cash -
	4/27/09	11/23/09	210		Nexity	100	642	24.170	23.885	-0.285	-1	15,342	-2
	11/23/09	6/28/10	217		Natixis	100	4,109	3.733	3.660	-0.073	-2	15,042	-3
	6/28/10	8/09/10	42		Plastic Omnium	100	3,752	4.009	4.386	0.377	9	16,457	118
8/09/10		9/13/10	35		- cash -
	9/13/10	6/20/11	280		Plastic Omnium	100	3,828	4.299	6.933	2.634	61	26,540	86
6/20/11		7/04/11	14		- cash -
	7/04/11	8/01/11	28		Faurecia	100	854	31.045	26.590	-4.455	-14	22,735	-87
8/01/11		1/16/12	168		- cash -
	1/16/12	5/28/12	133		Rémy Cointreau	100	351	64.630	80.330	15.700	24	28,246	82
5/28/12		8/13/12	77		- cash -
	8/13/12	10/22/12	70		Rémy Cointreau	100	299	94.400	78.300	-16.100	-17	23,432	-62
	10/22/12	6/24/13	245		Genfit	100	8,184	2.863	4.339	1.476	52	35,512	86
6/24/13		7/08/13	14		- cash -
	7/08/13	2/10/14	217		Plastic Omnium	100	2,457	14.448	18.925	4.477	31	46,512	57
	2/10/14	8/04/14	175		Genfit	100	2,166	21.470	28.980	7.510	35	62,778	87
8/04/14		9/08/14	35		- cash -
	9/08/14	9/15/14	7		Genfit	100	1,735	36.170	46.850	10.680	30	81,308	> 999,999
9/15/14		11/24/14	70		- cash -
	11/24/14	3/30/15	126		Genfit	100	2,260	35.970	32.780	-3.190	-9	74,099	-24
	3/30/15	8/10/15	133		Fnac Darty	100	1,259	58.810	52.530	-6.280	-11	66,192	-27
	8/10/15	8/17/15	7		Trigano	100	1,746	37.890	37.330	-0.560	-1	65,214	-54
8/17/15		10/26/15	70		- cash -
	10/26/15	11/16/15	21		Trigano	100	1,449	45.000	42.250	-2.750	-6	61,230	-67
11/16/15		11/30/15	14		- cash -
	11/30/15	12/14/15	14		Trigano	100	1,113	55.000	54.690	-0.310	-1	60,885	-14
12/14/15		12/21/15	7		- cash -
	12/21/15	2/08/16	49		Trigano	100	1,112	54.710	51.870	-2.840	-5	57,727	-33
2/08/16		3/21/16	42		- cash -
	3/21/16	3/28/16	7		Devoteam	100	1,361	42.400	41.150	-1.250	-3	56,025	-79
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
3/28/16		4/11/16	14		- cash -
	4/11/16	6/27/16	77		Devoteam	100	1,341	41.750	38.240	-3.510	-8	51,318	-34
6/27/16		7/04/16	7		- cash -
	7/04/16	1/09/17	189		Devoteam	100	1,187	43.200	54.000	10.800	25	64,138	54
	1/09/17	3/05/18	420		Soitec	100	2,196	29.200	60.700	31.500	108	133,312	89
3/05/18		3/12/18	7		- cash -
	3/12/18	5/28/18	77		Eramet	100	1,113	119.700	146.700	27.000	23	163,363	162
5/28/18		6/11/18	14		- cash -
	6/11/18	6/25/18	14		Eramet	100	1,276	128.000	109.200	-18.800	-15	139,374	-98
6/25/18		7/09/18	14		- cash -
	7/09/18	7/16/18	7		Eramet	100	1,186	117.500	108.000	-9.500	-8	128,107	-99
7/16/18		7/23/18	7		- cash -
	7/23/18	8/13/18	21		Devoteam	100	1,220	105.000	108.400	3.400	3	132,255	74
8/13/18		8/20/18	7		- cash -
	8/20/18	8/27/18	7		Devoteam	100	1,215	108.800	106.600	-2.200	-2	129,582	-66
8/27/18		9/03/18	7		- cash -
	9/03/18	9/10/18	7		Ipsen	100	848	152.800	151.000	-1.800	-1	128,056	-46
9/10/18		2/18/19	161		- cash -
	2/18/19	8/05/19	168		GTT	100	1,603	79.850	80.450	0.600	1	129,018	2
	8/05/19	8/12/19	7		Soitec	100	1,488	86.650	86.650	0.000	0	129,018	0
8/12/19		9/02/19	21		- cash -
	9/02/19	12/02/19	91		Soitec	100	1,417	91.000	92.050	1.050	1	130,505	5
	12/02/19	3/02/20	91		Robertet	100	129	1,010.000	822.000	-188.000	-19	106,253	-56
3/02/20		7/13/20	133		- cash -
	7/13/20	10/26/20	105		Iliad	100	603	176.200	162.300	-13.900	-8	97,872	-25
	10/26/20	4/19/21	175		Trigano	100	805	121.500	160.100	38.600	32	128,945	78
	4/19/21	6/14/21	56		Eramet	100	2,150	59.950	57.150	-2.800	-5	122,925	-27
accum	1/02/06	6/14/21	4060	days out of 5642 invested (72%)						1,129		122,925	25

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Genfit	long	10/22/12	6/24/13	245	2.86	4.34	1.48	51.55
		2/10/14	8/04/14	175	21.47	28.98	7.51	34.98
		9/08/14	9/15/14	7	36.17	46.85	10.68	29.53
		11/24/14	3/30/15	126	35.97	32.78	-3.19	-8.87	141.47
Plastic Omnium		6/28/10	8/09/10	42	4.01	4.39	0.38	9.40
		9/13/10	6/20/11	280	4.30	6.93	2.63	61.27
		7/08/13	2/10/14	217	14.45	18.93	4.48	30.99	131.11
Soitec		1/09/17	3/05/18	420	29.20	60.70	31.50	107.88
		8/05/19	8/12/19	7	86.65	86.65	0.00	0.00
		9/02/19	12/02/19	91	91.00	92.05	1.05	1.15	110.28
Vallourec		1/02/06	7/17/06	196	1,880.00	3,372.00	1,492.00	79.36
		9/25/06	1/22/07	119	3,500.00	4,026.00	526.00	15.03	106.32
Trigano		8/10/15	8/17/15	7	37.89	37.33	-0.56	-1.48
		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	2/08/16	49	54.71	51.87	-2.84	-5.19
		10/26/20	4/19/21	175	121.50	160.10	38.60	31.77	14.91
Devoteam		3/21/16	3/28/16	7	42.40	41.15	-1.25	-2.95
		4/11/16	6/27/16	77	41.75	38.24	-3.51	-8.41
		7/04/16	1/09/17	189	43.20	54.00	10.80	25.00
		7/23/18	8/13/18	21	105.00	108.40	3.40	3.24
		8/20/18	8/27/18	7	108.80	106.60	-2.20	-2.02	12.39
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	3.09
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
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	0.75
Air France-KLM		1/22/07	7/02/07	161	34.63	34.34	-0.29	-0.84	-0.84
Ipsen		9/03/18	9/10/18	7	152.80	151.00	-1.80	-1.18	-1.18
Natixis		11/23/09	6/28/10	217	3.73	3.66	-0.07	-1.96	-1.96
Nexans		7/02/07	8/13/07	42	110.14	104.39	-5.76	-5.23	-5.23
Iliad		7/13/20	10/26/20	105	176.20	162.30	-13.90	-7.89	-7.89
Fnac Darty		3/30/15	8/10/15	133	58.81	52.53	-6.28	-10.68	-10.68
Faurecia		7/04/11	8/01/11	28	31.05	26.59	-4.46	-14.35	-14.35
Robertet		12/02/19	3/02/20	91	1,010.00	822.00	-188.00	-18.61	-18.61
Eramet		5/19/08	6/23/08	35	665.80	612.00	-53.80	-8.08
		7/21/08	7/28/08	7	482.58	427.66	-54.92	-11.38
		3/12/18	5/28/18	77	119.70	146.70	27.00	22.56
		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
		4/19/21	6/14/21	56	59.95	57.15	-2.80	-4.67	-25.37

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.
9/20/17	bioMérieux	stock split 1:3 (three for one)
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
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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