Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 3/01/21 - RS = 18

		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ18	∅-RS
	L	CAC Mid 60	13,944.100	Fri	-0.88	14,111.800	-1.19	11,620.600	2,491.200	21.44	19.47
	L	Eramet	59.840	Fri	-0.80	63.720	-6.09	23.780	39.940	167.96	107.40
	L	Natixis	4.094	Fri	0.15	4.140	-1.11	2.053	2.087	101.66	73.38
	L	Trigano	151.100	Fri	-1.95	159.200	-5.09	121.500	37.700	31.03	69.18
	L	Métropole TV	17.040	Fri	-0.93	17.280	-1.39	9.810	7.470	76.15	56.13
	L	Plastic Omnium	31.380	Fri	-0.63	31.640	-0.82	20.620	11.020	53.44	55.76
	L	Rexel	15.480	Fri	-0.13	15.800	-2.03	9.990	5.810	58.16	55.42
		Soitec	157.800	Fri	-0.88	165.600	-4.71	125.600	40.000	31.85	55.41
	L	Lagardere	23.200	Fri	-0.77	23.540	-1.44	21.320	2.220	10.41	48.69
	L	CNP Assurances	15.750	Fri	-0.06	15.900	-0.94	10.530	5.370	51.00	47.40
		Nexans	60.250	Fri	-3.83	63.700	-5.42	42.360	21.340	50.38	47.37
	L	Elior	7.400	Fri	-1.92	7.550	-1.99	3.500	4.050	115.71	46.10
	L	Mercialys	9.025	Fri	-2.01	9.145	-1.31	4.436	4.709	106.15	43.00
	L	Imerys	42.440	Fri	-1.12	44.920	-5.52	27.440	17.480	63.70	42.96
	L	Fnac Darty	50.800	Fri	-0.49	50.950	-0.29	40.500	10.450	25.80	42.87
	L	Maisons du Monde	16.800	Fri	-2.67	16.000	5.00	13.760	2.240	16.28	41.09
	L	Ipsos	32.200	Fri	1.42	31.700	1.58	23.250	8.450	36.34	40.62
	L	Coface	9.180	Fri	-0.97	9.360	-1.92	6.580	2.780	42.25	39.54
	L	TF1	7.320	Fri	-0.34	7.585	-3.49	5.225	2.360	45.17	39.26
	L	Aperam	34.800	Fri	-0.85	35.920	-3.12	25.300	10.620	41.98	38.99
	L	Nexity	40.520	Fri	-2.83	41.200	-1.65	24.420	16.780	68.71	37.99
	L	Bolloré	3.952	Fri	-2.56	4.086	-3.28	3.170	0.916	28.90	36.03
	L	SPIE	18.810	Fri	-2.23	19.190	-1.98	14.680	4.510	30.72	33.76
	L	elis	14.670	Fri	-2.20	14.960	-1.94	11.050	3.910	35.38	33.56
	L	Air France-KLM	5.180	Fri	-6.13	5.578	-7.14	3.157	2.421	76.69	32.94
		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ18	∅-RS
	L	ALD	12.360	Fri	-1.12	12.560	-1.59	9.860	2.700	27.38	31.99
	L	FDJ	37.960	Fri	-1.94	39.050	-2.79	32.500	6.550	20.15	30.61
	L	Eurazeo	61.550	Fri	-0.16	61.800	-0.40	42.880	18.920	44.12	29.66
	L	Vallourec	32.930	Fri	-1.58	34.225	-3.78	13.142	21.083	160.42	27.93
	L	JCDecaux	20.880	Fri	0.19	20.880		13.540	7.340	54.21	24.03
	L	Faurecia	44.920	Fri	-2.71	44.440	1.08	37.460	6.980	18.63	23.95
		Rémy Cointreau	157.100	Fri	-0.44	157.800	-0.44	152.000	5.800	3.82	23.28
	L	Devoteam	104.000	Fri	0.58	103.000	0.97	97.600	5.400	5.53	21.85
	L	CGG	1.118	Fri	3.86	1.022	9.34	0.540	0.482	89.19	21.35
	L	Alten	92.400	Fri	1.37	92.500	-0.11	78.650	13.850	17.61	20.38
		Tarkett	12.710	Fri	-1.55	12.920	-1.63	10.870	2.050	18.86	18.18
	L	Sopra Steria	139.700	Fri	-0.85	140.600	-0.64	121.400	19.200	15.82	17.40
	L	Dassault Aviation	918.500	Fri	-3.01	945.500	-2.86	744.000	201.500	27.08	17.28
	L	Aéroports de Paris	105.000	Fri	-0.10	105.800	-0.76	85.100	20.700	24.32	13.30
		Virbac	212.500	Fri	-0.70	220.000	-3.41	216.500	3.500	1.62	12.92
	L	Covivio	71.550	Fri	-0.83	71.050	0.70	54.000	17.050	31.57	12.67
	L	Wendel	96.850	Fri	-0.46	96.300	0.57	80.200	16.100	20.07	12.65
		Neoen	44.500	Fri	-5.92	46.150	-3.58	44.700	1.450	3.24	12.59
	L	Eutelsat	10.055	Fri		10.050	0.05	8.736	1.314	15.04	9.62
		Albioma	38.750	Fri	-3.13	39.900	-2.88	43.650	-3.750	-8.59	6.70
		SEB	138.300	Fri	-1.28	142.200	-2.74	142.900	-0.700	-0.49	5.31
	L	Amundi	64.600	Fri	-0.31	65.600	-1.52	59.200	6.400	10.81	4.11
		SES	6.798	Fri	-0.58	6.756	0.62	7.140	-0.384	-5.38	3.38
	L	Bic	48.720	Fri	-0.08	48.160	1.16	41.140	7.020	17.06	2.49
		Robertet	913.000	Fri	-0.65	917.000	-0.44	984.000	-67.000	-6.81	1.59
		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	10/26/20	prc diff	⇓ Δ18	∅-RS
	L	Icade	60.950	Fri	-1.30	61.000	-0.08	46.680	14.320	30.68	1.42
	S	Ipsen	70.000	Fri	-0.99	70.450	-0.64	79.800	-9.350	-11.72	-0.68
	L	Rubis	39.780	Fri	2.42	38.080	4.46	29.700	8.380	28.22	-0.75
	S	Euronext	83.000	Fri	-0.48	84.950	-2.30	91.700	-6.750	-7.36	-2.25
	L	Korian	29.520	Fri	1.37	29.620	-0.34	25.800	3.820	14.81	-3.03
	L	Casino Guichard	26.530	Fri	2.27	25.910	2.39	22.250	3.660	16.45	-4.11
		Iliad	150.550	Fri	-0.46	148.400	1.45	162.300	-13.900	-8.56	-4.85
	S	bioMérieux	108.900	Fri	0.46	106.900	1.87	127.000	-20.100	-15.83	-9.72
		GTT	68.250	Fri	-1.23	66.450	2.71	84.500	-18.050	-21.36	-12.12
	L	Genfit	4.108	Fri	-2.38	4.304	-4.55	3.350	0.954	28.48	-14.89
	S	Solutions 30	9.625	Fri	0.84	9.730	-1.08	15.700	-5.970	-38.03	-16.93
CAC Mid 60 - 60 out of 60 instruments rated - 3/01/21 / 10/26/20 - 50 did rise, Market-Ratio(18) = 83.33 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	3/01/21

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	3/05/21	130		Trigano	100	805	121.500	151.100	29.600	24	121,700	84
accum	1/02/06	3/05/21	3960	days out of 5542 invested (71%)						1,117		121,700	26

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
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
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	3/05/21	130	121.50	151.10	29.60	24.36	8.45
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	-21.72

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)


	is taking down something concerning