Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 5/16/22 - RS = 18

		⇓instrument	freshest		⇓ Δday	5/16/22	Δwk	1/10/22	prc diff	⇓ Δ18	⇓∅-RS
	S	CAC Mid 60	14,638.100	16:05	0.61	14,646.800	-0.06	15,527.600	-880.800	-5.67	-3.01
	S	Valneva	11.880	15:35	1.45	9.648	23.13	16.290	-6.642	-40.77	-33.30
	L	Air France-KLM	4.296	15:35	1.06	3.894	10.32	4.290	-0.396	-9.23	-4.40
		Eramet	135.500	15:35		123.200	9.98	76.300	46.900	61.47	59.17
	L	Vallourec	13.595	15:35	6.75	12.575	8.11	8.725	3.850	44.13	44.86
	S	Nexans	82.850	15:35	0.30	78.000	6.22	86.250	-8.250	-9.57	-3.81
	L	GTT	124.000	15:35	1.89	117.300	5.71	78.250	39.050	49.90	54.12
	S	Aperam	36.060	15:35	0.06	34.340	5.01	49.120	-14.780	-30.09	-25.27
	L	Neoen	39.200	15:35	-0.66	37.460	4.64	33.940	3.520	10.37	6.30
		Aéroports de Paris	137.750	15:35	0.55	131.850	4.47	122.650	9.200	7.50	14.02
		Plastic Omnium	16.290	15:35	2.13	15.650	4.09	23.520	-7.870	-33.46	-27.80
		OVH	18.780	15:35	-0.08	18.300	2.62	24.785	-6.485	-26.17	-na-
	S	JCDecaux	18.840	15:35	1.73	18.370	2.56	22.100	-3.730	-16.88	-18.70
	S	Sopra Steria	161.900	15:35	-0.61	158.000	2.47	152.400	5.600	3.67	-2.29
	S	Alten	122.600	15:35	1.32	120.200	2.00	145.600	-25.400	-17.45	-7.75
		McPhy Energy	16.530	15:35	-0.36	16.225	1.88	18.940	-2.715	-14.33	-14.40
		elis	14.720	15:35	0.89	14.460	1.80	16.160	-1.700	-10.52	-3.87
	L	CGG	0.959	15:35	-1.09	0.944	1.67	0.742	0.202	27.24	28.15
		Ipsen	95.200	15:35	1.12	93.650	1.66	82.020	11.630	14.18	4.34
	S	Nexity	30.000	15:39	0.54	29.540	1.56	40.920	-11.380	-27.81	-22.75
	L	SES	8.588	15:35	0.35	8.500	1.04	7.272	1.228	16.89	18.36
		Bolloré	4.824	15:35	1.05	4.778	0.96	4.816	-0.038	-0.79	1.46
		Soitec	167.850	15:35	0.72	166.250	0.96	202.000	-35.750	-17.70	-8.57
		Altarea	150.400	15:35	1.08	149.000	0.94	168.800	-19.800	-11.73	-11.71
	S	Covivio	67.250	15:35	2.83	66.650	0.90	74.380	-7.730	-10.39	-9.68
		⇓instrument	freshest		⇓ Δday	5/16/22	Δwk	1/10/22	prc diff	⇓ Δ18	⇓∅-RS
		Europcar Mobility	0.507	15:38	0.36	0.503	0.80	0.506	-0.004	-0.71	3.37
		Ipsos	44.650	15:35	1.94	44.350	0.68	40.750	3.600	8.83	11.69
	S	Solutions 30	5.592	15:35	0.39	5.584	0.14	6.405	-0.821	-12.82	-19.42
		CNP Assurances	20.920	15:35		20.920		21.780	-0.860	-3.95	18.90
		Lagardere	24.980	15:35		24.980		24.220	0.760	3.14	8.41
		Virbac	358.500	15:35	-1.92	358.500		378.500	-20.000	-5.28	2.20
	L	Albioma	49.880	15:35	-0.20	49.900	-0.04	33.700	16.200	48.07	38.94
		Elior	2.834	15:39	-1.67	2.846	-0.42	6.305	-3.459	-54.86	-42.33
		Eutelsat	10.920	15:35	0.46	11.000	-0.73	10.750	0.250	2.33	4.74
	S	TF1	7.510	15:35	0.13	7.565	-0.73	8.785	-1.220	-13.89	-11.11
		FDJ	34.660	15:35	1.32	34.950	-0.83	38.470	-3.520	-9.15	-14.48
	L	Dassault Aviation	154.600	15:35	-0.13	156.100	-0.96	104.000	52.100	50.10	49.52
		Mercialys	8.685	15:35	0.40	8.770	-0.97	9.410	-0.640	-6.80	-6.61
	S	Amundi	54.350	15:36	1.40	54.900	-1.00	72.150	-17.250	-23.91	-21.83
	S	Métropole TV	15.440	15:35	0.06	15.620	-1.15	17.420	-1.800	-10.33	-10.95
		ALD	13.600	15:35	1.64	13.760	-1.16	13.960	-0.200	-1.43	9.64
		Wendel	89.550	15:35	1.07	90.950	-1.54	104.500	-13.550	-12.97	-13.68
	L	SPIE	21.600	15:35	1.69	21.960	-1.64	23.020	-1.060	-4.60	5.61
		Icade	56.150	15:36	1.91	57.100	-1.66	65.600	-8.500	-12.96	-12.72
	S	Imerys	33.500	15:36	-0.48	34.200	-2.05	37.240	-3.040	-8.16	-10.80
		Rubis	26.330	15:35	1.86	26.900	-2.12	28.060	-1.160	-4.13	-9.44
	L	Bic	56.050	15:39	0.09	57.450	-2.44	47.740	9.710	20.34	11.22
	S	Eurazeo	69.950	15:35	1.16	71.700	-2.44	77.400	-5.700	-7.36	-5.54
	S	SEB	101.000	15:35	0.80	103.800	-2.70	136.600	-32.800	-24.01	-22.04
		Verallia	24.520	15:35	-0.57	25.500	-3.84	30.000	-4.500	-15.00	-10.45
		⇓instrument	freshest		⇓ Δday	5/16/22	Δwk	1/10/22	prc diff	⇓ Δ18	⇓∅-RS
		Maisons du Monde	16.840	15:35	-2.26	17.530	-3.94	20.120	-2.590	-12.87	-8.39
	L	Korian	19.570	15:35	1.24	20.380	-3.97	27.860	-7.480	-26.85	-19.94
	S	Interparfums	45.400	15:35	-0.22	47.400	-4.22	69.100	-21.700	-31.40	-20.59
		Fnac Darty	45.080	15:35	0.13	47.480	-5.05	58.050	-10.570	-18.21	-11.32
	S	Rémy Cointreau	166.600	15:35	0.12	175.800	-5.23	200.000	-24.200	-12.10	-2.19
		Technip Energies	11.755	15:35	1.34	12.415	-5.32	13.200	-0.785	-5.95	3.08
	S	Trigano	115.300	15:35	-2.12	122.100	-5.57	187.500	-65.400	-34.88	-23.21
		Casino Guichard	17.170	15:35	-0.17	18.920	-9.25	23.610	-4.690	-19.86	-10.69
	S	Derichebourg	7.620	15:35	1.13	8.700	-12.41	11.140	-2.440	-21.90	-7.46
		Coface	10.520	15:35	-3.22	12.120	-13.20	11.600	0.520	4.48	9.50
		Orpea	24.600	15:37	0.33	31.600	-22.15	87.160	-55.560	-63.74	-50.93
CAC Mid 60 - 60 out of 60 instruments rated - 5/16/22 / 1/10/22 - 16 did rise, Market-Ratio(18) = 26.67 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	5/16/22

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	7/10/06	189		Vallourec	100	5	1,880.000	3,776.000	1,896.000	101	19,480	285
7/10/06		9/25/06	77		- cash -
	9/25/06	1/15/07	112		Vallourec	100	5	3,500.000	4,100.000	600.000	17	22,480	67
	1/15/07	7/02/07	168		Air France-KLM	100	653	34.420	34.340	-0.080	0	22,428	-1
	7/02/07	8/13/07	42		Nexans	100	203	110.144	104.387	-5.757	-5	21,259	-37
8/13/07		10/15/07	63		- cash -
	10/15/07	10/22/07	7		Eramet	100	78	269.590	273.770	4.180	2	21,585	123
10/22/07		12/03/07	42		- cash -
	12/03/07	12/17/07	14		Eramet	100	69	310.900	336.430	25.530	8	23,347	683
12/17/07		12/24/07	7		- cash -
	12/24/07	12/31/07	7		Eramet	100	64	362.500	350.000	-12.500	-3	22,547	-84
12/31/07		5/12/08	133		- cash -
	5/12/08	6/30/08	49		Eramet	100	36	624.000	631.000	7.000	1	22,799	9
6/30/08		7/21/08	21		- cash -
	7/21/08	7/28/08	7		Eramet	100	47	482.580	427.660	-54.920	-11	20,217	-100
7/28/08		8/18/08	21		- cash -
	8/18/08	8/25/08	7		Alten	100	751	26.920	26.100	-0.820	-3	19,602	-80
8/25/08		4/13/09	231		- cash -
	4/13/09	4/20/09	7		Nexity	100	964	20.325	21.020	0.695	3	20,272	477
4/20/09		4/27/09	7		- cash -
	4/27/09	11/23/09	210		Nexity	100	838	24.170	23.885	-0.285	-1	20,033	-2
	11/23/09	5/03/10	161		Soitec	100	149	133.664	146.860	13.196	10	21,999	24
	5/03/10	8/09/10	98		Plastic Omnium	100	5,955	3.694	4.386	0.692	19	26,120	90
8/09/10		9/06/10	28		- cash -
	9/06/10	6/20/11	287		Plastic Omnium	100	6,028	4.333	6.933	2.600	60	41,793	82
6/20/11		7/04/11	14		- cash -
	7/04/11	7/18/11	14		Plastic Omnium	100	5,423	7.706	7.499	-0.207	-3	40,670	-51
7/18/11		7/25/11	7		- cash -
	7/25/11	8/01/11	7		Plastic Omnium	100	4,736	8.586	7.919	-0.667	-8	37,511	-99
8/01/11		1/16/12	168		- cash -
	1/16/12	5/28/12	133		Rémy Cointreau	100	580	64.630	80.330	15.700	24	46,617	82
5/28/12		8/13/12	77		- cash -
	8/13/12	10/22/12	70		Rémy Cointreau	100	493	94.400	78.300	-16.100	-17	38,680	-62
	10/22/12	6/24/13	245		Air France-KLM	100	6,422	6.023	6.591	0.568	9	42,328	14
6/24/13		7/08/13	14		- cash -
	7/08/13	7/15/13	7		Plastic Omnium	100	2,929	14.448	14.653	0.205	1	42,928	108
7/15/13		7/22/13	7		- cash -
	7/22/13	6/30/14	343		Plastic Omnium	100	2,874	14.933	22.930	7.997	54	65,911	58
	6/30/14	8/04/14	35		Aperam	100	2,673	24.650	26.090	1.440	6	69,761	81
8/04/14		12/01/14	119		- cash -
	12/01/14	1/19/15	49		Aperam	100	2,831	24.635	22.960	-1.675	-7	65,019	-41
	1/19/15	7/27/15	189		Trigano	100	2,605	24.950	39.490	14.540	58	102,895	143
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
7/27/15		8/03/15	7		- cash -
	8/03/15	8/10/15	7		Trigano	100	2,556	40.250	37.890	-2.360	-6	96,863	-96
8/10/15		10/26/15	77		- cash -
	10/26/15	11/16/15	21		Trigano	100	2,152	45.000	42.250	-2.750	-6	90,945	-67
11/16/15		11/30/15	14		- cash -
	11/30/15	12/14/15	14		Trigano	100	1,653	55.000	54.690	-0.310	-1	90,433	-14
12/14/15		12/21/15	7		- cash -
	12/21/15	1/18/16	28		Trigano	100	1,652	54.710	55.900	1.190	2	92,399	32
1/18/16		1/25/16	7		- cash -
	1/25/16	2/08/16	14		Trigano	100	1,555	59.410	51.870	-7.540	-13	80,674	-97
2/08/16		3/21/16	42		- cash -
	3/21/16	3/28/16	7		Trigano	100	1,503	53.650	56.950	3.300	6	85,634	2,148
3/28/16		4/11/16	14		- cash -
	4/11/16	6/20/16	70		Trigano	100	1,585	54.000	49.995	-4.005	-7	79,286	-33
	6/20/16	6/27/16	7		Ipsos	100	2,756	28.760	25.650	-3.110	-11	70,715	-100
6/27/16		7/04/16	7		- cash -
	7/04/16	9/12/16	70		Rémy Cointreau	100	907	77.880	75.820	-2.060	-3	68,846	-13
	9/12/16	4/02/18	567		Soitec	100	4,302	16.000	58.900	42.900	268	253,402	131
	4/02/18	5/28/18	56		Eramet	100	2,266	111.800	146.700	34.900	31	332,485	488
5/28/18		6/11/18	14		- cash -
	6/11/18	6/25/18	14		Eramet	100	2,597	128.000	109.200	-18.800	-15	283,662	-98
6/25/18		7/09/18	14		- cash -
	7/09/18	7/16/18	7		Eramet	100	2,414	117.500	108.000	-9.500	-8	260,729	-99
7/16/18		7/23/18	7		- cash -
	7/23/18	9/10/18	49		Valneva	100	63,592	4.100	3.875	-0.225	-5	246,421	-34
9/10/18		9/24/18	14		- cash -
	9/24/18	10/08/18	14		Interparfums	100	7,681	32.081	31.405	-0.676	-2	241,228	-43
10/08/18		2/18/19	133		- cash -
	2/18/19	8/05/19	168		GTT	100	3,021	79.850	80.450	0.600	1	243,040	2
8/05/19		9/02/19	28		- cash -
	9/02/19	12/09/19	98		Soitec	100	2,670	91.000	93.150	2.150	2	248,781	9
	12/09/19	3/02/20	84		Virbac	100	1,065	233.500	203.000	-30.500	-13	216,298	-46
3/02/20		7/13/20	133		- cash -
	7/13/20	5/17/21	308		McPhy Energy	100	9,223	23.450	26.100	2.650	11	240,739	14
	5/17/21	9/20/21	126		Derichebourg	100	30,017	8.020	9.885	1.865	23	296,721	83
9/20/21		9/27/21	7		- cash -
	9/27/21	12/20/21	84		Derichebourg	100	28,835	10.290	9.150	-1.140	-11	263,849	-40
12/20/21		12/27/21	7		- cash -
	12/27/21	1/24/22	28		Valneva	100	10,001	26.380	14.230	-12.150	-46	142,337	-100
	1/24/22	3/07/22	42		Eramet	100	1,637	86.900	127.600	40.700	47	208,963	2,717
3/07/22		4/04/22	28		- cash -
	4/04/22	4/11/22	7		Eramet	100	1,340	155.900	148.900	-7.000	-4	199,583	-91
4/11/22		4/18/22	7		- cash -
	4/18/22	5/02/22	14		Eramet	100	1,307	152.700	125.300	-27.400	-18	163,771	-99
5/02/22		5/20/22	18		- cash -
accum	1/02/06	5/02/22	4361	days out of 5982 invested (73%)						1,538		163,771	26

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	4/02/18	567	16.00	58.90	42.90	268.13
		9/02/19	12/09/19	98	91.00	93.15	2.15	2.36	314.02
Plastic Omnium		5/03/10	8/09/10	98	3.69	4.39	0.69	18.73
		9/06/10	6/20/11	287	4.33	6.93	2.60	60.00
		7/04/11	7/18/11	14	7.71	7.50	-0.21	-2.69
		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	165.54
Vallourec		1/02/06	7/10/06	189	1,880.00	3,776.00	1,896.00	100.85
		9/25/06	1/15/07	112	3,500.00	4,100.00	600.00	17.14	135.28
Trigano		1/19/15	7/27/15	189	24.95	39.49	14.54	58.28
		8/03/15	8/10/15	7	40.25	37.89	-2.36	-5.86
		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
		3/21/16	3/28/16	7	53.65	56.95	3.30	6.15
		4/11/16	6/20/16	70	54.00	50.00	-4.01	-7.42	21.95
Eramet		10/15/07	10/22/07	7	269.59	273.77	4.18	1.55
		12/03/07	12/17/07	14	310.90	336.43	25.53	8.21
		12/24/07	12/31/07	7	362.50	350.00	-12.50	-3.45
		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
		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	3/07/22	42	86.90	127.60	40.70	46.84
		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	12.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
McPhy Energy		7/13/20	5/17/21	308	23.45	26.10	2.65	11.30	11.30
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
Air France-KLM		1/15/07	7/02/07	168	34.42	34.34	-0.08	-0.23
		10/22/12	6/24/13	245	6.02	6.59	0.57	9.43	9.18
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
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
Aperam		6/30/14	8/04/14	35	24.65	26.09	1.44	5.84
		12/01/14	1/19/15	49	24.64	22.96	-1.68	-6.80	-1.35
Interparfums		9/24/18	10/08/18	14	32.08	31.41	-0.68	-2.11	-2.11
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
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
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
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