Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 13/03/23 - RS = 17

		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	14/11/22	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	14,234.800	Mon	1.03	14,360.400	-0.87	13,568.100	792.300	5.84	3.75
	L	Technip Energies	19.885	Mon	0.84	19.295	3.06	15.040	4.255	28.29	47.45
	L	Verallia	37.860	Mon	1.45	36.360	4.13	27.580	8.780	31.83	39.01
	L	Sopra Steria	189.700	Mon	1.17	189.000	0.37	143.600	45.400	31.62	25.23
	L	elis	16.680	Mon	0.91	16.600	0.48	12.470	4.130	33.12	23.65
	L	Interparfums	66.200	Mon	1.69	62.400	6.09	49.700	12.700	25.55	22.68
	L	Coface	12.880	Mon	2.22	13.240	-2.72	11.000	2.240	20.36	19.11
		Elior	3.208	Mon	0.56	3.262	-1.66	2.716	0.546	20.10	18.36
	L	SEB	99.900	Mon	-0.20	101.200	-1.28	78.400	22.800	29.08	17.60
		Dassault Aviation	178.200	Mon	1.71	173.500	2.71	141.700	31.800	22.44	17.17
		Vallourec	11.045	Mon	1.42	13.050	-15.36	11.600	1.450	12.50	17.00
	L	Atos	12.900	Mon	-0.69	14.370	-10.23	11.655	2.715	23.29	14.72
	L	Alten	140.100	Mon	1.67	141.000	-0.64	125.800	15.200	12.08	14.14
		Mercialys	10.430	Mon	-0.19	10.220	2.05	9.440	0.780	8.26	13.98
		Ipsos	56.900	Mon	1.79	55.800	1.97	52.400	3.400	6.49	13.19
		SPIE	25.780	Mon	1.90	25.840	-0.23	22.840	3.000	13.13	12.88
	L	Wendel	95.600	Mon	0.84	98.250	-2.70	86.450	11.800	13.65	12.56
	L	Imerys	39.300	Mon	1.60	39.340	-0.10	38.780	0.560	1.44	12.19
	L	Aperam	32.980	Mon	1.57	34.670	-4.87	29.560	5.110	17.29	11.11
		JCDecaux	19.970	Mon	1.89	18.760	6.45	17.170	1.590	9.26	10.78
	L	TF1	7.765	Mon	0.06	7.675	1.17	6.990	0.685	9.80	8.15
		Ipsen	105.000	Mon	1.16	107.100	-1.96	102.200	4.900	4.79	7.47
		Amundi	54.600	Mon	0.09	56.650	-3.62	54.600	2.050	3.75	5.42
		Trigano	112.700	Mon	0.71	115.200	-2.17	116.500	-1.300	-1.12	5.19
		SES imagotag	108.200	Mon	2.08	103.600	4.44	135.000	-31.400	-23.26	4.05
		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	14/11/22	prc diff	⇓ Δ17	∅-RS
	L	Plastic Omnium	15.060	Mon	-0.53	16.500	-8.73	15.600	0.900	5.77	3.91
		Bolloré	5.600	Mon	0.90	5.065	10.56	5.210	-0.145	-2.78	3.48
		Bic	58.700	Mon		59.100	-0.68	56.900	2.200	3.87	3.06
	L	Air France-KLM	1.577	Mon	0.32	1.673	-5.77	1.398	0.275	19.67	2.92
		Rubis	24.450	Mon	0.45	25.240	-3.13	24.170	1.070	4.43	2.92
		FDJ	37.060	Mon	1.51	35.840	3.40	35.790	0.050	0.14	2.89
	L	Eramet	91.700	Mon	1.05	97.650	-6.09	77.850	19.800	25.43	2.46
		Nexans	88.700	Mon	1.37	90.450	-1.93	91.350	-0.900	-0.99	2.10
	L	Icade	44.500	Mon	-0.04	46.480	-4.26	40.680	5.800	14.26	1.70
	L	ALD	10.200	Mon	-0.39	11.700	-12.82	11.480	0.220	1.92	1.18
	L	CGG	0.697	Mon	2.35	0.825	-15.54	0.704	0.121	17.22	-0.46
	L	Eurazeo	62.350	Mon	1.55	63.150	-1.27	60.850	2.300	3.78	-0.59
		Scor	20.360	Mon	1.14	19.920	2.21	18.200	1.720	9.45	-1.80
	L	Carmila	14.200	Mon	1.72	14.140	0.42	13.840	0.300	2.17	-2.05
		Métropole TV	14.300	Mon	1.42	13.700	4.38	11.570	2.130	18.41	-2.14
		Covivio	56.050	Mon	2.37	57.600	-2.69	58.000	-0.400	-0.69	-2.92
	L	Fnac Darty	34.220	Mon	0.35	35.820	-4.47	34.640	1.180	3.41	-3.48
		Soitec	138.950	Mon	-0.47	140.000	-0.75	158.800	-18.800	-11.84	-5.46
		Derichebourg	5.615	Mon	-0.80	5.635	-0.35	5.235	0.400	7.64	-6.86
		Nexity	23.140	Mon	1.40	23.360	-0.94	22.400	0.960	4.29	-7.22
		McPhy Energy	12.330	Mon	1.82	12.475	-1.16	12.790	-0.315	-2.46	-8.05
	L	Virbac	282.000	Mon	0.53	271.000	4.06	240.500	30.500	12.68	-10.82
	S	Altarea	116.400	Mon	-0.17	119.400	-2.51	132.400	-13.000	-9.82	-12.01
		SES	6.114	Mon	3.10	6.304	-3.01	6.882	-0.578	-8.40	-12.93
	S	GTT	91.550	Mon	1.22	95.600	-4.24	108.000	-12.400	-11.48	-14.86
		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	14/11/22	prc diff	⇓ Δ17	∅-RS
	L	Solutions 30	2.257	Mon	-2.34	2.293	-1.57	2.173	0.120	5.52	-19.05
	S	Antin Infrastructure	16.880	Mon	0.54	18.550	-9.00	23.760	-5.210	-21.93	-22.00
		Eutelsat	6.270	Mon	3.98	6.400	-2.03	9.670	-3.270	-33.82	-26.21
		OVH	11.165	Mon	-0.04	11.235	-0.62	16.200	-4.965	-30.65	-27.10
	S	Neoen	28.110	Mon	1.30	26.880	4.58	37.960	-11.080	-29.19	-28.50
		Valneva	4.952	Mon	-1.75	5.290	-6.39	7.004	-1.714	-24.47	-35.55
	S	Casino Guichard	7.495	Mon	-1.64	7.785	-3.73	12.450	-4.665	-37.47	-35.93
	S	Korian	7.050	Mon	0.43	7.240	-2.62	10.970	-3.730	-34.00	-41.41
	S	Orpea	2.455	Mon	-3.27	2.466	-0.45	8.210	-5.744	-69.96	-74.25
		Euroapi	10.250	Mon	-3.76	11.470	-10.64	17.660	-6.190	-35.05	-na-
CAC Mid 60 - 59 out of 59 instruments rated - 13/03/23 / 14/11/22 - 40 did rise, Market-Ratio(17) = 67.80 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Mid 60 RS = 17 - B/S = 69/69

7/01/19	scale up chart	13/03/23

Transactions CAC Mid 60 * S17 - 69 ex 20 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		22/05/06	140		- cash -
short	22/05/06	9/10/06	140		SES	100	982	10.180	12.450	7.910	-2.270	-22	7,771	-48
9/10/06		30/10/06	21		- cash -
	30/10/06	6/11/06	7		Atos	100	172	45.090	43.450	46.792	1.702	4	8,064	590
6/11/06		5/03/07	119		- cash -
	5/03/07	26/03/07	21		Soitec	100	28	278.968	254.276	306.058	27.090	10	8,822	401
26/03/07		23/07/07	119		- cash -
	23/07/07	19/05/08	301		Soitec	100	44	197.944	89.536	437.610	239.666	121	19,367	162
19/05/08		2/06/08	14		- cash -
	2/06/08	9/06/08	7		Trigano	100	1,116	17.340	17.200	17.481	0.141	1	19,525	53
9/06/08		16/06/08	7		- cash -
	16/06/08	17/11/08	154		Soitec	100	305	63.996	47.252	86.673	22.677	35	26,441	105
	17/11/08	6/04/09	140		Trigano	100	5,955	4.440	5.940	2.940	-1.500	-34	17,509	-66
	6/04/09	18/05/09	42		Wendel	100	704	24.855	30.030	19.680	-5.175	-21	13,866	-87
18/05/09		8/06/09	21		- cash -
	8/06/09	15/06/09	7		Derichebourg	100	8,302	1.670	1.920	1.420	-0.250	-15	11,790	-100
15/06/09		25/01/10	224		- cash -
	25/01/10	1/02/10	7		SES imagotag	100	1,089	10.820	10.500	11.150	0.330	3	12,149	379
1/02/10		8/02/10	7		- cash -
	8/02/10	1/03/10	21		SES imagotag	100	1,157	10.500	10.980	10.020	-0.480	-5	11,594	-56
1/03/10		17/05/10	77		- cash -
	17/05/10	14/06/10	28		Valneva	100	1,608	7.206	8.270	6.143	-1.064	-15	9,884	-88
14/06/10		28/06/10	14		- cash -
	28/06/10	20/09/10	84		Ipsen	100	377	26.200	25.800	26.606	0.406	2	10,037	7
20/09/10		11/10/10	21		- cash -
	11/10/10	18/10/10	7		Soitec	100	102	97.524	106.136	88.912	-8.612	-9	9,158	-99
18/10/10		29/11/10	42		- cash -
	29/11/10	6/12/10	7		Ipsen	100	394	23.210	23.350	23.070	-0.140	-1	9,103	-27
6/12/10		7/03/11	91		- cash -
	7/03/11	21/03/11	14		Ipsen	100	379	24.000	24.690	23.310	-0.690	-3	8,842	-53
21/03/11		18/04/11	28		- cash -
	18/04/11	25/04/11	7		Air France-KLM	100	788	11.215	11.635	10.795	-0.420	-4	8,511	-86
25/04/11		16/05/11	21		- cash -
	16/05/11	23/01/12	252		Métropole TV	100	507	16.760	12.745	22.040	5.280	32	11,188	49
23/01/12		30/01/12	7		- cash -
	30/01/12	6/02/12	7		Air France-KLM	100	2,311	4.841	5.120	4.562	-0.279	-6	10,543	-95
6/02/12		13/02/12	7		- cash -
	13/02/12	12/03/12	28		Derichebourg	100	4,208	2.505	2.470	2.541	0.036	1	10,692	20
12/03/12		23/04/12	42		- cash -
	23/04/12	7/05/12	14		Air France-KLM	100	3,250	3.289	3.709	2.869	-0.420	-13	9,327	-97
7/05/12		14/05/12	7		- cash -
	14/05/12	10/09/12	119		Vallourec	100	6	1,382.400	1,453.800	1,311.000	-71.400	-5	8,899	-15
10/09/12		26/11/12	77		- cash -
	26/11/12	10/12/12	14		Soitec	100	250	35.520	36.816	34.224	-1.296	-4	8,575	-62
10/12/12		8/04/13	119		- cash -
	8/04/13	19/08/13	133		CGG	100	15	545.280	611.520	479.040	-66.240	-12	7,581	-30
19/08/13		26/08/13	7		- cash -
	26/08/13	14/10/13	49		Valneva	100	2,332	3.250	4.170	2.330	-0.920	-28	5,436	-92
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
14/10/13		2/12/13	49		- cash -
	2/12/13	9/12/13	7		Soitec	100	242	22.392	23.828	20.956	-1.436	-6	5,088	-97
9/12/13		16/12/13	7		- cash -
	16/12/13	23/12/13	7		Soitec	100	219	23.192	21.912	24.547	1.355	6	5,385	1,831
23/12/13		3/02/14	42		- cash -
	3/02/14	10/02/14	7		CGG	100	15	348.160	386.240	310.080	-38.080	-11	4,814	-100
10/02/14		3/03/14	21		- cash -
	3/03/14	10/03/14	7		CGG	100	13	347.200	364.960	329.440	-17.760	-5	4,583	-94
10/03/14		19/05/14	70		- cash -
	19/05/14	26/05/14	7		CGG	100	14	309.408	314.656	304.160	-5.248	-2	4,510	-59
26/05/14		16/06/14	21		- cash -
	16/06/14	26/01/15	224		CGG	100	13	336.480	164.224	689.417	352.937	105	9,098	222
26/01/15		8/06/15	133		- cash -
	8/06/15	7/03/16	273		Soitec	100	702	12.956	10.396	16.146	3.190	25	11,337	34
	7/03/16	6/06/16	91		CGG	100	437	25.920	21.760	30.875	4.955	19	13,503	102
6/06/16		20/06/16	14		- cash -
	20/06/16	10/10/16	112		CGG	100	639	21.120	26.260	15.980	-5.140	-24	10,218	-60
10/10/16		17/10/16	7		- cash -
	17/10/16	24/10/16	7		Air France-KLM	100	2,045	4.996	4.996	4.996	0.000	0	10,218	0
24/10/16		31/10/16	7		- cash -
	31/10/16	26/12/16	56		JCDecaux	100	366	27.855	27.940	27.770	-0.085	0	10,187	-2
26/12/16		16/01/17	21		- cash -
	16/01/17	23/01/17	7		CGG	100	993	10.250	10.080	10.423	0.173	2	10,359	139
23/01/17		31/07/17	189		- cash -
	31/07/17	7/08/17	7		CGG	100	2,777	3.730	3.310	4.203	0.473	13	11,673	50,629
7/08/17		21/08/17	14		- cash -
	21/08/17	8/01/18	140		CGG	100	3,997	2.920	4.050	1.790	-1.130	-39	7,157	-72
8/01/18		5/02/18	28		- cash -
	5/02/18	30/07/18	175		CGG	100	2,874	2.490	2.402	2.581	0.091	4	7,419	8
	30/07/18	11/02/19	196		Nexans	100	261	28.420	29.240	27.600	-0.820	-3	7,205	-5
	11/02/19	18/03/19	35		Vallourec	100	111	64.420	94.360	34.480	-29.940	-46	3,881	-100
18/03/19		25/03/19	7		- cash -
	25/03/19	8/04/19	14		Eramet	100	82	47.240	57.660	36.820	-10.420	-22	3,027	-100
8/04/19		13/05/19	35		- cash -
	13/05/19	23/09/19	133		Eramet	100	58	51.460	49.070	53.966	2.506	5	3,172	14
23/09/19		7/10/19	14		- cash -
	7/10/19	14/10/19	7		McPhy Energy	100	933	3.400	3.365	3.435	0.035	1	3,205	72
14/10/19		21/10/19	7		- cash -
	21/10/19	2/12/19	42		McPhy Energy	100	956	3.350	2.990	3.753	0.403	12	3,591	169
2/12/19		6/01/20	35		- cash -
	6/01/20	20/01/20	14		Ipsen	100	45	78.650	78.650	78.650	0.000	0	3,591	0
20/01/20		27/01/20	7		- cash -
	27/01/20	20/04/20	84		Ipsen	100	55	64.750	59.500	70.463	5.713	9	3,905	44
	20/04/20	13/07/20	84		Vallourec	100	96	40.560	32.665	50.363	9.803	24	4,846	156
13/07/20		21/09/20	70		- cash -
	21/09/20	16/11/20	56		Vallourec	100	272	17.784	20.950	14.618	-3.166	-18	3,985	-72
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
16/11/20		21/06/21	217		- cash -
	21/06/21	5/07/21	14		Vallourec	100	438	9.090	7.955	10.387	1.297	14	4,553	3,137
5/07/21		12/07/21	7		- cash -
	12/07/21	15/11/21	126		Vallourec	100	619	7.350	7.240	7.462	0.112	2	4,622	4
15/11/21		22/11/21	7		- cash -
	22/11/21	17/01/22	56		Vallourec	100	612	7.550	9.285	5.815	-1.735	-23	3,560	-82
17/01/22		24/01/22	7		- cash -
	24/01/22	16/01/23	357		Atos	100	112	31.760	13.300	75.842	44.082	139	8,498	144
16/01/23		13/03/23	56		- cash -
	13/03/23	20/03/23	7		Orpea	100	3,445	2.466	2.455	2.477	0.011	0	8,536	26
accum	22/05/06	20/03/23	3963	days out of 6287 invested (63%)							-15		8,536	-1

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Soitec	short	5/03/07	26/03/07	21	278.97	254.28	306.06	27.09	9.71
		23/07/07	19/05/08	301	197.94	89.54	437.61	239.67	121.08
		16/06/08	17/11/08	154	64.00	47.25	86.67	22.68	35.44
		11/10/10	18/10/10	7	97.52	106.14	88.91	-8.61	-8.83
		26/11/12	10/12/12	14	35.52	36.82	34.22	-1.30	-3.65
		2/12/13	9/12/13	7	22.39	23.83	20.96	-1.44	-6.41
		16/12/13	23/12/13	7	23.19	21.91	24.55	1.35	5.84
		8/06/15	7/03/16	273	12.96	10.40	16.15	3.19	24.62	256.21
Atos		30/10/06	6/11/06	7	45.09	43.45	46.79	1.70	3.77
		24/01/22	16/01/23	357	31.76	13.30	75.84	44.08	138.80	147.81
Métropole TV		16/05/11	23/01/12	252	16.76	12.75	22.04	5.28	31.50	31.50
McPhy Energy		7/10/19	14/10/19	7	3.40	3.37	3.44	0.04	1.04
		21/10/19	2/12/19	42	3.35	2.99	3.75	0.40	12.04	13.21
Ipsen		28/06/10	20/09/10	84	26.20	25.80	26.61	0.41	1.55
		29/11/10	6/12/10	7	23.21	23.35	23.07	-0.14	-0.60
		7/03/11	21/03/11	14	24.00	24.69	23.31	-0.69	-2.88
		6/01/20	20/01/20	14	78.65	78.65	78.65	0.00	0.00
		27/01/20	20/04/20	84	64.75	59.50	70.46	5.71	8.82	6.69
Orpea		13/03/23	20/03/23	7	2.47	2.46	2.48	0.01	0.45	0.45
JCDecaux		31/10/16	26/12/16	56	27.86	27.94	27.77	-0.09	-0.31	-0.31
SES imagotag		25/01/10	1/02/10	7	10.82	10.50	11.15	0.33	3.05
		8/02/10	1/03/10	21	10.50	10.98	10.02	-0.48	-4.57	-1.66
CGG		8/04/13	19/08/13	133	545.28	611.52	479.04	-66.24	-12.15
		3/02/14	10/02/14	7	348.16	386.24	310.08	-38.08	-10.94
		3/03/14	10/03/14	7	347.20	364.96	329.44	-17.76	-5.12
		19/05/14	26/05/14	7	309.41	314.66	304.16	-5.25	-1.70
		16/06/14	26/01/15	224	336.48	164.22	689.42	352.94	104.89
		7/03/16	6/06/16	91	25.92	21.76	30.88	4.96	19.12
		20/06/16	10/10/16	112	21.12	26.26	15.98	-5.14	-24.34
		16/01/17	23/01/17	7	10.25	10.08	10.42	0.17	1.69
		31/07/17	7/08/17	7	3.73	3.31	4.20	0.47	12.69
		21/08/17	8/01/18	140	2.92	4.05	1.79	-1.13	-38.70
		5/02/18	30/07/18	175	2.49	2.40	2.58	0.09	3.66	-1.86
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Nexans		30/07/18	11/02/19	196	28.42	29.24	27.60	-0.82	-2.89	-2.89
Derichebourg		8/06/09	15/06/09	7	1.67	1.92	1.42	-0.25	-14.97
		13/02/12	12/03/12	28	2.51	2.47	2.54	0.04	1.42	-13.77
Eramet		25/03/19	8/04/19	14	47.24	57.66	36.82	-10.42	-22.06
		13/05/19	23/09/19	133	51.46	49.07	53.97	2.51	4.87	-18.26
Wendel		6/04/09	18/05/09	42	24.86	30.03	19.68	-5.18	-20.82	-20.82
Air France-KLM		18/04/11	25/04/11	7	11.22	11.64	10.80	-0.42	-3.74
		30/01/12	6/02/12	7	4.84	5.12	4.56	-0.28	-5.76
		23/04/12	7/05/12	14	3.29	3.71	2.87	-0.42	-12.77
		17/10/16	24/10/16	7	5.00	5.00	5.00	0.00	0.00	-20.88
SES		22/05/06	9/10/06	140	10.18	12.45	7.91	-2.27	-22.30	-22.30
Trigano		2/06/08	9/06/08	7	17.34	17.20	17.48	0.14	0.81
		17/11/08	6/04/09	140	4.44	5.94	2.94	-1.50	-33.78	-33.24
Valneva		17/05/10	14/06/10	28	7.21	8.27	6.14	-1.06	-14.76
		26/08/13	14/10/13	49	3.25	4.17	2.33	-0.92	-28.31	-38.89
Vallourec		14/05/12	10/09/12	119	1,382.40	1,453.80	1,311.00	-71.40	-5.16
		11/02/19	18/03/19	35	64.42	94.36	34.48	-29.94	-46.48
		20/04/20	13/07/20	84	40.56	32.67	50.36	9.80	24.17
		21/09/20	16/11/20	56	17.78	20.95	14.62	-3.17	-17.80
		21/06/21	5/07/21	14	9.09	7.96	10.39	1.30	14.27
		12/07/21	15/11/21	126	7.35	7.24	7.46	0.11	1.52
		22/11/21	17/01/22	56	7.55	9.29	5.82	-1.74	-22.98	-53.71

Annotations

25/05/20	Vallourec	reverse split 40:1 (one for fourty)
5/06/18	Foncière des Régions	renames as Covivio, that's a shame, I really liked these cute slashes above the e's.
28/07/17	Rubis	stock split 1:2 (two for one)
3/04/17	CAC Mid 60	Soitec and Tarkett replace CGG and Maurel et Prom
20/07/16	CGG	reverse stock split 32:1 (one for thirty-two)
15/07/16	CAC Mid 60	Saft dropped out due to the acquisition by Total
	CAC Mid 60	Eutelsat replaces Eiffage
21/03/16	CAC Mid 60	Amundi, SPIE and Worldline replace Adocia, Coface and Montupet
18/01/16	CAC Mid 60	Montupet drops out (acquisition by Linamar)
4/01/16	CAC Mid 60	complete analysis
21/12/15	CAC Mid 60	DBV Technologies, Europcar, Sartorius Stedim Biotech and Vallourec replace Eramet, Groupe Eurotunnel, Solocal and Virbac
24/08/15	CAC Mid 60	complete analysis
8/07/15	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