Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 11/29/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	11/29/21	⇓ Δwk	8/02/21	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	14,929.400	Fri	-0.63	15,114.500	-1.22	15,325.700	-211.200	-1.38	3.29
	L	Valneva	23.620	Fri	-14.48	28.480	-17.06	12.030	16.450	136.74	152.74
		Virbac	408.000	Fri		411.000	-0.73	347.000	64.000	18.44	48.84
	L	CNP Assurances	21.610	Fri	0.09	21.580	0.14	14.305	7.275	50.86	45.78
		Alten	145.200	Fri	-2.09	143.900	0.90	134.300	9.600	7.15	32.26
	L	Rémy Cointreau	201.600	Fri	0.95	213.400	-5.53	186.200	27.200	14.61	29.44
		Soitec	219.800	Fri	-2.05	228.800	-3.93	206.800	22.000	10.64	27.36
		Derichebourg	9.280	Fri	-0.43	9.260	0.22	8.805	0.455	5.17	25.27
		Eramet	69.300	Fri	-1.70	68.050	1.84	67.900	0.150	0.22	18.60
		Coface	12.300	Fri	-0.57	11.740	4.77	10.460	1.280	12.24	18.35
		Ipsos	38.500	Fri	-1.66	40.000	-3.75	39.750	0.250	0.63	17.91
		Europcar Mobility	0.508	Fri	0.40	0.509	-0.24	0.499	0.011	2.15	16.31
		Nexans	82.350	Fri	-0.54	82.500	-0.18	79.450	3.050	3.84	13.94
	L	SPIE	22.160	Fri	-0.45	22.160		19.160	3.000	15.66	13.01
		Maisons du Monde	19.680	Fri	-1.11	20.460	-3.81	20.400	0.060	0.29	12.76
		Bolloré	4.626	Fri	-0.90	4.766	-2.94	4.650	0.116	2.49	12.38
	L	Ipsen	86.800	Fri	-0.16	86.780	0.02	90.680	-3.900	-4.30	9.71
		Eutelsat	11.225	Fri	-0.13	11.235	-0.09	9.394	1.841	19.60	9.49
		TF1	8.515	Fri	-0.58	8.465	0.59	8.165	0.300	3.67	7.24
		Lagardere	22.980	Fri	0.26	22.960	0.09	23.420	-0.460	-1.96	6.49
		JCDecaux	22.920	Fri	0.53	22.540	1.69	22.920	-0.380	-1.66	6.00
		Eurazeo	72.800	Fri	-2.35	73.450	-0.88	84.750	-11.300	-13.33	5.56
		Amundi	70.400	Fri	-4.02	75.050	-6.20	79.550	-4.500	-5.66	4.09
		Sopra Steria	155.000	Fri	-0.45	156.600	-1.02	171.200	-14.600	-8.53	3.48
		Rexel	17.270	Fri	1.59	16.480	4.79	17.785	-1.305	-7.34	3.19
		⇓instrument	freshest		⇓ Δday	11/29/21	⇓ Δwk	8/02/21	prc diff	⇓ Δ17	∅-RS
		Métropole TV	17.060	Fri	-0.35	17.140	-0.47	17.040	0.100	0.59	2.38
		Aperam	42.710	Fri	-0.93	43.160	-1.04	52.440	-9.280	-17.70	2.24
	L	GTT	70.350	Fri	-1.40	72.250	-2.63	67.700	4.550	6.72	1.43
		Fnac Darty	52.550	Fri	-1.50	54.350	-3.31	59.300	-4.950	-8.35	0.67
		FDJ	39.370	Fri	0.36	41.830	-5.88	45.100	-3.270	-7.25	0.11
	L	Scor	27.290	Fri	-0.66	26.700	2.21	23.470	3.230	13.76	-0.30
	S	Covivio	71.000	Fri	-1.74	73.360	-3.22	79.780	-6.420	-8.05	-1.25
		Aéroports de Paris	105.250	Fri	-0.71	104.400	0.81	102.800	1.600	1.56	-1.93
		SES	6.996	Fri	-0.09	6.832	2.40	6.590	0.242	3.67	-2.65
	S	Trigano	153.600	Fri	-1.92	157.400	-2.41	183.900	-26.500	-14.41	-2.92
	S	Verallia	30.220	Fri	0.13	29.540	2.30	31.660	-2.120	-6.70	-3.66
	S	elis	14.280	Fri	-1.04	14.100	1.28	15.400	-1.300	-8.44	-4.89
	S	Wendel	100.000	Fri	-1.77	103.500	-3.38	118.700	-15.200	-12.81	-5.01
	S	Icade	61.750	Fri	-0.96	63.650	-2.99	77.850	-14.200	-18.24	-5.32
		Nexity	38.560	Fri		38.100	1.21	43.260	-5.160	-11.93	-6.09
	S	Elior	5.740	Fri	-0.43	5.795	-0.95	5.800	-0.005	-0.09	-6.54
	S	Mercialys	8.260	Fri	-1.37	8.435	-2.07	10.380	-1.945	-18.74	-6.99
	L	McPhy Energy	21.800	Fri	-3.63	22.100	-1.36	15.800	6.300	39.87	-7.12
	L	SEB	130.600	Fri		133.300	-2.03	139.200	-5.900	-4.24	-7.23
	L	Neoen	34.160	Fri	-3.01	37.200	-8.17	33.940	3.260	9.61	-7.77
		Dassault Aviation	89.600	Fri	6.48	84.450	6.10	101.400	-16.950	-16.72	-10.12
		Albioma	32.360	Fri	-0.68	33.480	-3.35	33.660	-0.180	-0.53	-11.71
	S	Imerys	34.400	Fri	0.06	34.860	-1.32	39.300	-4.440	-11.30	-12.80
	S	Bic	45.780	Fri	0.70	45.740	0.09	57.350	-11.610	-20.24	-13.01
	S	Korian	26.180	Fri	-0.61	26.420	-0.91	31.220	-4.800	-15.37	-13.37
		⇓instrument	freshest		⇓ Δday	11/29/21	⇓ Δwk	8/02/21	prc diff	⇓ Δ17	∅-RS
		Air France-KLM	3.731	Fri	-0.61	3.784	-1.40	4.077	-0.293	-7.19	-16.18
	S	Casino Guichard	19.930	Fri	0.03	20.070	-0.70	24.330	-4.260	-17.51	-21.05
		Plastic Omnium	22.640	Fri	-0.53	21.460	5.50	26.880	-5.420	-20.16	-21.46
		CGG	0.616	Fri	1.15	0.608	1.32	0.606	0.002	0.40	-23.45
		Solutions 30	6.775	Fri	7.11	6.500	4.23	7.085	-0.585	-8.26	-23.90
		TechnipFMC	5.284	Fri	2.32	5.216	1.30	6.056	-0.840	-13.87	-23.96
		DBV Technologies	4.938	Fri	-2.87	5.508	-10.35	9.090	-3.582	-39.41	-29.42
	S	Rubis	25.390	Fri	1.36	24.820	2.30	33.570	-8.750	-26.06	-29.80
	L	Vallourec	7.910	Fri	4.28	7.925	-0.19	7.955	-0.030	-0.38	-35.76
		Technip Energies	11.935	Fri	3.07	11.995	-0.50	11.350	0.645	5.68	-na-
CAC Mid 60 - 59 out of 59 instruments rated - 11/29/21 / 8/02/21 - 26 did rise, Market-Ratio(17) = 44.07 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Mid 60 RS = 17 - B/S = 69/62

1/02/17	scale up chart	11/29/21

Transactions CAC Mid 60 * A17 - 69/62 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/22/06	140		- cash -
short	5/22/06	10/09/06	140		Maurel et Prom	100	642	15.570	18.930	12.210	-3.360	-22	7,843	-47
long	10/09/06	6/18/07	252		Eiffage	100	100	78.150	98.930		20.780	27	9,921	41
short	6/18/07	7/02/07	14		Covivio	100	86	115.000	110.300	119.900	4.900	4	10,342	197
long	7/02/07	7/30/07	28		Ubisoft	100	508	20.320	23.375		3.055	15	11,894	521
short	7/30/07	5/19/08	294		Maurel et Prom	100	860	13.820	16.130	11.510	-2.310	-17	9,908	-20
long	5/19/08	6/02/08	14		Ubisoft	100	279	35.500	30.815		-4.685	-13	8,601	-98
short	6/02/08	5/18/09	350		Technicolor	100	9	870.480	178.767	4,238.676	3,368.196	387	38,914	421
long	5/18/09	1/25/10	252		Nexity	100	1,729	22.505	27.000		4.495	20	46,686	30
short	1/25/10	3/29/10	63		Ubisoft	100	4,835	9.655	10.285	9.025	-0.630	-7	43,640	-32
long	3/29/10	5/10/10	42		Plastic Omnium	100	15,195	2.872	3.588		0.716	25	54,520	592
short	5/10/10	9/20/10	133		Ubisoft	100	6,001	9.084	7.413	11.132	2.048	23	66,808	75
long	9/20/10	5/16/11	238		Plastic Omnium	100	15,497	4.311	7.433		3.122	72	115,190	131
short	5/16/11	1/23/12	252		Genfit	100	29,287	3.933	1.723	8.978	5.045	128	262,931	230
long	1/23/12	5/14/12	112		Innate Pharma	100	153,760	1.710	1.650		-0.060	-4	253,705	-11
short	5/14/12	9/10/12	119		Vallourec	100	183	1,382.400	1,453.800	1,311.000	-71.400	-5	240,639	-15
long	9/10/12	4/22/13	224		Eurofins Scientific	100	21,876	11.000	15.325		4.325	39	335,253	72
short	4/22/13	4/29/13	7		CGG	100	673	497.920	532.320	463.520	-34.400	-7	312,102	-98
long	4/29/13	6/10/13	42		Montupet	100	22,292	14.000	16.510		2.510	18	368,054	319
short	6/10/13	8/05/13	56		CGG	100	655	561.120	575.840	546.400	-14.720	-3	358,413	-16
long	8/05/13	12/16/13	133		Montupet	100	19,166	18.700	33.260		14.560	78	637,470	386
short	12/16/13	12/23/13	7		Adocia	100	111,640	5.710	5.660	5.760	0.050	1	643,096	58
long	12/23/13	6/23/14	182		Montupet	100	20,435	31.470	66.830		35.360	112	1,365,678	353
short	6/23/14	1/19/15	210		CGG	100	3,977	343.360	153.600	767.553	424.193	124	3,052,692	305
long	1/19/15	6/08/15	140		Adocia	100	48,302	63.200	66.230		3.030	5	3,199,047	13
short	6/08/15	12/21/15	196		Maurel et Prom	100	454,345	7.041	2.681	18.492	11.451	163	8,401,525	504
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	12/21/15	12/28/15	7		Sartorius Stedim	100	145,923	57.575	57.183		-0.392	-1	8,344,367	-30
short	12/28/15	5/16/16	140		Maurel et Prom	100	2,743,052	3.042	3.190	2.894	-0.148	-5	7,938,395	-12
long	5/16/16	6/27/16	42		Ubisoft	100	263,997	30.070	30.880		0.810	3	8,152,233	26
short	6/27/16	9/05/16	70		Vallourec	100	71,012	114.800	167.760	61.840	-52.960	-46	4,391,437	-96
long	9/05/16	9/26/16	21		Ubisoft	100	120,165	36.545	33.640		-2.905	-8	4,042,358	-76
short	9/26/16	10/10/16	14		Air France-KLM	100	856,613	4.719	4.790	4.648	-0.071	-2	3,981,538	-33
long	10/10/16	11/21/16	42		Nexans	100	74,981	53.100	49.590		-3.510	-7	3,718,355	-45
short	11/21/16	12/26/16	35		CGG	100	290,496	12.800	13.570	12.030	-0.770	-6	3,494,673	-48
long	12/26/16	8/21/17	238		Vallourec	100	13,863	252.080	177.240		-74.840	-30	2,457,166	-42
short	8/21/17	12/11/17	112		Technicolor	100	29,385	83.619	84.780	82.458	-1.161	-1	2,423,050	-4
long	12/11/17	2/05/18	56		Air France-KLM	100	191,697	12.640	11.955		-0.685	-5	2,291,738	-30
short	2/05/18	3/18/19	406		Innate Pharma	100	436,106	5.255	6.585	3.925	-1.330	-25	1,711,717	-23
long	3/18/19	3/25/19	7		GTT	100	20,462	83.650	79.900		-3.750	-4	1,634,984	-91
short	3/25/19	4/08/19	14		DBV Technologies	100	126,742	12.900	16.400	9.400	-3.500	-27	1,191,387	-100
long	4/08/19	5/20/19	42		GTT	100	13,319	89.450	79.850		-9.600	-11	1,063,525	-63
short	5/20/19	12/09/19	203		Eramet	100	20,771	51.200	39.940	65.635	14.435	28	1,363,344	56
long	12/09/19	1/13/20	35		CGG	100	535,274	2.547	2.978		0.431	17	1,594,047	411
short	1/13/20	7/13/20	182		Ipsen	100	20,267	78.650	81.500	75.800	-2.850	-4	1,536,286	-7
long	7/13/20	9/21/20	70		Iliad	100	8,718	176.200	163.950		-12.250	-7	1,429,491	-31
short	9/21/20	11/16/20	56		Europcar Mobility	100	2,564,108	0.558	1.159	0.000	-0.557	-100	0	-100
long	11/16/20	7/12/21	238		Solutions 30	100	0	17.510	6.350		-11.160	-64	0	0
short	7/12/21	11/15/21	126		Vallourec	100	0	7.350	7.240	7.462	0.112	2	0	0
long	11/15/21	11/22/21	7		Valneva	100	0	21.160	19.060		-2.100	-10	0	0
short	11/22/21	12/03/21	11		Vallourec	100	0	7.550	7.910	7.190	-0.360	-5	0	0
accum	5/22/06	12/03/21	5675	days out of 5815 invested (98%)							-100		0	-49

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Technicolor	short	6/02/08	5/18/09	350	870.48	178.77	4,238.68	3,368.20	386.94
	short	8/21/17	12/11/17	112	83.62	84.78	82.46	-1.16	-1.39	380.17
Montupet	long	4/29/13	6/10/13	42	14.00	16.51		2.51	17.93
	long	8/05/13	12/16/13	133	18.70	33.26		14.56	77.86
	long	12/23/13	6/23/14	182	31.47	66.83		35.36	112.36	345.42
Genfit	short	5/16/11	1/23/12	252	3.93	1.72	8.98	5.04	128.26	128.26
CGG	short	4/22/13	4/29/13	7	497.92	532.32	463.52	-34.40	-6.91
	short	6/10/13	8/05/13	56	561.12	575.84	546.40	-14.72	-2.62
	short	6/23/14	1/19/15	210	343.36	153.60	767.55	424.19	123.54
	short	11/21/16	12/26/16	35	12.80	13.57	12.03	-0.77	-6.02
	long	12/09/19	1/13/20	35	2.55	2.98		0.43	16.92	122.68
Plastic Omnium	long	3/29/10	5/10/10	42	2.87	3.59		0.72	24.93
	long	9/20/10	5/16/11	238	4.31	7.43		3.12	72.42	115.40
Maurel et Prom	short	5/22/06	10/09/06	140	15.57	18.93	12.21	-3.36	-21.58
	short	7/30/07	5/19/08	294	13.82	16.13	11.51	-2.31	-16.71
	short	6/08/15	12/21/15	196	7.04	2.68	18.49	11.45	162.63
	short	12/28/15	5/16/16	140	3.04	3.19	2.89	-0.15	-4.87	63.18
Eurofins Scientific	long	9/10/12	4/22/13	224	11.00	15.33		4.33	39.32	39.32
Eramet	short	5/20/19	12/09/19	203	51.20	39.94	65.63	14.43	28.19	28.19
Eiffage	long	10/09/06	6/18/07	252	78.15	98.93		20.78	26.59	26.59
Nexity	long	5/18/09	1/25/10	252	22.51	27.00		4.50	19.97	19.97
Ubisoft	long	7/02/07	7/30/07	28	20.32	23.38		3.06	15.03
	long	5/19/08	6/02/08	14	35.50	30.82		-4.69	-13.20
	short	1/25/10	3/29/10	63	9.66	10.29	9.03	-0.63	-6.53
	short	5/10/10	9/20/10	133	9.08	7.41	11.13	2.05	22.54
	long	5/16/16	6/27/16	42	30.07	30.88		0.81	2.69
	long	9/05/16	9/26/16	21	36.55	33.64		-2.91	-7.95	8.12
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Adocia	short	12/16/13	12/23/13	7	5.71	5.66	5.76	0.05	0.88
	long	1/19/15	6/08/15	140	63.20	66.23		3.03	4.79	5.72
Covivio	short	6/18/07	7/02/07	14	115.00	110.30	119.90	4.90	4.26	4.26
Sartorius Stedim	long	12/21/15	12/28/15	7	57.58	57.18		-0.39	-0.68	-0.68
Ipsen	short	1/13/20	7/13/20	182	78.65	81.50	75.80	-2.85	-3.62	-3.62
Nexans	long	10/10/16	11/21/16	42	53.10	49.59		-3.51	-6.61	-6.61
Air France-KLM	short	9/26/16	10/10/16	14	4.72	4.79	4.65	-0.07	-1.50
	long	12/11/17	2/05/18	56	12.64	11.96		-0.69	-5.42	-6.84
Iliad	long	7/13/20	9/21/20	70	176.20	163.95		-12.25	-6.95	-6.95
Valneva	long	11/15/21	11/22/21	7	21.16	19.06		-2.10	-9.92	-9.92
GTT	long	3/18/19	3/25/19	7	83.65	79.90		-3.75	-4.48
	long	4/08/19	5/20/19	42	89.45	79.85		-9.60	-10.73	-14.73
DBV Technologies	short	3/25/19	4/08/19	14	12.90	16.40	9.40	-3.50	-27.13	-27.13
Innate Pharma	long	1/23/12	5/14/12	112	1.71	1.65		-0.06	-3.51
	short	2/05/18	3/18/19	406	5.26	6.59	3.93	-1.33	-25.31	-27.93
Solutions 30	long	11/16/20	7/12/21	238	17.51	6.35		-11.16	-63.74	-63.74
Vallourec	short	5/14/12	9/10/12	119	1,382.40	1,453.80	1,311.00	-71.40	-5.16
	short	6/27/16	9/05/16	70	114.80	167.76	61.84	-52.96	-46.13
	long	12/26/16	8/21/17	238	252.08	177.24		-74.84	-29.69
	short	7/12/21	11/15/21	126	7.35	7.24	7.46	0.11	1.52
	short	11/22/21	12/03/21	11	7.55	7.91	7.19	-0.36	-4.77	-65.27
Europcar Mobility	short	9/21/20	11/16/20	56	0.56	1.16	0.00	-0.56	-99.98	-99.98

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
	DBV Technologies	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