RS Chart
Assessment - CAC Mid 60 - 2/24/20 - RS = 17
 ⇐ 
  instrument freshest Δday 2/24/20 Δwk 10/28/19  prc diff Δ17   ∅-RS
real-time RS chart chart add note CAC Mid 60 12,906.600  13:55 -2.77 13,539.800 -4.68 13,318.600 221.200 1.66   1.75 
real-time RS chart chart L add note Sartorius Stedim 178.800  09:18 -1.27 182.900 -2.24 131.500 51.400 39.09   38.66 
real-time RS chart chart add note Nexans 42.520  09:16 -3.74 44.790 -5.07 35.640 9.150 25.67   37.47 
real-time RS chart chart add note CGG 2.530  09:16 -3.29 2.670 -5.24 2.146 0.524 24.42   36.28 
real-time RS chart chart L add note Iliad 132.450  09:17 -1.12 134.600 -1.60 93.560 41.040 43.86   36.16 
real-time RS chart chart L add note Sopra Steria 149.800  09:18 -1.90 155.600 -3.73 121.600 34.000 27.96   33.84 
real-time RS chart chart L add note bioMérieux 85.000  09:16 -2.58 95.450 -10.95 72.050 23.400 32.48   25.65 
real-time RS chart chart L add note Worldline 71.600  09:18 -2.32 72.850 -1.72 56.150 16.700 29.74   24.76 
real-time RS chart chart L add note Icade 97.100  09:16 -0.72 100.900 -3.77 85.950 14.950 17.39   22.07 
real-time RS chart chart L add note Korian-Medica 43.080  09:17 -1.28 44.380 -2.93 37.880 6.500 17.16   20.63 
real-time RS chart chart L add note Euronext 78.400  09:16 -0.88 80.800 -2.97 71.650 9.150 12.77   20.52 
real-time RS chart chart L add note Aperam 28.240  09:16 -2.49 29.670 -4.82 23.640 6.030 25.51   18.48 
real-time RS chart chart add note Getlink 15.510  09:16 -2.33 16.500 -6.00 15.100 1.400 9.27   16.62 
real-time RS chart chart add note Altran Technologies 14.540  09:16 14.610 -0.48 14.235 0.375 2.63   15.32 
real-time RS chart chart add note Amundi 68.200  09:16 -2.50 72.150 -5.47 65.400 6.750 10.32   14.81 
real-time RS chart chart add note Ipsos 28.100  09:06 -1.06 28.900 -2.77 26.800 2.100 7.84   14.21 
real-time RS chart chart L add note Orpea 122.500  09:17 -1.05 123.600 -0.89 105.800 17.800 16.82   13.59 
real-time RS chart chart L add note Rexel 11.785  09:18 -2.52 12.250 -3.80 11.365 0.885 7.79   13.39 
real-time RS chart chart L add note Covivio 104.800  09:16 -0.29 109.100 -3.94 99.850 9.250 9.26   12.71 
real-time RS chart chart add note SPIE 17.860  09:14 -1.49 18.850 -5.25 19.180 -0.330 -1.72   11.01 
real-time RS chart chart add note Eurofins Scientific 460.200  09:17 -1.20 462.200 -0.43 457.400 4.800 1.05   10.76 
real-time RS chart chart add note DBV Technologies 17.910  09:17 -1.05 17.370 3.11 13.190 4.180 31.69   9.07 
real-time RS chart chart L add note Quadient 21.460  09:15 -1.11 21.500 -0.19 19.100 2.400 12.57   7.67 
real-time RS chart chart add note elis 16.650  09:16 -2.06 17.300 -3.76 17.080 0.220 1.29   6.19 
real-time RS chart chart add note Nexity 43.540  09:18 -2.38 44.400 -1.94 46.040 -1.640 -3.56   4.43 
  instrument freshest Δday 2/24/20 Δwk 10/28/19  prc diff Δ17   ∅-RS
real-time RS chart chart add note Alten 101.300  09:16 -1.36 106.800 -5.15 98.500 8.300 8.43   4.15 
real-time RS chart chart add note Rubis 51.800  09:18 -1.33 53.000 -2.26 50.650 2.350 4.64   3.68 
real-time RS chart chart add note Elior 11.700  09:16 -1.35 12.440 -5.95 11.490 0.950 8.27   3.54 
real-time RS chart chart add note GTT 84.900  09:16 -2.69 88.150 -3.69 82.700 5.450 6.59   3.44 
real-time RS chart chart L add note Eurazeo 62.850  09:16 -0.71 63.800 -1.49 61.600 2.200 3.57   0.71 
real-time RS chart chart S add note Wendel 117.200  09:17 -1.60 120.000 -2.33 124.100 -4.100 -3.30   -0.20 
real-time RS chart chart add note Tarkett 15.310  09:16 -1.67 15.520 -1.35 14.660 0.860 5.87   -1.06 
real-time RS chart chart S add note Mercialys 10.970  09:17 -1.17 11.340 -3.26 12.400 -1.060 -8.55   -3.86 
real-time RS chart chart S add note ALD 12.500  09:09 12.660 -1.26 13.080 -0.420 -3.21   -4.75 
real-time RS chart chart S add note Aéroports de Paris 146.300  09:16 -2.07 158.100 -7.46 168.500 -10.400 -6.17   -4.85 
real-time RS chart chart L add note Imerys 36.780  09:16 -2.23 38.000 -3.21 34.960 3.040 8.70   -5.27 
real-time RS chart chart S add note Casino Guichard 34.900  09:16 -0.65 35.530 -1.77 47.880 -12.350 -25.79   -7.08 
real-time RS chart chart add note Soitec 77.100  09:17 -2.84 82.150 -6.15 103.000 -20.850 -20.24   -7.50 
real-time RS chart chart S add note Plastic Omnium 20.490  09:18 -2.66 21.480 -4.61 25.920 -4.440 -17.13   -10.13 
real-time RS chart chart S add note Trigano 70.650  09:18 -2.08 74.650 -5.36 80.900 -6.250 -7.73   -10.73 
real-time RS chart chart add note Vicat 34.900  09:13 0.29 36.800 -5.16 38.200 -1.400 -3.66   -11.29 
real-time RS chart chart S add note Métropole TV 13.860  09:16 -0.93 14.240 -2.67 15.330 -1.090 -7.11   -11.62 
real-time RS chart chart S add note Bolloré 3.246  09:16 -1.58 3.444 -5.75 3.900 -0.456 -11.69   -11.81 
real-time RS chart chart add note Genfit 14.340  09:17 -1.17 14.960 -4.14 14.000 0.960 6.86   -12.09 
real-time RS chart chart add note TF1 6.865  09:17 -0.79 7.100 -3.31 8.145 -1.045 -12.83   -13.21 
real-time RS chart chart add note Bic 55.900  09:14 -1.76 57.850 -3.37 63.000 -5.150 -8.17   -13.26 
real-time RS chart chart S add note Lagardere 18.100  09:17 -2.16 18.000 0.56 20.380 -2.380 -11.68   -14.09 
real-time RS chart chart S add note Dassault Aviation 1,061.000  09:16 -1.39 1,049.000 1.14 1,202.000 -153.000 -12.73   -15.24 
real-time RS chart chart add note Vallourec 1.809  09:18 -4.87 2.043 -11.48 2.398 -0.355 -14.80   -15.44 
real-time RS chart chart S add note CNP Assurances 14.920  09:16 -1.97 15.490 -3.68 18.080 -2.590 -14.33   -16.67 
  instrument freshest Δday 2/24/20 Δwk 10/28/19  prc diff Δ17   ∅-RS
real-time RS chart chart S add note Eutelsat 12.695  09:16 0.08 13.220 -3.97 18.460 -5.240 -28.39   -17.10 
real-time RS chart chart S add note JCDecaux 21.560  09:16 -1.28 21.420 0.65 24.420 -3.000 -12.29   -17.39 
real-time RS chart chart S add note Rémy Cointreau 92.150  09:18 -0.59 96.200 -4.21 118.500 -22.300 -18.82   -18.88 
real-time RS chart chart S add note SEB 113.500  09:17 0.18 112.900 0.53 134.100 -21.200 -15.81   -21.09 
real-time RS chart chart L add note Maisons du Monde 11.790  09:16 -2.08 12.000 -1.75 14.680 -2.680 -18.26   -23.60 
real-time RS chart chart add note Europcar 3.600  09:17 -5.16 3.662 -1.69 3.370 0.292 8.66   -29.45 
real-time RS chart chart S add note Ipsen 62.950  09:17 -0.32 65.400 -3.75 93.400 -28.000 -29.98   -32.07 
real-time RS chart chart S add note Fnac Darty 43.120  09:17 8.23 40.000 7.80 52.600 -12.600 -23.95   -32.29 
real-time RS chart chart S add note Solocal 0.464  09:18 16.53 0.419 10.80 0.717 -0.298 -41.62   -35.62 
real-time RS chart chart S add note Eramet 29.850  09:17 29.280 1.95 48.800 -19.520 -40.00   -38.84 
real-time RS chart chart S add note Technicolor 0.268  09:17 -4.35 0.240 11.76 0.739 -0.499 -67.53   -70.14 
 CAC Mid 60 - 60 out of 60 instruments rated - 2/24/20 / 10/28/19 - 31 did rise, Market-Ratio(17) = 51.67 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
CAC Mid 60 RS = 17 - B/S = 69/62
Market Chart
1/04/16 scale up chart 2/24/20
 


Transactions CAC Mid 60 * A17 - 69/62 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 5/22/06 140    - cash -
short 5/22/06  10/09/06 140  RT RS QC  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  RT RS QC  Eiffage 100  100   78.150  98.930    20.780 27  9,921 41  
short 6/18/07   7/02/07 14  RT RS QC  Covivio 100  86   115.000  110.300 119.900  4.900 4  10,342 197  
long 7/02/07   7/30/07 28  RT RS QC  Ubisoft 100  508   20.320  23.375    3.055 15  11,894 521  
short 7/30/07   5/19/08 294  RT RS QC  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  RT RS QC  Ubisoft 100  279   35.500  30.815    -4.685 -13  8,601 -98  
short 6/02/08   5/18/09 350  RT RS QC  Technicolor 100  266   32.240  6.621 156.988  124.748 387  41,783 421  
long 5/18/09   1/25/10 252  RT RS QC  Nexity 100  1,856   22.505  27.000    4.495 20  50,126 30  
short 1/25/10   3/29/10 63  RT RS QC  Ubisoft 100  5,191   9.655  10.285 9.025  -0.630 -7  46,856 -32  
long 3/29/10   5/10/10 42  RT RS QC  Plastic Omnium 100  16,314   2.872  3.588    0.716 25  58,537 592  
short 5/10/10   9/20/10 133  RT RS QC  Ubisoft 100  6,443   9.084  7.413 11.132  2.048 23  71,730 75  
long 9/20/10   5/16/11 238  RT RS QC  Plastic Omnium 100  16,638   4.311  7.433    3.122 72  123,674 131  
short 5/16/11   1/23/12 252  RT RS QC  Genfit 100  31,445   3.933  1.723 8.978  5.045 128  282,301 230  
long 1/23/12   5/14/12 112  RT RS QC  Innate Pharma 100  165,088   1.710  1.650    -0.060 -4  272,396 -11  
short 5/14/12   9/10/12 119  RT RS QC  Vallourec 100  7,881   34.560  36.345 32.775  -1.785 -5  258,328 -15  
long 9/10/12   4/22/13 224  RT RS QC  Eurofins Scientific 100  2,348   110.000  153.250    43.250 39  359,879 72  
short 4/22/13   4/29/13 7  RT RS QC  CGG 100  722   497.920  532.320 463.520  -34.400 -7  335,043 -98  
long 4/29/13   6/10/13 42  RT RS QC  Montupet 100  23,931   14.000  16.510    2.510 18  395,109 319  
short 6/10/13   8/05/13 56  RT RS QC  CGG 100  704   561.120  575.840 546.400  -14.720 -3  384,747 -16  
long 8/05/13  12/16/13 133  RT RS QC  Montupet 100  20,574   18.700  33.260    14.560 78  684,304 386  
short 12/16/13  12/23/13 7  RT RS QC  Adocia 100  119,843   5.710  5.660 5.760  0.050 1  690,344 58  
long 12/23/13   6/23/14 182  RT RS QC  Montupet 100  21,936   31.470  66.830    35.360 112  1,466,001 353  
short 6/23/14   1/19/15 210  RT RS QC  CGG 100  4,269   343.360  153.600 767.553  424.193 124  3,276,880 305  
long 1/19/15   6/08/15 140  RT RS QC  Adocia 100  51,849   63.200  66.230    3.030 5  3,433,982 13  
short 6/08/15  12/21/15 196  RT RS QC  Maurel et Prom 100  487,712   7.041  2.681 18.492  11.451 163  9,018,528 504  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 12/21/15  12/28/15 7  RT RS QC  Sartorius Stedim 100  156,639   57.575  57.183    -0.392 -1  8,957,173 -30  
short 12/28/15   5/16/16 140  RT RS QC  Maurel et Prom 100  2,944,501   3.042  3.190 2.894  -0.148 -5  8,521,387 -12  
long 5/16/16   6/27/16 42  RT RS QC  Ubisoft 100  283,384   30.070  30.880    0.810 3  8,750,928 26  
short 6/27/16   9/05/16 70  RT RS QC  Vallourec 100  3,049,103   2.870  4.194 1.546  -1.324 -46  4,713,915 -96  
long 9/05/16   9/26/16 21  RT RS QC  Ubisoft 100  128,989   36.545  33.640    -2.905 -8  4,339,202 -76  
short 9/26/16  10/10/16 14  RT RS QC  Air France-KLM 100  919,517   4.719  4.790 4.648  -0.071 -2  4,273,917 -33  
long 10/10/16  11/21/16 42  RT RS QC  Nexans 100  80,488   53.100  49.590    -3.510 -7  3,991,404 -45  
short 11/21/16  12/26/16 35  RT RS QC  CGG 100  311,828   12.800  13.570 12.030  -0.770 -6  3,751,296 -48  
long 12/26/16   8/21/17 238  RT RS QC  Vallourec 100  595,254   6.302  4.431    -1.871 -30  2,637,576 -42  
short 8/21/17  12/11/17 112  RT RS QC  Technicolor 100  851,655   3.097  3.140 3.054  -0.043 -1  2,600,955 -4  
long 12/11/17   2/05/18 56  RT RS QC  Air France-KLM 100  205,771   12.640  11.955    -0.685 -5  2,460,002 -30  
short 2/05/18   3/18/19 406  RT RS QC  Innate Pharma 100  468,125   5.255  6.585 3.925  -1.330 -25  1,837,395 -23  
long 3/18/19   3/25/19 7  RT RS QC  GTT 100  21,965   83.650  79.900    -3.750 -4  1,755,027 -91  
short 3/25/19   4/08/19 14  RT RS QC  DBV Technologies 100  136,048   12.900  16.400 9.400  -3.500 -27  1,278,859 -100  
long 4/08/19   5/20/19 42  RT RS QC  GTT 100  14,296   89.450  79.850    -9.600 -11  1,141,617 -63  
short 5/20/19  12/09/19 203  RT RS QC  Eramet 100  22,297   51.200  39.940 65.635  14.435 28  1,463,463 56  
long 12/09/19   1/13/20 35  RT RS QC  CGG 100  574,583   2.547  2.978    0.431 17  1,711,108 411  
short 1/13/20   2/27/20 45  RT RS QC  Ipsen 100  21,755   78.650  62.950 98.266  19.616 25  2,137,846 509  
accum 5/22/06 2/27/205029 days out of 5169 invested (97%) 21,278 2,137,846 48  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Technicolorshort  6/02/08  5/18/0935032.246.62156.99124.75 386.94 
 short  8/21/17 12/11/171123.103.143.05-0.04 -1.39380.17 
 Montupetlong  4/29/13  6/10/134214.0016.512.51 17.93 
 long  8/05/13 12/16/1313318.7033.2614.56 77.86 
 long 12/23/13  6/23/1418231.4766.8335.36 112.36345.42 
 Genfitshort  5/16/11  1/23/122523.931.728.985.04 128.26128.26 
 CGGshort  4/22/13  4/29/137497.92532.32463.52-34.40 -6.91 
 short  6/10/13  8/05/1356561.12575.84546.40-14.72 -2.62 
 short  6/23/14  1/19/15210343.36153.60767.55424.19 123.54 
 short 11/21/16 12/26/163512.8013.5712.03-0.77 -6.02 
 long 12/09/19  1/13/20352.552.980.43 16.92122.68 
 Plastic Omniumlong  3/29/10  5/10/10422.873.590.72 24.93 
 long  9/20/10  5/16/112384.317.433.12 72.42115.40 
 Maurel et Promshort  5/22/06 10/09/0614015.5718.9312.21-3.36 -21.58 
 short  7/30/07  5/19/0829413.8216.1311.51-2.31 -16.71 
 short  6/08/15 12/21/151967.042.6818.4911.45 162.63 
 short 12/28/15  5/16/161403.043.192.89-0.15 -4.8763.18 
 Eurofins Scientificlong  9/10/12  4/22/13224110.00153.2543.25 39.3239.32 
 Erametshort  5/20/19 12/09/1920351.2039.9465.6314.43 28.1928.19 
 Eiffagelong 10/09/06  6/18/0725278.1598.9320.78 26.5926.59 
 Ipsenshort  1/13/20  2/27/204578.6562.9598.2719.62 24.9424.94 
 Nexitylong  5/18/09  1/25/1025222.5127.004.50 19.9719.97 
 Ubisoftlong  7/02/07  7/30/072820.3223.383.06 15.03 
 long  5/19/08  6/02/081435.5030.82-4.69 -13.20 
 short  1/25/10  3/29/10639.6610.299.03-0.63 -6.53 
 short  5/10/10  9/20/101339.087.4111.132.05 22.54 
 long  5/16/16  6/27/164230.0730.880.81 2.69 
 long  9/05/16  9/26/162136.5533.64-2.91 -7.958.12 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Adociashort 12/16/13 12/23/1375.715.665.760.05 0.88 
 long  1/19/15  6/08/1514063.2066.233.03 4.795.72 
 Covivioshort  6/18/07  7/02/0714115.00110.30119.904.90 4.264.26 
 Sartorius Stedimlong 12/21/15 12/28/15757.5857.18-0.39 -0.68-0.68 
 Nexanslong 10/10/16 11/21/164253.1049.59-3.51 -6.61-6.61 
 Air France-KLMshort  9/26/16 10/10/16144.724.794.65-0.07 -1.50 
 long 12/11/17  2/05/185612.6411.96-0.69 -5.42-6.84 
 GTTlong  3/18/19  3/25/19783.6579.90-3.75 -4.48 
 long  4/08/19  5/20/194289.4579.85-9.60 -10.73-14.73 
 DBV Technologiesshort  3/25/19  4/08/191412.9016.409.40-3.50 -27.13-27.13 
 Innate Pharmalong  1/23/12  5/14/121121.711.65-0.06 -3.51 
 short  2/05/18  3/18/194065.266.593.93-1.33 -25.31-27.93 
 Vallourecshort  5/14/12  9/10/1211934.5636.3532.78-1.79 -5.16 
 short  6/27/16  9/05/16702.874.191.55-1.32 -46.13 
 long 12/26/16  8/21/172386.304.43-1.87 -29.69-64.08 


Annotations
6/05/18Foncière des Régionsrenames as Covivio,
that's a shame, I really liked these cute slashes above the e's.
9/20/17bioMérieuxstock split 1:3 (three for one)
7/28/17Rubisstock split 1:2 (two for one)
4/03/17CAC Mid 60Soitec and Tarkett replace CGG and Maurel et Prom
7/20/16CGGreverse stock split 32:1 (one for thirty-two)
7/15/16CAC Mid 60Saft dropped out due to the acquisition by Total
 CAC Mid 60Eutelsat replaces Eiffage
5/06/16Sartorius Stedimstock split 1 : 6 (six for one)
3/21/16CAC Mid 60Amundi, SPIE and Worldline replace Adocia, Coface and Montupet
1/18/16CAC Mid 60Montupet drops out (acquisition by Linamar)
1/04/16CAC Mid 60complete analysis
12/21/15CAC Mid 60DBV Technologies, Europcar, Sartorius Stedim Biotech and Vallourec replace Eramet, Groupe Eurotunnel,
Solocal and Virbac
 Sartorius Stedimrecording started
 Europcarrecording started
 DBV Technologiesrecording started
10/26/15Solocalreverse stock split 30:1 (one for thirty)
8/24/15CAC Mid 60complete analysis
7/08/15CAC Mid 60market 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)