Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 1/23/23 - RS = 17

		⇓instrument	freshest		⇓ Δday	1/23/23	⇓ Δwk	9/26/22	prc diff	⇓ Δ17	∅-RS
	L	CAC Mid 60	14,627.300	Thu	0.51	14,670.300	-0.29	11,874.400	2,795.900	23.55	6.17
	L	Elior	3.302	Thu	-14.41	4.024	-17.94	2.018	2.006	99.41	42.93
	L	Technip Energies	17.010	Thu	0.35	17.260	-1.45	11.175	6.085	54.45	38.37
		SES imagotag	112.000	Thu	-4.92	124.400	-9.97	88.500	35.900	40.56	35.78
	L	Verallia	33.360	Thu	0.79	32.980	1.15	22.560	10.420	46.19	31.22
	L	Ipsos	59.400	Thu	-0.50	59.700	-0.50	44.850	14.850	33.11	27.52
	L	Vallourec	13.175	Thu	-0.49	13.105	0.53	9.682	3.423	35.35	26.54
	L	JCDecaux	21.200	Thu	-0.84	21.240	-0.19	12.290	8.950	72.82	24.46
	L	Interparfums	60.300	Thu	1.86	62.200	-3.05	42.400	19.800	46.70	21.93
	L	Dassault Aviation	157.400	Thu	0.70	165.700	-5.01	125.500	40.200	32.03	17.77
	L	Mercialys	10.210	Thu	0.49	10.370	-1.54	7.400	2.970	40.14	17.64
	L	elis	15.890	Thu	2.12	15.600	1.86	10.640	4.960	46.62	17.47
	L	FDJ	40.510	Thu	-0.10	40.030	1.20	29.900	10.130	33.88	15.89
	L	Coface	12.690	Thu	-0.24	12.520	1.36	9.910	2.610	26.34	14.89
		Bic	65.150	Thu	-0.46	63.400	2.76	60.150	3.250	5.40	14.79
	L	SPIE	24.940	Thu	0.48	25.320	-1.50	21.560	3.760	17.44	14.14
	L	Scor	23.800	Thu		23.490	1.32	15.320	8.170	53.33	13.15
	L	Trigano	127.000	Thu	-0.94	126.000	0.79	77.550	48.450	62.48	12.87
	L	Wendel	99.050	Thu	1.38	96.700	2.43	73.200	23.500	32.10	12.16
	L	Amundi	61.250	Thu	1.58	60.350	1.49	44.000	16.350	37.16	11.86
	L	Imerys	38.680	Thu	-0.62	39.020	-0.87	29.500	9.520	32.27	11.85
	L	Alten	138.500	Thu	2.82	136.700	1.32	112.000	24.700	22.05	11.37
	L	Aperam	36.850	09:07	0.96	35.590	3.54	24.450	11.140	45.56	10.59
	L	Métropole TV	15.500	Thu	-0.26	15.640	-0.90	13.800	1.840	13.33	9.46
		Bolloré	5.235	Thu	-0.48	5.260	-0.48	4.600	0.660	14.35	9.13
		⇓instrument	freshest		⇓ Δday	1/23/23	⇓ Δwk	9/26/22	prc diff	⇓ Δ17	∅-RS
		Nexans	95.200	Thu	1.93	93.850	1.44	90.650	3.200	3.53	8.62
	L	Nexity	28.000	Thu	0.57	28.060	-0.21	22.220	5.840	26.28	8.11
	L	Sopra Steria	152.100	Thu	1.13	155.400	-2.12	128.600	26.800	20.84	4.11
	L	Rubis	25.940	Thu	1.65	25.700	0.93	22.240	3.460	15.56	3.74
	L	Covivio	62.950	Thu	0.24	62.000	1.53	47.640	14.360	30.14	2.89
	L	McPhy Energy	13.755	Thu	2.27	14.120	-2.58	7.774	6.346	81.63	1.87
		Ipsen	99.800	Thu	0.81	99.950	-0.15	93.000	6.950	7.47	1.78
	L	SEB	92.850	Thu	2.54	89.900	3.28	63.250	26.650	42.13	1.38
	L	TF1	7.260	Thu	0.83	7.270	-0.14	6.120	1.150	18.79	0.78
	L	Eurazeo	64.500	Thu	0.94	64.400	0.16	53.400	11.000	20.60	0.55
		Soitec	142.400	Thu	-2.47	148.200	-3.91	125.950	22.250	17.67	-0.25
	L	Derichebourg	6.320	Thu	1.12	6.320		4.362	1.958	44.89	-0.43
	L	ALD	11.440	Thu	1.06	11.580	-1.21	10.280	1.300	12.65	-0.56
	L	SES	7.162	Thu	0.45	7.118	0.62	5.582	1.536	27.52	-1.70
	L	Carmila	14.060	Thu	0.29	14.120	-0.42	13.000	1.120	8.62	-2.58
	S	Neoen	35.190	Thu	1.12	35.220	-0.09	34.410	0.810	2.35	-4.75
	L	Icade	43.680	Thu	0.09	44.620	-2.11	37.400	7.220	19.30	-5.01
	S	GTT	102.500	Thu	0.59	103.100	-0.58	108.700	-5.600	-5.15	-5.06
	L	Plastic Omnium	15.500	Thu	1.84	15.300	1.31	15.540	-0.240	-1.54	-5.58
	L	Eramet	89.650	Thu	0.22	90.200	-0.61	78.400	11.800	15.05	-5.66
		OVH	15.905	Thu	2.09	15.255	4.26	11.150	4.105	36.82	-5.87
		CGG	0.750	Thu	0.91	0.772	-2.75	0.723	0.049	6.75	-5.95
	L	Air France-KLM	1.619	Thu	-0.64	1.623	-0.25	1.314	0.309	23.52	-7.70
		Altarea	126.400	Thu	0.64	127.600	-0.94	122.200	5.400	4.42	-7.94
	L	Casino Guichard	11.200	Thu	-0.27	11.890	-5.80	10.100	1.790	17.72	-7.97
		⇓instrument	freshest		⇓ Δday	1/23/23	⇓ Δwk	9/26/22	prc diff	⇓ Δ17	∅-RS
	L	Antin Infrastructure	21.820	Thu	1.58	22.100	-1.27	20.040	2.060	10.28	-9.27
	L	Atos	11.825	Thu	3.01	12.070	-2.03	7.490	4.580	61.15	-10.99
	L	Virbac	275.000	Thu	1.85	274.000	0.36	262.500	11.500	4.38	-12.18
	L	Fnac Darty	33.820	Thu	0.36	33.880	-0.18	28.000	5.880	21.00	-12.67
	S	Eutelsat	7.030	Thu	-0.14	7.180	-2.09	8.480	-1.300	-15.33	-21.96
	L	Valneva	6.312	Thu	-0.13	6.928	-8.89	5.740	1.188	20.70	-24.35
	L	Korian	9.735	Thu	0.36	10.010	-2.75	11.250	-1.240	-11.02	-26.93
	L	Solutions 30	1.893	Thu	1.91	2.015	-6.08	2.379	-0.364	-15.30	-37.09
	L	Orpea	7.076	Thu	1.23	6.990	1.23	12.940	-5.950	-45.98	-54.12
		Euroapi	13.785	Thu	-0.68	13.900	-0.83	17.240	-3.340	-19.37	-na-
CAC Mid 60 - 59 out of 59 instruments rated - 1/23/23 / 9/26/22 - 52 did rise, Market-Ratio(17) = 88.14 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/07/19	scale up chart	1/23/23

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		Vantiva	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		Vantiva	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	1/17/22	56		Vallourec	100	0	7.550	9.285	5.815	-1.735	-23	0	0
long	1/17/22	1/24/22	7		Derichebourg	100	0	11.920	10.760		-1.160	-10	0	0
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/24/22	1/16/23	357		DBV Technologies	100	0	2.610	3.058	2.162	-0.448	-17	0	0
long	1/16/23	1/26/23	10		Elior	100	0	4.000	3.302		-0.698	-17	0	0
accum	5/22/06	1/26/23	6094	days out of 6234 invested (98%)							-100		0	-46

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Vantiva	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
Derichebourg	long	1/17/22	1/24/22	7	11.92	10.76		-1.16	-9.73	-9.73
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
Elior	long	1/16/23	1/26/23	10	4.00	3.30		-0.70	-17.45	-17.45
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
DBV Technologies	short	3/25/19	4/08/19	14	12.90	16.40	9.40	-3.50	-27.13
	short	1/24/22	1/16/23	357	2.61	3.06	2.16	-0.45	-17.16	-39.64
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	1/17/22	56	7.55	9.29	5.82	-1.74	-22.98	-71.92
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
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