Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 3/01/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	11/02/20	prc diff	⇓ Δ17	∅-RS
	L	CAC Mid 60	13,944.100	Fri	-0.88	14,111.800	-1.19	11,248.600	2,863.200	25.45	19.47
	L	Eramet	59.840	Fri	-0.80	63.720	-6.09	24.180	39.540	163.52	107.40
	L	Natixis	4.094	Fri	0.15	4.140	-1.11	2.052	2.088	101.75	73.38
	L	Trigano	151.100	Fri	-1.95	159.200	-5.09	115.000	44.200	38.43	69.18
	L	Métropole TV	17.040	Fri	-0.93	17.280	-1.39	9.810	7.470	76.15	56.13
	L	Plastic Omnium	31.380	Fri	-0.63	31.640	-0.82	19.700	11.940	60.61	55.76
	L	Rexel	15.480	Fri	-0.13	15.800	-2.03	9.200	6.600	71.74	55.42
		Soitec	157.800	Fri	-0.88	165.600	-4.71	126.600	39.000	30.81	55.41
	L	Lagardere	23.200	Fri	-0.77	23.540	-1.44	19.030	4.510	23.70	48.69
	L	CNP Assurances	15.750	Fri	-0.06	15.900	-0.94	9.875	6.025	61.01	47.40
		Nexans	60.250	Fri	-3.83	63.700	-5.42	44.100	19.600	44.44	47.37
	L	Elior	7.400	Fri	-1.92	7.550	-1.99	3.290	4.260	129.48	46.10
	L	Mercialys	9.025	Fri	-2.01	9.145	-1.31	4.220	4.925	116.71	43.00
	L	Imerys	42.440	Fri	-1.12	44.920	-5.52	27.080	17.840	65.88	42.96
	L	Fnac Darty	50.800	Fri	-0.49	50.950	-0.29	36.160	14.790	40.90	42.87
	L	Maisons du Monde	16.800	Fri	-2.67	16.000	5.00	11.410	4.590	40.23	41.09
	L	Ipsos	32.200	Fri	1.42	31.700	1.58	21.450	10.250	47.79	40.62
	L	Coface	9.180	Fri	-0.97	9.360	-1.92	6.850	2.510	36.64	39.54
	L	TF1	7.320	Fri	-0.34	7.585	-3.49	5.215	2.370	45.45	39.26
	L	Aperam	34.800	Fri	-0.85	35.920	-3.12	23.340	12.580	53.90	38.99
	L	Nexity	40.520	Fri	-2.83	41.200	-1.65	24.600	16.600	67.48	37.99
	L	Bolloré	3.952	Fri	-2.56	4.086	-3.28	3.178	0.908	28.57	36.03
	L	SPIE	18.810	Fri	-2.23	19.190	-1.98	14.080	5.110	36.29	33.76
	L	elis	14.670	Fri	-2.20	14.960	-1.94	9.920	5.040	50.81	33.56
	L	Air France-KLM	5.180	Fri	-6.13	5.578	-7.14	2.950	2.628	89.08	32.94
		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	11/02/20	prc diff	⇓ Δ17	∅-RS
	L	ALD	12.360	Fri	-1.12	12.560	-1.59	9.820	2.740	27.90	31.99
	L	FDJ	37.960	Fri	-1.94	39.050	-2.79	32.760	6.290	19.20	30.61
	L	Eurazeo	61.550	Fri	-0.16	61.800	-0.40	40.300	21.500	53.35	29.66
	L	Vallourec	32.930	Fri	-1.58	34.225	-3.78	12.794	21.431	167.51	27.93
	L	JCDecaux	20.880	Fri	0.19	20.880		13.470	7.410	55.01	24.03
	L	Faurecia	44.920	Fri	-2.71	44.440	1.08	31.510	12.930	41.03	23.95
		Rémy Cointreau	157.100	Fri	-0.44	157.800	-0.44	145.100	12.700	8.75	23.28
	L	Devoteam	104.000	Fri	0.58	103.000	0.97	97.700	5.300	5.42	21.85
	L	CGG	1.118	Fri	3.86	1.022	9.34	0.505	0.517	102.38	21.35
	L	Alten	92.400	Fri	1.37	92.500	-0.11	69.700	22.800	32.71	20.38
		Tarkett	12.710	Fri	-1.55	12.920	-1.63	10.210	2.710	26.54	18.18
	L	Sopra Steria	139.700	Fri	-0.85	140.600	-0.64	102.100	38.500	37.71	17.40
	L	Dassault Aviation	918.500	Fri	-3.01	945.500	-2.86	723.000	222.500	30.77	17.28
	L	Aéroports de Paris	105.000	Fri	-0.10	105.800	-0.76	86.400	19.400	22.45	13.30
		Virbac	212.500	Fri	-0.70	220.000	-3.41	208.000	12.000	5.77	12.92
	L	Covivio	71.550	Fri	-0.83	71.050	0.70	52.150	18.900	36.24	12.67
	L	Wendel	96.850	Fri	-0.46	96.300	0.57	76.100	20.200	26.54	12.65
		Neoen	44.500	Fri	-5.92	46.150	-3.58	46.550	-0.400	-0.86	12.59
	L	Eutelsat	10.055	Fri		10.050	0.05	8.920	1.130	12.67	9.62
		Albioma	38.750	Fri	-3.13	39.900	-2.88	42.000	-2.100	-5.00	6.70
		SEB	138.300	Fri	-1.28	142.200	-2.74	142.500	-0.300	-0.21	5.31
	L	Amundi	64.600	Fri	-0.31	65.600	-1.52	57.400	8.200	14.29	4.11
		SES	6.798	Fri	-0.58	6.756	0.62	7.108	-0.352	-4.95	3.38
	L	Bic	48.720	Fri	-0.08	48.160	1.16	41.340	6.820	16.50	2.49
		Robertet	913.000	Fri	-0.65	917.000	-0.44	935.000	-18.000	-1.93	1.59
		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	11/02/20	prc diff	⇓ Δ17	∅-RS
	L	Icade	60.950	Fri	-1.30	61.000	-0.08	44.500	16.500	37.08	1.42
	S	Ipsen	70.000	Fri	-0.99	70.450	-0.64	79.100	-8.650	-10.94	-0.68
	L	Rubis	39.780	Fri	2.42	38.080	4.46	28.960	9.120	31.49	-0.75
	S	Euronext	83.000	Fri	-0.48	84.950	-2.30	89.450	-4.500	-5.03	-2.25
	L	Korian	29.520	Fri	1.37	29.620	-0.34	25.340	4.280	16.89	-3.03
	L	Casino Guichard	26.530	Fri	2.27	25.910	2.39	20.360	5.550	27.26	-4.11
		Iliad	150.550	Fri	-0.46	148.400	1.45	165.800	-17.400	-10.49	-4.85
	S	bioMérieux	108.900	Fri	0.46	106.900	1.87	127.800	-20.900	-16.35	-9.72
		GTT	68.250	Fri	-1.23	66.450	2.71	83.350	-16.900	-20.28	-12.12
	L	Genfit	4.108	Fri	-2.38	4.304	-4.55	3.322	0.982	29.56	-14.89
	S	Solutions 30	9.625	Fri	0.84	9.730	-1.08	15.400	-5.670	-36.82	-16.93
CAC Mid 60 - 60 out of 60 instruments rated - 3/01/21 / 11/02/20 - 49 did rise, Market-Ratio(17) = 81.67 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	3/01/21

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	100	2,564,108	0.558	1.159	0.000	-0.557	-100	0	-100
long	11/16/20	3/05/21	109		Solutions 30	100	0	17.510	9.625		-7.885	-45	0	0
accum	5/22/06	3/05/21	5402	days out of 5542 invested (97%)							-100		0	-50

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
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	3/05/21	109	17.51	9.63		-7.89	-45.03	-45.03
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	-64.08
Europcar	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.
9/20/17	bioMérieux	stock split 1:3 (three for one)
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
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)


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