Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 2/24/20 - RS = 17

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

1/04/16	scale up chart	2/24/20

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	266	32.240	6.621	156.988	124.748	387	41,783	421
long	5/18/09	1/25/10	252		Nexity	100	1,856	22.505	27.000		4.495	20	50,126	30
short	1/25/10	3/29/10	63		Ubisoft	100	5,191	9.655	10.285	9.025	-0.630	-7	46,856	-32
long	3/29/10	5/10/10	42		Plastic Omnium	100	16,314	2.872	3.588		0.716	25	58,537	592
short	5/10/10	9/20/10	133		Ubisoft	100	6,443	9.084	7.413	11.132	2.048	23	71,730	75
long	9/20/10	5/16/11	238		Plastic Omnium	100	16,638	4.311	7.433		3.122	72	123,674	131
short	5/16/11	1/23/12	252		Genfit	100	31,445	3.933	1.723	8.978	5.045	128	282,301	230
long	1/23/12	5/14/12	112		Innate Pharma	100	165,088	1.710	1.650		-0.060	-4	272,396	-11
short	5/14/12	9/10/12	119		Vallourec	100	7,881	34.560	36.345	32.775	-1.785	-5	258,328	-15
long	9/10/12	4/22/13	224		Eurofins Scientific	100	2,348	110.000	153.250		43.250	39	359,879	72
short	4/22/13	4/29/13	7		CGG	100	722	497.920	532.320	463.520	-34.400	-7	335,043	-98
long	4/29/13	6/10/13	42		Montupet	100	23,931	14.000	16.510		2.510	18	395,109	319
short	6/10/13	8/05/13	56		CGG	100	704	561.120	575.840	546.400	-14.720	-3	384,747	-16
long	8/05/13	12/16/13	133		Montupet	100	20,574	18.700	33.260		14.560	78	684,304	386
short	12/16/13	12/23/13	7		Adocia	100	119,843	5.710	5.660	5.760	0.050	1	690,344	58
long	12/23/13	6/23/14	182		Montupet	100	21,936	31.470	66.830		35.360	112	1,466,001	353
short	6/23/14	1/19/15	210		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		Adocia	100	51,849	63.200	66.230		3.030	5	3,433,982	13
short	6/08/15	12/21/15	196		Maurel et Prom	100	487,712	7.041	2.681	18.492	11.451	163	9,018,528	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	156,639	57.575	57.183		-0.392	-1	8,957,173	-30
short	12/28/15	5/16/16	140		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		Ubisoft	100	283,384	30.070	30.880		0.810	3	8,750,928	26
short	6/27/16	9/05/16	70		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		Ubisoft	100	128,989	36.545	33.640		-2.905	-8	4,339,202	-76
short	9/26/16	10/10/16	14		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		Nexans	100	80,488	53.100	49.590		-3.510	-7	3,991,404	-45
short	11/21/16	12/26/16	35		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		Vallourec	100	595,254	6.302	4.431		-1.871	-30	2,637,576	-42
short	8/21/17	12/11/17	112		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		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		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		GTT	100	21,965	83.650	79.900		-3.750	-4	1,755,027	-91
short	3/25/19	4/08/19	14		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		GTT	100	14,296	89.450	79.850		-9.600	-11	1,141,617	-63
short	5/20/19	12/09/19	203		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		CGG	100	574,583	2.547	2.978		0.431	17	1,711,108	411
short	1/13/20	2/27/20	45		Ipsen	100	21,755	78.650	62.950	98.266	19.616	25	2,137,846	509
accum	5/22/06	2/27/20	5029	days out of 5169 invested (97%)							21,278		2,137,846	48

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	32.24	6.62	156.99	124.75	386.94
	short	8/21/17	12/11/17	112	3.10	3.14	3.05	-0.04	-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	110.00	153.25		43.25	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
Ipsen	short	1/13/20	2/27/20	45	78.65	62.95	98.27	19.62	24.94	24.94
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
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
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
Vallourec	short	5/14/12	9/10/12	119	34.56	36.35	32.78	-1.79	-5.16
	short	6/27/16	9/05/16	70	2.87	4.19	1.55	-1.32	-46.13
	long	12/26/16	8/21/17	238	6.30	4.43		-1.87	-29.69	-64.08

Annotations

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
5/06/16	Sartorius Stedim	stock split 1 : 6 (six for one)
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
	Sartorius Stedim	recording started
	Europcar	recording started
	DBV Technologies	recording started
10/26/15	Solocal	reverse stock split 30:1 (one for thirty)
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