Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 in Swiss Franc - 1/07/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	4/03/24	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	12,863.886	12/08/24	-0.08	13,153.789	-2.20	13,553.240	-399.452	-2.95	-1.44
	L	Elior	3.094	12/08/24	3.30	2.708	14.24	2.183	0.525	24.03	18.98
	L	Neoen	37.200	12/08/24	-0.10	36.192	2.79	23.351	12.841	54.99	37.14
	L	Eramet	70.125	12/08/24	5.24	94.696	-25.95	61.929	32.767	52.91	33.82
		Nexans	115.535	12/08/24	0.08	101.287	14.07	90.205	11.081	12.28	28.20
		ID Logistics	419.685	12/08/24	0.70	358.623	17.03	319.247	39.376	12.33	27.31
	L	Fnac Darty	25.443	12/08/24	-0.19	29.223	-12.94	26.327	2.896	11.00	9.71
	L	Imerys	28.380	12/08/24	0.21	33.013	-14.03	28.497	4.516	15.85	15.82
		Ipsos	53.890	12/08/24	-0.36	56.313	-4.30	62.025	-5.712	-9.21	9.09
		Mercialys	11.321	12/08/24	-0.85	10.080	12.31	9.630	0.450	4.67	12.73
		Virbac	330.999	12/08/24	0.59	327.122	1.19	321.647	5.475	1.70	12.17
		Rubis	26.616	12/08/24	0.22	26.053	2.16	23.773	2.280	9.59	12.07
		Vallourec	12.959	12/08/24	-0.59	14.248	-9.05	13.044	1.204	9.23	11.38
		elis	20.471	12/08/24	0.67	19.928	2.72	20.413	-0.485	-2.37	10.39
		SPIE	32.644	12/08/24	0.54	33.924	-3.77	29.937	3.987	13.32	19.12
		Eurazeo	65.764	12/08/24	0.97	71.725	-8.31	73.979	-2.254	-3.05	12.56
		VusionGroup	129.880	12/08/24	0.15	130.849	-0.74	137.684	-6.835	-4.96	12.78
	L	Ipsen	100.705	12/08/24	0.78	110.010	-8.46	98.510	11.500	11.67	2.87
	L	Voltalia	9.867	12/08/24	-0.97	8.898	10.89	6.827	2.071	30.34	-1.41
		JCDecaux	17.447	12/08/24	-0.50	18.067	-3.43	18.483	-0.416	-2.25	6.06
		Carmila	15.954	12/08/24	0.61	15.411	3.52	14.594	0.817	5.60	6.10
		Amundi	62.080	12/08/24	0.63	60.045	3.39	58.232	1.813	3.11	7.13
		Bic	55.150	12/08/24	-1.90	54.084	1.97	64.665	-10.581	-16.36	-8.56
		Verallia	25.472	12/08/24	-1.13	33.148	-23.16	33.874	-0.725	-2.14	-2.19
		Coface	13.385	12/08/24	0.88	12.930	3.52	12.885	0.045	0.35	5.41
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	4/03/24	prc diff	⇓ Δ17	∅-RS
		TF1	7.580	12/08/24		7.434	1.96	8.094	-0.660	-8.15	2.51
		Covivio	46.078	12/08/24	-0.50	43.345	6.31	38.598	4.747	12.30	2.10
		Bolloré	5.578	12/08/24	-1.62	5.379	3.69	6.097	-0.718	-11.77	-1.63
		SEB	85.633	12/08/24	-0.67	95.229	-10.08	108.592	-13.363	-12.31	-4.68
	S	Wendel	82.532	12/08/24	-0.70	80.884	2.04	87.517	-6.633	-7.58	-0.15
	S	GTT	122.513	12/08/24	0.16	118.249	3.61	141.429	-23.180	-16.39	1.45
	S	Argan	73.178	12/08/24	0.53	71.725	2.03	73.643	-1.918	-2.60	0.47
		Technip Energies	19.947	12/08/24	-0.68	20.315	-1.81	19.856	0.460	2.32	-1.45
		Mersen	29.562	12/08/24	-1.45	31.646	-6.58	33.893	-2.247	-6.63	-9.16
		Dassault Aviation	183.673	12/08/24	-0.52	165.936	10.69	179.930	-13.995	-7.78	-6.27
		Métropole TV	11.418	12/08/24	0.17	11.844	-3.60	12.127	-0.282	-2.33	-3.85
		Derichebourg	4.416	12/08/24	0.80	4.255	3.78	3.950	0.305	7.72	-5.44
	S	Lectra	24.910	12/08/24	-0.96	27.527	-9.51	30.484	-2.958	-9.70	-1.87
		Aéroports de Paris	108.653	12/08/24	-0.62	111.367	-2.44	120.498	-9.131	-7.58	-2.69
	S	Sopra Steria	159.345	12/08/24	-1.38	183.576	-13.20	228.705	-45.129	-19.73	-4.35
	S	FDJ	34.234	12/08/24	0.40	30.783	11.21	36.965	-6.182	-16.72	-5.88
	L	Viridien	35.930	12/08/24	-0.83	0.482	7,355.75	0.413	0.068	16.56	-8.26
	S	Scor	16.603	12/08/24	1.06	23.417	-29.10	25.981	-2.564	-9.87	-13.69
		Bénéteau	8.500	12/08/24	-2.01	9.663	-12.04	11.733	-2.069	-17.64	-20.02
	S	Aperam	24.289	12/08/24	-0.63	23.863	1.79	25.549	-1.686	-6.60	-11.55
		Interparfums	43.132	12/08/24	-1.87	37.219	15.89	49.159	-11.940	-24.29	-24.59
	S	Trigano	99.348	12/08/24	-0.87	108.944	-8.81	144.021	-35.077	-24.36	-17.71
		Eutelsat	4.098	12/08/24	2.17	3.755	9.14	3.489	0.266	7.62	-11.03
	S	SES	4.548	12/08/24	0.60	4.740	-4.05	5.790	-1.050	-18.14	-13.78
	S	Alten	93.290	12/08/24	-0.31	102.062	-8.59	133.459	-31.397	-23.53	-16.98
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	4/03/24	prc diff	⇓ Δ17	∅-RS
	L	Icade	19.656	12/08/24	-1.74	19.463	1.00	23.984	-4.522	-18.85	-33.50
		Ayvens	5.660	12/08/24	-1.02	5.345	5.89	5.761	-0.415	-7.21	-18.96
		Opmobility	8.277	12/08/24	-1.16	9.014	-8.17	10.542	-1.528	-14.50	-25.28
		X-FAB	5.307	12/08/24	1.96	5.864	-9.50	7.100	-1.236	-17.41	-28.25
		Clariane	1.797	12/08/24	-1.64	1.795	0.11	1.701	0.094	5.51	-33.34
		Valneva	2.979	12/08/24	-1.28	3.154	-5.53	2.906	0.248	8.52	-28.27
		Nexity	9.426	12/08/24	-0.77	8.389	12.36	9.947	-1.558	-15.66	-33.68
	S	Solutions 30	1.353	12/08/24	-0.99	1.483	-8.76	2.001	-0.518	-25.89	-30.05
		Euroapi	3.836	12/08/24	-3.04	2.466	55.58	3.641	-1.175	-32.27	-49.54
	L	Orpea	9.640	12/08/24	-42.87	11.933	-19.22	12.290	-0.356	-2.90	-46.16
		Atos	0.825	12/08/24	-2.21	0.952	-13.41	2.158	-1.206	-55.88	-70.62
CAC Mid 60 - 60 out of 60 instruments rated - 1/07/24 / 4/03/24 - 24 did rise, Market-Ratio(17) in CHF = 40.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

3/01/22	scale up chart	1/07/24

Transactions CAC Mid 60 in Swiss Franc * 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
2/01/06		22/05/06	140		- cash -
short	22/05/06	9/10/06	140		Maurel et Prom	100	413	24.204	30.061	18.346	-5.857	-24	7,581	-51
long	9/10/06	18/06/07	252		Eiffage	100	61	124.102	164.422		40.319	32	10,040	50
short	18/06/07	2/07/07	14		Covivio	100	52	191.130	182.447	200.226	9.096	5	10,513	236
long	2/07/07	30/07/07	28		Ubisoft	100	312	33.611	38.510		4.899	15	12,042	489
short	30/07/07	19/05/08	294		Maurel et Prom	100	528	22.768	26.326	19.211	-3.557	-16	10,164	-19
long	19/05/08	2/06/08	14		Ubisoft	100	175	57.940	49.951		-7.988	-14	8,766	-98
short	2/06/08	18/05/09	350		Vantiva	100	6	1,411.048	270.510	7,360.375	5,949.327	422	44,462	460
long	18/05/09	25/01/10	252		Nexity	100	1,305	34.055	39.752		5.698	17	51,897	25
short	25/01/10	29/03/10	63		Ubisoft	100	3,650	14.215	14.687	13.743	-0.472	-3	50,174	-18
long	29/03/10	10/05/10	42		Opmobility	100	12,233	4.101	5.072		0.970	24	62,045	533
short	10/05/10	20/09/10	133		Ubisoft	100	4,832	12.840	9.769	16.877	4.037	31	81,553	112
long	20/09/10	16/05/11	238		Opmobility	100	14,355	5.681	9.368		3.687	65	134,476	115
short	16/05/11	23/01/12	252		Genfit	100	27,129	4.957	2.082	11.801	6.844	138	320,140	251
long	23/01/12	14/05/12	112		Innate Pharma	100	154,929	2.066	1.982		-0.084	-4	307,066	-13
short	14/05/12	10/09/12	119		Vallourec	100	184	1,660.539	1,759.680	1,561.398	-99.141	-6	288,825	-17
long	10/09/12	22/04/13	224		Eurofins Scientific	100	21,692	13.314	18.681		5.367	40	405,241	74
short	22/04/13	29/04/13	7		Viridien	100	667	606.964	653.849	560.080	-46.884	-8	373,969	-98
long	29/04/13	10/06/13	42		Montupet	100	21,747	17.196	20.426		3.230	19	444,211	346
short	10/06/13	5/08/13	56		Viridien	100	639	694.218	708.686	679.749	-14.469	-2	434,966	-13
long	5/08/13	16/12/13	133		Montupet	100	18,899	23.014	40.617		17.603	76	767,645	375
short	16/12/13	23/12/13	7		Adocia	100	110,087	6.973	6.928	7.018	0.045	1	772,593	40
long	23/12/13	23/06/14	182		Montupet	100	20,055	38.522	81.299		42.776	111	1,630,471	347
short	23/06/14	19/01/15	210		Viridien	100	3,903	417.697	156.764	1,112.953	695.256	166	4,344,054	449
long	19/01/15	8/06/15	140		Adocia	100	67,347	64.502	69.369		4.867	8	4,671,858	21
short	8/06/15	21/12/15	196		Maurel et Prom	100	633,494	7.375	2.904	18.728	11.353	154	11,864,014	467
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	21/12/15	28/12/15	7		Sartorius Stedim	100	190,234	62.365	61.975		-0.390	-1	11,789,827	-28
short	28/12/15	16/05/16	140		Maurel et Prom	100	3,576,012	3.297	3.531	3.063	-0.234	-7	10,953,685	-17
long	16/05/16	27/06/16	42		Ubisoft	100	329,122	33.281	33.341		0.060	0	10,973,321	2
short	27/06/16	5/09/16	70		Vallourec	100	88,530	123.950	183.261	64.638	-59.311	-48	5,722,477	-97
long	5/09/16	26/09/16	21		Ubisoft	100	143,342	39.922	36.695		-3.227	-8	5,259,877	-77
short	26/09/16	10/10/16	14		Air France-KLM	100	102,183	51.475	52.427	50.523	-0.952	-2	5,162,635	-39
long	10/10/16	21/11/16	42		Nexans	100	88,830	58.118	53.156		-4.962	-9	4,721,822	-54
short	21/11/16	26/12/16	35		Viridien	100	344,148	13.720	14.566	12.875	-0.846	-6	4,430,769	-48
long	26/12/16	21/08/17	238		Vallourec	100	16,374	270.583	201.398		-69.185	-26	3,297,936	-36
short	21/08/17	11/12/17	112		Vantiva	100	34,709	95.016	98.943	91.089	-3.927	-4	3,161,632	-13
long	11/12/17	5/02/18	56		Air France-KLM	100	21,432	147.516	138.957		-8.560	-6	2,978,177	-32
short	5/02/18	18/03/19	406		Innate Pharma	100	487,582	6.108	7.460	4.756	-1.352	-22	2,318,896	-20
long	18/03/19	25/03/19	7		GTT	100	24,469	94.767	89.682		-5.085	-5	2,194,473	-94
short	25/03/19	8/04/19	14		DBV Technologies	100	151,558	14.479	18.457	10.502	-3.978	-27	1,591,614	-100
long	8/04/19	20/05/19	42		GTT	100	15,810	100.670	89.902		-10.768	-11	1,421,369	-63
short	20/05/19	9/12/19	203		Eramet	100	24,657	57.645	43.663	76.105	18.460	32	1,876,533	65
long	9/12/19	13/01/20	35		Viridien	100	673,943	2.784	3.229		0.444	16	2,175,954	368
short	13/01/20	13/07/20	182		Ipsen	100	25,518	85.271	87.117	83.425	-1.846	-2	2,128,841	-4
long	13/07/20	21/09/20	70		Iliad	100	11,302	188.344	176.325		-12.019	-6	1,993,005	-29
short	21/09/20	16/11/20	56		Vallourec	100	104,202	19.126	22.629	15.624	-3.502	-18	1,628,075	-73
long	16/11/20	12/07/21	238		Solutions 30	100	86,082	18.913	6.893		-12.020	-64	593,355	-79
short	12/07/21	15/11/21	126		Vallourec	100	74,372	7.978	7.610	8.364	0.386	5	622,070	15
long	15/11/21	22/11/21	7		Valneva	100	27,969	22.241	19.971		-2.270	-10	558,580	-100
short	22/11/21	17/01/22	56		Vallourec	100	70,608	7.911	9.685	6.137	-1.774	-22	433,345	-81
long	17/01/22	24/01/22	7		Derichebourg	100	34,854	12.433	11.129		-1.304	-10	387,896	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	24/01/22	16/01/23	357		DBV Technologies	100	143,690	2.700	3.062	2.337	-0.363	-13	335,791	-14
long	16/01/23	27/03/23	70		Elior	100	83,834	4.005	3.068		-0.937	-23	257,218	-75
short	27/03/23	12/02/24	322		Orpea	100	123	2,075.745	12.457	345,884.349	343,808.604	16,563	42,545,676	32,895
long	12/02/24	22/04/24	70		Eurazeo	100	577,616	73.657	79.564		5.907	8	45,957,705	50
short	22/04/24	13/05/24	21		Orpea	100	3,838,440	11.973	13.140	10.806	-1.167	-10	41,479,338	-83
long	13/05/24	17/06/24	35		Eramet	100	414,866	99.982	92.359		-7.624	-8	38,316,522	-56
short	17/06/24	12/08/24	56		Atos	100	40,583,826	0.944	0.825	1.081	0.137	14	43,867,058	142
accum	22/05/06	12/08/24	7295	days out of 7435 invested (98%)							438,571		43,867,058	52

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Orpea	short	27/03/23	12/02/24	322	2,075.75	12.46	345,884.35	343,808.60	16,563.14
	short	22/04/24	13/05/24	21	11.97	13.14	10.81	-1.17	-9.74	14,939.40
Vantiva	short	2/06/08	18/05/09	350	1,411.05	270.51	7,360.38	5,949.33	421.62
	short	21/08/17	11/12/17	112	95.02	98.94	91.09	-3.93	-4.13	400.07
Montupet	long	29/04/13	10/06/13	42	17.20	20.43		3.23	18.78
	long	5/08/13	16/12/13	133	23.01	40.62		17.60	76.49
	long	23/12/13	23/06/14	182	38.52	81.30		42.78	111.04	342.43
Viridien	short	22/04/13	29/04/13	7	606.96	653.85	560.08	-46.88	-7.72
	short	10/06/13	5/08/13	56	694.22	708.69	679.75	-14.47	-2.08
	short	23/06/14	19/01/15	210	417.70	156.76	1,112.95	695.26	166.45
	short	21/11/16	26/12/16	35	13.72	14.57	12.87	-0.85	-6.16
	long	9/12/19	13/01/20	35	2.78	3.23		0.44	15.96	161.95
Genfit	short	16/05/11	23/01/12	252	4.96	2.08	11.80	6.84	138.07	138.07
Opmobility	long	29/03/10	10/05/10	42	4.10	5.07		0.97	23.66
	long	20/09/10	16/05/11	238	5.68	9.37		3.69	64.90	103.91
Maurel et Prom	short	22/05/06	9/10/06	140	24.20	30.06	18.35	-5.86	-24.20
	short	30/07/07	19/05/08	294	22.77	26.33	19.21	-3.56	-15.62
	short	8/06/15	21/12/15	196	7.37	2.90	18.73	11.35	153.95
	short	28/12/15	16/05/16	140	3.30	3.53	3.06	-0.23	-7.09	50.90
Eurofins Scientific	long	10/09/12	22/04/13	224	13.31	18.68		5.37	40.31	40.31
Eiffage	long	9/10/06	18/06/07	252	124.10	164.42		40.32	32.49	32.49
Eramet	short	20/05/19	9/12/19	203	57.65	43.66	76.10	18.46	32.02
	long	13/05/24	17/06/24	35	99.98	92.36		-7.62	-7.63	21.96
Nexity	long	18/05/09	25/01/10	252	34.05	39.75		5.70	16.73	16.73
Ubisoft	long	2/07/07	30/07/07	28	33.61	38.51		4.90	14.58
	long	19/05/08	2/06/08	14	57.94	49.95		-7.99	-13.79
	short	25/01/10	29/03/10	63	14.22	14.69	13.74	-0.47	-3.32
	short	10/05/10	20/09/10	133	12.84	9.77	16.88	4.04	31.44
	long	16/05/16	27/06/16	42	33.28	33.34		0.06	0.18
	long	5/09/16	26/09/16	21	39.92	36.69		-3.23	-8.08	15.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Atos	short	17/06/24	12/08/24	56	0.94	0.82	1.08	0.14	14.49	14.49
Adocia	short	16/12/13	23/12/13	7	6.97	6.93	7.02	0.04	0.64
	long	19/01/15	8/06/15	140	64.50	69.37		4.87	7.55	8.24
Eurazeo	long	12/02/24	22/04/24	70	73.66	79.56		5.91	8.02	8.02
Covivio	short	18/06/07	2/07/07	14	191.13	182.45	200.23	9.10	4.76	4.76
Sartorius Stedim	long	21/12/15	28/12/15	7	62.37	61.98		-0.39	-0.63	-0.63
Ipsen	short	13/01/20	13/07/20	182	85.27	87.12	83.42	-1.85	-2.17	-2.17
Iliad	long	13/07/20	21/09/20	70	188.34	176.32		-12.02	-6.38	-6.38
Air France-KLM	short	26/09/16	10/10/16	14	51.47	52.43	50.52	-0.95	-1.85
	long	11/12/17	5/02/18	56	147.52	138.96		-8.56	-5.80	-7.54
Nexans	long	10/10/16	21/11/16	42	58.12	53.16		-4.96	-8.54	-8.54
Valneva	long	15/11/21	22/11/21	7	22.24	19.97		-2.27	-10.21	-10.21
Derichebourg	long	17/01/22	24/01/22	7	12.43	11.13		-1.30	-10.49	-10.49
GTT	long	18/03/19	25/03/19	7	94.77	89.68		-5.08	-5.37
	long	8/04/19	20/05/19	42	100.67	89.90		-10.77	-10.70	-15.49
Elior	long	16/01/23	27/03/23	70	4.01	3.07		-0.94	-23.40	-23.40
Innate Pharma	long	23/01/12	14/05/12	112	2.07	1.98		-0.08	-4.08
	short	5/02/18	18/03/19	406	6.11	7.46	4.76	-1.35	-22.14	-25.32
DBV Technologies	short	25/03/19	8/04/19	14	14.48	18.46	10.50	-3.98	-27.47
	short	24/01/22	16/01/23	357	2.70	3.06	2.34	-0.36	-13.43	-37.21
Solutions 30	long	16/11/20	12/07/21	238	18.91	6.89		-12.02	-63.56	-63.56
Vallourec	short	14/05/12	10/09/12	119	1,660.54	1,759.68	1,561.40	-99.14	-5.97
	short	27/06/16	5/09/16	70	123.95	183.26	64.64	-59.31	-47.85
	long	26/12/16	21/08/17	238	270.58	201.40		-69.18	-25.57
	short	21/09/20	16/11/20	56	19.13	22.63	15.62	-3.50	-18.31
	short	12/07/21	15/11/21	126	7.98	7.61	8.36	0.39	4.84
	short	22/11/21	17/01/22	56	7.91	9.68	6.14	-1.77	-22.42	-75.75

Annotations

31/07/24	Viridien	reverse split 100:1 (one for one hundred)
25/03/24	Orpea	reverse split 1,000:1 (one for one thousand)
20/02/24	CAC Mid 60	Component update: ADP, Argan, ID Logistics, Lectra and X-FAB replace Altarea, Antin, Casino, OVH and Soitec
25/05/20	Vallourec	reverse split 40:1 (one for fourty)
5/06/18	Foncière des Régions	renames as Covivio, that's a shame, I really liked these cute slashes above the e's.
28/07/17	Rubis	stock split 1:2 (two for one)
3/04/17	CAC Mid 60	Soitec and Tarkett replace CGG and Maurel et Prom
20/07/16	CGG	reverse stock split 32:1 (one for thirty-two)
15/07/16	CAC Mid 60	Saft dropped out due to the acquisition by Total
	CAC Mid 60	Eutelsat replaces Eiffage
21/03/16	CAC Mid 60	Amundi, SPIE and Worldline replace Adocia, Coface and Montupet
18/01/16	CAC Mid 60	Montupet drops out (acquisition by Linamar)
4/01/16	CAC Mid 60	complete analysis
21/12/15	CAC Mid 60	DBV Technologies, Europcar, Sartorius Stedim Biotech and Vallourec replace Eramet, Groupe Eurotunnel, Solocal and Virbac
24/08/15	CAC Mid 60	complete analysis
8/07/15	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