Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 10/07/19 - RS = 17

		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	13,238.900	Fri	1.50	12,994.000	1.88	12,893.600	100.400	0.78	1.41
		Altran Technologies	14.375	Fri	-0.10	14.310	0.45	11.305	3.005	26.58	46.44
		Soitec	97.300	Fri	4.96	89.000	9.33	83.800	5.200	6.21	24.66
	L	Euronext	70.550	Fri	-2.76	73.000	-3.36	64.000	9.000	14.06	24.19
	L	CGG	2.081	Fri	1.31	1.994	4.36	1.440	0.554	38.47	22.41
	L	SPIE	18.900	Fri	4.42	17.960	5.23	15.720	2.240	14.25	21.69
	L	Nexans	34.060	Fri	2.93	32.820	3.78	26.780	6.040	22.55	18.79
	L	Eurofins Scientific	458.000	Fri	0.31	449.000	2.00	368.600	80.400	21.81	18.30
	L	Sopra Steria	115.700	Fri	0.70	114.200	1.31	105.500	8.700	8.25	14.92
	L	Casino Guichard	42.310	Fri	0.43	42.140	0.40	32.380	9.760	30.14	13.27
		Worldline	57.900	Fri	-0.94	58.700	-1.36	58.850	-0.150	-0.25	13.11
		bioMérieux	75.350	Fri	0.53	77.400	-2.65	74.500	2.900	3.89	12.33
		Solocal	0.786	Fri	3.15	0.724	8.57	0.827	-0.104	-12.52	12.33
	L	Ipsos	26.000	Fri	-0.38	25.900	0.39	23.900	2.000	8.37	12.15
		Sartorius Stedim	122.500	Fri	0.66	125.100	-2.08	129.000	-3.900	-3.02	11.68
		GTT	89.200	Fri	2.35	85.900	3.84	84.100	1.800	2.14	10.96
		Alten	104.300	Fri	2.25	100.500	3.78	98.200	2.300	2.34	10.46
	L	Orpea	110.400	Fri	-0.27	111.500	-0.99	102.000	9.500	9.31	9.63
		Rémy Cointreau	126.500	Fri	0.96	125.400	0.88	120.800	4.600	3.81	9.53
	L	Icade	85.100	Fri	1.86	81.900	3.91	78.050	3.850	4.93	9.32
	L	Amundi	63.150	Fri	3.10	61.000	3.52	58.750	2.250	3.83	9.00
	L	Korian-Medica	38.100	Fri	0.26	36.680	3.87	36.160	0.520	1.44	8.42
	L	Rubis	53.100	Fri	1.63	52.400	1.34	47.600	4.800	10.08	7.41
		Wendel	124.300	Fri	0.73	122.600	1.39	116.600	6.000	5.15	7.18
	L	Covivio	98.650	Fri	0.31	96.750	1.96	94.500	2.250	2.38	6.72
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ17	∅-RS
		Getlink	14.370	Fri	5.74	13.510	6.37	14.080	-0.570	-4.05	6.39
	L	Eurazeo	68.600	Fri	2.39	66.700	2.85	63.850	2.850	4.46	4.46
	L	Mercialys	12.120	Fri	1.93	12.180	-0.49	11.650	0.530	4.55	1.22
		ALD	12.900	Fri	0.47	12.840	0.47	13.280	-0.440	-3.31	1.16
	L	Plastic Omnium	23.790	Fri	6.73	23.620	0.72	21.100	2.520	11.94	0.74
		TF1	8.115	Fri	-0.98	8.165	-0.61	8.570	-0.405	-4.73	-1.34
	L	Eutelsat	17.800	Fri	1.95	16.995	4.74	16.190	0.805	4.97	-1.35
		Vallourec	2.359	Fri	2.88	2.249	4.89	2.220	0.029	1.31	-1.57
		Nexity	43.440	Fri	1.78	40.780	6.52	38.640	2.140	5.54	-1.62
		elis	16.000	Fri	4.58	15.240	4.99	15.280	-0.040	-0.26	-1.84
	L	Elior	12.130	Fri	2.19	11.850	2.36	11.000	0.850	7.73	-2.04
	S	Métropole TV	14.910	Fri	-1.78	15.340	-2.80	16.220	-0.880	-5.43	-2.41
	L	Aéroports de Paris	164.200	Fri	1.42	160.500	2.31	153.400	7.100	4.63	-3.35
	L	Dassault Aviation	1,234.000	Fri	0.98	1,245.000	-0.88	1,222.000	23.000	1.88	-3.81
		SEB	137.000	Fri	1.11	133.400	2.70	152.900	-19.500	-12.75	-4.34
		DBV Technologies	12.430	Fri	-0.56	15.410	-19.34	16.280	-0.870	-5.34	-7.27
	S	Bolloré	3.690	Fri	3.02	3.542	4.18	3.928	-0.386	-9.83	-7.63
		Rexel	10.425	Fri	6.27	9.500	9.74	9.978	-0.478	-4.79	-8.19
	S	CNP Assurances	18.260	Fri	4.58	17.290	5.61	19.820	-2.530	-12.76	-10.86
	S	JCDecaux	23.620	Fri	-0.08	23.660	-0.17	25.980	-2.320	-8.93	-11.47
		Vicat	39.000	Fri	2.90	38.300	1.83	44.300	-6.000	-13.54	-11.57
	S	Fnac Darty	58.350	Fri	4.20	55.700	4.76	69.200	-13.500	-19.51	-11.59
		Trigano	76.900	Fri	3.29	73.150	5.13	69.600	3.550	5.10	-11.65
		Lagardere	20.220	Fri	1.25	19.760	2.33	23.200	-3.440	-14.83	-12.49
	S	Iliad	86.240	Fri	1.13	86.020	0.26	101.850	-15.830	-15.54	-12.65
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ17	∅-RS
		Bic	65.000	Fri	2.28	64.000	1.56	70.050	-6.050	-8.64	-14.81
		Aperam	22.510	Fri	5.68	21.000	7.19	21.880	-0.880	-4.02	-16.49
	S	Neopost	17.600	Fri		17.600		19.340	-1.740	-9.00	-17.73
	L	Eramet	47.650	Fri	3.93	44.950	6.01	52.080	-7.130	-13.69	-19.35
		Imerys	35.500	Fri	3.02	35.040	1.31	39.960	-4.920	-12.31	-20.77
		Technicolor	0.751	Fri	-1.05	0.736	2.11	0.849	-0.113	-13.32	-21.95
	S	Ipsen	88.600	Fri	1.90	86.900	1.96	112.700	-25.800	-22.89	-22.24
		Tarkett	14.090	Fri	1.95	13.520	4.22	19.770	-6.250	-31.61	-23.85
	S	Maisons du Monde	14.540	Fri	2.11	14.290	1.75	17.620	-3.330	-18.90	-24.68
		Europcar	4.908	Fri	2.72	4.836	1.49	6.100	-1.264	-20.72	-28.96
		Genfit	12.920	Fri	2.87	12.740	1.41	21.520	-8.780	-40.80	-31.96
CAC Mid 60 - 60 out of 60 instruments rated - 10/07/19 / 6/10/19 - 31 did rise, Market-Ratio(17) = 51.67 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/05/15	scale up chart	10/07/19

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	10/11/19	144		Eramet	100	22,297	51.200	47.650	55.015	3.815	7	1,226,669	20
accum	5/22/06	10/11/19	4893	days out of 5033 invested (97%)							12,167		1,226,669	43

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
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
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	90.45
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
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
Eramet	short	5/20/19	10/11/19	144	51.20	47.65	55.01	3.81	7.45	7.45
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