Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 6/07/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	15,461.300	08:16	0.58	15,157.800	2.00	13,862.800	1,295.000	9.34	16.93
		Tarkett	20.050	08:10		20.450	-1.96	15.290	5.160	33.75	62.92
		Eramet	57.150	08:15	2.14	58.800	-2.81	48.940	9.860	20.15	61.74
	L	Mercialys	10.670	08:17	1.52	10.700	-0.28	7.520	3.180	42.29	55.80
	L	Aperam	47.650	08:14		47.460	0.40	37.050	10.410	28.10	55.09
		Maisons du Monde	21.760	08:12	1.49	22.160	-1.81	15.680	6.480	41.33	51.45
		Natixis	4.001	08:17	0.03	4.004	-0.07	3.700	0.304	8.22	45.04
		Nexans	72.150	08:17	-0.21	76.400	-5.56	66.200	10.200	15.41	41.48
		Trigano	176.900	08:17	1.14	177.800	-0.51	151.300	26.500	17.51	40.47
		Rexel	17.570	08:17	1.24	17.135	2.54	13.780	3.355	24.35	38.33
	L	JCDecaux	25.160	08:13	2.53	24.360	3.28	17.390	6.970	40.08	37.95
		TF1	8.425	08:16	0.12	8.500	-0.88	7.235	1.265	17.48	37.19
	L	FDJ	49.330	08:17	0.92	47.240	4.42	37.230	10.010	26.89	36.82
		Métropole TV	17.200	08:15		17.400	-1.15	15.120	2.280	15.08	36.65
		Eurazeo	73.600	08:16	0.34	72.350	1.73	61.650	10.700	17.36	36.09
		Fnac Darty	58.700	08:02	1.29	59.150	-0.76	49.980	9.170	18.35	34.75
		Ipsos	34.800	08:17	1.46	35.050	-0.71	29.250	5.800	19.83	34.74
		Coface	10.300	08:16	0.29	10.190	1.08	8.750	1.440	16.46	30.81
		Soitec	187.000	08:16	1.36	174.100	7.41	175.600	-1.500	-0.85	29.54
		Nexity	42.600	08:15	-0.23	42.320	0.66	38.460	3.860	10.04	28.12
		Bolloré	4.416	08:15	0.05	4.378	0.87	3.568	0.810	22.70	27.66
	L	Bic	59.200	08:16	0.17	61.600	-3.90	47.700	13.900	29.14	26.74
	L	Virbac	267.000	08:15	-0.19	269.000	-0.74	214.000	55.000	25.70	25.38
		Elior	7.115	08:17	2.45	6.650	6.99	5.755	0.895	15.55	25.32
	L	Icade	75.800	08:16	0.73	73.300	3.41	59.300	14.000	23.61	24.01
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ17	∅-RS
	L	Wendel	116.700	08:17	0.78	114.800	1.66	98.650	16.150	16.37	23.76
		elis	15.810	08:16	1.28	15.400	2.66	13.630	1.770	12.99	23.71
		ALD	12.840	08:04	0.63	12.900	-0.47	12.100	0.800	6.61	22.63
		Alten	108.600	08:03	0.84	102.900	5.54	91.800	11.100	12.09	21.28
		Plastic Omnium	28.500	08:11		29.360	-2.93	33.120	-3.760	-11.35	20.93
		SPIE	20.180	08:14	-0.10	20.020	0.80	19.190	0.830	4.33	20.70
		Imerys	43.380	08:09	0.28	43.320	0.14	41.020	2.300	5.61	20.46
	L	Dassault Aviation	1,027.000	08:12	-0.48	1,004.000	2.29	903.500	100.500	11.12	17.23
		Faurecia	46.400	08:16	-0.17	46.550	-0.32	44.150	2.400	5.44	17.17
		CNP Assurances	14.675	08:17	0.34	14.650	0.17	13.480	1.170	8.68	16.82
	L	Covivio	80.860	08:13	0.95	78.520	2.98	67.150	11.370	16.93	16.80
	L	Aéroports de Paris	125.300	08:16	0.32	111.900	11.97	106.500	5.400	5.07	14.96
		CGG	0.974	08:17	2.37	0.960	1.54	0.932	0.027	2.94	14.68
		Sopra Steria	156.200	08:10	0.90	150.800	3.58	141.000	9.800	6.95	14.46
		Lagardere	21.540	08:17	0.94	20.920	2.96	20.800	0.120	0.58	13.41
	L	Ipsen	91.780	08:14	-0.20	85.960	6.77	73.900	12.060	16.32	11.12
		Rémy Cointreau	167.600	08:17	-0.71	162.700	3.01	155.400	7.300	4.70	9.78
		Eutelsat	10.330	08:16	-0.19	10.240	0.88	9.480	0.760	8.02	9.55
		Amundi	75.300	08:11	0.47	73.050	3.08	64.600	8.450	13.08	9.22
	L	Rubis	42.620	08:18	1.19	41.470	2.77	38.980	2.490	6.39	9.06
		Air France-KLM	4.675	08:16	0.45	4.590	1.85	5.060	-0.470	-9.29	7.49
	L	Casino Guichard	28.020	08:16	-0.07	27.650	1.34	26.700	0.950	3.56	7.38
		Devoteam	103.800	07:10	-0.95	103.600	0.19	98.100	5.500	5.61	6.44
		Robertet	990.000	08:11	1.02	988.000	0.20	966.000	22.000	2.28	5.31
		SEB	154.000	08:16	0.06	152.500	0.98	162.000	-9.500	-5.86	3.85
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	2/08/21	prc diff	⇓ Δ17	∅-RS
		Korian	31.440	08:15	0.70	31.000	1.42	30.540	0.460	1.51	0.97
		SES	6.786	08:17	0.09	6.558	3.48	6.734	-0.176	-2.61	-2.63
		Euronext	88.400	08:14	-0.06	88.250	0.17	95.250	-7.000	-7.35	-2.93
		GTT	71.650	08:10	0.92	70.450	1.70	80.000	-9.550	-11.94	-7.93
		Genfit	3.582	08:16	4.92	3.456	3.65	4.252	-0.796	-18.72	-16.18
	S	Albioma	34.780	09:15	3.20	34.400	1.10	42.350	-7.950	-18.77	-16.51
	S	Iliad	135.250	08:17	1.39	131.800	2.62	151.300	-19.500	-12.89	-18.91
	S	bioMérieux	92.180	08:16	-0.26	91.500	0.74	125.000	-33.500	-26.80	-22.55
	S	Neoen	34.880	09:13	6.28	32.280	8.05	58.600	-26.320	-44.91	-26.40
	S	Solutions 30	5.055	08:17	1.10	5.315	-4.89	9.895	-4.580	-46.29	-56.66
	S	Vallourec	10.560	08:17	-1.03	10.440	1.15	26.660	-16.220	-60.84	-58.56
CAC Mid 60 - 60 out of 60 instruments rated - 6/07/21 / 2/08/21 - 46 did rise, Market-Ratio(17) = 76.67 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	6/07/21

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	6/14/21	210		Solutions 30	100	0	17.510	5.055		-12.455	-71	0	0
accum	5/22/06	6/14/21	5502	days out of 5642 invested (98%)							-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
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
Solutions 30	long	11/16/20	6/14/21	210	17.51	5.06		-12.46	-71.13	-71.13
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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