Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 8/15/22 - RS = 17

		⇓instrument	freshest		⇓ Δday	8/15/22	⇓ Δwk	4/18/22	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	14,245.800	13:35	0.58	14,163.100	0.58	15,189.600	-1,026.500	-6.76	-4.13
		GTT	132.200	Mon	0.69	132.200		116.600	15.600	13.38	52.71
		Albioma	50.050	09:41	-0.10	50.100	-0.10	43.000	7.100	16.51	28.69
		Dassault Aviation	143.500	Mon	1.49	143.500		159.800	-16.300	-10.20	25.41
	L	Carmila	17.220	Mon	0.23	17.220		15.920	1.300	8.17	23.25
	L	Neoen	43.600	09:44	0.07	43.570	0.07	38.840	4.730	12.18	20.05
	L	Ipsos	50.600	Mon	0.20	50.600		43.600	7.000	16.06	19.36
	L	Bic	59.450	Mon	1.89	59.450		47.800	11.650	24.37	17.14
		Aéroports de Paris	140.950	Mon	0.46	140.950		143.900	-2.950	-2.05	17.10
	L	Nexans	97.350	Mon	-0.10	97.350		81.050	16.300	20.11	16.71
		CGG	0.887	Mon	-0.25	0.887		1.092	-0.205	-18.79	15.18
		Eramet	100.000	Mon	-2.91	100.000		152.700	-52.700	-34.51	10.73
	L	SPIE	22.940	Mon	-0.69	22.940		20.840	2.100	10.08	7.59
		Ipsen	97.300	Mon	2.05	97.300		114.300	-17.000	-14.87	7.05
	L	Rémy Cointreau	190.300	Mon	1.44	190.300		188.300	2.000	1.06	5.72
		Vallourec	9.360	Mon	-0.95	9.360		11.970	-2.610	-21.80	5.58
	L	Alten	134.900	Mon	-0.07	134.900		129.600	5.300	4.09	2.34
	L	Mercialys	9.105	Mon	0.61	9.105		9.250	-0.145	-1.57	1.70
	L	Bolloré	4.846	Mon	-0.49	4.846		4.562	0.284	6.23	1.03
		Technip Energies	12.170	Mon	-2.87	12.170		11.960	0.210	1.76	0.99
		Virbac	375.000	Mon	0.94	375.000		347.500	27.500	7.91	0.93
	L	elis	14.600	Mon	0.41	14.600		13.350	1.250	9.36	-0.22
	S	SES	7.518	Mon	-0.11	7.518		8.954	-1.436	-16.04	-0.93
	L	Plastic Omnium	19.100	Mon	-1.04	19.100		15.050	4.050	26.91	-1.64
		ALD	12.200	Mon	-0.16	12.200		12.620	-0.420	-3.33	-1.74
		⇓instrument	freshest		⇓ Δday	8/15/22	⇓ Δwk	4/18/22	prc diff	⇓ Δ17	∅-RS
		Sopra Steria	156.400	Mon	-0.32	156.400		170.000	-13.600	-8.00	-2.40
		Coface	10.780	Mon	-0.46	10.780		11.360	-0.580	-5.11	-2.98
	L	Quadient	17.960	Mon	-0.39	17.960		16.400	1.560	9.51	-4.16
	L	Verallia	25.280	Mon	-0.39	25.280		23.200	2.080	8.97	-4.76
		Soitec	162.300	Mon	0.65	162.300		153.600	8.700	5.66	-6.52
	L	FDJ	35.070	Mon	0.17	35.070		35.710	-0.640	-1.79	-6.57
	L	Altarea	145.400	Mon	-0.55	145.400		148.000	-2.600	-1.76	-7.57
		Imerys	32.880	Mon	-0.24	32.880		37.580	-4.700	-12.51	-8.84
		Covivio	62.350	Mon	0.24	62.350		73.900	-11.550	-15.63	-9.46
		Eurazeo	65.550	Mon	0.77	65.550		78.450	-12.900	-16.44	-10.69
	L	Amundi	56.500	Mon	-0.26	56.500		60.650	-4.150	-6.84	-11.17
	L	Rubis	23.760	Mon	-1.82	23.760		24.870	-1.110	-4.46	-11.66
	L	Elior	3.322	Mon	0.73	3.322		2.578	0.744	28.86	-12.90
	L	Interparfums	49.500	Mon	2.38	49.500		51.600	-2.100	-4.07	-12.99
	L	Wendel	85.150	Mon	1.01	85.150		94.750	-9.600	-10.13	-13.28
		McPhy Energy	14.710	Mon	1.45	14.710		18.150	-3.440	-18.95	-15.06
	S	Eutelsat	8.800	Mon	0.06	8.800		10.260	-1.460	-14.23	-16.37
		Icade	48.960	Mon	0.53	48.960		60.300	-11.340	-18.81	-16.57
	S	TF1	6.720	Mon	-2.18	6.720		8.520	-1.800	-21.13	-17.42
		Casino Guichard	13.900	Mon	2.06	13.900		15.610	-1.710	-10.95	-23.18
		JCDecaux	15.770	Mon	-0.44	15.770		20.480	-4.710	-23.00	-23.43
	S	Métropole TV	12.710	Mon	-0.70	12.710		17.790	-5.080	-28.56	-24.07
		Derichebourg	6.475	Mon	1.33	6.475		9.360	-2.885	-30.82	-25.08
		Aperam	30.530	Mon	-0.75	30.530		37.260	-6.730	-18.06	-25.30
		Valneva	10.360	Mon	2.47	10.360		16.765	-6.405	-38.20	-25.61
		⇓instrument	freshest		⇓ Δday	8/15/22	⇓ Δwk	4/18/22	prc diff	⇓ Δ17	∅-RS
	S	Fnac Darty	36.260	Mon	-0.44	36.260		47.320	-11.060	-23.37	-26.81
		Korian	15.190	Mon	0.26	15.190		20.360	-5.170	-25.39	-28.71
		Trigano	96.400	Mon	-1.33	96.400		124.000	-27.600	-22.26	-29.78
	S	Nexity	23.340	Mon	0.43	23.340		30.520	-7.180	-23.53	-29.83
	S	SEB	80.150	Mon	-0.43	80.150		124.600	-44.450	-35.67	-31.44
		Maisons du Monde	10.800	Mon	-0.18	10.800		16.900	-6.100	-36.09	-31.79
	L	Orpea	25.700	Mon	0.23	25.700		36.820	-11.120	-30.20	-39.68
	S	Solutions 30	3.603	Mon	-1.18	3.603		6.734	-3.131	-46.50	-39.73
		Air France-KLM	1.570	Mon	3.26	1.570		4.109	-2.539	-61.79	-44.75
		Euroapi	16.214	Mon	0.61	16.214					-na-
		OVH	15.680	Mon	1.00	15.680		20.830	-5.150	-24.72	-na-
CAC Mid 60 - 59 out of 60 instruments rated - 8/15/22 / 4/18/22 - 19 did rise, Market-Ratio(17) = 32.20 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	8/15/22

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 Mobility	100	2,564,108	0.558	1.159	0.000	-0.557	-100	0	-100
long	11/16/20	7/12/21	238		Solutions 30	100	0	17.510	6.350		-11.160	-64	0	0
short	7/12/21	11/15/21	126		Vallourec	100	0	7.350	7.240	7.462	0.112	2	0	0
long	11/15/21	11/22/21	7		Valneva	100	0	21.160	19.060		-2.100	-10	0	0
short	11/22/21	1/17/22	56		Vallourec	100	0	7.550	9.285	5.815	-1.735	-23	0	0
long	1/17/22	1/24/22	7		Derichebourg	100	0	11.920	10.760		-1.160	-10	0	0
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/24/22	8/15/22	203		DBV Technologies	100	0	2.610	5.165	0.055	-2.555	-98	0	0
accum	5/22/06	8/15/22	5930	days out of 6070 invested (98%)							-100		0	-47

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
Derichebourg	long	1/17/22	1/24/22	7	11.92	10.76		-1.16	-9.73	-9.73
Valneva	long	11/15/21	11/22/21	7	21.16	19.06		-2.10	-9.92	-9.92
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
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	7/12/21	238	17.51	6.35		-11.16	-63.74	-63.74
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
	short	7/12/21	11/15/21	126	7.35	7.24	7.46	0.11	1.52
	short	11/22/21	1/17/22	56	7.55	9.29	5.82	-1.74	-22.98	-71.92
DBV Technologies	short	3/25/19	4/08/19	14	12.90	16.40	9.40	-3.50	-27.13
	short	1/24/22	8/15/22	203	2.61	5.17	0.06	-2.56	-97.89	-98.46
Europcar Mobility	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.
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)


	is taking down something concerning