Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 9/25/23 - RS = 17

		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	5/29/23	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	13,471.800	Fri	0.82	13,407.500	0.48	14,132.800	-725.300	-5.13	-3.65
		Scor	29.470	Fri	-0.71	29.740	-0.91	25.050	4.690	18.72	36.88
		Technip Energies	23.570	Fri	-2.12	23.050	2.26	19.580	3.470	17.72	31.53
	L	Ipsen	124.200	Fri	1.31	122.400	1.47	111.100	11.300	10.17	14.24
		Sopra Steria	195.900	Fri	2.67	186.700	4.93	172.500	14.200	8.23	12.19
		Verallia	37.280	Fri	-0.11	37.180	0.27	34.080	3.100	9.10	11.46
	L	GTT	116.500	Fri	-0.43	114.000	2.19	93.850	20.150	21.47	11.10
		Dassault Aviation	178.400	Fri	-0.83	176.300	1.19	165.400	10.900	6.59	8.19
		Soitec	157.750	Fri	2.44	154.450	2.14	130.800	23.650	18.08	5.83
	L	Bic	62.450	Fri	0.16	62.800	-0.56	55.900	6.900	12.34	5.67
		elis	16.660	Fri	1.96	15.850	5.11	17.120	-1.270	-7.42	3.68
		SPIE	27.520	Fri	0.29	26.860	2.46	28.200	-1.340	-4.75	3.46
	L	SES	6.195	Fri	0.24	6.330	-2.13	5.655	0.675	11.94	2.55
	L	TF1	7.245	Fri	1.19	7.200	0.63	6.645	0.555	8.35	2.29
		Trigano	128.500	Fri	8.90	122.800	4.64	130.200	-7.400	-5.68	2.18
		Coface	12.080	Fri	-1.31	12.560	-3.82	13.400	-0.840	-6.27	0.58
		Carmila	14.180	Fri	2.75	14.140	0.28	13.900	0.240	1.73	0.23
	S	SEB	88.650	Fri	1.03	87.700	1.08	95.300	-7.600	-7.97	-0.08
		Vallourec	11.560	Fri	-1.28	11.380	1.58	10.160	1.220	12.01	-0.54
	S	Plastic Omnium	15.400	Fri	-0.52	15.420	-0.13	15.960	-0.540	-3.38	-1.49
	S	Mersen	37.800	Fri	3.14	36.800	2.72	36.450	0.350	0.96	-2.93
	L	Mercialys	8.530	Fri	2.65	8.600	-0.81	7.545	1.055	13.98	-3.00
		SES imagotag	110.400	Fri	-0.36	114.200	-3.33	156.800	-42.600	-27.17	-3.47
		Amundi	53.350	Fri	1.23	52.700	1.23	56.500	-3.800	-6.73	-3.56
		Bénéteau	11.460	Fri	-0.52	13.300	-13.83	15.900	-2.600	-16.35	-4.18
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	5/29/23	prc diff	⇓ Δ17	∅-RS
		Bolloré	5.090	Fri		5.150	-1.17	5.905	-0.755	-12.79	-4.49
		Valneva	5.538	Fri	0.33	5.790	-4.35	5.406	0.384	7.10	-4.52
		Alten	124.600	Fri	1.30	125.300	-0.56	153.200	-27.900	-18.21	-5.87
	L	Euroapi	11.930	Fri	1.45	11.910	0.17	10.185	1.725	16.94	-6.50
	S	JCDecaux	16.020	Fri	2.69	16.350	-2.02	18.130	-1.780	-9.82	-6.52
		CGG	0.674	Fri	-0.79	0.668	0.99	0.671	-0.003	-0.51	-7.04
	S	Eurazeo	56.450	Fri	0.53	55.950	0.89	63.300	-7.350	-11.61	-7.49
		Rubis	21.240	Fri	-0.28	21.840	-2.75	25.880	-4.040	-15.61	-8.86
	S	Virbac	256.000	Fri	5.13	245.500	4.28	299.000	-53.500	-17.89	-8.97
	S	Métropole TV	11.980	Fri	0.67	11.990	-0.08	13.040	-1.050	-8.05	-9.82
	L	Neoen	27.620	Fri	0.58	28.000	-1.36	28.500	-0.500	-1.75	-10.35
	S	Interparfums	52.600	Fri	0.57	52.100	0.96	66.600	-14.500	-21.77	-11.71
	S	Solutions 30	1.916	Fri	0.10	2.058	-6.90	3.020	-0.962	-31.85	-11.80
		Derichebourg	4.780	Fri	2.31	4.620	3.46	4.972	-0.352	-7.08	-12.11
	S	Ipsos	43.540	Fri	3.18	44.800	-2.81	46.300	-1.500	-3.24	-12.89
		Nexans	77.050	Fri	2.26	73.350	5.04	73.350	0.000	0.00	-13.02
	S	Aperam	27.600	Fri	0.66	26.130	5.63	32.600	-6.470	-19.85	-13.54
	S	FDJ	30.800	Fri	1.12	30.900	-0.32	37.260	-6.360	-17.07	-13.92
	S	Eramet	72.250	Fri	0.70	71.050	1.69	86.000	-14.950	-17.38	-14.78
	L	Covivio	42.100	Fri	2.58	42.560	-1.08	45.480	-2.920	-6.42	-16.31
		Voltalia	10.260	Fri	0.59	13.280	-22.74	14.380	-1.100	-7.65	-17.17
	S	Wendel	75.050	Fri	0.27	74.400	0.87	99.400	-25.000	-25.15	-17.95
	S	Icade	31.260	Fri	1.96	31.780	-1.64	37.500	-5.720	-15.25	-19.76
		Eutelsat	5.590	Fri	2.95	5.325	4.98	6.070	-0.745	-12.27	-20.05
	S	Imerys	28.000	Fri	0.79	28.080	-0.28	33.540	-5.460	-16.28	-20.99
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	5/29/23	prc diff	⇓ Δ17	∅-RS
		Altarea	86.900	Fri	3.33	87.800	-1.03	118.000	-30.200	-25.59	-23.06
		OVH	8.600	Fri	1.18	8.620	-0.23	10.240	-1.620	-15.82	-24.17
		Antin Infrastructure	12.230	Fri	-0.57	12.840	-4.75	14.420	-1.580	-10.96	-26.27
		ALD	7.335	Fri	0.62	7.750	-5.35	11.660	-3.910	-33.53	-26.36
		Clariane	5.700	Fri	2.89	5.685	0.26	7.465	-1.780	-23.84	-28.32
	S	Fnac Darty	23.200	Fri	3.85	23.400	-0.85	33.220	-9.820	-29.56	-28.69
	S	Elior	1.941	Fri	2.75	1.902	2.05	2.916	-1.014	-34.77	-29.66
	S	Nexity	13.970	Fri	1.97	13.780	1.38	21.320	-7.540	-35.37	-33.54
	S	Atos	6.608	Fri	3.25	6.678	-1.05	13.640	-6.962	-51.04	-36.74
		Orpea	1.425	Fri	5.28	1.275	11.73	2.134	-0.859	-40.25	-54.77
		Casino Guichard	1.419	Fri	1.65	1.436	-1.18	6.200	-4.764	-76.84	-74.61
CAC Mid 60 - 60 out of 60 instruments rated - 9/25/23 / 5/29/23 - 17 did rise, Market-Ratio(17) = 28.33 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/07/19	scale up chart	9/25/23

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		Vantiva	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	85,661	47.190	47.900	46.480	-0.710	-2	3,981,539	-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		Vantiva	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	19,169	126.400	119.550		-6.850	-5	2,291,743	-30
short	2/05/18	3/18/19	406		Innate Pharma	100	436,107	5.255	6.585	3.925	-1.330	-25	1,711,720	-23
long	3/18/19	3/25/19	7		GTT	100	20,462	83.650	79.900		-3.750	-4	1,634,988	-91
short	3/25/19	4/08/19	14		DBV Technologies	100	126,743	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	1	-100
long	11/16/20	7/12/21	238		Solutions 30	100	0	17.510	6.350		-11.160	-64	1	0
short	7/12/21	11/15/21	126		Vallourec	100	0	7.350	7.240	7.462	0.112	2	1	0
long	11/15/21	11/22/21	7		Valneva	100	0	21.160	19.060		-2.100	-10	1	0
short	11/22/21	1/17/22	56		Vallourec	100	0	7.550	9.285	5.815	-1.735	-23	1	0
long	1/17/22	1/24/22	7		Derichebourg	100	0	11.920	10.760		-1.160	-10	1	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	1/16/23	357		DBV Technologies	100	0	2.610	3.058	2.162	-0.448	-17	1	0
long	1/16/23	3/27/23	70		Elior	100	0	4.000	3.104		-0.896	-22	1	0
short	3/27/23	9/29/23	186		Orpea	100	0	2.100	1.425	3.096	0.996	47	1	0
accum	5/22/06	9/29/23	6340	days out of 6480 invested (98%)							-100		1	-43

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Vantiva	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
Orpea	short	3/27/23	9/29/23	186	2.10	1.42	3.10	1.00	47.42	47.42
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	47.19	47.90	46.48	-0.71	-1.50
	long	12/11/17	2/05/18	56	126.40	119.55		-6.85	-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
Elior	long	1/16/23	3/27/23	70	4.00	3.10		-0.90	-22.40	-22.40
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
DBV Technologies	short	3/25/19	4/08/19	14	12.90	16.40	9.40	-3.50	-27.13
	short	1/24/22	1/16/23	357	2.61	3.06	2.16	-0.45	-17.16	-39.64
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
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
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