Share-o-matic - Portfolio

Sun, 17th Oct 2021, 15:50UTC

Assessment - CAC Mid 60 in Renminbi yuán - 11/10/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	14/06/21	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	113,784.571	Fri	0.37	111,859.583	1.72	119,811.605	-7,952.021	-6.64	1.73
		Derichebourg	75.403	Fri	-0.49	70.481	6.98	68.638	1.843	2.69	53.80
		Eramet	621.649	Fri	6.04	566.085	9.82	438.197	127.888	29.19	50.18
		Virbac	2,863.987	Fri	1.45	2,655.155	7.87	2,066.894	588.261	28.46	33.79
		Coface	91.886	Fri	1.15	89.500	2.67	78.875	10.624	13.47	24.60
		Eurazeo	618.666	Fri	-0.78	617.920	0.12	570.820	47.101	8.25	24.08
		DBV Technologies	69.362	Fri	9.67	64.723	7.17	82.133	-17.410	-21.20	22.60
		Bolloré	38.709	Fri	2.27	38.112	1.57	34.032	4.080	11.99	22.46
	L	Eutelsat	93.900	Fri	0.28	93.005	0.96	80.465	12.540	15.58	21.66
		Valneva	89.500	Fri		90.395	-0.99	90.742	-0.347	-0.38	20.23
		Alten	965.850	Fri	0.23	915.133	5.54	844.596	70.538	8.35	15.82
		Ipsos	294.230	Fri	0.90	280.805	4.78	266.021	14.784	5.56	15.16
		Rexel	134.249	Fri	0.06	131.564	2.04	137.237	-5.673	-4.13	15.08
		Aperam	367.993	Fri	2.11	344.946	6.68	367.388	-22.441	-6.11	14.81
		Elior	50.530	Fri	-0.51	50.567	-0.07	55.221	-4.653	-8.43	12.87
		Nexans	625.378	Fri	0.36	578.764	8.05	566.554	12.210	2.16	12.65
		elis	124.255	Fri	1.52	120.675	2.97	122.540	-1.865	-1.52	9.53
		Métropole TV	133.056	Fri	1.94	130.520	1.94	133.553	-3.033	-2.27	9.13
		Wendel	877.096	Fri	-3.05	883.063	-0.68	905.090	-22.027	-2.43	8.89
		TF1	62.873	Fri	0.24	62.463	0.66	64.915	-2.452	-3.78	8.75
		Ipsen	643.353	Fri	-0.25	648.126	-0.74	707.475	-59.349	-8.39	6.41
		Mercialys	67.833	Fri	-0.55	67.050	1.17	83.374	-16.324	-19.58	5.91
		Europcar Mobility	3.753	Fri	0.04	3.741	0.32	3.142	0.599	19.07	6.23
	L	SES	58.846	Fri	0.61	57.548	2.26	52.615	4.934	9.38	5.82
		Aéroports de Paris	861.061	Fri	2.21	848.382	1.49	981.872	-133.490	-13.60	5.24
		⇓instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	14/06/21	prc diff	⇓ Δ17	∅-RS
		JCDecaux	166.022	Fri	0.27	163.188	1.74	194.358	-31.170	-16.04	4.10
		Verallia	246.124	Fri	1.16	238.516	3.19	249.889	-11.372	-4.55	4.09
		FDJ	318.917	Fri	-3.80	324.212	-1.63	382.356	-58.144	-15.21	3.70
		Sopra Steria	1,241.061	Fri		1,152.307	7.70	1,223.074	-70.767	-5.79	2.28
		Soitec	1,369.344	Fri	-0.60	1,335.782	2.51	1,475.134	-139.353	-9.45	2.18
		Lagardere	169.303	Fri		169.005	0.18	165.662	3.343	2.02	2.03
		Fnac Darty	409.461	Fri	-0.81	407.969	0.37	451.382	-43.413	-9.62	1.91
		Rémy Cointreau	1,307.440	Fri	0.06	1,279.844	2.16	1,286.671	-6.826	-0.53	1.86
		Icade	504.554	Fri	-0.22	509.402	-0.95	592.148	-82.746	-13.97	1.13
		Nexity	296.095	Fri	-0.75	299.227	-1.05	326.360	-27.133	-8.31	1.05
		Amundi	565.712	Fri	0.26	548.558	3.13	581.290	-32.732	-5.63	0.52
		SPIE	156.326	Fri	1.26	146.034	7.05	156.200	-10.166	-6.51	-0.00
		TechnipFMC	50.612	Fri	2.14	52.551	-3.69	64.388	-11.837	-18.38	-0.19
		CNP Assurances	107.847	Fri	-1.03	106.654	1.12	112.962	-6.308	-5.58	-1.09
		Dassault Aviation	699.216	Fri	0.64	702.199	-0.42	794.184	-91.985	-11.58	-1.90
		Trigano	1,194.820	Fri	1.01	1,173.936	1.78	1,372.759	-198.822	-14.48	-2.68
		Covivio	550.423	Fri	1.35	540.578	1.82	629.608	-89.030	-14.14	-3.65
		Imerys	278.195	Fri	1.30	287.294	-3.17	336.752	-49.459	-14.69	-4.18
		CGG	4.785	Fri	-0.43	5.683	-15.80	7.694	-2.010	-26.13	-6.69
	S	Korian	213.307	Fri	-1.85	217.633	-1.99	244.305	-26.671	-10.92	-7.74
	S	Maisons du Monde	128.581	Fri	0.12	122.614	4.87	166.903	-44.288	-26.54	-8.41
		Air France-KLM	31.422	Fri	4.64	30.788	2.06	35.591	-4.803	-13.50	-9.70
	S	Bic	363.518	Fri	0.12	360.087	0.95	459.913	-99.826	-21.71	-10.58
		GTT	506.791	Fri	0.67	497.469	1.87	560.349	-62.881	-11.22	-12.38
	S	Scor	178.999	Fri	-0.87	178.104	0.50	217.004	-38.900	-17.93	-13.97
		⇓instrument	freshest		⇓ Δday	11/10/21	⇓ Δwk	14/06/21	prc diff	⇓ Δ17	∅-RS
	S	Plastic Omnium	179.596	Fri	1.43	176.016	2.03	219.021	-43.005	-19.64	-16.21
	S	Casino Guichard	161.845	Fri	2.60	164.456	-1.59	213.204	-48.749	-22.86	-17.19
	L	Solutions 30	57.914	Fri	1.84	57.205	1.24	38.972	18.233	46.78	-20.75
	S	Rubis	216.738	Fri	-1.02	220.840	-1.86	327.446	-106.605	-32.56	-21.02
		Neoen	265.665	Fri	-2.68	253.135	4.95	268.502	-15.368	-5.72	-21.52
	S	SEB	896.488	Fri	0.67	880.079	1.86	1,192.051	-311.972	-26.17	-22.57
		Albioma	254.179	Fri	6.17	234.191	8.54	272.070	-37.879	-13.92	-23.27
		McPhy Energy	141.186	Fri	-5.44	123.137	14.66	213.437	-90.300	-42.31	-35.05
	L	Vallourec	57.578	Fri	6.70	59.517	-3.26	79.806	-20.289	-25.42	-44.93
		Technip Energies	108.332	Fri	2.98	104.416	3.75	95.201	9.215	9.68	-na-
CAC Mid 60 - 59 out of 59 instruments rated - 11/10/21 / 14/06/21 - 15 did rise, Market-Ratio(17) in CNY = 25.42 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

2/01/17	scale up chart	11/10/21

Transactions CAC Mid 60 in Renminbi yuán * 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	62	159.549	188.617	130.481	-29.068	-18	8,198	-41
long	9/10/06	18/06/07	252		Eiffage	100	10	778.679	1,009.976		231.298	30	10,511	46
short	18/06/07	2/07/07	14		Covivio	100	8	1,174.035	1,137.149	1,212.118	38.083	3	10,815	130
long	2/07/07	30/07/07	28		Ubisoft	100	51	209.491	240.947		31.456	15	12,420	519
short	30/07/07	19/05/08	294		Maurel et Prom	100	87	142.455	175.693	109.218	-33.238	-23	9,528	-28
long	19/05/08	2/06/08	14		Ubisoft	100	24	386.677	332.756		-53.921	-14	8,234	-98
short	2/06/08	18/05/09	350		Technicolor	100	0	9,399.878	1,646.319	53,669.863	44,269.985	471	8,234	0
long	18/05/09	25/01/10	252		Nexity	100	39	207.255	260.717		53.462	26	10,319	39
short	25/01/10	29/03/10	63		Ubisoft	100	110	93.231	94.219	92.242	-0.988	-1	10,210	-6
long	29/03/10	10/05/10	42		Plastic Omnium	100	388	26.310	31.289		4.979	19	12,142	351
short	10/05/10	20/09/10	133		Ubisoft	100	153	79.217	65.082	96.423	17.205	22	14,775	71
long	20/09/10	16/05/11	238		Plastic Omnium	100	390	37.848	68.169		30.321	80	26,600	147
short	16/05/11	23/01/12	252		Genfit	100	737	36.070	14.043	92.645	56.575	157	68,295	292
long	23/01/12	14/05/12	112		Innate Pharma	100	4,900	13.937	13.455		-0.482	-3	65,934	-11
short	14/05/12	10/09/12	119		Vallourec	100	5	11,273.196	11,797.442	10,748.949	-524.246	-5	63,313	-14
long	10/09/12	22/04/13	224		Eurofins Scientific	100	709	89.264	124.767		35.503	40	88,484	73
short	22/04/13	29/04/13	7		CGG	100	21	4,053.766	4,313.282	3,794.249	-259.517	-6	83,035	-97
long	29/04/13	10/06/13	42		Montupet	100	731	113.439	134.639		21.200	19	98,532	343
short	10/06/13	5/08/13	56		CGG	100	21	4,575.934	4,703.634	4,448.233	-127.700	-3	95,850	-17
long	5/08/13	16/12/13	133		Montupet	100	627	152.747	277.921		125.173	82	174,334	417
short	16/12/13	23/12/13	7		Adocia	100	3,653	47.713	47.053	48.382	0.669	1	176,777	107
long	23/12/13	23/06/14	182		Montupet	100	675	261.620	565.977		304.357	116	382,218	370
short	23/06/14	19/01/15	210		CGG	100	131	2,907.882	1,108.285	7,629.600	4,721.719	162	1,000,763	435
long	19/01/15	8/06/15	140		Adocia	100	2,194	456.013	464.034		8.021	2	1,018,360	5
short	8/06/15	21/12/15	196		Maurel et Prom	100	20,642	49.332	18.963	128.339	79.007	160	2,649,217	493
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	6,505	407.228	407.059		-0.169	0	2,648,120	-2
short	28/12/15	16/05/16	140		Maurel et Prom	100	122,289	21.654	23.531	19.778	-1.876	-9	2,418,672	-21
long	16/05/16	27/06/16	42		Ubisoft	100	10,904	221.808	226.783		4.974	2	2,472,912	21
short	27/06/16	5/09/16	70		Vallourec	100	2,933	843.091	1,249.342	436.840	-406.251	-48	1,281,378	-97
long	5/09/16	26/09/16	21		Ubisoft	100	4,708	272.158	252.502		-19.656	-7	1,188,837	-73
short	26/09/16	10/10/16	14		Air France-KLM	100	33,563	35.421	35.779	35.062	-0.359	-1	1,176,801	-23
long	10/10/16	21/11/16	42		Nexans	100	2,966	396.636	363.272		-33.364	-8	1,077,843	-53
short	21/11/16	26/12/16	35		CGG	100	11,494	93.766	98.574	88.959	-4.807	-5	1,022,586	-42
long	26/12/16	21/08/17	238		Vallourec	100	558	1,831.134	1,394.648		-436.486	-24	779,027	-34
short	21/08/17	11/12/17	112		Technicolor	100	1,183	657.973	660.494	655.452	-2.521	0	776,045	-1
long	11/12/17	5/02/18	56		Air France-KLM	100	7,880	98.474	93.256		-5.219	-5	734,922	-30
short	5/02/18	18/03/19	406		Innate Pharma	100	17,928	40.992	50.024	31.960	-9.032	-22	572,989	-20
long	18/03/19	25/03/19	7		GTT	100	901	635.464	606.185		-29.279	-5	546,609	-91
short	25/03/19	8/04/19	14		DBV Technologies	100	5,585	97.870	124.076	71.664	-26.206	-27	400,248	-100
long	8/04/19	20/05/19	42		GTT	100	591	676.743	616.107		-60.636	-9	364,412	-56
short	20/05/19	9/12/19	203		Eramet	100	922	395.049	310.921	501.940	106.891	27	462,966	54
long	9/12/19	13/01/20	35		CGG	100	23,349	19.828	23.244		3.417	17	542,739	425
short	13/01/20	13/07/20	182		Ipsen	100	884	613.887	648.088	579.686	-34.201	-6	512,505	-11
long	13/07/20	21/09/20	70		Iliad	100	365	1,401.142	1,309.551		-91.592	-7	479,074	-30
short	21/09/20	16/11/20	56		Europcar Mobility	100	107,583	4.453	9.034	0.000	-4.453	-100	4	-100
long	16/11/20	12/07/21	238		Solutions 30	100	0	136.478	48.745		-87.733	-64	4	0
short	12/07/21	15/10/21	95		Vallourec	100	0	56.422	57.578	55.265	-1.157	-2	4	0
accum	22/05/06	15/10/21	5627	days out of 5767 invested (98%)							-100		4	-40

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Technicolor	short	2/06/08	18/05/09	350	9,399.88	1,646.32	53,669.86	44,269.98	470.96
	short	21/08/17	11/12/17	112	657.97	660.49	655.45	-2.52	-0.38	468.78
Montupet	long	29/04/13	10/06/13	42	113.44	134.64		21.20	18.69
	long	5/08/13	16/12/13	133	152.75	277.92		125.17	81.95
	long	23/12/13	23/06/14	182	261.62	565.98		304.36	116.34	367.18
CGG	short	22/04/13	29/04/13	7	4,053.77	4,313.28	3,794.25	-259.52	-6.40
	short	10/06/13	5/08/13	56	4,575.93	4,703.63	4,448.23	-127.70	-2.79
	short	23/06/14	19/01/15	210	2,907.88	1,108.29	7,629.60	4,721.72	162.38
	short	21/11/16	26/12/16	35	93.77	98.57	88.96	-4.81	-5.13
	long	9/12/19	13/01/20	35	19.83	23.24		3.42	17.23	165.51
Genfit	short	16/05/11	23/01/12	252	36.07	14.04	92.64	56.57	156.85	156.85
Plastic Omnium	long	29/03/10	10/05/10	42	26.31	31.29		4.98	18.93
	long	20/09/10	16/05/11	238	37.85	68.17		30.32	80.11	114.20
Maurel et Prom	short	22/05/06	9/10/06	140	159.55	188.62	130.48	-29.07	-18.22
	short	30/07/07	19/05/08	294	142.46	175.69	109.22	-33.24	-23.33
	short	8/06/15	21/12/15	196	49.33	18.96	128.34	79.01	160.15
	short	28/12/15	16/05/16	140	21.65	23.53	19.78	-1.88	-8.66	48.98
Eurofins Scientific	long	10/09/12	22/04/13	224	89.26	124.77		35.50	39.77	39.77
Eiffage	long	9/10/06	18/06/07	252	778.68	1,009.98		231.30	29.70	29.70
Eramet	short	20/05/19	9/12/19	203	395.05	310.92	501.94	106.89	27.06	27.06
Nexity	long	18/05/09	25/01/10	252	207.26	260.72		53.46	25.80	25.80
Ubisoft	long	2/07/07	30/07/07	28	209.49	240.95		31.46	15.02
	long	19/05/08	2/06/08	14	386.68	332.76		-53.92	-13.94
	short	25/01/10	29/03/10	63	93.23	94.22	92.24	-0.99	-1.06
	short	10/05/10	20/09/10	133	79.22	65.08	96.42	17.21	21.72
	long	16/05/16	27/06/16	42	221.81	226.78		4.97	2.24
	long	5/09/16	26/09/16	21	272.16	252.50		-19.66	-7.22	13.07
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Covivio	short	18/06/07	2/07/07	14	1,174.04	1,137.15	1,212.12	38.08	3.24	3.24
Adocia	short	16/12/13	23/12/13	7	47.71	47.05	48.38	0.67	1.40
	long	19/01/15	8/06/15	140	456.01	464.03		8.02	1.76	3.19
Sartorius Stedim	long	21/12/15	28/12/15	7	407.23	407.06		-0.17	-0.04	-0.04
Ipsen	short	13/01/20	13/07/20	182	613.89	648.09	579.69	-34.20	-5.57	-5.57
Air France-KLM	short	26/09/16	10/10/16	14	35.42	35.78	35.06	-0.36	-1.01
	long	11/12/17	5/02/18	56	98.47	93.26		-5.22	-5.30	-6.26
Iliad	long	13/07/20	21/09/20	70	1,401.14	1,309.55		-91.59	-6.54	-6.54
Nexans	long	10/10/16	21/11/16	42	396.64	363.27		-33.36	-8.41	-8.41
GTT	long	18/03/19	25/03/19	7	635.46	606.19		-29.28	-4.61
	long	8/04/19	20/05/19	42	676.74	616.11		-60.64	-8.96	-13.15
Innate Pharma	long	23/01/12	14/05/12	112	13.94	13.46		-0.48	-3.46
	short	5/02/18	18/03/19	406	40.99	50.02	31.96	-9.03	-22.03	-24.73
DBV Technologies	short	25/03/19	8/04/19	14	97.87	124.08	71.66	-26.21	-26.78	-26.78
Vallourec	short	14/05/12	10/09/12	119	11,273.20	11,797.44	10,748.95	-524.25	-4.65
	short	27/06/16	5/09/16	70	843.09	1,249.34	436.84	-406.25	-48.19
	long	26/12/16	21/08/17	238	1,831.13	1,394.65		-436.49	-23.84
	short	12/07/21	15/10/21	95	56.42	57.58	55.27	-1.16	-2.05	-63.14
Solutions 30	long	16/11/20	12/07/21	238	136.48	48.75		-87.73	-64.28	-64.28
Europcar Mobility	short	21/09/20	16/11/20	56	4.45	9.03	0.00	-4.45	-100.00	-100.00

Annotations

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
18/05/16	Albioma	added
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
	Europcar	recording started
	DBV Technologies	recording started
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