Share-o-matic - Portfolio

Fri, 30th Jul 2021, 20:16UTC

Assessment - CAC Mid 60 - 26/07/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	26/07/21	⇓ Δwk	29/03/21	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	15,266.700	16:05	0.11	15,131.700	0.89	14,369.300	762.400	5.31	12.84
		Eramet	67.350	15:35	-3.37	68.000	-0.96	55.700	12.300	22.08	75.06
		Aperam	52.800	15:35	-0.38	51.200	3.12	37.270	13.930	37.38	55.28
		Mercialys	10.220	15:35	-1.06	10.820	-5.55	9.310	1.510	16.22	52.22
	L	Virbac	340.500	15:35	0.44	330.000	3.18	223.500	106.500	47.65	46.12
		Tarkett	20.350	15:35	0.99	19.980	1.85	13.300	6.680	50.23	45.80
		Ipsos	39.150	15:35	0.38	39.650	-1.26	32.600	7.050	21.63	44.15
		Eurazeo	81.700	15:35	0.25	77.500	5.42	65.200	12.300	18.87	37.84
		Soitec	202.000	15:35	-0.59	200.600	0.70	171.200	29.400	17.17	36.05
		Nexans	80.600	15:37	-2.30	79.650	1.19	72.850	6.800	9.33	35.88
		Natixis	4.001	15:38		4.001		4.022	-0.021	-0.52	35.77
		Rexel	17.780	15:35	0.28	17.855	-0.42	16.325	1.530	9.37	34.48
	L	Alten	134.000	15:35	1.21	118.100	13.46	97.450	20.650	21.19	32.18
		Coface	10.600	15:35	-2.66	10.960	-3.28	9.400	1.560	16.60	31.80
		Trigano	182.300	15:36	1.39	181.300	0.55	157.800	23.500	14.89	30.07
		FDJ	45.100	15:36	-3.84	47.710	-5.47	39.780	7.930	19.93	29.15
		JCDecaux	23.000	15:35	-1.96	23.680	-2.87	20.800	2.880	13.85	28.25
	L	Icade	77.150	15:35	0.06	76.950	0.26	62.400	14.550	23.32	27.72
		Bolloré	4.712	15:36	0.51	4.610	2.21	4.068	0.542	13.32	26.77
		Métropole TV	16.880	15:35	-2.43	17.160	-1.63	18.400	-1.240	-6.74	25.43
		Nexity	42.480	15:35	-2.52	43.400	-2.12	42.660	0.740	1.73	25.42
		TF1	8.055	15:35	-2.36	8.285	-2.78	7.820	0.465	5.95	24.60
	L	Sopra Steria	167.600	15:35	0.96	170.900	-1.93	144.600	26.300	18.19	23.76
		Maisons du Monde	19.290	15:36	-0.57	19.350	-0.31	19.250	0.100	0.52	22.47
		Fnac Darty	58.500	15:35	8.53	56.350	3.82	52.000	4.350	8.37	21.44
		⇓instrument	freshest		⇓ Δday	26/07/21	⇓ Δwk	29/03/21	prc diff	⇓ Δ17	∅-RS
		SPIE	19.970	15:35	-0.10	20.900	-4.45	20.480	0.420	2.05	19.51
		elis	15.120	15:35	-2.77	15.330	-1.37	14.000	1.330	9.50	17.56
		Rémy Cointreau	185.200	15:35	-0.27	181.400	2.09	158.500	22.900	14.45	16.86
		Dassault Aviation	1,004.000	15:35	-1.18	1,020.000	-1.57	934.000	86.000	9.21	16.72
		Wendel	118.400	15:35	0.17	111.800	5.90	105.100	6.700	6.37	16.34
		Covivio	79.240	15:35	-0.48	78.800	0.56	71.900	6.900	9.60	15.16
		CNP Assurances	14.355	15:35	-2.15	14.920	-3.79	16.190	-1.270	-7.84	14.28
	L	Amundi	77.900	15:37	1.63	77.000	1.17	69.100	7.900	11.43	14.19
		ALD	12.340	15:35	0.33	12.220	0.98	12.600	-0.380	-3.02	10.66
		Bic	57.150	15:35	-1.30	55.150	3.63	50.200	4.950	9.86	9.90
		Ipsen	90.100	15:38	1.78	86.380	4.31	69.550	16.830	24.20	9.73
		Elior	5.775	15:35	-2.28	5.820	-0.77	6.415	-0.595	-9.28	8.02
		Devoteam	111.800	15:35		109.200	2.38	107.000	2.200	2.06	7.84
		Eutelsat	9.176	15:35	-7.65	10.115	-9.28	10.595	-0.480	-4.53	6.19
		Aéroports de Paris	102.200	15:35	-1.59	105.250	-2.90	101.000	4.250	4.21	5.81
		Lagardere	23.540	15:35	1.99	20.680	13.83	21.900	-1.220	-5.57	4.23
	L	Korian	32.000	15:35	0.63	31.600	1.27	29.600	2.000	6.76	3.89
		Robertet	1,000.000	15:35	2.04	980.000	2.04	935.000	45.000	4.81	3.45
		Imerys	39.040	15:36	-1.16	38.480	1.46	41.480	-3.000	-7.23	3.28
		SES	6.504	15:35	-2.34	6.836	-4.86	6.786	0.050	0.74	1.00
		Plastic Omnium	26.760	15:35	0.38	25.700	4.12	30.880	-5.180	-16.77	0.21
	L	Euronext	93.800	15:35	5.33	89.600	4.69	85.400	4.200	4.92	-1.92
	S	Casino Guichard	23.830	15:35	-1.37	24.320	-2.01	27.990	-3.670	-13.11	-3.29
	S	SEB	140.100	15:35	0.94	140.800	-0.50	150.600	-9.800	-6.51	-5.29
	S	Air France-KLM	3.919	15:35	-4.58	4.012	-2.32	5.012	-1.000	-19.95	-5.46
		⇓instrument	freshest		⇓ Δday	26/07/21	⇓ Δwk	29/03/21	prc diff	⇓ Δ17	∅-RS
	S	Rubis	33.820	15:35	-0.53	34.230	-1.20	40.540	-6.310	-15.56	-8.59
	S	Faurecia	37.630	15:35	0.05	37.310	0.86	43.710	-6.400	-14.64	-8.73
	S	GTT	67.600	15:35	1.20	66.650	1.43	69.050	-2.400	-3.48	-12.36
	S	Albioma	33.740	15:35	0.36	34.440	-2.03	40.750	-6.310	-15.48	-15.64
		Genfit	3.350	15:38	2.13	3.260	2.76	4.034	-0.774	-19.19	-16.29
		Neoen	36.620	15:35	0.55	36.520	0.27	38.050	-1.530	-4.02	-16.31
		bioMérieux	100.550	15:37	4.37	94.060	6.90	109.200	-15.140	-13.86	-17.23
	S	CGG	0.589	15:35	-5.67	0.627	-6.06	1.057	-0.429	-40.62	-22.15
	S	Iliad	182.050	15:35	61.03	116.400	56.40	162.050	-45.650	-28.17	-25.05
		Solutions 30	7.070	15:35	-4.33	7.355	-3.87	10.470	-3.115	-29.75	-30.64
	S	Vallourec	8.180	15:35	-0.49	8.350	-2.04	30.200	-21.850	-72.35	-56.32
CAC Mid 60 - 60 out of 60 instruments rated - 26/07/21 / 29/03/21 - 37 did rise, Market-Ratio(17) = 61.67 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

2/01/17	scale up chart	26/07/21

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
2/01/06		22/05/06	140		- cash -
short	22/05/06	9/10/06	140		Maurel et Prom	100	642	15.570	18.930	12.210	-3.360	-22	7,843	-47
long	9/10/06	18/06/07	252		Eiffage	100	100	78.150	98.930		20.780	27	9,921	41
short	18/06/07	2/07/07	14		Covivio	100	86	115.000	110.300	119.900	4.900	4	10,342	197
long	2/07/07	30/07/07	28		Ubisoft	100	508	20.320	23.375		3.055	15	11,894	521
short	30/07/07	19/05/08	294		Maurel et Prom	100	860	13.820	16.130	11.510	-2.310	-17	9,908	-20
long	19/05/08	2/06/08	14		Ubisoft	100	279	35.500	30.815		-4.685	-13	8,601	-98
short	2/06/08	18/05/09	350		Technicolor	100	9	870.480	178.767	4,238.676	3,368.196	387	38,914	421
long	18/05/09	25/01/10	252		Nexity	100	1,729	22.505	27.000		4.495	20	46,686	30
short	25/01/10	29/03/10	63		Ubisoft	100	4,835	9.655	10.285	9.025	-0.630	-7	43,640	-32
long	29/03/10	10/05/10	42		Plastic Omnium	100	15,195	2.872	3.588		0.716	25	54,520	592
short	10/05/10	20/09/10	133		Ubisoft	100	6,001	9.084	7.413	11.132	2.048	23	66,808	75
long	20/09/10	16/05/11	238		Plastic Omnium	100	15,497	4.311	7.433		3.122	72	115,190	131
short	16/05/11	23/01/12	252		Genfit	100	29,287	3.933	1.723	8.978	5.045	128	262,931	230
long	23/01/12	14/05/12	112		Innate Pharma	100	153,760	1.710	1.650		-0.060	-4	253,705	-11
short	14/05/12	10/09/12	119		Vallourec	100	183	1,382.400	1,453.800	1,311.000	-71.400	-5	240,639	-15
long	10/09/12	22/04/13	224		Eurofins Scientific	100	21,876	11.000	15.325		4.325	39	335,253	72
short	22/04/13	29/04/13	7		CGG	100	673	497.920	532.320	463.520	-34.400	-7	312,102	-98
long	29/04/13	10/06/13	42		Montupet	100	22,292	14.000	16.510		2.510	18	368,054	319
short	10/06/13	5/08/13	56		CGG	100	655	561.120	575.840	546.400	-14.720	-3	358,413	-16
long	5/08/13	16/12/13	133		Montupet	100	19,166	18.700	33.260		14.560	78	637,470	386
short	16/12/13	23/12/13	7		Adocia	100	111,640	5.710	5.660	5.760	0.050	1	643,096	58
long	23/12/13	23/06/14	182		Montupet	100	20,435	31.470	66.830		35.360	112	1,365,678	353
short	23/06/14	19/01/15	210		CGG	100	3,977	343.360	153.600	767.553	424.193	124	3,052,692	305
long	19/01/15	8/06/15	140		Adocia	100	48,302	63.200	66.230		3.030	5	3,199,047	13
short	8/06/15	21/12/15	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	21/12/15	28/12/15	7		Sartorius Stedim	100	145,923	57.575	57.183		-0.392	-1	8,344,367	-30
short	28/12/15	16/05/16	140		Maurel et Prom	100	2,743,052	3.042	3.190	2.894	-0.148	-5	7,938,395	-12
long	16/05/16	27/06/16	42		Ubisoft	100	263,997	30.070	30.880		0.810	3	8,152,233	26
short	27/06/16	5/09/16	70		Vallourec	100	71,012	114.800	167.760	61.840	-52.960	-46	4,391,437	-96
long	5/09/16	26/09/16	21		Ubisoft	100	120,165	36.545	33.640		-2.905	-8	4,042,358	-76
short	26/09/16	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	21/11/16	42		Nexans	100	74,981	53.100	49.590		-3.510	-7	3,718,355	-45
short	21/11/16	26/12/16	35		CGG	100	290,496	12.800	13.570	12.030	-0.770	-6	3,494,673	-48
long	26/12/16	21/08/17	238		Vallourec	100	13,863	252.080	177.240		-74.840	-30	2,457,166	-42
short	21/08/17	11/12/17	112		Technicolor	100	29,385	83.619	84.780	82.458	-1.161	-1	2,423,050	-4
long	11/12/17	5/02/18	56		Air France-KLM	100	191,697	12.640	11.955		-0.685	-5	2,291,738	-30
short	5/02/18	18/03/19	406		Innate Pharma	100	436,106	5.255	6.585	3.925	-1.330	-25	1,711,717	-23
long	18/03/19	25/03/19	7		GTT	100	20,462	83.650	79.900		-3.750	-4	1,634,984	-91
short	25/03/19	8/04/19	14		DBV Technologies	100	126,742	12.900	16.400	9.400	-3.500	-27	1,191,387	-100
long	8/04/19	20/05/19	42		GTT	100	13,319	89.450	79.850		-9.600	-11	1,063,525	-63
short	20/05/19	9/12/19	203		Eramet	100	20,771	51.200	39.940	65.635	14.435	28	1,363,344	56
long	9/12/19	13/01/20	35		CGG	100	535,274	2.547	2.978		0.431	17	1,594,047	411
short	13/01/20	13/07/20	182		Ipsen	100	20,267	78.650	81.500	75.800	-2.850	-4	1,536,286	-7
long	13/07/20	21/09/20	70		Iliad	100	8,718	176.200	163.950		-12.250	-7	1,429,491	-31
short	21/09/20	16/11/20	56		Europcar	100	2,564,108	0.558	1.159	0.000	-0.557	-100	0	-100
long	16/11/20	12/07/21	238		Solutions 30	100	0	17.510	6.350		-11.160	-64	0	0
short	12/07/21	30/07/21	18		Vallourec	100	0	7.350	8.180	6.520	-0.830	-11	0	0
accum	22/05/06	30/07/21	5548	days out of 5688 invested (98%)							-100		0	-49

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	870.48	178.77	4,238.68	3,368.20	386.94
	short	21/08/17	11/12/17	112	83.62	84.78	82.46	-1.16	-1.39	380.17
Montupet	long	29/04/13	10/06/13	42	14.00	16.51		2.51	17.93
	long	5/08/13	16/12/13	133	18.70	33.26		14.56	77.86
	long	23/12/13	23/06/14	182	31.47	66.83		35.36	112.36	345.42
Genfit	short	16/05/11	23/01/12	252	3.93	1.72	8.98	5.04	128.26	128.26
CGG	short	22/04/13	29/04/13	7	497.92	532.32	463.52	-34.40	-6.91
	short	10/06/13	5/08/13	56	561.12	575.84	546.40	-14.72	-2.62
	short	23/06/14	19/01/15	210	343.36	153.60	767.55	424.19	123.54
	short	21/11/16	26/12/16	35	12.80	13.57	12.03	-0.77	-6.02
	long	9/12/19	13/01/20	35	2.55	2.98		0.43	16.92	122.68
Plastic Omnium	long	29/03/10	10/05/10	42	2.87	3.59		0.72	24.93
	long	20/09/10	16/05/11	238	4.31	7.43		3.12	72.42	115.40
Maurel et Prom	short	22/05/06	9/10/06	140	15.57	18.93	12.21	-3.36	-21.58
	short	30/07/07	19/05/08	294	13.82	16.13	11.51	-2.31	-16.71
	short	8/06/15	21/12/15	196	7.04	2.68	18.49	11.45	162.63
	short	28/12/15	16/05/16	140	3.04	3.19	2.89	-0.15	-4.87	63.18
Eurofins Scientific	long	10/09/12	22/04/13	224	11.00	15.33		4.33	39.32	39.32
Eramet	short	20/05/19	9/12/19	203	51.20	39.94	65.63	14.43	28.19	28.19
Eiffage	long	9/10/06	18/06/07	252	78.15	98.93		20.78	26.59	26.59
Nexity	long	18/05/09	25/01/10	252	22.51	27.00		4.50	19.97	19.97
Ubisoft	long	2/07/07	30/07/07	28	20.32	23.38		3.06	15.03
	long	19/05/08	2/06/08	14	35.50	30.82		-4.69	-13.20
	short	25/01/10	29/03/10	63	9.66	10.29	9.03	-0.63	-6.53
	short	10/05/10	20/09/10	133	9.08	7.41	11.13	2.05	22.54
	long	16/05/16	27/06/16	42	30.07	30.88		0.81	2.69
	long	5/09/16	26/09/16	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	16/12/13	23/12/13	7	5.71	5.66	5.76	0.05	0.88
	long	19/01/15	8/06/15	140	63.20	66.23		3.03	4.79	5.72
Covivio	short	18/06/07	2/07/07	14	115.00	110.30	119.90	4.90	4.26	4.26
Sartorius Stedim	long	21/12/15	28/12/15	7	57.58	57.18		-0.39	-0.68	-0.68
Ipsen	short	13/01/20	13/07/20	182	78.65	81.50	75.80	-2.85	-3.62	-3.62
Nexans	long	10/10/16	21/11/16	42	53.10	49.59		-3.51	-6.61	-6.61
Air France-KLM	short	26/09/16	10/10/16	14	4.72	4.79	4.65	-0.07	-1.50
	long	11/12/17	5/02/18	56	12.64	11.96		-0.69	-5.42	-6.84
Iliad	long	13/07/20	21/09/20	70	176.20	163.95		-12.25	-6.95	-6.95
GTT	long	18/03/19	25/03/19	7	83.65	79.90		-3.75	-4.48
	long	8/04/19	20/05/19	42	89.45	79.85		-9.60	-10.73	-14.73
DBV Technologies	short	25/03/19	8/04/19	14	12.90	16.40	9.40	-3.50	-27.13	-27.13
Innate Pharma	long	23/01/12	14/05/12	112	1.71	1.65		-0.06	-3.51
	short	5/02/18	18/03/19	406	5.26	6.59	3.93	-1.33	-25.31	-27.93
Solutions 30	long	16/11/20	12/07/21	238	17.51	6.35		-11.16	-63.74	-63.74
Vallourec	short	14/05/12	10/09/12	119	1,382.40	1,453.80	1,311.00	-71.40	-5.16
	short	27/06/16	5/09/16	70	114.80	167.76	61.84	-52.96	-46.13
	long	26/12/16	21/08/17	238	252.08	177.24		-74.84	-29.69
	short	12/07/21	30/07/21	18	7.35	8.18	6.52	-0.83	-11.29	-68.14
Europcar	short	21/09/20	16/11/20	56	0.56	1.16	0.00	-0.56	-99.98	-99.98

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.
20/09/17	bioMérieux	stock split 1:3 (three for one)
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
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