Share-o-matic - Portfolio

Sat, Jul 27th, 2024, 4:09UTC

Assessment - CAC Mid 60 - 7/01/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	13,956.400	7/15	-0.15	13,571.100	2.84	14,115.900	-544.800	-3.86	-1.95
	L	Elior	3.044	7/15	4.97	2.794	8.95	2.274	0.520	22.87	32.19
	L	Neoen	38.300	7/15	-0.47	37.340	2.57	24.320	13.020	53.54	31.70
	L	Eramet	103.500	7/15	-0.38	97.700	5.94	64.500	33.200	51.47	31.07
		Nexans	104.800	7/15	-1.32	104.500	0.29	93.950	10.550	11.23	25.72
		ID Logistics	398.000	7/15	0.25	370.000	7.57	332.500	37.500	11.28	22.52
	L	Fnac Darty	30.200	7/15	-1.47	30.150	0.17	27.420	2.730	9.96	20.57
	L	Imerys	32.980	7/15	-0.24	34.060	-3.17	29.680	4.380	14.76	17.03
		Ipsos	61.700	7/15	0.65	58.100	6.20	64.600	-6.500	-10.06	15.59
		Mercialys	10.780	7/15		10.400	3.65	10.030	0.370	3.69	14.99
		Virbac	369.500	7/15	2.64	337.500	9.48	335.000	2.500	0.75	12.60
		Rubis	28.080	7/15	-0.28	26.880	4.46	24.760	2.120	8.56	11.62
		Vallourec	14.935	7/15	1.67	14.700	1.60	13.585	1.115	8.21	11.54
		elis	20.680	7/15	-1.15	20.560	0.58	21.260	-0.700	-3.29	10.16
		SPIE	35.840	7/15	-2.61	35.000	2.40	31.180	3.820	12.25	10.09
		Eurazeo	77.450	7/15	1.11	74.000	4.66	77.050	-3.050	-3.96	9.53
		VusionGroup	140.800	7/15	-1.33	135.000	4.30	143.400	-8.400	-5.86	8.59
	L	Ipsen	111.100	7/15	-0.45	113.500	-2.11	102.600	10.900	10.62	8.20
	L	Voltalia	9.750	7/15	-2.11	9.180	6.21	7.110	2.070	29.11	7.16
		JCDecaux	20.100	7/15		18.640	7.83	19.250	-0.610	-3.17	6.44
		Carmila	16.420	7/15	0.61	15.900	3.27	15.200	0.700	4.61	5.17
		Amundi	66.700	7/15	-0.30	61.950	7.67	60.650	1.300	2.14	4.65
		Bic	57.200	7/15	0.70	55.800	2.51	67.350	-11.550	-17.15	4.53
		Verallia	28.440	7/15	-2.13	34.200	-16.84	35.280	-1.080	-3.06	3.08
		Coface	13.660	7/15	-0.58	13.340	2.40	13.420	-0.080	-0.60	2.45
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
		TF1	8.180	7/15	1.11	7.670	6.65	8.430	-0.760	-9.02	1.69
		Covivio	46.320	7/15	1.05	44.720	3.58	40.200	4.520	11.24	1.11
		Bolloré	5.815	7/15	-0.60	5.550	4.77	6.350	-0.800	-12.60	0.61
		SEB	103.400	7/15	-0.10	98.250	5.24	113.100	-14.850	-13.13	0.59
	S	Wendel	84.700	7/15	-0.06	83.450	1.50	91.150	-7.700	-8.45	-0.70
	S	GTT	131.700	7/15	-0.83	122.000	7.95	147.300	-25.300	-17.18	-1.35
	S	Argan	78.800	7/15	1.81	74.000	6.49	76.700	-2.700	-3.52	-3.29
		Technip Energies	23.300	7/15	-0.43	20.960	11.16	20.680	0.280	1.35	-4.44
		Mersen	35.050	7/15		32.650	7.35	35.300	-2.650	-7.51	-4.47
		Dassault Aviation	169.100	7/15	-0.47	171.200	-1.23	187.400	-16.200	-8.64	-4.70
		Métropole TV	12.940	7/15	0.94	12.220	5.89	12.630	-0.410	-3.25	-5.43
		Derichebourg	4.614	7/15	-0.99	4.390	5.10	4.114	0.276	6.71	-5.62
	S	Lectra	28.500	7/15	-1.21	28.400	0.35	31.750	-3.350	-10.55	-5.99
		Aéroports de Paris	119.900	7/15	0.08	114.900	4.35	125.500	-10.600	-8.45	-6.19
	S	Sopra Steria	189.500	7/15	-0.16	189.400	0.05	238.200	-48.800	-20.49	-6.61
	S	FDJ	33.220	7/15	-0.12	31.760	4.60	38.500	-6.740	-17.51	-7.93
	L	Viridien	0.496	7/15		0.497	-0.28	0.431	0.067	15.47	-11.49
	S	Scor	26.060	7/15	0.93	24.160	7.86	27.060	-2.900	-10.72	-11.76
		Bénéteau	10.400	7/15	0.39	9.970	4.31	12.220	-2.250	-18.41	-12.17
	S	Aperam	25.800	7/15	-0.54	24.620	4.79	26.610	-1.990	-7.48	-12.57
		Interparfums	38.600	7/15	-3.02	38.400	0.52	51.200	-12.800	-25.00	-14.11
	S	Trigano	114.300	7/15	-0.78	112.400	1.69	150.000	-37.600	-25.07	-14.82
		Eutelsat	4.376	7/15	2.34	3.874	12.96	3.634	0.240	6.60	-15.05
	S	SES	4.860	7/15	-0.12	4.890	-0.61	6.030	-1.140	-18.91	-15.14
	S	Alten	109.100	7/15	0.37	105.300	3.61	139.000	-33.700	-24.24	-15.56
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
	L	Icade	21.520	7/15	0.84	20.080	7.17	24.980	-4.900	-19.62	-17.15
		Ayvens	6.225	7/15	0.73	5.515	12.87	6.000	-0.485	-8.08	-21.95
		Opmobility	9.335	7/15	-2.25	9.300	0.38	10.980	-1.680	-15.30	-22.39
		X-FAB	6.510	7/15	-0.91	6.050	7.60	7.395	-1.345	-18.19	-23.95
		Clariane	1.920	7/15	-2.98	1.852	3.67	1.772	0.080	4.51	-24.37
		Valneva	3.358	7/15	-2.27	3.254	3.20	3.027	0.227	7.50	-30.18
		Nexity	9.410	7/15		8.655	8.72	10.360	-1.705	-16.46	-31.06
	S	Solutions 30	1.766	7/15	5.62	1.530	15.42	2.084	-0.554	-26.58	-33.50
		Euroapi	2.840	7/15	0.07	2.544	11.64	3.792	-1.248	-32.91	-42.19
	L	Orpea	12.304	7/15	-5.93	12.312	-0.06	12.800	-0.488	-3.81	-54.60
		Atos	1.278	7/15	19.22	0.983	30.06	2.248	-1.265	-56.29	-72.44
CAC Mid 60 - 60 out of 60 instruments rated - 7/01/24 / 3/04/24 - 23 did rise, Market-Ratio(17) = 38.33 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/06/20	scale up chart	7/01/24

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		Opmobility	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		Opmobility	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		Viridien	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		Viridien	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		Viridien	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		Viridien	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		Viridien	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		Vallourec	100	80,380	17.784	20.950	14.618	-3.166	-18	1,175,008	-72
long	11/16/20	7/12/21	238		Solutions 30	100	67,104	17.510	6.350		-11.160	-64	426,127	-79
short	7/12/21	11/15/21	126		Vallourec	100	57,976	7.350	7.240	7.462	0.112	2	432,603	4
long	11/15/21	11/22/21	7		Valneva	100	20,444	21.160	19.060		-2.100	-10	389,671	-100
short	11/22/21	1/17/22	56		Vallourec	100	51,611	7.550	9.285	5.815	-1.735	-23	300,125	-82
long	1/17/22	1/24/22	7		Derichebourg	100	25,178	11.920	10.760		-1.160	-10	270,919	-100
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	103,800	2.610	3.058	2.162	-0.448	-17	224,417	-18
long	1/16/23	3/27/23	70		Elior	100	56,104	4.000	3.104		-0.896	-22	174,147	-73
short	3/27/23	2/12/24	322		Orpea	100	82	2,100.000	13.200	334,090.909	331,990.909	15,809	27,397,402	31,208
long	2/12/24	4/22/24	70		Eurazeo	100	351,023	78.050	81.950		3.900	5	28,766,392	29
short	4/22/24	5/13/24	21		Orpea	100	2,332,662	12.332	13.418	11.246	-1.086	-9	26,233,121	-80
long	5/13/24	6/17/24	35		Eramet	100	256,935	102.100	96.650		-5.450	-5	24,832,825	-44
short	6/17/24	7/15/24	28		Atos	100	25,134,438	0.988	1.278	0.698	-0.290	-29	17,543,838	-99
accum	5/22/06	7/15/24	6641	days out of 6781 invested (98%)							175,338		17,543,838	51

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Orpea	short	3/27/23	2/12/24	322	2,100.00	13.20	334,090.91	331,990.91	15,809.09
	short	4/22/24	5/13/24	21	12.33	13.42	11.25	-1.09	-8.81	14,408.08
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
Viridien	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
Opmobility	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
Eiffage	long	10/09/06	6/18/07	252	78.15	98.93		20.78	26.59	26.59
Eramet	short	5/20/19	12/09/19	203	51.20	39.94	65.63	14.43	28.19
	long	5/13/24	6/17/24	35	102.10	96.65		-5.45	-5.34	21.35
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
Eurazeo	long	2/12/24	4/22/24	70	78.05	81.95		3.90	5.00	5.00
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
Atos	short	6/17/24	7/15/24	28	0.99	1.28	0.70	-0.29	-29.35	-29.35
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	9/21/20	11/16/20	56	17.78	20.95	14.62	-3.17	-17.80
	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	-76.91

Annotations

3/25/24	Orpea	reverse split 1,000:1 (one for one thousand)
2/20/24	CAC Mid 60	Component update: ADP, Argan, ID Logistics, Lectra and X-FAB replace Altarea, Antin, Casino, OVH and Soitec
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