Share-o-matic - Portfolio

Sun, Jan 23rd, 2022, 12:15UTC

Assessment - CAC Mid 60 - 1/17/22 - RS = 17

		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	9/20/21	prc diff	⇓ Δ17	⇓∅-RS
		CAC Mid 60	15,401.400	Fri	-1.45	15,858.300	-2.88	14,861.600	996.700	6.71	6.39
		Rémy Cointreau	195.100	Fri	0.72	192.700	1.25	163.400	29.300	17.93	12.00
		Soitec	168.700	Fri	0.66	206.000	-18.11	196.900	9.100	4.62	9.84
		Covivio	75.800	Fri	0.64	75.760	0.05	74.620	1.140	1.53	2.42
	L	Casino Guichard	23.030	Fri	0.35	23.630	-2.54	23.870	-0.240	-1.01	-5.37
		Rubis	28.630	Fri	0.28	28.580	0.17	29.540	-0.960	-3.25	-14.58
	L	Albioma	35.740	Fri	0.11	34.360	4.02	35.200	-0.840	-2.39	-5.70
		Elior	5.840	Fri		5.810	0.52	6.420	-0.610	-9.50	-7.50
		Europcar Mobility	0.506	Fri	-0.08	0.506	-0.12	0.500	0.006	1.28	20.78
		JCDecaux	22.060	Fri	-0.09	22.440	-1.69	21.780	0.660	3.03	2.88
		DBV Technologies	2.862	Fri	-0.10	2.995	-4.44	8.800	-5.805	-65.97	-60.35
	L	Lagardere	24.160	Fri	-0.17	24.240	-0.33	22.720	1.520	6.69	9.74
		CNP Assurances	21.790	Fri	-0.18	21.800	-0.05	13.110	8.690	66.29	38.64
		Icade	64.400	Fri	-0.31	64.850	-0.69	70.550	-5.700	-8.08	-3.51
		Imerys	40.580	Fri	-0.54	39.200	3.52	36.580	2.620	7.16	-0.97
		Mercialys	9.430	Fri	-0.58	9.500	-0.74	9.300	0.200	2.15	1.73
		elis	16.390	Fri	-0.67	16.780	-2.32	16.180	0.600	3.71	11.54
	L	Aéroports de Paris	124.850	Fri	-0.68	127.200	-1.85	106.000	21.200	20.00	18.25
	L	Scor	29.460	Fri	-0.74	29.420	0.14	24.460	4.960	20.28	9.87
		Maisons du Monde	19.730	Fri	-0.75	20.020	-1.45	17.880	2.140	11.97	6.03
		TF1	8.490	Fri	-0.93	9.240	-8.12	8.470	0.770	9.09	12.85
		Nexity	36.960	Fri	-1.02	38.340	-3.60	41.980	-3.640	-8.67	-7.43
		Métropole TV	16.980	Fri	-1.05	18.520	-8.32	18.080	0.440	2.43	6.64
		Ipsen	82.520	Fri	-1.06	82.760	-0.29	82.380	0.380	0.46	1.98
	S	FDJ	36.480	Fri	-1.08	36.800	-0.87	44.410	-7.610	-17.14	-13.00
		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	9/20/21	prc diff	⇓ Δ17	⇓∅-RS
		Bolloré	4.812	Fri	-1.11	4.860	-0.99	5.070	-0.210	-4.14	8.90
	S	Wendel	99.750	Fri	-1.14	103.100	-3.25	122.900	-19.800	-16.11	-6.15
		Fnac Darty	55.000	Fri	-1.17	57.600	-4.51	54.000	3.600	6.67	5.28
		Eutelsat	11.195	Fri	-1.24	10.780	3.85	9.876	0.904	9.15	2.93
	L	Trigano	173.900	Fri	-1.25	180.600	-3.71	160.500	20.100	12.52	9.15
		Alten	150.500	Fri	-1.31	150.900	-0.27	134.500	16.400	12.19	30.10
		SES	7.090	Fri	-1.34	7.172	-1.14	7.242	-0.070	-0.97	3.49
		Air France-KLM	4.003	Fri	-1.38	4.204	-4.78	4.089	0.115	2.81	-4.04
		Sopra Steria	163.200	Fri	-1.51	167.700	-2.68	167.000	0.700	0.42	8.02
		Eramet	93.850	Fri	-1.52	87.800	6.89	64.050	23.750	37.08	40.84
	L	Dassault Aviation	102.100	Fri	-1.54	104.400	-2.20	91.750	12.650	13.79	10.40
		McPhy Energy	18.800	Fri	-1.57	19.560	-3.89	16.840	2.720	16.15	-12.85
		Bic	49.120	Fri	-1.60	48.820	0.61	52.000	-3.180	-6.12	-6.75
	L	GTT	81.650	Fri	-1.63	83.700	-2.45	63.050	20.650	32.75	18.58
		Korian	27.640	Fri	-1.71	28.440	-2.81	30.900	-2.460	-7.96	-5.28
		Rexel	19.980	Fri	-1.77	21.190	-5.71	16.535	4.655	28.15	26.14
		Amundi	71.450	Fri	-1.79	73.550	-2.86	72.300	1.250	1.73	1.14
		SEB	129.600	Fri	-1.82	130.700	-0.84	125.900	4.800	3.81	-7.91
		SPIE	21.000	Fri	-2.23	21.980	-4.46	19.740	2.240	11.35	8.20
		Ipsos	43.550	Fri	-2.24	44.800	-2.79	41.000	3.800	9.27	25.40
		Coface	11.420	Fri	-2.48	11.930	-4.27	9.805	2.125	21.67	14.37
		Technip Energies	14.150	Fri	-2.62	14.265	-0.81	12.230	2.035	16.64	-na-
		Derichebourg	11.530	Fri	-2.70	11.920	-3.27	9.885	2.035	20.59	43.97
		Neoen	34.420	Fri	-2.71	35.000	-1.66	33.860	1.140	3.37	-8.63
		Eurazeo	75.150	Fri	-2.72	80.250	-6.36	82.400	-2.150	-2.61	10.24
		⇓instrument	freshest		Δday	1/17/22	⇓ Δwk	9/20/21	prc diff	⇓ Δ17	⇓∅-RS
		Nexans	83.500	Fri	-2.79	88.250	-5.38	82.900	5.350	6.45	15.60
	L	Plastic Omnium	21.920	Fri	-2.92	24.100	-9.05	21.680	2.420	11.16	-8.81
		OVH	25.545	Fri	-3.26	25.380	0.65				-na-
		Solutions 30	6.425	Fri	-3.31	6.945	-7.49	7.920	-0.975	-12.31	-12.13
		Aperam	53.480	Fri	-3.88	54.940	-2.66	47.740	7.200	15.08	24.50
	L	CGG	0.784	Fri	-4.04	0.845	-7.24	0.595	0.250	41.92	10.86
		TechnipFMC	5.748	Fri	-4.20	5.952	-3.43	5.712	0.240	4.20	-8.55
		Virbac	360.000	Fri	-5.01	397.500	-9.43	372.000	25.500	6.85	33.63
		Valneva	15.660	Fri	-5.32	16.630	-5.83	10.950	5.680	51.87	26.37
		Verallia	27.840	Fri	-6.26	29.900	-6.89	30.240	-0.340	-1.12	-3.34
	L	Vallourec	8.075	Fri	-6.59	9.285	-13.03	6.465	2.820	43.62	-14.52
CAC Mid 60 - 59 out of 60 instruments rated - 1/17/22 / 9/20/21 - 43 did rise, Market-Ratio(17) = 72.88 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	1/17/22

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	1/21/22	4		Derichebourg	100	0	11.920	11.530		-0.390	-3	0	0
accum	5/22/06	1/21/22	5725	days out of 5865 invested (98%)							-100		0	-48

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
Derichebourg	long	1/17/22	1/21/22	4	11.92	11.53		-0.39	-3.27	-3.27
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
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
DBV Technologies	short	3/25/19	4/08/19	14	12.90	16.40	9.40	-3.50	-27.13	-27.13
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
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
	Europcar	recording started
	DBV Technologies	recording started
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