Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 3/27/23 - RS = 17

		⇓instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	11/28/22	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	14,513.800	Fri	0.44	14,100.900	2.93	13,570.400	530.500	3.91	1.97
	L	Technip Energies	19.655	Fri	0.28	19.420	1.21	15.065	4.355	28.91	44.82
	L	Verallia	39.300	Fri	1.50	37.640	4.41	29.280	8.360	28.55	41.16
	L	Interparfums	69.300	Fri	1.91	67.800	2.21	54.000	13.800	25.56	32.61
	L	elis	17.640	Fri	0.28	17.100	3.16	12.560	4.540	36.15	26.38
	L	Sopra Steria	193.300	Fri	-1.23	190.400	1.52	145.400	45.000	30.95	25.48
		Dassault Aviation	182.600	Fri	0.27	182.000	0.33	150.000	32.000	21.33	21.64
	L	Alten	146.900	Fri	0.69	143.300	2.51	121.400	21.900	18.04	15.90
		Coface	13.050	Fri	-0.38	12.860	1.48	11.650	1.210	10.39	14.71
		Ipsos	57.100	Fri	-0.52	57.000	0.18	53.900	3.100	5.75	14.59
	L	SEB	104.800	Fri	2.24	97.800	7.16	75.000	22.800	30.40	14.34
		JCDecaux	19.310	Fri	-0.72	19.290	0.10	17.010	2.280	13.40	14.32
		Bolloré	5.690	Fri	0.18	5.595	1.70	5.250	0.345	6.57	13.63
		SPIE	26.740	Fri	-0.22	25.960	3.00	23.620	2.340	9.91	12.64
		Elior	3.234	Fri	0.75	3.104	4.19	2.778	0.326	11.74	12.62
	L	TF1	8.135	Fri	1.81	7.860	3.50	7.105	0.755	10.63	11.22
		Wendel	97.350	Fri	-0.71	96.750	0.62	87.050	9.700	11.14	10.56
		Imerys	39.800	Fri	-0.05	38.280	3.97	37.840	0.440	1.16	9.18
		SES imagotag	109.400	Fri	1.67	108.600	0.74	127.800	-19.200	-15.02	8.35
		FDJ	38.390	Fri	0.16	37.290	2.95	37.440	-0.150	-0.40	7.00
	L	Métropole TV	14.950	Fri	1.63	14.700	1.70	13.180	1.520	11.53	5.76
		Aperam	34.370	Fri	0.85	32.590	5.46	28.860	3.730	12.92	5.25
		Amundi	58.050	Fri	1.04	56.000	3.66	52.950	3.050	5.76	4.56
		Ipsen	101.500	Fri	-1.46	103.300	-1.74	109.300	-6.000	-5.49	3.60
		Bic	58.100	Fri	-1.02	59.600	-2.52	63.550	-3.950	-6.22	2.90
		⇓instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	11/28/22	prc diff	⇓ Δ17	∅-RS
		Trigano	120.000	Fri	1.69	111.100	8.01	111.800	-0.700	-0.63	2.05
		Scor	20.940	Fri	0.14	20.470	2.30	18.300	2.170	11.86	1.99
	L	Atos	11.390	Fri	0.89	12.500	-8.88	10.445	2.055	19.67	1.55
		Mercialys	9.410	Fri	-0.21	9.165	2.67	9.515	-0.350	-3.68	1.55
	L	Plastic Omnium	16.780	Fri	0.18	15.850	5.87	14.910	0.940	6.30	-0.08
		Nexans	91.500	Fri	1.05	88.450	3.45	89.600	-1.150	-1.28	-0.44
	L	Eurazeo	65.500	Fri	1.08	62.900	4.13	60.750	2.150	3.54	-0.50
	L	Virbac	296.000	Fri	-0.67	294.000	0.68	250.000	44.000	17.60	-2.08
	L	Air France-KLM	1.698	Fri	4.20	1.547	9.80	1.270	0.277	21.77	-2.75
		Rubis	24.670	Fri	0.61	23.710	4.05	24.250	-0.540	-2.23	-3.04
		Eramet	96.200	Fri	-0.88	91.100	5.60	75.150	15.950	21.22	-3.34
		Vallourec	11.620	Fri	0.52	10.805	7.54	10.360	0.445	4.30	-3.65
		McPhy Energy	12.895	Fri	0.04	12.800	0.74	13.075	-0.275	-2.10	-4.17
		Soitec	147.600	Fri	1.48	138.300	6.72	155.100	-16.800	-10.83	-6.17
		Carmila	13.820	Fri	1.02	13.420	2.98	13.980	-0.560	-4.01	-6.67
		Icade	43.340	Fri	2.41	41.760	3.78	40.180	1.580	3.93	-7.99
		Nexity	23.140	Fri	-0.26	22.560	2.57	23.820	-1.260	-5.29	-9.26
		Fnac Darty	33.980	Fri	0.95	32.840	3.47	35.680	-2.840	-7.96	-10.57
		ALD	10.800	Fri		10.280	5.06	10.980	-0.700	-6.38	-10.84
		Covivio	53.600	Fri	-0.46	51.950	3.18	56.800	-4.850	-8.54	-11.73
		Derichebourg	5.400	Fri	0.19	4.974	8.56	5.105	-0.131	-2.57	-16.42
	S	Altarea	113.400	Fri	-0.18	109.600	3.47	137.800	-28.200	-20.46	-18.42
	S	SES	6.038	Fri	3.21	5.782	4.43	6.848	-1.066	-15.57	-19.45
	S	GTT	94.200	Fri	0.27	90.400	4.20	117.200	-26.800	-22.87	-19.54
		CGG	0.712	Fri	-0.11	0.649	9.65	0.663	-0.014	-2.08	-21.08
		⇓instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	11/28/22	prc diff	⇓ Δ17	∅-RS
	L	Solutions 30	2.356	Fri	-1.17	2.153	9.43	1.820	0.333	18.30	-21.43
	S	OVH	11.510	Fri	0.17	11.490	0.17	13.820	-2.330	-16.86	-23.39
	S	Neoen	28.950	Fri	1.01	27.960	3.54	37.630	-9.670	-25.70	-24.66
	S	Eutelsat	6.145	Fri	0.90	5.935	3.54	7.935	-2.000	-25.20	-30.36
	S	Antin Infrastructure	16.690	Fri	-0.48	15.790	5.70	22.100	-6.310	-28.55	-32.36
		Valneva	4.831	Fri	-0.23	4.768	1.32	6.512	-1.744	-26.78	-39.40
	S	Korian	6.890	Fri	0.44	6.520	5.67	10.100	-3.580	-35.45	-45.00
	S	Casino Guichard	6.525	Fri	0.85	5.970	9.30	11.100	-5.130	-46.22	-49.31
	S	Orpea	1.967	Fri	-3.91	2.100	-6.33	6.760	-4.660	-68.93	-75.01
		Euroapi	10.525	Fri	0.14	9.958	5.69	17.500	-7.542	-43.10	-na-
CAC Mid 60 - 59 out of 59 instruments rated - 3/27/23 / 11/28/22 - 30 did rise, Market-Ratio(17) = 50.85 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/07/19	scale up chart	3/27/23

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	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		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	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	1/24/22	7		Derichebourg	100	0	11.920	10.760		-1.160	-10	0	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	0	0
long	1/16/23	3/27/23	70		Elior	100	0	4.000	3.104		-0.896	-22	0	0
short	3/27/23	3/31/23	4		Orpea	100	0	2.100	1.967	2.242	0.142	7	0	0
accum	5/22/06	3/31/23	6159	days out of 6299 invested (98%)							-100		0	-46

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
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
Orpea	short	3/27/23	3/31/23	4	2.10	1.97	2.24	0.14	6.76	6.76
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	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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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