Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 4/19/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	4/19/21	Δwk	12/21/20	prc diff	⇓ Δ17	⇓∅-RS
	L	CAC Mid 60	14,700.700	16:05	0.73	14,905.000	-1.37	13,076.500	1,828.500	13.98	20.19
		Devoteam	109.000	15:35	0.55	105.000	3.81	102.400	2.600	2.54	15.00
		Neoen	40.460	15:35	5.09	39.380	2.74	55.300	-15.920	-28.79	-9.04
		Faurecia	47.790	15:36	1.25	46.730	2.27	41.150	5.580	13.56	22.83
		Plastic Omnium	29.680	15:35	1.64	29.040	2.20	28.260	0.780	2.76	28.92
	L	Bic	53.550	15:35	1.52	52.400	2.19	47.100	5.300	11.25	11.26
	L	Sopra Steria	150.400	15:35	2.31	147.700	1.83	128.100	19.600	15.30	18.10
	L	Korian	32.520	15:37	1.56	31.960	1.75	29.500	2.460	8.34	4.86
		Rémy Cointreau	172.200	15:35	0.41	169.600	1.53	151.700	17.900	11.80	22.92
	L	Ipsen	79.860	15:35	0.86	78.820	1.32	68.250	10.570	15.49	4.56
	L	Casino Guichard	28.840	15:35	1.23	28.500	1.19	24.300	4.200	17.28	8.19
	L	Nexity	45.120	15:35	3.06	44.660	1.03	33.480	11.180	33.39	43.41
	L	Rexel	17.500	15:35	1.92	17.330	0.98	12.490	4.840	38.75	54.15
		SEB	144.400	15:35	-0.62	143.000	0.98	145.900	-2.900	-1.99	1.70
	L	Aperam	43.860	15:35	1.04	43.460	0.92	33.940	9.520	28.05	54.41
		FDJ	41.860	15:36	0.70	41.500	0.87	36.080	5.420	15.02	28.16
	L	Alten	103.700	15:35	1.77	102.900	0.78	90.550	12.350	13.64	27.89
	S	bioMérieux	110.500	15:35		109.900	0.55	122.000	-12.100	-9.92	-9.74
	L	Robertet	991.000	15:35	1.23	987.000	0.41	901.000	86.000	9.54	6.96
	L	Eutelsat	10.500	15:35	-0.05	10.465	0.33	9.204	1.261	13.70	13.05
		Fnac Darty	57.050	15:36	-0.78	56.950	0.18	52.000	4.950	9.52	44.32
	L	Elior	6.835	15:35	3.72	6.825	0.15	5.135	1.690	32.91	31.12
	S	GTT	70.950	15:35	1.14	70.900	0.07	78.550	-7.650	-9.74	-6.81
	L	Ipsos	33.250	15:35	2.47	33.300	-0.15	27.400	5.900	21.53	38.98
		Genfit	3.720	15:35	0.81	3.726	-0.16	4.050	-0.324	-8.00	-18.02
		⇓instrument	freshest		⇓ Δday	4/19/21	Δwk	12/21/20	prc diff	⇓ Δ17	⇓∅-RS
	L	Natixis	4.053	15:35	-0.02	4.068	-0.37	2.489	1.579	63.44	60.74
		Iliad	157.250	15:35	0.32	158.300	-0.66	171.550	-13.250	-7.72	-2.48
	L	Bolloré	4.180	15:35	0.72	4.210	-0.71	3.340	0.870	26.05	31.86
	L	Aéroports de Paris	102.350	15:35	1.09	103.150	-0.78	100.300	2.850	2.84	9.44
		Soitec	170.000	15:35	3.16	171.400	-0.82	153.100	18.300	11.95	40.31
	S	Euronext	88.850	15:39	-0.22	89.600	-0.84	88.650	0.950	1.07	-0.36
		Nexans	72.800	15:35	2.18	73.450	-0.88	58.050	15.400	26.53	50.77
		Solutions 30	11.180	15:35	1.91	11.290	-0.97	10.200	1.090	10.69	-9.31
		Tarkett	15.900	15:35	2.58	16.060	-1.00	14.110	1.950	13.82	41.08
		Virbac	283.000	15:35	0.71	286.000	-1.05	232.500	53.500	23.01	40.65
	L	Métropole TV	18.400	15:35	0.77	18.600	-1.08	13.720	4.880	35.57	57.98
	L	Eurazeo	68.000	15:35	1.04	69.050	-1.52	55.450	13.600	24.53	38.43
	L	Wendel	109.900	15:35	0.55	111.600	-1.52	96.400	15.200	15.77	26.18
	L	Rubis	39.020	15:35	0.23	39.650	-1.59	36.740	2.910	7.92	3.64
	L	elis	14.820	15:35	0.95	15.070	-1.66	12.610	2.460	19.51	27.76
	L	Mercialys	10.390	15:35	3.28	10.570	-1.70	6.990	3.580	51.22	61.22
		Lagardere	22.760	15:36	0.26	23.180	-1.81	20.220	2.960	14.64	32.75
	L	Icade	65.000	15:37	1.09	66.250	-1.89	60.900	5.350	8.78	12.56
	L	Maisons du Monde	19.130	15:35	1.49	19.500	-1.90	14.790	4.710	31.85	52.66
		Trigano	156.800	15:35	0.51	160.100	-2.06	140.200	19.900	14.19	43.83
	L	Amundi	72.650	15:35	-0.07	74.250	-2.15	66.000	8.250	12.50	14.12
		Imerys	43.340	15:35	0.46	44.420	-2.43	37.620	6.800	18.08	31.48
	L	Coface	10.210	15:35	0.69	10.480	-2.58	8.210	2.270	27.65	48.20
	L	JCDecaux	20.760	15:36	1.86	21.340	-2.72	18.840	2.500	13.27	23.93
	L	SPIE	20.620	15:37	-0.19	21.200	-2.74	16.960	4.240	25.00	35.95
		⇓instrument	freshest		⇓ Δday	4/19/21	Δwk	12/21/20	prc diff	⇓ Δ17	⇓∅-RS
	L	TF1	7.925	15:35	0.57	8.150	-2.76	6.740	1.410	20.92	42.69
	L	Covivio	75.600	15:35	0.05	78.160	-3.28	72.300	5.860	8.11	21.70
	L	ALD	12.640	15:35	0.80	13.100	-3.51	11.280	1.820	16.13	30.89
		Air France-KLM	4.812	15:35	0.88	5.030	-4.33	4.495	0.535	11.90	19.28
	L	Eramet	56.750	15:35	-0.44	59.950	-5.34	41.210	18.740	45.47	79.01
		Albioma	39.300	15:35	0.98	41.860	-6.12	43.500	-1.640	-3.77	4.81
	L	Dassault Aviation	903.500	15:35	-1.09	964.500	-6.32	857.500	107.000	12.48	16.55
	L	CGG	0.929	15:35	-0.68	1.012	-8.20	0.795	0.216	27.17	19.71
	L	Vallourec	26.440	15:35	-0.97	28.860	-8.39	27.645	1.215	4.40	11.34
		SES	6.304	15:35	-1.44	6.958	-9.40	7.476	-0.518	-6.93	3.83
	L	CNP Assurances	14.330	15:35	-2.12	16.790	-14.65	12.870	3.920	30.46	44.64
CAC Mid 60 - 60 out of 60 instruments rated - 4/19/21 / 12/21/20 - 52 did rise, Market-Ratio(17) = 86.67 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	4/19/21

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
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	100	2,564,108	0.558	1.159	0.000	-0.557	-100	0	-100
long	11/16/20	4/22/21	157		Solutions 30	100	0	17.510	11.180		-6.330	-36	0	0
accum	5/22/06	4/22/21	5449	days out of 5589 invested (97%)							-100		0	-50

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
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
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	4/22/21	157	17.51	11.18		-6.33	-36.15	-36.15
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	-64.08
Europcar	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.
9/20/17	bioMérieux	stock split 1:3 (three for one)
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
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)


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