Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 in Renminbi yuán - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		CAC Mid 60	103,672.901	8/12/24	-0.08	106,009.291	-2.20	108,702.052	-2,692.762	-2.48	-2.44
	L	Elior	24.934	8/12/24	3.30	21.825	14.24	23.032	-1.207	-5.24	17.81
	L	Neoen	299.802	8/12/24	-0.10	291.678	2.79	237.865	53.813	22.62	35.74
	L	Eramet	565.155	8/12/24	5.24	763.174	-25.95	561.668	201.506	35.88	32.35
		Nexans	931.119	8/12/24	0.08	816.291	14.07	622.548	193.743	31.12	26.79
		ID Logistics	3,382.336	8/12/24	0.70	2,890.218	17.03	2,411.639	478.580	19.84	25.95
	L	Fnac Darty	205.049	8/12/24	-0.19	235.514	-12.94	216.026	19.487	9.02	8.58
	L	Imerys	228.718	8/12/24	0.21	266.056	-14.03	223.725	42.332	18.92	14.62
		Ipsos	434.314	8/12/24	-0.36	453.842	-4.30	445.800	8.043	1.80	7.94
		Mercialys	91.237	8/12/24	-0.85	81.239	12.31	78.123	3.116	3.99	11.55
		Virbac	2,667.593	8/12/24	0.59	2,636.348	1.19	2,824.052	-187.705	-6.65	11.02
		Rubis	214.501	8/12/24	0.22	209.970	2.16	176.749	33.222	18.80	10.79
		Vallourec	104.438	8/12/24	-0.59	114.828	-9.05	110.173	4.654	4.22	10.17
		elis	164.977	8/12/24	0.67	160.602	2.72	148.390	12.212	8.23	9.24
		SPIE	263.088	8/12/24	0.54	273.399	-3.77	222.311	51.088	22.98	17.83
		Eurazeo	530.003	8/12/24	0.97	578.044	-8.31	564.418	13.626	2.41	11.37
		VusionGroup	1,046.728	8/12/24	0.15	1,054.539	-0.74	1,066.777	-12.238	-1.15	11.63
	L	Ipsen	811.604	8/12/24	0.78	886.594	-8.46	847.608	38.985	4.60	1.81
	L	Voltalia	79.520	8/12/24	-0.97	71.709	10.89	81.854	-10.146	-12.39	-2.27
		JCDecaux	140.605	8/12/24	-0.50	145.604	-3.43	142.970	2.634	1.84	4.96
		Carmila	128.576	8/12/24	0.61	124.201	3.52	122.389	1.813	1.48	5.02
		Amundi	500.320	8/12/24	0.63	483.916	3.39	483.899	0.017	0.00	6.02
		Bic	444.469	8/12/24	-1.90	435.876	1.97	493.718	-57.842	-11.72	-9.50
		Verallia	205.284	8/12/24	-1.13	267.150	-23.16	273.843	-6.693	-2.44	-3.18
		Coface	107.875	8/12/24	0.88	104.204	3.52	93.009	11.195	12.04	4.29
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		TF1	61.085	8/12/24		59.913	1.96	56.049	3.864	6.89	1.42
		Covivio	371.354	8/12/24	-0.50	349.326	6.31	382.406	-33.080	-8.65	1.07
		Bolloré	44.955	8/12/24	-1.62	43.353	3.69	44.423	-1.070	-2.41	-2.64
		SEB	690.137	8/12/24	-0.67	767.470	-10.08	887.672	-120.201	-13.54	-5.64
	S	Wendel	665.141	8/12/24	-0.70	651.861	2.04	633.546	18.315	2.89	-1.19
	S	GTT	987.361	8/12/24	0.16	952.991	3.61	941.874	11.116	1.18	0.38
	S	Argan	589.761	8/12/24	0.53	578.044	2.03	660.648	-82.604	-12.50	-0.51
		Technip Energies	160.759	8/12/24	-0.68	163.727	-1.81	166.222	-2.495	-1.50	-2.49
		Mersen	238.248	8/12/24	-1.45	255.042	-6.58	276.514	-21.471	-7.77	-10.08
		Dassault Aviation	1,480.260	8/12/24	-0.52	1,337.312	10.69	1,407.706	-70.394	-5.00	-7.27
		Métropole TV	92.018	8/12/24	0.17	95.455	-3.60	101.650	-6.195	-6.09	-4.83
		Derichebourg	35.589	8/12/24	0.80	34.292	3.78	39.906	-5.614	-14.07	-6.32
	S	Lectra	200.753	8/12/24	-0.96	221.844	-9.51	247.841	-25.997	-10.49	-2.86
		Aéroports de Paris	875.658	8/12/24	-0.62	897.530	-2.44	920.665	-23.135	-2.51	-3.66
	S	Sopra Steria	1,284.194	8/12/24	-1.38	1,479.479	-13.20	1,553.818	-74.339	-4.78	-5.34
	S	FDJ	275.899	8/12/24	0.40	248.090	11.21	257.975	-9.885	-3.83	-6.82
	L	Viridien	289.569	8/12/24	-0.83	3.884	7,355.75	4.698	-0.814	-17.32	-9.08
	S	Scor	133.809	8/12/24	1.06	188.723	-29.10	207.857	-19.133	-9.20	-14.58
		Bénéteau	68.506	8/12/24	-2.01	77.880	-12.04	98.037	-20.157	-20.56	-20.84
	S	Aperam	195.754	8/12/24	-0.63	192.317	1.79	258.289	-65.972	-25.54	-12.40
		Interparfums	347.607	8/12/24	-1.87	299.958	15.89	395.917	-95.959	-24.24	-25.32
	S	Trigano	800.669	8/12/24	-0.87	878.001	-8.81	1,164.971	-286.969	-24.63	-18.55
		Eutelsat	33.027	8/12/24	2.17	30.261	9.14	33.386	-3.125	-9.36	-11.87
	S	SES	36.651	8/12/24	0.60	38.198	-4.05	46.819	-8.621	-18.41	-14.59
	S	Alten	751.847	8/12/24	-0.31	822.540	-8.59	1,057.350	-234.810	-22.21	-17.77
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	Icade	158.415	8/12/24	-1.74	156.853	1.00	279.184	-122.332	-43.82	-34.08
		Ayvens	45.619	8/12/24	-1.02	43.080	5.89	50.629	-7.549	-14.91	-19.76
		Opmobility	66.709	8/12/24	-1.16	72.646	-8.17	94.266	-21.620	-22.94	-26.01
		X-FAB	42.767	8/12/24	1.96	47.259	-9.50	79.026	-31.767	-40.20	-28.83
		Clariane	14.482	8/12/24	-1.64	14.467	0.11	18.885	-4.418	-23.39	-33.94
		Valneva	24.012	8/12/24	-1.28	25.418	-5.53	37.078	-11.660	-31.45	-28.91
		Nexity	75.966	8/12/24	-0.77	67.608	12.36	132.365	-64.758	-48.92	-34.21
	S	Solutions 30	10.905	8/12/24	-0.99	11.951	-8.76	20.943	-8.991	-42.93	-30.64
		Euroapi	30.918	8/12/24	-3.04	19.872	55.58	45.012	-25.140	-55.85	-49.84
	L	Orpea	77.692	8/12/24	-42.87	96.174	-19.22	132.758	-36.584	-27.56	-46.56
		Atos	6.646	8/12/24	-2.21	7.675	-13.41	55.381	-47.706	-86.14	-70.77
CAC Mid 60 - 60 out of 60 instruments rated - 7/01/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in CNY = 35.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Mid 60 RS = 26 - B/S = 60/40

1/04/21	scale up chart	7/01/24

Transactions CAC Mid 60 in Renminbi yuán * 26 - 60/40 (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		9/18/06	259		- cash -
short	9/18/06	11/13/06	56		Altran Technologies	100	149	66.993	73.117	60.869	-6.124	-9	9,088	-46
long	11/13/06	8/20/07	280		Air France-KLM	100	2	3,229.660	2,793.909		-435.751	-13	8,216	-17
short	8/20/07	9/03/07	14		TF1	100	40	203.454	219.855	187.053	-16.401	-8	7,560	-89
long	9/03/07	9/24/07	21		Ubisoft	100	32	233.120	240.897		7.777	3	7,809	77
short	9/24/07	5/18/09	602		Nexity	100	17	456.637	207.255	1,006.089	549.452	120	17,150	61
long	5/18/09	7/05/10	413		Nexity	100	82	207.255	199.186		-8.069	-4	16,488	-3
short	7/05/10	8/09/10	35		Ubisoft	100	310	53.068	68.081	38.055	-15.013	-28	11,834	-97
long	8/09/10	10/04/10	56		Opmobility	100	300	39.425	39.979		0.554	1	12,000	10
short	10/04/10	11/08/10	35		Vantiva	100	12	982.533	1,125.155	839.911	-142.622	-15	10,289	-81
long	11/08/10	8/01/11	266		Montupet	100	146	70.232	62.501		-7.731	-11	9,160	-15
short	8/01/11	2/06/12	189		Genfit	100	340	26.871	24.015	30.067	3.196	12	10,247	24
long	2/06/12	4/23/12	77		Innate Pharma	100	575	17.792	12.758		-5.034	-28	7,352	-79
short	4/23/12	5/21/12	28		Air France-KLM	100	26	274.250	278.435	270.065	-4.185	-2	7,243	-18
long	5/21/12	7/23/12	63		Eurofins Scientific	100	99	72.870	77.982		5.112	7	7,749	48
short	7/23/12	10/08/12	77		Nexans	100	36	214.112	255.915	172.308	-41.804	-20	6,244	-64
long	10/08/12	8/18/14	679		Eurofins Scientific	100	61	101.490	185.104		83.615	82	11,345	38
short	8/18/14	1/26/15	161		Viridien	100	6	1,759.123	1,154.429	2,680.557	921.434	52	16,873	160
long	1/26/15	8/24/15	210		Adocia	100	38	442.865	547.588		104.723	24	20,853	45
short	8/24/15	7/18/16	329		Vallourec	100	6	3,232.738	1,060.276	9,856.488	6,623.750	205	60,595	244
long	7/18/16	7/02/18	714		Ubisoft	100	240	252.447	713.699		461.253	183	171,296	70
short	7/02/18	4/29/19	301		Vantiva	100	800	214.063	217.327	210.800	-3.264	-2	168,685	-2
long	4/29/19	3/02/20	308		Soitec	100	246	684.817	569.409		-115.408	-17	140,295	-20
short	3/02/20	9/14/20	196		Vantiva	100	2,775	50.548	22.331	114.419	63.871	126	317,538	358
long	9/14/20	12/13/21	455		Sartorius Stedim	100	139	2,284.374	3,367.672		1,083.298	47	468,116	37
short	12/13/21	1/10/22	28		DBV Technologies	100	13,446	34.812	21.711	55.820	21.008	60	750,589	47,007
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	1/10/22	1/24/22	14		CNP Assurances	100	4,771	157.306	156.028		-1.278	-1	744,491	-19
short	1/24/22	1/02/23	343		DBV Technologies	100	39,780	18.715	22.933	14.497	-4.218	-23	576,689	-24
long	1/02/23	7/10/23	189		Ipsos	100	1,330	433.390	387.809		-45.582	-11	516,066	-19
short	7/10/23	3/25/24	259		Casino Guichard	100	215	2,396.785	151.504	37,917.068	35,520.283	1,482	8,152,926	4,798
long	3/25/24	7/01/24	98		Vallourec	100	60,859	133.962	114.828		-19.135	-14	6,988,397	-44
short	7/01/24	8/12/24	42		Atos	100	910,483	7.675	6.646	8.865	1.189	15	8,070,978	250
accum	9/18/06	8/12/24	6871	days out of 7130 invested (96%)							80,610		8,070,978	43

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Casino Guichard	short	7/10/23	3/25/24	259	2,396.79	151.50	37,917.07	35,520.28	1,482.00	1,482.00
Vallourec	short	8/24/15	7/18/16	329	3,232.74	1,060.28	9,856.49	6,623.75	204.90
	long	3/25/24	7/01/24	98	133.96	114.83		-19.13	-14.28	161.35
Nexity	short	9/24/07	5/18/09	602	456.64	207.26	1,006.09	549.45	120.33
	long	5/18/09	7/05/10	413	207.26	199.19		-8.07	-3.89	111.75
Ubisoft	long	9/03/07	9/24/07	21	233.12	240.90		7.78	3.34
	short	7/05/10	8/09/10	35	53.07	68.08	38.06	-15.01	-28.29
	long	7/18/16	7/02/18	714	252.45	713.70		461.25	182.71	109.50
Eurofins Scientific	long	5/21/12	7/23/12	63	72.87	77.98		5.11	7.02
	long	10/08/12	8/18/14	679	101.49	185.10		83.61	82.39	95.18
Vantiva	short	10/04/10	11/08/10	35	982.53	1,125.15	839.91	-142.62	-14.52
	short	7/02/18	4/29/19	301	214.06	217.33	210.80	-3.26	-1.52
	short	3/02/20	9/14/20	196	50.55	22.33	114.42	63.87	126.36	90.55
Viridien	short	8/18/14	1/26/15	161	1,759.12	1,154.43	2,680.56	921.43	52.38	52.38
Sartorius Stedim	long	9/14/20	12/13/21	455	2,284.37	3,367.67		1,083.30	47.42	47.42
DBV Technologies	short	12/13/21	1/10/22	28	34.81	21.71	55.82	21.01	60.35
	short	1/24/22	1/02/23	343	18.71	22.93	14.50	-4.22	-22.54	24.20
Adocia	long	1/26/15	8/24/15	210	442.86	547.59		104.72	23.65	23.65
Atos	short	7/01/24	8/12/24	42	7.68	6.65	8.86	1.19	15.49	15.49
Genfit	short	8/01/11	2/06/12	189	26.87	24.01	30.07	3.20	11.89	11.89
Opmobility	long	8/09/10	10/04/10	56	39.42	39.98		0.55	1.41	1.41
CNP Assurances	long	1/10/22	1/24/22	14	157.31	156.03		-1.28	-0.81	-0.81
TF1	short	8/20/07	9/03/07	14	203.45	219.85	187.05	-16.40	-8.06	-8.06
Altran Technologies	short	9/18/06	11/13/06	56	66.99	73.12	60.87	-6.12	-9.14	-9.14
Ipsos	long	1/02/23	7/10/23	189	433.39	387.81		-45.58	-10.52	-10.52
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Montupet	long	11/08/10	8/01/11	266	70.23	62.50		-7.73	-11.01	-11.01
Air France-KLM	long	11/13/06	8/20/07	280	3,229.66	2,793.91		-435.75	-13.49
	short	4/23/12	5/21/12	28	274.25	278.44	270.06	-4.19	-1.53	-14.81
Soitec	long	4/29/19	3/02/20	308	684.82	569.41		-115.41	-16.85	-16.85
Nexans	short	7/23/12	10/08/12	77	214.11	255.92	172.31	-41.80	-19.52	-19.52
Innate Pharma	long	2/06/12	4/23/12	77	17.79	12.76		-5.03	-28.29	-28.29

Annotations

7/31/24	Viridien	reverse split 100:1 (one for one hundred)
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