Share-o-matic - Assessment CAC Mid 60

Assessment - CAC Mid 60 - 16/05/22 - RS = 17

ISIN	Symbol		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	17/01/22	prc diff	⇓ Δ17	∅-RS
QS0010989117	^CM100	S	CAC Mid 60	14,638.100	Fri	0.61	14,646.800	-0.06	15,858.300	-1,211.500	-7.64	-3.01
FR0000131757	ERA		Eramet	135.500	Fri		123.200	9.98	87.800	35.400	40.32	59.17
FR0011726835	GTT	L	GTT	124.000	Fri	1.89	117.300	5.71	83.700	33.600	40.14	54.12
FR0000121725	AM	L	Dassault Aviation	154.600	Fri	-0.13	156.100	-0.96	104.400	51.700	49.52	49.52
FR0013506730	VK	L	Vallourec	13.595	Fri	6.75	12.575	8.11	9.285	3.290	35.43	44.86
FR0000060402	ABIO	L	Albioma	49.880	Fri	-0.20	49.900	-0.04	34.360	15.540	45.23	38.94
FR0000120164	CGG	L	CGG	0.959	Fri	-1.09	0.944	1.67	0.845	0.099	11.67	28.15
FR0000120222	CNP		CNP Assurances	20.920	Fri		20.920		21.800	-0.880	-4.04	18.90
LU0088087324	SESG	L	SES	8.588	Fri	0.35	8.500	1.04	7.172	1.328	18.52	18.36
FR0010340141	ADP		Aéroports de Paris	137.750	Fri	0.55	131.850	4.47	127.200	4.650	3.66	14.02
FR0000073298	IPS		Ipsos	44.650	Fri	1.94	44.350	0.68	44.800	-0.450	-1.00	11.69
FR0000120966	BB	L	Bic	56.050	Fri	0.09	57.450	-2.44	48.820	8.630	17.68	11.22
FR0013258662	ALD		ALD	13.600	Fri	1.64	13.760	-1.16	14.300	-0.540	-3.78	9.64
FR0010667147	COFA		Coface	10.520	Fri	-3.22	12.120	-13.20	11.930	0.190	1.59	9.50
FR0000130213	MMB		Lagardere	24.980	Fri		24.980		24.240	0.740	3.05	8.41
FR0011675362	NEOEN	L	Neoen	39.200	Fri	-0.66	37.460	4.64	35.000	2.460	7.03	6.30
FR0012757854	SPIE	L	SPIE	21.600	Fri	1.69	21.960	-1.64	21.980	-0.020	-0.09	5.61
FR0010221234	ETL		Eutelsat	10.920	Fri	0.46	11.000	-0.73	10.780	0.220	2.04	4.74
FR0010259150	IPN		Ipsen	95.200	Fri	1.12	93.650	1.66	82.760	10.890	13.16	4.34
FR0012789949	EUCAR		Europcar Mobility	0.507	Fri	0.36	0.503	0.80	0.506	-0.004	-0.71	3.37
NL0014559478	TE		Technip Energies	11.755	Fri	1.34	12.415	-5.32	14.265	-1.850	-12.97	3.08
FR0000031577	VIRP		Virbac	358.500	Fri	-1.92	358.500		397.500	-39.000	-9.81	2.20
FR0000039299	BOL		Bolloré	4.824	Fri	1.05	4.778	0.96	4.860	-0.082	-1.69	1.46
FR0000130395	RCO	S	Rémy Cointreau	166.600	Fri	0.12	175.800	-5.23	192.700	-16.900	-8.77	-2.19
FR0000050809	SOP	S	Sopra Steria	161.900	Fri	-0.61	158.000	2.47	167.700	-9.700	-5.78	-2.29
ISIN	Symbol		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	17/01/22	prc diff	⇓ Δ17	∅-RS
FR0000044448	NEX	S	Nexans	82.850	Fri	0.30	78.000	6.22	88.250	-10.250	-11.61	-3.81
FR0012435121	ELIS		elis	14.720	Fri	0.89	14.460	1.80	16.780	-2.320	-13.83	-3.87
FR0000031122	AF	L	Air France-KLM	4.296	Fri	1.06	3.894	10.32	4.204	-0.310	-7.37	-4.40
FR0000121121	RF	S	Eurazeo	69.950	Fri	1.16	71.700	-2.44	80.250	-8.550	-10.65	-5.54
FR0010241638	MERY		Mercialys	8.685	Fri	0.40	8.770	-0.97	9.500	-0.730	-7.68	-6.61
FR0000053381	DBG	S	Derichebourg	7.620	Fri	1.13	8.700	-12.41	11.920	-3.220	-27.01	-7.46
FR0000071946	ATE	S	Alten	122.600	Fri	1.32	120.200	2.00	150.900	-30.700	-20.34	-7.75
FR0013153541	MDM		Maisons du Monde	16.840	Fri	-2.26	17.530	-3.94	20.020	-2.490	-12.44	-8.39
FR0013227113	SOI		Soitec	167.850	Fri	0.72	166.250	0.96	206.000	-39.750	-19.30	-8.57
FR0000121253	RUI		Rubis	26.330	Fri	1.86	26.900	-2.12	28.580	-1.680	-5.88	-9.44
FR0000064578	COV	S	Covivio	67.250	Fri	2.83	66.650	0.90	75.760	-9.110	-12.02	-9.68
FR0013447729	VRLA		Verallia	24.520	Fri	-0.57	25.500	-3.84	29.900	-4.400	-14.72	-10.45
FR0000125585	CO		Casino Guichard	17.170	Fri	-0.17	18.920	-9.25	23.630	-4.710	-19.93	-10.69
FR0000120859	NK	S	Imerys	33.500	Fri	-0.48	34.200	-2.05	39.200	-5.000	-12.76	-10.80
FR0000053225	MMT	S	Métropole TV	15.440	Fri	0.06	15.620	-1.15	18.520	-2.900	-15.66	-10.95
FR0000054900	TFI	S	TF1	7.510	Fri	0.13	7.565	-0.73	9.240	-1.675	-18.13	-11.11
FR001147692	FNAC		Fnac Darty	45.080	Fri	0.13	47.480	-5.05	57.600	-10.120	-17.57	-11.32
FR0000033219	ALTA		Altarea	150.400	Fri	1.08	149.000	0.94	168.400	-19.400	-11.52	-11.71
FR0000035081	ICAD		Icade	56.150	Fri	1.91	57.100	-1.66	64.850	-7.750	-11.95	-12.72
FR0000121204	MF		Wendel	89.550	Fri	1.07	90.950	-1.54	103.100	-12.150	-11.78	-13.68
FR0011742329	MCPHY		McPhy Energy	16.530	Fri	-0.36	16.225	1.88	19.560	-3.335	-17.05	-14.40
FR0013451333	FDJ		FDJ	34.660	Fri	1.32	34.950	-0.83	36.800	-1.850	-5.03	-14.48
FR0000077919	DEC	S	JCDecaux	18.840	Fri	1.73	18.370	2.56	22.440	-4.070	-18.14	-18.70
FR0013379484	S30	S	Solutions 30	5.592	Fri	0.39	5.584	0.14	6.945	-1.361	-19.60	-19.42
FR0010386334	KORI	L	Korian	19.570	Fri	1.24	20.380	-3.97	28.440	-8.060	-28.34	-19.94
ISIN	Symbol		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	17/01/22	prc diff	⇓ Δ17	∅-RS
FR0004024222	ITP	S	Interparfums	45.400	Fri	-0.22	47.400	-4.22	65.900	-18.500	-28.07	-20.59
FR0004125920	AMUN	S	Amundi	54.350	Fri	1.40	54.900	-1.00	73.550	-18.650	-25.36	-21.83
FR0000121709	SK	S	SEB	101.000	Fri	0.80	103.800	-2.70	130.700	-26.900	-20.58	-22.04
FR0010112524	NXI	S	Nexity	30.000	Fri	0.54	29.540	1.56	38.340	-8.800	-22.95	-22.75
FR0005691656	TRI	S	Trigano	115.300	Fri	-2.12	122.100	-5.57	180.600	-58.500	-32.39	-23.21
LU0569974404	APAM	S	Aperam	36.060	Fri	0.06	34.340	5.01	54.940	-20.600	-37.50	-25.27
FR0000124570	POM		Plastic Omnium	16.290	Fri	2.13	15.650	4.09	24.100	-8.450	-35.06	-27.80
FR0004056851	VLA	S	Valneva	11.880	Fri	1.45	9.648	23.13	16.630	-6.982	-41.98	-33.30
FR0011950732	ELIOR		Elior	2.834	Fri	-1.67	2.846	-0.42	5.810	-2.964	-51.02	-42.33
FR0000184798	ORP		Orpea	24.600	Fri	0.33	31.600	-22.15	87.600	-56.000	-63.93	-50.93
FR0014005HJ9	OVH		OVH	18.780	Fri	-0.08	18.300	2.62	25.380	-7.080	-27.90	-na-
CAC Mid 60 - 60 out of 60 instruments rated - 16/05/22 / 17/01/22 - 14 did rise, Market-Ratio(17) = 23.33 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	16/05/22

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
2/01/06		22/05/06	140		- cash -
short	22/05/06	9/10/06	140		Maurel et Prom	100	642	15.570	18.930	12.210	-3.360	-22	7,843	-47
long	9/10/06	18/06/07	252		Eiffage	100	100	78.150	98.930		20.780	27	9,921	41
short	18/06/07	2/07/07	14		Covivio	100	86	115.000	110.300	119.900	4.900	4	10,342	197
long	2/07/07	30/07/07	28		Ubisoft	100	508	20.320	23.375		3.055	15	11,894	521
short	30/07/07	19/05/08	294		Maurel et Prom	100	860	13.820	16.130	11.510	-2.310	-17	9,908	-20
long	19/05/08	2/06/08	14		Ubisoft	100	279	35.500	30.815		-4.685	-13	8,601	-98
short	2/06/08	18/05/09	350		Technicolor	100	9	870.480	178.767	4,238.676	3,368.196	387	38,914	421
long	18/05/09	25/01/10	252		Nexity	100	1,729	22.505	27.000		4.495	20	46,686	30
short	25/01/10	29/03/10	63		Ubisoft	100	4,835	9.655	10.285	9.025	-0.630	-7	43,640	-32
long	29/03/10	10/05/10	42		Plastic Omnium	100	15,195	2.872	3.588		0.716	25	54,520	592
short	10/05/10	20/09/10	133		Ubisoft	100	6,001	9.084	7.413	11.132	2.048	23	66,808	75
long	20/09/10	16/05/11	238		Plastic Omnium	100	15,497	4.311	7.433		3.122	72	115,190	131
short	16/05/11	23/01/12	252		Genfit	100	29,287	3.933	1.723	8.978	5.045	128	262,931	230
long	23/01/12	14/05/12	112		Innate Pharma	100	153,760	1.710	1.650		-0.060	-4	253,705	-11
short	14/05/12	10/09/12	119		Vallourec	100	183	1,382.400	1,453.800	1,311.000	-71.400	-5	240,639	-15
long	10/09/12	22/04/13	224		Eurofins Scientific	100	21,876	11.000	15.325		4.325	39	335,253	72
short	22/04/13	29/04/13	7		CGG	100	673	497.920	532.320	463.520	-34.400	-7	312,102	-98
long	29/04/13	10/06/13	42		Montupet	100	22,292	14.000	16.510		2.510	18	368,054	319
short	10/06/13	5/08/13	56		CGG	100	655	561.120	575.840	546.400	-14.720	-3	358,413	-16
long	5/08/13	16/12/13	133		Montupet	100	19,166	18.700	33.260		14.560	78	637,470	386
short	16/12/13	23/12/13	7		Adocia	100	111,640	5.710	5.660	5.760	0.050	1	643,096	58
long	23/12/13	23/06/14	182		Montupet	100	20,435	31.470	66.830		35.360	112	1,365,678	353
short	23/06/14	19/01/15	210		CGG	100	3,977	343.360	153.600	767.553	424.193	124	3,052,692	305
long	19/01/15	8/06/15	140		Adocia	100	48,302	63.200	66.230		3.030	5	3,199,047	13
short	8/06/15	21/12/15	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	21/12/15	28/12/15	7		Sartorius Stedim	100	145,923	57.575	57.183		-0.392	-1	8,344,367	-30
short	28/12/15	16/05/16	140		Maurel et Prom	100	2,743,052	3.042	3.190	2.894	-0.148	-5	7,938,395	-12
long	16/05/16	27/06/16	42		Ubisoft	100	263,997	30.070	30.880		0.810	3	8,152,233	26
short	27/06/16	5/09/16	70		Vallourec	100	71,012	114.800	167.760	61.840	-52.960	-46	4,391,437	-96
long	5/09/16	26/09/16	21		Ubisoft	100	120,165	36.545	33.640		-2.905	-8	4,042,358	-76
short	26/09/16	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	21/11/16	42		Nexans	100	74,981	53.100	49.590		-3.510	-7	3,718,355	-45
short	21/11/16	26/12/16	35		CGG	100	290,496	12.800	13.570	12.030	-0.770	-6	3,494,673	-48
long	26/12/16	21/08/17	238		Vallourec	100	13,863	252.080	177.240		-74.840	-30	2,457,166	-42
short	21/08/17	11/12/17	112		Technicolor	100	29,385	83.619	84.780	82.458	-1.161	-1	2,423,050	-4
long	11/12/17	5/02/18	56		Air France-KLM	100	191,697	12.640	11.955		-0.685	-5	2,291,738	-30
short	5/02/18	18/03/19	406		Innate Pharma	100	436,106	5.255	6.585	3.925	-1.330	-25	1,711,717	-23
long	18/03/19	25/03/19	7		GTT	100	20,462	83.650	79.900		-3.750	-4	1,634,984	-91
short	25/03/19	8/04/19	14		DBV Technologies	100	126,742	12.900	16.400	9.400	-3.500	-27	1,191,387	-100
long	8/04/19	20/05/19	42		GTT	100	13,319	89.450	79.850		-9.600	-11	1,063,525	-63
short	20/05/19	9/12/19	203		Eramet	100	20,771	51.200	39.940	65.635	14.435	28	1,363,344	56
long	9/12/19	13/01/20	35		CGG	100	535,274	2.547	2.978		0.431	17	1,594,047	411
short	13/01/20	13/07/20	182		Ipsen	100	20,267	78.650	81.500	75.800	-2.850	-4	1,536,286	-7
long	13/07/20	21/09/20	70		Iliad	100	8,718	176.200	163.950		-12.250	-7	1,429,491	-31
short	21/09/20	16/11/20	56		Europcar Mobility	100	2,564,108	0.558	1.159	0.000	-0.557	-100	0	-100
long	16/11/20	12/07/21	238		Solutions 30	100	0	17.510	6.350		-11.160	-64	0	0
short	12/07/21	15/11/21	126		Vallourec	100	0	7.350	7.240	7.462	0.112	2	0	0
long	15/11/21	22/11/21	7		Valneva	100	0	21.160	19.060		-2.100	-10	0	0
short	22/11/21	17/01/22	56		Vallourec	100	0	7.550	9.285	5.815	-1.735	-23	0	0
long	17/01/22	24/01/22	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	24/01/22	16/05/22	112		DBV Technologies	100	0	2.610	2.448	2.783	0.173	7	0	0
accum	22/05/06	16/05/22	5843	days out of 5983 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	2/06/08	18/05/09	350	870.48	178.77	4,238.68	3,368.20	386.94
	short	21/08/17	11/12/17	112	83.62	84.78	82.46	-1.16	-1.39	380.17
Montupet	long	29/04/13	10/06/13	42	14.00	16.51		2.51	17.93
	long	5/08/13	16/12/13	133	18.70	33.26		14.56	77.86
	long	23/12/13	23/06/14	182	31.47	66.83		35.36	112.36	345.42
Genfit	short	16/05/11	23/01/12	252	3.93	1.72	8.98	5.04	128.26	128.26
CGG	short	22/04/13	29/04/13	7	497.92	532.32	463.52	-34.40	-6.91
	short	10/06/13	5/08/13	56	561.12	575.84	546.40	-14.72	-2.62
	short	23/06/14	19/01/15	210	343.36	153.60	767.55	424.19	123.54
	short	21/11/16	26/12/16	35	12.80	13.57	12.03	-0.77	-6.02
	long	9/12/19	13/01/20	35	2.55	2.98		0.43	16.92	122.68
Plastic Omnium	long	29/03/10	10/05/10	42	2.87	3.59		0.72	24.93
	long	20/09/10	16/05/11	238	4.31	7.43		3.12	72.42	115.40
Maurel et Prom	short	22/05/06	9/10/06	140	15.57	18.93	12.21	-3.36	-21.58
	short	30/07/07	19/05/08	294	13.82	16.13	11.51	-2.31	-16.71
	short	8/06/15	21/12/15	196	7.04	2.68	18.49	11.45	162.63
	short	28/12/15	16/05/16	140	3.04	3.19	2.89	-0.15	-4.87	63.18
Eurofins Scientific	long	10/09/12	22/04/13	224	11.00	15.33		4.33	39.32	39.32
Eramet	short	20/05/19	9/12/19	203	51.20	39.94	65.63	14.43	28.19	28.19
Eiffage	long	9/10/06	18/06/07	252	78.15	98.93		20.78	26.59	26.59
Nexity	long	18/05/09	25/01/10	252	22.51	27.00		4.50	19.97	19.97
Ubisoft	long	2/07/07	30/07/07	28	20.32	23.38		3.06	15.03
	long	19/05/08	2/06/08	14	35.50	30.82		-4.69	-13.20
	short	25/01/10	29/03/10	63	9.66	10.29	9.03	-0.63	-6.53
	short	10/05/10	20/09/10	133	9.08	7.41	11.13	2.05	22.54
	long	16/05/16	27/06/16	42	30.07	30.88		0.81	2.69
	long	5/09/16	26/09/16	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	16/12/13	23/12/13	7	5.71	5.66	5.76	0.05	0.88
	long	19/01/15	8/06/15	140	63.20	66.23		3.03	4.79	5.72
Covivio	short	18/06/07	2/07/07	14	115.00	110.30	119.90	4.90	4.26	4.26
Sartorius Stedim	long	21/12/15	28/12/15	7	57.58	57.18		-0.39	-0.68	-0.68
Ipsen	short	13/01/20	13/07/20	182	78.65	81.50	75.80	-2.85	-3.62	-3.62
Nexans	long	10/10/16	21/11/16	42	53.10	49.59		-3.51	-6.61	-6.61
Air France-KLM	short	26/09/16	10/10/16	14	4.72	4.79	4.65	-0.07	-1.50
	long	11/12/17	5/02/18	56	12.64	11.96		-0.69	-5.42	-6.84
Iliad	long	13/07/20	21/09/20	70	176.20	163.95		-12.25	-6.95	-6.95
Derichebourg	long	17/01/22	24/01/22	7	11.92	10.76		-1.16	-9.73	-9.73
Valneva	long	15/11/21	22/11/21	7	21.16	19.06		-2.10	-9.92	-9.92
GTT	long	18/03/19	25/03/19	7	83.65	79.90		-3.75	-4.48
	long	8/04/19	20/05/19	42	89.45	79.85		-9.60	-10.73	-14.73
DBV Technologies	short	25/03/19	8/04/19	14	12.90	16.40	9.40	-3.50	-27.13
	short	24/01/22	16/05/22	112	2.61	2.45	2.78	0.17	6.62	-22.31
Innate Pharma	long	23/01/12	14/05/12	112	1.71	1.65		-0.06	-3.51
	short	5/02/18	18/03/19	406	5.26	6.59	3.93	-1.33	-25.31	-27.93
Solutions 30	long	16/11/20	12/07/21	238	17.51	6.35		-11.16	-63.74	-63.74
Vallourec	short	14/05/12	10/09/12	119	1,382.40	1,453.80	1,311.00	-71.40	-5.16
	short	27/06/16	5/09/16	70	114.80	167.76	61.84	-52.96	-46.13
	long	26/12/16	21/08/17	238	252.08	177.24		-74.84	-29.69
	short	12/07/21	15/11/21	126	7.35	7.24	7.46	0.11	1.52
	short	22/11/21	17/01/22	56	7.55	9.29	5.82	-1.74	-22.98	-71.92
Europcar Mobility	short	21/09/20	16/11/20	56	0.56	1.16	0.00	-0.56	-99.98	-99.98

Annotations

25/05/20	Vallourec	reverse split 40:1 (one for fourty)
5/06/18	Foncière des Régions	renames as Covivio, that's a shame, I really liked these cute slashes above the e's.
28/07/17	Rubis	stock split 1:2 (two for one)
3/04/17	CAC Mid 60	Soitec and Tarkett replace CGG and Maurel et Prom
20/07/16	CGG	reverse stock split 32:1 (one for thirty-two)
15/07/16	CAC Mid 60	Saft dropped out due to the acquisition by Total
	CAC Mid 60	Eutelsat replaces Eiffage
18/05/16	Albioma	added
21/03/16	CAC Mid 60	Amundi, SPIE and Worldline replace Adocia, Coface and Montupet
18/01/16	CAC Mid 60	Montupet drops out (acquisition by Linamar)
4/01/16	CAC Mid 60	complete analysis
21/12/15	CAC Mid 60	DBV Technologies, Europcar, Sartorius Stedim Biotech and Vallourec replace Eramet, Groupe Eurotunnel, Solocal and Virbac
	Europcar	recording started
24/08/15	CAC Mid 60	complete analysis
8/07/15	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