Share-o-matic - Assessment CAC Mid 60

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

		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	17/01/22	prc diff	⇓ Δ17	∅-RS
	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
		Eramet	135.500	Fri		123.200	9.98	87.800	35.400	40.32	59.17
	L	GTT	124.000	Fri	1.89	117.300	5.71	83.700	33.600	40.14	54.12
	L	Dassault Aviation	154.600	Fri	-0.13	156.100	-0.96	104.400	51.700	49.52	49.52
	L	Vallourec	13.595	Fri	6.75	12.575	8.11	9.285	3.290	35.43	44.86
	L	Albioma	49.880	Fri	-0.20	49.900	-0.04	34.360	15.540	45.23	38.94
	L	CGG	0.959	Fri	-1.09	0.944	1.67	0.845	0.099	11.67	28.15
		CNP Assurances	20.920	Fri		20.920		21.800	-0.880	-4.04	18.90
	L	SES	8.588	Fri	0.35	8.500	1.04	7.172	1.328	18.52	18.36
		Aéroports de Paris	137.750	Fri	0.55	131.850	4.47	127.200	4.650	3.66	14.02
		Ipsos	44.650	Fri	1.94	44.350	0.68	44.800	-0.450	-1.00	11.69
	L	Bic	56.050	Fri	0.09	57.450	-2.44	48.820	8.630	17.68	11.22
		ALD	13.600	Fri	1.64	13.760	-1.16	14.300	-0.540	-3.78	9.64
		Coface	10.520	Fri	-3.22	12.120	-13.20	11.930	0.190	1.59	9.50
		Lagardere	24.980	Fri		24.980		24.240	0.740	3.05	8.41
	L	Neoen	39.200	Fri	-0.66	37.460	4.64	35.000	2.460	7.03	6.30
	L	SPIE	21.600	Fri	1.69	21.960	-1.64	21.980	-0.020	-0.09	5.61
		Eutelsat	10.920	Fri	0.46	11.000	-0.73	10.780	0.220	2.04	4.74
		Ipsen	95.200	Fri	1.12	93.650	1.66	82.760	10.890	13.16	4.34
		Europcar Mobility	0.507	Fri	0.36	0.503	0.80	0.506	-0.004	-0.71	3.37
		Technip Energies	11.755	Fri	1.34	12.415	-5.32	14.265	-1.850	-12.97	3.08
		Virbac	358.500	Fri	-1.92	358.500		397.500	-39.000	-9.81	2.20
		Bolloré	4.824	Fri	1.05	4.778	0.96	4.860	-0.082	-1.69	1.46
	S	Rémy Cointreau	166.600	Fri	0.12	175.800	-5.23	192.700	-16.900	-8.77	-2.19
	S	Sopra Steria	161.900	Fri	-0.61	158.000	2.47	167.700	-9.700	-5.78	-2.29
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	17/01/22	prc diff	⇓ Δ17	∅-RS
	S	Nexans	82.850	Fri	0.30	78.000	6.22	88.250	-10.250	-11.61	-3.81
		elis	14.720	Fri	0.89	14.460	1.80	16.780	-2.320	-13.83	-3.87
	L	Air France-KLM	4.296	Fri	1.06	3.894	10.32	4.204	-0.310	-7.37	-4.40
	S	Eurazeo	69.950	Fri	1.16	71.700	-2.44	80.250	-8.550	-10.65	-5.54
		Mercialys	8.685	Fri	0.40	8.770	-0.97	9.500	-0.730	-7.68	-6.61
	S	Derichebourg	7.620	Fri	1.13	8.700	-12.41	11.920	-3.220	-27.01	-7.46
	S	Alten	122.600	Fri	1.32	120.200	2.00	150.900	-30.700	-20.34	-7.75
		Maisons du Monde	16.840	Fri	-2.26	17.530	-3.94	20.020	-2.490	-12.44	-8.39
		Soitec	167.850	Fri	0.72	166.250	0.96	206.000	-39.750	-19.30	-8.57
		Rubis	26.330	Fri	1.86	26.900	-2.12	28.580	-1.680	-5.88	-9.44
	S	Covivio	67.250	Fri	2.83	66.650	0.90	75.760	-9.110	-12.02	-9.68
		Verallia	24.520	Fri	-0.57	25.500	-3.84	29.900	-4.400	-14.72	-10.45
		Casino Guichard	17.170	Fri	-0.17	18.920	-9.25	23.630	-4.710	-19.93	-10.69
	S	Imerys	33.500	Fri	-0.48	34.200	-2.05	39.200	-5.000	-12.76	-10.80
	S	Métropole TV	15.440	Fri	0.06	15.620	-1.15	18.520	-2.900	-15.66	-10.95
	S	TF1	7.510	Fri	0.13	7.565	-0.73	9.240	-1.675	-18.13	-11.11
		Fnac Darty	45.080	Fri	0.13	47.480	-5.05	57.600	-10.120	-17.57	-11.32
		Altarea	150.400	Fri	1.08	149.000	0.94	168.400	-19.400	-11.52	-11.71
		Icade	56.150	Fri	1.91	57.100	-1.66	64.850	-7.750	-11.95	-12.72
		Wendel	89.550	Fri	1.07	90.950	-1.54	103.100	-12.150	-11.78	-13.68
		McPhy Energy	16.530	Fri	-0.36	16.225	1.88	19.560	-3.335	-17.05	-14.40
		FDJ	34.660	Fri	1.32	34.950	-0.83	36.800	-1.850	-5.03	-14.48
	S	JCDecaux	18.840	Fri	1.73	18.370	2.56	22.440	-4.070	-18.14	-18.70
	S	Solutions 30	5.592	Fri	0.39	5.584	0.14	6.945	-1.361	-19.60	-19.42
	L	Korian	19.570	Fri	1.24	20.380	-3.97	28.440	-8.060	-28.34	-19.94
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	17/01/22	prc diff	⇓ Δ17	∅-RS
	S	Interparfums	45.400	Fri	-0.22	47.400	-4.22	65.900	-18.500	-28.07	-20.59
	S	Amundi	54.350	Fri	1.40	54.900	-1.00	73.550	-18.650	-25.36	-21.83
	S	SEB	101.000	Fri	0.80	103.800	-2.70	130.700	-26.900	-20.58	-22.04
	S	Nexity	30.000	Fri	0.54	29.540	1.56	38.340	-8.800	-22.95	-22.75
	S	Trigano	115.300	Fri	-2.12	122.100	-5.57	180.600	-58.500	-32.39	-23.21
	S	Aperam	36.060	Fri	0.06	34.340	5.01	54.940	-20.600	-37.50	-25.27
		Plastic Omnium	16.290	Fri	2.13	15.650	4.09	24.100	-8.450	-35.06	-27.80
	S	Valneva	11.880	Fri	1.45	9.648	23.13	16.630	-6.982	-41.98	-33.30
		Elior	2.834	Fri	-1.67	2.846	-0.42	5.810	-2.964	-51.02	-42.33
		Orpea	24.600	Fri	0.33	31.600	-22.15	87.600	-56.000	-63.93	-50.93
		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