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