Share-o-matic

Mon, 14th Oct 2019, 22:37UTC

Assessment - CAC Mid 60 - 7/10/19 - RS = 17

		⇓instrument	freshest		⇓ Δday	7/10/19	⇓ Δwk	10/06/19	prc diff	⇓ Δ17	∅-RS
		CAC Mid 60	13,256.000	16:05	0.13	12,994.000	2.02	12,893.600	100.400	0.78	1.41
		Altran Technologies	14.370	15:35	-0.03	14.310	0.42	11.305	3.005	26.58	46.44
		Soitec	97.400	15:38	0.10	89.000	9.44	83.800	5.200	6.21	24.66
	L	Euronext	72.600	15:35	2.91	73.000	-0.55	64.000	9.000	14.06	24.19
	L	CGG	2.095	15:35	0.67	1.994	5.07	1.440	0.554	38.47	22.41
	L	SPIE	18.500	15:35	-2.12	17.960	3.01	15.720	2.240	14.25	21.69
	L	Nexans	34.020	15:35	-0.12	32.820	3.66	26.780	6.040	22.55	18.79
	L	Eurofins Scientific	467.000	15:38	1.97	449.000	4.01	368.600	80.400	21.81	18.30
	L	Sopra Steria	115.400	15:35	-0.26	114.200	1.05	105.500	8.700	8.25	14.92
	L	Casino Guichard	42.390	15:35	0.19	42.140	0.59	32.380	9.760	30.14	13.27
		Worldline	57.400	15:35	-0.86	58.700	-2.21	58.850	-0.150	-0.25	13.11
		bioMérieux	75.250	15:35	-0.13	77.400	-2.78	74.500	2.900	3.89	12.33
		Solocal	0.798	15:35	1.59	0.724	10.30	0.827	-0.104	-12.52	12.33
	L	Ipsos	26.150	15:35	0.58	25.900	0.97	23.900	2.000	8.37	12.15
		Sartorius Stedim	127.000	15:35	3.67	125.100	1.52	129.000	-3.900	-3.02	11.68
		GTT	89.150	15:36	-0.06	85.900	3.78	84.100	1.800	2.14	10.96
		Alten	103.300	15:35	-0.96	100.500	2.79	98.200	2.300	2.34	10.46
	L	Orpea	111.000	15:36	0.54	111.500	-0.45	102.000	9.500	9.31	9.63
		Rémy Cointreau	127.000	15:35	0.40	125.400	1.28	120.800	4.600	3.81	9.53
	L	Icade	84.750	15:35	-0.41	81.900	3.48	78.050	3.850	4.93	9.32
	L	Amundi	63.000	15:35	-0.24	61.000	3.28	58.750	2.250	3.83	9.00
	L	Korian-Medica	38.200	15:35	0.26	36.680	4.14	36.160	0.520	1.44	8.42
	L	Rubis	52.150	15:35	-1.79	52.400	-0.48	47.600	4.800	10.08	7.41
		Wendel	124.000	15:35	-0.24	122.600	1.14	116.600	6.000	5.15	7.18
	L	Covivio	98.850	15:35	0.20	96.750	2.17	94.500	2.250	2.38	6.72
		⇓instrument	freshest		⇓ Δday	7/10/19	⇓ Δwk	10/06/19	prc diff	⇓ Δ17	∅-RS
		Getlink	14.280	15:35	-0.63	13.510	5.70	14.080	-0.570	-4.05	6.39
	L	Eurazeo	68.650	15:35	0.07	66.700	2.92	63.850	2.850	4.46	4.46
	L	Mercialys	12.360	15:35	1.98	12.180	1.48	11.650	0.530	4.55	1.22
		ALD	13.300	15:35	3.10	12.840	3.58	13.280	-0.440	-3.31	1.16
	L	Plastic Omnium	23.370	15:35	-1.77	23.620	-1.06	21.100	2.520	11.94	0.74
		TF1	8.080	15:36	-0.43	8.165	-1.04	8.570	-0.405	-4.73	-1.34
	L	Eutelsat	17.965	15:35	0.93	16.995	5.71	16.190	0.805	4.97	-1.35
		Vallourec	2.270	15:35	-3.77	2.249	0.93	2.220	0.029	1.31	-1.57
		Nexity	43.680	15:35	0.55	40.780	7.11	38.640	2.140	5.54	-1.62
		elis	16.050	15:35	0.31	15.240	5.31	15.280	-0.040	-0.26	-1.84
	L	Elior	11.860	15:35	-2.23	11.850	0.08	11.000	0.850	7.73	-2.04
	S	Métropole TV	15.200	15:35	1.95	15.340	-0.91	16.220	-0.880	-5.43	-2.41
	L	Aéroports de Paris	164.300	15:35	0.06	160.500	2.37	153.400	7.100	4.63	-3.35
	L	Dassault Aviation	1,247.000	15:35	1.05	1,245.000	0.16	1,222.000	23.000	1.88	-3.81
		SEB	136.200	15:35	-0.58	133.400	2.10	152.900	-19.500	-12.75	-4.34
		DBV Technologies	12.760	15:39	2.65	15.410	-17.20	16.280	-0.870	-5.34	-7.27
	S	Bolloré	3.770	15:35	2.17	3.542	6.44	3.928	-0.386	-9.83	-7.63
		Rexel	10.490	15:37	0.62	9.500	10.42	9.978	-0.478	-4.79	-8.19
	S	CNP Assurances	17.890	15:35	-2.03	17.290	3.47	19.820	-2.530	-12.76	-10.86
	S	JCDecaux	22.640	15:35	-4.15	23.660	-4.31	25.980	-2.320	-8.93	-11.47
		Vicat	39.250	15:35	0.64	38.300	2.48	44.300	-6.000	-13.54	-11.57
	S	Fnac Darty	59.800	15:35	2.49	55.700	7.36	69.200	-13.500	-19.51	-11.59
		Trigano	76.250	15:35	-0.85	73.150	4.24	69.600	3.550	5.10	-11.65
		Lagardere	19.960	15:35	-1.29	19.760	1.01	23.200	-3.440	-14.83	-12.49
	S	Iliad	86.040	15:35	-0.23	86.020	0.02	101.850	-15.830	-15.54	-12.65
		⇓instrument	freshest		⇓ Δday	7/10/19	⇓ Δwk	10/06/19	prc diff	⇓ Δ17	∅-RS
		Bic	63.200	15:37	-2.77	64.000	-1.25	70.050	-6.050	-8.64	-14.81
		Aperam	22.350	15:35	-0.71	21.000	6.43	21.880	-0.880	-4.02	-16.49
	S	Neopost	17.600	15:35		17.600		19.340	-1.740	-9.00	-17.73
	L	Eramet	47.170	15:35	-1.01	44.950	4.94	52.080	-7.130	-13.69	-19.35
		Imerys	35.180	15:35	-0.90	35.040	0.40	39.960	-4.920	-12.31	-20.77
		Technicolor	0.743	15:35	-1.13	0.736	0.95	0.849	-0.113	-13.32	-21.95
	S	Ipsen	88.550	15:35	-0.06	86.900	1.90	112.700	-25.800	-22.89	-22.24
		Tarkett	13.830	15:35	-1.85	13.520	2.29	19.770	-6.250	-31.61	-23.85
	S	Maisons du Monde	14.280	15:35	-1.79	14.290	-0.07	17.620	-3.330	-18.90	-24.68
		Europcar	4.850	15:36	-1.18	4.836	0.29	6.100	-1.264	-20.72	-28.96
		Genfit	13.380	15:35	3.56	12.740	5.02	21.520	-8.780	-40.80	-31.96
CAC Mid 60 - 60 out of 60 instruments rated - 7/10/19 / 10/06/19 - 31 did rise, Market-Ratio(17) = 51.67 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

5/01/15	scale up chart	7/10/19

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	266	32.240	6.621	156.988	124.748	387	41,783	421
long	18/05/09	25/01/10	252		Nexity	100	1,856	22.505	27.000		4.495	20	50,126	30
short	25/01/10	29/03/10	63		Ubisoft	100	5,191	9.655	10.285	9.025	-0.630	-7	46,856	-32
long	29/03/10	10/05/10	42		Plastic Omnium	100	16,314	2.872	3.588		0.716	25	58,537	592
short	10/05/10	20/09/10	133		Ubisoft	100	6,443	9.084	7.413	11.132	2.048	23	71,730	75
long	20/09/10	16/05/11	238		Plastic Omnium	100	16,638	4.311	7.433		3.122	72	123,674	131
short	16/05/11	23/01/12	252		Genfit	100	31,445	3.933	1.723	8.978	5.045	128	282,301	230
long	23/01/12	14/05/12	112		Innate Pharma	100	165,088	1.710	1.650		-0.060	-4	272,396	-11
short	14/05/12	10/09/12	119		Vallourec	100	7,881	34.560	36.345	32.775	-1.785	-5	258,328	-15
long	10/09/12	22/04/13	224		Eurofins Scientific	100	2,348	110.000	153.250		43.250	39	359,879	72
short	22/04/13	29/04/13	7		CGG	100	722	497.920	532.320	463.520	-34.400	-7	335,043	-98
long	29/04/13	10/06/13	42		Montupet	100	23,931	14.000	16.510		2.510	18	395,109	319
short	10/06/13	5/08/13	56		CGG	100	704	561.120	575.840	546.400	-14.720	-3	384,747	-16
long	5/08/13	16/12/13	133		Montupet	100	20,574	18.700	33.260		14.560	78	684,304	386
short	16/12/13	23/12/13	7		Adocia	100	119,843	5.710	5.660	5.760	0.050	1	690,344	58
long	23/12/13	23/06/14	182		Montupet	100	21,936	31.470	66.830		35.360	112	1,466,001	353
short	23/06/14	19/01/15	210		CGG	100	4,269	343.360	153.600	767.553	424.193	124	3,276,880	305
long	19/01/15	8/06/15	140		Adocia	100	51,849	63.200	66.230		3.030	5	3,433,982	13
short	8/06/15	21/12/15	196		Maurel et Prom	100	487,712	7.041	2.681	18.492	11.451	163	9,018,528	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	156,639	57.575	57.183		-0.392	-1	8,957,173	-30
short	28/12/15	16/05/16	140		Maurel et Prom	100	2,944,501	3.042	3.190	2.894	-0.148	-5	8,521,387	-12
long	16/05/16	27/06/16	42		Ubisoft	100	283,384	30.070	30.880		0.810	3	8,750,928	26
short	27/06/16	5/09/16	70		Vallourec	100	3,049,103	2.870	4.194	1.546	-1.324	-46	4,713,915	-96
long	5/09/16	26/09/16	21		Ubisoft	100	128,989	36.545	33.640		-2.905	-8	4,339,202	-76
short	26/09/16	10/10/16	14		Air France-KLM	100	919,517	4.719	4.790	4.648	-0.071	-2	4,273,917	-33
long	10/10/16	21/11/16	42		Nexans	100	80,488	53.100	49.590		-3.510	-7	3,991,404	-45
short	21/11/16	26/12/16	35		CGG	100	311,828	12.800	13.570	12.030	-0.770	-6	3,751,296	-48
long	26/12/16	21/08/17	238		Vallourec	100	595,254	6.302	4.431		-1.871	-30	2,637,576	-42
short	21/08/17	11/12/17	112		Technicolor	100	851,655	3.097	3.140	3.054	-0.043	-1	2,600,955	-4
long	11/12/17	5/02/18	56		Air France-KLM	100	205,771	12.640	11.955		-0.685	-5	2,460,002	-30
short	5/02/18	18/03/19	406		Innate Pharma	100	468,125	5.255	6.585	3.925	-1.330	-25	1,837,395	-23
long	18/03/19	25/03/19	7		GTT	100	21,965	83.650	79.900		-3.750	-4	1,755,027	-91
short	25/03/19	8/04/19	14		DBV Technologies	100	136,048	12.900	16.400	9.400	-3.500	-27	1,278,859	-100
long	8/04/19	20/05/19	42		GTT	100	14,296	89.450	79.850		-9.600	-11	1,141,617	-63
short	20/05/19	14/10/19	147		Eramet	100	22,297	51.200	47.170	55.574	4.374	9	1,239,151	23
accum	22/05/06	14/10/19	4893	days out of 5033 invested (97%)							12,292		1,239,151	43

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	32.24	6.62	156.99	124.75	386.94
	short	21/08/17	11/12/17	112	3.10	3.14	3.05	-0.04	-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
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
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	90.45
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	110.00	153.25		43.25	39.32	39.32
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
Eramet	short	20/05/19	14/10/19	147	51.20	47.17	55.57	4.37	8.54	8.54
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
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
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	-27.13
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
Vallourec	short	14/05/12	10/09/12	119	34.56	36.35	32.78	-1.79	-5.16
	short	27/06/16	5/09/16	70	2.87	4.19	1.55	-1.32	-46.13
	long	26/12/16	21/08/17	238	6.30	4.43		-1.87	-29.69	-64.08

Annotations

5/06/18	Foncière des Régions	renames as Covivio, that's a shame, I really liked these cute slashes above the e's.
20/09/17	bioMérieux	stock split 1:3 (three for one)
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
6/05/16	Sartorius Stedim	stock split 1 : 6 (six for one)
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
	Sartorius Stedim	recording started
	Europcar	recording started
	DBV Technologies	recording started
26/10/15	Solocal	reverse stock split 30:1 (one for thirty)
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