| |
| |
Assessment - CAC Mid 60 in Renminbi yuán - 7/01/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
CAC Mid 60 |
103,672.901 |
8/12/24 |
-0.08 |
106,009.291 |
-2.20 |
110,353.871 |
-4,344.581 |
-3.94 |
|
-2.44 |
| |  |
 |
 |
 |
L |
 |
Elior |
24.934 |
8/12/24 |
3.30 |
21.825 |
14.24 |
17.777 |
4.048 |
22.77 |
|
17.81 |
| |  |
 |
 |
 |
L |
 |
Neoen |
299.802 |
8/12/24 |
-0.10 |
291.678 |
2.79 |
190.126 |
101.551 |
53.41 |
|
35.74 |
| |  |
 |
 |
 |
L |
 |
Eramet |
565.155 |
8/12/24 |
5.24 |
763.174 |
-25.95 |
504.242 |
258.932 |
51.35 |
|
32.35 |
| |  |
 |
 |
 |
|
 |
Nexans |
931.119 |
8/12/24 |
0.08 |
816.291 |
14.07 |
734.473 |
81.818 |
11.14 |
|
26.79 |
| |  |
 |
 |
 |
|
 |
ID Logistics |
3,382.336 |
8/12/24 |
0.70 |
2,890.218 |
17.03 |
2,599.385 |
290.833 |
11.19 |
|
25.95 |
| |  |
 |
 |
 |
L |
 |
Fnac Darty |
205.049 |
8/12/24 |
-0.19 |
235.514 |
-12.94 |
214.361 |
21.152 |
9.87 |
|
8.58 |
| |  |
 |
 |
 |
L |
 |
Imerys |
228.718 |
8/12/24 |
0.21 |
266.056 |
-14.03 |
232.029 |
34.027 |
14.66 |
|
14.62 |
| |  |
 |
 |
 |
|
 |
Ipsos |
434.314 |
8/12/24 |
-0.36 |
453.842 |
-4.30 |
505.023 |
-51.181 |
-10.13 |
|
7.94 |
| |  |
 |
 |
 |
|
 |
Mercialys |
91.237 |
8/12/24 |
-0.85 |
81.239 |
12.31 |
78.412 |
2.827 |
3.61 |
|
11.55 |
| |  |
 |
 |
 |
|
 |
Virbac |
2,667.593 |
8/12/24 |
0.59 |
2,636.348 |
1.19 |
2,618.930 |
17.418 |
0.67 |
|
11.02 |
| |  |
 |
 |
 |
|
 |
Rubis |
214.501 |
8/12/24 |
0.22 |
209.970 |
2.16 |
193.566 |
16.404 |
8.47 |
|
10.79 |
| |  |
 |
 |
 |
|
 |
Vallourec |
104.438 |
8/12/24 |
-0.59 |
114.828 |
-9.05 |
106.203 |
8.624 |
8.12 |
|
10.17 |
| |  |
 |
 |
 |
|
 |
elis |
164.977 |
8/12/24 |
0.67 |
160.602 |
2.72 |
166.204 |
-5.602 |
-3.37 |
|
9.24 |
| |  |
 |
 |
 |
|
 |
SPIE |
263.088 |
8/12/24 |
0.54 |
273.399 |
-3.77 |
243.756 |
29.643 |
12.16 |
|
17.83 |
| |  |
 |
 |
 |
|
 |
Eurazeo |
530.003 |
8/12/24 |
0.97 |
578.044 |
-8.31 |
602.354 |
-24.310 |
-4.04 |
|
11.37 |
| |  |
 |
 |
 |
|
 |
VusionGroup |
1,046.728 |
8/12/24 |
0.15 |
1,054.539 |
-0.74 |
1,121.058 |
-66.519 |
-5.93 |
|
11.63 |
| |  |
 |
 |
 |
L |
 |
Ipsen |
811.604 |
8/12/24 |
0.78 |
886.594 |
-8.46 |
802.096 |
84.498 |
10.53 |
|
1.81 |
| |  |
 |
 |
 |
L |
 |
Voltalia |
79.520 |
8/12/24 |
-0.97 |
71.709 |
10.89 |
55.584 |
16.125 |
29.01 |
|
-2.27 |
| |  |
 |
 |
 |
|
 |
JCDecaux |
140.605 |
8/12/24 |
-0.50 |
145.604 |
-3.43 |
150.491 |
-4.886 |
-3.25 |
|
4.96 |
| |  |
 |
 |
 |
|
 |
Carmila |
128.576 |
8/12/24 |
0.61 |
124.201 |
3.52 |
118.829 |
5.372 |
4.52 |
|
5.02 |
| |  |
 |
 |
 |
|
 |
Amundi |
500.320 |
8/12/24 |
0.63 |
483.916 |
3.39 |
474.144 |
9.773 |
2.06 |
|
6.02 |
| |  |
 |
 |
 |
|
 |
Bic |
444.469 |
8/12/24 |
-1.90 |
435.876 |
1.97 |
526.522 |
-90.646 |
-17.22 |
|
-9.50 |
| |  |
 |
 |
 |
|
 |
Verallia |
205.284 |
8/12/24 |
-1.13 |
267.150 |
-23.16 |
275.808 |
-8.659 |
-3.14 |
|
-3.18 |
| |  |
 |
 |
 |
|
 |
Coface |
107.875 |
8/12/24 |
0.88 |
104.204 |
3.52 |
104.914 |
-0.709 |
-0.68 |
|
4.29 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
TF1 |
61.085 |
8/12/24 |
|
59.913 |
1.96 |
65.903 |
-5.990 |
-9.09 |
|
1.42 |
| |  |
 |
 |
 |
|
 |
Covivio |
371.354 |
8/12/24 |
-0.50 |
349.326 |
6.31 |
314.272 |
35.054 |
11.15 |
|
1.07 |
| |  |
 |
 |
 |
|
 |
Bolloré |
44.955 |
8/12/24 |
-1.62 |
43.353 |
3.69 |
49.642 |
-6.289 |
-12.67 |
|
-2.64 |
| |  |
 |
 |
 |
|
 |
SEB |
690.137 |
8/12/24 |
-0.67 |
767.470 |
-10.08 |
884.182 |
-116.712 |
-13.20 |
|
-5.64 |
| |  |
 |
 |
 |
S |
 |
Wendel |
665.141 |
8/12/24 |
-0.70 |
651.861 |
2.04 |
712.583 |
-60.722 |
-8.52 |
|
-1.19 |
| |  |
 |
 |
 |
S |
 |
GTT |
987.361 |
8/12/24 |
0.16 |
952.991 |
3.61 |
1,151.547 |
-198.556 |
-17.24 |
|
0.38 |
| |  |
 |
 |
 |
S |
 |
Argan |
589.761 |
8/12/24 |
0.53 |
578.044 |
2.03 |
599.618 |
-21.574 |
-3.60 |
|
-0.51 |
| |  |
 |
 |
 |
|
 |
Technip Energies |
160.759 |
8/12/24 |
-0.68 |
163.727 |
-1.81 |
161.670 |
2.057 |
1.27 |
|
-2.49 |
| |  |
 |
 |
 |
|
 |
Mersen |
238.248 |
8/12/24 |
-1.45 |
255.042 |
-6.58 |
275.965 |
-20.923 |
-7.58 |
|
-10.08 |
| |  |
 |
 |
 |
|
 |
Dassault Aviation |
1,480.260 |
8/12/24 |
-0.52 |
1,337.312 |
10.69 |
1,465.037 |
-127.725 |
-8.72 |
|
-7.27 |
| |  |
 |
 |
 |
|
 |
Métropole TV |
92.018 |
8/12/24 |
0.17 |
95.455 |
-3.60 |
98.738 |
-3.282 |
-3.32 |
|
-4.83 |
| |  |
 |
 |
 |
|
 |
Derichebourg |
35.589 |
8/12/24 |
0.80 |
34.292 |
3.78 |
32.162 |
2.130 |
6.62 |
|
-6.32 |
| |  |
 |
 |
 |
S |
 |
Lectra |
200.753 |
8/12/24 |
-0.96 |
221.844 |
-9.51 |
248.212 |
-26.368 |
-10.62 |
|
-2.86 |
| |  |
 |
 |
 |
|
 |
Aéroports de Paris |
875.658 |
8/12/24 |
-0.62 |
897.530 |
-2.44 |
981.121 |
-83.591 |
-8.52 |
|
-3.66 |
| |  |
 |
 |
 |
S |
 |
Sopra Steria |
1,284.194 |
8/12/24 |
-1.38 |
1,479.479 |
-13.20 |
1,862.176 |
-382.697 |
-20.55 |
|
-5.34 |
| |  |
 |
 |
 |
S |
 |
FDJ |
275.899 |
8/12/24 |
0.40 |
248.090 |
11.21 |
300.981 |
-52.891 |
-17.57 |
|
-6.82 |
| |  |
 |
 |
 |
L |
 |
Viridien |
289.569 |
8/12/24 |
-0.83 |
3.884 |
7,355.75 |
3.366 |
0.518 |
15.37 |
|
-9.08 |
| |  |
 |
 |
 |
S |
 |
Scor |
133.809 |
8/12/24 |
1.06 |
188.723 |
-29.10 |
211.547 |
-22.824 |
-10.79 |
|
-14.58 |
| |  |
 |
 |
 |
|
 |
Bénéteau |
68.506 |
8/12/24 |
-2.01 |
77.880 |
-12.04 |
95.532 |
-17.653 |
-18.48 |
|
-20.84 |
| |  |
 |
 |
 |
S |
 |
Aperam |
195.754 |
8/12/24 |
-0.63 |
192.317 |
1.79 |
208.029 |
-15.712 |
-7.55 |
|
-12.40 |
| |  |
 |
 |
 |
|
 |
Interparfums |
347.607 |
8/12/24 |
-1.87 |
299.958 |
15.89 |
400.266 |
-100.308 |
-25.06 |
|
-25.32 |
| |  |
 |
 |
 |
S |
 |
Trigano |
800.669 |
8/12/24 |
-0.87 |
878.001 |
-8.81 |
1,172.655 |
-294.654 |
-25.13 |
|
-18.55 |
| |  |
 |
 |
 |
|
 |
Eutelsat |
33.027 |
8/12/24 |
2.17 |
30.261 |
9.14 |
28.410 |
1.852 |
6.52 |
|
-11.87 |
| |  |
 |
 |
 |
S |
 |
SES |
36.651 |
8/12/24 |
0.60 |
38.198 |
-4.05 |
47.141 |
-8.943 |
-18.97 |
|
-14.59 |
| |  |
 |
 |
 |
S |
 |
Alten |
751.847 |
8/12/24 |
-0.31 |
822.540 |
-8.59 |
1,086.660 |
-264.120 |
-24.31 |
|
-17.77 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Icade |
158.415 |
8/12/24 |
-1.74 |
156.853 |
1.00 |
195.286 |
-38.433 |
-19.68 |
|
-34.08 |
| |  |
 |
 |
 |
|
 |
Ayvens |
45.619 |
8/12/24 |
-1.02 |
43.080 |
5.89 |
46.906 |
-3.826 |
-8.16 |
|
-19.76 |
| |  |
 |
 |
 |
|
 |
Opmobility |
66.709 |
8/12/24 |
-1.16 |
72.646 |
-8.17 |
85.838 |
-13.192 |
-15.37 |
|
-26.01 |
| |  |
 |
 |
 |
|
 |
X-FAB |
42.767 |
8/12/24 |
1.96 |
47.259 |
-9.50 |
57.812 |
-10.553 |
-18.25 |
|
-28.83 |
| |  |
 |
 |
 |
|
 |
Clariane |
14.482 |
8/12/24 |
-1.64 |
14.467 |
0.11 |
13.853 |
0.614 |
4.43 |
|
-33.94 |
| |  |
 |
 |
 |
|
 |
Valneva |
24.012 |
8/12/24 |
-1.28 |
25.418 |
-5.53 |
23.664 |
1.754 |
7.41 |
|
-28.91 |
| |  |
 |
 |
 |
|
 |
Nexity |
75.966 |
8/12/24 |
-0.77 |
67.608 |
12.36 |
80.991 |
-13.384 |
-16.52 |
|
-34.21 |
| |  |
 |
 |
 |
S |
 |
Solutions 30 |
10.905 |
8/12/24 |
-0.99 |
11.951 |
-8.76 |
16.292 |
-4.341 |
-26.64 |
|
-30.64 |
| |  |
 |
 |
 |
|
 |
Euroapi |
30.918 |
8/12/24 |
-3.04 |
19.872 |
55.58 |
29.645 |
-9.773 |
-32.97 |
|
-49.84 |
| |  |
 |
 |
 |
L |
 |
Orpea |
77.692 |
8/12/24 |
-42.87 |
96.174 |
-19.22 |
100.067 |
-3.893 |
-3.89 |
|
-46.56 |
| |  |
 |
 |
 |
|
 |
Atos |
6.646 |
8/12/24 |
-2.21 |
7.675 |
-13.41 |
17.574 |
-9.899 |
-56.33 |
|
-70.77 |
CAC Mid 60 - 60 out of 60 instruments rated - 7/01/24 / 3/04/24 - 23 did rise, Market-Ratio(17) in CNY = 38.33 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Mid 60 in Renminbi yuán * 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 |
62 |
|
159.549 |
188.617 |
130.481 |
-29.068 |
-18 |
8,198 |
-41 |
|
long |
10/09/06 |
6/18/07 |
252 |
 |
 |
 |
Eiffage |
100 |
10 |
|
778.679 |
1,009.976 |
|
231.298 |
30 |
10,511 |
46 |
|
short |
6/18/07 |
7/02/07 |
14 |
 |
 |
 |
Covivio |
100 |
8 |
|
1,174.035 |
1,137.149 |
1,212.118 |
38.083 |
3 |
10,815 |
130 |
|
long |
7/02/07 |
7/30/07 |
28 |
 |
 |
 |
Ubisoft |
100 |
51 |
|
209.491 |
240.947 |
|
31.456 |
15 |
12,420 |
519 |
|
short |
7/30/07 |
5/19/08 |
294 |
 |
 |
 |
Maurel et Prom |
100 |
87 |
|
142.455 |
175.693 |
109.218 |
-33.238 |
-23 |
9,528 |
-28 |
|
long |
5/19/08 |
6/02/08 |
14 |
 |
 |
 |
Ubisoft |
100 |
24 |
|
386.677 |
332.756 |
|
-53.921 |
-14 |
8,234 |
-98 |
|
short |
6/02/08 |
5/18/09 |
350 |
 |
 |
 |
Vantiva |
100 |
0 |
|
9,399.878 |
1,646.319 |
53,669.863 |
44,269.985 |
471 |
8,234 |
0 |
|
long |
5/18/09 |
1/25/10 |
252 |
 |
 |
 |
Nexity |
100 |
39 |
|
207.255 |
260.717 |
|
53.462 |
26 |
10,319 |
39 |
|
short |
1/25/10 |
3/29/10 |
63 |
 |
 |
 |
Ubisoft |
100 |
110 |
|
93.231 |
94.219 |
92.242 |
-0.988 |
-1 |
10,210 |
-6 |
|
long |
3/29/10 |
5/10/10 |
42 |
 |
 |
 |
Opmobility |
100 |
388 |
|
26.310 |
31.289 |
|
4.979 |
19 |
12,142 |
351 |
|
short |
5/10/10 |
9/20/10 |
133 |
 |
 |
 |
Ubisoft |
100 |
153 |
|
79.217 |
65.082 |
96.423 |
17.205 |
22 |
14,775 |
71 |
|
long |
9/20/10 |
5/16/11 |
238 |
 |
 |
 |
Opmobility |
100 |
390 |
|
37.848 |
68.169 |
|
30.321 |
80 |
26,600 |
147 |
|
short |
5/16/11 |
1/23/12 |
252 |
 |
 |
 |
Genfit |
100 |
737 |
|
36.070 |
14.043 |
92.645 |
56.575 |
157 |
68,295 |
292 |
|
long |
1/23/12 |
5/14/12 |
112 |
 |
 |
 |
Innate Pharma |
100 |
4,900 |
|
13.937 |
13.455 |
|
-0.482 |
-3 |
65,934 |
-11 |
|
short |
5/14/12 |
9/10/12 |
119 |
 |
 |
 |
Vallourec |
100 |
5 |
|
11,273.196 |
11,797.442 |
10,748.949 |
-524.246 |
-5 |
63,313 |
-14 |
|
long |
9/10/12 |
4/22/13 |
224 |
 |
 |
 |
Eurofins Scientific |
100 |
709 |
|
89.264 |
124.767 |
|
35.503 |
40 |
88,484 |
73 |
|
short |
4/22/13 |
4/29/13 |
7 |
 |
 |
 |
Viridien |
100 |
21 |
|
4,053.766 |
4,313.282 |
3,794.249 |
-259.517 |
-6 |
83,035 |
-97 |
|
long |
4/29/13 |
6/10/13 |
42 |
 |
 |
 |
Montupet |
100 |
731 |
|
113.439 |
134.639 |
|
21.200 |
19 |
98,532 |
343 |
|
short |
6/10/13 |
8/05/13 |
56 |
 |
 |
 |
Viridien |
100 |
21 |
|
4,575.934 |
4,703.634 |
4,448.233 |
-127.700 |
-3 |
95,850 |
-17 |
|
long |
8/05/13 |
12/16/13 |
133 |
 |
 |
 |
Montupet |
100 |
627 |
|
152.747 |
277.921 |
|
125.173 |
82 |
174,334 |
417 |
|
short |
12/16/13 |
12/23/13 |
7 |
 |
 |
 |
Adocia |
100 |
3,653 |
|
47.713 |
47.053 |
48.382 |
0.669 |
1 |
176,777 |
107 |
|
long |
12/23/13 |
6/23/14 |
182 |
 |
 |
 |
Montupet |
100 |
675 |
|
261.620 |
565.977 |
|
304.357 |
116 |
382,218 |
370 |
|
short |
6/23/14 |
1/19/15 |
210 |
 |
 |
 |
Viridien |
100 |
131 |
|
2,907.882 |
1,108.285 |
7,629.600 |
4,721.719 |
162 |
1,000,763 |
435 |
|
long |
1/19/15 |
6/08/15 |
140 |
 |
 |
 |
Adocia |
100 |
2,194 |
|
456.013 |
464.034 |
|
8.021 |
2 |
1,018,360 |
5 |
|
short |
6/08/15 |
12/21/15 |
196 |
 |
 |
 |
Maurel et Prom |
100 |
20,642 |
|
49.332 |
18.963 |
128.339 |
79.007 |
160 |
2,649,217 |
493 |
|
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 |
6,505 |
|
407.228 |
407.059 |
|
-0.169 |
0 |
2,648,120 |
-2 |
|
short |
12/28/15 |
5/16/16 |
140 |
 |
 |
 |
Maurel et Prom |
100 |
122,289 |
|
21.654 |
23.531 |
19.778 |
-1.876 |
-9 |
2,418,672 |
-21 |
|
long |
5/16/16 |
6/27/16 |
42 |
 |
 |
 |
Ubisoft |
100 |
10,904 |
|
221.808 |
226.783 |
|
4.974 |
2 |
2,472,912 |
21 |
|
short |
6/27/16 |
9/05/16 |
70 |
 |
 |
 |
Vallourec |
100 |
2,933 |
|
843.091 |
1,249.342 |
436.840 |
-406.251 |
-48 |
1,281,378 |
-97 |
|
long |
9/05/16 |
9/26/16 |
21 |
 |
 |
 |
Ubisoft |
100 |
4,708 |
|
272.158 |
252.502 |
|
-19.656 |
-7 |
1,188,837 |
-73 |
|
short |
9/26/16 |
10/10/16 |
14 |
 |
 |
 |
Air France-KLM |
100 |
3,356 |
|
354.208 |
357.794 |
350.622 |
-3.586 |
-1 |
1,176,803 |
-23 |
|
long |
10/10/16 |
11/21/16 |
42 |
 |
 |
 |
Nexans |
100 |
2,966 |
|
396.636 |
363.272 |
|
-33.364 |
-8 |
1,077,845 |
-53 |
|
short |
11/21/16 |
12/26/16 |
35 |
 |
 |
 |
Viridien |
100 |
11,495 |
|
93.766 |
98.574 |
88.959 |
-4.807 |
-5 |
1,022,584 |
-42 |
|
long |
12/26/16 |
8/21/17 |
238 |
 |
 |
 |
Vallourec |
100 |
558 |
|
1,831.134 |
1,394.648 |
|
-436.486 |
-24 |
779,025 |
-34 |
|
short |
8/21/17 |
12/11/17 |
112 |
 |
 |
 |
Vantiva |
100 |
1,183 |
|
657.973 |
660.494 |
655.452 |
-2.521 |
0 |
776,042 |
-1 |
|
long |
12/11/17 |
2/05/18 |
56 |
 |
 |
 |
Air France-KLM |
100 |
788 |
|
984.742 |
932.556 |
|
-52.186 |
-5 |
734,920 |
-30 |
|
short |
2/05/18 |
3/18/19 |
406 |
 |
 |
 |
Innate Pharma |
100 |
17,928 |
|
40.992 |
50.024 |
31.960 |
-9.032 |
-22 |
572,987 |
-20 |
|
long |
3/18/19 |
3/25/19 |
7 |
 |
 |
 |
GTT |
100 |
901 |
|
635.464 |
606.185 |
|
-29.279 |
-5 |
546,607 |
-91 |
|
short |
3/25/19 |
4/08/19 |
14 |
 |
 |
 |
DBV Technologies |
100 |
5,585 |
|
97.870 |
124.076 |
71.664 |
-26.206 |
-27 |
400,246 |
-100 |
|
long |
4/08/19 |
5/20/19 |
42 |
 |
 |
 |
GTT |
100 |
591 |
|
676.743 |
616.107 |
|
-60.636 |
-9 |
364,410 |
-56 |
|
short |
5/20/19 |
12/09/19 |
203 |
 |
 |
 |
Eramet |
100 |
922 |
|
395.049 |
310.921 |
501.940 |
106.891 |
27 |
462,963 |
54 |
|
long |
12/09/19 |
1/13/20 |
35 |
 |
 |
 |
Viridien |
100 |
23,349 |
|
19.828 |
23.244 |
|
3.417 |
17 |
542,736 |
425 |
|
short |
1/13/20 |
7/13/20 |
182 |
 |
 |
 |
Ipsen |
100 |
884 |
|
613.887 |
648.088 |
579.686 |
-34.201 |
-6 |
512,503 |
-11 |
|
long |
7/13/20 |
9/21/20 |
70 |
 |
 |
 |
Iliad |
100 |
365 |
|
1,401.142 |
1,309.551 |
|
-91.592 |
-7 |
479,072 |
-30 |
|
short |
9/21/20 |
11/16/20 |
56 |
 |
 |
 |
Vallourec |
100 |
3,372 |
|
142.050 |
163.291 |
120.809 |
-21.241 |
-15 |
407,447 |
-65 |
|
long |
11/16/20 |
7/12/21 |
238 |
 |
 |
 |
Solutions 30 |
100 |
2,985 |
|
136.478 |
48.745 |
|
-87.733 |
-64 |
145,564 |
-79 |
|
short |
7/12/21 |
11/15/21 |
126 |
 |
 |
 |
Vallourec |
100 |
2,579 |
|
56.422 |
52.604 |
60.517 |
4.095 |
7 |
156,125 |
23 |
|
long |
11/15/21 |
11/22/21 |
7 |
 |
 |
 |
Valneva |
100 |
1,015 |
|
153.742 |
136.757 |
|
-16.985 |
-11 |
138,886 |
-100 |
|
short |
11/22/21 |
1/17/22 |
56 |
 |
 |
 |
Vallourec |
100 |
2,563 |
|
54.172 |
67.255 |
41.089 |
-13.083 |
-24 |
105,354 |
-83 |
|
long |
1/17/22 |
1/24/22 |
7 |
 |
 |
 |
Derichebourg |
100 |
1,220 |
|
86.341 |
77.154 |
|
-9.188 |
-11 |
94,145 |
-100 |
|
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 |
5,030 |
|
18.715 |
22.262 |
15.168 |
-3.547 |
-19 |
76,302 |
-19 |
|
long |
1/16/23 |
3/27/23 |
70 |
 |
 |
 |
Elior |
100 |
2,620 |
|
29.120 |
23.049 |
|
-6.070 |
-21 |
60,398 |
-70 |
|
short |
3/27/23 |
2/12/24 |
322 |
 |
 |
 |
Orpea |
100 |
3 |
|
15,593.970 |
102.179 |
2,379,872.063 |
2,364,278.093 |
15,161 |
7,153,233 |
29,767 |
|
long |
2/12/24 |
4/22/24 |
70 |
 |
 |
 |
Eurazeo |
100 |
11,839 |
|
604.169 |
632.597 |
|
28.427 |
5 |
7,489,782 |
27 |
|
short |
4/22/24 |
5/13/24 |
21 |
 |
 |
 |
Orpea |
100 |
78,678 |
|
95.194 |
104.737 |
85.652 |
-9.543 |
-10 |
6,738,997 |
-84 |
|
long |
5/13/24 |
6/17/24 |
35 |
 |
 |
 |
Eramet |
100 |
8,455 |
|
796.962 |
751.106 |
|
-45.856 |
-6 |
6,351,283 |
-46 |
|
short |
6/17/24 |
8/12/24 |
56 |
 |
 |
 |
Atos |
100 |
827,189 |
|
7.678 |
6.646 |
8.871 |
1.193 |
16 |
7,337,753 |
156 |
|
accum | 5/22/06 |
8/12/24 | 6990 |
days out of 7130 invested (98%) |
73,278 |
7,337,753 |
41 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Orpea | short | 3/27/23 | 2/12/24 | 322 | 15,593.97 | 102.18 | 2,379,872.06 | 2,364,278.09 | 15,161.49 | | | |
| short | 4/22/24 | 5/13/24 | 21 | 95.19 | 104.74 | 85.65 | -9.54 | -10.02 | | | 13,631.64 |
Vantiva | short | 6/02/08 | 5/18/09 | 350 | 9,399.88 | 1,646.32 | 53,669.86 | 44,269.98 | 470.96 | | | |
| short | 8/21/17 | 12/11/17 | 112 | 657.97 | 660.49 | 655.45 | -2.52 | -0.38 | | | 468.78 |
Montupet | long | 4/29/13 | 6/10/13 | 42 | 113.44 | 134.64 | | 21.20 | 18.69 | | | |
| long | 8/05/13 | 12/16/13 | 133 | 152.75 | 277.92 | | 125.17 | 81.95 | | | |
| long | 12/23/13 | 6/23/14 | 182 | 261.62 | 565.98 | | 304.36 | 116.34 | | | 367.18 |
Viridien | short | 4/22/13 | 4/29/13 | 7 | 4,053.77 | 4,313.28 | 3,794.25 | -259.52 | -6.40 | | | |
| short | 6/10/13 | 8/05/13 | 56 | 4,575.93 | 4,703.63 | 4,448.23 | -127.70 | -2.79 | | | |
| short | 6/23/14 | 1/19/15 | 210 | 2,907.88 | 1,108.29 | 7,629.60 | 4,721.72 | 162.38 | | | |
| short | 11/21/16 | 12/26/16 | 35 | 93.77 | 98.57 | 88.96 | -4.81 | -5.13 | | | |
| long | 12/09/19 | 1/13/20 | 35 | 19.83 | 23.24 | | 3.42 | 17.23 | | | 165.51 |
Genfit | short | 5/16/11 | 1/23/12 | 252 | 36.07 | 14.04 | 92.64 | 56.57 | 156.85 | | | 156.85 |
Opmobility | long | 3/29/10 | 5/10/10 | 42 | 26.31 | 31.29 | | 4.98 | 18.93 | | | |
| long | 9/20/10 | 5/16/11 | 238 | 37.85 | 68.17 | | 30.32 | 80.11 | | | 114.20 |
Maurel et Prom | short | 5/22/06 | 10/09/06 | 140 | 159.55 | 188.62 | 130.48 | -29.07 | -18.22 | | | |
| short | 7/30/07 | 5/19/08 | 294 | 142.46 | 175.69 | 109.22 | -33.24 | -23.33 | | | |
| short | 6/08/15 | 12/21/15 | 196 | 49.33 | 18.96 | 128.34 | 79.01 | 160.15 | | | |
| short | 12/28/15 | 5/16/16 | 140 | 21.65 | 23.53 | 19.78 | -1.88 | -8.66 | | | 48.98 |
Eurofins Scientific | long | 9/10/12 | 4/22/13 | 224 | 89.26 | 124.77 | | 35.50 | 39.77 | | | 39.77 |
Eiffage | long | 10/09/06 | 6/18/07 | 252 | 778.68 | 1,009.98 | | 231.30 | 29.70 | | | 29.70 |
Nexity | long | 5/18/09 | 1/25/10 | 252 | 207.26 | 260.72 | | 53.46 | 25.80 | | | 25.80 |
Eramet | short | 5/20/19 | 12/09/19 | 203 | 395.05 | 310.92 | 501.94 | 106.89 | 27.06 | | | |
| long | 5/13/24 | 6/17/24 | 35 | 796.96 | 751.11 | | -45.86 | -5.75 | | | 19.75 |
Atos | short | 6/17/24 | 8/12/24 | 56 | 7.68 | 6.65 | 8.87 | 1.19 | 15.53 | | | 15.53 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Ubisoft | long | 7/02/07 | 7/30/07 | 28 | 209.49 | 240.95 | | 31.46 | 15.02 | | | |
| long | 5/19/08 | 6/02/08 | 14 | 386.68 | 332.76 | | -53.92 | -13.94 | | | |
| short | 1/25/10 | 3/29/10 | 63 | 93.23 | 94.22 | 92.24 | -0.99 | -1.06 | | | |
| short | 5/10/10 | 9/20/10 | 133 | 79.22 | 65.08 | 96.42 | 17.21 | 21.72 | | | |
| long | 5/16/16 | 6/27/16 | 42 | 221.81 | 226.78 | | 4.97 | 2.24 | | | |
| long | 9/05/16 | 9/26/16 | 21 | 272.16 | 252.50 | | -19.66 | -7.22 | | | 13.07 |
Eurazeo | long | 2/12/24 | 4/22/24 | 70 | 604.17 | 632.60 | | 28.43 | 4.71 | | | 4.71 |
Covivio | short | 6/18/07 | 7/02/07 | 14 | 1,174.04 | 1,137.15 | 1,212.12 | 38.08 | 3.24 | | | 3.24 |
Adocia | short | 12/16/13 | 12/23/13 | 7 | 47.71 | 47.05 | 48.38 | 0.67 | 1.40 | | | |
| long | 1/19/15 | 6/08/15 | 140 | 456.01 | 464.03 | | 8.02 | 1.76 | | | 3.19 |
Sartorius Stedim | long | 12/21/15 | 12/28/15 | 7 | 407.23 | 407.06 | | -0.17 | -0.04 | | | -0.04 |
Ipsen | short | 1/13/20 | 7/13/20 | 182 | 613.89 | 648.09 | 579.69 | -34.20 | -5.57 | | | -5.57 |
Air France-KLM | short | 9/26/16 | 10/10/16 | 14 | 354.21 | 357.79 | 350.62 | -3.59 | -1.01 | | | |
| long | 12/11/17 | 2/05/18 | 56 | 984.74 | 932.56 | | -52.19 | -5.30 | | | -6.26 |
Iliad | long | 7/13/20 | 9/21/20 | 70 | 1,401.14 | 1,309.55 | | -91.59 | -6.54 | | | -6.54 |
Nexans | long | 10/10/16 | 11/21/16 | 42 | 396.64 | 363.27 | | -33.36 | -8.41 | | | -8.41 |
Derichebourg | long | 1/17/22 | 1/24/22 | 7 | 86.34 | 77.15 | | -9.19 | -10.64 | | | -10.64 |
Valneva | long | 11/15/21 | 11/22/21 | 7 | 153.74 | 136.76 | | -16.98 | -11.05 | | | -11.05 |
GTT | long | 3/18/19 | 3/25/19 | 7 | 635.46 | 606.19 | | -29.28 | -4.61 | | | |
| long | 4/08/19 | 5/20/19 | 42 | 676.74 | 616.11 | | -60.64 | -8.96 | | | -13.15 |
Elior | long | 1/16/23 | 3/27/23 | 70 | 29.12 | 23.05 | | -6.07 | -20.85 | | | -20.85 |
Innate Pharma | long | 1/23/12 | 5/14/12 | 112 | 13.94 | 13.46 | | -0.48 | -3.46 | | | |
| short | 2/05/18 | 3/18/19 | 406 | 40.99 | 50.02 | 31.96 | -9.03 | -22.03 | | | -24.73 |
DBV Technologies | short | 3/25/19 | 4/08/19 | 14 | 97.87 | 124.08 | 71.66 | -26.21 | -26.78 | | | |
| short | 1/24/22 | 1/16/23 | 357 | 18.71 | 22.26 | 15.17 | -3.55 | -18.95 | | | -40.66 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Solutions 30 | long | 11/16/20 | 7/12/21 | 238 | 136.48 | 48.75 | | -87.73 | -64.28 | | | -64.28 |
Vallourec | short | 5/14/12 | 9/10/12 | 119 | 11,273.20 | 11,797.44 | 10,748.95 | -524.25 | -4.65 | | | |
| short | 6/27/16 | 9/05/16 | 70 | 843.09 | 1,249.34 | 436.84 | -406.25 | -48.19 | | | |
| long | 12/26/16 | 8/21/17 | 238 | 1,831.13 | 1,394.65 | | -436.49 | -23.84 | | | |
| short | 9/21/20 | 11/16/20 | 56 | 142.05 | 163.29 | 120.81 | -21.24 | -14.95 | | | |
| short | 7/12/21 | 11/15/21 | 126 | 56.42 | 52.60 | 60.52 | 4.09 | 7.26 | | | |
| short | 11/22/21 | 1/17/22 | 56 | 54.17 | 67.25 | 41.09 | -13.08 | -24.15 | | | -73.97 |
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) |
|
|