| |
| |
Assessment - CAC Mid 60 - 5/13/24 - RS = 18
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/13/24 |
⇓ Δwk |
1/08/24 |
prc diff |
⇓ Δ18 |
|
∅-RS |
| | |
|
|
|
L |
|
CAC Mid 60 |
15,195.000 |
16:05 |
0.53 |
15,034.000 |
1.07 |
13,731.300 |
1,302.700 |
9.49 |
|
8.52 |
| | |
|
|
|
L |
|
Eramet |
102.800 |
15:35 |
1.48 |
102.100 |
0.69 |
66.700 |
35.400 |
53.07 |
|
40.18 |
| | |
|
|
|
L |
|
Nexans |
110.100 |
15:35 |
0.55 |
107.100 |
2.80 |
75.050 |
32.050 |
42.70 |
|
34.79 |
| | |
|
|
|
L |
|
Rubis |
32.300 |
15:35 |
0.62 |
31.880 |
1.32 |
23.160 |
8.720 |
37.65 |
|
34.10 |
| | |
|
|
|
L |
|
ID Logistics |
374.500 |
15:35 |
-0.66 |
372.000 |
0.67 |
301.500 |
70.500 |
23.38 |
|
31.96 |
| | |
|
|
|
L |
|
Eurazeo |
77.150 |
15:35 |
0.85 |
85.100 |
-9.34 |
71.650 |
13.450 |
18.77 |
|
30.73 |
| | |
|
|
|
|
|
Vallourec |
17.210 |
15:37 |
3.24 |
16.355 |
5.23 |
14.095 |
2.260 |
16.03 |
|
29.27 |
| | |
|
|
|
L |
|
VusionGroup |
162.500 |
15:35 |
2.33 |
156.200 |
4.03 |
128.600 |
27.600 |
21.46 |
|
28.15 |
| | |
|
|
|
L |
|
SPIE |
36.960 |
15:35 |
-0.11 |
36.760 |
0.54 |
28.060 |
8.700 |
31.00 |
|
26.87 |
| | |
|
|
|
|
|
Ipsos |
67.600 |
15:35 |
0.97 |
65.000 |
4.00 |
58.000 |
7.000 |
12.07 |
|
25.01 |
| | |
|
|
|
L |
|
Amundi |
71.700 |
15:35 |
0.35 |
71.400 |
0.42 |
62.500 |
8.900 |
14.24 |
|
24.69 |
| | |
|
|
|
L |
|
JCDecaux |
21.820 |
15:35 |
1.21 |
21.780 |
0.18 |
17.800 |
3.980 |
22.36 |
|
24.12 |
| | |
|
|
|
L |
|
Elior |
3.780 |
15:35 |
0.69 |
2.894 |
30.62 |
2.816 |
0.078 |
2.77 |
|
23.47 |
| | |
|
|
|
L |
|
elis |
22.940 |
15:35 |
0.53 |
22.420 |
2.32 |
18.750 |
3.670 |
19.57 |
|
22.49 |
| | |
|
|
|
L |
|
Coface |
15.680 |
15:35 |
0.71 |
15.330 |
2.28 |
11.890 |
3.440 |
28.93 |
|
20.95 |
| | |
|
|
|
L |
|
Virbac |
350.000 |
15:35 |
-1.27 |
359.000 |
-2.51 |
350.000 |
9.000 |
2.57 |
|
20.33 |
| | |
|
|
|
L |
|
TF1 |
8.890 |
15:35 |
-0.22 |
8.695 |
2.24 |
7.500 |
1.195 |
15.93 |
|
18.35 |
| | |
|
|
|
L |
|
Imerys |
35.660 |
15:35 |
0.62 |
34.920 |
2.12 |
27.520 |
7.400 |
26.89 |
|
18.06 |
| | |
|
|
|
|
|
Mercialys |
11.190 |
15:36 |
0.18 |
10.550 |
6.07 |
10.060 |
0.490 |
4.87 |
|
17.89 |
| | |
|
|
|
L |
|
Lectra |
32.900 |
15:35 |
-1.50 |
33.700 |
-2.37 |
30.700 |
3.000 |
9.77 |
|
16.50 |
| | |
|
|
|
L |
|
Fnac Darty |
32.800 |
15:35 |
-0.91 |
32.350 |
1.39 |
27.940 |
4.410 |
15.78 |
|
16.15 |
| | |
|
|
|
|
|
GTT |
137.500 |
15:35 |
0.66 |
134.500 |
2.23 |
127.100 |
7.400 |
5.82 |
|
15.16 |
| | |
|
|
|
L |
|
Dassault Aviation |
206.600 |
15:35 |
0.29 |
207.800 |
-0.58 |
183.000 |
24.800 |
13.55 |
|
14.58 |
| | |
|
|
|
|
|
SEB |
114.200 |
15:37 |
-0.52 |
115.800 |
-1.38 |
112.300 |
3.500 |
3.12 |
|
13.45 |
| | |
|
|
|
L |
|
Scor |
29.200 |
15:35 |
-3.38 |
31.660 |
-7.77 |
26.710 |
4.950 |
18.53 |
|
13.26 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/13/24 |
⇓ Δwk |
1/08/24 |
prc diff |
⇓ Δ18 |
|
∅-RS |
| | |
|
|
|
L |
|
Wendel |
94.100 |
15:35 |
0.97 |
96.350 |
-2.34 |
81.800 |
14.550 |
17.79 |
|
12.96 |
| | |
|
|
|
|
|
Trigano |
142.500 |
15:36 |
-1.04 |
153.900 |
-7.41 |
142.600 |
11.300 |
7.92 |
|
12.18 |
| | |
|
|
|
|
|
Sopra Steria |
223.600 |
15:35 |
1.45 |
217.800 |
2.66 |
192.400 |
25.400 |
13.20 |
|
11.00 |
| | |
|
|
|
|
|
Carmila |
16.240 |
15:35 |
-0.85 |
16.460 |
-1.34 |
15.900 |
0.560 |
3.52 |
|
10.96 |
| | |
|
|
|
L |
|
Technip Energies |
23.460 |
15:35 |
1.03 |
23.360 |
0.43 |
20.630 |
2.730 |
13.23 |
|
10.64 |
| | |
|
|
|
L |
|
Neoen |
29.500 |
15:35 |
0.14 |
29.920 |
-1.40 |
27.840 |
2.080 |
7.47 |
|
10.46 |
| | |
|
|
|
L |
|
Bic |
66.600 |
15:35 |
0.15 |
66.400 |
0.30 |
64.000 |
2.400 |
3.75 |
|
10.00 |
| | |
|
|
|
L |
|
Bénéteau |
13.680 |
15:35 |
0.74 |
14.080 |
-2.84 |
11.660 |
2.420 |
20.75 |
|
9.35 |
| | |
|
|
|
L |
|
Covivio |
49.760 |
15:35 |
-0.08 |
48.200 |
3.24 |
47.600 |
0.600 |
1.26 |
|
9.33 |
| | |
|
|
|
L |
|
Verallia |
37.240 |
15:35 |
-0.16 |
38.060 |
-2.15 |
33.000 |
5.060 |
15.33 |
|
8.77 |
| | |
|
|
|
|
|
Bolloré |
6.250 |
15:39 |
1.46 |
6.135 |
1.87 |
5.780 |
0.355 |
6.14 |
|
8.28 |
| | |
|
|
|
L |
|
Ipsen |
121.700 |
15:35 |
0.75 |
119.000 |
2.27 |
108.500 |
10.500 |
9.68 |
|
7.70 |
| | |
|
|
|
L |
|
Clariane |
4.416 |
15:35 |
22.67 |
3.198 |
38.09 |
2.472 |
0.726 |
29.37 |
|
7.30 |
| | |
|
|
|
L |
|
Mersen |
40.100 |
15:35 |
0.75 |
38.650 |
3.75 |
33.450 |
5.200 |
15.55 |
|
6.21 |
| | |
|
|
|
L |
|
Aéroports de Paris |
127.800 |
15:35 |
0.71 |
125.600 |
1.75 |
116.800 |
8.800 |
7.53 |
|
4.03 |
| | |
|
|
|
L |
|
Métropole TV |
13.640 |
15:39 |
0.59 |
13.300 |
2.56 |
13.160 |
0.140 |
1.06 |
|
3.70 |
| | |
|
|
|
L |
|
ALD |
7.215 |
15:35 |
0.49 |
7.405 |
-2.57 |
6.565 |
0.840 |
12.80 |
|
2.68 |
| | |
|
|
|
|
|
Argan |
77.600 |
15:35 |
|
74.500 |
4.16 |
84.900 |
-10.400 |
-12.25 |
|
0.85 |
| | |
|
|
|
S |
|
FDJ |
34.300 |
15:35 |
0.70 |
34.320 |
-0.06 |
33.140 |
1.180 |
3.56 |
|
-0.50 |
| | |
|
|
|
|
|
Derichebourg |
4.868 |
15:36 |
-0.49 |
4.508 |
7.99 |
5.070 |
-0.562 |
-11.08 |
|
-4.67 |
| | |
|
|
|
S |
|
Alten |
125.700 |
15:35 |
0.80 |
123.600 |
1.70 |
130.300 |
-6.700 |
-5.14 |
|
-6.13 |
| | |
|
|
|
|
|
Solutions 30 |
2.142 |
15:35 |
-1.02 |
2.146 |
-0.19 |
2.624 |
-0.478 |
-18.22 |
|
-7.37 |
| | |
|
|
|
S |
|
Aperam |
27.000 |
15:35 |
0.07 |
26.380 |
2.35 |
30.730 |
-4.350 |
-14.16 |
|
-8.39 |
| | |
|
|
|
L |
|
Interparfums |
47.900 |
15:35 |
-0.21 |
48.450 |
-1.14 |
47.500 |
0.950 |
2.00 |
|
-9.44 |
| | |
|
|
|
L |
|
Plastic Omnium |
11.590 |
15:35 |
-1.70 |
11.690 |
-0.86 |
11.660 |
0.030 |
0.26 |
|
-10.85 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/13/24 |
⇓ Δwk |
1/08/24 |
prc diff |
⇓ Δ18 |
|
∅-RS |
| | |
|
|
|
L |
|
Voltalia |
8.780 |
15:35 |
-1.13 |
8.540 |
2.81 |
8.970 |
-0.430 |
-4.79 |
|
-12.76 |
| | |
|
|
|
|
|
Icade |
28.060 |
15:35 |
-0.28 |
26.780 |
4.78 |
34.960 |
-8.180 |
-23.40 |
|
-15.52 |
| | |
|
|
|
|
|
Nexity |
12.420 |
15:37 |
2.56 |
11.800 |
5.25 |
16.960 |
-5.160 |
-30.42 |
|
-15.57 |
| | |
|
|
|
L |
|
Eutelsat |
4.376 |
15:35 |
0.23 |
3.772 |
16.01 |
4.268 |
-0.496 |
-11.62 |
|
-17.70 |
| | |
|
|
|
S |
|
SES |
5.220 |
15:35 |
1.95 |
4.658 |
12.07 |
5.995 |
-1.337 |
-22.30 |
|
-19.28 |
| | |
|
|
|
L |
|
CGG |
0.539 |
15:37 |
-3.68 |
0.446 |
20.80 |
0.581 |
-0.135 |
-23.23 |
|
-20.51 |
| | |
|
|
|
S |
|
X-FAB |
7.025 |
15:35 |
0.21 |
6.590 |
6.60 |
9.505 |
-2.915 |
-30.67 |
|
-25.05 |
| | |
|
|
|
L |
|
Valneva |
3.950 |
15:35 |
-3.66 |
3.452 |
14.43 |
4.950 |
-1.498 |
-30.26 |
|
-28.67 |
| | |
|
|
|
|
|
Euroapi |
3.292 |
15:35 |
1.17 |
3.226 |
2.05 |
5.736 |
-2.510 |
-43.76 |
|
-44.05 |
| | |
|
|
|
L |
|
Atos |
2.090 |
15:36 |
|
2.058 |
1.55 |
6.050 |
-3.992 |
-65.98 |
|
-53.31 |
| | |
|
|
|
L |
|
Orpea |
13.916 |
15:35 |
2.63 |
13.418 |
3.71 |
15.900 |
-2.482 |
-15.61 |
|
-53.89 |
CAC Mid 60 - 60 out of 60 instruments rated - 5/13/24 / 1/08/24 - 44 did rise, Market-Ratio(18) = 73.33 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Mid 60 * L18 - 38 ex 10 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | long |
1/02/06 |
6/12/06 |
161 |
|
|
|
Vallourec |
100 |
5 |
|
1,880.000 |
3,212.000 |
|
1,332.000 |
71 |
16,660 |
237 |
|
6/12/06 |
9/25/06 |
105 |
|
- cash - |
|
9/25/06 |
1/22/07 |
119 |
|
|
|
Vallourec |
100 |
4 |
|
3,500.000 |
4,026.000 |
|
526.000 |
15 |
18,764 |
54 |
|
|
1/22/07 |
8/13/07 |
203 |
|
|
|
Nexans |
100 |
219 |
|
85.643 |
104.387 |
|
18.744 |
22 |
22,869 |
43 |
|
8/13/07 |
12/24/07 |
133 |
|
- cash - |
|
12/24/07 |
12/31/07 |
7 |
|
|
|
Eramet |
100 |
63 |
|
362.500 |
350.000 |
|
-12.500 |
-3 |
22,081 |
-84 |
|
12/31/07 |
5/12/08 |
133 |
|
- cash - |
|
5/12/08 |
6/30/08 |
49 |
|
|
|
Eramet |
100 |
35 |
|
624.000 |
631.000 |
|
7.000 |
1 |
22,326 |
9 |
|
6/30/08 |
7/21/08 |
21 |
|
- cash - |
|
7/21/08 |
7/28/08 |
7 |
|
|
|
Eramet |
100 |
46 |
|
482.580 |
427.660 |
|
-54.920 |
-11 |
19,800 |
-100 |
|
7/28/08 |
8/11/08 |
14 |
|
- cash - |
|
8/11/08 |
8/25/08 |
14 |
|
|
|
Alten |
100 |
724 |
|
27.340 |
26.100 |
|
-1.240 |
-5 |
18,902 |
-70 |
|
8/25/08 |
4/06/09 |
224 |
|
- cash - |
|
4/06/09 |
11/23/09 |
231 |
|
|
|
Nexity |
100 |
962 |
|
19.640 |
23.885 |
|
4.245 |
22 |
22,986 |
36 |
|
|
11/23/09 |
8/09/10 |
259 |
|
|
|
Plastic Omnium |
100 |
11,656 |
|
1.972 |
4.386 |
|
2.414 |
122 |
51,124 |
208 |
|
8/09/10 |
9/06/10 |
28 |
|
- cash - |
|
9/06/10 |
6/20/11 |
287 |
|
|
|
Plastic Omnium |
100 |
11,798 |
|
4.333 |
6.933 |
|
2.600 |
60 |
81,798 |
82 |
|
6/20/11 |
7/04/11 |
14 |
|
- cash - |
|
7/04/11 |
8/01/11 |
28 |
|
|
|
Plastic Omnium |
100 |
10,614 |
|
7.706 |
7.919 |
|
0.213 |
3 |
84,059 |
43 |
|
8/01/11 |
1/16/12 |
168 |
|
- cash - |
|
1/16/12 |
5/28/12 |
133 |
|
|
|
Scor |
100 |
4,420 |
|
19.015 |
17.870 |
|
-1.145 |
-6 |
78,998 |
-16 |
|
5/28/12 |
8/13/12 |
77 |
|
- cash - |
|
8/13/12 |
12/10/12 |
119 |
|
|
|
CGG |
100 |
110 |
|
712.768 |
730.240 |
|
17.472 |
2 |
80,920 |
8 |
|
|
12/10/12 |
6/24/13 |
196 |
|
|
|
Bolloré |
100 |
30,535 |
|
2.650 |
3.071 |
|
0.421 |
16 |
93,775 |
32 |
|
6/24/13 |
7/08/13 |
14 |
|
- cash - |
|
7/08/13 |
2/03/14 |
210 |
|
|
|
Plastic Omnium |
100 |
6,490 |
|
14.448 |
18.750 |
|
4.302 |
30 |
121,695 |
57 |
|
|
2/03/14 |
6/16/14 |
133 |
|
|
|
Trigano |
100 |
6,415 |
|
18.970 |
17.150 |
|
-1.820 |
-10 |
110,020 |
-24 |
|
|
6/16/14 |
8/04/14 |
49 |
|
|
|
Aperam |
100 |
4,793 |
|
22.950 |
26.090 |
|
3.140 |
14 |
125,070 |
160 |
|
8/04/14 |
9/08/14 |
35 |
|
- cash - |
|
9/08/14 |
9/15/14 |
7 |
|
|
|
Aperam |
100 |
4,775 |
|
26.190 |
26.470 |
|
0.280 |
1 |
126,407 |
74 |
|
9/15/14 |
9/22/14 |
7 |
|
- cash - |
|
9/22/14 |
9/29/14 |
7 |
|
|
|
Aperam |
100 |
4,976 |
|
25.400 |
25.165 |
|
-0.235 |
-1 |
125,238 |
-38 |
|
9/29/14 |
11/24/14 |
56 |
|
- cash - |
|
11/24/14 |
1/19/15 |
56 |
|
|
|
Aperam |
100 |
4,946 |
|
25.320 |
22.960 |
|
-2.360 |
-9 |
113,565 |
-47 |
|
|
1/19/15 |
8/24/15 |
217 |
|
|
|
Trigano |
100 |
4,551 |
|
24.950 |
34.180 |
|
9.230 |
37 |
155,571 |
70 |
|
8/24/15 |
10/12/15 |
49 |
|
- cash - |
|
10/12/15 |
11/16/15 |
35 |
|
|
|
Trigano |
100 |
3,551 |
|
43.800 |
42.250 |
|
-1.550 |
-4 |
150,067 |
-31 |
|
11/16/15 |
11/30/15 |
14 |
|
- cash - |
|
11/30/15 |
12/14/15 |
14 |
|
|
|
Trigano |
100 |
2,728 |
|
55.000 |
54.690 |
|
-0.310 |
-1 |
149,221 |
-14 |
|
12/14/15 |
12/21/15 |
7 |
|
- cash - |
|
12/21/15 |
1/18/16 |
28 |
|
|
|
Trigano |
100 |
2,727 |
|
54.710 |
55.900 |
|
1.190 |
2 |
152,466 |
32 |
|
1/18/16 |
1/25/16 |
7 |
|
- cash - |
|
1/25/16 |
2/08/16 |
14 |
|
|
|
Trigano |
100 |
2,566 |
|
59.410 |
51.870 |
|
-7.540 |
-13 |
133,119 |
-97 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
2/08/16 |
3/21/16 |
42 |
|
- cash - |
|
3/21/16 |
4/04/16 |
14 |
|
|
|
VusionGroup |
100 |
7,314 |
|
18.200 |
18.390 |
|
0.190 |
1 |
134,508 |
31 |
|
4/04/16 |
4/11/16 |
7 |
|
- cash - |
|
4/11/16 |
6/27/16 |
77 |
|
|
|
VusionGroup |
100 |
7,147 |
|
18.820 |
19.990 |
|
1.170 |
6 |
142,870 |
33 |
|
6/27/16 |
7/04/16 |
7 |
|
- cash - |
|
7/04/16 |
11/21/16 |
140 |
|
|
|
VusionGroup |
100 |
6,868 |
|
20.800 |
22.440 |
|
1.640 |
8 |
154,134 |
22 |
|
|
11/21/16 |
3/20/17 |
119 |
|
|
|
Eramet |
100 |
3,143 |
|
49.040 |
42.760 |
|
-6.280 |
-13 |
134,396 |
-34 |
|
|
3/20/17 |
2/12/18 |
329 |
|
|
|
Derichebourg |
100 |
27,344 |
|
4.915 |
7.560 |
|
2.645 |
54 |
206,721 |
61 |
|
|
2/12/18 |
5/28/18 |
105 |
|
|
|
Eramet |
100 |
1,835 |
|
112.600 |
146.700 |
|
34.100 |
30 |
269,294 |
151 |
|
5/28/18 |
6/11/18 |
14 |
|
- cash - |
|
6/11/18 |
6/25/18 |
14 |
|
|
|
Eramet |
100 |
2,103 |
|
128.000 |
109.200 |
|
-18.800 |
-15 |
229,758 |
-98 |
|
6/25/18 |
7/09/18 |
14 |
|
- cash - |
|
7/09/18 |
7/30/18 |
21 |
|
|
|
Eramet |
100 |
1,955 |
|
117.500 |
81.350 |
|
-36.150 |
-31 |
159,085 |
-100 |
|
|
7/30/18 |
9/10/18 |
42 |
|
|
|
Valneva |
100 |
38,333 |
|
4.150 |
3.875 |
|
-0.275 |
-7 |
148,543 |
-45 |
|
9/10/18 |
9/24/18 |
14 |
|
- cash - |
|
9/24/18 |
10/01/18 |
7 |
|
|
|
Interparfums |
100 |
4,630 |
|
32.081 |
33.471 |
|
1.390 |
4 |
154,979 |
813 |
|
10/01/18 |
2/18/19 |
140 |
|
- cash - |
|
2/18/19 |
8/05/19 |
168 |
|
|
|
GTT |
100 |
1,940 |
|
79.850 |
80.450 |
|
0.600 |
1 |
156,143 |
2 |
|
8/05/19 |
9/09/19 |
35 |
|
- cash - |
|
9/09/19 |
3/02/20 |
175 |
|
|
|
CGG |
100 |
70,461 |
|
2.216 |
2.415 |
|
0.199 |
9 |
170,164 |
20 |
|
3/02/20 |
7/13/20 |
133 |
|
- cash - |
|
7/13/20 |
8/16/21 |
399 |
|
|
|
Valneva |
100 |
38,325 |
|
4.440 |
10.800 |
|
6.360 |
143 |
413,911 |
125 |
|
|
8/16/21 |
12/20/21 |
126 |
|
|
|
Derichebourg |
100 |
43,893 |
|
9.430 |
9.150 |
|
-0.280 |
-3 |
401,621 |
-8 |
|
|
12/20/21 |
1/24/22 |
35 |
|
|
|
Valneva |
100 |
15,688 |
|
25.600 |
14.230 |
|
-11.370 |
-44 |
223,249 |
-100 |
|
|
1/24/22 |
3/07/22 |
42 |
|
|
|
Eramet |
100 |
2,569 |
|
86.900 |
127.600 |
|
40.700 |
47 |
327,807 |
2,717 |
|
3/07/22 |
4/04/22 |
28 |
|
- cash - |
|
4/04/22 |
5/02/22 |
28 |
|
|
|
Eramet |
100 |
2,102 |
|
155.900 |
125.300 |
|
-30.600 |
-20 |
263,486 |
-94 |
|
5/02/22 |
5/30/22 |
28 |
|
- cash - |
|
5/30/22 |
6/13/22 |
14 |
|
|
|
Eramet |
100 |
1,788 |
|
147.300 |
111.800 |
|
-35.500 |
-24 |
200,012 |
-100 |
|
6/13/22 |
7/11/22 |
28 |
|
- cash - |
|
7/11/22 |
7/18/22 |
7 |
|
|
|
GTT |
100 |
1,668 |
|
119.900 |
126.300 |
|
6.400 |
5 |
210,687 |
1,405 |
|
7/18/22 |
9/12/22 |
56 |
|
- cash - |
|
9/12/22 |
9/19/22 |
7 |
|
|
|
VusionGroup |
100 |
1,987 |
|
106.000 |
97.200 |
|
-8.800 |
-8 |
193,202 |
-99 |
|
9/19/22 |
11/07/22 |
49 |
|
- cash - |
|
11/07/22 |
2/27/23 |
112 |
|
|
|
VusionGroup |
100 |
1,685 |
|
114.600 |
119.400 |
|
4.800 |
4 |
201,290 |
14 |
|
|
2/27/23 |
5/29/23 |
91 |
|
|
|
Verallia |
100 |
5,316 |
|
37.860 |
34.080 |
|
-3.780 |
-10 |
181,195 |
-34 |
|
|
5/29/23 |
6/19/23 |
21 |
|
|
|
VusionGroup |
100 |
1,155 |
|
156.800 |
169.600 |
|
12.800 |
8 |
195,979 |
291 |
|
6/19/23 |
7/24/23 |
35 |
|
- cash - |
|
7/24/23 |
8/07/23 |
14 |
|
|
|
Scor |
100 |
6,871 |
|
28.520 |
27.710 |
|
-0.810 |
-3 |
190,414 |
-53 |
|
8/07/23 |
8/14/23 |
7 |
|
- cash - |
|
8/14/23 |
8/21/23 |
7 |
|
|
|
X-FAB |
100 |
17,598 |
|
10.820 |
10.260 |
|
-0.560 |
-5 |
180,559 |
-94 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
8/21/23 |
8/28/23 |
7 |
|
- cash - |
|
8/28/23 |
9/11/23 |
14 |
|
|
|
X-FAB |
100 |
17,361 |
|
10.400 |
9.850 |
|
-0.550 |
-5 |
171,010 |
-76 |
|
9/11/23 |
12/11/23 |
91 |
|
- cash - |
|
12/11/23 |
4/29/24 |
140 |
|
|
|
GTT |
100 |
1,373 |
|
124.500 |
129.800 |
|
5.300 |
4 |
178,287 |
11 |
|
|
4/29/24 |
5/20/24 |
21 |
|
|
|
Rubis |
100 |
5,465 |
|
32.620 |
32.300 |
|
-0.320 |
-1 |
176,538 |
-16 |
|
accum | 1/02/06 |
5/20/24 | 4872 |
days out of 6713 invested (73%) |
1,665 |
176,538 |
24 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Plastic Omnium | long | 11/23/09 | 8/09/10 | 259 | 1.97 | 4.39 | | 2.41 | 122.41 | | | |
| | 9/06/10 | 6/20/11 | 287 | 4.33 | 6.93 | | 2.60 | 60.00 | | | |
| | 7/04/11 | 8/01/11 | 28 | 7.71 | 7.92 | | 0.21 | 2.76 | | | |
| | 7/08/13 | 2/03/14 | 210 | 14.45 | 18.75 | | 4.30 | 29.78 | | | 374.60 |
Vallourec | | 1/02/06 | 6/12/06 | 161 | 1,880.00 | 3,212.00 | | 1,332.00 | 70.85 | | | |
| | 9/25/06 | 1/22/07 | 119 | 3,500.00 | 4,026.00 | | 526.00 | 15.03 | | | 96.53 |
Derichebourg | | 3/20/17 | 2/12/18 | 329 | 4.92 | 7.56 | | 2.65 | 53.81 | | | |
| | 8/16/21 | 12/20/21 | 126 | 9.43 | 9.15 | | -0.28 | -2.97 | | | 49.25 |
Valneva | | 7/30/18 | 9/10/18 | 42 | 4.15 | 3.88 | | -0.28 | -6.63 | | | |
| | 7/13/20 | 8/16/21 | 399 | 4.44 | 10.80 | | 6.36 | 143.24 | | | |
| | 12/20/21 | 1/24/22 | 35 | 25.60 | 14.23 | | -11.37 | -44.41 | | | 26.25 |
Nexans | | 1/22/07 | 8/13/07 | 203 | 85.64 | 104.39 | | 18.74 | 21.89 | | | 21.89 |
Nexity | | 4/06/09 | 11/23/09 | 231 | 19.64 | 23.89 | | 4.25 | 21.61 | | | 21.61 |
VusionGroup | | 3/21/16 | 4/04/16 | 14 | 18.20 | 18.39 | | 0.19 | 1.04 | | | |
| | 4/11/16 | 6/27/16 | 77 | 18.82 | 19.99 | | 1.17 | 6.22 | | | |
| | 7/04/16 | 11/21/16 | 140 | 20.80 | 22.44 | | 1.64 | 7.88 | | | |
| | 9/12/22 | 9/19/22 | 7 | 106.00 | 97.20 | | -8.80 | -8.30 | | | |
| | 11/07/22 | 2/27/23 | 112 | 114.60 | 119.40 | | 4.80 | 4.19 | | | |
| | 5/29/23 | 6/19/23 | 21 | 156.80 | 169.60 | | 12.80 | 8.16 | | | 19.65 |
Bolloré | | 12/10/12 | 6/24/13 | 196 | 2.65 | 3.07 | | 0.42 | 15.89 | | | 15.89 |
CGG | | 8/13/12 | 12/10/12 | 119 | 712.77 | 730.24 | | 17.47 | 2.45 | | | |
| | 9/09/19 | 3/02/20 | 175 | 2.22 | 2.42 | | 0.20 | 8.98 | | | 11.65 |
GTT | | 2/18/19 | 8/05/19 | 168 | 79.85 | 80.45 | | 0.60 | 0.75 | | | |
| | 7/11/22 | 7/18/22 | 7 | 119.90 | 126.30 | | 6.40 | 5.34 | | | |
| | 12/11/23 | 4/29/24 | 140 | 124.50 | 129.80 | | 5.30 | 4.26 | | | 10.65 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Trigano | | 2/03/14 | 6/16/14 | 133 | 18.97 | 17.15 | | -1.82 | -9.59 | | | |
| | 1/19/15 | 8/24/15 | 217 | 24.95 | 34.18 | | 9.23 | 36.99 | | | |
| | 10/12/15 | 11/16/15 | 35 | 43.80 | 42.25 | | -1.55 | -3.54 | | | |
| | 11/30/15 | 12/14/15 | 14 | 55.00 | 54.69 | | -0.31 | -0.56 | | | |
| | 12/21/15 | 1/18/16 | 28 | 54.71 | 55.90 | | 1.19 | 2.18 | | | |
| | 1/25/16 | 2/08/16 | 14 | 59.41 | 51.87 | | -7.54 | -12.69 | | | 5.97 |
Interparfums | | 9/24/18 | 10/01/18 | 7 | 32.08 | 33.47 | | 1.39 | 4.33 | | | 4.33 |
Aperam | | 6/16/14 | 8/04/14 | 49 | 22.95 | 26.09 | | 3.14 | 13.68 | | | |
| | 9/08/14 | 9/15/14 | 7 | 26.19 | 26.47 | | 0.28 | 1.07 | | | |
| | 9/22/14 | 9/29/14 | 7 | 25.40 | 25.17 | | -0.23 | -0.93 | | | |
| | 11/24/14 | 1/19/15 | 56 | 25.32 | 22.96 | | -2.36 | -9.32 | | | 3.22 |
Rubis | | 4/29/24 | 5/20/24 | 21 | 32.62 | 32.30 | | -0.32 | -0.98 | | | -0.98 |
Alten | | 8/11/08 | 8/25/08 | 14 | 27.34 | 26.10 | | -1.24 | -4.54 | | | -4.54 |
Scor | | 1/16/12 | 5/28/12 | 133 | 19.02 | 17.87 | | -1.15 | -6.02 | | | |
| | 7/24/23 | 8/07/23 | 14 | 28.52 | 27.71 | | -0.81 | -2.84 | | | -8.69 |
Verallia | | 2/27/23 | 5/29/23 | 91 | 37.86 | 34.08 | | -3.78 | -9.98 | | | -9.98 |
X-FAB | | 8/14/23 | 8/21/23 | 7 | 10.82 | 10.26 | | -0.56 | -5.18 | | | |
| | 8/28/23 | 9/11/23 | 14 | 10.40 | 9.85 | | -0.55 | -5.29 | | | -10.19 |
Eramet | | 12/24/07 | 12/31/07 | 7 | 362.50 | 350.00 | | -12.50 | -3.45 | | | |
| | 5/12/08 | 6/30/08 | 49 | 624.00 | 631.00 | | 7.00 | 1.12 | | | |
| | 7/21/08 | 7/28/08 | 7 | 482.58 | 427.66 | | -54.92 | -11.38 | | | |
| | 11/21/16 | 3/20/17 | 119 | 49.04 | 42.76 | | -6.28 | -12.81 | | | |
| | 2/12/18 | 5/28/18 | 105 | 112.60 | 146.70 | | 34.10 | 30.28 | | | |
| | 6/11/18 | 6/25/18 | 14 | 128.00 | 109.20 | | -18.80 | -14.69 | | | |
| | 7/09/18 | 7/30/18 | 21 | 117.50 | 81.35 | | -36.15 | -30.77 | | | |
| | 1/24/22 | 3/07/22 | 42 | 86.90 | 127.60 | | 40.70 | 46.84 | | | |
| | 4/04/22 | 5/02/22 | 28 | 155.90 | 125.30 | | -30.60 | -19.63 | | | |
| | 5/30/22 | 6/13/22 | 14 | 147.30 | 111.80 | | -35.50 | -24.10 | | | -48.00 |
Annotations
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) |
|
|