| |
| |
Assessment - CAC Mid 60 - 5/13/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/13/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| | |
|
|
|
L |
|
CAC Mid 60 |
15,195.000 |
16:05 |
0.53 |
15,034.000 |
1.07 |
13,657.100 |
1,376.900 |
10.08 |
|
8.52 |
| | |
|
|
|
L |
|
Eramet |
102.800 |
15:35 |
1.48 |
102.100 |
0.69 |
62.850 |
39.250 |
62.45 |
|
40.18 |
| | |
|
|
|
L |
|
Nexans |
110.100 |
15:35 |
0.55 |
107.100 |
2.80 |
83.700 |
23.400 |
27.96 |
|
34.79 |
| | |
|
|
|
L |
|
Rubis |
32.300 |
15:35 |
0.62 |
31.880 |
1.32 |
23.680 |
8.200 |
34.63 |
|
34.10 |
| | |
|
|
|
L |
|
ID Logistics |
374.500 |
15:35 |
-0.66 |
372.000 |
0.67 |
313.500 |
58.500 |
18.66 |
|
31.96 |
| | |
|
|
|
L |
|
Eurazeo |
77.150 |
15:35 |
0.85 |
85.100 |
-9.34 |
71.800 |
13.300 |
18.52 |
|
30.73 |
| | |
|
|
|
|
|
Vallourec |
17.210 |
15:37 |
3.24 |
16.355 |
5.23 |
12.995 |
3.360 |
25.86 |
|
29.27 |
| | |
|
|
|
L |
|
VusionGroup |
162.500 |
15:35 |
2.33 |
156.200 |
4.03 |
123.600 |
32.600 |
26.38 |
|
28.15 |
| | |
|
|
|
L |
|
SPIE |
36.960 |
15:35 |
-0.11 |
36.760 |
0.54 |
29.320 |
7.440 |
25.38 |
|
26.87 |
| | |
|
|
|
|
|
Ipsos |
67.600 |
15:35 |
0.97 |
65.000 |
4.00 |
59.450 |
5.550 |
9.34 |
|
25.01 |
| | |
|
|
|
L |
|
Amundi |
71.700 |
15:35 |
0.35 |
71.400 |
0.42 |
63.000 |
8.400 |
13.33 |
|
24.69 |
| | |
|
|
|
L |
|
JCDecaux |
21.820 |
15:35 |
1.21 |
21.780 |
0.18 |
17.960 |
3.820 |
21.27 |
|
24.12 |
| | |
|
|
|
L |
|
Elior |
3.780 |
15:35 |
0.69 |
2.894 |
30.62 |
2.632 |
0.262 |
9.95 |
|
23.47 |
| | |
|
|
|
L |
|
elis |
22.940 |
15:35 |
0.53 |
22.420 |
2.32 |
19.680 |
2.740 |
13.92 |
|
22.49 |
| | |
|
|
|
L |
|
Coface |
15.680 |
15:35 |
0.71 |
15.330 |
2.28 |
12.470 |
2.860 |
22.94 |
|
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 |
7.360 |
1.335 |
18.14 |
|
18.35 |
| | |
|
|
|
L |
|
Imerys |
35.660 |
15:35 |
0.62 |
34.920 |
2.12 |
26.220 |
8.700 |
33.18 |
|
18.06 |
| | |
|
|
|
|
|
Mercialys |
11.190 |
15:36 |
0.18 |
10.550 |
6.07 |
10.300 |
0.250 |
2.43 |
|
17.89 |
| | |
|
|
|
L |
|
Lectra |
32.900 |
15:35 |
-1.50 |
33.700 |
-2.37 |
30.400 |
3.300 |
10.86 |
|
16.50 |
| | |
|
|
|
L |
|
Fnac Darty |
32.800 |
15:35 |
-0.91 |
32.350 |
1.39 |
26.400 |
5.950 |
22.54 |
|
16.15 |
| | |
|
|
|
|
|
GTT |
137.500 |
15:35 |
0.66 |
134.500 |
2.23 |
129.200 |
5.300 |
4.10 |
|
15.16 |
| | |
|
|
|
L |
|
Dassault Aviation |
206.600 |
15:35 |
0.29 |
207.800 |
-0.58 |
177.500 |
30.300 |
17.07 |
|
14.58 |
| | |
|
|
|
|
|
SEB |
114.200 |
15:37 |
-0.52 |
115.800 |
-1.38 |
109.900 |
5.900 |
5.37 |
|
13.45 |
| | |
|
|
|
L |
|
Scor |
29.200 |
15:35 |
-3.38 |
31.660 |
-7.77 |
27.680 |
3.980 |
14.38 |
|
13.26 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/13/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| | |
|
|
|
L |
|
Wendel |
94.100 |
15:35 |
0.97 |
96.350 |
-2.34 |
81.050 |
15.300 |
18.88 |
|
12.96 |
| | |
|
|
|
|
|
Trigano |
142.500 |
15:36 |
-1.04 |
153.900 |
-7.41 |
143.000 |
10.900 |
7.62 |
|
12.18 |
| | |
|
|
|
|
|
Sopra Steria |
223.600 |
15:35 |
1.45 |
217.800 |
2.66 |
194.300 |
23.500 |
12.09 |
|
11.00 |
| | |
|
|
|
|
|
Carmila |
16.240 |
15:35 |
-0.85 |
16.460 |
-1.34 |
16.060 |
0.400 |
2.49 |
|
10.96 |
| | |
|
|
|
L |
|
Technip Energies |
23.460 |
15:35 |
1.03 |
23.360 |
0.43 |
20.140 |
3.220 |
15.99 |
|
10.64 |
| | |
|
|
|
L |
|
Neoen |
29.500 |
15:35 |
0.14 |
29.920 |
-1.40 |
27.280 |
2.640 |
9.68 |
|
10.46 |
| | |
|
|
|
L |
|
Bic |
66.600 |
15:35 |
0.15 |
66.400 |
0.30 |
65.000 |
1.400 |
2.15 |
|
10.00 |
| | |
|
|
|
L |
|
Bénéteau |
13.680 |
15:35 |
0.74 |
14.080 |
-2.84 |
11.480 |
2.600 |
22.65 |
|
9.35 |
| | |
|
|
|
L |
|
Covivio |
49.760 |
15:35 |
-0.08 |
48.200 |
3.24 |
45.960 |
2.240 |
4.87 |
|
9.33 |
| | |
|
|
|
L |
|
Verallia |
37.240 |
15:35 |
-0.16 |
38.060 |
-2.15 |
32.060 |
6.000 |
18.71 |
|
8.77 |
| | |
|
|
|
|
|
Bolloré |
6.250 |
15:39 |
1.46 |
6.135 |
1.87 |
5.720 |
0.415 |
7.26 |
|
8.28 |
| | |
|
|
|
L |
|
Ipsen |
121.700 |
15:35 |
0.75 |
119.000 |
2.27 |
104.100 |
14.900 |
14.31 |
|
7.70 |
| | |
|
|
|
L |
|
Clariane |
4.416 |
15:35 |
22.67 |
3.198 |
38.09 |
2.176 |
1.022 |
46.97 |
|
7.30 |
| | |
|
|
|
L |
|
Mersen |
40.100 |
15:35 |
0.75 |
38.650 |
3.75 |
32.550 |
6.100 |
18.74 |
|
6.21 |
| | |
|
|
|
L |
|
Aéroports de Paris |
127.800 |
15:35 |
0.71 |
125.600 |
1.75 |
117.800 |
7.800 |
6.62 |
|
4.03 |
| | |
|
|
|
L |
|
Métropole TV |
13.640 |
15:39 |
0.59 |
13.300 |
2.56 |
12.940 |
0.360 |
2.78 |
|
3.70 |
| | |
|
|
|
L |
|
ALD |
7.215 |
15:35 |
0.49 |
7.405 |
-2.57 |
5.825 |
1.580 |
27.12 |
|
2.68 |
| | |
|
|
|
|
|
Argan |
77.600 |
15:35 |
|
74.500 |
4.16 |
84.700 |
-10.200 |
-12.04 |
|
0.85 |
| | |
|
|
|
S |
|
FDJ |
34.300 |
15:35 |
0.70 |
34.320 |
-0.06 |
33.200 |
1.120 |
3.37 |
|
-0.50 |
| | |
|
|
|
|
|
Derichebourg |
4.868 |
15:36 |
-0.49 |
4.508 |
7.99 |
5.010 |
-0.502 |
-10.02 |
|
-4.67 |
| | |
|
|
|
S |
|
Alten |
125.700 |
15:35 |
0.80 |
123.600 |
1.70 |
130.800 |
-7.200 |
-5.50 |
|
-6.13 |
| | |
|
|
|
|
|
Solutions 30 |
2.142 |
15:35 |
-1.02 |
2.146 |
-0.19 |
2.548 |
-0.402 |
-15.78 |
|
-7.37 |
| | |
|
|
|
S |
|
Aperam |
27.000 |
15:35 |
0.07 |
26.380 |
2.35 |
28.980 |
-2.600 |
-8.97 |
|
-8.39 |
| | |
|
|
|
L |
|
Interparfums |
47.900 |
15:35 |
-0.21 |
48.450 |
-1.14 |
47.050 |
1.400 |
2.98 |
|
-9.44 |
| | |
|
|
|
L |
|
Plastic Omnium |
11.590 |
15:35 |
-1.70 |
11.690 |
-0.86 |
11.160 |
0.530 |
4.75 |
|
-10.85 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/13/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| | |
|
|
|
L |
|
Voltalia |
8.780 |
15:35 |
-1.13 |
8.540 |
2.81 |
8.640 |
-0.100 |
-1.16 |
|
-12.76 |
| | |
|
|
|
|
|
Icade |
28.060 |
15:35 |
-0.28 |
26.780 |
4.78 |
34.800 |
-8.020 |
-23.05 |
|
-15.52 |
| | |
|
|
|
|
|
Nexity |
12.420 |
15:37 |
2.56 |
11.800 |
5.25 |
16.310 |
-4.510 |
-27.65 |
|
-15.57 |
| | |
|
|
|
L |
|
Eutelsat |
4.376 |
15:35 |
0.23 |
3.772 |
16.01 |
4.340 |
-0.568 |
-13.09 |
|
-17.70 |
| | |
|
|
|
S |
|
SES |
5.220 |
15:35 |
1.95 |
4.658 |
12.07 |
6.040 |
-1.382 |
-22.88 |
|
-19.28 |
| | |
|
|
|
L |
|
CGG |
0.539 |
15:37 |
-3.68 |
0.446 |
20.80 |
0.511 |
-0.065 |
-12.65 |
|
-20.51 |
| | |
|
|
|
S |
|
X-FAB |
7.025 |
15:35 |
0.21 |
6.590 |
6.60 |
9.225 |
-2.635 |
-28.56 |
|
-25.05 |
| | |
|
|
|
L |
|
Valneva |
3.950 |
15:35 |
-3.66 |
3.452 |
14.43 |
4.371 |
-0.919 |
-21.02 |
|
-28.67 |
| | |
|
|
|
|
|
Euroapi |
3.292 |
15:35 |
1.17 |
3.226 |
2.05 |
5.772 |
-2.546 |
-44.11 |
|
-44.05 |
| | |
|
|
|
L |
|
Atos |
2.090 |
15:36 |
|
2.058 |
1.55 |
4.128 |
-2.070 |
-50.15 |
|
-53.31 |
| | |
|
|
|
L |
|
Orpea |
13.916 |
15:35 |
2.63 |
13.418 |
3.71 |
14.600 |
-1.182 |
-8.10 |
|
-53.89 |
CAC Mid 60 - 60 out of 60 instruments rated - 5/13/24 / 1/15/24 - 44 did rise, Market-Ratio(17) = 73.33 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
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 |
85,661 |
|
47.190 |
47.900 |
46.480 |
-0.710 |
-2 |
3,981,539 |
-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 |
19,169 |
|
126.400 |
119.550 |
|
-6.850 |
-5 |
2,291,743 |
-30 |
|
short |
2/05/18 |
3/18/19 |
406 |
|
|
|
Innate Pharma |
100 |
436,107 |
|
5.255 |
6.585 |
3.925 |
-1.330 |
-25 |
1,711,720 |
-23 |
|
long |
3/18/19 |
3/25/19 |
7 |
|
|
|
GTT |
100 |
20,462 |
|
83.650 |
79.900 |
|
-3.750 |
-4 |
1,634,988 |
-91 |
|
short |
3/25/19 |
4/08/19 |
14 |
|
|
|
DBV Technologies |
100 |
126,743 |
|
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 |
|
|
|
Vallourec |
100 |
80,380 |
|
17.784 |
20.950 |
14.618 |
-3.166 |
-18 |
1,175,008 |
-72 |
|
long |
11/16/20 |
7/12/21 |
238 |
|
|
|
Solutions 30 |
100 |
67,104 |
|
17.510 |
6.350 |
|
-11.160 |
-64 |
426,127 |
-79 |
|
short |
7/12/21 |
11/15/21 |
126 |
|
|
|
Vallourec |
100 |
57,976 |
|
7.350 |
7.240 |
7.462 |
0.112 |
2 |
432,603 |
4 |
|
long |
11/15/21 |
11/22/21 |
7 |
|
|
|
Valneva |
100 |
20,444 |
|
21.160 |
19.060 |
|
-2.100 |
-10 |
389,671 |
-100 |
|
short |
11/22/21 |
1/17/22 |
56 |
|
|
|
Vallourec |
100 |
51,611 |
|
7.550 |
9.285 |
5.815 |
-1.735 |
-23 |
300,125 |
-82 |
|
long |
1/17/22 |
1/24/22 |
7 |
|
|
|
Derichebourg |
100 |
25,178 |
|
11.920 |
10.760 |
|
-1.160 |
-10 |
270,919 |
-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 |
103,800 |
|
2.610 |
3.058 |
2.162 |
-0.448 |
-17 |
224,417 |
-18 |
|
long |
1/16/23 |
3/27/23 |
70 |
|
|
|
Elior |
100 |
56,104 |
|
4.000 |
3.104 |
|
-0.896 |
-22 |
174,147 |
-73 |
|
short |
3/27/23 |
2/12/24 |
322 |
|
|
|
Orpea |
100 |
82 |
|
2,100.000 |
13.200 |
334,090.909 |
331,990.909 |
15,809 |
27,397,402 |
31,208 |
|
long |
2/12/24 |
4/22/24 |
70 |
|
|
|
Eurazeo |
100 |
351,023 |
|
78.050 |
81.950 |
|
3.900 |
5 |
28,766,392 |
29 |
|
short |
4/22/24 |
5/13/24 |
21 |
|
|
|
Orpea |
100 |
2,332,662 |
|
12.332 |
13.418 |
11.246 |
-1.086 |
-9 |
26,233,121 |
-80 |
|
long |
5/13/24 |
5/20/24 |
7 |
|
|
|
Eramet |
100 |
256,935 |
|
102.100 |
102.800 |
|
0.700 |
1 |
26,412,975 |
43 |
|
accum | 5/22/06 |
5/20/24 | 6573 |
days out of 6713 invested (98%) |
264,030 |
26,412,975 |
55 |
|
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 | 2,100.00 | 13.20 | 334,090.91 | 331,990.91 | 15,809.09 | | | |
| short | 4/22/24 | 5/13/24 | 21 | 12.33 | 13.42 | 11.25 | -1.09 | -8.81 | | | 14,408.08 |
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 | | | |
| long | 5/13/24 | 5/20/24 | 7 | 102.10 | 102.80 | | 0.70 | 0.69 | | | 29.07 |
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 |
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 |
Eurazeo | long | 2/12/24 | 4/22/24 | 70 | 78.05 | 81.95 | | 3.90 | 5.00 | | | 5.00 |
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 | 47.19 | 47.90 | 46.48 | -0.71 | -1.50 | | | |
| long | 12/11/17 | 2/05/18 | 56 | 126.40 | 119.55 | | -6.85 | -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 | 9/21/20 | 11/16/20 | 56 | 17.78 | 20.95 | 14.62 | -3.17 | -17.80 | | | |
| 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 | | | -76.91 |
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) |
|
|