Assessment - CAC Mid 60 in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								CAC Mid 60	14,235.813	12/08/24	-0.08	14,556.633	-2.20	15,320.686	-764.053	-4.99		-3.26
						L		Viridien	39.762	12/08/24	-0.83	0.533	7,355.75	0.662	-0.129	-19.45		-9.90
								Euroapi	4.245	12/08/24	-3.04	2.729	55.58	6.344	-3.615	-56.99		-50.28
								ID Logistics	464.444	12/08/24	0.70	396.869	17.03	339.901	56.968	16.76		24.93
								Interparfums	47.732	12/08/24	-1.87	41.189	15.89	55.801	-14.613	-26.19		-25.95
						L		Elior	3.424	12/08/24	3.30	2.997	14.24	3.246	-0.249	-7.68		16.91
								Nexans	127.856	12/08/24	0.08	112.089	14.07	87.743	24.346	27.75		25.75
								Nexity	10.431	12/08/24	-0.77	9.284	12.36	18.656	-9.372	-50.24		-34.75
								Mercialys	12.528	12/08/24	-0.85	11.155	12.31	11.011	0.144	1.31		10.64
						S		FDJ	37.885	12/08/24	0.40	34.066	11.21	36.359	-2.293	-6.31		-7.58
						L		Voltalia	10.919	12/08/24	-0.97	9.847	10.89	11.537	-1.690	-14.65		-3.13
								Dassault Aviation	203.261	12/08/24	-0.52	183.633	10.69	198.405	-14.772	-7.45		-8.06
								Eutelsat	4.535	12/08/24	2.17	4.155	9.14	4.705	-0.550	-11.69		-12.65
								Covivio	50.992	12/08/24	-0.50	47.968	6.31	53.897	-5.929	-11.00		0.24
								Ayvens	6.264	12/08/24	-1.02	5.915	5.89	7.136	-1.220	-17.10		-20.46
								Derichebourg	4.887	12/08/24	0.80	4.709	3.78	5.624	-0.916	-16.28		-7.10
								Bolloré	6.173	12/08/24	-1.62	5.953	3.69	6.261	-0.308	-4.92		-3.44
						S		GTT	135.579	12/08/24	0.16	130.860	3.61	132.750	-1.890	-1.42		-0.46
								Carmila	17.655	12/08/24	0.61	17.055	3.52	17.250	-0.195	-1.13		4.16
								Coface	14.813	12/08/24	0.88	14.309	3.52	13.109	1.200	9.15		3.41
								Amundi	68.701	12/08/24	0.63	66.449	3.39	68.202	-1.753	-2.57		5.15
						L		Neoen	41.167	12/08/24	-0.10	40.052	2.79	33.525	6.527	19.47		34.60
								elis	22.654	12/08/24	0.67	22.053	2.72	20.914	1.139	5.44		8.35
								Rubis	29.454	12/08/24	0.22	28.832	2.16	24.911	3.921	15.74		9.86
						S		Wendel	91.334	12/08/24	-0.70	89.510	2.04	89.293	0.217	0.24		-2.01
								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		Argan	80.983	12/08/24	0.53	79.374	2.03	93.113	-13.739	-14.76		-1.31
								Bic	61.032	12/08/24	-1.90	59.852	1.97	69.586	-9.733	-13.99		-10.27
								TF1	8.388	12/08/24		8.227	1.96	7.900	0.327	4.14		0.57
						S		Aperam	26.880	12/08/24	-0.63	26.408	1.79	36.404	-9.996	-27.46		-13.12
								Virbac	366.300	12/08/24	0.59	362.009	1.19	398.028	-36.018	-9.05		10.13
						L		Icade	21.753	12/08/24	-1.74	21.538	1.00	39.349	-17.811	-45.26		-34.62
								Clariane	1.989	12/08/24	-1.64	1.986	0.11	2.662	-0.675	-25.37		-34.61
								VusionGroup	143.731	12/08/24	0.15	144.804	-0.74	150.354	-5.550	-3.69		10.72
								Technip Energies	22.075	12/08/24	-0.68	22.482	-1.81	23.428	-0.946	-4.04		-3.34
								Aéroports de Paris	120.241	12/08/24	-0.62	123.244	-2.44	129.760	-6.516	-5.02		-4.46
								JCDecaux	19.307	12/08/24	-0.50	19.994	-3.43	20.150	-0.157	-0.78		4.09
								Métropole TV	12.635	12/08/24	0.17	13.107	-3.60	14.327	-1.219	-8.51		-5.63
								SPIE	36.126	12/08/24	0.54	37.542	-3.77	31.333	6.209	19.82		16.85
						S		SES	5.033	12/08/24	0.60	5.245	-4.05	6.599	-1.354	-20.51		-15.32
								Ipsos	59.638	12/08/24	-0.36	62.319	-4.30	62.832	-0.513	-0.82		7.08
								Valneva	3.297	12/08/24	-1.28	3.490	-5.53	5.226	-1.736	-33.21		-29.54
								Mersen	32.715	12/08/24	-1.45	35.021	-6.58	38.972	-3.951	-10.14		-10.85
								Opmobility	9.160	12/08/24	-1.16	9.975	-8.17	13.286	-3.311	-24.92		-26.66
								Eurazeo	72.777	12/08/24	0.97	79.374	-8.31	79.550	-0.176	-0.22		10.49
						L		Ipsen	111.445	12/08/24	0.78	121.742	-8.46	119.464	2.279	1.91		0.91
						S		Alten	103.240	12/08/24	-0.31	112.947	-8.59	149.025	-36.078	-24.21		-18.45
						S		Solutions 30	1.497	12/08/24	-0.99	1.641	-8.76	2.952	-1.311	-44.40		-31.18
						S		Trigano	109.944	12/08/24	-0.87	120.562	-8.81	164.193	-43.631	-26.57		-19.22
								Vallourec	14.341	12/08/24	-0.59	15.768	-9.05	15.528	0.239	1.54		9.27
								X-FAB	5.873	12/08/24	1.96	6.489	-9.50	11.138	-4.649	-41.74		-29.43
								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		Lectra	27.566	12/08/24	-0.96	30.462	-9.51	34.931	-4.469	-12.79		-3.65
								SEB	94.766	12/08/24	-0.67	105.385	-10.08	125.110	-19.725	-15.77		-6.40
								Bénéteau	9.407	12/08/24	-2.01	10.694	-12.04	13.817	-3.123	-22.61		-21.52
						L		Fnac Darty	28.156	12/08/24	-0.19	32.339	-12.94	30.447	1.892	6.22		7.68
						S		Sopra Steria	176.339	12/08/24	-1.38	203.154	-13.20	218.998	-15.844	-7.23		-6.13
								Atos	0.913	12/08/24	-2.21	1.054	-13.41	7.806	-6.752	-86.50		-71.01
						L		Imerys	31.406	12/08/24	0.21	36.533	-14.03	31.532	5.001	15.86		13.65
						L		Orpea	10.668	12/08/24	-42.87	13.206	-19.22	18.711	-5.505	-29.42		-47.16
								Verallia	28.188	12/08/24	-1.13	36.684	-23.16	38.596	-1.912	-4.95		-4.02
						L		Eramet	77.604	12/08/24	5.24	104.795	-25.95	79.163	25.632	32.38		31.22
						S		Scor	18.374	12/08/24	1.06	25.914	-29.10	29.296	-3.381	-11.54		-15.32
CAC Mid 60 - 60 out of 60 instruments rated - 1/07/24 / 1/01/24 - 15 did rise, Market-Ratio(26) in USD = 25.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions CAC Mid 60 in Dollar * Mixed Straddles L18 - 39/37 (1) - S21 - 17/25 (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		25/09/06	266				- cash -
long	25/09/06	6/08/07	315				Eiffage	100	99		100.035	127.685		27.650	28	12,737	33
6/08/07		26/11/07	112				- cash -
short	26/11/07	12/05/08	168				Innate Pharma	100	2,320		5.489	3.778	7.975	2.486	45	18,505	125
12/05/08		19/05/08	7				- cash -
long	19/05/08	23/06/08	35				Ubisoft	100	334		55.298	42.459		-12.840	-23	14,216	-94
23/06/08		22/09/08	91				- cash -
short	22/09/08	16/03/09	175				Vantiva	100	16		869.282	104.306	7,244.566	6,375.284	733	116,221	8,230
16/03/09		6/04/09	21				- cash -
long	6/04/09	15/02/10	315				Nexity	100	4,387		26.487	34.003		7.516	28	149,194	34
15/02/10		1/03/10	14				- cash -
	1/03/10	24/05/10	84				Opmobility	100	41,964		3.555	4.101		0.546	15	172,112	86
24/05/10		31/05/10	7				- cash -
	31/05/10	5/07/10	35				Opmobility	100	39,982		4.305	4.723		0.419	10	188,845	163
5/07/10		12/07/10	7				- cash -
	12/07/10	9/08/10	28				Opmobility	100	37,550		5.029	5.825		0.796	16	218,734	579
9/08/10		13/09/10	35				- cash -
	13/09/10	20/06/11	280				Opmobility	100	40,110		5.453	9.918		4.464	82	397,800	118
20/06/11		4/07/11	14				- cash -
	4/07/11	1/08/11	28				Altran Technologies	100	48,230		8.248	7.702		-0.546	-7	371,466	-59
1/08/11		8/08/11	7				- cash -
short	8/08/11	2/01/12	147				Genfit	100	102,786		3.614	2.208	5.915	2.301	64	607,941	240
2/01/12		16/01/12	14				- cash -
long	16/01/12	4/06/12	140				Rémy Cointreau	100	7,420		81.925	95.364		13.439	16	707,656	49
4/06/12		13/08/12	70				- cash -
	13/08/12	24/06/13	315				Eurofins Scientific	100	55,610		12.725	19.237		6.512	51	1,069,766	61
24/06/13		1/07/13	7				- cash -
	1/07/13	4/08/14	399				Montupet	100	54,346		19.684	69.800		50.115	255	3,793,341	218
4/08/14		18/08/14	14				- cash -
	18/08/14	15/09/14	28				Genfit	100	103,045		36.812	60.624		23.812	65	6,247,007	66,611
15/09/14		22/09/14	7				- cash -
	22/09/14	29/09/14	7				Adocia	100	157,315		39.710	45.934		6.224	16	7,226,152	198,174
29/09/14		20/10/14	21				- cash -
short	20/10/14	10/11/14	21				Viridien	100	31,712		227.866	209.081	248.338	20.473	9	7,875,378	346
10/11/14		24/11/14	14				- cash -
long	24/11/14	24/08/15	273				Adocia	100	219,452		35.887	85.508		49.621	138	18,764,835	219
24/08/15		12/10/15	49				- cash -
	12/10/15	23/11/15	42				Sartorius Stedim	100	365,990		51.271	59.683		8.411	16	21,843,289	274
23/11/15		30/11/15	7				- cash -
	30/11/15	14/12/15	14				Sartorius Stedim	100	363,359		60.115	61.852		1.737	3	22,474,445	110
14/12/15		21/12/15	7				- cash -
	21/12/15	8/02/16	49				Sartorius Stedim	100	357,660		62.837	62.425		-0.412	-1	22,327,049	-5
8/02/16		18/04/16	70				- cash -
	18/04/16	27/06/16	70				Ubisoft	100	728,923		30.630	34.113		3.483	11	24,865,850	75
27/06/16		4/07/16	7				- cash -
	4/07/16	5/03/18	609				Ubisoft	100	673,876		36.900	81.707		44.807	121	55,060,441	61
5/03/18		12/03/18	7				- cash -
	12/03/18	28/05/18	77				Ubisoft	100	623,210		88.350	105.350		17.000	19	65,655,235	130
28/05/18		11/06/18	14				- cash -
	11/06/18	2/07/18	21				Eramet	100	435,119		150.890	124.578		-26.312	-17	54,206,262	-96
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/07/18		9/07/18	7				- cash -
	9/07/18	16/07/18	7				Ubisoft	100	494,267		109.670	116.885		7.215	7	57,772,594	2,673
16/07/18		30/07/18	14				- cash -
	30/07/18	27/08/18	28				Sartorius Stedim	100	479,190		120.563	125.102		4.540	4	59,947,951	62
27/08/18		3/09/18	7				- cash -
	3/09/18	10/09/18	7				Sartorius Stedim	100	467,678		128.182	127.726		-0.456	0	59,734,723	-17
10/09/18		15/10/18	35				- cash -
short	15/10/18	4/03/19	140				Altran Technologies	100	7,238,713		8.252	11.194	5.311	-2.942	-36	38,441,909	-68
long	18/02/19	5/08/19	168				GTT	100	425,341		90.379	90.110		-0.269	0	38,327,327	-1
5/08/19		2/09/19	28				- cash -
	2/09/19	2/03/20	182				Altran Technologies	100	2,416,577		15.860	16.201		0.341	2	39,152,009	4
2/03/20		9/03/20	7				- cash -
short	9/03/20	27/07/20	140				Vantiva	100	6,074,001		6.446	2.965	14.015	7.569	117	85,124,090	658
long	13/07/20	20/09/21	434				Iliad	100	424,798		200.387	214.001		13.614	7	90,907,439	6
20/09/21		27/09/21	7				- cash -
	27/09/21	20/12/21	84				Virbac	100	208,234		436.563	466.298		29.735	7	97,099,219	33
20/12/21		27/12/21	7				- cash -
	27/12/21	7/03/22	70				Valneva	100	3,248,653		29.889	13.858		-16.031	-54	45,020,874	-98
7/03/22		4/04/22	28				- cash -
	4/04/22	13/06/22	70				Eramet	100	263,108		171.111	116.726		-54.385	-32	30,711,678	-86
13/06/22		11/07/22	28				- cash -
	11/07/22	18/07/22	7				GTT	100	254,479		120.684	128.445		7.760	6	32,686,544	2,478
18/07/22		19/09/22	63				- cash -
short	19/09/22	7/11/22	49				Orpea	100	2,290		14,269.950	8,172.902	24,915.444	10,645.494	75	57,064,726	6,253
long	7/11/22	22/05/23	196				Vallourec	100	4,830,630		11.813	11.690		-0.123	-1	56,471,315	-2
22/05/23		5/06/23	14				- cash -
	5/06/23	19/06/23	14				VusionGroup	100	321,761		175.507	185.193		9.686	6	59,587,968	306
19/06/23		31/07/23	42				- cash -
	31/07/23	7/08/23	7				Scor	100	1,991,819		29.916	30.491		0.574	2	60,731,979	170
7/08/23		21/04/26	988				- cash -
accum	25/09/06	7/08/23	5250	days out of 7414 invested (71%)										607,220		60,731,979	83

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Vantiva	short	22/09/08	16/03/09	175	869.28	104.31	7,244.57	6,375.28	733.40
	short	9/03/20	27/07/20	140	6.45	2.96	14.01	7.57	117.42			1,711.97
Montupet	long	1/07/13	4/08/14	399	19.68	69.80		50.12	254.60			254.60
Adocia	long	22/09/14	29/09/14	7	39.71	45.93		6.22	15.67
	long	24/11/14	24/08/15	273	35.89	85.51		49.62	138.27			175.62
Genfit	short	8/08/11	2/01/12	147	3.61	2.21	5.91	2.30	63.66
	long	18/08/14	15/09/14	28	36.81	60.62		23.81	64.68			169.52
Opmobility	long	1/03/10	24/05/10	84	3.56	4.10		0.55	15.36
	long	31/05/10	5/07/10	35	4.30	4.72		0.42	9.72
	long	12/07/10	9/08/10	28	5.03	5.83		0.80	15.83
	long	13/09/10	20/06/11	280	5.45	9.92		4.46	81.87			166.64
Ubisoft	long	19/05/08	23/06/08	35	55.30	42.46		-12.84	-23.22
	long	18/04/16	27/06/16	70	30.63	34.11		3.48	11.37
	long	4/07/16	5/03/18	609	36.90	81.71		44.81	121.43
	long	12/03/18	28/05/18	77	88.35	105.35		17.00	19.24
	long	9/07/18	16/07/18	7	109.67	116.89		7.22	6.58			140.64
Orpea	short	19/09/22	7/11/22	49	14,269.95	8,172.90	24,915.44	10,645.49	74.60			74.60
Eurofins Scientific	long	13/08/12	24/06/13	315	12.73	19.24		6.51	51.17			51.17
Innate Pharma	short	26/11/07	12/05/08	168	5.49	3.78	7.97	2.49	45.29			45.29
Nexity	long	6/04/09	15/02/10	315	26.49	34.00		7.52	28.38			28.38
Eiffage	long	25/09/06	6/08/07	315	100.03	127.68		27.65	27.64			27.64
Sartorius Stedim	long	12/10/15	23/11/15	42	51.27	59.68		8.41	16.41
	long	30/11/15	14/12/15	14	60.11	61.85		1.74	2.89
	long	21/12/15	8/02/16	49	62.84	62.43		-0.41	-0.66
	long	30/07/18	27/08/18	28	120.56	125.10		4.54	3.77
	long	3/09/18	10/09/18	7	128.18	127.73		-0.46	-0.36			23.02
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Rémy Cointreau	long	16/01/12	4/06/12	140	81.92	95.36		13.44	16.40			16.40
Viridien	short	20/10/14	10/11/14	21	227.87	209.08	248.34	20.47	8.98			8.98
Virbac	long	27/09/21	20/12/21	84	436.56	466.30		29.73	6.81			6.81
Iliad	long	13/07/20	20/09/21	434	200.39	214.00		13.61	6.79			6.79
GTT	long	18/02/19	5/08/19	168	90.38	90.11		-0.27	-0.30
	long	11/07/22	18/07/22	7	120.68	128.44		7.76	6.43			6.11
VusionGroup	long	5/06/23	19/06/23	14	175.51	185.19		9.69	5.52			5.52
Scor	long	31/07/23	7/08/23	7	29.92	30.49		0.57	1.92			1.92
Vallourec	long	7/11/22	22/05/23	196	11.81	11.69		-0.12	-1.04			-1.04
Altran Technologies	long	4/07/11	1/08/11	28	8.25	7.70		-0.55	-6.62
	short	15/10/18	4/03/19	140	8.25	11.19	5.31	-2.94	-35.65
	long	2/09/19	2/03/20	182	15.86	16.20		0.34	2.15			-38.61
Eramet	long	11/06/18	2/07/18	21	150.89	124.58		-26.31	-17.44
	long	4/04/22	13/06/22	70	171.11	116.73		-54.39	-31.78			-43.68
Valneva	long	27/12/21	7/03/22	70	29.89	13.86		-16.03	-53.63			-53.63

Annotations

31/07/24	Viridien			reverse split 100:1 (one for one hundred)
25/03/24	Orpea			reverse split 1,000:1 (one for one thousand)
20/02/24	CAC Mid 60			Component update: ADP, Argan, ID Logistics, Lectra and X-FAB replace Altarea, Antin, Casino, OVH and Soitec
25/05/20	Vallourec			reverse split 40:1 (one for fourty)
5/06/18	Foncière des Régions			renames as Covivio, that's a shame, I really liked these cute slashes above the e's.
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
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
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)

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