Assessment - CAC Mid 60 in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								CAC Mid 60	11,260.894	8/12/24	-0.08	11,514.671	-2.20	12,028.697	-514.026	-4.27		-3.65
						L		Viridien	31.453	8/12/24	-0.83	0.422	7,355.75	0.520	-0.098	-18.85		-10.19
								Euroapi	3.358	8/12/24	-3.04	2.159	55.58	4.981	-2.822	-56.66		-50.46
								ID Logistics	367.388	8/12/24	0.70	313.934	17.03	266.866	47.068	17.64		24.38
								Interparfums	37.757	8/12/24	-1.87	32.581	15.89	43.811	-11.230	-25.63		-26.28
						L		Elior	2.708	8/12/24	3.30	2.371	14.24	2.549	-0.178	-6.99		16.22
								Nexans	101.138	8/12/24	0.08	88.665	14.07	68.890	19.775	28.71		25.17
								Nexity	8.251	8/12/24	-0.77	7.344	12.36	14.647	-7.304	-49.86		-35.01
								Mercialys	9.910	8/12/24	-0.85	8.824	12.31	8.645	0.179	2.07		10.18
						S		FDJ	29.968	8/12/24	0.40	26.947	11.21	28.547	-1.599	-5.60		-7.98
						L		Voltalia	8.637	8/12/24	-0.97	7.789	10.89	9.058	-1.269	-14.01		-3.58
								Dassault Aviation	160.785	8/12/24	-0.52	145.258	10.69	155.773	-10.515	-6.75		-8.38
								Eutelsat	3.587	8/12/24	2.17	3.287	9.14	3.694	-0.407	-11.03		-12.99
								Covivio	40.336	8/12/24	-0.50	37.944	6.31	42.316	-4.372	-10.33		-0.17
								Ayvens	4.955	8/12/24	-1.02	4.679	5.89	5.602	-0.923	-16.48		-20.80
								Derichebourg	3.866	8/12/24	0.80	3.725	3.78	4.416	-0.691	-15.65		-7.50
								Bolloré	4.883	8/12/24	-1.62	4.709	3.69	4.916	-0.207	-4.21		-3.85
						S		GTT	107.247	8/12/24	0.16	103.513	3.61	104.225	-0.712	-0.68		-0.79
								Carmila	13.966	8/12/24	0.61	13.491	3.52	13.543	-0.053	-0.39		3.72
								Coface	11.717	8/12/24	0.88	11.319	3.52	10.292	1.026	9.97		2.98
								Amundi	54.345	8/12/24	0.63	52.563	3.39	53.547	-0.984	-1.84		4.70
						L		Neoen	32.564	8/12/24	-0.10	31.682	2.79	26.321	5.360	20.37		34.04
								elis	17.920	8/12/24	0.67	17.445	2.72	16.421	1.024	6.24		7.87
								Rubis	23.299	8/12/24	0.22	22.807	2.16	19.559	3.248	16.61		9.41
						S		Wendel	72.247	8/12/24	-0.70	70.805	2.04	70.107	0.698	1.00		-2.45
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		Argan	64.059	8/12/24	0.53	62.787	2.03	73.106	-10.319	-14.11		-1.73
								Bic	48.278	8/12/24	-1.90	47.345	1.97	54.634	-7.289	-13.34		-10.57
								TF1	6.635	8/12/24		6.508	1.96	6.202	0.306	4.93		0.18
						S		Aperam	21.263	8/12/24	-0.63	20.889	1.79	28.582	-7.692	-26.91		-13.45
								Virbac	289.753	8/12/24	0.59	286.359	1.19	312.503	-26.144	-8.37		9.66
						L		Icade	17.207	8/12/24	-1.74	17.037	1.00	30.894	-13.857	-44.85		-34.89
								Clariane	1.573	8/12/24	-1.64	1.571	0.11	2.090	-0.518	-24.81		-34.80
								VusionGroup	113.695	8/12/24	0.15	114.543	-0.74	118.047	-3.503	-2.97		10.23
								Technip Energies	17.462	8/12/24	-0.68	17.784	-1.81	18.394	-0.610	-3.32		-3.66
								Aéroports de Paris	95.113	8/12/24	-0.62	97.489	-2.44	101.878	-4.389	-4.31		-4.88
								JCDecaux	15.272	8/12/24	-0.50	15.815	-3.43	15.821	-0.005	-0.03		3.65
								Métropole TV	9.995	8/12/24	0.17	10.368	-3.60	11.248	-0.880	-7.82		-6.00
								SPIE	28.576	8/12/24	0.54	29.696	-3.77	24.600	5.096	20.72		16.35
						S		SES	3.981	8/12/24	0.60	4.149	-4.05	5.181	-1.032	-19.92		-15.62
								Ipsos	47.175	8/12/24	-0.36	49.296	-4.30	49.331	-0.035	-0.07		6.59
								Valneva	2.608	8/12/24	-1.28	2.761	-5.53	4.103	-1.342	-32.71		-29.76
								Mersen	25.878	8/12/24	-1.45	27.703	-6.58	30.598	-2.896	-9.46		-11.22
								Opmobility	7.246	8/12/24	-1.16	7.891	-8.17	10.431	-2.540	-24.35		-26.94
								Eurazeo	57.569	8/12/24	0.97	62.787	-8.31	62.457	0.330	0.53		9.99
						L		Ipsen	88.156	8/12/24	0.78	96.301	-8.46	93.794	2.507	2.67		0.57
						S		Alten	81.665	8/12/24	-0.31	89.344	-8.59	117.004	-27.660	-23.64		-18.79
						S		Solutions 30	1.184	8/12/24	-0.99	1.298	-8.76	2.317	-1.019	-43.98		-31.56
						S		Trigano	86.968	8/12/24	-0.87	95.368	-8.81	128.913	-33.545	-26.02		-19.53
								Vallourec	11.344	8/12/24	-0.59	12.473	-9.05	12.192	0.281	2.30		8.82
								X-FAB	4.645	8/12/24	1.96	5.133	-9.50	8.745	-3.612	-41.30		-29.68
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		Lectra	21.806	8/12/24	-0.96	24.097	-9.51	27.425	-3.329	-12.14		-4.08
								SEB	74.962	8/12/24	-0.67	83.362	-10.08	98.228	-14.865	-15.13		-6.80
								Bénéteau	7.441	8/12/24	-2.01	8.459	-12.04	10.848	-2.389	-22.02		-21.85
						L		Fnac Darty	22.272	8/12/24	-0.19	25.581	-12.94	23.905	1.676	7.01		7.14
						S		Sopra Steria	139.488	8/12/24	-1.38	160.700	-13.20	171.942	-11.241	-6.54		-6.51
								Atos	0.722	8/12/24	-2.21	0.834	-13.41	6.128	-5.295	-86.40		-71.08
						L		Imerys	24.843	8/12/24	0.21	28.899	-14.03	24.757	4.142	16.73		13.12
						L		Orpea	8.439	8/12/24	-42.87	10.446	-19.22	14.691	-4.244	-28.89		-47.16
								Verallia	22.298	8/12/24	-1.13	29.018	-23.16	30.303	-1.285	-4.24		-4.38
						L		Eramet	61.387	8/12/24	5.24	82.896	-25.95	62.153	20.743	33.37		30.64
						S		Scor	14.534	8/12/24	1.06	20.499	-29.10	23.001	-2.502	-10.88		-15.60
CAC Mid 60 - 60 out of 60 instruments rated - 7/01/24 / 1/01/24 - 16 did rise, Market-Ratio(26) in GBP = 26.67 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions CAC Mid 60 in Pound sterling * 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
1/02/06		9/25/06	266				- cash -
long	9/25/06	8/06/07	315				Eiffage	100	189		52.647	62.573		9.926	19	11,876	22
8/06/07		11/26/07	112				- cash -
short	11/26/07	5/12/08	168				Innate Pharma	100	4,462		2.661	1.933	3.663	1.002	38	16,347	100
5/12/08		5/19/08	7				- cash -
long	5/19/08	6/23/08	35				Ubisoft	100	578		28.247	21.487		-6.761	-24	12,439	-94
6/23/08		9/22/08	91				- cash -
short	9/22/08	3/16/09	175				Vantiva	100	26		474.536	74.488	3,023.095	2,548.558	537	78,702	4,657
3/16/09		4/06/09	21				- cash -
long	4/06/09	2/15/10	315				Nexity	100	4,409		17.849	21.660		3.811	21	95,504	25
2/15/10		3/01/10	14				- cash -
	3/01/10	5/24/10	84				Opmobility	100	40,920		2.334	2.832		0.498	21	115,867	132
5/24/10		5/31/10	7				- cash -
	5/31/10	7/05/10	35				Opmobility	100	38,885		2.980	3.105		0.125	4	120,722	53
7/05/10		7/12/10	7				- cash -
	7/12/10	8/09/10	28				Opmobility	100	36,161		3.338	3.654		0.315	9	132,119	224
8/09/10		9/13/10	35				- cash -
	9/13/10	6/20/11	280				Opmobility	100	37,210		3.551	6.127		2.576	73	227,977	104
6/20/11		7/04/11	14				- cash -
	7/04/11	8/01/11	28				Altran Technologies	100	44,414		5.133	4.689		-0.444	-9	208,250	-69
8/01/11		8/08/11	7				- cash -
short	8/08/11	1/02/12	147				Genfit	100	94,598		2.201	1.420	3.412	1.211	55	322,778	197
1/02/12		1/16/12	14				- cash -
long	1/16/12	6/04/12	140				Rémy Cointreau	100	6,034		53.488	62.122		8.634	16	374,879	48
6/04/12		8/13/12	70				- cash -
	8/13/12	6/24/13	315				Eurofins Scientific	100	46,206		8.113	12.474		4.361	54	576,386	65
6/24/13		7/01/13	7				- cash -
	7/01/13	8/04/14	399				Montupet	100	44,545		12.939	41.397		28.458	220	1,844,048	190
8/04/14		8/18/14	14				- cash -
	8/18/14	9/15/14	28				Genfit	100	83,783		22.010	37.344		15.334	70	3,128,814	98,326
9/15/14		9/22/14	7				- cash -
	9/22/14	9/29/14	7				Adocia	100	128,897		24.274	28.283		4.009	17	3,645,618	289,539
9/29/14		10/20/14	21				- cash -
short	10/20/14	11/10/14	21				Viridien	100	25,859		140.978	131.955	150.619	9.641	7	3,894,922	216
11/10/14		11/24/14	14				- cash -
long	11/24/14	8/24/15	273				Adocia	100	170,462		22.849	54.199		31.350	137	9,238,878	217
8/24/15		10/12/15	49				- cash -
	10/12/15	11/23/15	42				Sartorius Stedim	100	276,474		33.417	39.451		6.035	18	10,907,342	323
11/23/15		11/30/15	7				- cash -
	11/30/15	12/14/15	14				Sartorius Stedim	100	272,911		39.967	40.861		0.895	2	11,151,520	78
12/14/15		12/21/15	7				- cash -
	12/21/15	2/08/16	49				Sartorius Stedim	100	264,130		42.220	43.247		1.027	2	11,422,868	20
2/08/16		4/18/16	70				- cash -
	4/18/16	6/27/16	70				Ubisoft	100	532,465		21.453	25.655		4.202	20	13,660,461	154
6/27/16		7/04/16	7				- cash -
	7/04/16	3/05/18	609				Ubisoft	100	491,945		27.768	59.019		31.251	113	29,034,268	57
3/05/18		3/12/18	7				- cash -
	3/12/18	5/28/18	77				Ubisoft	100	456,668		63.578	79.125		15.547	24	36,134,018	182
5/28/18		6/11/18	14				- cash -
	6/11/18	7/02/18	21				Eramet	100	320,514		112.738	94.664		-18.074	-16	30,341,187	-95
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
7/02/18		7/09/18	7				- cash -
	7/09/18	7/16/18	7				Ubisoft	100	366,687		82.744	88.319		5.575	7	32,385,356	2,896
7/16/18		7/30/18	14				- cash -
	7/30/18	8/27/18	28				Sartorius Stedim	100	353,149		91.704	97.027		5.323	6	34,265,085	109
8/27/18		9/03/18	7				- cash -
	9/03/18	9/10/18	7				Sartorius Stedim	100	344,218		99.545	97.935		-1.610	-2	33,711,033	-57
9/10/18		10/15/18	35				- cash -
short	10/15/18	3/04/19	140				Altran Technologies	100	5,379,959		6.266	8.488	4.044	-2.222	-35	21,754,945	-68
long	2/18/19	8/05/19	168				GTT	100	311,336		69.876	74.168		4.293	6	23,091,363	14
8/05/19		9/02/19	28				- cash -
	9/02/19	3/02/20	182				Altran Technologies	100	1,756,807		13.144	12.675		-0.469	-4	22,266,891	-7
3/02/20		3/09/20	7				- cash -
short	3/09/20	7/27/20	140				Vantiva	100	4,533,803		4.911	2.302	10.479	5.568	113	47,511,085	621
long	7/13/20	9/20/21	434				Iliad	100	299,247		158.769	156.768		-2.001	-1	46,912,281	-1
9/20/21		9/27/21	7				- cash -
	9/27/21	12/20/21	84				Virbac	100	147,375		318.318	352.752		34.433	11	51,986,898	56
12/20/21		12/27/21	7				- cash -
	12/27/21	3/07/22	70				Valneva	100	2,338,547		22.230	10.563		-11.668	-52	24,701,452	-98
3/07/22		4/04/22	28				- cash -
	4/04/22	6/13/22	70				Eramet	100	189,227		130.538	95.858		-34.680	-27	18,139,107	-80
6/13/22		7/11/22	28				- cash -
	7/11/22	7/18/22	7				GTT	100	178,651		101.534	107.191		5.657	6	19,149,752	1,590
7/18/22		9/19/22	63				- cash -
short	9/19/22	11/07/22	49				Orpea	100	1,532		12,494.400	7,091.967	22,012.233	9,517.833	76	33,731,072	6,693
long	11/07/22	5/22/23	196				Vallourec	100	3,290,605		10.251	9.408		-0.843	-8	30,956,758	-15
5/22/23		6/05/23	14				- cash -
	6/05/23	6/19/23	14				VusionGroup	100	219,410		141.091	144.927		3.836	3	31,798,376	101
6/19/23		7/31/23	42				- cash -
	7/31/23	8/07/23	7				Scor	100	1,367,245		23.257	23.860		0.603	3	32,622,826	280
8/07/23		6/25/26	1053				- cash -
accum	9/25/06	8/07/23	5250	days out of 7479 invested (70%)										326,128		32,622,826	75

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Vantiva	short	9/22/08	3/16/09	175	474.54	74.49	3,023.09	2,548.56	537.06
	short	3/09/20	7/27/20	140	4.91	2.30	10.48	5.57	113.37			1,259.31
Montupet	long	7/01/13	8/04/14	399	12.94	41.40		28.46	219.94			219.94
Adocia	long	9/22/14	9/29/14	7	24.27	28.28		4.01	16.52
	long	11/24/14	8/24/15	273	22.85	54.20		31.35	137.20			176.38
Genfit	short	8/08/11	1/02/12	147	2.20	1.42	3.41	1.21	55.00
	long	8/18/14	9/15/14	28	22.01	37.34		15.33	69.67			162.98
Ubisoft	long	5/19/08	6/23/08	35	28.25	21.49		-6.76	-23.93
	long	4/18/16	6/27/16	70	21.45	25.66		4.20	19.59
	long	7/04/16	3/05/18	609	27.77	59.02		31.25	112.54
	long	3/12/18	5/28/18	77	63.58	79.13		15.55	24.45
	long	7/09/18	7/16/18	7	82.74	88.32		5.57	6.74			156.83
Opmobility	long	3/01/10	5/24/10	84	2.33	2.83		0.50	21.32
	long	5/31/10	7/05/10	35	2.98	3.10		0.12	4.19
	long	7/12/10	8/09/10	28	3.34	3.65		0.32	9.44
	long	9/13/10	6/20/11	280	3.55	6.13		2.58	72.56			138.71
Orpea	short	9/19/22	11/07/22	49	12,494.40	7,091.97	22,012.23	9,517.83	76.18			76.18
Eurofins Scientific	long	8/13/12	6/24/13	315	8.11	12.47		4.36	53.75			53.75
Innate Pharma	short	11/26/07	5/12/08	168	2.66	1.93	3.66	1.00	37.65			37.65
Sartorius Stedim	long	10/12/15	11/23/15	42	33.42	39.45		6.03	18.06
	long	11/30/15	12/14/15	14	39.97	40.86		0.89	2.24
	long	12/21/15	2/08/16	49	42.22	43.25		1.03	2.43
	long	7/30/18	8/27/18	28	91.70	97.03		5.32	5.80
	long	9/03/18	9/10/18	7	99.54	97.94		-1.61	-1.62			28.70
Nexity	long	4/06/09	2/15/10	315	17.85	21.66		3.81	21.35			21.35
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Eiffage	long	9/25/06	8/06/07	315	52.65	62.57		9.93	18.85			18.85
Rémy Cointreau	long	1/16/12	6/04/12	140	53.49	62.12		8.63	16.14			16.14
GTT	long	2/18/19	8/05/19	168	69.88	74.17		4.29	6.14
	long	7/11/22	7/18/22	7	101.53	107.19		5.66	5.57			12.06
Virbac	long	9/27/21	12/20/21	84	318.32	352.75		34.43	10.82			10.82
Viridien	short	10/20/14	11/10/14	21	140.98	131.95	150.62	9.64	6.84			6.84
VusionGroup	long	6/05/23	6/19/23	14	141.09	144.93		3.84	2.72			2.72
Scor	long	7/31/23	8/07/23	7	23.26	23.86		0.60	2.59			2.59
Iliad	long	7/13/20	9/20/21	434	158.77	156.77		-2.00	-1.26			-1.26
Vallourec	long	11/07/22	5/22/23	196	10.25	9.41		-0.84	-8.22			-8.22
Eramet	long	6/11/18	7/02/18	21	112.74	94.66		-18.07	-16.03
	long	4/04/22	6/13/22	70	130.54	95.86		-34.68	-26.57			-38.34
Altran Technologies	long	7/04/11	8/01/11	28	5.13	4.69		-0.44	-8.65
	short	10/15/18	3/04/19	140	6.27	8.49	4.04	-2.22	-35.47
	long	9/02/19	3/02/20	182	13.14	12.67		-0.47	-3.57			-43.16
Valneva	long	12/27/21	3/07/22	70	22.23	10.56		-11.67	-52.49			-52.49

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)

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