| | |
| | |
Assessment - CAC Mid 60 in Dollar - 1/07/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
Δwk |
4/03/24 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
CAC Mid 60 |
14,235.813 |
12/08/24 |
-0.08 |
14,556.633 |
-2.20 |
15,330.009 |
-773.375 |
-5.04 |
|
-3.26 |
| |  |
 |
 |
 |
L |
 |
Viridien |
39.762 |
12/08/24 |
-0.83 |
0.533 |
7,355.75 |
0.468 |
0.066 |
14.04 |
|
-9.90 |
| |  |
 |
 |
 |
|
 |
Euroapi |
4.245 |
12/08/24 |
-3.04 |
2.729 |
55.58 |
4.118 |
-1.389 |
-33.74 |
|
-50.28 |
| |  |
 |
 |
 |
|
 |
ID Logistics |
464.444 |
12/08/24 |
0.70 |
396.869 |
17.03 |
361.098 |
35.771 |
9.91 |
|
24.93 |
| |  |
 |
 |
 |
|
 |
Interparfums |
47.732 |
12/08/24 |
-1.87 |
41.189 |
15.89 |
55.604 |
-14.415 |
-25.92 |
|
-25.95 |
| |  |
 |
 |
 |
L |
 |
Elior |
3.424 |
12/08/24 |
3.30 |
2.997 |
14.24 |
2.470 |
0.527 |
21.35 |
|
16.91 |
| |  |
 |
 |
 |
|
 |
Nexans |
127.856 |
12/08/24 |
0.08 |
112.089 |
14.07 |
102.031 |
10.058 |
9.86 |
|
25.75 |
| |  |
 |
 |
 |
|
 |
Nexity |
10.431 |
12/08/24 |
-0.77 |
9.284 |
12.36 |
11.251 |
-1.968 |
-17.49 |
|
-34.75 |
| |  |
 |
 |
 |
|
 |
Mercialys |
12.528 |
12/08/24 |
-0.85 |
11.155 |
12.31 |
10.893 |
0.263 |
2.41 |
|
10.64 |
| |  |
 |
 |
 |
S |
 |
FDJ |
37.885 |
12/08/24 |
0.40 |
34.066 |
11.21 |
41.811 |
-7.745 |
-18.52 |
|
-7.58 |
| |  |
 |
 |
 |
L |
 |
Voltalia |
10.919 |
12/08/24 |
-0.97 |
9.847 |
10.89 |
7.722 |
2.125 |
27.52 |
|
-3.13 |
| |  |
 |
 |
 |
|
 |
Dassault Aviation |
203.261 |
12/08/24 |
-0.52 |
183.633 |
10.69 |
203.518 |
-19.886 |
-9.77 |
|
-8.06 |
| |  |
 |
 |
 |
|
 |
Eutelsat |
4.535 |
12/08/24 |
2.17 |
4.155 |
9.14 |
3.947 |
0.209 |
5.29 |
|
-12.65 |
| |  |
 |
 |
 |
|
 |
Covivio |
50.992 |
12/08/24 |
-0.50 |
47.968 |
6.31 |
43.658 |
4.310 |
9.87 |
|
0.24 |
| |  |
 |
 |
 |
|
 |
Ayvens |
6.264 |
12/08/24 |
-1.02 |
5.915 |
5.89 |
6.516 |
-0.601 |
-9.22 |
|
-20.46 |
| |  |
 |
 |
 |
|
 |
Derichebourg |
4.887 |
12/08/24 |
0.80 |
4.709 |
3.78 |
4.468 |
0.241 |
5.39 |
|
-7.10 |
| |  |
 |
 |
 |
|
 |
Bolloré |
6.173 |
12/08/24 |
-1.62 |
5.953 |
3.69 |
6.896 |
-0.943 |
-13.68 |
|
-3.44 |
| |  |
 |
 |
 |
S |
 |
GTT |
135.579 |
12/08/24 |
0.16 |
130.860 |
3.61 |
159.969 |
-29.110 |
-18.20 |
|
-0.46 |
| |  |
 |
 |
 |
|
 |
Carmila |
17.655 |
12/08/24 |
0.61 |
17.055 |
3.52 |
16.507 |
0.547 |
3.32 |
|
4.16 |
| |  |
 |
 |
 |
|
 |
Coface |
14.813 |
12/08/24 |
0.88 |
14.309 |
3.52 |
14.574 |
-0.266 |
-1.82 |
|
3.41 |
| |  |
 |
 |
 |
|
 |
Amundi |
68.701 |
12/08/24 |
0.63 |
66.449 |
3.39 |
65.867 |
0.582 |
0.88 |
|
5.15 |
| |  |
 |
 |
 |
L |
 |
Neoen |
41.167 |
12/08/24 |
-0.10 |
40.052 |
2.79 |
26.412 |
13.640 |
51.64 |
|
34.60 |
| |  |
 |
 |
 |
|
 |
elis |
22.654 |
12/08/24 |
0.67 |
22.053 |
2.72 |
23.089 |
-1.036 |
-4.48 |
|
8.35 |
| |  |
 |
 |
 |
|
 |
Rubis |
29.454 |
12/08/24 |
0.22 |
28.832 |
2.16 |
26.890 |
1.942 |
7.22 |
|
9.86 |
| |  |
 |
 |
 |
S |
 |
Wendel |
91.334 |
12/08/24 |
-0.70 |
89.510 |
2.04 |
98.990 |
-9.480 |
-9.58 |
|
-2.01 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
Δwk |
4/03/24 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Argan |
80.983 |
12/08/24 |
0.53 |
79.374 |
2.03 |
83.297 |
-3.923 |
-4.71 |
|
-1.31 |
| |  |
 |
 |
 |
|
 |
Bic |
61.032 |
12/08/24 |
-1.90 |
59.852 |
1.97 |
73.143 |
-13.291 |
-18.17 |
|
-10.27 |
| |  |
 |
 |
 |
|
 |
TF1 |
8.388 |
12/08/24 |
|
8.227 |
1.96 |
9.155 |
-0.928 |
-10.14 |
|
0.57 |
| |  |
 |
 |
 |
S |
 |
Aperam |
26.880 |
12/08/24 |
-0.63 |
26.408 |
1.79 |
28.899 |
-2.491 |
-8.62 |
|
-13.12 |
| |  |
 |
 |
 |
|
 |
Virbac |
366.300 |
12/08/24 |
0.59 |
362.009 |
1.19 |
363.813 |
-1.804 |
-0.50 |
|
10.13 |
| |  |
 |
 |
 |
L |
 |
Icade |
21.753 |
12/08/24 |
-1.74 |
21.538 |
1.00 |
27.129 |
-5.590 |
-20.61 |
|
-34.62 |
| |  |
 |
 |
 |
|
 |
Clariane |
1.989 |
12/08/24 |
-1.64 |
1.986 |
0.11 |
1.924 |
0.062 |
3.23 |
|
-34.61 |
| |  |
 |
 |
 |
|
 |
VusionGroup |
143.731 |
12/08/24 |
0.15 |
144.804 |
-0.74 |
155.734 |
-10.930 |
-7.02 |
|
10.72 |
| |  |
 |
 |
 |
|
 |
Technip Energies |
22.075 |
12/08/24 |
-0.68 |
22.482 |
-1.81 |
22.459 |
0.023 |
0.10 |
|
-3.34 |
| |  |
 |
 |
 |
|
 |
Aéroports de Paris |
120.241 |
12/08/24 |
-0.62 |
123.244 |
-2.44 |
136.294 |
-13.050 |
-9.58 |
|
-4.46 |
| |  |
 |
 |
 |
|
 |
JCDecaux |
19.307 |
12/08/24 |
-0.50 |
19.994 |
-3.43 |
20.906 |
-0.912 |
-4.36 |
|
4.09 |
| |  |
 |
 |
 |
|
 |
Métropole TV |
12.635 |
12/08/24 |
0.17 |
13.107 |
-3.60 |
13.716 |
-0.609 |
-4.44 |
|
-5.63 |
| |  |
 |
 |
 |
|
 |
SPIE |
36.126 |
12/08/24 |
0.54 |
37.542 |
-3.77 |
33.862 |
3.680 |
10.87 |
|
16.85 |
| |  |
 |
 |
 |
S |
 |
SES |
5.033 |
12/08/24 |
0.60 |
5.245 |
-4.05 |
6.549 |
-1.304 |
-19.91 |
|
-15.32 |
| |  |
 |
 |
 |
|
 |
Ipsos |
59.638 |
12/08/24 |
-0.36 |
62.319 |
-4.30 |
70.156 |
-7.837 |
-11.17 |
|
7.08 |
| |  |
 |
 |
 |
|
 |
Valneva |
3.297 |
12/08/24 |
-1.28 |
3.490 |
-5.53 |
3.287 |
0.203 |
6.17 |
|
-29.54 |
| |  |
 |
 |
 |
|
 |
Mersen |
32.715 |
12/08/24 |
-1.45 |
35.021 |
-6.58 |
38.336 |
-3.315 |
-8.65 |
|
-10.85 |
| |  |
 |
 |
 |
|
 |
Opmobility |
9.160 |
12/08/24 |
-1.16 |
9.975 |
-8.17 |
11.924 |
-1.949 |
-16.34 |
|
-26.66 |
| |  |
 |
 |
 |
|
 |
Eurazeo |
72.777 |
12/08/24 |
0.97 |
79.374 |
-8.31 |
83.677 |
-4.303 |
-5.14 |
|
10.49 |
| |  |
 |
 |
 |
L |
 |
Ipsen |
111.445 |
12/08/24 |
0.78 |
121.742 |
-8.46 |
111.425 |
10.318 |
9.26 |
|
0.91 |
| |  |
 |
 |
 |
S |
 |
Alten |
103.240 |
12/08/24 |
-0.31 |
112.947 |
-8.59 |
150.955 |
-38.009 |
-25.18 |
|
-18.45 |
| |  |
 |
 |
 |
S |
 |
Solutions 30 |
1.497 |
12/08/24 |
-0.99 |
1.641 |
-8.76 |
2.263 |
-0.622 |
-27.49 |
|
-31.18 |
| |  |
 |
 |
 |
S |
 |
Trigano |
109.944 |
12/08/24 |
-0.87 |
120.562 |
-8.81 |
162.902 |
-42.339 |
-25.99 |
|
-19.22 |
| |  |
 |
 |
 |
|
 |
Vallourec |
14.341 |
12/08/24 |
-0.59 |
15.768 |
-9.05 |
14.753 |
1.014 |
6.87 |
|
9.27 |
| |  |
 |
 |
 |
|
 |
X-FAB |
5.873 |
12/08/24 |
1.96 |
6.489 |
-9.50 |
8.031 |
-1.542 |
-19.20 |
|
-29.43 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
Δwk |
4/03/24 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Lectra |
27.566 |
12/08/24 |
-0.96 |
30.462 |
-9.51 |
34.481 |
-4.018 |
-11.65 |
|
-3.65 |
| |  |
 |
 |
 |
|
 |
SEB |
94.766 |
12/08/24 |
-0.67 |
105.385 |
-10.08 |
122.828 |
-17.443 |
-14.20 |
|
-6.40 |
| |  |
 |
 |
 |
|
 |
Bénéteau |
9.407 |
12/08/24 |
-2.01 |
10.694 |
-12.04 |
13.271 |
-2.577 |
-19.42 |
|
-21.52 |
| |  |
 |
 |
 |
L |
 |
Fnac Darty |
28.156 |
12/08/24 |
-0.19 |
32.339 |
-12.94 |
29.778 |
2.561 |
8.60 |
|
7.68 |
| |  |
 |
 |
 |
S |
 |
Sopra Steria |
176.339 |
12/08/24 |
-1.38 |
203.154 |
-13.20 |
258.688 |
-55.533 |
-21.47 |
|
-6.13 |
| |  |
 |
 |
 |
|
 |
Atos |
0.913 |
12/08/24 |
-2.21 |
1.054 |
-13.41 |
2.441 |
-1.387 |
-56.83 |
|
-71.01 |
| |  |
 |
 |
 |
L |
 |
Imerys |
31.406 |
12/08/24 |
0.21 |
36.533 |
-14.03 |
32.233 |
4.301 |
13.34 |
|
13.65 |
| |  |
 |
 |
 |
L |
 |
Orpea |
10.668 |
12/08/24 |
-42.87 |
13.206 |
-19.22 |
13.901 |
-0.695 |
-5.00 |
|
-47.16 |
| |  |
 |
 |
 |
|
 |
Verallia |
28.188 |
12/08/24 |
-1.13 |
36.684 |
-23.16 |
38.314 |
-1.631 |
-4.26 |
|
-4.02 |
| |  |
 |
 |
 |
L |
 |
Eramet |
77.604 |
12/08/24 |
5.24 |
104.795 |
-25.95 |
70.048 |
34.747 |
49.61 |
|
31.22 |
| |  |
 |
 |
 |
S |
 |
Scor |
18.374 |
12/08/24 |
1.06 |
25.914 |
-29.10 |
29.387 |
-3.473 |
-11.82 |
|
-15.32 |
| CAC Mid 60 - 60 out of 60 instruments rated - 1/07/24 / 4/03/24 - 22 did rise, Market-Ratio(17) in USD = 36.67 % |
| Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Mid 60 in Dollar * S17 - 69 ex 20 (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 |
22/05/06 |
140 |
|
- cash - |
| short |
22/05/06 |
9/10/06 |
140 |
 |
 |
 |
SES |
100 |
768 |
|
13.007 |
15.688 |
10.326 |
-2.681 |
-21 |
7,941 |
-45 |
|
| 9/10/06 |
5/03/07 |
147 |
|
- cash - |
| |
5/03/07 |
19/03/07 |
14 |
 |
 |
 |
Derichebourg |
100 |
598 |
|
13.265 |
13.385 |
13.146 |
-0.120 |
-1 |
7,869 |
-21 |
|
| 19/03/07 |
23/07/07 |
126 |
|
- cash - |
| |
23/07/07 |
21/04/08 |
273 |
 |
 |
 |
Derichebourg |
100 |
768 |
|
10.246 |
8.351 |
12.570 |
2.324 |
23 |
9,654 |
31 |
|
| |
21/04/08 |
19/05/08 |
28 |
 |
 |
 |
Bic |
100 |
191 |
|
50.298 |
52.666 |
47.930 |
-2.368 |
-5 |
9,202 |
-47 |
|
| 19/05/08 |
2/06/08 |
14 |
|
- cash - |
| |
2/06/08 |
9/06/08 |
7 |
 |
 |
 |
Trigano |
100 |
341 |
|
26.971 |
27.138 |
26.803 |
-0.168 |
-1 |
9,145 |
-28 |
|
| 9/06/08 |
16/06/08 |
7 |
|
- cash - |
| |
16/06/08 |
30/03/09 |
287 |
 |
 |
 |
Trigano |
100 |
346 |
|
26.428 |
6.790 |
102.860 |
76.432 |
289 |
35,590 |
463 |
|
| |
30/03/09 |
18/05/09 |
49 |
 |
 |
 |
Wendel |
100 |
1,387 |
|
25.659 |
40.522 |
10.796 |
-14.863 |
-58 |
14,975 |
-100 |
|
| 18/05/09 |
8/06/09 |
21 |
|
- cash - |
| |
8/06/09 |
15/06/09 |
7 |
 |
 |
 |
Derichebourg |
100 |
6,419 |
|
2.333 |
2.691 |
1.974 |
-0.358 |
-15 |
12,674 |
-100 |
|
| 15/06/09 |
25/01/10 |
224 |
|
- cash - |
| |
25/01/10 |
1/03/10 |
35 |
 |
 |
 |
VusionGroup |
100 |
828 |
|
15.302 |
14.968 |
15.643 |
0.341 |
2 |
12,957 |
26 |
|
| 1/03/10 |
17/05/10 |
77 |
|
- cash - |
| |
17/05/10 |
14/06/10 |
28 |
 |
 |
 |
Valneva |
100 |
1,455 |
|
8.904 |
10.017 |
7.790 |
-1.113 |
-13 |
11,337 |
-82 |
|
| 14/06/10 |
21/06/10 |
7 |
|
- cash - |
| |
21/06/10 |
20/09/10 |
91 |
 |
 |
 |
Ipsen |
100 |
347 |
|
32.658 |
33.672 |
31.645 |
-1.013 |
-3 |
10,985 |
-12 |
|
| 20/09/10 |
29/11/10 |
70 |
|
- cash - |
| |
29/11/10 |
6/12/10 |
7 |
 |
 |
 |
Ipsen |
100 |
357 |
|
30.749 |
31.329 |
30.169 |
-0.580 |
-2 |
10,778 |
-63 |
|
| 6/12/10 |
7/03/11 |
91 |
|
- cash - |
| |
7/03/11 |
21/03/11 |
14 |
 |
 |
 |
Voltalia |
100 |
323 |
|
33.346 |
35.711 |
30.982 |
-2.364 |
-7 |
10,015 |
-85 |
|
| 21/03/11 |
18/04/11 |
28 |
|
- cash - |
| |
18/04/11 |
25/04/11 |
7 |
 |
 |
 |
Voltalia |
100 |
296 |
|
33.818 |
32.472 |
35.220 |
1.402 |
4 |
10,429 |
731 |
|
| 25/04/11 |
16/05/11 |
21 |
|
- cash - |
| |
16/05/11 |
16/01/12 |
245 |
 |
 |
 |
Voltalia |
100 |
335 |
|
31.097 |
17.825 |
54.249 |
23.152 |
74 |
18,185 |
129 |
|
| |
16/01/12 |
23/01/12 |
7 |
 |
 |
 |
Sopra Steria |
100 |
407 |
|
44.620 |
52.745 |
36.495 |
-8.125 |
-18 |
14,879 |
-100 |
|
| 23/01/12 |
30/01/12 |
7 |
|
- cash - |
| |
30/01/12 |
12/03/12 |
42 |
 |
 |
 |
Bénéteau |
100 |
1,347 |
|
11.038 |
12.845 |
9.231 |
-1.807 |
-16 |
12,444 |
-79 |
|
| 12/03/12 |
23/04/12 |
42 |
|
- cash - |
| |
23/04/12 |
7/05/12 |
14 |
 |
 |
 |
Voltalia |
100 |
1,314 |
|
9.465 |
10.421 |
8.509 |
-0.956 |
-10 |
11,188 |
-94 |
|
| 7/05/12 |
14/05/12 |
7 |
|
- cash - |
| |
14/05/12 |
10/09/12 |
119 |
 |
 |
 |
Vallourec |
100 |
6 |
|
1,785.784 |
1,863.190 |
1,708.379 |
-77.406 |
-4 |
10,723 |
-13 |
|
| 10/09/12 |
26/11/12 |
77 |
|
- cash - |
| |
26/11/12 |
10/12/12 |
14 |
 |
 |
 |
Trigano |
100 |
932 |
|
11.497 |
12.578 |
10.416 |
-1.081 |
-9 |
9,715 |
-92 |
|
| 10/12/12 |
1/04/13 |
112 |
|
- cash - |
| |
1/04/13 |
5/08/13 |
126 |
 |
 |
 |
Mersen |
100 |
438 |
|
22.177 |
23.626 |
20.728 |
-1.449 |
-7 |
9,081 |
-18 |
|
| 5/08/13 |
2/09/13 |
28 |
|
- cash - |
| |
2/09/13 |
14/10/13 |
42 |
 |
 |
 |
Valneva |
100 |
2,209 |
|
4.110 |
5.653 |
2.567 |
-1.543 |
-38 |
5,672 |
-98 |
|
| 14/10/13 |
2/12/13 |
49 |
|
- cash - |
| |
2/12/13 |
9/12/13 |
7 |
 |
 |
 |
Voltalia |
100 |
990 |
|
5.725 |
5.811 |
5.639 |
-0.086 |
-2 |
5,586 |
-55 |
|
| 9/12/13 |
16/12/13 |
7 |
|
- cash - |
| |
16/12/13 |
23/12/13 |
7 |
 |
 |
 |
Voltalia |
100 |
981 |
|
5.691 |
5.665 |
5.718 |
0.027 |
0 |
5,612 |
28 |
|
| 23/12/13 |
3/02/14 |
42 |
|
- cash - |
| |
3/02/14 |
10/02/14 |
7 |
 |
 |
 |
Viridien |
100 |
11 |
|
470.956 |
527.140 |
414.772 |
-56.184 |
-12 |
4,994 |
-100 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 10/02/14 |
3/03/14 |
21 |
|
- cash - |
| |
3/03/14 |
10/03/14 |
7 |
 |
 |
 |
Viridien |
100 |
10 |
|
476.949 |
506.491 |
447.406 |
-29.543 |
-6 |
4,699 |
-96 |
|
| 10/03/14 |
19/05/14 |
70 |
|
- cash - |
| |
19/05/14 |
26/05/14 |
7 |
 |
 |
 |
Viridien |
100 |
11 |
|
421.352 |
429.380 |
413.324 |
-8.028 |
-2 |
4,611 |
-63 |
|
| 26/05/14 |
16/06/14 |
21 |
|
- cash - |
| |
16/06/14 |
8/12/14 |
175 |
 |
 |
 |
Viridien |
100 |
10 |
|
456.704 |
320.544 |
650.703 |
193.998 |
42 |
6,551 |
109 |
|
| 8/12/14 |
15/12/14 |
7 |
|
- cash - |
| |
15/12/14 |
19/01/15 |
35 |
 |
 |
 |
Viridien |
100 |
33 |
|
194.454 |
178.237 |
212.145 |
17.691 |
9 |
7,134 |
148 |
|
| 19/01/15 |
8/06/15 |
140 |
|
- cash - |
| |
8/06/15 |
6/06/16 |
364 |
 |
 |
 |
Vallourec |
100 |
7 |
|
959.058 |
148.056 |
6,212.449 |
5,253.392 |
548 |
43,908 |
551 |
|
| 6/06/16 |
13/06/16 |
7 |
|
- cash - |
| |
13/06/16 |
19/09/16 |
98 |
 |
 |
 |
Vallourec |
100 |
289 |
|
151.746 |
175.644 |
127.848 |
-23.898 |
-16 |
37,002 |
-47 |
|
| 19/09/16 |
26/09/16 |
7 |
|
- cash - |
| |
26/09/16 |
10/10/16 |
14 |
 |
 |
 |
Eutelsat |
100 |
1,839 |
|
20.114 |
20.136 |
20.093 |
-0.021 |
0 |
36,963 |
-3 |
|
| 10/10/16 |
21/11/16 |
42 |
|
- cash - |
| |
21/11/16 |
26/12/16 |
35 |
 |
 |
 |
Viridien |
100 |
2,716 |
|
13.605 |
14.183 |
13.027 |
-0.578 |
-4 |
35,392 |
-36 |
|
| 26/12/16 |
16/01/17 |
21 |
|
- cash - |
| |
16/01/17 |
23/01/17 |
7 |
 |
 |
 |
Viridien |
100 |
3,257 |
|
10.864 |
10.851 |
10.877 |
0.013 |
0 |
35,434 |
6 |
|
| 23/01/17 |
21/08/17 |
210 |
|
- cash - |
| |
21/08/17 |
4/12/17 |
105 |
 |
 |
 |
Viridien |
100 |
10,274 |
|
3.449 |
4.664 |
2.234 |
-1.215 |
-35 |
22,948 |
-78 |
|
| 4/12/17 |
11/12/17 |
7 |
|
- cash - |
| |
11/12/17 |
18/12/17 |
7 |
 |
 |
 |
Viridien |
100 |
5,089 |
|
4.509 |
4.561 |
4.457 |
-0.052 |
-1 |
22,684 |
-45 |
|
| 18/12/17 |
1/01/18 |
14 |
|
- cash - |
| |
1/01/18 |
8/01/18 |
7 |
 |
 |
 |
SES |
100 |
1,449 |
|
15.645 |
15.342 |
15.953 |
0.309 |
2 |
23,131 |
177 |
|
| 8/01/18 |
5/02/18 |
28 |
|
- cash - |
| |
5/02/18 |
30/07/18 |
175 |
 |
 |
 |
Viridien |
100 |
7,484 |
|
3.090 |
2.814 |
3.394 |
0.303 |
10 |
25,401 |
22 |
|
| |
30/07/18 |
11/02/19 |
196 |
 |
 |
 |
Nexans |
100 |
762 |
|
33.298 |
33.036 |
33.563 |
0.264 |
1 |
25,602 |
1 |
|
| |
11/02/19 |
18/03/19 |
35 |
 |
 |
 |
Vallourec |
100 |
351 |
|
72.783 |
106.960 |
38.606 |
-34.177 |
-47 |
13,606 |
-100 |
|
| 18/03/19 |
25/03/19 |
7 |
|
- cash - |
| |
25/03/19 |
8/04/19 |
14 |
 |
 |
 |
Eramet |
100 |
254 |
|
53.451 |
64.976 |
41.926 |
-11.525 |
-22 |
10,679 |
-100 |
|
| 8/04/19 |
13/05/19 |
35 |
|
- cash - |
| |
13/05/19 |
2/12/19 |
203 |
 |
 |
 |
Eramet |
100 |
184 |
|
57.820 |
45.047 |
74.216 |
16.396 |
28 |
13,696 |
57 |
|
| 2/12/19 |
6/01/20 |
35 |
|
- cash - |
| |
6/01/20 |
20/01/20 |
14 |
 |
 |
 |
Ipsen |
100 |
155 |
|
88.054 |
88.054 |
88.054 |
0.000 |
0 |
13,696 |
0 |
|
| 20/01/20 |
27/01/20 |
7 |
|
- cash - |
| |
27/01/20 |
3/02/20 |
7 |
 |
 |
 |
Ipsen |
100 |
191 |
|
71.358 |
73.634 |
69.082 |
-2.276 |
-3 |
13,261 |
-82 |
|
| 3/02/20 |
10/02/20 |
7 |
|
- cash - |
| |
10/02/20 |
17/02/20 |
7 |
 |
 |
 |
Ipsen |
100 |
179 |
|
74.048 |
73.464 |
74.637 |
0.589 |
1 |
13,366 |
51 |
|
| 17/02/20 |
24/02/20 |
7 |
|
- cash - |
| |
24/02/20 |
23/03/20 |
28 |
 |
 |
 |
Eramet |
100 |
420 |
|
31.785 |
29.929 |
33.755 |
1.970 |
6 |
14,194 |
119 |
|
| |
23/03/20 |
22/06/20 |
91 |
 |
 |
 |
Fnac Darty |
100 |
626 |
|
22.640 |
41.681 |
3.600 |
-19.041 |
-84 |
2,275 |
-100 |
|
| |
22/06/20 |
13/07/20 |
21 |
 |
 |
 |
Vallourec |
100 |
48 |
|
46.801 |
37.149 |
58.961 |
12.160 |
26 |
2,858 |
5,439 |
|
| 13/07/20 |
21/09/20 |
70 |
|
- cash - |
| |
21/09/20 |
16/11/20 |
56 |
 |
 |
 |
Vallourec |
100 |
136 |
|
20.886 |
24.819 |
16.952 |
-3.934 |
-19 |
2,323 |
-74 |
|
| 16/11/20 |
19/07/21 |
245 |
|
- cash - |
| |
19/07/21 |
26/07/21 |
7 |
 |
 |
 |
Vallourec |
100 |
273 |
|
8.481 |
9.866 |
7.095 |
-1.386 |
-16 |
1,945 |
-100 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 26/07/21 |
2/08/21 |
7 |
|
- cash - |
| |
2/08/21 |
15/11/21 |
105 |
 |
 |
 |
Vallourec |
100 |
205 |
|
9.446 |
8.249 |
10.816 |
1.370 |
15 |
2,226 |
60 |
|
| 15/11/21 |
22/11/21 |
7 |
|
- cash - |
| |
22/11/21 |
17/01/22 |
56 |
 |
 |
 |
Vallourec |
100 |
262 |
|
8.490 |
10.599 |
6.380 |
-2.109 |
-25 |
1,673 |
-84 |
|
| 17/01/22 |
24/01/22 |
7 |
|
- cash - |
| |
24/01/22 |
16/01/23 |
357 |
 |
 |
 |
Atos |
100 |
46 |
|
35.989 |
14.388 |
90.020 |
54.031 |
150 |
4,159 |
155 |
|
| 16/01/23 |
27/03/23 |
70 |
|
- cash - |
| |
27/03/23 |
17/04/23 |
21 |
 |
 |
 |
Orpea |
100 |
1 |
|
2,266.845 |
3,338.802 |
1,194.888 |
-1,071.957 |
-47 |
3,087 |
-100 |
|
| 17/04/23 |
24/04/23 |
7 |
|
- cash - |
| |
24/04/23 |
12/02/24 |
294 |
 |
 |
 |
Orpea |
100 |
0 |
|
3,201.160 |
14.238 |
719,727.798 |
716,526.639 |
22,383 |
3,087 |
0 |
|
| 12/02/24 |
4/03/24 |
21 |
|
- cash - |
| |
4/03/24 |
11/03/24 |
7 |
 |
 |
 |
Orpea |
100 |
222 |
|
13.901 |
12.786 |
15.114 |
1.213 |
9 |
3,356 |
7,735 |
|
| 11/03/24 |
18/03/24 |
7 |
|
- cash - |
| |
18/03/24 |
25/03/24 |
7 |
 |
 |
 |
Orpea |
100 |
294 |
|
11.414 |
12.890 |
9.939 |
-1.475 |
-13 |
2,922 |
-100 |
|
| 25/03/24 |
15/04/24 |
21 |
|
- cash - |
| |
15/04/24 |
13/05/24 |
28 |
 |
 |
 |
Orpea |
100 |
252 |
|
11.585 |
14.487 |
8.682 |
-2.903 |
-25 |
2,191 |
-98 |
|
| 13/05/24 |
10/06/24 |
28 |
|
- cash - |
| |
10/06/24 |
12/08/24 |
63 |
 |
 |
 |
Atos |
100 |
1,788 |
|
1.225 |
0.913 |
1.645 |
0.420 |
34 |
2,941 |
451 |
|
| accum | 22/05/06 |
12/08/24 | 4887 |
days out of 7414 invested (66%) |
-71 |
2,941 |
-9 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Orpea | short | 27/03/23 | 17/04/23 | 21 | 2,266.85 | 3,338.80 | 1,194.89 | -1,071.96 | -47.29 | | | |
| | | 24/04/23 | 12/02/24 | 294 | 3,201.16 | 14.24 | 719,727.80 | 716,526.64 | 22,383.35 | | | |
| | | 4/03/24 | 11/03/24 | 7 | 13.90 | 12.79 | 15.11 | 1.21 | 8.72 | | | |
| | | 18/03/24 | 25/03/24 | 7 | 11.41 | 12.89 | 9.94 | -1.48 | -12.93 | | | |
| | | 15/04/24 | 13/05/24 | 28 | 11.58 | 14.49 | 8.68 | -2.90 | -25.06 | | | 8,308.62 |
| Trigano | | 2/06/08 | 9/06/08 | 7 | 26.97 | 27.14 | 26.80 | -0.17 | -0.62 | | | |
| | | 16/06/08 | 30/03/09 | 287 | 26.43 | 6.79 | 102.86 | 76.43 | 289.21 | | | |
| | | 26/11/12 | 10/12/12 | 14 | 11.50 | 12.58 | 10.42 | -1.08 | -9.40 | | | 250.42 |
| Atos | | 24/01/22 | 16/01/23 | 357 | 35.99 | 14.39 | 90.02 | 54.03 | 150.13 | | | |
| | | 10/06/24 | 12/08/24 | 63 | 1.23 | 0.91 | 1.64 | 0.42 | 34.25 | | | 235.81 |
| Vallourec | | 14/05/12 | 10/09/12 | 119 | 1,785.78 | 1,863.19 | 1,708.38 | -77.41 | -4.33 | | | |
| | | 8/06/15 | 6/06/16 | 364 | 959.06 | 148.06 | 6,212.45 | 5,253.39 | 547.77 | | | |
| | | 13/06/16 | 19/09/16 | 98 | 151.75 | 175.64 | 127.85 | -23.90 | -15.75 | | | |
| | | 11/02/19 | 18/03/19 | 35 | 72.78 | 106.96 | 38.61 | -34.18 | -46.96 | | | |
| | | 22/06/20 | 13/07/20 | 21 | 46.80 | 37.15 | 58.96 | 12.16 | 25.98 | | | |
| | | 21/09/20 | 16/11/20 | 56 | 20.89 | 24.82 | 16.95 | -3.93 | -18.83 | | | |
| | | 19/07/21 | 26/07/21 | 7 | 8.48 | 9.87 | 7.10 | -1.39 | -16.34 | | | |
| | | 2/08/21 | 15/11/21 | 105 | 9.45 | 8.25 | 10.82 | 1.37 | 14.51 | | | |
| | | 22/11/21 | 17/01/22 | 56 | 8.49 | 10.60 | 6.38 | -2.11 | -24.85 | | | 103.87 |
| Voltalia | | 7/03/11 | 21/03/11 | 14 | 33.35 | 35.71 | 30.98 | -2.36 | -7.09 | | | |
| | | 18/04/11 | 25/04/11 | 7 | 33.82 | 32.47 | 35.22 | 1.40 | 4.15 | | | |
| | | 16/05/11 | 16/01/12 | 245 | 31.10 | 17.83 | 54.25 | 23.15 | 74.45 | | | |
| | | 23/04/12 | 7/05/12 | 14 | 9.47 | 10.42 | 8.51 | -0.96 | -10.10 | | | |
| | | 2/12/13 | 9/12/13 | 7 | 5.73 | 5.81 | 5.64 | -0.09 | -1.51 | | | |
| | | 16/12/13 | 23/12/13 | 7 | 5.69 | 5.66 | 5.72 | 0.03 | 0.47 | | | 50.16 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Eramet | | 25/03/19 | 8/04/19 | 14 | 53.45 | 64.98 | 41.93 | -11.53 | -21.56 | | | |
| | | 13/05/19 | 2/12/19 | 203 | 57.82 | 45.05 | 74.22 | 16.40 | 28.36 | | | |
| | | 24/02/20 | 23/03/20 | 28 | 31.78 | 29.93 | 33.76 | 1.97 | 6.20 | | | 6.92 |
| Derichebourg | | 5/03/07 | 19/03/07 | 14 | 13.27 | 13.38 | 13.15 | -0.12 | -0.90 | | | |
| | | 23/07/07 | 21/04/08 | 273 | 10.25 | 8.35 | 12.57 | 2.32 | 22.68 | | | |
| | | 8/06/09 | 15/06/09 | 7 | 2.33 | 2.69 | 1.97 | -0.36 | -15.37 | | | 2.90 |
| VusionGroup | | 25/01/10 | 1/03/10 | 35 | 15.30 | 14.97 | 15.64 | 0.34 | 2.23 | | | 2.23 |
| Nexans | | 30/07/18 | 11/02/19 | 196 | 33.30 | 33.04 | 33.56 | 0.26 | 0.79 | | | 0.79 |
| Eutelsat | | 26/09/16 | 10/10/16 | 14 | 20.11 | 20.14 | 20.09 | -0.02 | -0.10 | | | -0.10 |
| Bic | | 21/04/08 | 19/05/08 | 28 | 50.30 | 52.67 | 47.93 | -2.37 | -4.71 | | | -4.71 |
| Mersen | | 1/04/13 | 5/08/13 | 126 | 22.18 | 23.63 | 20.73 | -1.45 | -6.54 | | | -6.54 |
| Ipsen | | 21/06/10 | 20/09/10 | 91 | 32.66 | 33.67 | 31.64 | -1.01 | -3.10 | | | |
| | | 29/11/10 | 6/12/10 | 7 | 30.75 | 31.33 | 30.17 | -0.58 | -1.89 | | | |
| | | 6/01/20 | 20/01/20 | 14 | 88.05 | 88.05 | 88.05 | 0.00 | 0.00 | | | |
| | | 27/01/20 | 3/02/20 | 7 | 71.36 | 73.63 | 69.08 | -2.28 | -3.19 | | | |
| | | 10/02/20 | 17/02/20 | 7 | 74.05 | 73.46 | 74.64 | 0.59 | 0.80 | | | -7.23 |
| Viridien | | 3/02/14 | 10/02/14 | 7 | 470.96 | 527.14 | 414.77 | -56.18 | -11.93 | | | |
| | | 3/03/14 | 10/03/14 | 7 | 476.95 | 506.49 | 447.41 | -29.54 | -6.19 | | | |
| | | 19/05/14 | 26/05/14 | 7 | 421.35 | 429.38 | 413.32 | -8.03 | -1.91 | | | |
| | | 16/06/14 | 8/12/14 | 175 | 456.70 | 320.54 | 650.70 | 194.00 | 42.48 | | | |
| | | 15/12/14 | 19/01/15 | 35 | 194.45 | 178.24 | 212.15 | 17.69 | 9.10 | | | |
| | | 21/11/16 | 26/12/16 | 35 | 13.61 | 14.18 | 13.03 | -0.58 | -4.25 | | | |
| | | 16/01/17 | 23/01/17 | 7 | 10.86 | 10.85 | 10.88 | 0.01 | 0.12 | | | |
| | | 21/08/17 | 4/12/17 | 105 | 3.45 | 4.66 | 2.23 | -1.22 | -35.24 | | | |
| | | 11/12/17 | 18/12/17 | 7 | 4.51 | 4.56 | 4.46 | -0.05 | -1.15 | | | |
| | | 5/02/18 | 30/07/18 | 175 | 3.09 | 2.81 | 3.39 | 0.30 | 9.81 | | | -15.11 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Bénéteau | | 30/01/12 | 12/03/12 | 42 | 11.04 | 12.85 | 9.23 | -1.81 | -16.37 | | | -16.37 |
| Sopra Steria | | 16/01/12 | 23/01/12 | 7 | 44.62 | 52.74 | 36.49 | -8.13 | -18.21 | | | -18.21 |
| SES | | 22/05/06 | 9/10/06 | 140 | 13.01 | 15.69 | 10.33 | -2.68 | -20.61 | | | |
| | | 1/01/18 | 8/01/18 | 7 | 15.64 | 15.34 | 15.95 | 0.31 | 1.97 | | | -19.05 |
| Valneva | | 17/05/10 | 14/06/10 | 28 | 8.90 | 10.02 | 7.79 | -1.11 | -12.50 | | | |
| | | 2/09/13 | 14/10/13 | 42 | 4.11 | 5.65 | 2.57 | -1.54 | -37.55 | | | -45.36 |
| Wendel | | 30/03/09 | 18/05/09 | 49 | 25.66 | 40.52 | 10.80 | -14.86 | -57.93 | | | -57.93 |
| Fnac Darty | | 23/03/20 | 22/06/20 | 91 | 22.64 | 41.68 | 3.60 | -19.04 | -84.10 | | | -84.10 |
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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