| |
| |
Assessment - CAC Mid 60 - 5/16/22 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
Δwk |
1/17/22 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
CAC Mid 60 |
14,638.100 |
16:05 |
0.61 |
14,646.800 |
-0.06 |
15,858.300 |
-1,211.500 |
-7.64 |
|
-3.01 |
| |  |
 |
 |
 |
S |
 |
Valneva |
11.880 |
15:35 |
1.45 |
9.648 |
23.13 |
16.630 |
-6.982 |
-41.98 |
|
-33.30 |
| |  |
 |
 |
 |
L |
 |
Air France-KLM |
4.296 |
15:35 |
1.06 |
3.894 |
10.32 |
4.204 |
-0.310 |
-7.37 |
|
-4.40 |
| |  |
 |
 |
 |
|
 |
Eramet |
135.500 |
15:35 |
|
123.200 |
9.98 |
87.800 |
35.400 |
40.32 |
|
59.17 |
| |  |
 |
 |
 |
L |
 |
Vallourec |
13.595 |
15:35 |
6.75 |
12.575 |
8.11 |
9.285 |
3.290 |
35.43 |
|
44.86 |
| |  |
 |
 |
 |
S |
 |
Nexans |
82.850 |
15:35 |
0.30 |
78.000 |
6.22 |
88.250 |
-10.250 |
-11.61 |
|
-3.81 |
| |  |
 |
 |
 |
L |
 |
GTT |
124.000 |
15:35 |
1.89 |
117.300 |
5.71 |
83.700 |
33.600 |
40.14 |
|
54.12 |
| |  |
 |
 |
 |
S |
 |
Aperam |
36.060 |
15:35 |
0.06 |
34.340 |
5.01 |
54.940 |
-20.600 |
-37.50 |
|
-25.27 |
| |  |
 |
 |
 |
L |
 |
Neoen |
39.200 |
15:35 |
-0.66 |
37.460 |
4.64 |
35.000 |
2.460 |
7.03 |
|
6.30 |
| |  |
 |
 |
 |
|
 |
Aéroports de Paris |
137.750 |
15:35 |
0.55 |
131.850 |
4.47 |
127.200 |
4.650 |
3.66 |
|
14.02 |
| |  |
 |
 |
 |
|
 |
Plastic Omnium |
16.290 |
15:35 |
2.13 |
15.650 |
4.09 |
24.100 |
-8.450 |
-35.06 |
|
-27.80 |
| |  |
 |
 |
 |
|
 |
OVH |
18.780 |
15:35 |
-0.08 |
18.300 |
2.62 |
25.380 |
-7.080 |
-27.90 |
|
-na- |
| |  |
 |
 |
 |
S |
 |
JCDecaux |
18.840 |
15:35 |
1.73 |
18.370 |
2.56 |
22.440 |
-4.070 |
-18.14 |
|
-18.70 |
| |  |
 |
 |
 |
S |
 |
Sopra Steria |
161.900 |
15:35 |
-0.61 |
158.000 |
2.47 |
167.700 |
-9.700 |
-5.78 |
|
-2.29 |
| |  |
 |
 |
 |
S |
 |
Alten |
122.600 |
15:35 |
1.32 |
120.200 |
2.00 |
150.900 |
-30.700 |
-20.34 |
|
-7.75 |
| |  |
 |
 |
 |
|
 |
McPhy Energy |
16.530 |
15:35 |
-0.36 |
16.225 |
1.88 |
19.560 |
-3.335 |
-17.05 |
|
-14.40 |
| |  |
 |
 |
 |
|
 |
elis |
14.720 |
15:35 |
0.89 |
14.460 |
1.80 |
16.780 |
-2.320 |
-13.83 |
|
-3.87 |
| |  |
 |
 |
 |
L |
 |
CGG |
0.959 |
15:35 |
-1.09 |
0.944 |
1.67 |
0.845 |
0.099 |
11.67 |
|
28.15 |
| |  |
 |
 |
 |
|
 |
Ipsen |
95.200 |
15:35 |
1.12 |
93.650 |
1.66 |
82.760 |
10.890 |
13.16 |
|
4.34 |
| |  |
 |
 |
 |
S |
 |
Nexity |
30.000 |
15:39 |
0.54 |
29.540 |
1.56 |
38.340 |
-8.800 |
-22.95 |
|
-22.75 |
| |  |
 |
 |
 |
L |
 |
SES |
8.588 |
15:35 |
0.35 |
8.500 |
1.04 |
7.172 |
1.328 |
18.52 |
|
18.36 |
| |  |
 |
 |
 |
|
 |
Bolloré |
4.824 |
15:35 |
1.05 |
4.778 |
0.96 |
4.860 |
-0.082 |
-1.69 |
|
1.46 |
| |  |
 |
 |
 |
|
 |
Soitec |
167.850 |
15:35 |
0.72 |
166.250 |
0.96 |
206.000 |
-39.750 |
-19.30 |
|
-8.57 |
| |  |
 |
 |
 |
|
 |
Altarea |
150.400 |
15:35 |
1.08 |
149.000 |
0.94 |
168.400 |
-19.400 |
-11.52 |
|
-11.71 |
| |  |
 |
 |
 |
S |
 |
Covivio |
67.250 |
15:35 |
2.83 |
66.650 |
0.90 |
75.760 |
-9.110 |
-12.02 |
|
-9.68 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
Δwk |
1/17/22 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Europcar Mobility |
0.507 |
15:38 |
0.36 |
0.503 |
0.80 |
0.506 |
-0.004 |
-0.71 |
|
3.37 |
| |  |
 |
 |
 |
|
 |
Ipsos |
44.650 |
15:35 |
1.94 |
44.350 |
0.68 |
44.800 |
-0.450 |
-1.00 |
|
11.69 |
| |  |
 |
 |
 |
S |
 |
Solutions 30 |
5.592 |
15:35 |
0.39 |
5.584 |
0.14 |
6.945 |
-1.361 |
-19.60 |
|
-19.42 |
| |  |
 |
 |
 |
|
 |
CNP Assurances |
20.920 |
15:35 |
|
20.920 |
|
21.800 |
-0.880 |
-4.04 |
|
18.90 |
| |  |
 |
 |
 |
|
 |
Lagardere |
24.980 |
15:35 |
|
24.980 |
|
24.240 |
0.740 |
3.05 |
|
8.41 |
| |  |
 |
 |
 |
|
 |
Virbac |
358.500 |
15:35 |
-1.92 |
358.500 |
|
397.500 |
-39.000 |
-9.81 |
|
2.20 |
| |  |
 |
 |
 |
L |
 |
Albioma |
49.880 |
15:35 |
-0.20 |
49.900 |
-0.04 |
34.360 |
15.540 |
45.23 |
|
38.94 |
| |  |
 |
 |
 |
|
 |
Elior |
2.834 |
15:39 |
-1.67 |
2.846 |
-0.42 |
5.810 |
-2.964 |
-51.02 |
|
-42.33 |
| |  |
 |
 |
 |
|
 |
Eutelsat |
10.920 |
15:35 |
0.46 |
11.000 |
-0.73 |
10.780 |
0.220 |
2.04 |
|
4.74 |
| |  |
 |
 |
 |
S |
 |
TF1 |
7.510 |
15:35 |
0.13 |
7.565 |
-0.73 |
9.240 |
-1.675 |
-18.13 |
|
-11.11 |
| |  |
 |
 |
 |
|
 |
FDJ |
34.660 |
15:35 |
1.32 |
34.950 |
-0.83 |
36.800 |
-1.850 |
-5.03 |
|
-14.48 |
| |  |
 |
 |
 |
L |
 |
Dassault Aviation |
154.600 |
15:35 |
-0.13 |
156.100 |
-0.96 |
104.400 |
51.700 |
49.52 |
|
49.52 |
| |  |
 |
 |
 |
|
 |
Mercialys |
8.685 |
15:35 |
0.40 |
8.770 |
-0.97 |
9.500 |
-0.730 |
-7.68 |
|
-6.61 |
| |  |
 |
 |
 |
S |
 |
Amundi |
54.350 |
15:36 |
1.40 |
54.900 |
-1.00 |
73.550 |
-18.650 |
-25.36 |
|
-21.83 |
| |  |
 |
 |
 |
S |
 |
Métropole TV |
15.440 |
15:35 |
0.06 |
15.620 |
-1.15 |
18.520 |
-2.900 |
-15.66 |
|
-10.95 |
| |  |
 |
 |
 |
|
 |
ALD |
13.600 |
15:35 |
1.64 |
13.760 |
-1.16 |
14.300 |
-0.540 |
-3.78 |
|
9.64 |
| |  |
 |
 |
 |
|
 |
Wendel |
89.550 |
15:35 |
1.07 |
90.950 |
-1.54 |
103.100 |
-12.150 |
-11.78 |
|
-13.68 |
| |  |
 |
 |
 |
L |
 |
SPIE |
21.600 |
15:35 |
1.69 |
21.960 |
-1.64 |
21.980 |
-0.020 |
-0.09 |
|
5.61 |
| |  |
 |
 |
 |
|
 |
Icade |
56.150 |
15:36 |
1.91 |
57.100 |
-1.66 |
64.850 |
-7.750 |
-11.95 |
|
-12.72 |
| |  |
 |
 |
 |
S |
 |
Imerys |
33.500 |
15:36 |
-0.48 |
34.200 |
-2.05 |
39.200 |
-5.000 |
-12.76 |
|
-10.80 |
| |  |
 |
 |
 |
|
 |
Rubis |
26.330 |
15:35 |
1.86 |
26.900 |
-2.12 |
28.580 |
-1.680 |
-5.88 |
|
-9.44 |
| |  |
 |
 |
 |
L |
 |
Bic |
56.050 |
15:39 |
0.09 |
57.450 |
-2.44 |
48.820 |
8.630 |
17.68 |
|
11.22 |
| |  |
 |
 |
 |
S |
 |
Eurazeo |
69.950 |
15:35 |
1.16 |
71.700 |
-2.44 |
80.250 |
-8.550 |
-10.65 |
|
-5.54 |
| |  |
 |
 |
 |
S |
 |
SEB |
101.000 |
15:35 |
0.80 |
103.800 |
-2.70 |
130.700 |
-26.900 |
-20.58 |
|
-22.04 |
| |  |
 |
 |
 |
|
 |
Verallia |
24.520 |
15:35 |
-0.57 |
25.500 |
-3.84 |
29.900 |
-4.400 |
-14.72 |
|
-10.45 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
Δwk |
1/17/22 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Maisons du Monde |
16.840 |
15:35 |
-2.26 |
17.530 |
-3.94 |
20.020 |
-2.490 |
-12.44 |
|
-8.39 |
| |  |
 |
 |
 |
L |
 |
Korian |
19.570 |
15:35 |
1.24 |
20.380 |
-3.97 |
28.440 |
-8.060 |
-28.34 |
|
-19.94 |
| |  |
 |
 |
 |
S |
 |
Interparfums |
45.400 |
15:35 |
-0.22 |
47.400 |
-4.22 |
65.900 |
-18.500 |
-28.07 |
|
-20.59 |
| |  |
 |
 |
 |
|
 |
Fnac Darty |
45.080 |
15:35 |
0.13 |
47.480 |
-5.05 |
57.600 |
-10.120 |
-17.57 |
|
-11.32 |
| |  |
 |
 |
 |
S |
 |
Rémy Cointreau |
166.600 |
15:35 |
0.12 |
175.800 |
-5.23 |
192.700 |
-16.900 |
-8.77 |
|
-2.19 |
| |  |
 |
 |
 |
|
 |
Technip Energies |
11.755 |
15:35 |
1.34 |
12.415 |
-5.32 |
14.265 |
-1.850 |
-12.97 |
|
3.08 |
| |  |
 |
 |
 |
S |
 |
Trigano |
115.300 |
15:35 |
-2.12 |
122.100 |
-5.57 |
180.600 |
-58.500 |
-32.39 |
|
-23.21 |
| |  |
 |
 |
 |
|
 |
Casino Guichard |
17.170 |
15:35 |
-0.17 |
18.920 |
-9.25 |
23.630 |
-4.710 |
-19.93 |
|
-10.69 |
| |  |
 |
 |
 |
S |
 |
Derichebourg |
7.620 |
15:35 |
1.13 |
8.700 |
-12.41 |
11.920 |
-3.220 |
-27.01 |
|
-7.46 |
| |  |
 |
 |
 |
|
 |
Coface |
10.520 |
15:35 |
-3.22 |
12.120 |
-13.20 |
11.930 |
0.190 |
1.59 |
|
9.50 |
| |  |
 |
 |
 |
|
 |
Orpea |
24.600 |
15:37 |
0.33 |
31.600 |
-22.15 |
87.600 |
-56.000 |
-63.93 |
|
-50.93 |
CAC Mid 60 - 60 out of 60 instruments rated - 5/16/22 / 1/17/22 - 14 did rise, Market-Ratio(17) = 23.33 % |
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 |
 |
 |
 |
Technicolor |
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 |
856,613 |
|
4.719 |
4.790 |
4.648 |
-0.071 |
-2 |
3,981,538 |
-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 |
 |
 |
 |
Technicolor |
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 |
191,697 |
|
12.640 |
11.955 |
|
-0.685 |
-5 |
2,291,738 |
-30 |
|
short |
2/05/18 |
3/18/19 |
406 |
 |
 |
 |
Innate Pharma |
100 |
436,106 |
|
5.255 |
6.585 |
3.925 |
-1.330 |
-25 |
1,711,717 |
-23 |
|
long |
3/18/19 |
3/25/19 |
7 |
 |
 |
 |
GTT |
100 |
20,462 |
|
83.650 |
79.900 |
|
-3.750 |
-4 |
1,634,984 |
-91 |
|
short |
3/25/19 |
4/08/19 |
14 |
 |
 |
 |
DBV Technologies |
100 |
126,742 |
|
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 |
 |
 |
 |
Europcar Mobility |
100 |
2,564,108 |
|
0.558 |
1.159 |
0.000 |
-0.557 |
-100 |
0 |
-100 |
|
long |
11/16/20 |
7/12/21 |
238 |
 |
 |
 |
Solutions 30 |
100 |
0 |
|
17.510 |
6.350 |
|
-11.160 |
-64 |
0 |
0 |
|
short |
7/12/21 |
11/15/21 |
126 |
 |
 |
 |
Vallourec |
100 |
0 |
|
7.350 |
7.240 |
7.462 |
0.112 |
2 |
0 |
0 |
|
long |
11/15/21 |
11/22/21 |
7 |
 |
 |
 |
Valneva |
100 |
0 |
|
21.160 |
19.060 |
|
-2.100 |
-10 |
0 |
0 |
|
short |
11/22/21 |
1/17/22 |
56 |
 |
 |
 |
Vallourec |
100 |
0 |
|
7.550 |
9.285 |
5.815 |
-1.735 |
-23 |
0 |
0 |
|
long |
1/17/22 |
1/24/22 |
7 |
 |
 |
 |
Derichebourg |
100 |
0 |
|
11.920 |
10.760 |
|
-1.160 |
-10 |
0 |
0 |
|
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 |
5/16/22 |
112 |
 |
 |
 |
DBV Technologies |
100 |
0 |
|
2.610 |
2.448 |
2.783 |
0.173 |
7 |
0 |
0 |
|
accum | 5/22/06 |
5/16/22 | 5842 |
days out of 5982 invested (98%) |
-100 |
0 |
-48 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Technicolor | 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 | | | 28.19 |
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 |
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 | 4.72 | 4.79 | 4.65 | -0.07 | -1.50 | | | |
| long | 12/11/17 | 2/05/18 | 56 | 12.64 | 11.96 | | -0.69 | -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 |
DBV Technologies | short | 3/25/19 | 4/08/19 | 14 | 12.90 | 16.40 | 9.40 | -3.50 | -27.13 | | | |
| short | 1/24/22 | 5/16/22 | 112 | 2.61 | 2.45 | 2.78 | 0.17 | 6.62 | | | -22.31 |
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 |
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 | 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 | | | -71.92 |
Europcar Mobility | short | 9/21/20 | 11/16/20 | 56 | 0.56 | 1.16 | 0.00 | -0.56 | -99.98 | | | -99.98 |
Annotations
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 |
5/18/16 | Albioma | | | added |
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 |
| Europcar | | | recording started |
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) |
|
|