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Assessment - CAC Mid 60 - 6/25/18 - RS = 17

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	6/25/18	⇓ Δwk	2/26/18	prc diff	⇓ Δ17	∅-RS
	L	CAC Mid 60	14,516.000	Fri	0.71	14,336.800		14,646.600	-309.800	-2.12	-0.14
	L	Eramet	88.250	Fri	11.29	109.200		126.200	-17.000	-13.47	33.94
		Aéroports de Paris	118.500	Fri	1.37	189.000		168.100	20.900	12.43	19.44
	L	Dassault Aviation	203.800	Fri	0.99	161.600		141.100	20.500	14.53	16.39
		Valneva	3.444	Fri	-0.06	3.675		3.420	0.255	7.46	15.77
		Trigano	144.900	Fri	1.33	157.500		147.000	10.500	7.14	15.40
	S	Alten	114.200	Fri	-11.40	87.750		82.300	5.450	6.62	14.92
	L	Ipsen	113.000	Fri	0.62	131.800		123.000	8.800	7.15	14.59
	L	Orpea	12.800	Fri	7.29	114,200.000		100,600.000	13,600.000	13.52	12.08
	L	Interparfums	47.250	Fri		26.784		24.657	2.128	8.63	11.52
		Sopra Steria	211.800	Fri	-0.94	175.600		161.900	13.700	8.46	11.28
		GTT	130.000	Fri	0.54	51.800		53.300	-1.500	-2.81	10.96
	S	Nexity	10.220	Fri	7.24	54.400		54.050	0.350	0.65	8.77
	L	ALD	6.195	Fri	5.72	14.900		13.920	0.980	7.04	8.76
		SES	5.525	Fri	1.38	15.770		12.510	3.260	26.06	8.09
		Argan	72.700	Fri	1.54	41.600		40.000	1.600	4.00	6.78
	L	Vallourec	16.180	Fri	-1.76	201.600		182.280	19.320	10.60	3.61
		ID Logistics	342.500	Fri	0.15	144.200		134.400	9.800	7.29	3.49
	L	Bénéteau	12.240	Fri	-0.49	17.660		18.660	-1.000	-5.36	3.32
	S	Icade	25.000	Fri	2.21	80.350		82.450	-2.100	-2.55	2.79
	L	Plastic Omnium	11.650	Fri	0.43	37.580		38.710	-1.130	-2.92	2.29
	L	Coface	14.460	Fri		9.250		9.590	-0.340	-3.55	1.69
	L	Covivio	46.600	Fri	3.93	88.700		88.350	0.350	0.40	1.30
	L	Clariane	1.880	Fri	18.69	28.520		26.840	1.680	6.26	0.97
		VusionGroup	126.500	Fri	-5.24	28.600		29.950	-1.350	-4.51	-0.16
		⇓instrument	freshest		⇓ Δday	6/25/18	⇓ Δwk	2/26/18	prc diff	⇓ Δ17	∅-RS
	L	Rubis	32.460	Fri	0.62	55.950		59.550	-3.600	-6.05	-1.80
		Ipsos	63.500	Fri	1.28	29.840		31.720	-1.880	-5.93	-1.92
		Carmila	16.860	Fri	0.60	23.750		24.400	-0.650	-2.66	-2.30
	L	Fnac Darty	32.650	Fri	1.08	83.000		95.000	-12.000	-12.63	-2.45
		Atos	1.908	Fri	0.93	118.750		110.300	8.450	7.66	-2.60
	S	X-FAB	6.615	Fri	0.99	8.530		8.840	-0.310	-3.51	-2.68
	L	elis	21.440	Fri		20.140		21.480	-1.340	-6.24	-4.17
		Voltalia	8.140	Fri	1.24	9.400		8.939	0.461	5.15	-5.18
		Virbac	349.000	Fri	0.72	118.000		124.200	-6.200	-4.99	-5.40
	L	JCDecaux	19.560	Fri	0.57	28.840		31.840	-3.000	-9.42	-5.79
		Bolloré	6.225	Fri	0.57	4.008		4.624	-0.616	-13.32	-5.91
		SEB	114.200	Fri	2.70	147.100		168.200	-21.100	-12.54	-6.77
		Mersen	35.500	Fri	2.16	33.050		41.400	-8.350	-20.17	-6.81
	L	Wendel	94.650	Fri	1.23	120.800		143.200	-22.400	-15.64	-9.71
		Scor	30.400	Fri	0.46	31.300		35.150	-3.850	-10.95	-9.76
	L	Mercialys	11.160	Fri	1.00	14.900		16.170	-1.270	-7.85	-11.11
	L	Lectra	32.100	Fri	-2.28	21.000		24.050	-3.050	-12.68	-11.48
	L	Eurazeo	84.950	Fri	3.16	65.200		78.750	-13.550	-17.21	-11.64
	L	Amundi	65.750	Fri	3.30	60.220		67.420	-7.200	-10.68	-11.81
		Bic	65.100	Fri	0.31	79.750		86.350	-6.600	-7.64	-12.03
	L	Métropole TV	14.500	Fri	1.26	17.810		23.440	-5.630	-24.02	-12.93
		Aperam	27.900	Fri	1.97	36.210		42.750	-6.540	-15.30	-14.77
	L	SPIE	34.160	Fri	-0.12	17.740		20.060	-2.320	-11.57	-15.21
	L	Imerys	30.420	Fri	2.22	65.300		83.800	-18.500	-22.08	-15.78
	L	Eutelsat	3.886	Fri	3.30	16.530		18.625	-2.095	-11.25	-16.57
		⇓instrument	freshest		⇓ Δday	6/25/18	⇓ Δwk	2/26/18	prc diff	⇓ Δ17	∅-RS
	L	TF1	8.520	Fri	0.59	9.035		11.550	-2.515	-21.77	-21.81
		CGG	0.408	Fri	-1.09	2.074		1.454	0.620	42.64	-24.10
		Elior	2.416	Fri	2.63	14.130		18.450	-4.320	-23.41	-26.41
		Derichebourg	3.910	Fri	1.35	5.290		7.660	-2.370	-30.94	-31.41
	L	Nexans	99.200	Fri	2.85	29.730		43.650	-13.920	-31.89	-36.14
	S	Euroapi	2.760	Fri	6.32						-na-
		FDJ	35.040	Fri	1.57						-na-
	L	Neoen	29.720	Fri	1.23						-na-
	S	Solutions 30	1.942	Fri	3.79	10.550					-na-
	L	Technip Energies	22.400	Fri	-0.36						-na-
	L	Verallia	36.220	Fri	1.86						-na-
CAC Mid 60 - 54 out of 60 instruments rated - 6/25/18 / 2/26/18 - 20 did rise, Market-Ratio(17) = 37.04 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Mid 60 RS = 17 - B/S = 69/62

1/06/20	scale up chart	4/22/24

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	4/26/24	4		Orpea	100	2,332,662	12.332	12.800	11.864	-0.468	-4	27,674,706	-97
accum	5/22/06	4/26/24	6550	days out of 6690 invested (98%)							276,647		27,674,706	56

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	4/26/24	4	12.33	12.80	11.86	-0.47	-3.80	15,205.34
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	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
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)


	is taking down something concerning