| |
| |
Assessment - France - 10/18/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/18/21 |
⇓ Δwk |
7/19/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
SOM France |
341.718 |
Fri |
0.64 |
347.606 |
|
331.516 |
16.090 |
4.85 |
|
7.00 |
| |  |
 |
 |
 |
|
 |
Eramet |
135.500 |
Fri |
|
84.350 |
|
59.700 |
24.650 |
41.29 |
|
69.63 |
| |  |
 |
 |
 |
S |
 |
Derichebourg |
7.620 |
Fri |
1.13 |
10.100 |
|
8.160 |
1.940 |
23.77 |
|
66.59 |
| |  |
 |
 |
 |
S |
 |
Valneva |
11.880 |
Fri |
1.45 |
15.930 |
|
11.410 |
4.520 |
39.61 |
|
62.82 |
| |  |
 |
 |
 |
|
 |
Virbac |
358.500 |
Fri |
-1.92 |
385.500 |
|
326.000 |
59.500 |
18.25 |
|
49.77 |
| |  |
 |
 |
 |
S |
 |
Societe Generale |
24.495 |
Fri |
0.08 |
28.670 |
|
23.040 |
5.630 |
24.44 |
|
39.17 |
| |  |
 |
 |
 |
|
 |
Coface |
10.520 |
Fri |
-3.22 |
12.370 |
|
10.000 |
2.370 |
23.70 |
|
32.37 |
| |  |
 |
 |
 |
S |
 |
Interparfums |
45.400 |
Fri |
-0.22 |
62.000 |
|
56.300 |
5.700 |
10.12 |
|
32.04 |
| |  |
 |
 |
 |
|
 |
Cap Gemini |
180.750 |
Fri |
1.35 |
186.800 |
|
164.600 |
22.200 |
13.49 |
|
30.09 |
| |  |
 |
 |
 |
S |
 |
ArcelorMittal |
27.400 |
Fri |
1.03 |
27.665 |
|
24.610 |
3.055 |
12.41 |
|
29.92 |
| |  |
 |
 |
 |
S |
 |
Eurofins Scientific |
85.500 |
Fri |
-0.19 |
109.720 |
|
104.780 |
4.940 |
4.71 |
|
29.74 |
| |  |
 |
 |
 |
S |
 |
Alten |
122.600 |
Fri |
1.32 |
130.800 |
|
111.300 |
19.500 |
17.52 |
|
28.05 |
| |  |
 |
 |
 |
S |
 |
Sartorius Stedim |
307.700 |
Fri |
1.79 |
471.600 |
|
457.400 |
14.200 |
3.10 |
|
27.65 |
| |  |
 |
 |
 |
|
 |
Bolloré |
4.824 |
Fri |
1.05 |
5.130 |
|
4.446 |
0.684 |
15.38 |
|
27.28 |
| |  |
 |
 |
 |
S |
 |
Eurazeo |
69.950 |
Fri |
1.16 |
81.800 |
|
72.600 |
9.200 |
12.67 |
|
26.48 |
| |  |
 |
 |
 |
S |
 |
Aperam |
36.060 |
Fri |
0.06 |
49.300 |
|
46.120 |
3.180 |
6.90 |
|
26.12 |
| |  |
 |
 |
 |
|
 |
Eutelsat |
10.920 |
Fri |
0.46 |
12.495 |
|
9.820 |
2.675 |
27.24 |
|
26.08 |
| |  |
 |
 |
 |
S |
 |
Saint-Gobain |
51.960 |
Fri |
-0.90 |
60.790 |
|
55.440 |
5.350 |
9.65 |
|
25.76 |
| |  |
 |
 |
 |
|
 |
Hermes International |
1,034.500 |
Fri |
-1.94 |
1,271.500 |
|
1,232.000 |
39.500 |
3.21 |
|
25.61 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
38.240 |
Fri |
1.22 |
46.285 |
|
43.635 |
2.650 |
6.07 |
|
24.16 |
| |  |
 |
 |
 |
S |
 |
Publicis |
54.600 |
Fri |
0.33 |
58.740 |
|
50.620 |
8.120 |
16.04 |
|
23.33 |
| |  |
 |
 |
 |
|
 |
Ipsos |
44.650 |
Fri |
1.94 |
38.900 |
|
35.200 |
3.700 |
10.51 |
|
22.78 |
| |  |
 |
 |
 |
S |
 |
Nexans |
82.850 |
Fri |
0.30 |
81.950 |
|
77.700 |
4.250 |
5.47 |
|
22.75 |
| |  |
 |
 |
 |
|
 |
Rexel |
18.735 |
Fri |
1.27 |
18.100 |
|
16.675 |
1.425 |
8.55 |
|
22.12 |
| |  |
 |
 |
 |
S |
 |
L'Occitane |
2.812 |
Fri |
2.63 |
2.828 |
|
3.180 |
-0.352 |
-11.07 |
|
21.55 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/18/21 |
⇓ Δwk |
7/19/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
51.710 |
Fri |
0.35 |
44.650 |
|
34.890 |
9.760 |
27.97 |
|
21.23 |
| |  |
 |
 |
 |
|
 |
BNP Paribas |
53.710 |
Fri |
0.98 |
58.010 |
|
47.790 |
10.220 |
21.39 |
|
20.76 |
| |  |
 |
 |
 |
S |
 |
EssilorLuxottica |
146.600 |
Fri |
0.65 |
167.000 |
|
148.580 |
18.420 |
12.40 |
|
20.36 |
| |  |
 |
 |
 |
S |
 |
Pernod Ricard |
177.000 |
Fri |
-0.51 |
197.000 |
|
180.250 |
16.750 |
9.29 |
|
16.95 |
| |  |
 |
 |
 |
|
 |
Veolia |
25.870 |
Fri |
2.74 |
27.070 |
|
25.500 |
1.570 |
6.16 |
|
16.54 |
| |  |
 |
 |
 |
S |
 |
Credit Agricole |
10.394 |
Fri |
0.21 |
12.796 |
|
11.096 |
1.700 |
15.32 |
|
16.25 |
| |  |
 |
 |
 |
S |
 |
Airbus |
106.920 |
Fri |
0.49 |
113.300 |
|
103.580 |
9.720 |
9.38 |
|
16.18 |
| |  |
 |
 |
 |
|
 |
elis |
14.720 |
Fri |
0.89 |
16.520 |
|
14.350 |
2.170 |
15.12 |
|
15.84 |
| |  |
 |
 |
 |
|
 |
Altarea |
150.400 |
Fri |
1.08 |
182.200 |
|
178.000 |
4.200 |
2.36 |
|
14.94 |
| |  |
 |
 |
 |
S |
 |
LVMH |
556.600 |
Fri |
-2.09 |
650.000 |
|
639.900 |
10.100 |
1.58 |
|
14.45 |
| |  |
 |
 |
 |
S |
 |
Legrand |
79.140 |
Fri |
0.05 |
93.020 |
|
90.000 |
3.020 |
3.36 |
|
14.35 |
| |  |
 |
 |
 |
S |
 |
Métropole TV |
15.440 |
Fri |
0.06 |
17.780 |
|
16.580 |
1.200 |
7.24 |
|
14.33 |
| |  |
 |
 |
 |
|
 |
Arkema |
111.850 |
Fri |
-0.62 |
114.850 |
|
102.800 |
12.050 |
11.72 |
|
14.05 |
| |  |
 |
 |
 |
S |
 |
Axa |
23.120 |
Fri |
0.33 |
23.905 |
|
21.000 |
2.905 |
13.83 |
|
13.84 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
36.795 |
Fri |
-1.47 |
36.700 |
|
31.360 |
5.340 |
17.03 |
|
13.53 |
| |  |
 |
 |
 |
S |
 |
Teleperformance |
305.900 |
Fri |
0.72 |
351.200 |
|
348.400 |
2.800 |
0.80 |
|
13.32 |
| |  |
 |
 |
 |
S |
 |
Sopra Steria |
161.900 |
Fri |
-0.61 |
164.100 |
|
160.500 |
3.600 |
2.24 |
|
13.14 |
| |  |
 |
 |
 |
S |
 |
TF1 |
7.510 |
Fri |
0.13 |
8.400 |
|
7.970 |
0.430 |
5.40 |
|
12.70 |
| |  |
 |
 |
 |
L |
 |
Bureau Veritas |
26.450 |
Fri |
1.03 |
27.120 |
|
26.450 |
0.670 |
2.53 |
|
12.02 |
| |  |
 |
 |
 |
|
 |
Elior |
2.834 |
Fri |
-1.67 |
6.530 |
|
5.380 |
1.150 |
21.38 |
|
11.96 |
| |  |
 |
 |
 |
|
 |
Verallia |
24.520 |
Fri |
-0.57 |
33.240 |
|
29.880 |
3.360 |
11.24 |
|
11.95 |
| |  |
 |
 |
 |
L |
 |
SES |
8.588 |
Fri |
0.35 |
7.828 |
|
6.688 |
1.140 |
17.05 |
|
11.49 |
| |  |
 |
 |
 |
|
 |
Europcar Mobility |
0.507 |
Fri |
0.36 |
0.503 |
|
0.431 |
0.073 |
16.83 |
|
11.36 |
| |  |
 |
 |
 |
|
 |
Wendel |
89.550 |
Fri |
1.07 |
116.700 |
|
106.400 |
10.300 |
9.68 |
|
11.15 |
| |  |
 |
 |
 |
|
 |
Aéroports de Paris |
137.750 |
Fri |
0.55 |
115.400 |
|
103.350 |
12.050 |
11.66 |
|
10.64 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/18/21 |
⇓ Δwk |
7/19/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
EDF |
8.408 |
Fri |
1.35 |
12.500 |
|
10.495 |
2.005 |
19.10 |
|
10.49 |
| |  |
 |
 |
 |
|
 |
Ipsen |
95.200 |
Fri |
1.12 |
86.560 |
|
86.380 |
0.180 |
0.21 |
|
10.41 |
| |  |
 |
 |
 |
L |
 |
SPIE |
21.600 |
Fri |
1.69 |
20.760 |
|
19.260 |
1.500 |
7.79 |
|
10.17 |
| |  |
 |
 |
 |
|
 |
Michelin |
116.300 |
Fri |
0.82 |
132.900 |
|
132.600 |
0.300 |
0.23 |
|
10.12 |
| |  |
 |
 |
 |
S |
 |
Schneider Electric |
125.620 |
Fri |
0.62 |
142.540 |
|
131.660 |
10.880 |
8.26 |
|
10.10 |
| |  |
 |
 |
 |
S |
 |
Euronext |
78.900 |
Fri |
3.16 |
99.950 |
|
89.200 |
10.750 |
12.05 |
|
10.07 |
| |  |
 |
 |
 |
|
 |
Soitec |
167.850 |
Fri |
0.72 |
184.400 |
|
185.100 |
-0.700 |
-0.38 |
|
9.08 |
| |  |
 |
 |
 |
S |
 |
L´Oreal |
307.800 |
Fri |
-0.28 |
365.900 |
|
373.150 |
-7.250 |
-1.94 |
|
8.48 |
| |  |
 |
 |
 |
|
 |
Mercialys |
8.685 |
Fri |
0.40 |
8.965 |
|
10.000 |
-1.035 |
-10.35 |
|
8.35 |
| |  |
 |
 |
 |
S |
 |
Amundi |
54.350 |
Fri |
1.40 |
75.950 |
|
74.400 |
1.550 |
2.08 |
|
7.91 |
| |  |
 |
 |
 |
S |
 |
JCDecaux |
18.840 |
Fri |
1.73 |
21.860 |
|
23.580 |
-1.720 |
-7.29 |
|
7.58 |
| |  |
 |
 |
 |
S |
 |
Rémy Cointreau |
166.600 |
Fri |
0.12 |
173.200 |
|
178.400 |
-5.200 |
-2.91 |
|
7.04 |
| |  |
 |
 |
 |
|
 |
Fnac Darty |
45.080 |
Fri |
0.13 |
55.300 |
|
52.600 |
2.700 |
5.13 |
|
6.69 |
| |  |
 |
 |
 |
|
 |
Lagardere |
24.980 |
Fri |
|
22.700 |
|
20.300 |
2.400 |
11.82 |
|
6.65 |
| |  |
 |
 |
 |
|
 |
FDJ |
34.660 |
Fri |
1.32 |
42.970 |
|
48.000 |
-5.030 |
-10.48 |
|
6.30 |
| |  |
 |
 |
 |
S |
 |
Faurecia |
23.140 |
Fri |
1.98 |
43.280 |
|
38.070 |
5.210 |
13.69 |
|
4.30 |
| |  |
 |
 |
 |
|
 |
Boiron |
41.450 |
Fri |
2.35 |
40.600 |
|
38.200 |
2.400 |
6.28 |
|
4.14 |
| |  |
 |
 |
 |
L |
 |
Edenred |
45.240 |
Fri |
0.47 |
48.360 |
|
47.390 |
0.970 |
2.05 |
|
3.86 |
| |  |
 |
 |
 |
S |
 |
Kering |
450.350 |
Fri |
-0.83 |
652.800 |
|
711.800 |
-59.000 |
-8.29 |
|
3.74 |
| |  |
 |
 |
 |
|
 |
Eiffage |
90.740 |
Fri |
0.31 |
86.880 |
|
82.400 |
4.480 |
5.44 |
|
3.06 |
| |  |
 |
 |
 |
|
 |
Vinci |
90.960 |
Fri |
0.22 |
89.920 |
|
85.680 |
4.240 |
4.95 |
|
3.01 |
| |  |
 |
 |
 |
|
 |
Icade |
56.150 |
Fri |
1.91 |
67.100 |
|
72.700 |
-5.600 |
-7.70 |
|
2.97 |
| |  |
 |
 |
 |
|
 |
Solvay |
88.500 |
Fri |
0.52 |
104.600 |
|
106.900 |
-2.300 |
-2.15 |
|
2.75 |
| |  |
 |
 |
 |
|
 |
Thales |
113.800 |
Fri |
0.44 |
82.560 |
|
84.600 |
-2.040 |
-2.41 |
|
2.60 |
| |  |
 |
 |
 |
|
 |
Accor |
30.540 |
Fri |
1.83 |
31.080 |
|
28.910 |
2.170 |
7.51 |
|
2.55 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/18/21 |
⇓ Δwk |
7/19/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Air Liquide |
160.120 |
Fri |
0.33 |
142.960 |
|
146.860 |
-3.900 |
-2.66 |
|
2.36 |
| |  |
 |
 |
 |
|
 |
CNP Assurances |
20.920 |
Fri |
|
14.275 |
|
13.860 |
0.415 |
2.99 |
|
2.32 |
| |  |
 |
 |
 |
S |
 |
Nexity |
30.000 |
Fri |
0.54 |
38.960 |
|
41.420 |
-2.460 |
-5.94 |
|
1.50 |
| |  |
 |
 |
 |
|
 |
ALD |
13.600 |
Fri |
1.64 |
12.120 |
|
11.880 |
0.240 |
2.02 |
|
1.23 |
| |  |
 |
 |
 |
S |
 |
Trigano |
115.300 |
Fri |
-2.12 |
157.400 |
|
176.800 |
-19.400 |
-10.97 |
|
1.02 |
| |  |
 |
 |
 |
S |
 |
Covivio |
67.250 |
Fri |
2.83 |
73.080 |
|
74.820 |
-1.740 |
-2.33 |
|
0.94 |
| |  |
 |
 |
 |
|
 |
Maisons du Monde |
16.840 |
Fri |
-2.26 |
17.370 |
|
18.230 |
-0.860 |
-4.72 |
|
0.70 |
| |  |
 |
 |
 |
L |
 |
Danone |
54.870 |
Fri |
1.40 |
57.330 |
|
58.460 |
-1.130 |
-1.93 |
|
0.62 |
| |  |
 |
 |
 |
L |
 |
Bouygues |
31.800 |
Fri |
-0.19 |
33.880 |
|
31.220 |
2.660 |
8.52 |
|
0.50 |
| |  |
 |
 |
 |
L |
 |
Getlink |
18.260 |
Fri |
2.04 |
13.530 |
|
12.985 |
0.545 |
4.20 |
|
0.47 |
| |  |
 |
 |
 |
L |
 |
Carrefour |
19.105 |
Fri |
-1.82 |
15.230 |
|
15.780 |
-0.550 |
-3.49 |
|
-0.18 |
| |  |
 |
 |
 |
L |
 |
Dassault Aviation |
154.600 |
Fri |
-0.13 |
92.300 |
|
92.050 |
0.250 |
0.27 |
|
-0.22 |
| |  |
 |
 |
 |
|
 |
Sodexo |
71.280 |
Fri |
0.65 |
74.640 |
|
70.160 |
4.480 |
6.39 |
|
-0.29 |
| |  |
 |
 |
 |
S |
 |
Safran |
96.010 |
Fri |
0.14 |
113.460 |
|
107.840 |
5.620 |
5.21 |
|
-0.65 |
| |  |
 |
 |
 |
L |
 |
Sanofi |
102.300 |
Fri |
2.24 |
82.660 |
|
86.770 |
-4.110 |
-4.74 |
|
-1.23 |
| |  |
 |
 |
 |
|
 |
Renault |
24.175 |
Fri |
0.25 |
32.595 |
|
29.830 |
2.765 |
9.27 |
|
-1.52 |
| |  |
 |
 |
 |
S |
 |
Imerys |
33.500 |
Fri |
-0.48 |
37.640 |
|
35.980 |
1.660 |
4.61 |
|
-2.90 |
| |  |
 |
 |
 |
|
 |
Klépierre |
21.120 |
Fri |
1.15 |
18.665 |
|
20.120 |
-1.455 |
-7.23 |
|
-3.45 |
| |  |
 |
 |
 |
L |
 |
UnibailRodaWestfield |
66.170 |
Fri |
3.21 |
61.220 |
|
67.420 |
-6.200 |
-9.20 |
|
-3.48 |
| |  |
 |
 |
 |
S |
 |
Gecina |
105.600 |
Fri |
1.15 |
119.750 |
|
129.550 |
-9.800 |
-7.56 |
|
-3.52 |
| |  |
 |
 |
 |
L |
 |
Orange |
11.582 |
Fri |
0.29 |
9.486 |
|
9.364 |
0.122 |
1.30 |
|
-4.21 |
| |  |
 |
 |
 |
S |
 |
Engie |
12.642 |
Fri |
1.35 |
11.600 |
|
11.228 |
0.372 |
3.31 |
|
-4.45 |
| |  |
 |
 |
 |
L |
 |
GTT |
124.000 |
Fri |
1.89 |
68.650 |
|
63.750 |
4.900 |
7.69 |
|
-5.70 |
| |  |
 |
 |
 |
L |
 |
Bic |
56.050 |
Fri |
0.09 |
48.840 |
|
54.750 |
-5.910 |
-10.79 |
|
-5.91 |
| |  |
 |
 |
 |
L |
 |
Korian |
19.570 |
Fri |
1.24 |
28.440 |
|
30.000 |
-1.560 |
-5.20 |
|
-6.40 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/18/21 |
⇓ Δwk |
7/19/21 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Air France-KLM |
4.296 |
Fri |
1.06 |
4.131 |
|
3.792 |
0.339 |
8.94 |
|
-6.50 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
91.460 |
Fri |
2.26 |
100.350 |
|
95.680 |
4.670 |
4.88 |
|
-6.65 |
| |  |
 |
 |
 |
|
 |
Worldline |
37.360 |
Fri |
1.00 |
68.320 |
|
79.700 |
-11.380 |
-14.28 |
|
-8.42 |
| |  |
 |
 |
 |
|
 |
Valeo |
18.830 |
Fri |
3.23 |
25.090 |
|
23.180 |
1.910 |
8.24 |
|
-8.85 |
| |  |
 |
 |
 |
|
 |
Scor |
25.400 |
Fri |
-1.40 |
23.790 |
|
24.020 |
-0.230 |
-0.96 |
|
-10.63 |
| |  |
 |
 |
 |
|
 |
Plastic Omnium |
16.290 |
Fri |
2.13 |
23.600 |
|
24.880 |
-1.280 |
-5.14 |
|
-12.76 |
| |  |
 |
 |
 |
L |
 |
Neoen |
39.200 |
Fri |
-0.66 |
35.620 |
|
35.100 |
0.520 |
1.48 |
|
-13.73 |
| |  |
 |
 |
 |
|
 |
Orpea |
24.600 |
Fri |
0.33 |
88.000 |
|
102.250 |
-14.250 |
-13.94 |
|
-15.59 |
| |  |
 |
 |
 |
S |
 |
Solutions 30 |
5.592 |
Fri |
0.39 |
7.700 |
|
6.135 |
1.565 |
25.51 |
|
-16.22 |
| |  |
 |
 |
 |
|
 |
Casino Guichard |
17.170 |
Fri |
-0.17 |
21.400 |
|
24.240 |
-2.840 |
-11.72 |
|
-16.41 |
| |  |
 |
 |
 |
S |
 |
SEB |
101.000 |
Fri |
0.80 |
120.000 |
|
149.400 |
-29.400 |
-19.68 |
|
-17.59 |
| |  |
 |
 |
 |
L |
 |
Albioma |
49.880 |
Fri |
-0.20 |
31.960 |
|
33.600 |
-1.640 |
-4.88 |
|
-18.08 |
| |  |
 |
 |
 |
|
 |
Atos |
24.860 |
Fri |
5.70 |
45.010 |
|
40.410 |
4.600 |
11.38 |
|
-19.47 |
| |  |
 |
 |
 |
|
 |
Rubis |
26.330 |
Fri |
1.86 |
28.780 |
|
34.500 |
-5.720 |
-16.58 |
|
-19.99 |
| |  |
 |
 |
 |
|
 |
McPhy Energy |
16.530 |
Fri |
-0.36 |
19.220 |
|
16.870 |
2.350 |
13.93 |
|
-20.61 |
| |  |
 |
 |
 |
L |
 |
CGG |
0.959 |
Fri |
-1.09 |
0.626 |
|
0.559 |
0.067 |
11.95 |
|
-20.67 |
| |  |
 |
 |
 |
|
 |
Alstom |
23.960 |
Fri |
0.17 |
31.360 |
|
35.150 |
-3.790 |
-10.78 |
|
-22.99 |
| |  |
 |
 |
 |
L |
 |
Ubisoft |
47.750 |
Fri |
-0.38 |
45.750 |
|
56.020 |
-10.270 |
-18.33 |
|
-28.85 |
| |  |
 |
 |
 |
L |
 |
Vallourec |
13.595 |
Fri |
6.75 |
7.500 |
|
7.185 |
0.315 |
4.38 |
|
-45.56 |
| |  |
 |
 |
 |
L |
 |
Vivendi |
10.940 |
Fri |
1.39 |
11.170 |
|
27.570 |
-16.400 |
-59.48 |
|
-56.46 |
| |  |
 |
 |
 |
|
 |
OVH |
18.780 |
Fri |
-0.08 |
21.890 |
|
|
|
|
|
-na- |
France - 119 out of 120 instruments rated - 10/18/21 / 7/19/21 - 84 did rise, Market-Ratio(13) = 70.59 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions France * A14 - 64/45 (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 |
1/09/06 |
7 |
|
- cash - |
long |
1/09/06 |
5/22/06 |
133 |
 |
 |
 |
Vallourec |
100 |
5 |
|
1,874.400 |
3,064.000 |
|
1,189.600 |
63 |
15,948 |
285 |
|
short |
5/22/06 |
8/21/06 |
91 |
 |
 |
 |
SES |
100 |
1,566 |
|
10.180 |
10.330 |
10.030 |
-0.150 |
-1 |
15,713 |
-6 |
|
long |
8/21/06 |
7/30/07 |
343 |
 |
 |
 |
Vallourec |
100 |
4 |
|
3,362.000 |
3,780.000 |
|
418.000 |
12 |
17,385 |
13 |
|
short |
7/30/07 |
4/21/08 |
266 |
 |
 |
 |
Natixis |
100 |
1,685 |
|
10.315 |
6.723 |
15.826 |
5.511 |
53 |
26,671 |
80 |
|
long |
4/21/08 |
6/23/08 |
63 |
 |
 |
 |
Eramet |
100 |
47 |
|
560.000 |
612.000 |
|
52.000 |
9 |
29,115 |
67 |
|
short |
6/23/08 |
4/27/09 |
308 |
 |
 |
 |
Technicolor |
100 |
38 |
|
760.077 |
221.643 |
2,606.521 |
1,846.444 |
243 |
99,280 |
331 |
|
long |
4/27/09 |
2/08/10 |
287 |
 |
 |
 |
Nexity |
100 |
4,107 |
|
24.170 |
25.595 |
|
1.425 |
6 |
105,133 |
8 |
|
short |
2/08/10 |
3/01/10 |
21 |
 |
 |
 |
Ubisoft |
100 |
10,537 |
|
9.977 |
8.801 |
11.310 |
1.333 |
13 |
119,180 |
784 |
|
long |
3/01/10 |
5/24/10 |
84 |
 |
 |
 |
Plastic Omnium |
100 |
45,697 |
|
2.608 |
3.261 |
|
0.653 |
25 |
149,020 |
164 |
|
short |
5/24/10 |
8/23/10 |
91 |
 |
 |
 |
Ubisoft |
100 |
19,176 |
|
7.771 |
7.111 |
8.492 |
0.721 |
9 |
162,851 |
43 |
|
long |
8/23/10 |
6/27/11 |
308 |
 |
 |
 |
Plastic Omnium |
100 |
37,506 |
|
4.342 |
7.096 |
|
2.754 |
63 |
266,143 |
79 |
|
short |
6/27/11 |
1/23/12 |
210 |
 |
 |
 |
Carrefour |
100 |
10,062 |
|
26.450 |
17.050 |
41.032 |
14.582 |
55 |
412,871 |
115 |
|
long |
1/23/12 |
4/23/12 |
91 |
 |
 |
 |
Hermes International |
100 |
1,628 |
|
253.600 |
251.250 |
|
-2.350 |
-1 |
409,045 |
-4 |
|
short |
4/23/12 |
8/13/12 |
112 |
 |
 |
 |
Solocal |
100 |
276 |
|
1,476.830 |
1,038.280 |
2,100.615 |
623.785 |
42 |
581,210 |
215 |
|
long |
8/13/12 |
4/22/13 |
252 |
 |
 |
 |
Eurofins Scientific |
100 |
56,128 |
|
10.355 |
15.325 |
|
4.970 |
48 |
860,166 |
76 |
|
short |
4/22/13 |
5/06/13 |
14 |
 |
 |
 |
ArcelorMittal |
100 |
32,723 |
|
26.286 |
29.061 |
23.511 |
-2.775 |
-11 |
769,360 |
-95 |
|
long |
5/06/13 |
6/10/13 |
35 |
 |
 |
 |
Montupet |
100 |
47,055 |
|
16.350 |
16.510 |
|
0.160 |
1 |
776,889 |
11 |
|
short |
6/10/13 |
7/08/13 |
28 |
 |
 |
 |
ArcelorMittal |
100 |
27,558 |
|
28.191 |
26.415 |
30.086 |
1.895 |
7 |
829,122 |
134 |
|
long |
7/08/13 |
7/21/14 |
378 |
 |
 |
 |
Montupet |
100 |
52,642 |
|
15.750 |
61.170 |
|
45.420 |
288 |
3,220,122 |
271 |
|
short |
7/21/14 |
12/29/14 |
161 |
 |
 |
 |
CGG |
100 |
12,047 |
|
267.296 |
160.352 |
445.565 |
178.269 |
67 |
5,367,722 |
218 |
|
long |
12/29/14 |
6/08/15 |
161 |
 |
 |
 |
Adocia |
100 |
112,530 |
|
47.700 |
66.230 |
|
18.530 |
39 |
7,452,903 |
110 |
|
short |
6/08/15 |
11/23/15 |
168 |
 |
 |
 |
Solocal |
100 |
10,640 |
|
700.450 |
390.360 |
1,256.866 |
556.416 |
79 |
13,373,170 |
256 |
|
long |
11/23/15 |
1/11/16 |
49 |
 |
 |
 |
Ubisoft |
100 |
498,905 |
|
26.805 |
24.260 |
|
-2.545 |
-9 |
12,103,456 |
-52 |
|
short |
1/11/16 |
4/18/16 |
98 |
 |
 |
 |
Vallourec |
100 |
45,902 |
|
263.680 |
148.800 |
467.252 |
203.572 |
77 |
21,447,832 |
742 |
|
long |
4/18/16 |
6/13/16 |
56 |
 |
 |
 |
Ubisoft |
100 |
792,017 |
|
27.080 |
32.460 |
|
5.380 |
20 |
25,708,883 |
226 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/13/16 |
8/15/16 |
63 |
 |
 |
 |
Vallourec |
100 |
191,343 |
|
134.360 |
166.280 |
102.440 |
-31.920 |
-24 |
19,601,215 |
-79 |
|
long |
8/15/16 |
12/05/16 |
112 |
 |
 |
 |
Ubisoft |
100 |
530,479 |
|
36.950 |
30.830 |
|
-6.120 |
-17 |
16,354,683 |
-45 |
|
short |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
CGG |
100 |
1,124,033 |
|
14.550 |
14.080 |
15.036 |
0.486 |
3 |
16,900,626 |
135 |
|
long |
12/19/16 |
8/14/17 |
238 |
 |
 |
 |
STMicroelectronics |
100 |
1,613,424 |
|
10.475 |
14.290 |
|
3.815 |
36 |
23,055,839 |
61 |
|
short |
8/14/17 |
10/02/17 |
49 |
 |
 |
 |
Technicolor |
100 |
275,458 |
|
83.700 |
77.895 |
89.938 |
6.238 |
7 |
24,774,036 |
71 |
|
long |
10/02/17 |
2/05/18 |
126 |
 |
 |
 |
Air France-KLM |
100 |
1,821,620 |
|
13.600 |
11.955 |
|
-1.645 |
-12 |
21,777,471 |
-31 |
|
short |
2/05/18 |
3/04/19 |
392 |
 |
 |
 |
Innate Pharma |
100 |
4,144,142 |
|
5.255 |
6.585 |
3.925 |
-1.330 |
-25 |
16,265,762 |
-24 |
|
long |
3/04/19 |
6/03/19 |
91 |
 |
 |
 |
GTT |
100 |
194,450 |
|
83.650 |
81.900 |
|
-1.750 |
-2 |
15,925,474 |
-8 |
|
short |
6/03/19 |
9/02/19 |
91 |
 |
 |
 |
ArcelorMittal |
100 |
1,194,350 |
|
13.334 |
12.876 |
13.808 |
0.474 |
4 |
16,491,955 |
15 |
|
long |
9/02/19 |
10/07/19 |
35 |
 |
 |
 |
Altran Technologies |
100 |
1,140,916 |
|
14.455 |
14.310 |
|
-0.145 |
-1 |
16,326,522 |
-10 |
|
short |
10/07/19 |
11/04/19 |
28 |
 |
 |
 |
Genfit |
100 |
1,281,516 |
|
12.740 |
13.150 |
12.330 |
-0.410 |
-3 |
15,801,100 |
-35 |
|
long |
11/04/19 |
3/02/20 |
119 |
 |
 |
 |
STMicroelectronics |
100 |
752,075 |
|
21.010 |
24.320 |
|
3.310 |
16 |
18,290,468 |
57 |
|
short |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Technicolor |
100 |
2,810,891 |
|
6.507 |
4.091 |
10.351 |
3.844 |
59 |
29,095,815 |
463 |
|
long |
6/08/20 |
9/07/20 |
91 |
 |
 |
 |
Iliad |
100 |
179,937 |
|
161.700 |
170.650 |
|
8.950 |
6 |
30,706,251 |
24 |
|
short |
9/07/20 |
11/09/20 |
63 |
 |
 |
 |
DBV Technologies |
100 |
8,375,954 |
|
3.666 |
3.820 |
3.512 |
-0.154 |
-4 |
29,416,354 |
-22 |
|
long |
11/09/20 |
7/19/21 |
252 |
 |
 |
 |
Sartorius Stedim |
100 |
91,868 |
|
320.200 |
457.400 |
|
137.200 |
43 |
42,020,643 |
68 |
|
short |
7/19/21 |
10/18/21 |
91 |
 |
 |
 |
Vallourec |
100 |
5,848,384 |
|
7.185 |
7.500 |
6.870 |
-0.315 |
-4 |
40,178,402 |
-16 |
|
long |
10/18/21 |
11/29/21 |
42 |
 |
 |
 |
Eramet |
100 |
476,329 |
|
84.350 |
68.050 |
|
-16.300 |
-19 |
32,414,240 |
-85 |
|
short |
11/29/21 |
1/03/22 |
35 |
 |
 |
 |
Vivendi |
100 |
2,894,128 |
|
11.200 |
11.975 |
10.425 |
-0.775 |
-7 |
30,171,291 |
-53 |
|
long |
1/03/22 |
1/24/22 |
21 |
 |
 |
 |
Valneva |
100 |
1,304,986 |
|
23.120 |
14.230 |
|
-8.890 |
-38 |
18,569,965 |
-100 |
|
short |
1/24/22 |
5/16/22 |
112 |
 |
 |
 |
DBV Technologies |
100 |
7,114,929 |
|
2.610 |
2.448 |
2.783 |
0.173 |
7 |
19,798,713 |
23 |
|
accum | 1/09/06 |
5/16/22 | 5976 |
days out of 5983 invested (100%) |
197,887 |
19,798,713 |
59 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Technicolor | short | 6/23/08 | 4/27/09 | 308 | 760.08 | 221.64 | 2,606.52 | 1,846.44 | 242.93 | | | |
| short | 8/14/17 | 10/02/17 | 49 | 83.70 | 77.90 | 89.94 | 6.24 | 7.45 | | | |
| short | 3/02/20 | 6/08/20 | 98 | 6.51 | 4.09 | 10.35 | 3.84 | 59.08 | | | 486.17 |
Montupet | long | 5/06/13 | 6/10/13 | 35 | 16.35 | 16.51 | | 0.16 | 0.98 | | | |
| long | 7/08/13 | 7/21/14 | 378 | 15.75 | 61.17 | | 45.42 | 288.38 | | | 292.18 |
Solocal | short | 4/23/12 | 8/13/12 | 112 | 1,476.83 | 1,038.28 | 2,100.62 | 623.79 | 42.24 | | | |
| short | 6/08/15 | 11/23/15 | 168 | 700.45 | 390.36 | 1,256.87 | 556.42 | 79.44 | | | 155.23 |
Vallourec | long | 1/09/06 | 5/22/06 | 133 | 1,874.40 | 3,064.00 | | 1,189.60 | 63.47 | | | |
| long | 8/21/06 | 7/30/07 | 343 | 3,362.00 | 3,780.00 | | 418.00 | 12.43 | | | |
| short | 1/11/16 | 4/18/16 | 98 | 263.68 | 148.80 | 467.25 | 203.57 | 77.20 | | | |
| short | 6/13/16 | 8/15/16 | 63 | 134.36 | 166.28 | 102.44 | -31.92 | -23.76 | | | |
| short | 7/19/21 | 10/18/21 | 91 | 7.19 | 7.50 | 6.87 | -0.32 | -4.38 | | | 137.42 |
Plastic Omnium | long | 3/01/10 | 5/24/10 | 84 | 2.61 | 3.26 | | 0.65 | 25.04 | | | |
| long | 8/23/10 | 6/27/11 | 308 | 4.34 | 7.10 | | 2.75 | 63.43 | | | 104.35 |
CGG | short | 7/21/14 | 12/29/14 | 161 | 267.30 | 160.35 | 445.56 | 178.27 | 66.69 | | | |
| short | 12/05/16 | 12/19/16 | 14 | 14.55 | 14.08 | 15.04 | 0.49 | 3.34 | | | 72.26 |
STMicroelectronics | long | 12/19/16 | 8/14/17 | 238 | 10.48 | 14.29 | | 3.82 | 36.42 | | | |
| long | 11/04/19 | 3/02/20 | 119 | 21.01 | 24.32 | | 3.31 | 15.75 | | | 57.91 |
Carrefour | short | 6/27/11 | 1/23/12 | 210 | 26.45 | 17.05 | 41.03 | 14.58 | 55.13 | | | 55.13 |
Natixis | short | 7/30/07 | 4/21/08 | 266 | 10.32 | 6.72 | 15.83 | 5.51 | 53.43 | | | 53.43 |
Eurofins Scientific | long | 8/13/12 | 4/22/13 | 252 | 10.36 | 15.33 | | 4.97 | 48.00 | | | 48.00 |
Sartorius Stedim | long | 11/09/20 | 7/19/21 | 252 | 320.20 | 457.40 | | 137.20 | 42.85 | | | 42.85 |
Adocia | long | 12/29/14 | 6/08/15 | 161 | 47.70 | 66.23 | | 18.53 | 38.85 | | | 38.85 |
Ubisoft | short | 2/08/10 | 3/01/10 | 21 | 9.98 | 8.80 | 11.31 | 1.33 | 13.36 | | | |
| short | 5/24/10 | 8/23/10 | 91 | 7.77 | 7.11 | 8.49 | 0.72 | 9.28 | | | |
| long | 11/23/15 | 1/11/16 | 49 | 26.81 | 24.26 | | -2.55 | -9.49 | | | |
| long | 4/18/16 | 6/13/16 | 56 | 27.08 | 32.46 | | 5.38 | 19.87 | | | |
| long | 8/15/16 | 12/05/16 | 112 | 36.95 | 30.83 | | -6.12 | -16.56 | | | 12.14 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Nexity | long | 4/27/09 | 2/08/10 | 287 | 24.17 | 25.60 | | 1.43 | 5.90 | | | 5.90 |
Iliad | long | 6/08/20 | 9/07/20 | 91 | 161.70 | 170.65 | | 8.95 | 5.53 | | | 5.53 |
DBV Technologies | short | 9/07/20 | 11/09/20 | 63 | 3.67 | 3.82 | 3.51 | -0.15 | -4.20 | | | |
| short | 1/24/22 | 5/16/22 | 112 | 2.61 | 2.45 | 2.78 | 0.17 | 6.62 | | | 2.14 |
Hermes International | long | 1/23/12 | 4/23/12 | 91 | 253.60 | 251.25 | | -2.35 | -0.93 | | | -0.93 |
Altran Technologies | long | 9/02/19 | 10/07/19 | 35 | 14.46 | 14.31 | | -0.15 | -1.00 | | | -1.00 |
ArcelorMittal | short | 4/22/13 | 5/06/13 | 14 | 26.29 | 29.06 | 23.51 | -2.78 | -10.56 | | | |
| short | 6/10/13 | 7/08/13 | 28 | 28.19 | 26.42 | 30.09 | 1.90 | 6.72 | | | |
| short | 6/03/19 | 9/02/19 | 91 | 13.33 | 12.88 | 13.81 | 0.47 | 3.56 | | | -1.15 |
SES | short | 5/22/06 | 8/21/06 | 91 | 10.18 | 10.33 | 10.03 | -0.15 | -1.47 | | | -1.47 |
GTT | long | 3/04/19 | 6/03/19 | 91 | 83.65 | 81.90 | | -1.75 | -2.09 | | | -2.09 |
Genfit | short | 10/07/19 | 11/04/19 | 28 | 12.74 | 13.15 | 12.33 | -0.41 | -3.22 | | | -3.22 |
Vivendi | short | 11/29/21 | 1/03/22 | 35 | 11.20 | 11.98 | 10.43 | -0.77 | -6.92 | | | -6.92 |
Eramet | long | 4/21/08 | 6/23/08 | 63 | 560.00 | 612.00 | | 52.00 | 9.29 | | | |
| long | 10/18/21 | 11/29/21 | 42 | 84.35 | 68.05 | | -16.30 | -19.32 | | | -11.83 |
Air France-KLM | long | 10/02/17 | 2/05/18 | 126 | 13.60 | 11.96 | | -1.65 | -12.10 | | | -12.10 |
Innate Pharma | short | 2/05/18 | 3/04/19 | 392 | 5.26 | 6.59 | 3.93 | -1.33 | -25.31 | | | -25.31 |
Valneva | long | 1/03/22 | 1/24/22 | 21 | 23.12 | 14.23 | | -8.89 | -38.45 | | | -38.45 |
Annotations
7/07/21 | Dassault Systèmes | | | stock split 1:5 (five for one) |
11/19/20 | Eurofins Scientific | | | stock split 1:10 (ten for one) |
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. |
| Unibail-Rodamco | | | ISIN change from FR0000124711 to FR0013326246 following Westfield acquisition |
9/20/17 | bioMérieux | | | stock split 1:3 (three for one) |
7/28/17 | Rubis | | | stock split 1:2 (two for one) |
5/18/17 | ArcelorMittal | | | reverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687 |
7/20/16 | CGG | | | reverse stock split 32:1 (one for thirty-two) |
6/06/16 | Valeo | | | stock split 1:3 (three for one) |
5/18/16 | Albioma | | | added |
5/06/16 | Sartorius Stedim | | | stock split 1 : 6 (six for one) |
1/18/16 | France | | | Montupet drops out (acquisition by Linamar) |
12/21/15 | Sartorius Stedim | | | recording started |
| Europcar | | | recording started |
8/24/15 | Frankreich | | | complete analysis |
4/24/15 | GDF Suez | | | changes name to Engie |
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