| |
| |
Assessment - CAC Mid 60 - 3/25/24 - RS = 18
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
11/20/23 |
prc diff |
⇓ Δ18 |
|
∅-RS |
| | |
|
|
|
L |
|
CAC Mid 60 |
14,763.100 |
17:05 |
0.77 |
14,542.900 |
1.51 |
13,353.800 |
1,189.100 |
8.90 |
|
5.17 |
| | |
|
|
|
L |
|
Vallourec |
17.200 |
16:35 |
0.35 |
17.145 |
0.32 |
13.235 |
3.910 |
29.54 |
|
43.09 |
| | |
|
|
|
L |
|
Eurazeo |
81.250 |
16:35 |
0.68 |
81.550 |
-0.37 |
59.000 |
22.550 |
38.22 |
|
28.89 |
| | |
|
|
|
L |
|
Ipsos |
65.350 |
16:35 |
0.08 |
64.700 |
1.00 |
49.960 |
14.740 |
29.50 |
|
27.34 |
| | |
|
|
|
L |
|
Nexans |
96.900 |
16:36 |
-0.05 |
99.050 |
-2.17 |
70.750 |
28.300 |
40.00 |
|
27.33 |
| | |
|
|
|
L |
|
GTT |
138.500 |
16:35 |
-0.29 |
140.900 |
-1.70 |
122.200 |
18.700 |
15.30 |
|
26.78 |
| | |
|
|
|
L |
|
Mercialys |
10.790 |
16:35 |
1.03 |
10.750 |
0.37 |
8.605 |
2.145 |
24.93 |
|
22.59 |
| | |
|
|
|
L |
|
SPIE |
34.820 |
16:35 |
0.46 |
34.460 |
1.04 |
26.600 |
7.860 |
29.55 |
|
22.48 |
| | |
|
|
|
L |
|
Rubis |
32.740 |
16:37 |
1.74 |
28.100 |
16.51 |
22.280 |
5.820 |
26.12 |
|
21.30 |
| | |
|
|
|
L |
|
ID Logistics |
353.500 |
16:35 |
3.51 |
331.000 |
6.80 |
275.500 |
55.500 |
20.15 |
|
20.66 |
| | |
|
|
|
|
|
Virbac |
346.000 |
16:35 |
2.22 |
347.500 |
-0.43 |
275.500 |
72.000 |
26.13 |
|
19.07 |
| | |
|
|
|
L |
|
Argan |
83.900 |
16:35 |
1.94 |
85.300 |
-1.64 |
72.100 |
13.200 |
18.31 |
|
17.54 |
| | |
|
|
|
L |
|
Dassault Aviation |
204.000 |
16:35 |
-0.97 |
207.000 |
-1.45 |
188.400 |
18.600 |
9.87 |
|
16.08 |
| | |
|
|
|
L |
|
SEB |
118.600 |
16:35 |
-0.34 |
116.400 |
1.89 |
102.300 |
14.100 |
13.78 |
|
15.72 |
| | |
|
|
|
L |
|
TF1 |
8.470 |
16:35 |
-0.24 |
8.400 |
0.83 |
6.885 |
1.515 |
22.00 |
|
15.61 |
| | |
|
|
|
L |
|
Coface |
14.650 |
16:35 |
0.41 |
14.490 |
1.10 |
10.960 |
3.530 |
32.21 |
|
15.32 |
| | |
|
|
|
L |
|
Technip Energies |
23.410 |
16:35 |
-0.13 |
23.800 |
-1.64 |
21.370 |
2.430 |
11.37 |
|
15.20 |
| | |
|
|
|
|
|
Sopra Steria |
224.400 |
16:35 |
0.09 |
218.400 |
2.75 |
186.900 |
31.500 |
16.85 |
|
13.33 |
| | |
|
|
|
|
|
elis |
21.060 |
16:35 |
2.03 |
20.220 |
4.15 |
17.430 |
2.790 |
16.01 |
|
12.97 |
| | |
|
|
|
L |
|
Amundi |
63.650 |
16:35 |
0.71 |
63.350 |
0.47 |
55.400 |
7.950 |
14.35 |
|
12.12 |
| | |
|
|
|
|
|
Scor |
32.070 |
16:35 |
4.80 |
29.860 |
7.40 |
28.430 |
1.430 |
5.03 |
|
11.79 |
| | |
|
|
|
L |
|
Carmila |
16.120 |
16:35 |
2.68 |
16.260 |
-0.86 |
14.540 |
1.720 |
11.83 |
|
11.21 |
| | |
|
|
|
L |
|
Lectra |
32.350 |
16:35 |
1.25 |
32.150 |
0.62 |
27.600 |
4.550 |
16.49 |
|
11.17 |
| | |
|
|
|
L |
|
Bolloré |
6.190 |
16:35 |
-0.80 |
6.245 |
-0.88 |
5.340 |
0.905 |
16.95 |
|
11.01 |
| | |
|
|
|
L |
|
Wendel |
94.600 |
16:35 |
0.42 |
94.050 |
0.58 |
73.850 |
20.200 |
27.35 |
|
9.71 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
11/20/23 |
prc diff |
⇓ Δ18 |
|
∅-RS |
| | |
|
|
|
|
|
Trigano |
163.000 |
16:35 |
9.99 |
144.500 |
12.80 |
137.800 |
6.700 |
4.86 |
|
8.80 |
| | |
|
|
|
L |
|
FDJ |
37.780 |
16:35 |
0.27 |
37.480 |
0.80 |
32.700 |
4.780 |
14.62 |
|
7.90 |
| | |
|
|
|
|
|
Bic |
66.200 |
16:35 |
0.15 |
63.950 |
3.52 |
61.400 |
2.550 |
4.15 |
|
7.51 |
| | |
|
|
|
L |
|
Métropole TV |
13.820 |
16:35 |
-0.93 |
13.670 |
1.10 |
12.500 |
1.170 |
9.36 |
|
5.90 |
| | |
|
|
|
|
|
VusionGroup |
142.600 |
16:35 |
11.06 |
125.800 |
13.35 |
108.600 |
17.200 |
15.84 |
|
5.02 |
| | |
|
|
|
L |
|
Imerys |
31.580 |
16:36 |
1.22 |
31.440 |
0.45 |
26.140 |
5.300 |
20.28 |
|
4.08 |
| | |
|
|
|
L |
|
SES |
6.180 |
16:35 |
2.49 |
6.035 |
2.40 |
5.450 |
0.585 |
10.73 |
|
3.64 |
| | |
|
|
|
L |
|
Covivio |
47.700 |
16:35 |
2.62 |
45.960 |
3.79 |
44.860 |
1.100 |
2.45 |
|
2.86 |
| | |
|
|
|
L |
|
Aéroports de Paris |
127.100 |
16:35 |
-0.70 |
125.500 |
1.27 |
115.000 |
10.500 |
9.13 |
|
2.57 |
| | |
|
|
|
L |
|
Bénéteau |
13.680 |
16:35 |
-0.29 |
13.420 |
1.94 |
11.420 |
2.000 |
17.51 |
|
2.50 |
| | |
|
|
|
|
|
Elior |
2.476 |
16:35 |
-0.40 |
2.460 |
0.65 |
2.280 |
0.180 |
7.89 |
|
1.83 |
| | |
|
|
|
|
|
Alten |
135.200 |
16:35 |
1.65 |
134.700 |
0.37 |
124.800 |
9.900 |
7.93 |
|
0.25 |
| | |
|
|
|
L |
|
Ipsen |
110.300 |
16:35 |
1.01 |
109.500 |
0.73 |
104.100 |
5.400 |
5.19 |
|
-0.37 |
| | |
|
|
|
|
|
Aperam |
29.290 |
16:35 |
0.48 |
29.150 |
0.48 |
27.300 |
1.850 |
6.78 |
|
-0.56 |
| | |
|
|
|
L |
|
Fnac Darty |
29.020 |
16:35 |
0.14 |
28.000 |
3.64 |
25.920 |
2.080 |
8.02 |
|
-0.70 |
| | |
|
|
|
|
|
JCDecaux |
18.000 |
16:35 |
2.39 |
17.510 |
2.80 |
17.120 |
0.390 |
2.28 |
|
-0.71 |
| | |
|
|
|
L |
|
Verallia |
36.040 |
16:35 |
0.45 |
34.580 |
4.22 |
31.580 |
3.000 |
9.50 |
|
-1.99 |
| | |
|
|
|
L |
|
Mersen |
36.450 |
16:35 |
-0.14 |
35.950 |
1.39 |
33.650 |
2.300 |
6.84 |
|
-2.14 |
| | |
|
|
|
L |
|
Eramet |
70.450 |
16:35 |
1.08 |
71.750 |
-1.81 |
74.100 |
-2.350 |
-3.17 |
|
-3.40 |
| | |
|
|
|
|
|
Neoen |
26.240 |
16:35 |
2.26 |
25.500 |
2.90 |
26.820 |
-1.320 |
-4.92 |
|
-5.73 |
| | |
|
|
|
L |
|
Interparfums |
52.200 |
16:35 |
1.16 |
51.200 |
1.95 |
45.850 |
5.350 |
11.67 |
|
-8.39 |
| | |
|
|
|
S |
|
Derichebourg |
4.402 |
16:35 |
-0.68 |
4.392 |
0.23 |
4.660 |
-0.268 |
-5.75 |
|
-9.81 |
| | |
|
|
|
L |
|
Plastic Omnium |
12.080 |
16:35 |
2.55 |
11.900 |
1.51 |
11.710 |
0.190 |
1.62 |
|
-12.59 |
| | |
|
|
|
S |
|
Solutions 30 |
2.092 |
16:35 |
0.38 |
2.066 |
1.26 |
2.286 |
-0.220 |
-9.62 |
|
-13.17 |
| | |
|
|
|
L |
|
ALD |
6.550 |
16:35 |
2.99 |
6.130 |
6.85 |
6.500 |
-0.370 |
-5.69 |
|
-20.36 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
11/20/23 |
prc diff |
⇓ Δ18 |
|
∅-RS |
| | |
|
|
|
S |
|
X-FAB |
7.015 |
16:35 |
-1.75 |
7.095 |
-1.13 |
9.630 |
-2.535 |
-26.32 |
|
-21.81 |
| | |
|
|
|
L |
|
Eutelsat |
4.044 |
16:35 |
1.66 |
3.750 |
7.84 |
4.094 |
-0.344 |
-8.40 |
|
-23.15 |
| | |
|
|
|
S |
|
Icade |
25.100 |
16:35 |
0.80 |
24.900 |
0.80 |
33.400 |
-8.500 |
-25.45 |
|
-26.96 |
| | |
|
|
|
|
|
Valneva |
3.637 |
16:35 |
1.28 |
3.598 |
1.08 |
5.858 |
-2.260 |
-38.58 |
|
-29.07 |
| | |
|
|
|
|
|
CGG |
0.402 |
16:35 |
3.96 |
0.404 |
-0.50 |
0.647 |
-0.243 |
-37.59 |
|
-33.39 |
| | |
|
|
|
S |
|
Voltalia |
6.560 |
16:35 |
-2.96 |
6.400 |
2.50 |
9.300 |
-2.900 |
-31.18 |
|
-39.92 |
| | |
|
|
|
S |
|
Nexity |
9.475 |
16:35 |
0.05 |
8.940 |
5.98 |
14.490 |
-5.550 |
-38.30 |
|
-43.12 |
| | |
|
|
|
|
|
Clariane |
1.474 |
16:35 |
2.43 |
1.381 |
6.73 |
2.802 |
-1.421 |
-50.71 |
|
-61.77 |
| | |
|
|
|
S |
|
Euroapi |
2.795 |
16:35 |
3.10 |
2.641 |
5.83 |
5.194 |
-2.553 |
-49.15 |
|
-63.46 |
| | |
|
|
|
S |
|
Atos |
1.898 |
16:36 |
6.81 |
1.712 |
10.90 |
6.978 |
-5.267 |
-75.47 |
|
-70.83 |
| | |
|
|
|
L |
|
Orpea |
10.138 |
16:35 |
-9.32 |
11.892 |
-14.75 |
396.900 |
-385.008 |
-97.00 |
|
-72.55 |
CAC Mid 60 - 60 out of 60 instruments rated - 3/25/24 / 11/20/23 - 44 did rise, Market-Ratio(18) = 73.33 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Mid 60 * L18 - 38 ex 10 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | long |
1/02/06 |
6/12/06 |
161 |
|
|
|
Vallourec |
100 |
5 |
|
1,880.000 |
3,212.000 |
|
1,332.000 |
71 |
16,660 |
237 |
|
6/12/06 |
9/25/06 |
105 |
|
- cash - |
|
9/25/06 |
1/22/07 |
119 |
|
|
|
Vallourec |
100 |
4 |
|
3,500.000 |
4,026.000 |
|
526.000 |
15 |
18,764 |
54 |
|
|
1/22/07 |
8/13/07 |
203 |
|
|
|
Nexans |
100 |
219 |
|
85.643 |
104.387 |
|
18.744 |
22 |
22,869 |
43 |
|
8/13/07 |
12/24/07 |
133 |
|
- cash - |
|
12/24/07 |
12/31/07 |
7 |
|
|
|
Eramet |
100 |
63 |
|
362.500 |
350.000 |
|
-12.500 |
-3 |
22,081 |
-84 |
|
12/31/07 |
5/12/08 |
133 |
|
- cash - |
|
5/12/08 |
6/30/08 |
49 |
|
|
|
Eramet |
100 |
35 |
|
624.000 |
631.000 |
|
7.000 |
1 |
22,326 |
9 |
|
6/30/08 |
7/21/08 |
21 |
|
- cash - |
|
7/21/08 |
7/28/08 |
7 |
|
|
|
Eramet |
100 |
46 |
|
482.580 |
427.660 |
|
-54.920 |
-11 |
19,800 |
-100 |
|
7/28/08 |
8/11/08 |
14 |
|
- cash - |
|
8/11/08 |
8/25/08 |
14 |
|
|
|
Alten |
100 |
724 |
|
27.340 |
26.100 |
|
-1.240 |
-5 |
18,902 |
-70 |
|
8/25/08 |
4/06/09 |
224 |
|
- cash - |
|
4/06/09 |
11/23/09 |
231 |
|
|
|
Nexity |
100 |
962 |
|
19.640 |
23.885 |
|
4.245 |
22 |
22,986 |
36 |
|
|
11/23/09 |
8/09/10 |
259 |
|
|
|
Plastic Omnium |
100 |
11,656 |
|
1.972 |
4.386 |
|
2.414 |
122 |
51,124 |
208 |
|
8/09/10 |
9/06/10 |
28 |
|
- cash - |
|
9/06/10 |
6/20/11 |
287 |
|
|
|
Plastic Omnium |
100 |
11,798 |
|
4.333 |
6.933 |
|
2.600 |
60 |
81,798 |
82 |
|
6/20/11 |
7/04/11 |
14 |
|
- cash - |
|
7/04/11 |
8/01/11 |
28 |
|
|
|
Plastic Omnium |
100 |
10,614 |
|
7.706 |
7.919 |
|
0.213 |
3 |
84,059 |
43 |
|
8/01/11 |
1/16/12 |
168 |
|
- cash - |
|
1/16/12 |
5/28/12 |
133 |
|
|
|
Scor |
100 |
4,420 |
|
19.015 |
17.870 |
|
-1.145 |
-6 |
78,998 |
-16 |
|
5/28/12 |
8/13/12 |
77 |
|
- cash - |
|
8/13/12 |
12/10/12 |
119 |
|
|
|
CGG |
100 |
110 |
|
712.768 |
730.240 |
|
17.472 |
2 |
80,920 |
8 |
|
|
12/10/12 |
6/24/13 |
196 |
|
|
|
Bolloré |
100 |
30,535 |
|
2.650 |
3.071 |
|
0.421 |
16 |
93,775 |
32 |
|
6/24/13 |
7/08/13 |
14 |
|
- cash - |
|
7/08/13 |
2/03/14 |
210 |
|
|
|
Plastic Omnium |
100 |
6,490 |
|
14.448 |
18.750 |
|
4.302 |
30 |
121,695 |
57 |
|
|
2/03/14 |
6/16/14 |
133 |
|
|
|
Trigano |
100 |
6,415 |
|
18.970 |
17.150 |
|
-1.820 |
-10 |
110,020 |
-24 |
|
|
6/16/14 |
8/04/14 |
49 |
|
|
|
Aperam |
100 |
4,793 |
|
22.950 |
26.090 |
|
3.140 |
14 |
125,070 |
160 |
|
8/04/14 |
9/08/14 |
35 |
|
- cash - |
|
9/08/14 |
9/15/14 |
7 |
|
|
|
Aperam |
100 |
4,775 |
|
26.190 |
26.470 |
|
0.280 |
1 |
126,407 |
74 |
|
9/15/14 |
9/22/14 |
7 |
|
- cash - |
|
9/22/14 |
9/29/14 |
7 |
|
|
|
Aperam |
100 |
4,976 |
|
25.400 |
25.165 |
|
-0.235 |
-1 |
125,238 |
-38 |
|
9/29/14 |
11/24/14 |
56 |
|
- cash - |
|
11/24/14 |
1/19/15 |
56 |
|
|
|
Aperam |
100 |
4,946 |
|
25.320 |
22.960 |
|
-2.360 |
-9 |
113,565 |
-47 |
|
|
1/19/15 |
8/24/15 |
217 |
|
|
|
Trigano |
100 |
4,551 |
|
24.950 |
34.180 |
|
9.230 |
37 |
155,571 |
70 |
|
8/24/15 |
10/12/15 |
49 |
|
- cash - |
|
10/12/15 |
11/16/15 |
35 |
|
|
|
Trigano |
100 |
3,551 |
|
43.800 |
42.250 |
|
-1.550 |
-4 |
150,067 |
-31 |
|
11/16/15 |
11/30/15 |
14 |
|
- cash - |
|
11/30/15 |
12/14/15 |
14 |
|
|
|
Trigano |
100 |
2,728 |
|
55.000 |
54.690 |
|
-0.310 |
-1 |
149,221 |
-14 |
|
12/14/15 |
12/21/15 |
7 |
|
- cash - |
|
12/21/15 |
1/18/16 |
28 |
|
|
|
Trigano |
100 |
2,727 |
|
54.710 |
55.900 |
|
1.190 |
2 |
152,466 |
32 |
|
1/18/16 |
1/25/16 |
7 |
|
- cash - |
|
1/25/16 |
2/08/16 |
14 |
|
|
|
Trigano |
100 |
2,566 |
|
59.410 |
51.870 |
|
-7.540 |
-13 |
133,119 |
-97 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
2/08/16 |
3/21/16 |
42 |
|
- cash - |
|
3/21/16 |
4/04/16 |
14 |
|
|
|
VusionGroup |
100 |
7,314 |
|
18.200 |
18.390 |
|
0.190 |
1 |
134,508 |
31 |
|
4/04/16 |
4/11/16 |
7 |
|
- cash - |
|
4/11/16 |
6/27/16 |
77 |
|
|
|
VusionGroup |
100 |
7,147 |
|
18.820 |
19.990 |
|
1.170 |
6 |
142,870 |
33 |
|
6/27/16 |
7/04/16 |
7 |
|
- cash - |
|
7/04/16 |
11/21/16 |
140 |
|
|
|
VusionGroup |
100 |
6,868 |
|
20.800 |
22.440 |
|
1.640 |
8 |
154,134 |
22 |
|
|
11/21/16 |
3/20/17 |
119 |
|
|
|
Eramet |
100 |
3,143 |
|
49.040 |
42.760 |
|
-6.280 |
-13 |
134,396 |
-34 |
|
|
3/20/17 |
2/12/18 |
329 |
|
|
|
Derichebourg |
100 |
27,344 |
|
4.915 |
7.560 |
|
2.645 |
54 |
206,721 |
61 |
|
|
2/12/18 |
5/28/18 |
105 |
|
|
|
Eramet |
100 |
1,835 |
|
112.600 |
146.700 |
|
34.100 |
30 |
269,294 |
151 |
|
5/28/18 |
6/11/18 |
14 |
|
- cash - |
|
6/11/18 |
6/25/18 |
14 |
|
|
|
Eramet |
100 |
2,103 |
|
128.000 |
109.200 |
|
-18.800 |
-15 |
229,758 |
-98 |
|
6/25/18 |
7/09/18 |
14 |
|
- cash - |
|
7/09/18 |
7/30/18 |
21 |
|
|
|
Eramet |
100 |
1,955 |
|
117.500 |
81.350 |
|
-36.150 |
-31 |
159,085 |
-100 |
|
|
7/30/18 |
9/10/18 |
42 |
|
|
|
Valneva |
100 |
38,333 |
|
4.150 |
3.875 |
|
-0.275 |
-7 |
148,543 |
-45 |
|
9/10/18 |
9/24/18 |
14 |
|
- cash - |
|
9/24/18 |
10/01/18 |
7 |
|
|
|
Interparfums |
100 |
4,630 |
|
32.081 |
33.471 |
|
1.390 |
4 |
154,979 |
813 |
|
10/01/18 |
2/18/19 |
140 |
|
- cash - |
|
2/18/19 |
8/05/19 |
168 |
|
|
|
GTT |
100 |
1,940 |
|
79.850 |
80.450 |
|
0.600 |
1 |
156,143 |
2 |
|
8/05/19 |
9/09/19 |
35 |
|
- cash - |
|
9/09/19 |
3/02/20 |
175 |
|
|
|
CGG |
100 |
70,461 |
|
2.216 |
2.415 |
|
0.199 |
9 |
170,164 |
20 |
|
3/02/20 |
7/13/20 |
133 |
|
- cash - |
|
7/13/20 |
8/16/21 |
399 |
|
|
|
Valneva |
100 |
38,325 |
|
4.440 |
10.800 |
|
6.360 |
143 |
413,911 |
125 |
|
|
8/16/21 |
12/20/21 |
126 |
|
|
|
Derichebourg |
100 |
43,893 |
|
9.430 |
9.150 |
|
-0.280 |
-3 |
401,621 |
-8 |
|
|
12/20/21 |
1/24/22 |
35 |
|
|
|
Valneva |
100 |
15,688 |
|
25.600 |
14.230 |
|
-11.370 |
-44 |
223,249 |
-100 |
|
|
1/24/22 |
3/07/22 |
42 |
|
|
|
Eramet |
100 |
2,569 |
|
86.900 |
127.600 |
|
40.700 |
47 |
327,807 |
2,717 |
|
3/07/22 |
4/04/22 |
28 |
|
- cash - |
|
4/04/22 |
5/02/22 |
28 |
|
|
|
Eramet |
100 |
2,102 |
|
155.900 |
125.300 |
|
-30.600 |
-20 |
263,486 |
-94 |
|
5/02/22 |
5/30/22 |
28 |
|
- cash - |
|
5/30/22 |
6/13/22 |
14 |
|
|
|
Eramet |
100 |
1,788 |
|
147.300 |
111.800 |
|
-35.500 |
-24 |
200,012 |
-100 |
|
6/13/22 |
7/11/22 |
28 |
|
- cash - |
|
7/11/22 |
7/18/22 |
7 |
|
|
|
GTT |
100 |
1,668 |
|
119.900 |
126.300 |
|
6.400 |
5 |
210,687 |
1,405 |
|
7/18/22 |
9/12/22 |
56 |
|
- cash - |
|
9/12/22 |
9/19/22 |
7 |
|
|
|
VusionGroup |
100 |
1,987 |
|
106.000 |
97.200 |
|
-8.800 |
-8 |
193,202 |
-99 |
|
9/19/22 |
11/07/22 |
49 |
|
- cash - |
|
11/07/22 |
2/27/23 |
112 |
|
|
|
VusionGroup |
100 |
1,685 |
|
114.600 |
119.400 |
|
4.800 |
4 |
201,290 |
14 |
|
|
2/27/23 |
5/29/23 |
91 |
|
|
|
Verallia |
100 |
5,316 |
|
37.860 |
34.080 |
|
-3.780 |
-10 |
181,195 |
-34 |
|
|
5/29/23 |
6/19/23 |
21 |
|
|
|
VusionGroup |
100 |
1,155 |
|
156.800 |
169.600 |
|
12.800 |
8 |
195,979 |
291 |
|
6/19/23 |
7/24/23 |
35 |
|
- cash - |
|
7/24/23 |
8/07/23 |
14 |
|
|
|
Scor |
100 |
6,871 |
|
28.520 |
27.710 |
|
-0.810 |
-3 |
190,414 |
-53 |
|
8/07/23 |
8/14/23 |
7 |
|
- cash - |
|
8/14/23 |
8/21/23 |
7 |
|
|
|
X-FAB |
100 |
17,598 |
|
10.820 |
10.260 |
|
-0.560 |
-5 |
180,559 |
-94 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
8/21/23 |
8/28/23 |
7 |
|
- cash - |
|
8/28/23 |
9/11/23 |
14 |
|
|
|
X-FAB |
100 |
17,361 |
|
10.400 |
9.850 |
|
-0.550 |
-5 |
171,010 |
-76 |
|
9/11/23 |
12/11/23 |
91 |
|
- cash - |
|
12/11/23 |
3/28/24 |
108 |
|
|
|
GTT |
100 |
1,373 |
|
124.500 |
138.500 |
|
14.000 |
11 |
190,232 |
43 |
|
accum | 1/02/06 |
3/28/24 | 4819 |
days out of 6660 invested (72%) |
1,802 |
190,232 |
25 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Plastic Omnium | long | 11/23/09 | 8/09/10 | 259 | 1.97 | 4.39 | | 2.41 | 122.41 | | | |
| | 9/06/10 | 6/20/11 | 287 | 4.33 | 6.93 | | 2.60 | 60.00 | | | |
| | 7/04/11 | 8/01/11 | 28 | 7.71 | 7.92 | | 0.21 | 2.76 | | | |
| | 7/08/13 | 2/03/14 | 210 | 14.45 | 18.75 | | 4.30 | 29.78 | | | 374.60 |
Vallourec | | 1/02/06 | 6/12/06 | 161 | 1,880.00 | 3,212.00 | | 1,332.00 | 70.85 | | | |
| | 9/25/06 | 1/22/07 | 119 | 3,500.00 | 4,026.00 | | 526.00 | 15.03 | | | 96.53 |
Derichebourg | | 3/20/17 | 2/12/18 | 329 | 4.92 | 7.56 | | 2.65 | 53.81 | | | |
| | 8/16/21 | 12/20/21 | 126 | 9.43 | 9.15 | | -0.28 | -2.97 | | | 49.25 |
Valneva | | 7/30/18 | 9/10/18 | 42 | 4.15 | 3.88 | | -0.28 | -6.63 | | | |
| | 7/13/20 | 8/16/21 | 399 | 4.44 | 10.80 | | 6.36 | 143.24 | | | |
| | 12/20/21 | 1/24/22 | 35 | 25.60 | 14.23 | | -11.37 | -44.41 | | | 26.25 |
Nexans | | 1/22/07 | 8/13/07 | 203 | 85.64 | 104.39 | | 18.74 | 21.89 | | | 21.89 |
Nexity | | 4/06/09 | 11/23/09 | 231 | 19.64 | 23.89 | | 4.25 | 21.61 | | | 21.61 |
VusionGroup | | 3/21/16 | 4/04/16 | 14 | 18.20 | 18.39 | | 0.19 | 1.04 | | | |
| | 4/11/16 | 6/27/16 | 77 | 18.82 | 19.99 | | 1.17 | 6.22 | | | |
| | 7/04/16 | 11/21/16 | 140 | 20.80 | 22.44 | | 1.64 | 7.88 | | | |
| | 9/12/22 | 9/19/22 | 7 | 106.00 | 97.20 | | -8.80 | -8.30 | | | |
| | 11/07/22 | 2/27/23 | 112 | 114.60 | 119.40 | | 4.80 | 4.19 | | | |
| | 5/29/23 | 6/19/23 | 21 | 156.80 | 169.60 | | 12.80 | 8.16 | | | 19.65 |
GTT | | 2/18/19 | 8/05/19 | 168 | 79.85 | 80.45 | | 0.60 | 0.75 | | | |
| | 7/11/22 | 7/18/22 | 7 | 119.90 | 126.30 | | 6.40 | 5.34 | | | |
| | 12/11/23 | 3/28/24 | 108 | 124.50 | 138.50 | | 14.00 | 11.24 | | | 18.06 |
Bolloré | | 12/10/12 | 6/24/13 | 196 | 2.65 | 3.07 | | 0.42 | 15.89 | | | 15.89 |
CGG | | 8/13/12 | 12/10/12 | 119 | 712.77 | 730.24 | | 17.47 | 2.45 | | | |
| | 9/09/19 | 3/02/20 | 175 | 2.22 | 2.42 | | 0.20 | 8.98 | | | 11.65 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Trigano | | 2/03/14 | 6/16/14 | 133 | 18.97 | 17.15 | | -1.82 | -9.59 | | | |
| | 1/19/15 | 8/24/15 | 217 | 24.95 | 34.18 | | 9.23 | 36.99 | | | |
| | 10/12/15 | 11/16/15 | 35 | 43.80 | 42.25 | | -1.55 | -3.54 | | | |
| | 11/30/15 | 12/14/15 | 14 | 55.00 | 54.69 | | -0.31 | -0.56 | | | |
| | 12/21/15 | 1/18/16 | 28 | 54.71 | 55.90 | | 1.19 | 2.18 | | | |
| | 1/25/16 | 2/08/16 | 14 | 59.41 | 51.87 | | -7.54 | -12.69 | | | 5.97 |
Interparfums | | 9/24/18 | 10/01/18 | 7 | 32.08 | 33.47 | | 1.39 | 4.33 | | | 4.33 |
Aperam | | 6/16/14 | 8/04/14 | 49 | 22.95 | 26.09 | | 3.14 | 13.68 | | | |
| | 9/08/14 | 9/15/14 | 7 | 26.19 | 26.47 | | 0.28 | 1.07 | | | |
| | 9/22/14 | 9/29/14 | 7 | 25.40 | 25.17 | | -0.23 | -0.93 | | | |
| | 11/24/14 | 1/19/15 | 56 | 25.32 | 22.96 | | -2.36 | -9.32 | | | 3.22 |
Alten | | 8/11/08 | 8/25/08 | 14 | 27.34 | 26.10 | | -1.24 | -4.54 | | | -4.54 |
Scor | | 1/16/12 | 5/28/12 | 133 | 19.02 | 17.87 | | -1.15 | -6.02 | | | |
| | 7/24/23 | 8/07/23 | 14 | 28.52 | 27.71 | | -0.81 | -2.84 | | | -8.69 |
Verallia | | 2/27/23 | 5/29/23 | 91 | 37.86 | 34.08 | | -3.78 | -9.98 | | | -9.98 |
X-FAB | | 8/14/23 | 8/21/23 | 7 | 10.82 | 10.26 | | -0.56 | -5.18 | | | |
| | 8/28/23 | 9/11/23 | 14 | 10.40 | 9.85 | | -0.55 | -5.29 | | | -10.19 |
Eramet | | 12/24/07 | 12/31/07 | 7 | 362.50 | 350.00 | | -12.50 | -3.45 | | | |
| | 5/12/08 | 6/30/08 | 49 | 624.00 | 631.00 | | 7.00 | 1.12 | | | |
| | 7/21/08 | 7/28/08 | 7 | 482.58 | 427.66 | | -54.92 | -11.38 | | | |
| | 11/21/16 | 3/20/17 | 119 | 49.04 | 42.76 | | -6.28 | -12.81 | | | |
| | 2/12/18 | 5/28/18 | 105 | 112.60 | 146.70 | | 34.10 | 30.28 | | | |
| | 6/11/18 | 6/25/18 | 14 | 128.00 | 109.20 | | -18.80 | -14.69 | | | |
| | 7/09/18 | 7/30/18 | 21 | 117.50 | 81.35 | | -36.15 | -30.77 | | | |
| | 1/24/22 | 3/07/22 | 42 | 86.90 | 127.60 | | 40.70 | 46.84 | | | |
| | 4/04/22 | 5/02/22 | 28 | 155.90 | 125.30 | | -30.60 | -19.63 | | | |
| | 5/30/22 | 6/13/22 | 14 | 147.30 | 111.80 | | -35.50 | -24.10 | | | -48.00 |
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) |
|
|