| |
| |
Assessment - CAC Mid 60 - 7/01/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| | |
|
|
|
|
|
CAC Mid 60 |
13,272.000 |
8/12 |
-0.08 |
13,571.100 |
-2.20 |
14,115.900 |
-544.800 |
-3.86 |
|
-1.95 |
| | |
|
|
|
L |
|
Eramet |
72.350 |
8/12 |
5.24 |
97.700 |
-25.95 |
64.500 |
33.200 |
51.47 |
|
31.07 |
| | |
|
|
|
L |
|
Elior |
3.192 |
8/12 |
3.30 |
2.794 |
14.24 |
2.274 |
0.520 |
22.87 |
|
32.19 |
| | |
|
|
|
|
|
Eutelsat |
4.228 |
8/12 |
2.17 |
3.874 |
9.14 |
3.634 |
0.240 |
6.60 |
|
-15.05 |
| | |
|
|
|
|
|
X-FAB |
5.475 |
8/12 |
1.96 |
6.050 |
-9.50 |
7.395 |
-1.345 |
-18.19 |
|
-23.95 |
| | |
|
|
|
S |
|
Scor |
17.130 |
8/12 |
1.06 |
24.160 |
-29.10 |
27.060 |
-2.900 |
-10.72 |
|
-11.76 |
| | |
|
|
|
|
|
Eurazeo |
67.850 |
8/12 |
0.97 |
74.000 |
-8.31 |
77.050 |
-3.050 |
-3.96 |
|
9.53 |
| | |
|
|
|
|
|
Coface |
13.810 |
8/12 |
0.88 |
13.340 |
3.52 |
13.420 |
-0.080 |
-0.60 |
|
2.45 |
| | |
|
|
|
|
|
Derichebourg |
4.556 |
8/12 |
0.80 |
4.390 |
3.78 |
4.114 |
0.276 |
6.71 |
|
-5.62 |
| | |
|
|
|
L |
|
Ipsen |
103.900 |
8/12 |
0.78 |
113.500 |
-8.46 |
102.600 |
10.900 |
10.62 |
|
8.20 |
| | |
|
|
|
|
|
ID Logistics |
433.000 |
8/12 |
0.70 |
370.000 |
17.03 |
332.500 |
37.500 |
11.28 |
|
22.52 |
| | |
|
|
|
|
|
elis |
21.120 |
8/12 |
0.67 |
20.560 |
2.72 |
21.260 |
-0.700 |
-3.29 |
|
10.16 |
| | |
|
|
|
|
|
Amundi |
64.050 |
8/12 |
0.63 |
61.950 |
3.39 |
60.650 |
1.300 |
2.14 |
|
4.65 |
| | |
|
|
|
|
|
Carmila |
16.460 |
8/12 |
0.61 |
15.900 |
3.52 |
15.200 |
0.700 |
4.61 |
|
5.17 |
| | |
|
|
|
S |
|
SES |
4.692 |
8/12 |
0.60 |
4.890 |
-4.05 |
6.030 |
-1.140 |
-18.91 |
|
-15.14 |
| | |
|
|
|
|
|
Virbac |
341.500 |
8/12 |
0.59 |
337.500 |
1.19 |
335.000 |
2.500 |
0.75 |
|
12.60 |
| | |
|
|
|
|
|
SPIE |
33.680 |
8/12 |
0.54 |
35.000 |
-3.77 |
31.180 |
3.820 |
12.25 |
|
10.09 |
| | |
|
|
|
S |
|
Argan |
75.500 |
8/12 |
0.53 |
74.000 |
2.03 |
76.700 |
-2.700 |
-3.52 |
|
-3.29 |
| | |
|
|
|
S |
|
FDJ |
35.320 |
8/12 |
0.40 |
31.760 |
11.21 |
38.500 |
-6.740 |
-17.51 |
|
-7.93 |
| | |
|
|
|
|
|
Rubis |
27.460 |
8/12 |
0.22 |
26.880 |
2.16 |
24.760 |
2.120 |
8.56 |
|
11.62 |
| | |
|
|
|
L |
|
Imerys |
29.280 |
8/12 |
0.21 |
34.060 |
-14.03 |
29.680 |
4.380 |
14.76 |
|
17.03 |
| | |
|
|
|
|
|
Métropole TV |
11.780 |
8/12 |
0.17 |
12.220 |
-3.60 |
12.630 |
-0.410 |
-3.25 |
|
-5.43 |
| | |
|
|
|
S |
|
GTT |
126.400 |
8/12 |
0.16 |
122.000 |
3.61 |
147.300 |
-25.300 |
-17.18 |
|
-1.35 |
| | |
|
|
|
|
|
VusionGroup |
134.000 |
8/12 |
0.15 |
135.000 |
-0.74 |
143.400 |
-8.400 |
-5.86 |
|
8.59 |
| | |
|
|
|
|
|
Nexans |
119.200 |
8/12 |
0.08 |
104.500 |
14.07 |
93.950 |
10.550 |
11.23 |
|
25.72 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| | |
|
|
|
|
|
TF1 |
7.820 |
8/12 |
|
7.670 |
1.96 |
8.430 |
-0.760 |
-9.02 |
|
1.69 |
| | |
|
|
|
L |
|
Neoen |
38.380 |
8/12 |
-0.10 |
37.340 |
2.79 |
24.320 |
13.020 |
53.54 |
|
31.70 |
| | |
|
|
|
L |
|
Fnac Darty |
26.250 |
8/12 |
-0.19 |
30.150 |
-12.94 |
27.420 |
2.730 |
9.96 |
|
20.57 |
| | |
|
|
|
S |
|
Alten |
96.250 |
8/12 |
-0.31 |
105.300 |
-8.59 |
139.000 |
-33.700 |
-24.24 |
|
-15.56 |
| | |
|
|
|
|
|
Ipsos |
55.600 |
8/12 |
-0.36 |
58.100 |
-4.30 |
64.600 |
-6.500 |
-10.06 |
|
15.59 |
| | |
|
|
|
|
|
Covivio |
47.540 |
8/12 |
-0.50 |
44.720 |
6.31 |
40.200 |
4.520 |
11.24 |
|
1.11 |
| | |
|
|
|
|
|
JCDecaux |
18.000 |
8/12 |
-0.50 |
18.640 |
-3.43 |
19.250 |
-0.610 |
-3.17 |
|
6.44 |
| | |
|
|
|
|
|
Dassault Aviation |
189.500 |
8/12 |
-0.52 |
171.200 |
10.69 |
187.400 |
-16.200 |
-8.64 |
|
-4.70 |
| | |
|
|
|
|
|
Vallourec |
13.370 |
8/12 |
-0.59 |
14.700 |
-9.05 |
13.585 |
1.115 |
8.21 |
|
11.54 |
| | |
|
|
|
|
|
Aéroports de Paris |
112.100 |
8/12 |
-0.62 |
114.900 |
-2.44 |
125.500 |
-10.600 |
-8.45 |
|
-6.19 |
| | |
|
|
|
S |
|
Aperam |
25.060 |
8/12 |
-0.63 |
24.620 |
1.79 |
26.610 |
-1.990 |
-7.48 |
|
-12.57 |
| | |
|
|
|
|
|
SEB |
88.350 |
8/12 |
-0.67 |
98.250 |
-10.08 |
113.100 |
-14.850 |
-13.13 |
|
0.59 |
| | |
|
|
|
|
|
Technip Energies |
20.580 |
8/12 |
-0.68 |
20.960 |
-1.81 |
20.680 |
0.280 |
1.35 |
|
-4.44 |
| | |
|
|
|
S |
|
Wendel |
85.150 |
8/12 |
-0.70 |
83.450 |
2.04 |
91.150 |
-7.700 |
-8.45 |
|
-0.70 |
| | |
|
|
|
|
|
Nexity |
9.725 |
8/12 |
-0.77 |
8.655 |
12.36 |
10.360 |
-1.705 |
-16.46 |
|
-31.06 |
| | |
|
|
|
L |
|
Viridien |
37.070 |
8/12 |
-0.83 |
0.497 |
7,355.75 |
0.431 |
0.067 |
15.47 |
|
-11.49 |
| | |
|
|
|
|
|
Mercialys |
11.680 |
8/12 |
-0.85 |
10.400 |
12.31 |
10.030 |
0.370 |
3.69 |
|
14.99 |
| | |
|
|
|
S |
|
Trigano |
102.500 |
8/12 |
-0.87 |
112.400 |
-8.81 |
150.000 |
-37.600 |
-25.07 |
|
-14.82 |
| | |
|
|
|
S |
|
Lectra |
25.700 |
8/12 |
-0.96 |
28.400 |
-9.51 |
31.750 |
-3.350 |
-10.55 |
|
-5.99 |
| | |
|
|
|
L |
|
Voltalia |
10.180 |
8/12 |
-0.97 |
9.180 |
10.89 |
7.110 |
2.070 |
29.11 |
|
7.16 |
| | |
|
|
|
S |
|
Solutions 30 |
1.396 |
8/12 |
-0.99 |
1.530 |
-8.76 |
2.084 |
-0.554 |
-26.58 |
|
-33.50 |
| | |
|
|
|
|
|
Ayvens |
5.840 |
8/12 |
-1.02 |
5.515 |
5.89 |
6.000 |
-0.485 |
-8.08 |
|
-21.95 |
| | |
|
|
|
|
|
Verallia |
26.280 |
8/12 |
-1.13 |
34.200 |
-23.16 |
35.280 |
-1.080 |
-3.06 |
|
3.08 |
| | |
|
|
|
|
|
Opmobility |
8.540 |
8/12 |
-1.16 |
9.300 |
-8.17 |
10.980 |
-1.680 |
-15.30 |
|
-22.39 |
| | |
|
|
|
|
|
Valneva |
3.074 |
8/12 |
-1.28 |
3.254 |
-5.53 |
3.027 |
0.227 |
7.50 |
|
-30.18 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| | |
|
|
|
S |
|
Sopra Steria |
164.400 |
8/12 |
-1.38 |
189.400 |
-13.20 |
238.200 |
-48.800 |
-20.49 |
|
-6.61 |
| | |
|
|
|
|
|
Mersen |
30.500 |
8/12 |
-1.45 |
32.650 |
-6.58 |
35.300 |
-2.650 |
-7.51 |
|
-4.47 |
| | |
|
|
|
|
|
Bolloré |
5.755 |
8/12 |
-1.62 |
5.550 |
3.69 |
6.350 |
-0.800 |
-12.60 |
|
0.61 |
| | |
|
|
|
|
|
Clariane |
1.854 |
8/12 |
-1.64 |
1.852 |
0.11 |
1.772 |
0.080 |
4.51 |
|
-24.37 |
| | |
|
|
|
L |
|
Icade |
20.280 |
8/12 |
-1.74 |
20.080 |
1.00 |
24.980 |
-4.900 |
-19.62 |
|
-17.15 |
| | |
|
|
|
|
|
Interparfums |
44.500 |
8/12 |
-1.87 |
38.400 |
15.89 |
51.200 |
-12.800 |
-25.00 |
|
-14.11 |
| | |
|
|
|
|
|
Bic |
56.900 |
8/12 |
-1.90 |
55.800 |
1.97 |
67.350 |
-11.550 |
-17.15 |
|
4.53 |
| | |
|
|
|
|
|
Bénéteau |
8.770 |
8/12 |
-2.01 |
9.970 |
-12.04 |
12.220 |
-2.250 |
-18.41 |
|
-12.17 |
| | |
|
|
|
|
|
Atos |
0.851 |
8/12 |
-2.21 |
0.983 |
-13.41 |
2.248 |
-1.265 |
-56.29 |
|
-72.44 |
| | |
|
|
|
|
|
Euroapi |
3.958 |
8/12 |
-3.04 |
2.544 |
55.58 |
3.792 |
-1.248 |
-32.91 |
|
-42.19 |
| | |
|
|
|
L |
|
Orpea |
9.946 |
8/12 |
-42.87 |
12.312 |
-19.22 |
12.800 |
-0.488 |
-3.81 |
|
-54.60 |
CAC Mid 60 - 60 out of 60 instruments rated - 7/01/24 / 3/04/24 - 23 did rise, Market-Ratio(17) = 38.33 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Mid 60 * 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 | |
1/02/06 |
5/22/06 |
140 |
|
- cash - |
short |
5/22/06 |
10/09/06 |
140 |
|
|
|
SES |
100 |
982 |
|
10.180 |
12.450 |
7.910 |
-2.270 |
-22 |
7,771 |
-48 |
|
10/09/06 |
3/05/07 |
147 |
|
- cash - |
|
3/05/07 |
3/19/07 |
14 |
|
|
|
Derichebourg |
100 |
772 |
|
10.060 |
10.050 |
10.070 |
0.010 |
0 |
7,779 |
3 |
|
3/19/07 |
7/23/07 |
126 |
|
- cash - |
|
7/23/07 |
4/21/08 |
273 |
|
|
|
Derichebourg |
100 |
1,049 |
|
7.410 |
5.280 |
10.399 |
2.989 |
40 |
10,914 |
57 |
|
|
4/21/08 |
5/19/08 |
28 |
|
|
|
Bic |
100 |
343 |
|
31.800 |
33.810 |
29.790 |
-2.010 |
-6 |
10,225 |
-57 |
|
5/19/08 |
6/02/08 |
14 |
|
- cash - |
|
6/02/08 |
6/09/08 |
7 |
|
|
|
Trigano |
100 |
589 |
|
17.340 |
17.200 |
17.481 |
0.141 |
1 |
10,308 |
53 |
|
6/09/08 |
6/16/08 |
7 |
|
- cash - |
|
6/16/08 |
3/30/09 |
287 |
|
|
|
Trigano |
100 |
600 |
|
17.180 |
5.110 |
57.760 |
40.580 |
236 |
34,656 |
367 |
|
|
3/30/09 |
5/18/09 |
49 |
|
|
|
Wendel |
100 |
1,794 |
|
19.310 |
30.030 |
8.590 |
-10.720 |
-56 |
15,424 |
-100 |
|
5/18/09 |
6/08/09 |
21 |
|
- cash - |
|
6/08/09 |
6/15/09 |
7 |
|
|
|
Derichebourg |
100 |
9,236 |
|
1.670 |
1.920 |
1.420 |
-0.250 |
-15 |
13,115 |
-100 |
|
6/15/09 |
1/25/10 |
224 |
|
- cash - |
|
1/25/10 |
3/01/10 |
35 |
|
|
|
VusionGroup |
100 |
1,212 |
|
10.820 |
10.980 |
10.660 |
-0.160 |
-1 |
12,921 |
-14 |
|
3/01/10 |
5/17/10 |
77 |
|
- cash - |
|
5/17/10 |
6/14/10 |
28 |
|
|
|
Valneva |
100 |
1,793 |
|
7.206 |
8.270 |
6.143 |
-1.064 |
-15 |
11,014 |
-88 |
|
6/14/10 |
6/21/10 |
7 |
|
- cash - |
|
6/21/10 |
9/20/10 |
91 |
|
|
|
Ipsen |
100 |
417 |
|
26.350 |
25.800 |
26.912 |
0.562 |
2 |
11,249 |
9 |
|
9/20/10 |
11/29/10 |
70 |
|
- cash - |
|
11/29/10 |
12/06/10 |
7 |
|
|
|
Ipsen |
100 |
484 |
|
23.210 |
23.350 |
23.070 |
-0.140 |
-1 |
11,181 |
-27 |
|
12/06/10 |
3/07/11 |
91 |
|
- cash - |
|
3/07/11 |
3/21/11 |
14 |
|
|
|
Voltalia |
100 |
469 |
|
23.839 |
25.178 |
22.500 |
-1.339 |
-6 |
10,553 |
-78 |
|
3/21/11 |
4/18/11 |
28 |
|
- cash - |
|
4/18/11 |
4/25/11 |
7 |
|
|
|
Voltalia |
100 |
450 |
|
23.437 |
22.299 |
24.634 |
1.197 |
5 |
11,091 |
1,241 |
|
4/25/11 |
5/16/11 |
21 |
|
- cash - |
|
5/16/11 |
1/16/12 |
245 |
|
|
|
Voltalia |
100 |
503 |
|
22.031 |
14.062 |
34.515 |
12.484 |
57 |
17,371 |
95 |
|
|
1/16/12 |
1/23/12 |
7 |
|
|
|
Sopra Steria |
100 |
493 |
|
35.200 |
40.805 |
29.595 |
-5.605 |
-16 |
14,607 |
-100 |
|
1/23/12 |
1/30/12 |
7 |
|
- cash - |
|
1/30/12 |
3/12/12 |
42 |
|
|
|
Bénéteau |
100 |
1,749 |
|
8.350 |
9.789 |
6.911 |
-1.439 |
-17 |
12,091 |
-81 |
|
3/12/12 |
4/23/12 |
42 |
|
- cash - |
|
4/23/12 |
5/07/12 |
14 |
|
|
|
Voltalia |
100 |
1,687 |
|
7.165 |
7.969 |
6.362 |
-0.804 |
-11 |
10,735 |
-96 |
|
5/07/12 |
5/14/12 |
7 |
|
- cash - |
|
5/14/12 |
9/10/12 |
119 |
|
|
|
Vallourec |
100 |
7 |
|
1,382.400 |
1,453.800 |
1,311.000 |
-71.400 |
-5 |
10,235 |
-15 |
|
9/10/12 |
11/26/12 |
77 |
|
- cash - |
|
11/26/12 |
12/10/12 |
14 |
|
|
|
Trigano |
100 |
1,155 |
|
8.860 |
9.730 |
7.990 |
-0.870 |
-10 |
9,230 |
-93 |
|
12/10/12 |
4/01/13 |
112 |
|
- cash - |
|
4/01/13 |
8/05/13 |
126 |
|
|
|
Mersen |
100 |
533 |
|
17.300 |
17.740 |
16.860 |
-0.440 |
-3 |
8,996 |
-7 |
|
8/05/13 |
9/02/13 |
28 |
|
- cash - |
|
9/02/13 |
10/14/13 |
42 |
|
|
|
Valneva |
100 |
2,901 |
|
3.100 |
4.170 |
2.030 |
-1.070 |
-35 |
5,892 |
-97 |
|
10/14/13 |
12/02/13 |
49 |
|
- cash - |
|
12/02/13 |
12/09/13 |
7 |
|
|
|
Voltalia |
100 |
1,392 |
|
4.230 |
4.230 |
4.230 |
0.000 |
0 |
5,892 |
0 |
|
12/09/13 |
12/16/13 |
7 |
|
- cash - |
|
12/16/13 |
12/23/13 |
7 |
|
|
|
Voltalia |
100 |
1,424 |
|
4.136 |
4.136 |
4.136 |
0.000 |
0 |
5,892 |
0 |
|
12/23/13 |
2/03/14 |
42 |
|
- cash - |
|
2/03/14 |
2/10/14 |
7 |
|
|
|
Viridien |
100 |
16 |
|
348.160 |
386.240 |
310.080 |
-38.080 |
-11 |
5,282 |
-100 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
2/10/14 |
3/03/14 |
21 |
|
- cash - |
|
3/03/14 |
3/10/14 |
7 |
|
|
|
Viridien |
100 |
15 |
|
347.200 |
364.960 |
329.440 |
-17.760 |
-5 |
5,016 |
-94 |
|
3/10/14 |
5/19/14 |
70 |
|
- cash - |
|
5/19/14 |
5/26/14 |
7 |
|
|
|
Viridien |
100 |
16 |
|
309.408 |
314.656 |
304.160 |
-5.248 |
-2 |
4,932 |
-59 |
|
5/26/14 |
6/16/14 |
21 |
|
- cash - |
|
6/16/14 |
12/08/14 |
175 |
|
|
|
Viridien |
100 |
14 |
|
336.480 |
260.224 |
435.082 |
98.602 |
29 |
6,312 |
71 |
|
12/08/14 |
12/15/14 |
7 |
|
- cash - |
|
12/15/14 |
1/19/15 |
35 |
|
|
|
Viridien |
100 |
40 |
|
156.288 |
153.600 |
159.023 |
2.735 |
2 |
6,422 |
20 |
|
1/19/15 |
6/08/15 |
140 |
|
- cash - |
|
6/08/15 |
6/06/16 |
364 |
|
|
|
Vallourec |
100 |
7 |
|
849.400 |
130.400 |
5,532.825 |
4,683.425 |
551 |
39,206 |
555 |
|
6/06/16 |
6/13/16 |
7 |
|
- cash - |
|
6/13/16 |
9/19/16 |
98 |
|
|
|
Vallourec |
100 |
291 |
|
134.360 |
157.120 |
111.600 |
-22.760 |
-17 |
32,583 |
-50 |
|
9/19/16 |
9/26/16 |
7 |
|
- cash - |
|
9/26/16 |
10/10/16 |
14 |
|
|
|
Eutelsat |
100 |
1,823 |
|
17.870 |
18.075 |
17.665 |
-0.205 |
-1 |
32,209 |
-26 |
|
10/10/16 |
11/21/16 |
42 |
|
- cash - |
|
11/21/16 |
12/26/16 |
35 |
|
|
|
Viridien |
100 |
2,516 |
|
12.800 |
13.570 |
12.030 |
-0.770 |
-6 |
30,272 |
-48 |
|
12/26/16 |
1/16/17 |
21 |
|
- cash - |
|
1/16/17 |
1/23/17 |
7 |
|
|
|
Viridien |
100 |
2,953 |
|
10.250 |
10.080 |
10.423 |
0.173 |
2 |
30,782 |
139 |
|
1/23/17 |
8/21/17 |
210 |
|
- cash - |
|
8/21/17 |
12/04/17 |
105 |
|
|
|
Viridien |
100 |
10,541 |
|
2.920 |
3.930 |
1.910 |
-1.010 |
-35 |
20,136 |
-77 |
|
12/04/17 |
12/11/17 |
7 |
|
- cash - |
|
12/11/17 |
12/18/17 |
7 |
|
|
|
Viridien |
100 |
5,257 |
|
3.830 |
3.870 |
3.790 |
-0.040 |
-1 |
19,925 |
-42 |
|
12/18/17 |
1/01/18 |
14 |
|
- cash - |
|
1/01/18 |
1/08/18 |
7 |
|
|
|
SES |
100 |
1,531 |
|
13.010 |
12.815 |
13.208 |
0.198 |
2 |
20,229 |
120 |
|
1/08/18 |
2/05/18 |
28 |
|
- cash - |
|
2/05/18 |
7/30/18 |
175 |
|
|
|
Viridien |
100 |
8,123 |
|
2.490 |
2.402 |
2.581 |
0.091 |
4 |
20,969 |
8 |
|
|
7/30/18 |
2/11/19 |
196 |
|
|
|
Nexans |
100 |
737 |
|
28.420 |
29.240 |
27.600 |
-0.820 |
-3 |
20,365 |
-5 |
|
|
2/11/19 |
3/18/19 |
35 |
|
|
|
Vallourec |
100 |
316 |
|
64.420 |
94.360 |
34.480 |
-29.940 |
-46 |
10,904 |
-100 |
|
3/18/19 |
3/25/19 |
7 |
|
- cash - |
|
3/25/19 |
4/08/19 |
14 |
|
|
|
Eramet |
100 |
230 |
|
47.240 |
57.660 |
36.820 |
-10.420 |
-22 |
8,507 |
-100 |
|
4/08/19 |
5/13/19 |
35 |
|
- cash - |
|
5/13/19 |
12/02/19 |
203 |
|
|
|
Eramet |
100 |
165 |
|
51.460 |
40.650 |
65.145 |
13.685 |
27 |
10,765 |
53 |
|
12/02/19 |
1/06/20 |
35 |
|
- cash - |
|
1/06/20 |
1/20/20 |
14 |
|
|
|
Ipsen |
100 |
136 |
|
78.650 |
78.650 |
78.650 |
0.000 |
0 |
10,765 |
0 |
|
1/20/20 |
1/27/20 |
7 |
|
- cash - |
|
1/27/20 |
2/03/20 |
7 |
|
|
|
Ipsen |
100 |
166 |
|
64.750 |
66.550 |
62.950 |
-1.800 |
-3 |
10,467 |
-77 |
|
2/03/20 |
2/10/20 |
7 |
|
- cash - |
|
2/10/20 |
2/17/20 |
7 |
|
|
|
Ipsen |
100 |
154 |
|
67.850 |
67.800 |
67.900 |
0.050 |
0 |
10,474 |
4 |
|
2/17/20 |
2/24/20 |
7 |
|
- cash - |
|
2/24/20 |
3/23/20 |
28 |
|
|
|
Eramet |
100 |
357 |
|
29.280 |
27.840 |
30.795 |
1.515 |
5 |
11,015 |
93 |
|
|
3/23/20 |
6/22/20 |
91 |
|
|
|
Fnac Darty |
100 |
523 |
|
21.060 |
37.000 |
5.120 |
-15.940 |
-76 |
2,678 |
-100 |
|
|
6/22/20 |
7/13/20 |
21 |
|
|
|
Vallourec |
100 |
64 |
|
41.545 |
32.665 |
52.839 |
11.294 |
27 |
3,401 |
6,434 |
|
7/13/20 |
9/21/20 |
70 |
|
- cash - |
|
9/21/20 |
11/16/20 |
56 |
|
|
|
Vallourec |
100 |
191 |
|
17.784 |
20.950 |
14.618 |
-3.166 |
-18 |
2,797 |
-72 |
|
11/16/20 |
7/19/21 |
245 |
|
- cash - |
|
7/19/21 |
7/26/21 |
7 |
|
|
|
Vallourec |
100 |
389 |
|
7.185 |
8.350 |
6.020 |
-1.165 |
-16 |
2,343 |
-100 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
7/26/21 |
8/02/21 |
7 |
|
- cash - |
|
8/02/21 |
11/15/21 |
105 |
|
|
|
Vallourec |
100 |
294 |
|
7.955 |
7.240 |
8.741 |
0.786 |
10 |
2,574 |
39 |
|
11/15/21 |
11/22/21 |
7 |
|
- cash - |
|
11/22/21 |
1/17/22 |
56 |
|
|
|
Vallourec |
100 |
340 |
|
7.550 |
9.285 |
5.815 |
-1.735 |
-23 |
1,984 |
-82 |
|
1/17/22 |
1/24/22 |
7 |
|
- cash - |
|
1/24/22 |
1/16/23 |
357 |
|
|
|
Atos |
100 |
62 |
|
31.760 |
13.300 |
75.842 |
44.082 |
139 |
4,717 |
144 |
|
1/16/23 |
3/27/23 |
70 |
|
- cash - |
|
3/27/23 |
4/17/23 |
21 |
|
|
|
Orpea |
100 |
2 |
|
2,100.000 |
3,056.000 |
1,144.000 |
-956.000 |
-46 |
2,805 |
-100 |
|
4/17/23 |
4/24/23 |
7 |
|
- cash - |
|
4/24/23 |
2/12/24 |
294 |
|
|
|
Orpea |
100 |
0 |
|
2,898.000 |
13.200 |
636,242.727 |
633,344.727 |
21,855 |
2,805 |
0 |
|
2/12/24 |
3/04/24 |
21 |
|
- cash - |
|
3/04/24 |
3/11/24 |
7 |
|
|
|
Orpea |
100 |
219 |
|
12.800 |
11.700 |
14.003 |
1.203 |
9 |
3,069 |
10,734 |
|
3/11/24 |
3/18/24 |
7 |
|
- cash - |
|
3/18/24 |
3/25/24 |
7 |
|
|
|
Orpea |
100 |
292 |
|
10.500 |
11.892 |
9.108 |
-1.392 |
-13 |
2,663 |
-100 |
|
3/25/24 |
4/15/24 |
21 |
|
- cash - |
|
4/15/24 |
5/13/24 |
28 |
|
|
|
Orpea |
100 |
244 |
|
10.900 |
13.418 |
8.382 |
-2.518 |
-23 |
2,048 |
-97 |
|
5/13/24 |
6/10/24 |
28 |
|
- cash - |
|
6/10/24 |
8/12/24 |
63 |
|
|
|
Atos |
100 |
1,796 |
|
1.140 |
0.851 |
1.528 |
0.388 |
34 |
2,744 |
445 |
|
accum | 5/22/06 |
8/12/24 | 4359 |
days out of 6886 invested (63%) |
-73 |
2,744 |
-10 |
|
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 | 4/17/23 | 21 | 2,100.00 | 3,056.00 | 1,144.00 | -956.00 | -45.52 | | | |
| | 4/24/23 | 2/12/24 | 294 | 2,898.00 | 13.20 | 636,242.73 | 633,344.73 | 21,854.55 | | | |
| | 3/04/24 | 3/11/24 | 7 | 12.80 | 11.70 | 14.00 | 1.20 | 9.40 | | | |
| | 3/18/24 | 3/25/24 | 7 | 10.50 | 11.89 | 9.11 | -1.39 | -13.26 | | | |
| | 4/15/24 | 5/13/24 | 28 | 10.90 | 13.42 | 8.38 | -2.52 | -23.10 | | | 8,627.90 |
Atos | | 1/24/22 | 1/16/23 | 357 | 31.76 | 13.30 | 75.84 | 44.08 | 138.80 | | | |
| | 6/10/24 | 8/12/24 | 63 | 1.14 | 0.85 | 1.53 | 0.39 | 33.99 | | | 219.97 |
Trigano | | 6/02/08 | 6/09/08 | 7 | 17.34 | 17.20 | 17.48 | 0.14 | 0.81 | | | |
| | 6/16/08 | 3/30/09 | 287 | 17.18 | 5.11 | 57.76 | 40.58 | 236.20 | | | |
| | 11/26/12 | 12/10/12 | 14 | 8.86 | 9.73 | 7.99 | -0.87 | -9.82 | | | 205.66 |
Vallourec | | 5/14/12 | 9/10/12 | 119 | 1,382.40 | 1,453.80 | 1,311.00 | -71.40 | -5.16 | | | |
| | 6/08/15 | 6/06/16 | 364 | 849.40 | 130.40 | 5,532.82 | 4,683.42 | 551.38 | | | |
| | 6/13/16 | 9/19/16 | 98 | 134.36 | 157.12 | 111.60 | -22.76 | -16.94 | | | |
| | 2/11/19 | 3/18/19 | 35 | 64.42 | 94.36 | 34.48 | -29.94 | -46.48 | | | |
| | 6/22/20 | 7/13/20 | 21 | 41.55 | 32.67 | 52.84 | 11.29 | 27.18 | | | |
| | 9/21/20 | 11/16/20 | 56 | 17.78 | 20.95 | 14.62 | -3.17 | -17.80 | | | |
| | 7/19/21 | 7/26/21 | 7 | 7.19 | 8.35 | 6.02 | -1.17 | -16.21 | | | |
| | 8/02/21 | 11/15/21 | 105 | 7.96 | 7.24 | 8.74 | 0.79 | 9.88 | | | |
| | 11/22/21 | 1/17/22 | 56 | 7.55 | 9.29 | 5.82 | -1.74 | -22.98 | | | 103.57 |
Voltalia | | 3/07/11 | 3/21/11 | 14 | 23.84 | 25.18 | 22.50 | -1.34 | -5.62 | | | |
| | 4/18/11 | 4/25/11 | 7 | 23.44 | 22.30 | 24.63 | 1.20 | 5.11 | | | |
| | 5/16/11 | 1/16/12 | 245 | 22.03 | 14.06 | 34.52 | 12.48 | 56.67 | | | |
| | 4/23/12 | 5/07/12 | 14 | 7.17 | 7.97 | 6.36 | -0.80 | -11.22 | | | |
| | 12/02/13 | 12/09/13 | 7 | 4.23 | 4.23 | 4.23 | 0.00 | 0.00 | | | |
| | 12/16/13 | 12/23/13 | 7 | 4.14 | 4.14 | 4.14 | 0.00 | 0.00 | | | 37.98 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Derichebourg | | 3/05/07 | 3/19/07 | 14 | 10.06 | 10.05 | 10.07 | 0.01 | 0.10 | | | |
| | 7/23/07 | 4/21/08 | 273 | 7.41 | 5.28 | 10.40 | 2.99 | 40.34 | | | |
| | 6/08/09 | 6/15/09 | 7 | 1.67 | 1.92 | 1.42 | -0.25 | -14.97 | | | 19.45 |
Eramet | | 3/25/19 | 4/08/19 | 14 | 47.24 | 57.66 | 36.82 | -10.42 | -22.06 | | | |
| | 5/13/19 | 12/02/19 | 203 | 51.46 | 40.65 | 65.14 | 13.68 | 26.59 | | | |
| | 2/24/20 | 3/23/20 | 28 | 29.28 | 27.84 | 30.79 | 1.51 | 5.17 | | | 3.77 |
Eutelsat | | 9/26/16 | 10/10/16 | 14 | 17.87 | 18.08 | 17.67 | -0.21 | -1.15 | | | -1.15 |
Ipsen | | 6/21/10 | 9/20/10 | 91 | 26.35 | 25.80 | 26.91 | 0.56 | 2.13 | | | |
| | 11/29/10 | 12/06/10 | 7 | 23.21 | 23.35 | 23.07 | -0.14 | -0.60 | | | |
| | 1/06/20 | 1/20/20 | 14 | 78.65 | 78.65 | 78.65 | 0.00 | 0.00 | | | |
| | 1/27/20 | 2/03/20 | 7 | 64.75 | 66.55 | 62.95 | -1.80 | -2.78 | | | |
| | 2/10/20 | 2/17/20 | 7 | 67.85 | 67.80 | 67.90 | 0.05 | 0.07 | | | -1.23 |
VusionGroup | | 1/25/10 | 3/01/10 | 35 | 10.82 | 10.98 | 10.66 | -0.16 | -1.48 | | | -1.48 |
Mersen | | 4/01/13 | 8/05/13 | 126 | 17.30 | 17.74 | 16.86 | -0.44 | -2.54 | | | -2.54 |
Nexans | | 7/30/18 | 2/11/19 | 196 | 28.42 | 29.24 | 27.60 | -0.82 | -2.89 | | | -2.89 |
Bic | | 4/21/08 | 5/19/08 | 28 | 31.80 | 33.81 | 29.79 | -2.01 | -6.32 | | | -6.32 |
Sopra Steria | | 1/16/12 | 1/23/12 | 7 | 35.20 | 40.81 | 29.60 | -5.61 | -15.92 | | | -15.92 |
Bénéteau | | 1/30/12 | 3/12/12 | 42 | 8.35 | 9.79 | 6.91 | -1.44 | -17.23 | | | -17.23 |
SES | | 5/22/06 | 10/09/06 | 140 | 10.18 | 12.45 | 7.91 | -2.27 | -22.30 | | | |
| | 1/01/18 | 1/08/18 | 7 | 13.01 | 12.82 | 13.21 | 0.20 | 1.52 | | | -21.12 |
Viridien | | 2/03/14 | 2/10/14 | 7 | 348.16 | 386.24 | 310.08 | -38.08 | -10.94 | | | |
| | 3/03/14 | 3/10/14 | 7 | 347.20 | 364.96 | 329.44 | -17.76 | -5.12 | | | |
| | 5/19/14 | 5/26/14 | 7 | 309.41 | 314.66 | 304.16 | -5.25 | -1.70 | | | |
| | 6/16/14 | 12/08/14 | 175 | 336.48 | 260.22 | 435.08 | 98.60 | 29.30 | | | |
| | 12/15/14 | 1/19/15 | 35 | 156.29 | 153.60 | 159.02 | 2.73 | 1.75 | | | |
| | 11/21/16 | 12/26/16 | 35 | 12.80 | 13.57 | 12.03 | -0.77 | -6.02 | | | |
| | 1/16/17 | 1/23/17 | 7 | 10.25 | 10.08 | 10.42 | 0.17 | 1.69 | | | |
| | 8/21/17 | 12/04/17 | 105 | 2.92 | 3.93 | 1.91 | -1.01 | -34.59 | | | |
| | 12/11/17 | 12/18/17 | 7 | 3.83 | 3.87 | 3.79 | -0.04 | -1.04 | | | |
| | 2/05/18 | 7/30/18 | 175 | 2.49 | 2.40 | 2.58 | 0.09 | 3.66 | | | -29.91 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Valneva | | 5/17/10 | 6/14/10 | 28 | 7.21 | 8.27 | 6.14 | -1.06 | -14.76 | | | |
| | 9/02/13 | 10/14/13 | 42 | 3.10 | 4.17 | 2.03 | -1.07 | -34.52 | | | -44.18 |
Wendel | | 3/30/09 | 5/18/09 | 49 | 19.31 | 30.03 | 8.59 | -10.72 | -55.52 | | | -55.52 |
Fnac Darty | | 3/23/20 | 6/22/20 | 91 | 21.06 | 37.00 | 5.12 | -15.94 | -75.69 | | | -75.69 |
Annotations
7/31/24 | Viridien | | | reverse split 100:1 (one for one hundred) |
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) |
|
|