| |
| |
Assessment - CAC Mid 60 - 1/23/23 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
9/26/22 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
CAC Mid 60 |
14,627.300 |
Thu |
0.51 |
14,670.300 |
-0.29 |
11,874.400 |
2,795.900 |
23.55 |
|
6.17 |
| |  |
 |
 |
 |
L |
 |
Elior |
3.302 |
Thu |
-14.41 |
4.024 |
-17.94 |
2.018 |
2.006 |
99.41 |
|
42.93 |
| |  |
 |
 |
 |
L |
 |
Technip Energies |
17.010 |
Thu |
0.35 |
17.260 |
-1.45 |
11.175 |
6.085 |
54.45 |
|
38.37 |
| |  |
 |
 |
 |
|
 |
SES imagotag |
112.000 |
Thu |
-4.92 |
124.400 |
-9.97 |
88.500 |
35.900 |
40.56 |
|
35.78 |
| |  |
 |
 |
 |
L |
 |
Verallia |
33.360 |
Thu |
0.79 |
32.980 |
1.15 |
22.560 |
10.420 |
46.19 |
|
31.22 |
| |  |
 |
 |
 |
L |
 |
Ipsos |
59.400 |
Thu |
-0.50 |
59.700 |
-0.50 |
44.850 |
14.850 |
33.11 |
|
27.52 |
| |  |
 |
 |
 |
L |
 |
Vallourec |
13.175 |
Thu |
-0.49 |
13.105 |
0.53 |
9.682 |
3.423 |
35.35 |
|
26.54 |
| |  |
 |
 |
 |
L |
 |
JCDecaux |
21.200 |
Thu |
-0.84 |
21.240 |
-0.19 |
12.290 |
8.950 |
72.82 |
|
24.46 |
| |  |
 |
 |
 |
L |
 |
Interparfums |
60.300 |
Thu |
1.86 |
62.200 |
-3.05 |
42.400 |
19.800 |
46.70 |
|
21.93 |
| |  |
 |
 |
 |
L |
 |
Dassault Aviation |
157.400 |
Thu |
0.70 |
165.700 |
-5.01 |
125.500 |
40.200 |
32.03 |
|
17.77 |
| |  |
 |
 |
 |
L |
 |
Mercialys |
10.210 |
Thu |
0.49 |
10.370 |
-1.54 |
7.400 |
2.970 |
40.14 |
|
17.64 |
| |  |
 |
 |
 |
L |
 |
elis |
15.890 |
Thu |
2.12 |
15.600 |
1.86 |
10.640 |
4.960 |
46.62 |
|
17.47 |
| |  |
 |
 |
 |
L |
 |
FDJ |
40.510 |
Thu |
-0.10 |
40.030 |
1.20 |
29.900 |
10.130 |
33.88 |
|
15.89 |
| |  |
 |
 |
 |
L |
 |
Coface |
12.690 |
Thu |
-0.24 |
12.520 |
1.36 |
9.910 |
2.610 |
26.34 |
|
14.89 |
| |  |
 |
 |
 |
|
 |
Bic |
65.150 |
Thu |
-0.46 |
63.400 |
2.76 |
60.150 |
3.250 |
5.40 |
|
14.79 |
| |  |
 |
 |
 |
L |
 |
SPIE |
24.940 |
Thu |
0.48 |
25.320 |
-1.50 |
21.560 |
3.760 |
17.44 |
|
14.14 |
| |  |
 |
 |
 |
L |
 |
Scor |
23.800 |
Thu |
|
23.490 |
1.32 |
15.320 |
8.170 |
53.33 |
|
13.15 |
| |  |
 |
 |
 |
L |
 |
Trigano |
127.000 |
Thu |
-0.94 |
126.000 |
0.79 |
77.550 |
48.450 |
62.48 |
|
12.87 |
| |  |
 |
 |
 |
L |
 |
Wendel |
99.050 |
Thu |
1.38 |
96.700 |
2.43 |
73.200 |
23.500 |
32.10 |
|
12.16 |
| |  |
 |
 |
 |
L |
 |
Amundi |
61.250 |
Thu |
1.58 |
60.350 |
1.49 |
44.000 |
16.350 |
37.16 |
|
11.86 |
| |  |
 |
 |
 |
L |
 |
Imerys |
38.680 |
Thu |
-0.62 |
39.020 |
-0.87 |
29.500 |
9.520 |
32.27 |
|
11.85 |
| |  |
 |
 |
 |
L |
 |
Alten |
138.500 |
Thu |
2.82 |
136.700 |
1.32 |
112.000 |
24.700 |
22.05 |
|
11.37 |
| |  |
 |
 |
 |
L |
 |
Aperam |
36.850 |
09:07 |
0.96 |
35.590 |
3.54 |
24.450 |
11.140 |
45.56 |
|
10.59 |
| |  |
 |
 |
 |
L |
 |
Métropole TV |
15.500 |
Thu |
-0.26 |
15.640 |
-0.90 |
13.800 |
1.840 |
13.33 |
|
9.46 |
| |  |
 |
 |
 |
|
 |
Bolloré |
5.235 |
Thu |
-0.48 |
5.260 |
-0.48 |
4.600 |
0.660 |
14.35 |
|
9.13 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
9/26/22 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Nexans |
95.200 |
Thu |
1.93 |
93.850 |
1.44 |
90.650 |
3.200 |
3.53 |
|
8.62 |
| |  |
 |
 |
 |
L |
 |
Nexity |
28.000 |
Thu |
0.57 |
28.060 |
-0.21 |
22.220 |
5.840 |
26.28 |
|
8.11 |
| |  |
 |
 |
 |
L |
 |
Sopra Steria |
152.100 |
Thu |
1.13 |
155.400 |
-2.12 |
128.600 |
26.800 |
20.84 |
|
4.11 |
| |  |
 |
 |
 |
L |
 |
Rubis |
25.940 |
Thu |
1.65 |
25.700 |
0.93 |
22.240 |
3.460 |
15.56 |
|
3.74 |
| |  |
 |
 |
 |
L |
 |
Covivio |
62.950 |
Thu |
0.24 |
62.000 |
1.53 |
47.640 |
14.360 |
30.14 |
|
2.89 |
| |  |
 |
 |
 |
L |
 |
McPhy Energy |
13.755 |
Thu |
2.27 |
14.120 |
-2.58 |
7.774 |
6.346 |
81.63 |
|
1.87 |
| |  |
 |
 |
 |
|
 |
Ipsen |
99.800 |
Thu |
0.81 |
99.950 |
-0.15 |
93.000 |
6.950 |
7.47 |
|
1.78 |
| |  |
 |
 |
 |
L |
 |
SEB |
92.850 |
Thu |
2.54 |
89.900 |
3.28 |
63.250 |
26.650 |
42.13 |
|
1.38 |
| |  |
 |
 |
 |
L |
 |
TF1 |
7.260 |
Thu |
0.83 |
7.270 |
-0.14 |
6.120 |
1.150 |
18.79 |
|
0.78 |
| |  |
 |
 |
 |
L |
 |
Eurazeo |
64.500 |
Thu |
0.94 |
64.400 |
0.16 |
53.400 |
11.000 |
20.60 |
|
0.55 |
| |  |
 |
 |
 |
|
 |
Soitec |
142.400 |
Thu |
-2.47 |
148.200 |
-3.91 |
125.950 |
22.250 |
17.67 |
|
-0.25 |
| |  |
 |
 |
 |
L |
 |
Derichebourg |
6.320 |
Thu |
1.12 |
6.320 |
|
4.362 |
1.958 |
44.89 |
|
-0.43 |
| |  |
 |
 |
 |
L |
 |
ALD |
11.440 |
Thu |
1.06 |
11.580 |
-1.21 |
10.280 |
1.300 |
12.65 |
|
-0.56 |
| |  |
 |
 |
 |
L |
 |
SES |
7.162 |
Thu |
0.45 |
7.118 |
0.62 |
5.582 |
1.536 |
27.52 |
|
-1.70 |
| |  |
 |
 |
 |
L |
 |
Carmila |
14.060 |
Thu |
0.29 |
14.120 |
-0.42 |
13.000 |
1.120 |
8.62 |
|
-2.58 |
| |  |
 |
 |
 |
S |
 |
Neoen |
35.190 |
Thu |
1.12 |
35.220 |
-0.09 |
34.410 |
0.810 |
2.35 |
|
-4.75 |
| |  |
 |
 |
 |
L |
 |
Icade |
43.680 |
Thu |
0.09 |
44.620 |
-2.11 |
37.400 |
7.220 |
19.30 |
|
-5.01 |
| |  |
 |
 |
 |
S |
 |
GTT |
102.500 |
Thu |
0.59 |
103.100 |
-0.58 |
108.700 |
-5.600 |
-5.15 |
|
-5.06 |
| |  |
 |
 |
 |
L |
 |
Plastic Omnium |
15.500 |
Thu |
1.84 |
15.300 |
1.31 |
15.540 |
-0.240 |
-1.54 |
|
-5.58 |
| |  |
 |
 |
 |
L |
 |
Eramet |
89.650 |
Thu |
0.22 |
90.200 |
-0.61 |
78.400 |
11.800 |
15.05 |
|
-5.66 |
| |  |
 |
 |
 |
|
 |
OVH |
15.905 |
Thu |
2.09 |
15.255 |
4.26 |
11.150 |
4.105 |
36.82 |
|
-5.87 |
| |  |
 |
 |
 |
|
 |
CGG |
0.750 |
Thu |
0.91 |
0.772 |
-2.75 |
0.723 |
0.049 |
6.75 |
|
-5.95 |
| |  |
 |
 |
 |
L |
 |
Air France-KLM |
1.619 |
Thu |
-0.64 |
1.623 |
-0.25 |
1.314 |
0.309 |
23.52 |
|
-7.70 |
| |  |
 |
 |
 |
|
 |
Altarea |
126.400 |
Thu |
0.64 |
127.600 |
-0.94 |
122.200 |
5.400 |
4.42 |
|
-7.94 |
| |  |
 |
 |
 |
L |
 |
Casino Guichard |
11.200 |
Thu |
-0.27 |
11.890 |
-5.80 |
10.100 |
1.790 |
17.72 |
|
-7.97 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/23 |
⇓ Δwk |
9/26/22 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Antin Infrastructure |
21.820 |
Thu |
1.58 |
22.100 |
-1.27 |
20.040 |
2.060 |
10.28 |
|
-9.27 |
| |  |
 |
 |
 |
L |
 |
Atos |
11.825 |
Thu |
3.01 |
12.070 |
-2.03 |
7.490 |
4.580 |
61.15 |
|
-10.99 |
| |  |
 |
 |
 |
L |
 |
Virbac |
275.000 |
Thu |
1.85 |
274.000 |
0.36 |
262.500 |
11.500 |
4.38 |
|
-12.18 |
| |  |
 |
 |
 |
L |
 |
Fnac Darty |
33.820 |
Thu |
0.36 |
33.880 |
-0.18 |
28.000 |
5.880 |
21.00 |
|
-12.67 |
| |  |
 |
 |
 |
S |
 |
Eutelsat |
7.030 |
Thu |
-0.14 |
7.180 |
-2.09 |
8.480 |
-1.300 |
-15.33 |
|
-21.96 |
| |  |
 |
 |
 |
L |
 |
Valneva |
6.312 |
Thu |
-0.13 |
6.928 |
-8.89 |
5.740 |
1.188 |
20.70 |
|
-24.35 |
| |  |
 |
 |
 |
L |
 |
Korian |
9.735 |
Thu |
0.36 |
10.010 |
-2.75 |
11.250 |
-1.240 |
-11.02 |
|
-26.93 |
| |  |
 |
 |
 |
L |
 |
Solutions 30 |
1.893 |
Thu |
1.91 |
2.015 |
-6.08 |
2.379 |
-0.364 |
-15.30 |
|
-37.09 |
| |  |
 |
 |
 |
L |
 |
Orpea |
7.076 |
Thu |
1.23 |
6.990 |
1.23 |
12.940 |
-5.950 |
-45.98 |
|
-54.12 |
| |  |
 |
 |
 |
|
 |
Euroapi |
13.785 |
Thu |
-0.68 |
13.900 |
-0.83 |
17.240 |
-3.340 |
-19.37 |
|
-na- |
CAC Mid 60 - 59 out of 59 instruments rated - 1/23/23 / 9/26/22 - 52 did rise, Market-Ratio(17) = 88.14 % |
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 |
 |
 |
 |
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 |
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 |
 |
 |
 |
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 |
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 |
1/16/23 |
357 |
 |
 |
 |
DBV Technologies |
100 |
0 |
|
2.610 |
3.058 |
2.162 |
-0.448 |
-17 |
0 |
0 |
|
long |
1/16/23 |
1/26/23 |
10 |
 |
 |
 |
Elior |
100 |
0 |
|
4.000 |
3.302 |
|
-0.698 |
-17 |
0 |
0 |
|
accum | 5/22/06 |
1/26/23 | 6094 |
days out of 6234 invested (98%) |
-100 |
0 |
-46 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
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 |
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 |
Elior | long | 1/16/23 | 1/26/23 | 10 | 4.00 | 3.30 | | -0.70 | -17.45 | | | -17.45 |
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 | 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 |
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) |
|
|