| |
| |
Assessment - CAC Mid 60 - 3/01/21 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
11/02/20 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
CAC Mid 60 |
13,944.100 |
Fri |
-0.88 |
14,111.800 |
-1.19 |
11,248.600 |
2,863.200 |
25.45 |
|
19.47 |
| |  |
 |
 |
 |
L |
 |
Eramet |
59.840 |
Fri |
-0.80 |
63.720 |
-6.09 |
24.180 |
39.540 |
163.52 |
|
107.40 |
| |  |
 |
 |
 |
L |
 |
Natixis |
4.094 |
Fri |
0.15 |
4.140 |
-1.11 |
2.052 |
2.088 |
101.75 |
|
73.38 |
| |  |
 |
 |
 |
L |
 |
Trigano |
151.100 |
Fri |
-1.95 |
159.200 |
-5.09 |
115.000 |
44.200 |
38.43 |
|
69.18 |
| |  |
 |
 |
 |
L |
 |
Métropole TV |
17.040 |
Fri |
-0.93 |
17.280 |
-1.39 |
9.810 |
7.470 |
76.15 |
|
56.13 |
| |  |
 |
 |
 |
L |
 |
Plastic Omnium |
31.380 |
Fri |
-0.63 |
31.640 |
-0.82 |
19.700 |
11.940 |
60.61 |
|
55.76 |
| |  |
 |
 |
 |
L |
 |
Rexel |
15.480 |
Fri |
-0.13 |
15.800 |
-2.03 |
9.200 |
6.600 |
71.74 |
|
55.42 |
| |  |
 |
 |
 |
|
 |
Soitec |
157.800 |
Fri |
-0.88 |
165.600 |
-4.71 |
126.600 |
39.000 |
30.81 |
|
55.41 |
| |  |
 |
 |
 |
L |
 |
Lagardere |
23.200 |
Fri |
-0.77 |
23.540 |
-1.44 |
19.030 |
4.510 |
23.70 |
|
48.69 |
| |  |
 |
 |
 |
L |
 |
CNP Assurances |
15.750 |
Fri |
-0.06 |
15.900 |
-0.94 |
9.875 |
6.025 |
61.01 |
|
47.40 |
| |  |
 |
 |
 |
|
 |
Nexans |
60.250 |
Fri |
-3.83 |
63.700 |
-5.42 |
44.100 |
19.600 |
44.44 |
|
47.37 |
| |  |
 |
 |
 |
L |
 |
Elior |
7.400 |
Fri |
-1.92 |
7.550 |
-1.99 |
3.290 |
4.260 |
129.48 |
|
46.10 |
| |  |
 |
 |
 |
L |
 |
Mercialys |
9.025 |
Fri |
-2.01 |
9.145 |
-1.31 |
4.220 |
4.925 |
116.71 |
|
43.00 |
| |  |
 |
 |
 |
L |
 |
Imerys |
42.440 |
Fri |
-1.12 |
44.920 |
-5.52 |
27.080 |
17.840 |
65.88 |
|
42.96 |
| |  |
 |
 |
 |
L |
 |
Fnac Darty |
50.800 |
Fri |
-0.49 |
50.950 |
-0.29 |
36.160 |
14.790 |
40.90 |
|
42.87 |
| |  |
 |
 |
 |
L |
 |
Maisons du Monde |
16.800 |
Fri |
-2.67 |
16.000 |
5.00 |
11.410 |
4.590 |
40.23 |
|
41.09 |
| |  |
 |
 |
 |
L |
 |
Ipsos |
32.200 |
Fri |
1.42 |
31.700 |
1.58 |
21.450 |
10.250 |
47.79 |
|
40.62 |
| |  |
 |
 |
 |
L |
 |
Coface |
9.180 |
Fri |
-0.97 |
9.360 |
-1.92 |
6.850 |
2.510 |
36.64 |
|
39.54 |
| |  |
 |
 |
 |
L |
 |
TF1 |
7.320 |
Fri |
-0.34 |
7.585 |
-3.49 |
5.215 |
2.370 |
45.45 |
|
39.26 |
| |  |
 |
 |
 |
L |
 |
Aperam |
34.800 |
Fri |
-0.85 |
35.920 |
-3.12 |
23.340 |
12.580 |
53.90 |
|
38.99 |
| |  |
 |
 |
 |
L |
 |
Nexity |
40.520 |
Fri |
-2.83 |
41.200 |
-1.65 |
24.600 |
16.600 |
67.48 |
|
37.99 |
| |  |
 |
 |
 |
L |
 |
Bolloré |
3.952 |
Fri |
-2.56 |
4.086 |
-3.28 |
3.178 |
0.908 |
28.57 |
|
36.03 |
| |  |
 |
 |
 |
L |
 |
SPIE |
18.810 |
Fri |
-2.23 |
19.190 |
-1.98 |
14.080 |
5.110 |
36.29 |
|
33.76 |
| |  |
 |
 |
 |
L |
 |
elis |
14.670 |
Fri |
-2.20 |
14.960 |
-1.94 |
9.920 |
5.040 |
50.81 |
|
33.56 |
| |  |
 |
 |
 |
L |
 |
Air France-KLM |
5.180 |
Fri |
-6.13 |
5.578 |
-7.14 |
2.950 |
2.628 |
89.08 |
|
32.94 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
11/02/20 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
ALD |
12.360 |
Fri |
-1.12 |
12.560 |
-1.59 |
9.820 |
2.740 |
27.90 |
|
31.99 |
| |  |
 |
 |
 |
L |
 |
FDJ |
37.960 |
Fri |
-1.94 |
39.050 |
-2.79 |
32.760 |
6.290 |
19.20 |
|
30.61 |
| |  |
 |
 |
 |
L |
 |
Eurazeo |
61.550 |
Fri |
-0.16 |
61.800 |
-0.40 |
40.300 |
21.500 |
53.35 |
|
29.66 |
| |  |
 |
 |
 |
L |
 |
Vallourec |
32.930 |
Fri |
-1.58 |
34.225 |
-3.78 |
12.794 |
21.431 |
167.51 |
|
27.93 |
| |  |
 |
 |
 |
L |
 |
JCDecaux |
20.880 |
Fri |
0.19 |
20.880 |
|
13.470 |
7.410 |
55.01 |
|
24.03 |
| |  |
 |
 |
 |
L |
 |
Faurecia |
44.920 |
Fri |
-2.71 |
44.440 |
1.08 |
31.510 |
12.930 |
41.03 |
|
23.95 |
| |  |
 |
 |
 |
|
 |
Rémy Cointreau |
157.100 |
Fri |
-0.44 |
157.800 |
-0.44 |
145.100 |
12.700 |
8.75 |
|
23.28 |
| |  |
 |
 |
 |
L |
 |
Devoteam |
104.000 |
Fri |
0.58 |
103.000 |
0.97 |
97.700 |
5.300 |
5.42 |
|
21.85 |
| |  |
 |
 |
 |
L |
 |
CGG |
1.118 |
Fri |
3.86 |
1.022 |
9.34 |
0.505 |
0.517 |
102.38 |
|
21.35 |
| |  |
 |
 |
 |
L |
 |
Alten |
92.400 |
Fri |
1.37 |
92.500 |
-0.11 |
69.700 |
22.800 |
32.71 |
|
20.38 |
| |  |
 |
 |
 |
|
 |
Tarkett |
12.710 |
Fri |
-1.55 |
12.920 |
-1.63 |
10.210 |
2.710 |
26.54 |
|
18.18 |
| |  |
 |
 |
 |
L |
 |
Sopra Steria |
139.700 |
Fri |
-0.85 |
140.600 |
-0.64 |
102.100 |
38.500 |
37.71 |
|
17.40 |
| |  |
 |
 |
 |
L |
 |
Dassault Aviation |
918.500 |
Fri |
-3.01 |
945.500 |
-2.86 |
723.000 |
222.500 |
30.77 |
|
17.28 |
| |  |
 |
 |
 |
L |
 |
Aéroports de Paris |
105.000 |
Fri |
-0.10 |
105.800 |
-0.76 |
86.400 |
19.400 |
22.45 |
|
13.30 |
| |  |
 |
 |
 |
|
 |
Virbac |
212.500 |
Fri |
-0.70 |
220.000 |
-3.41 |
208.000 |
12.000 |
5.77 |
|
12.92 |
| |  |
 |
 |
 |
L |
 |
Covivio |
71.550 |
Fri |
-0.83 |
71.050 |
0.70 |
52.150 |
18.900 |
36.24 |
|
12.67 |
| |  |
 |
 |
 |
L |
 |
Wendel |
96.850 |
Fri |
-0.46 |
96.300 |
0.57 |
76.100 |
20.200 |
26.54 |
|
12.65 |
| |  |
 |
 |
 |
|
 |
Neoen |
44.500 |
Fri |
-5.92 |
46.150 |
-3.58 |
46.550 |
-0.400 |
-0.86 |
|
12.59 |
| |  |
 |
 |
 |
L |
 |
Eutelsat |
10.055 |
Fri |
|
10.050 |
0.05 |
8.920 |
1.130 |
12.67 |
|
9.62 |
| |  |
 |
 |
 |
|
 |
Albioma |
38.750 |
Fri |
-3.13 |
39.900 |
-2.88 |
42.000 |
-2.100 |
-5.00 |
|
6.70 |
| |  |
 |
 |
 |
|
 |
SEB |
138.300 |
Fri |
-1.28 |
142.200 |
-2.74 |
142.500 |
-0.300 |
-0.21 |
|
5.31 |
| |  |
 |
 |
 |
L |
 |
Amundi |
64.600 |
Fri |
-0.31 |
65.600 |
-1.52 |
57.400 |
8.200 |
14.29 |
|
4.11 |
| |  |
 |
 |
 |
|
 |
SES |
6.798 |
Fri |
-0.58 |
6.756 |
0.62 |
7.108 |
-0.352 |
-4.95 |
|
3.38 |
| |  |
 |
 |
 |
L |
 |
Bic |
48.720 |
Fri |
-0.08 |
48.160 |
1.16 |
41.340 |
6.820 |
16.50 |
|
2.49 |
| |  |
 |
 |
 |
|
 |
Robertet |
913.000 |
Fri |
-0.65 |
917.000 |
-0.44 |
935.000 |
-18.000 |
-1.93 |
|
1.59 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
11/02/20 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Icade |
60.950 |
Fri |
-1.30 |
61.000 |
-0.08 |
44.500 |
16.500 |
37.08 |
|
1.42 |
| |  |
 |
 |
 |
S |
 |
Ipsen |
70.000 |
Fri |
-0.99 |
70.450 |
-0.64 |
79.100 |
-8.650 |
-10.94 |
|
-0.68 |
| |  |
 |
 |
 |
L |
 |
Rubis |
39.780 |
Fri |
2.42 |
38.080 |
4.46 |
28.960 |
9.120 |
31.49 |
|
-0.75 |
| |  |
 |
 |
 |
S |
 |
Euronext |
83.000 |
Fri |
-0.48 |
84.950 |
-2.30 |
89.450 |
-4.500 |
-5.03 |
|
-2.25 |
| |  |
 |
 |
 |
L |
 |
Korian |
29.520 |
Fri |
1.37 |
29.620 |
-0.34 |
25.340 |
4.280 |
16.89 |
|
-3.03 |
| |  |
 |
 |
 |
L |
 |
Casino Guichard |
26.530 |
Fri |
2.27 |
25.910 |
2.39 |
20.360 |
5.550 |
27.26 |
|
-4.11 |
| |  |
 |
 |
 |
|
 |
Iliad |
150.550 |
Fri |
-0.46 |
148.400 |
1.45 |
165.800 |
-17.400 |
-10.49 |
|
-4.85 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
108.900 |
Fri |
0.46 |
106.900 |
1.87 |
127.800 |
-20.900 |
-16.35 |
|
-9.72 |
| |  |
 |
 |
 |
|
 |
GTT |
68.250 |
Fri |
-1.23 |
66.450 |
2.71 |
83.350 |
-16.900 |
-20.28 |
|
-12.12 |
| |  |
 |
 |
 |
L |
 |
Genfit |
4.108 |
Fri |
-2.38 |
4.304 |
-4.55 |
3.322 |
0.982 |
29.56 |
|
-14.89 |
| |  |
 |
 |
 |
S |
 |
Solutions 30 |
9.625 |
Fri |
0.84 |
9.730 |
-1.08 |
15.400 |
-5.670 |
-36.82 |
|
-16.93 |
CAC Mid 60 - 60 out of 60 instruments rated - 3/01/21 / 11/02/20 - 49 did rise, Market-Ratio(17) = 81.67 % |
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 |
 |
 |
 |
Technicolor |
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 |
 |
 |
 |
Technicolor |
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 |
100 |
2,564,108 |
|
0.558 |
1.159 |
0.000 |
-0.557 |
-100 |
0 |
-100 |
|
long |
11/16/20 |
3/05/21 |
109 |
 |
 |
 |
Solutions 30 |
100 |
0 |
|
17.510 |
9.625 |
|
-7.885 |
-45 |
0 |
0 |
|
accum | 5/22/06 |
3/05/21 | 5402 |
days out of 5542 invested (97%) |
-100 |
0 |
-50 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Technicolor | 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 |
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 |
DBV Technologies | short | 3/25/19 | 4/08/19 | 14 | 12.90 | 16.40 | 9.40 | -3.50 | -27.13 | | | -27.13 |
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 |
Solutions 30 | long | 11/16/20 | 3/05/21 | 109 | 17.51 | 9.63 | | -7.89 | -45.03 | | | -45.03 |
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 | | | -64.08 |
Europcar | 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. |
9/20/17 | bioMérieux | | | stock split 1:3 (three for one) |
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 |
5/18/16 | Albioma | | | added |
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) |
|
|