| |
| |
Assessment - CAC Mid 60 in Renminbi yuán - 6/27/22 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
2/28/22 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
CAC Mid 60 |
95,740.490 |
Mon |
0.27 |
95,740.490 |
|
104,963.826 |
-9,223.337 |
-8.79 |
|
-12.34 |
| |  |
 |
 |
 |
|
 |
GTT |
852.807 |
Mon |
1.09 |
852.807 |
|
605.702 |
247.105 |
40.80 |
|
45.37 |
| |  |
 |
 |
 |
L |
 |
Vallourec |
86.131 |
Mon |
4.38 |
86.131 |
|
61.913 |
24.218 |
39.12 |
|
37.05 |
| |  |
 |
 |
 |
|
 |
Dassault Aviation |
1,043.501 |
Mon |
0.14 |
1,043.501 |
|
949.192 |
94.309 |
9.94 |
|
30.79 |
| |  |
 |
 |
 |
L |
 |
Albioma |
352.607 |
Mon |
-0.08 |
352.607 |
|
288.786 |
63.821 |
22.10 |
|
30.04 |
| |  |
 |
 |
 |
|
 |
Eramet |
720.951 |
Mon |
1.50 |
720.951 |
|
833.989 |
-113.037 |
-13.55 |
|
16.23 |
| |  |
 |
 |
 |
|
 |
CGG |
6.131 |
Mon |
2.71 |
6.131 |
|
5.367 |
0.763 |
14.22 |
|
12.84 |
| |  |
 |
 |
 |
|
 |
SES |
60.271 |
Mon |
-0.02 |
60.271 |
|
49.827 |
10.443 |
20.96 |
|
11.58 |
| |  |
 |
 |
 |
|
 |
Ipsos |
323.258 |
Mon |
1.33 |
323.258 |
|
303.204 |
20.054 |
6.61 |
|
7.87 |
| |  |
 |
 |
 |
|
 |
Aéroports de Paris |
900.303 |
Mon |
-0.86 |
900.303 |
|
897.598 |
2.705 |
0.30 |
|
4.96 |
| |  |
 |
 |
 |
|
 |
Neoen |
270.800 |
Mon |
1.33 |
270.800 |
|
243.553 |
27.247 |
11.19 |
|
4.04 |
| |  |
 |
 |
 |
L |
 |
Eutelsat |
78.617 |
Mon |
-0.18 |
78.617 |
|
69.673 |
8.944 |
12.84 |
|
2.13 |
| |  |
 |
 |
 |
L |
 |
Bic |
375.363 |
Mon |
0.86 |
375.363 |
|
334.020 |
41.343 |
12.38 |
|
1.26 |
| |  |
 |
 |
 |
L |
 |
Bolloré |
34.793 |
Mon |
0.04 |
34.793 |
|
32.073 |
2.720 |
8.48 |
|
0.16 |
| |  |
 |
 |
 |
L |
 |
Technip Energies |
87.266 |
Mon |
0.78 |
87.266 |
|
71.313 |
15.952 |
22.37 |
|
-0.32 |
| |  |
 |
 |
 |
|
 |
Europcar Mobility |
3.611 |
Mon |
0.12 |
3.611 |
|
3.572 |
0.039 |
1.10 |
|
-0.73 |
| |  |
 |
 |
 |
|
 |
SPIE |
150.145 |
Mon |
-0.38 |
150.145 |
|
148.704 |
1.441 |
0.97 |
|
-1.90 |
| |  |
 |
 |
 |
S |
 |
Virbac |
2,580.396 |
Mon |
0.83 |
2,580.396 |
|
2,586.778 |
-6.382 |
-0.25 |
|
-2.76 |
| |  |
 |
 |
 |
|
 |
Nexans |
562.158 |
Mon |
3.12 |
562.158 |
|
612.770 |
-50.612 |
-8.26 |
|
-6.66 |
| |  |
 |
 |
 |
S |
 |
Ipsen |
606.464 |
Mon |
-2.67 |
606.464 |
|
736.808 |
-130.344 |
-17.69 |
|
-7.91 |
| |  |
 |
 |
 |
|
 |
ALD |
83.792 |
Mon |
-0.51 |
83.792 |
|
88.346 |
-4.554 |
-5.16 |
|
-8.46 |
| |  |
 |
 |
 |
S |
 |
Rémy Cointreau |
1,192.370 |
Mon |
-0.47 |
1,192.370 |
|
1,220.592 |
-28.222 |
-2.31 |
|
-9.04 |
| |  |
 |
 |
 |
S |
 |
Sopra Steria |
1,054.134 |
Mon |
0.88 |
1,054.134 |
|
1,130.832 |
-76.698 |
-6.78 |
|
-10.75 |
| |  |
 |
 |
 |
S |
 |
Coface |
72.308 |
Mon |
1.59 |
72.308 |
|
84.600 |
-12.293 |
-14.53 |
|
-11.02 |
| |  |
 |
 |
 |
|
 |
Mercialys |
59.548 |
Mon |
0.78 |
59.548 |
|
64.669 |
-5.122 |
-7.92 |
|
-10.98 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
2/28/22 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Valneva |
90.456 |
Mon |
0.87 |
90.456 |
|
106.369 |
-15.913 |
-14.96 |
|
-12.70 |
| |  |
 |
 |
 |
|
 |
elis |
93.291 |
Mon |
-0.08 |
93.291 |
|
101.704 |
-8.413 |
-8.27 |
|
-13.58 |
| |  |
 |
 |
 |
L |
 |
Verallia |
171.128 |
Mon |
0.42 |
171.128 |
|
166.091 |
5.038 |
3.03 |
|
-14.66 |
| |  |
 |
 |
 |
|
 |
FDJ |
238.899 |
Mon |
-0.59 |
238.899 |
|
262.141 |
-23.242 |
-8.87 |
|
-16.34 |
| |  |
 |
 |
 |
S |
 |
Métropole TV |
104.208 |
Mon |
|
104.208 |
|
125.522 |
-21.314 |
-16.98 |
|
-17.26 |
| |  |
 |
 |
 |
|
 |
Eurazeo |
446.961 |
Mon |
0.72 |
446.961 |
|
489.438 |
-42.477 |
-8.68 |
|
-18.45 |
| |  |
 |
 |
 |
S |
 |
TF1 |
49.446 |
Mon |
-1.13 |
49.446 |
|
62.549 |
-13.103 |
-20.95 |
|
-19.03 |
| |  |
 |
 |
 |
L |
 |
Plastic Omnium |
118.528 |
Mon |
1.39 |
118.528 |
|
134.004 |
-15.476 |
-11.55 |
|
-19.87 |
| |  |
 |
 |
 |
S |
 |
Altarea |
941.419 |
Mon |
0.61 |
941.419 |
|
1,088.426 |
-147.007 |
-13.51 |
|
-20.65 |
| |  |
 |
 |
 |
S |
 |
Fnac Darty |
299.014 |
Mon |
-0.57 |
299.014 |
|
349.003 |
-49.989 |
-14.32 |
|
-20.79 |
| |  |
 |
 |
 |
|
 |
Soitec |
1,041.020 |
Mon |
-0.07 |
1,041.020 |
|
1,043.193 |
-2.173 |
-0.21 |
|
-20.75 |
| |  |
 |
 |
 |
|
 |
Wendel |
585.197 |
Mon |
1.16 |
585.197 |
|
643.514 |
-58.317 |
-9.06 |
|
-21.15 |
| |  |
 |
 |
 |
S |
 |
Alten |
754.979 |
Mon |
-0.37 |
754.979 |
|
962.621 |
-207.642 |
-21.57 |
|
-21.73 |
| |  |
 |
 |
 |
|
 |
Rubis |
159.999 |
Mon |
1.30 |
159.999 |
|
197.684 |
-37.685 |
-19.06 |
|
-22.54 |
| |  |
 |
 |
 |
S |
 |
Amundi |
374.654 |
Mon |
1.34 |
374.654 |
|
441.024 |
-66.371 |
-15.05 |
|
-23.05 |
| |  |
 |
 |
 |
S |
 |
Covivio |
400.883 |
Mon |
-0.70 |
400.883 |
|
519.052 |
-118.169 |
-22.77 |
|
-23.41 |
| |  |
 |
 |
 |
S |
 |
Imerys |
207.282 |
Mon |
0.07 |
207.282 |
|
269.986 |
-62.704 |
-23.22 |
|
-23.59 |
| |  |
 |
 |
 |
S |
 |
Icade |
348.212 |
Mon |
-0.69 |
348.212 |
|
390.844 |
-42.632 |
-10.91 |
|
-23.64 |
| |  |
 |
 |
 |
|
 |
Interparfums |
322.904 |
Mon |
-2.36 |
322.904 |
|
471.416 |
-148.512 |
-31.50 |
|
-24.17 |
| |  |
 |
 |
 |
S |
 |
McPhy Energy |
97.474 |
Mon |
-0.43 |
97.474 |
|
121.352 |
-23.879 |
-19.68 |
|
-25.28 |
| |  |
 |
 |
 |
S |
 |
JCDecaux |
118.032 |
Mon |
1.03 |
118.032 |
|
178.247 |
-60.216 |
-33.78 |
|
-25.33 |
| |  |
 |
 |
 |
S |
 |
SEB |
658.568 |
Mon |
-0.80 |
658.568 |
|
923.748 |
-265.180 |
-28.71 |
|
-28.02 |
| |  |
 |
 |
 |
S |
 |
Lagardere |
118.103 |
Mon |
-2.00 |
118.103 |
|
179.378 |
-61.275 |
-34.16 |
|
-30.84 |
| |  |
 |
 |
 |
S |
 |
Nexity |
180.911 |
Mon |
0.47 |
180.911 |
|
249.490 |
-68.579 |
-27.49 |
|
-30.45 |
| |  |
 |
 |
 |
|
 |
Trigano |
735.838 |
Mon |
0.48 |
735.838 |
|
1,084.892 |
-349.054 |
-32.17 |
|
-32.76 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
2/28/22 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Aperam |
212.316 |
Mon |
2.25 |
212.316 |
|
352.254 |
-139.939 |
-39.73 |
|
-34.11 |
| |  |
 |
 |
 |
|
 |
Casino Guichard |
92.795 |
Mon |
0.93 |
92.795 |
|
112.447 |
-19.652 |
-17.48 |
|
-36.04 |
| |  |
 |
 |
 |
S |
 |
Derichebourg |
42.250 |
Mon |
0.17 |
42.250 |
|
66.012 |
-23.762 |
-36.00 |
|
-37.12 |
| |  |
 |
 |
 |
S |
 |
Korian |
106.051 |
Mon |
0.54 |
106.051 |
|
128.137 |
-22.086 |
-17.24 |
|
-38.36 |
| |  |
 |
 |
 |
S |
 |
Solutions 30 |
27.392 |
Mon |
2.52 |
27.392 |
|
55.870 |
-28.478 |
-50.97 |
|
-43.74 |
| |  |
 |
 |
 |
S |
 |
Maisons du Monde |
71.103 |
Mon |
-0.10 |
71.103 |
|
139.375 |
-68.272 |
-48.98 |
|
-45.09 |
| |  |
 |
 |
 |
S |
 |
Elior |
16.305 |
Mon |
1.41 |
16.305 |
|
29.232 |
-12.927 |
-44.22 |
|
-48.34 |
| |  |
 |
 |
 |
S |
 |
Orpea |
169.427 |
Mon |
0.76 |
169.427 |
|
261.788 |
-92.361 |
-35.28 |
|
-55.05 |
| |  |
 |
 |
 |
S |
 |
Air France-KLM |
8.454 |
Mon |
0.21 |
8.454 |
|
27.924 |
-19.471 |
-69.73 |
|
-67.58 |
| |  |
 |
 |
 |
|
 |
OVH |
135.258 |
Mon |
-1.34 |
135.258 |
|
158.776 |
-23.518 |
-14.81 |
|
-na- |
CAC Mid 60 - 59 out of 59 instruments rated - 6/27/22 / 2/28/22 - 16 did rise, Market-Ratio(17) in CNY = 27.12 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Mid 60 in Renminbi yuán * 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 |
62 |
|
159.549 |
188.617 |
130.481 |
-29.068 |
-18 |
8,198 |
-41 |
|
long |
10/09/06 |
6/18/07 |
252 |
 |
 |
 |
Eiffage |
100 |
10 |
|
778.679 |
1,009.976 |
|
231.298 |
30 |
10,511 |
46 |
|
short |
6/18/07 |
7/02/07 |
14 |
 |
 |
 |
Covivio |
100 |
8 |
|
1,174.035 |
1,137.149 |
1,212.118 |
38.083 |
3 |
10,815 |
130 |
|
long |
7/02/07 |
7/30/07 |
28 |
 |
 |
 |
Ubisoft |
100 |
51 |
|
209.491 |
240.947 |
|
31.456 |
15 |
12,420 |
519 |
|
short |
7/30/07 |
5/19/08 |
294 |
 |
 |
 |
Maurel et Prom |
100 |
87 |
|
142.455 |
175.693 |
109.218 |
-33.238 |
-23 |
9,528 |
-28 |
|
long |
5/19/08 |
6/02/08 |
14 |
 |
 |
 |
Ubisoft |
100 |
24 |
|
386.677 |
332.756 |
|
-53.921 |
-14 |
8,234 |
-98 |
|
short |
6/02/08 |
5/18/09 |
350 |
 |
 |
 |
Technicolor |
100 |
0 |
|
9,399.878 |
1,646.319 |
53,669.863 |
44,269.985 |
471 |
8,234 |
0 |
|
long |
5/18/09 |
1/25/10 |
252 |
 |
 |
 |
Nexity |
100 |
39 |
|
207.255 |
260.717 |
|
53.462 |
26 |
10,319 |
39 |
|
short |
1/25/10 |
3/29/10 |
63 |
 |
 |
 |
Ubisoft |
100 |
110 |
|
93.231 |
94.219 |
92.242 |
-0.988 |
-1 |
10,210 |
-6 |
|
long |
3/29/10 |
5/10/10 |
42 |
 |
 |
 |
Plastic Omnium |
100 |
388 |
|
26.310 |
31.289 |
|
4.979 |
19 |
12,142 |
351 |
|
short |
5/10/10 |
9/20/10 |
133 |
 |
 |
 |
Ubisoft |
100 |
153 |
|
79.217 |
65.082 |
96.423 |
17.205 |
22 |
14,775 |
71 |
|
long |
9/20/10 |
5/16/11 |
238 |
 |
 |
 |
Plastic Omnium |
100 |
390 |
|
37.848 |
68.169 |
|
30.321 |
80 |
26,600 |
147 |
|
short |
5/16/11 |
1/23/12 |
252 |
 |
 |
 |
Genfit |
100 |
737 |
|
36.070 |
14.043 |
92.645 |
56.575 |
157 |
68,295 |
292 |
|
long |
1/23/12 |
5/14/12 |
112 |
 |
 |
 |
Innate Pharma |
100 |
4,900 |
|
13.937 |
13.455 |
|
-0.482 |
-3 |
65,934 |
-11 |
|
short |
5/14/12 |
9/10/12 |
119 |
 |
 |
 |
Vallourec |
100 |
5 |
|
11,273.196 |
11,797.442 |
10,748.949 |
-524.246 |
-5 |
63,313 |
-14 |
|
long |
9/10/12 |
4/22/13 |
224 |
 |
 |
 |
Eurofins Scientific |
100 |
709 |
|
89.264 |
124.767 |
|
35.503 |
40 |
88,484 |
73 |
|
short |
4/22/13 |
4/29/13 |
7 |
 |
 |
 |
CGG |
100 |
21 |
|
4,053.766 |
4,313.282 |
3,794.249 |
-259.517 |
-6 |
83,035 |
-97 |
|
long |
4/29/13 |
6/10/13 |
42 |
 |
 |
 |
Montupet |
100 |
731 |
|
113.439 |
134.639 |
|
21.200 |
19 |
98,532 |
343 |
|
short |
6/10/13 |
8/05/13 |
56 |
 |
 |
 |
CGG |
100 |
21 |
|
4,575.934 |
4,703.634 |
4,448.233 |
-127.700 |
-3 |
95,850 |
-17 |
|
long |
8/05/13 |
12/16/13 |
133 |
 |
 |
 |
Montupet |
100 |
627 |
|
152.747 |
277.921 |
|
125.173 |
82 |
174,334 |
417 |
|
short |
12/16/13 |
12/23/13 |
7 |
 |
 |
 |
Adocia |
100 |
3,653 |
|
47.713 |
47.053 |
48.382 |
0.669 |
1 |
176,777 |
107 |
|
long |
12/23/13 |
6/23/14 |
182 |
 |
 |
 |
Montupet |
100 |
675 |
|
261.620 |
565.977 |
|
304.357 |
116 |
382,218 |
370 |
|
short |
6/23/14 |
1/19/15 |
210 |
 |
 |
 |
CGG |
100 |
131 |
|
2,907.882 |
1,108.285 |
7,629.600 |
4,721.719 |
162 |
1,000,763 |
435 |
|
long |
1/19/15 |
6/08/15 |
140 |
 |
 |
 |
Adocia |
100 |
2,194 |
|
456.013 |
464.034 |
|
8.021 |
2 |
1,018,360 |
5 |
|
short |
6/08/15 |
12/21/15 |
196 |
 |
 |
 |
Maurel et Prom |
100 |
20,642 |
|
49.332 |
18.963 |
128.339 |
79.007 |
160 |
2,649,217 |
493 |
|
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 |
6,505 |
|
407.228 |
407.059 |
|
-0.169 |
0 |
2,648,120 |
-2 |
|
short |
12/28/15 |
5/16/16 |
140 |
 |
 |
 |
Maurel et Prom |
100 |
122,289 |
|
21.654 |
23.531 |
19.778 |
-1.876 |
-9 |
2,418,672 |
-21 |
|
long |
5/16/16 |
6/27/16 |
42 |
 |
 |
 |
Ubisoft |
100 |
10,904 |
|
221.808 |
226.783 |
|
4.974 |
2 |
2,472,912 |
21 |
|
short |
6/27/16 |
9/05/16 |
70 |
 |
 |
 |
Vallourec |
100 |
2,933 |
|
843.091 |
1,249.342 |
436.840 |
-406.251 |
-48 |
1,281,378 |
-97 |
|
long |
9/05/16 |
9/26/16 |
21 |
 |
 |
 |
Ubisoft |
100 |
4,708 |
|
272.158 |
252.502 |
|
-19.656 |
-7 |
1,188,837 |
-73 |
|
short |
9/26/16 |
10/10/16 |
14 |
 |
 |
 |
Air France-KLM |
100 |
33,563 |
|
35.421 |
35.779 |
35.062 |
-0.359 |
-1 |
1,176,801 |
-23 |
|
long |
10/10/16 |
11/21/16 |
42 |
 |
 |
 |
Nexans |
100 |
2,966 |
|
396.636 |
363.272 |
|
-33.364 |
-8 |
1,077,843 |
-53 |
|
short |
11/21/16 |
12/26/16 |
35 |
 |
 |
 |
CGG |
100 |
11,494 |
|
93.766 |
98.574 |
88.959 |
-4.807 |
-5 |
1,022,586 |
-42 |
|
long |
12/26/16 |
8/21/17 |
238 |
 |
 |
 |
Vallourec |
100 |
558 |
|
1,831.134 |
1,394.648 |
|
-436.486 |
-24 |
779,027 |
-34 |
|
short |
8/21/17 |
12/11/17 |
112 |
 |
 |
 |
Technicolor |
100 |
1,183 |
|
657.973 |
660.494 |
655.452 |
-2.521 |
0 |
776,045 |
-1 |
|
long |
12/11/17 |
2/05/18 |
56 |
 |
 |
 |
Air France-KLM |
100 |
7,880 |
|
98.474 |
93.256 |
|
-5.219 |
-5 |
734,922 |
-30 |
|
short |
2/05/18 |
3/18/19 |
406 |
 |
 |
 |
Innate Pharma |
100 |
17,928 |
|
40.992 |
50.024 |
31.960 |
-9.032 |
-22 |
572,989 |
-20 |
|
long |
3/18/19 |
3/25/19 |
7 |
 |
 |
 |
GTT |
100 |
901 |
|
635.464 |
606.185 |
|
-29.279 |
-5 |
546,609 |
-91 |
|
short |
3/25/19 |
4/08/19 |
14 |
 |
 |
 |
DBV Technologies |
100 |
5,585 |
|
97.870 |
124.076 |
71.664 |
-26.206 |
-27 |
400,248 |
-100 |
|
long |
4/08/19 |
5/20/19 |
42 |
 |
 |
 |
GTT |
100 |
591 |
|
676.743 |
616.107 |
|
-60.636 |
-9 |
364,412 |
-56 |
|
short |
5/20/19 |
12/09/19 |
203 |
 |
 |
 |
Eramet |
100 |
922 |
|
395.049 |
310.921 |
501.940 |
106.891 |
27 |
462,966 |
54 |
|
long |
12/09/19 |
1/13/20 |
35 |
 |
 |
 |
CGG |
100 |
23,349 |
|
19.828 |
23.244 |
|
3.417 |
17 |
542,739 |
425 |
|
short |
1/13/20 |
7/13/20 |
182 |
 |
 |
 |
Ipsen |
100 |
884 |
|
613.887 |
648.088 |
579.686 |
-34.201 |
-6 |
512,505 |
-11 |
|
long |
7/13/20 |
9/21/20 |
70 |
 |
 |
 |
Iliad |
100 |
365 |
|
1,401.142 |
1,309.551 |
|
-91.592 |
-7 |
479,074 |
-30 |
|
short |
9/21/20 |
11/16/20 |
56 |
 |
 |
 |
Europcar Mobility |
100 |
107,583 |
|
4.453 |
9.034 |
0.000 |
-4.453 |
-100 |
4 |
-100 |
|
long |
11/16/20 |
7/12/21 |
238 |
 |
 |
 |
Solutions 30 |
100 |
0 |
|
136.478 |
48.745 |
|
-87.733 |
-64 |
4 |
0 |
|
short |
7/12/21 |
11/15/21 |
126 |
 |
 |
 |
Vallourec |
100 |
0 |
|
56.422 |
52.604 |
60.517 |
4.095 |
7 |
4 |
0 |
|
long |
11/15/21 |
11/22/21 |
7 |
 |
 |
 |
Valneva |
100 |
0 |
|
153.742 |
136.757 |
|
-16.985 |
-11 |
4 |
0 |
|
short |
11/22/21 |
1/17/22 |
56 |
 |
 |
 |
Vallourec |
100 |
0 |
|
54.172 |
67.255 |
41.089 |
-13.083 |
-24 |
4 |
0 |
|
long |
1/17/22 |
1/24/22 |
7 |
 |
 |
 |
Derichebourg |
100 |
0 |
|
86.341 |
77.154 |
|
-9.188 |
-11 |
4 |
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 |
6/27/22 |
154 |
 |
 |
 |
DBV Technologies |
100 |
0 |
|
18.715 |
31.532 |
5.898 |
-12.817 |
-68 |
4 |
0 |
|
accum | 5/22/06 |
6/27/22 | 5881 |
days out of 6021 invested (98%) |
-100 |
4 |
-39 |
|
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 | 9,399.88 | 1,646.32 | 53,669.86 | 44,269.98 | 470.96 | | | |
| short | 8/21/17 | 12/11/17 | 112 | 657.97 | 660.49 | 655.45 | -2.52 | -0.38 | | | 468.78 |
Montupet | long | 4/29/13 | 6/10/13 | 42 | 113.44 | 134.64 | | 21.20 | 18.69 | | | |
| long | 8/05/13 | 12/16/13 | 133 | 152.75 | 277.92 | | 125.17 | 81.95 | | | |
| long | 12/23/13 | 6/23/14 | 182 | 261.62 | 565.98 | | 304.36 | 116.34 | | | 367.18 |
CGG | short | 4/22/13 | 4/29/13 | 7 | 4,053.77 | 4,313.28 | 3,794.25 | -259.52 | -6.40 | | | |
| short | 6/10/13 | 8/05/13 | 56 | 4,575.93 | 4,703.63 | 4,448.23 | -127.70 | -2.79 | | | |
| short | 6/23/14 | 1/19/15 | 210 | 2,907.88 | 1,108.29 | 7,629.60 | 4,721.72 | 162.38 | | | |
| short | 11/21/16 | 12/26/16 | 35 | 93.77 | 98.57 | 88.96 | -4.81 | -5.13 | | | |
| long | 12/09/19 | 1/13/20 | 35 | 19.83 | 23.24 | | 3.42 | 17.23 | | | 165.51 |
Genfit | short | 5/16/11 | 1/23/12 | 252 | 36.07 | 14.04 | 92.64 | 56.57 | 156.85 | | | 156.85 |
Plastic Omnium | long | 3/29/10 | 5/10/10 | 42 | 26.31 | 31.29 | | 4.98 | 18.93 | | | |
| long | 9/20/10 | 5/16/11 | 238 | 37.85 | 68.17 | | 30.32 | 80.11 | | | 114.20 |
Maurel et Prom | short | 5/22/06 | 10/09/06 | 140 | 159.55 | 188.62 | 130.48 | -29.07 | -18.22 | | | |
| short | 7/30/07 | 5/19/08 | 294 | 142.46 | 175.69 | 109.22 | -33.24 | -23.33 | | | |
| short | 6/08/15 | 12/21/15 | 196 | 49.33 | 18.96 | 128.34 | 79.01 | 160.15 | | | |
| short | 12/28/15 | 5/16/16 | 140 | 21.65 | 23.53 | 19.78 | -1.88 | -8.66 | | | 48.98 |
Eurofins Scientific | long | 9/10/12 | 4/22/13 | 224 | 89.26 | 124.77 | | 35.50 | 39.77 | | | 39.77 |
Eiffage | long | 10/09/06 | 6/18/07 | 252 | 778.68 | 1,009.98 | | 231.30 | 29.70 | | | 29.70 |
Eramet | short | 5/20/19 | 12/09/19 | 203 | 395.05 | 310.92 | 501.94 | 106.89 | 27.06 | | | 27.06 |
Nexity | long | 5/18/09 | 1/25/10 | 252 | 207.26 | 260.72 | | 53.46 | 25.80 | | | 25.80 |
Ubisoft | long | 7/02/07 | 7/30/07 | 28 | 209.49 | 240.95 | | 31.46 | 15.02 | | | |
| long | 5/19/08 | 6/02/08 | 14 | 386.68 | 332.76 | | -53.92 | -13.94 | | | |
| short | 1/25/10 | 3/29/10 | 63 | 93.23 | 94.22 | 92.24 | -0.99 | -1.06 | | | |
| short | 5/10/10 | 9/20/10 | 133 | 79.22 | 65.08 | 96.42 | 17.21 | 21.72 | | | |
| long | 5/16/16 | 6/27/16 | 42 | 221.81 | 226.78 | | 4.97 | 2.24 | | | |
| long | 9/05/16 | 9/26/16 | 21 | 272.16 | 252.50 | | -19.66 | -7.22 | | | 13.07 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Covivio | short | 6/18/07 | 7/02/07 | 14 | 1,174.04 | 1,137.15 | 1,212.12 | 38.08 | 3.24 | | | 3.24 |
Adocia | short | 12/16/13 | 12/23/13 | 7 | 47.71 | 47.05 | 48.38 | 0.67 | 1.40 | | | |
| long | 1/19/15 | 6/08/15 | 140 | 456.01 | 464.03 | | 8.02 | 1.76 | | | 3.19 |
Sartorius Stedim | long | 12/21/15 | 12/28/15 | 7 | 407.23 | 407.06 | | -0.17 | -0.04 | | | -0.04 |
Ipsen | short | 1/13/20 | 7/13/20 | 182 | 613.89 | 648.09 | 579.69 | -34.20 | -5.57 | | | -5.57 |
Air France-KLM | short | 9/26/16 | 10/10/16 | 14 | 35.42 | 35.78 | 35.06 | -0.36 | -1.01 | | | |
| long | 12/11/17 | 2/05/18 | 56 | 98.47 | 93.26 | | -5.22 | -5.30 | | | -6.26 |
Iliad | long | 7/13/20 | 9/21/20 | 70 | 1,401.14 | 1,309.55 | | -91.59 | -6.54 | | | -6.54 |
Nexans | long | 10/10/16 | 11/21/16 | 42 | 396.64 | 363.27 | | -33.36 | -8.41 | | | -8.41 |
Derichebourg | long | 1/17/22 | 1/24/22 | 7 | 86.34 | 77.15 | | -9.19 | -10.64 | | | -10.64 |
Valneva | long | 11/15/21 | 11/22/21 | 7 | 153.74 | 136.76 | | -16.98 | -11.05 | | | -11.05 |
GTT | long | 3/18/19 | 3/25/19 | 7 | 635.46 | 606.19 | | -29.28 | -4.61 | | | |
| long | 4/08/19 | 5/20/19 | 42 | 676.74 | 616.11 | | -60.64 | -8.96 | | | -13.15 |
Innate Pharma | long | 1/23/12 | 5/14/12 | 112 | 13.94 | 13.46 | | -0.48 | -3.46 | | | |
| short | 2/05/18 | 3/18/19 | 406 | 40.99 | 50.02 | 31.96 | -9.03 | -22.03 | | | -24.73 |
Solutions 30 | long | 11/16/20 | 7/12/21 | 238 | 136.48 | 48.75 | | -87.73 | -64.28 | | | -64.28 |
Vallourec | short | 5/14/12 | 9/10/12 | 119 | 11,273.20 | 11,797.44 | 10,748.95 | -524.25 | -4.65 | | | |
| short | 6/27/16 | 9/05/16 | 70 | 843.09 | 1,249.34 | 436.84 | -406.25 | -48.19 | | | |
| long | 12/26/16 | 8/21/17 | 238 | 1,831.13 | 1,394.65 | | -436.49 | -23.84 | | | |
| short | 7/12/21 | 11/15/21 | 126 | 56.42 | 52.60 | 60.52 | 4.09 | 7.26 | | | |
| short | 11/22/21 | 1/17/22 | 56 | 54.17 | 67.25 | 41.09 | -13.08 | -24.15 | | | -69.39 |
DBV Technologies | short | 3/25/19 | 4/08/19 | 14 | 97.87 | 124.08 | 71.66 | -26.21 | -26.78 | | | |
| short | 1/24/22 | 6/27/22 | 154 | 18.71 | 31.53 | 5.90 | -12.82 | -68.49 | | | -76.93 |
Europcar Mobility | short | 9/21/20 | 11/16/20 | 56 | 4.45 | 9.03 | 0.00 | -4.45 | -100.00 | | | -100.00 |
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 |
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 |
| Europcar | | | recording started |
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) |
|
|