Assessment - CAC Mid 60 - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								CAC Mid 60	13,272.000	8/12/24	-0.08	13,571.100	-2.20	13,837.700	-266.600	-1.93		-1.95
						L		Elior	3.192	8/12/24	3.30	2.794	14.24	2.932	-0.138	-4.71		32.19
						L		Neoen	38.380	8/12/24	-0.10	37.340	2.79	30.280	7.060	23.32		31.70
						L		Eramet	72.350	8/12/24	5.24	97.700	-25.95	71.500	26.200	36.64		31.07
								Nexans	119.200	8/12/24	0.08	104.500	14.07	79.250	25.250	31.86		25.72
								ID Logistics	433.000	8/12/24	0.70	370.000	17.03	307.000	63.000	20.52		22.52
						L		Fnac Darty	26.250	8/12/24	-0.19	30.150	-12.94	27.500	2.650	9.64		20.57
						L		Imerys	29.280	8/12/24	0.21	34.060	-14.03	28.480	5.580	19.59		17.03
								Ipsos	55.600	8/12/24	-0.36	58.100	-4.30	56.750	1.350	2.38		15.59
								Mercialys	11.680	8/12/24	-0.85	10.400	12.31	9.945	0.455	4.58		14.99
								Virbac	341.500	8/12/24	0.59	337.500	1.19	359.500	-22.000	-6.12		12.60
								Rubis	27.460	8/12/24	0.22	26.880	2.16	22.500	4.380	19.47		11.62
								Vallourec	13.370	8/12/24	-0.59	14.700	-9.05	14.025	0.675	4.81		11.54
								elis	21.120	8/12/24	0.67	20.560	2.72	18.890	1.670	8.84		10.16
								SPIE	33.680	8/12/24	0.54	35.000	-3.77	28.300	6.700	23.67		10.09
								Eurazeo	67.850	8/12/24	0.97	74.000	-8.31	71.850	2.150	2.99		9.53
								VusionGroup	134.000	8/12/24	0.15	135.000	-0.74	135.800	-0.800	-0.59		8.59
						L		Ipsen	103.900	8/12/24	0.78	113.500	-8.46	107.900	5.600	5.19		8.20
						L		Voltalia	10.180	8/12/24	-0.97	9.180	10.89	10.420	-1.240	-11.90		7.16
								JCDecaux	18.000	8/12/24	-0.50	18.640	-3.43	18.200	0.440	2.42		6.44
								Carmila	16.460	8/12/24	0.61	15.900	3.52	15.580	0.320	2.05		5.17
								Amundi	64.050	8/12/24	0.63	61.950	3.39	61.600	0.350	0.57		4.65
								Bic	56.900	8/12/24	-1.90	55.800	1.97	62.850	-7.050	-11.22		4.53
								Verallia	26.280	8/12/24	-1.13	34.200	-23.16	34.860	-0.660	-1.89		3.08
								Coface	13.810	8/12/24	0.88	13.340	3.52	11.840	1.500	12.67		2.45
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								TF1	7.820	8/12/24		7.670	1.96	7.135	0.535	7.50		1.69
								Covivio	47.540	8/12/24	-0.50	44.720	6.31	48.680	-3.960	-8.13		1.11
								Bolloré	5.755	8/12/24	-1.62	5.550	3.69	5.655	-0.105	-1.86		0.61
								SEB	88.350	8/12/24	-0.67	98.250	-10.08	113.000	-14.750	-13.05		0.59
						S		Wendel	85.150	8/12/24	-0.70	83.450	2.04	80.650	2.800	3.47		-0.70
						S		GTT	126.400	8/12/24	0.16	122.000	3.61	119.900	2.100	1.75		-1.35
						S		Argan	75.500	8/12/24	0.53	74.000	2.03	84.100	-10.100	-12.01		-3.29
								Technip Energies	20.580	8/12/24	-0.68	20.960	-1.81	21.160	-0.200	-0.95		-4.44
								Mersen	30.500	8/12/24	-1.45	32.650	-6.58	35.200	-2.550	-7.24		-4.47
								Dassault Aviation	189.500	8/12/24	-0.52	171.200	10.69	179.200	-8.000	-4.46		-4.70
								Métropole TV	11.780	8/12/24	0.17	12.220	-3.60	12.940	-0.720	-5.56		-5.43
								Derichebourg	4.556	8/12/24	0.80	4.390	3.78	5.080	-0.690	-13.58		-5.62
						S		Lectra	25.700	8/12/24	-0.96	28.400	-9.51	31.550	-3.150	-9.98		-5.99
								Aéroports de Paris	112.100	8/12/24	-0.62	114.900	-2.44	117.200	-2.300	-1.96		-6.19
						S		Sopra Steria	164.400	8/12/24	-1.38	189.400	-13.20	197.800	-8.400	-4.25		-6.61
						S		FDJ	35.320	8/12/24	0.40	31.760	11.21	32.840	-1.080	-3.29		-7.93
						L		Viridien	37.070	8/12/24	-0.83	0.497	7,355.75	0.598	-0.101	-16.86		-11.49
						S		Scor	17.130	8/12/24	1.06	24.160	-29.10	26.460	-2.300	-8.69		-11.76
								Bénéteau	8.770	8/12/24	-2.01	9.970	-12.04	12.480	-2.510	-20.11		-12.17
						S		Aperam	25.060	8/12/24	-0.63	24.620	1.79	32.880	-8.260	-25.12		-12.57
								Interparfums	44.500	8/12/24	-1.87	38.400	15.89	50.400	-12.000	-23.81		-14.11
						S		Trigano	102.500	8/12/24	-0.87	112.400	-8.81	148.300	-35.900	-24.21		-14.82
								Eutelsat	4.228	8/12/24	2.17	3.874	9.14	4.250	-0.376	-8.85		-15.05
						S		SES	4.692	8/12/24	0.60	4.890	-4.05	5.960	-1.070	-17.95		-15.14
						S		Alten	96.250	8/12/24	-0.31	105.300	-8.59	134.600	-29.300	-21.77		-15.56
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		Icade	20.280	8/12/24	-1.74	20.080	1.00	35.540	-15.460	-43.50		-17.15
								Ayvens	5.840	8/12/24	-1.02	5.515	5.89	6.445	-0.930	-14.43		-21.95
								Opmobility	8.540	8/12/24	-1.16	9.300	-8.17	12.000	-2.700	-22.50		-22.39
								X-FAB	5.475	8/12/24	1.96	6.050	-9.50	10.060	-4.010	-39.86		-23.95
								Clariane	1.854	8/12/24	-1.64	1.852	0.11	2.404	-0.552	-22.96		-24.37
								Valneva	3.074	8/12/24	-1.28	3.254	-5.53	4.720	-1.466	-31.06		-30.18
								Nexity	9.725	8/12/24	-0.77	8.655	12.36	16.850	-8.195	-48.64		-31.06
						S		Solutions 30	1.396	8/12/24	-0.99	1.530	-8.76	2.666	-1.136	-42.61		-33.50
								Euroapi	3.958	8/12/24	-3.04	2.544	55.58	5.730	-3.186	-55.60		-42.19
						L		Orpea	9.946	8/12/24	-42.87	12.312	-19.22	16.900	-4.588	-27.15		-54.60
								Atos	0.851	8/12/24	-2.21	0.983	-13.41	7.050	-6.067	-86.06		-72.44
CAC Mid 60 - 60 out of 60 instruments rated - 7/01/24 / 1/01/24 - 21 did rise, Market-Ratio(26) = 35.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions CAC Mid 60 * Mixed Cut L18 - 39/37 (1) - S21 - 17/25 (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		9/25/06	266				- cash -
long	9/25/06	8/06/07	315				Eiffage	100	127		78.250	92.700		14.450	18	11,835	22
8/06/07		11/26/07	112				- cash -
short	11/26/07	5/12/08	168				Innate Pharma	100	3,198		3.700	2.440	5.611	1.911	52	17,946	147
5/12/08		5/19/08	7				- cash -
long	5/19/08	6/23/08	35				Ubisoft	100	505		35.500	27.205		-8.295	-23	13,757	-94
6/23/08		9/22/08	91				- cash -
short	9/22/08	3/16/09	175				Vantiva	100	22		600.831	80.676	4,474.663	3,873.832	645	98,981	6,488
3/16/09		4/06/09	21				- cash -
long	4/06/09	2/15/10	315				Nexity	100	5,039		19.640	24.945		5.305	27	125,713	32
2/15/10		3/01/10	14				- cash -
	3/01/10	5/24/10	84				Opmobility	100	48,202		2.608	3.261		0.653	25	157,189	164
5/24/10		5/31/10	7				- cash -
	5/31/10	7/05/10	35				Opmobility	100	44,808		3.508	3.759		0.251	7	168,436	106
7/05/10		7/12/10	7				- cash -
	7/12/10	8/09/10	28				Opmobility	100	42,331		3.979	4.386		0.407	10	185,664	256
8/09/10		9/13/10	35				- cash -
	9/13/10	6/20/11	280				Opmobility	100	43,187		4.299	6.933		2.634	61	299,419	86
6/20/11		7/04/11	14				- cash -
	7/04/11	8/01/11	28				Altran Technologies	100	52,733		5.678	5.350		-0.328	-6	282,122	-54
8/01/11		8/08/11	7				- cash -
short	8/08/11	1/02/12	147				Genfit	100	111,687		2.526	1.704	3.745	1.219	48	418,213	166
1/02/12		1/16/12	14				- cash -
long	1/16/12	6/04/12	140				Rémy Cointreau	100	6,470		64.630	76.770		12.140	19	496,759	57
6/04/12		8/13/12	70				- cash -
	8/13/12	6/24/13	315				Eurofins Scientific	100	47,972		10.355	14.660		4.305	42	703,278	50
6/24/13		7/01/13	7				- cash -
	7/01/13	8/04/14	399				Montupet	100	46,482		15.130	52.000		36.870	244	2,417,070	209
8/04/14		8/18/14	14				- cash -
	8/18/14	9/15/14	28				Genfit	100	87,733		27.550	46.850		19.300	70	4,110,316	101,263
9/15/14		9/22/14	7				- cash -
	9/22/14	9/29/14	7				Adocia	100	132,976		30.910	36.200		5.290	17	4,813,760	377,906
9/29/14		10/20/14	21				- cash -
short	10/20/14	11/10/14	21				Viridien	100	27,036		178.048	168.288	188.374	10.326	6	5,092,933	166
11/10/14		11/24/14	14				- cash -
long	11/24/14	8/24/15	273				Adocia	100	176,531		28.850	73.650		44.800	155	13,001,522	250
8/24/15		10/12/15	49				- cash -
	10/12/15	11/23/15	42				Sartorius Stedim	100	288,069		45.133	56.167		11.033	24	16,179,903	569
11/23/15		11/30/15	7				- cash -
	11/30/15	12/14/15	14				Sartorius Stedim	100	284,356		56.900	56.275		-0.625	-1	16,002,180	-25
12/14/15		12/21/15	7				- cash -
	12/21/15	2/08/16	49				Sartorius Stedim	100	277,936		57.575	55.767		-1.808	-3	15,499,588	-21
2/08/16		4/18/16	70				- cash -
	4/18/16	6/27/16	70				Ubisoft	100	572,362		27.080	30.880		3.800	14	17,674,564	98
6/27/16		7/04/16	7				- cash -
	7/04/16	3/05/18	609				Ubisoft	100	534,216		33.085	66.240		33.155	100	35,386,495	52
3/05/18		3/12/18	7				- cash -
	3/12/18	5/28/18	77				Ubisoft	100	493,810		71.660	90.580		18.920	26	44,729,381	204
5/28/18		6/11/18	14				- cash -
	6/11/18	7/02/18	21				Eramet	100	349,448		128.000	107.000		-21.000	-16	37,390,973	-96
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
7/02/18		7/09/18	7				- cash -
	7/09/18	7/16/18	7				Ubisoft	100	400,588		93.340	99.820		6.480	7	39,986,783	3,211
7/16/18		7/30/18	14				- cash -
	7/30/18	8/27/18	28				Sartorius Stedim	100	388,598		102.900	107.100		4.200	4	41,618,894	68
8/27/18		9/03/18	7				- cash -
	9/03/18	9/10/18	7				Sartorius Stedim	100	377,324		110.300	110.100		-0.200	0	41,543,430	-9
9/10/18		10/15/18	35				- cash -
short	10/15/18	3/04/19	140				Altran Technologies	100	5,838,851		7.115	9.875	4.355	-2.760	-39	25,428,201	-72
3/04/19		9/02/19	182				- cash -
long	9/02/19	3/02/20	182				Altran Technologies	100	1,759,128		14.455	14.510		0.055	0	25,524,953	1
3/02/20		3/09/20	7				- cash -
short	3/09/20	7/27/20	140				Vantiva	100	4,540,675		5.621	2.520	12.540	6.918	123	56,938,705	710
7/27/20		9/27/21	427				- cash -
long	9/27/21	12/20/21	84				Virbac	100	152,650		373.000	413.000		40.000	11	63,044,705	56
12/20/21		12/27/21	7				- cash -
	12/27/21	3/07/22	70				Valneva	100	2,389,867		26.380	12.740		-13.640	-52	30,446,919	-98
3/07/22		4/04/22	28				- cash -
	4/04/22	6/13/22	70				Eramet	100	195,297		155.900	111.800		-44.100	-28	21,834,321	-82
6/13/22		7/11/22	28				- cash -
	7/11/22	7/18/22	7				GTT	100	182,104		119.900	126.300		6.400	5	22,999,787	1,405
7/18/22		9/19/22	63				- cash -
short	9/19/22	11/07/22	49				Orpea	100	1,614		14,250.000	8,150.000	24,915.644	10,665.644	75	40,214,137	6,320
long	11/07/22	5/22/23	196				Vallourec	100	3,413,763		11.780	10.810		-0.970	-8	36,902,786	-15
5/22/23		6/05/23	14				- cash -
	6/05/23	6/19/23	14				VusionGroup	100	225,291		163.800	169.600		5.800	4	38,209,474	148
6/19/23		7/31/23	42				- cash -
	7/31/23	8/07/23	7				Scor	100	1,406,311		27.170	27.710		0.540	2	38,968,882	179
8/07/23		7/19/25	712				- cash -
accum	9/25/06	8/07/23	4676	days out of 7138 invested (66%)										389,589		38,968,882	91

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Vantiva	short	9/22/08	3/16/09	175	600.83	80.68	4,474.66	3,873.83	644.75
	short	3/09/20	7/27/20	140	5.62	2.52	12.54	6.92	123.07			1,561.31
Montupet	long	7/01/13	8/04/14	399	15.13	52.00		36.87	243.69			243.69
Adocia	long	9/22/14	9/29/14	7	30.91	36.20		5.29	17.11
	long	11/24/14	8/24/15	273	28.85	73.65		44.80	155.29			198.98
Genfit	short	8/08/11	1/02/12	147	2.53	1.70	3.74	1.22	48.24
	long	8/18/14	9/15/14	28	27.55	46.85		19.30	70.05			152.09
Opmobility	long	3/01/10	5/24/10	84	2.61	3.26		0.65	25.04
	long	5/31/10	7/05/10	35	3.51	3.76		0.25	7.16
	long	7/12/10	8/09/10	28	3.98	4.39		0.41	10.23
	long	9/13/10	6/20/11	280	4.30	6.93		2.63	61.27			138.18
Ubisoft	long	5/19/08	6/23/08	35	35.50	27.21		-8.30	-23.37
	long	4/18/16	6/27/16	70	27.08	30.88		3.80	14.03
	long	7/04/16	3/05/18	609	33.09	66.24		33.16	100.21
	long	3/12/18	5/28/18	77	71.66	90.58		18.92	26.40
	long	7/09/18	7/16/18	7	93.34	99.82		6.48	6.94			136.51
Orpea	short	9/19/22	11/07/22	49	14,250.00	8,150.00	24,915.64	10,665.64	74.85			74.85
Innate Pharma	short	11/26/07	5/12/08	168	3.70	2.44	5.61	1.91	51.64			51.64
Eurofins Scientific	long	8/13/12	6/24/13	315	10.36	14.66		4.31	41.57			41.57
Nexity	long	4/06/09	2/15/10	315	19.64	24.95		5.31	27.01			27.01
Sartorius Stedim	long	10/12/15	11/23/15	42	45.13	56.17		11.03	24.45
	long	11/30/15	12/14/15	14	56.90	56.28		-0.63	-1.10
	long	12/21/15	2/08/16	49	57.58	55.77		-1.81	-3.14
	long	7/30/18	8/27/18	28	102.90	107.10		4.20	4.08
	long	9/03/18	9/10/18	7	110.30	110.10		-0.20	-0.18			23.85
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Rémy Cointreau	long	1/16/12	6/04/12	140	64.63	76.77		12.14	18.78			18.78
Eiffage	long	9/25/06	8/06/07	315	78.25	92.70		14.45	18.47			18.47
Virbac	long	9/27/21	12/20/21	84	373.00	413.00		40.00	10.72			10.72
Viridien	short	10/20/14	11/10/14	21	178.05	168.29	188.37	10.33	5.80			5.80
GTT	long	7/11/22	7/18/22	7	119.90	126.30		6.40	5.34			5.34
VusionGroup	long	6/05/23	6/19/23	14	163.80	169.60		5.80	3.54			3.54
Scor	long	7/31/23	8/07/23	7	27.17	27.71		0.54	1.99			1.99
Vallourec	long	11/07/22	5/22/23	196	11.78	10.81		-0.97	-8.23			-8.23
Eramet	long	6/11/18	7/02/18	21	128.00	107.00		-21.00	-16.41
	long	4/04/22	6/13/22	70	155.90	111.80		-44.10	-28.29			-40.05
Altran Technologies	long	7/04/11	8/01/11	28	5.68	5.35		-0.33	-5.78
	short	10/15/18	3/04/19	140	7.12	9.88	4.36	-2.76	-38.79
	long	9/02/19	3/02/20	182	14.46	14.51		0.05	0.38			-42.11
Valneva	long	12/27/21	3/07/22	70	26.38	12.74		-13.64	-51.71			-51.71

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)

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