Assessment - CAC Mid 60 in Renminbi yuán - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								CAC Mid 60	103,672.901	12/08/24	-0.08	106,009.291	-2.20	108,702.052	-2,692.762	-2.48		-2.44
						L		Viridien	289.569	12/08/24	-0.83	3.884	7,355.75	4.698	-0.814	-17.32		-9.08
								Euroapi	30.918	12/08/24	-3.04	19.872	55.58	45.012	-25.140	-55.85		-49.84
								ID Logistics	3,382.336	12/08/24	0.70	2,890.218	17.03	2,411.639	478.580	19.84		25.95
								Interparfums	347.607	12/08/24	-1.87	299.958	15.89	395.917	-95.959	-24.24		-25.32
						L		Elior	24.934	12/08/24	3.30	21.825	14.24	23.032	-1.207	-5.24		17.81
								Nexans	931.119	12/08/24	0.08	816.291	14.07	622.548	193.743	31.12		26.79
								Nexity	75.966	12/08/24	-0.77	67.608	12.36	132.365	-64.758	-48.92		-34.21
								Mercialys	91.237	12/08/24	-0.85	81.239	12.31	78.123	3.116	3.99		11.55
						S		FDJ	275.899	12/08/24	0.40	248.090	11.21	257.975	-9.885	-3.83		-6.82
						L		Voltalia	79.520	12/08/24	-0.97	71.709	10.89	81.854	-10.146	-12.39		-2.27
								Dassault Aviation	1,480.260	12/08/24	-0.52	1,337.312	10.69	1,407.706	-70.394	-5.00		-7.27
								Eutelsat	33.027	12/08/24	2.17	30.261	9.14	33.386	-3.125	-9.36		-11.87
								Covivio	371.354	12/08/24	-0.50	349.326	6.31	382.406	-33.080	-8.65		1.07
								Ayvens	45.619	12/08/24	-1.02	43.080	5.89	50.629	-7.549	-14.91		-19.76
								Derichebourg	35.589	12/08/24	0.80	34.292	3.78	39.906	-5.614	-14.07		-6.32
								Bolloré	44.955	12/08/24	-1.62	43.353	3.69	44.423	-1.070	-2.41		-2.64
						S		GTT	987.361	12/08/24	0.16	952.991	3.61	941.874	11.116	1.18		0.38
								Carmila	128.576	12/08/24	0.61	124.201	3.52	122.389	1.813	1.48		5.02
								Coface	107.875	12/08/24	0.88	104.204	3.52	93.009	11.195	12.04		4.29
								Amundi	500.320	12/08/24	0.63	483.916	3.39	483.899	0.017	0.00		6.02
						L		Neoen	299.802	12/08/24	-0.10	291.678	2.79	237.865	53.813	22.62		35.74
								elis	164.977	12/08/24	0.67	160.602	2.72	148.390	12.212	8.23		9.24
								Rubis	214.501	12/08/24	0.22	209.970	2.16	176.749	33.222	18.80		10.79
						S		Wendel	665.141	12/08/24	-0.70	651.861	2.04	633.546	18.315	2.89		-1.19
								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		Argan	589.761	12/08/24	0.53	578.044	2.03	660.648	-82.604	-12.50		-0.51
								Bic	444.469	12/08/24	-1.90	435.876	1.97	493.718	-57.842	-11.72		-9.50
								TF1	61.085	12/08/24		59.913	1.96	56.049	3.864	6.89		1.42
						S		Aperam	195.754	12/08/24	-0.63	192.317	1.79	258.289	-65.972	-25.54		-12.40
								Virbac	2,667.593	12/08/24	0.59	2,636.348	1.19	2,824.052	-187.705	-6.65		11.02
						L		Icade	158.415	12/08/24	-1.74	156.853	1.00	279.184	-122.332	-43.82		-34.08
								Clariane	14.482	12/08/24	-1.64	14.467	0.11	18.885	-4.418	-23.39		-33.94
								VusionGroup	1,046.728	12/08/24	0.15	1,054.539	-0.74	1,066.777	-12.238	-1.15		11.63
								Technip Energies	160.759	12/08/24	-0.68	163.727	-1.81	166.222	-2.495	-1.50		-2.49
								Aéroports de Paris	875.658	12/08/24	-0.62	897.530	-2.44	920.665	-23.135	-2.51		-3.66
								JCDecaux	140.605	12/08/24	-0.50	145.604	-3.43	142.970	2.634	1.84		4.96
								Métropole TV	92.018	12/08/24	0.17	95.455	-3.60	101.650	-6.195	-6.09		-4.83
								SPIE	263.088	12/08/24	0.54	273.399	-3.77	222.311	51.088	22.98		17.83
						S		SES	36.651	12/08/24	0.60	38.198	-4.05	46.819	-8.621	-18.41		-14.59
								Ipsos	434.314	12/08/24	-0.36	453.842	-4.30	445.800	8.043	1.80		7.94
								Valneva	24.012	12/08/24	-1.28	25.418	-5.53	37.078	-11.660	-31.45		-28.91
								Mersen	238.248	12/08/24	-1.45	255.042	-6.58	276.514	-21.471	-7.77		-10.08
								Opmobility	66.709	12/08/24	-1.16	72.646	-8.17	94.266	-21.620	-22.94		-26.01
								Eurazeo	530.003	12/08/24	0.97	578.044	-8.31	564.418	13.626	2.41		11.37
						L		Ipsen	811.604	12/08/24	0.78	886.594	-8.46	847.608	38.985	4.60		1.81
						S		Alten	751.847	12/08/24	-0.31	822.540	-8.59	1,057.350	-234.810	-22.21		-17.77
						S		Solutions 30	10.905	12/08/24	-0.99	11.951	-8.76	20.943	-8.991	-42.93		-30.64
						S		Trigano	800.669	12/08/24	-0.87	878.001	-8.81	1,164.971	-286.969	-24.63		-18.55
								Vallourec	104.438	12/08/24	-0.59	114.828	-9.05	110.173	4.654	4.22		10.17
								X-FAB	42.767	12/08/24	1.96	47.259	-9.50	79.026	-31.767	-40.20		-28.83
								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		Lectra	200.753	12/08/24	-0.96	221.844	-9.51	247.841	-25.997	-10.49		-2.86
								SEB	690.137	12/08/24	-0.67	767.470	-10.08	887.672	-120.201	-13.54		-5.64
								Bénéteau	68.506	12/08/24	-2.01	77.880	-12.04	98.037	-20.157	-20.56		-20.84
						L		Fnac Darty	205.049	12/08/24	-0.19	235.514	-12.94	216.026	19.487	9.02		8.58
						S		Sopra Steria	1,284.194	12/08/24	-1.38	1,479.479	-13.20	1,553.818	-74.339	-4.78		-5.34
								Atos	6.646	12/08/24	-2.21	7.675	-13.41	55.381	-47.706	-86.14		-70.77
						L		Imerys	228.718	12/08/24	0.21	266.056	-14.03	223.725	42.332	18.92		14.62
						L		Orpea	77.692	12/08/24	-42.87	96.174	-19.22	132.758	-36.584	-27.56		-46.56
								Verallia	205.284	12/08/24	-1.13	267.150	-23.16	273.843	-6.693	-2.44		-3.18
						L		Eramet	565.155	12/08/24	5.24	763.174	-25.95	561.668	201.506	35.88		32.35
						S		Scor	133.809	12/08/24	1.06	188.723	-29.10	207.857	-19.133	-9.20		-14.58
CAC Mid 60 - 60 out of 60 instruments rated - 1/07/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in CNY = 35.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions CAC Mid 60 in Renminbi yuán * Mixed Straddles 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
2/01/06		25/09/06	266				- cash -
long	25/09/06	6/08/07	315				Eiffage	100	12		791.945	965.962		174.017	22	12,088	26
6/08/07		26/11/07	112				- cash -
short	26/11/07	12/05/08	168				Innate Pharma	100	297		40.612	26.398	62.479	21.868	54	18,583	155
12/05/08		19/05/08	7				- cash -
long	19/05/08	23/06/08	35				Ubisoft	100	48		386.677	292.125		-94.552	-24	14,044	-95
23/06/08		22/09/08	91				- cash -
short	22/09/08	16/03/09	175				Vantiva	100	2		5,941.498	713.216	49,496.064	43,554.567	733	101,153	8,223
16/03/09		6/04/09	21				- cash -
long	6/04/09	15/02/10	315				Nexity	100	558		181.045	232.388		51.342	28	129,802	34
15/02/10		1/03/10	14				- cash -
	1/03/10	24/05/10	84				Opmobility	100	5,354		24.241	27.997		3.756	15	149,911	87
24/05/10		31/05/10	7				- cash -
	31/05/10	5/07/10	35				Opmobility	100	5,097		29.406	31.984		2.578	9	163,050	140
5/07/10		12/07/10	7				- cash -
	12/07/10	9/08/10	28				Opmobility	100	4,786		34.066	39.425		5.359	16	188,698	572
9/08/10		13/09/10	35				- cash -
	13/09/10	20/06/11	280				Opmobility	100	5,110		36.923	64.188		27.265	74	328,020	106
20/06/11		4/07/11	14				- cash -
	4/07/11	1/08/11	28				Altran Technologies	100	6,151		53.326	49.538		-3.788	-7	304,722	-62
1/08/11		8/08/11	7				- cash -
short	8/08/11	2/01/12	147				Genfit	100	13,102		23.257	14.031	38.551	15.293	66	505,094	251
2/01/12		16/01/12	14				- cash -
long	16/01/12	4/06/12	140				Rémy Cointreau	100	976		517.150	605.347		88.197	17	591,174	51
4/06/12		13/08/12	70				- cash -
	13/08/12	24/06/13	315				Eurofins Scientific	100	7,339		80.543	119.060		38.516	48	873,846	57
24/06/13		1/07/13	7				- cash -
	1/07/13	4/08/14	399				Montupet	100	7,182		121.663	431.241		309.578	254	3,097,234	218
4/08/14		18/08/14	14				- cash -
	18/08/14	15/09/14	28				Genfit	100	13,683		226.348	372.340		145.992	64	5,094,847	65,642
15/09/14		22/09/14	7				- cash -
	22/09/14	29/09/14	7				Adocia	100	20,878		244.022	282.545		38.523	16	5,899,121	208,496
29/09/14		20/10/14	21				- cash -
short	20/10/14	10/11/14	21				Viridien	100	4,226		1,395.772	1,279.813	1,522.236	126.465	9	6,433,561	352
10/11/14		24/11/14	14				- cash -
long	24/11/14	24/08/15	273				Adocia	100	29,189		220.405	547.588		327.182	148	15,983,688	238
24/08/15		12/10/15	49				- cash -
	12/10/15	23/11/15	42				Sartorius Stedim	100	49,303		324.188	381.389		57.201	18	18,803,857	310
23/11/15		30/11/15	7				- cash -
	30/11/15	14/12/15	14				Sartorius Stedim	100	48,881		384.684	399.631		14.947	4	19,534,504	170
14/12/15		21/12/15	7				- cash -
	21/12/15	8/02/16	49				Sartorius Stedim	100	47,969		407.228	410.326		3.098	1	19,683,103	6
8/02/16		18/04/16	70				- cash -
	18/04/16	27/06/16	70				Ubisoft	100	99,238		198.342	226.783		28.441	14	22,505,499	101
27/06/16		4/07/16	7				- cash -
	4/07/16	5/03/18	609				Ubisoft	100	91,653		245.550	518.951		273.400	111	47,563,466	57
5/03/18		12/03/18	7				- cash -
	12/03/18	28/05/18	77				Ubisoft	100	85,058		559.183	674.019		114.836	21	57,331,214	142
28/05/18		11/06/18	14				- cash -
	11/06/18	2/07/18	21				Eramet	100	59,368		965.681	830.063		-135.617	-14	49,279,878	-93
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/07/18		9/07/18	7				- cash -
	9/07/18	16/07/18	7				Ubisoft	100	67,960		725.121	781.241		56.120	8	53,093,800	4,776
16/07/18		30/07/18	14				- cash -
	30/07/18	27/08/18	28				Sartorius Stedim	100	64,652		821.224	852.130		30.906	4	55,091,943	62
27/08/18		3/09/18	7				- cash -
	3/09/18	10/09/18	7				Sartorius Stedim	100	63,036		873.973	875.108		1.135	0	55,163,473	7
10/09/18		15/10/18	35				- cash -
short	15/10/18	4/03/19	140				Altran Technologies	100	967,109		57.040	75.017	39.062	-17.978	-32	37,776,950	-63
long	18/02/19	5/08/19	168				GTT	100	61,812		611.156	634.815		23.659	4	39,239,355	9
5/08/19		2/09/19	28				- cash -
	2/09/19	2/03/20	182				Altran Technologies	100	345,125		113.696	112.717		-0.979	-1	38,901,402	-2
2/03/20		9/03/20	7				- cash -
short	9/03/20	27/07/20	140				Vantiva	100	868,983		44.767	20.726	96.691	51.925	116	84,023,100	645
long	13/07/20	20/09/21	434				Iliad	100	59,967		1,401.142	1,383.022		-18.121	-1	82,936,444	-1
20/09/21		27/09/21	7				- cash -
	27/09/21	20/12/21	84				Virbac	100	29,439		2,817.194	2,970.750		153.556	5	87,456,976	26
20/12/21		27/12/21	7				- cash -
	27/12/21	7/03/22	70				Valneva	100	459,491		190.334	87.531		-102.803	-54	40,219,972	-98
7/03/22		4/04/22	28				- cash -
	4/04/22	13/06/22	70				Eramet	100	36,959		1,088.229	787.955		-300.274	-28	29,122,161	-81
13/06/22		11/07/22	28				- cash -
	11/07/22	18/07/22	7				GTT	100	35,933		810.452	865.370		54.918	7	31,095,517	2,953
18/07/22		19/09/22	63				- cash -
short	19/09/22	7/11/22	49				Orpea	100	311		99,906.750	58,880.490	169,518.948	69,612.198	70	52,744,911	5,034
long	7/11/22	22/05/23	196				Vallourec	100	619,757		85.106	82.206		-2.900	-3	50,947,577	-6
22/05/23		5/06/23	14				- cash -
	5/06/23	19/06/23	14				VusionGroup	100	40,872		1,246.502	1,325.950		79.448	6	54,194,781	401
19/06/23		31/07/23	42				- cash -
	31/07/23	7/08/23	7				Scor	100	253,698		213.619	219.120		5.501	3	55,590,350	276
7/08/23		7/12/25	853				- cash -
accum	25/09/06	7/08/23	5250	days out of 7279 invested (72%)										555,804		55,590,350	82

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Vantiva	short	22/09/08	16/03/09	175	5,941.50	713.22	49,496.06	43,554.57	733.06
	short	9/03/20	27/07/20	140	44.77	20.73	96.69	51.92	115.99			1,699.32
Montupet	long	1/07/13	4/08/14	399	121.66	431.24		309.58	254.45			254.45
Adocia	long	22/09/14	29/09/14	7	244.02	282.54		38.52	15.79
	long	24/11/14	24/08/15	273	220.41	547.59		327.18	148.45			187.67
Genfit	short	8/08/11	2/01/12	147	23.26	14.03	38.55	15.29	65.76
	long	18/08/14	15/09/14	28	226.35	372.34		145.99	64.50			172.67
Opmobility	long	1/03/10	24/05/10	84	24.24	28.00		3.76	15.49
	long	31/05/10	5/07/10	35	29.41	31.98		2.58	8.77
	long	12/07/10	9/08/10	28	34.07	39.42		5.36	15.73
	long	13/09/10	20/06/11	280	36.92	64.19		27.26	73.84			152.73
Ubisoft	long	19/05/08	23/06/08	35	386.68	292.12		-94.55	-24.45
	long	18/04/16	27/06/16	70	198.34	226.78		28.44	14.34
	long	4/07/16	5/03/18	609	245.55	518.95		273.40	111.34
	long	12/03/18	28/05/18	77	559.18	674.02		114.84	20.54
	long	9/07/18	16/07/18	7	725.12	781.24		56.12	7.74			137.08
Orpea	short	19/09/22	7/11/22	49	99,906.75	58,880.49	169,518.95	69,612.20	69.68			69.68
Innate Pharma	short	26/11/07	12/05/08	168	40.61	26.40	62.48	21.87	53.85			53.85
Eurofins Scientific	long	13/08/12	24/06/13	315	80.54	119.06		38.52	47.82			47.82
Nexity	long	6/04/09	15/02/10	315	181.05	232.39		51.34	28.36			28.36
Sartorius Stedim	long	12/10/15	23/11/15	42	324.19	381.39		57.20	17.64
	long	30/11/15	14/12/15	14	384.68	399.63		14.95	3.89
	long	21/12/15	8/02/16	49	407.23	410.33		3.10	0.76
	long	30/07/18	27/08/18	28	821.22	852.13		30.91	3.76
	long	3/09/18	10/09/18	7	873.97	875.11		1.13	0.13			27.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Eiffage	long	25/09/06	6/08/07	315	791.94	965.96		174.02	21.97			21.97
Rémy Cointreau	long	16/01/12	4/06/12	140	517.15	605.35		88.20	17.05			17.05
GTT	long	18/02/19	5/08/19	168	611.16	634.81		23.66	3.87
	long	11/07/22	18/07/22	7	810.45	865.37		54.92	6.78			10.91
Viridien	short	20/10/14	10/11/14	21	1,395.77	1,279.81	1,522.24	126.46	9.06			9.06
VusionGroup	long	5/06/23	19/06/23	14	1,246.50	1,325.95		79.45	6.37			6.37
Virbac	long	27/09/21	20/12/21	84	2,817.19	2,970.75		153.56	5.45			5.45
Scor	long	31/07/23	7/08/23	7	213.62	219.12		5.50	2.58			2.58
Iliad	long	13/07/20	20/09/21	434	1,401.14	1,383.02		-18.12	-1.29			-1.29
Vallourec	long	7/11/22	22/05/23	196	85.11	82.21		-2.90	-3.41			-3.41
Altran Technologies	long	4/07/11	1/08/11	28	53.33	49.54		-3.79	-7.10
	short	15/10/18	4/03/19	140	57.04	75.02	39.06	-17.98	-31.52
	long	2/09/19	2/03/20	182	113.70	112.72		-0.98	-0.86			-36.93
Eramet	long	11/06/18	2/07/18	21	965.68	830.06		-135.62	-14.04
	long	4/04/22	13/06/22	70	1,088.23	787.96		-300.27	-27.59			-37.76
Valneva	long	27/12/21	7/03/22	70	190.33	87.53		-102.80	-54.01			-54.01

Annotations

31/07/24	Viridien			reverse split 100:1 (one for one hundred)
25/03/24	Orpea			reverse split 1,000:1 (one for one thousand)
20/02/24	CAC Mid 60			Component update: ADP, Argan, ID Logistics, Lectra and X-FAB replace Altarea, Antin, Casino, OVH and Soitec
25/05/20	Vallourec			reverse split 40:1 (one for fourty)
5/06/18	Foncière des Régions			renames as Covivio, that's a shame, I really liked these cute slashes above the e's.
28/07/17	Rubis			stock split 1:2 (two for one)
3/04/17	CAC Mid 60			Soitec and Tarkett replace CGG and Maurel et Prom
20/07/16	CGG			reverse stock split 32:1 (one for thirty-two)
15/07/16	CAC Mid 60			Saft dropped out due to the acquisition by Total
	CAC Mid 60			Eutelsat replaces Eiffage
21/03/16	CAC Mid 60			Amundi, SPIE and Worldline replace Adocia, Coface and Montupet
18/01/16	CAC Mid 60			Montupet drops out (acquisition by Linamar)
4/01/16	CAC Mid 60			complete analysis
21/12/15	CAC Mid 60			DBV Technologies, Europcar, Sartorius Stedim Biotech and Vallourec replace Eramet, Groupe Eurotunnel, Solocal and Virbac
24/08/15	CAC Mid 60			complete analysis
8/07/15	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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