| |
| |
Assessment - CAC Mid 60 - 4/22/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
12/25/23 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| | |
|
|
|
L |
|
CAC Mid 60 |
14,545.500 |
Wed |
-0.50 |
14,519.000 |
0.18 |
13,825.800 |
693.200 |
5.01 |
|
4.84 |
| | |
|
|
|
L |
|
Rubis |
32.500 |
Wed |
-0.73 |
32.820 |
-0.98 |
22.560 |
10.260 |
45.48 |
|
39.50 |
| | |
|
|
|
L |
|
Vallourec |
16.760 |
Wed |
|
17.105 |
-2.02 |
14.305 |
2.800 |
19.57 |
|
38.78 |
| | |
|
|
|
L |
|
Eurazeo |
84.250 |
Wed |
-0.82 |
81.950 |
2.81 |
72.750 |
9.200 |
12.65 |
|
27.51 |
| | |
|
|
|
L |
|
Mercialys |
11.080 |
Wed |
-1.69 |
11.130 |
-0.45 |
9.830 |
1.300 |
13.22 |
|
25.70 |
| | |
|
|
|
L |
|
Nexans |
98.000 |
Wed |
-0.31 |
96.700 |
1.34 |
78.650 |
18.050 |
22.95 |
|
23.15 |
| | |
|
|
|
|
|
Ipsos |
63.300 |
Wed |
0.72 |
62.000 |
2.10 |
57.050 |
4.950 |
8.68 |
|
20.81 |
| | |
|
|
|
|
|
ID Logistics |
348.500 |
Wed |
3.26 |
336.000 |
3.72 |
308.500 |
27.500 |
8.91 |
|
20.67 |
| | |
|
|
|
|
|
Virbac |
360.000 |
Wed |
0.28 |
357.000 |
0.84 |
356.000 |
1.000 |
0.28 |
|
20.65 |
| | |
|
|
|
L |
|
elis |
21.480 |
Wed |
-0.19 |
21.460 |
0.09 |
18.990 |
2.470 |
13.01 |
|
18.42 |
| | |
|
|
|
|
|
GTT |
130.000 |
Wed |
-2.99 |
135.100 |
-3.77 |
119.300 |
15.800 |
13.24 |
|
17.90 |
| | |
|
|
|
L |
|
TF1 |
8.495 |
Wed |
-1.11 |
8.595 |
-1.16 |
7.080 |
1.515 |
21.40 |
|
17.88 |
| | |
|
|
|
L |
|
SPIE |
34.000 |
Wed |
1.25 |
33.560 |
1.31 |
28.440 |
5.120 |
18.00 |
|
17.09 |
| | |
|
|
|
L |
|
Coface |
14.580 |
Wed |
-0.07 |
14.630 |
-0.34 |
11.940 |
2.690 |
22.53 |
|
15.70 |
| | |
|
|
|
L |
|
Lectra |
33.900 |
Wed |
-0.44 |
33.300 |
1.80 |
31.750 |
1.550 |
4.88 |
|
15.67 |
| | |
|
|
|
L |
|
Amundi |
64.750 |
Wed |
-0.46 |
64.500 |
0.39 |
60.950 |
3.550 |
5.82 |
|
13.25 |
| | |
|
|
|
|
|
SEB |
112.200 |
Wed |
-4.75 |
114.800 |
-2.26 |
112.800 |
2.000 |
1.77 |
|
13.11 |
| | |
|
|
|
L |
|
Métropole TV |
14.460 |
Wed |
-0.41 |
14.480 |
-0.14 |
12.720 |
1.760 |
13.84 |
|
12.79 |
| | |
|
|
|
L |
|
Fnac Darty |
30.500 |
Wed |
-1.13 |
31.400 |
-2.87 |
26.500 |
4.900 |
18.49 |
|
12.43 |
| | |
|
|
|
L |
|
Dassault Aviation |
205.400 |
Wed |
-0.10 |
202.000 |
1.68 |
180.100 |
21.900 |
12.16 |
|
12.31 |
| | |
|
|
|
|
|
Carmila |
16.360 |
Wed |
-0.73 |
16.500 |
-0.85 |
15.760 |
0.740 |
4.70 |
|
11.73 |
| | |
|
|
|
L |
|
JCDecaux |
19.440 |
Wed |
-1.02 |
19.310 |
0.67 |
18.250 |
1.060 |
5.81 |
|
10.12 |
| | |
|
|
|
L |
|
Wendel |
93.700 |
Wed |
-0.69 |
93.750 |
-0.05 |
80.150 |
13.600 |
16.97 |
|
9.59 |
| | |
|
|
|
|
|
Sopra Steria |
217.600 |
Wed |
0.18 |
213.600 |
1.87 |
197.100 |
16.500 |
8.37 |
|
9.49 |
| | |
|
|
|
|
|
Bolloré |
6.220 |
Wed |
-0.48 |
6.195 |
0.40 |
5.590 |
0.605 |
10.82 |
|
9.38 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
12/25/23 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| | |
|
|
|
L |
|
Technip Energies |
22.520 |
Wed |
-2.26 |
22.800 |
-1.23 |
21.770 |
1.030 |
4.73 |
|
9.01 |
| | |
|
|
|
|
|
Bic |
65.800 |
Wed |
1.86 |
65.100 |
1.08 |
64.550 |
0.550 |
0.85 |
|
8.71 |
| | |
|
|
|
L |
|
Neoen |
29.420 |
Wed |
0.82 |
29.100 |
1.10 |
29.880 |
-0.780 |
-2.61 |
|
7.90 |
| | |
|
|
|
|
|
Scor |
30.740 |
Wed |
0.46 |
29.520 |
4.13 |
26.790 |
2.730 |
10.19 |
|
7.32 |
| | |
|
|
|
|
|
Argan |
72.400 |
Wed |
-8.01 |
78.700 |
-8.01 |
84.300 |
-5.600 |
-6.64 |
|
7.07 |
| | |
|
|
|
|
|
Trigano |
144.000 |
Wed |
|
143.000 |
0.70 |
146.800 |
-3.800 |
-2.59 |
|
5.46 |
| | |
|
|
|
L |
|
Eramet |
76.150 |
Wed |
1.13 |
75.350 |
1.06 |
71.500 |
3.850 |
5.38 |
|
3.31 |
| | |
|
|
|
L |
|
Ipsen |
112.300 |
Wed |
0.81 |
112.500 |
-0.18 |
107.200 |
5.300 |
4.94 |
|
1.99 |
| | |
|
|
|
|
|
Elior |
2.392 |
Wed |
-0.66 |
2.406 |
-0.58 |
2.788 |
-0.382 |
-13.70 |
|
1.62 |
| | |
|
|
|
|
|
FDJ |
34.960 |
Wed |
-0.63 |
35.160 |
-0.57 |
32.660 |
2.500 |
7.65 |
|
1.40 |
| | |
|
|
|
L |
|
Imerys |
29.860 |
Wed |
-1.06 |
30.080 |
-0.73 |
27.700 |
2.380 |
8.59 |
|
1.01 |
| | |
|
|
|
L |
|
Covivio |
44.840 |
Wed |
|
44.400 |
0.99 |
48.480 |
-4.080 |
-8.42 |
|
0.26 |
| | |
|
|
|
|
|
VusionGroup |
135.300 |
Wed |
5.37 |
122.100 |
10.81 |
131.800 |
-9.700 |
-7.36 |
|
0.10 |
| | |
|
|
|
L |
|
Verallia |
33.960 |
Wed |
-0.70 |
34.340 |
-1.11 |
35.920 |
-1.580 |
-4.40 |
|
-2.00 |
| | |
|
|
|
|
|
SES |
5.530 |
Wed |
-2.30 |
5.665 |
-2.38 |
5.895 |
-0.230 |
-3.90 |
|
-2.55 |
| | |
|
|
|
|
|
Aéroports de Paris |
118.700 |
Wed |
0.25 |
118.400 |
0.25 |
117.000 |
1.400 |
1.20 |
|
-2.81 |
| | |
|
|
|
S |
|
Alten |
130.400 |
Wed |
-0.61 |
129.500 |
0.69 |
136.200 |
-6.700 |
-4.92 |
|
-2.98 |
| | |
|
|
|
L |
|
Bénéteau |
12.620 |
Wed |
-0.32 |
12.380 |
1.94 |
12.300 |
0.080 |
0.65 |
|
-4.68 |
| | |
|
|
|
|
|
Aperam |
27.520 |
Wed |
1.85 |
27.520 |
|
32.920 |
-5.400 |
-16.40 |
|
-5.45 |
| | |
|
|
|
|
|
Mersen |
34.500 |
Wed |
0.15 |
34.200 |
0.88 |
35.400 |
-1.200 |
-3.39 |
|
-6.24 |
| | |
|
|
|
L |
|
Interparfums |
51.500 |
Wed |
1.18 |
49.250 |
4.57 |
50.500 |
-1.250 |
-2.48 |
|
-9.90 |
| | |
|
|
|
L |
|
Plastic Omnium |
11.700 |
Wed |
-2.42 |
11.980 |
-2.34 |
12.060 |
-0.080 |
-0.66 |
|
-10.07 |
| | |
|
|
|
|
|
Derichebourg |
3.968 |
Wed |
-2.41 |
4.002 |
-0.85 |
5.090 |
-1.088 |
-21.38 |
|
-16.84 |
| | |
|
|
|
L |
|
Eutelsat |
3.796 |
Wed |
1.23 |
3.856 |
-1.56 |
4.364 |
-0.508 |
-11.64 |
|
-18.17 |
| | |
|
|
|
L |
|
ALD |
6.040 |
Wed |
-0.49 |
6.060 |
-0.33 |
6.405 |
-0.345 |
-5.39 |
|
-18.21 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
12/25/23 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| | |
|
|
|
S |
|
Solutions 30 |
1.922 |
Wed |
0.10 |
1.858 |
3.44 |
2.424 |
-0.566 |
-23.35 |
|
-20.88 |
| | |
|
|
|
|
|
CGG |
0.421 |
Wed |
-4.15 |
0.441 |
-4.67 |
0.585 |
-0.144 |
-24.65 |
|
-23.80 |
| | |
|
|
|
S |
|
Icade |
24.760 |
Wed |
-1.67 |
24.800 |
-0.16 |
35.120 |
-10.320 |
-29.38 |
|
-23.96 |
| | |
|
|
|
|
|
Voltalia |
7.650 |
Wed |
-2.55 |
7.590 |
0.79 |
9.570 |
-1.980 |
-20.69 |
|
-24.67 |
| | |
|
|
|
|
|
Valneva |
3.588 |
Wed |
-3.55 |
3.710 |
-3.29 |
4.552 |
-0.842 |
-18.50 |
|
-25.01 |
| | |
|
|
|
S |
|
X-FAB |
7.030 |
Wed |
7.00 |
6.545 |
7.41 |
10.390 |
-3.845 |
-37.01 |
|
-26.58 |
| | |
|
|
|
S |
|
Nexity |
9.660 |
Wed |
-0.82 |
9.670 |
-0.10 |
17.210 |
-7.540 |
-43.81 |
|
-33.81 |
| | |
|
|
|
L |
|
Clariane |
1.620 |
Wed |
-2.64 |
1.656 |
-2.17 |
2.436 |
-0.780 |
-32.02 |
|
-47.77 |
| | |
|
|
|
S |
|
Euroapi |
2.686 |
Wed |
-2.75 |
2.750 |
-2.33 |
5.610 |
-2.860 |
-50.98 |
|
-56.37 |
| | |
|
|
|
|
|
Atos |
1.990 |
Wed |
2.68 |
1.917 |
3.84 |
7.100 |
-5.184 |
-73.01 |
|
-60.91 |
| | |
|
|
|
L |
|
Orpea |
12.446 |
Wed |
-1.61 |
12.332 |
0.92 |
15.200 |
-2.868 |
-18.87 |
|
-62.96 |
CAC Mid 60 - 60 out of 60 instruments rated - 4/22/24 / 12/25/23 - 33 did rise, Market-Ratio(17) = 55.00 % |
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 |
85,661 |
|
47.190 |
47.900 |
46.480 |
-0.710 |
-2 |
3,981,539 |
-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 |
19,169 |
|
126.400 |
119.550 |
|
-6.850 |
-5 |
2,291,743 |
-30 |
|
short |
2/05/18 |
3/18/19 |
406 |
|
|
|
Innate Pharma |
100 |
436,107 |
|
5.255 |
6.585 |
3.925 |
-1.330 |
-25 |
1,711,720 |
-23 |
|
long |
3/18/19 |
3/25/19 |
7 |
|
|
|
GTT |
100 |
20,462 |
|
83.650 |
79.900 |
|
-3.750 |
-4 |
1,634,988 |
-91 |
|
short |
3/25/19 |
4/08/19 |
14 |
|
|
|
DBV Technologies |
100 |
126,743 |
|
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 |
|
|
|
Vallourec |
100 |
80,380 |
|
17.784 |
20.950 |
14.618 |
-3.166 |
-18 |
1,175,008 |
-72 |
|
long |
11/16/20 |
7/12/21 |
238 |
|
|
|
Solutions 30 |
100 |
67,104 |
|
17.510 |
6.350 |
|
-11.160 |
-64 |
426,127 |
-79 |
|
short |
7/12/21 |
11/15/21 |
126 |
|
|
|
Vallourec |
100 |
57,976 |
|
7.350 |
7.240 |
7.462 |
0.112 |
2 |
432,603 |
4 |
|
long |
11/15/21 |
11/22/21 |
7 |
|
|
|
Valneva |
100 |
20,444 |
|
21.160 |
19.060 |
|
-2.100 |
-10 |
389,671 |
-100 |
|
short |
11/22/21 |
1/17/22 |
56 |
|
|
|
Vallourec |
100 |
51,611 |
|
7.550 |
9.285 |
5.815 |
-1.735 |
-23 |
300,125 |
-82 |
|
long |
1/17/22 |
1/24/22 |
7 |
|
|
|
Derichebourg |
100 |
25,178 |
|
11.920 |
10.760 |
|
-1.160 |
-10 |
270,919 |
-100 |
|
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 |
103,800 |
|
2.610 |
3.058 |
2.162 |
-0.448 |
-17 |
224,417 |
-18 |
|
long |
1/16/23 |
3/27/23 |
70 |
|
|
|
Elior |
100 |
56,104 |
|
4.000 |
3.104 |
|
-0.896 |
-22 |
174,147 |
-73 |
|
short |
3/27/23 |
2/12/24 |
322 |
|
|
|
Orpea |
100 |
82 |
|
2,100.000 |
13.200 |
334,090.909 |
331,990.909 |
15,809 |
27,397,402 |
31,208 |
|
long |
2/12/24 |
4/22/24 |
70 |
|
|
|
Eurazeo |
100 |
351,023 |
|
78.050 |
81.950 |
|
3.900 |
5 |
28,766,392 |
29 |
|
short |
4/22/24 |
4/24/24 |
2 |
|
|
|
Orpea |
100 |
2,332,662 |
|
12.332 |
12.446 |
12.218 |
-0.114 |
-1 |
28,500,468 |
-82 |
|
accum | 5/22/06 |
4/24/24 | 6548 |
days out of 6688 invested (98%) |
284,905 |
28,500,468 |
56 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Orpea | short | 3/27/23 | 2/12/24 | 322 | 2,100.00 | 13.20 | 334,090.91 | 331,990.91 | 15,809.09 | | | |
| short | 4/22/24 | 4/24/24 | 2 | 12.33 | 12.45 | 12.22 | -0.11 | -0.92 | | | 15,662.02 |
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 |
Eurazeo | long | 2/12/24 | 4/22/24 | 70 | 78.05 | 81.95 | | 3.90 | 5.00 | | | 5.00 |
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 | 47.19 | 47.90 | 46.48 | -0.71 | -1.50 | | | |
| long | 12/11/17 | 2/05/18 | 56 | 126.40 | 119.55 | | -6.85 | -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 | 3/27/23 | 70 | 4.00 | 3.10 | | -0.90 | -22.40 | | | -22.40 |
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 | 9/21/20 | 11/16/20 | 56 | 17.78 | 20.95 | 14.62 | -3.17 | -17.80 | | | |
| 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 | | | -76.91 |
Annotations
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) |
|
|