| | |
| | |
Assessment - CAC Mid 60 in Japanese yen - 7/01/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
CAC Mid 60 |
2,300,143.776 |
8/12/24 |
-0.08 |
2,351,980.199 |
-2.20 |
2,306,862.726 |
45,117.473 |
1.96 |
|
5.21 |
| |  |
 |
 |
 |
L |
 |
Eramet |
12,538.834 |
8/12/24 |
5.24 |
16,932.192 |
-25.95 |
10,540.784 |
6,391.408 |
60.64 |
|
42.85 |
| |  |
 |
 |
 |
L |
 |
Elior |
553.199 |
8/12/24 |
3.30 |
484.223 |
14.24 |
371.624 |
112.599 |
30.30 |
|
27.22 |
| |  |
 |
 |
 |
|
 |
Eutelsat |
732.746 |
8/12/24 |
2.17 |
671.395 |
9.14 |
593.879 |
77.516 |
13.05 |
|
-5.32 |
| |  |
 |
 |
 |
|
 |
X-FAB |
948.861 |
8/12/24 |
1.96 |
1,048.513 |
-9.50 |
1,208.513 |
-160.000 |
-13.24 |
|
-23.63 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,968.766 |
8/12/24 |
1.06 |
4,187.121 |
-29.10 |
4,422.226 |
-235.105 |
-5.32 |
|
-7.90 |
| |  |
 |
 |
 |
|
 |
Eurazeo |
11,758.948 |
8/12/24 |
0.97 |
12,824.792 |
-8.31 |
12,591.742 |
233.050 |
1.85 |
|
20.40 |
| |  |
 |
 |
 |
|
 |
Coface |
2,393.383 |
8/12/24 |
0.88 |
2,311.929 |
3.52 |
2,193.137 |
118.792 |
5.42 |
|
12.55 |
| |  |
 |
 |
 |
|
 |
Derichebourg |
789.591 |
8/12/24 |
0.80 |
760.822 |
3.78 |
672.322 |
88.500 |
13.16 |
|
0.84 |
| |  |
 |
 |
 |
L |
 |
Ipsen |
18,006.701 |
8/12/24 |
0.78 |
19,670.458 |
-8.46 |
16,767.200 |
2,903.258 |
17.32 |
|
9.76 |
| |  |
 |
 |
 |
|
 |
ID Logistics |
75,042.364 |
8/12/24 |
0.70 |
64,123.960 |
17.03 |
54,338.148 |
9,785.813 |
18.01 |
|
36.19 |
| |  |
 |
 |
 |
|
 |
elis |
3,660.265 |
8/12/24 |
0.67 |
3,563.212 |
2.72 |
3,474.373 |
88.839 |
2.56 |
|
17.99 |
| |  |
 |
 |
 |
|
 |
Amundi |
11,100.377 |
8/12/24 |
0.63 |
10,736.431 |
3.39 |
9,911.605 |
824.826 |
8.32 |
|
14.48 |
| |  |
 |
 |
 |
|
 |
Carmila |
2,852.650 |
8/12/24 |
0.61 |
2,755.597 |
3.52 |
2,484.030 |
271.568 |
10.93 |
|
13.33 |
| |  |
 |
 |
 |
S |
 |
SES |
813.161 |
8/12/24 |
0.60 |
847.476 |
-4.05 |
985.441 |
-137.965 |
-14.00 |
|
-8.07 |
| |  |
 |
 |
 |
|
 |
Virbac |
59,184.682 |
8/12/24 |
0.59 |
58,491.450 |
1.19 |
54,746.705 |
3,744.745 |
6.84 |
|
19.97 |
| |  |
 |
 |
 |
|
 |
SPIE |
5,837.013 |
8/12/24 |
0.54 |
6,065.780 |
-3.77 |
5,095.529 |
970.251 |
19.04 |
|
27.29 |
| |  |
 |
 |
 |
S |
 |
Argan |
13,084.754 |
8/12/24 |
0.53 |
12,824.792 |
2.03 |
12,534.544 |
290.248 |
2.32 |
|
7.33 |
| |  |
 |
 |
 |
S |
 |
FDJ |
6,121.239 |
8/12/24 |
0.40 |
5,504.262 |
11.21 |
6,291.786 |
-787.523 |
-12.52 |
|
0.47 |
| |  |
 |
 |
 |
|
 |
Rubis |
4,759.038 |
8/12/24 |
0.22 |
4,658.519 |
2.16 |
4,046.353 |
612.166 |
15.13 |
|
19.83 |
| |  |
 |
 |
 |
L |
 |
Imerys |
5,074.458 |
8/12/24 |
0.21 |
5,902.870 |
-14.03 |
4,850.395 |
1,052.476 |
21.70 |
|
23.65 |
| |  |
 |
 |
 |
|
 |
Métropole TV |
2,041.568 |
8/12/24 |
0.17 |
2,117.824 |
-3.60 |
2,064.032 |
53.791 |
2.61 |
|
2.64 |
| |  |
 |
 |
 |
S |
 |
GTT |
21,906.131 |
8/12/24 |
0.16 |
21,143.576 |
3.61 |
24,072.208 |
-2,928.632 |
-12.17 |
|
8.47 |
| |  |
 |
 |
 |
|
 |
VusionGroup |
23,223.272 |
8/12/24 |
0.15 |
23,396.580 |
-0.74 |
23,434.858 |
-38.278 |
-0.16 |
|
20.59 |
| |  |
 |
 |
 |
|
 |
Nexans |
20,658.314 |
8/12/24 |
0.08 |
18,110.686 |
14.07 |
15,353.591 |
2,757.095 |
17.96 |
|
37.07 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
TF1 |
1,355.269 |
8/12/24 |
|
1,329.272 |
1.96 |
1,377.656 |
-48.384 |
-3.51 |
|
9.57 |
| |  |
 |
 |
 |
L |
 |
Neoen |
6,651.561 |
8/12/24 |
-0.10 |
6,471.321 |
2.79 |
3,974.447 |
2,496.873 |
62.82 |
|
46.41 |
| |  |
 |
 |
 |
L |
 |
Fnac Darty |
4,549.335 |
8/12/24 |
-0.19 |
5,225.236 |
-12.94 |
4,481.059 |
744.178 |
16.61 |
|
17.09 |
| |  |
 |
 |
 |
S |
 |
Alten |
16,680.895 |
8/12/24 |
-0.31 |
18,249.332 |
-8.59 |
22,715.797 |
-4,466.465 |
-19.66 |
|
-11.45 |
| |  |
 |
 |
 |
|
 |
Ipsos |
9,635.925 |
8/12/24 |
-0.36 |
10,069.195 |
-4.30 |
10,557.126 |
-487.931 |
-4.62 |
|
16.69 |
| |  |
 |
 |
 |
|
 |
Covivio |
8,239.062 |
8/12/24 |
-0.50 |
7,750.334 |
6.31 |
6,569.605 |
1,180.729 |
17.97 |
|
9.01 |
| |  |
 |
 |
 |
|
 |
JCDecaux |
3,119.544 |
8/12/24 |
-0.50 |
3,230.461 |
-3.43 |
3,145.893 |
84.568 |
2.69 |
|
13.32 |
| |  |
 |
 |
 |
|
 |
Dassault Aviation |
32,841.866 |
8/12/24 |
-0.52 |
29,670.330 |
10.69 |
30,625.470 |
-955.141 |
-3.12 |
|
0.07 |
| |  |
 |
 |
 |
|
 |
Vallourec |
2,317.128 |
8/12/24 |
-0.59 |
2,547.628 |
-9.05 |
2,220.101 |
327.526 |
14.75 |
|
19.14 |
| |  |
 |
 |
 |
|
 |
Aéroports de Paris |
19,427.827 |
8/12/24 |
-0.62 |
19,913.089 |
-2.44 |
20,509.587 |
-596.497 |
-2.91 |
|
3.85 |
| |  |
 |
 |
 |
S |
 |
Aperam |
4,343.098 |
8/12/24 |
-0.63 |
4,266.843 |
1.79 |
4,348.686 |
-81.843 |
-1.88 |
|
-5.64 |
| |  |
 |
 |
 |
|
 |
SEB |
15,311.762 |
8/12/24 |
-0.67 |
17,027.511 |
-10.08 |
18,483.141 |
-1,455.630 |
-7.88 |
|
1.86 |
| |  |
 |
 |
 |
|
 |
Technip Energies |
3,566.679 |
8/12/24 |
-0.68 |
3,632.536 |
-1.81 |
3,379.588 |
252.948 |
7.48 |
|
5.16 |
| |  |
 |
 |
 |
S |
 |
Wendel |
14,757.176 |
8/12/24 |
-0.70 |
14,462.553 |
2.04 |
14,896.006 |
-433.454 |
-2.91 |
|
6.58 |
| |  |
 |
 |
 |
|
 |
Nexity |
1,685.420 |
8/12/24 |
-0.77 |
1,499.981 |
12.36 |
1,693.062 |
-193.082 |
-11.40 |
|
-29.38 |
| |  |
 |
 |
 |
L |
 |
Viridien |
6,424.528 |
8/12/24 |
-0.83 |
86.169 |
7,355.75 |
70.370 |
15.799 |
22.45 |
|
-2.39 |
| |  |
 |
 |
 |
|
 |
Mercialys |
2,024.237 |
8/12/24 |
-0.85 |
1,802.403 |
12.31 |
1,639.133 |
163.271 |
9.96 |
|
20.55 |
| |  |
 |
 |
 |
S |
 |
Trigano |
17,764.070 |
8/12/24 |
-0.87 |
19,479.819 |
-8.81 |
24,513.450 |
-5,033.631 |
-20.53 |
|
-12.14 |
| |  |
 |
 |
 |
S |
 |
Lectra |
4,454.016 |
8/12/24 |
-0.96 |
4,921.947 |
-9.51 |
5,188.680 |
-266.733 |
-5.14 |
|
4.83 |
| |  |
 |
 |
 |
L |
 |
Voltalia |
1,764.275 |
8/12/24 |
-0.97 |
1,590.967 |
10.89 |
1,161.938 |
429.030 |
36.92 |
|
4.89 |
| |  |
 |
 |
 |
S |
 |
Solutions 30 |
241.938 |
8/12/24 |
-0.99 |
265.161 |
-8.76 |
340.574 |
-75.412 |
-22.14 |
|
-25.47 |
| |  |
 |
 |
 |
|
 |
Ayvens |
1,012.119 |
8/12/24 |
-1.02 |
955.794 |
5.89 |
980.538 |
-24.744 |
-2.52 |
|
-13.77 |
| |  |
 |
 |
 |
|
 |
Verallia |
4,554.534 |
8/12/24 |
-1.13 |
5,927.134 |
-23.16 |
5,765.563 |
161.570 |
2.80 |
|
4.35 |
| |  |
 |
 |
 |
|
 |
Opmobility |
1,480.050 |
8/12/24 |
-1.16 |
1,611.764 |
-8.17 |
1,794.385 |
-182.620 |
-10.18 |
|
-20.51 |
| |  |
 |
 |
 |
|
 |
Valneva |
532.749 |
8/12/24 |
-1.28 |
563.944 |
-5.53 |
494.681 |
69.263 |
14.00 |
|
-23.78 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Sopra Steria |
28,491.835 |
8/12/24 |
-1.38 |
32,824.535 |
-13.20 |
38,927.359 |
-6,102.823 |
-15.68 |
|
2.17 |
| |  |
 |
 |
 |
|
 |
Mersen |
5,285.894 |
8/12/24 |
-1.45 |
5,658.506 |
-6.58 |
5,768.832 |
-110.326 |
-1.91 |
|
-3.14 |
| |  |
 |
 |
 |
|
 |
Bolloré |
997.388 |
8/12/24 |
-1.62 |
961.859 |
3.69 |
1,037.736 |
-75.877 |
-7.31 |
|
5.05 |
| |  |
 |
 |
 |
|
 |
Clariane |
321.313 |
8/12/24 |
-1.64 |
320.966 |
0.11 |
289.586 |
31.381 |
10.84 |
|
-29.30 |
| |  |
 |
 |
 |
L |
 |
Icade |
3,514.686 |
8/12/24 |
-1.74 |
3,480.025 |
1.00 |
4,082.307 |
-602.282 |
-14.75 |
|
-29.16 |
| |  |
 |
 |
 |
|
 |
Interparfums |
7,712.206 |
8/12/24 |
-1.87 |
6,655.027 |
15.89 |
8,367.258 |
-1,712.230 |
-20.46 |
|
-19.67 |
| |  |
 |
 |
 |
|
 |
Bic |
9,861.225 |
8/12/24 |
-1.90 |
9,670.586 |
1.97 |
11,006.539 |
-1,335.953 |
-12.14 |
|
-2.29 |
| |  |
 |
 |
 |
|
 |
Bénéteau |
1,519.911 |
8/12/24 |
-2.01 |
1,727.881 |
-12.04 |
1,997.029 |
-269.148 |
-13.48 |
|
-14.74 |
| |  |
 |
 |
 |
|
 |
Atos |
147.450 |
8/12/24 |
-2.21 |
170.292 |
-13.41 |
367.375 |
-197.082 |
-53.65 |
|
-69.04 |
| |  |
 |
 |
 |
|
 |
Euroapi |
685.953 |
8/12/24 |
-3.04 |
440.896 |
55.58 |
619.700 |
-178.804 |
-28.85 |
|
-46.53 |
| |  |
 |
 |
 |
L |
 |
Orpea |
1,723.721 |
8/12/24 |
-42.87 |
2,133.768 |
-19.22 |
2,091.814 |
41.954 |
2.01 |
|
-43.36 |
| CAC Mid 60 - 60 out of 60 instruments rated - 7/01/24 / 3/04/24 - 31 did rise, Market-Ratio(17) in JPY = 51.67 % |
| Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Mid 60 in Japanese yen * 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 |
4 |
|
2,221.839 |
2,839.121 |
1,604.557 |
-617.282 |
-28 |
7,531 |
-57 |
|
| long |
10/09/06 |
6/18/07 |
252 |
 |
 |
 |
Eiffage |
100 |
0 |
|
11,720.937 |
16,350.161 |
|
4,629.224 |
39 |
7,531 |
0 |
|
| short |
6/18/07 |
7/02/07 |
14 |
 |
 |
 |
Covivio |
100 |
0 |
|
19,006.050 |
18,395.834 |
19,636.508 |
630.458 |
3 |
7,531 |
0 |
|
| long |
7/02/07 |
7/30/07 |
28 |
 |
 |
 |
Ubisoft |
100 |
2 |
|
3,388.970 |
3,779.971 |
|
391.002 |
12 |
8,313 |
315 |
|
| short |
7/30/07 |
5/19/08 |
294 |
 |
 |
 |
Maurel et Prom |
100 |
3 |
|
2,234.832 |
2,617.576 |
1,852.088 |
-382.744 |
-17 |
7,165 |
-21 |
|
| long |
5/19/08 |
6/02/08 |
14 |
 |
 |
 |
Ubisoft |
100 |
1 |
|
5,760.940 |
5,057.050 |
|
-703.890 |
-12 |
6,461 |
-97 |
|
| short |
6/02/08 |
5/18/09 |
350 |
 |
 |
 |
Vantiva |
100 |
0 |
|
142,854.473 |
22,957.258 |
888,930.214 |
746,075.742 |
522 |
6,461 |
0 |
|
| long |
5/18/09 |
1/25/10 |
252 |
 |
 |
 |
Nexity |
100 |
2 |
|
2,890.092 |
3,433.050 |
|
542.958 |
19 |
7,547 |
28 |
|
| short |
1/25/10 |
3/29/10 |
63 |
 |
 |
 |
Ubisoft |
100 |
6 |
|
1,227.633 |
1,276.574 |
1,178.692 |
-48.941 |
-4 |
7,253 |
-21 |
|
| long |
3/29/10 |
5/10/10 |
42 |
 |
 |
 |
Opmobility |
100 |
20 |
|
356.473 |
419.868 |
|
63.395 |
18 |
8,521 |
315 |
|
| short |
5/10/10 |
9/20/10 |
133 |
 |
 |
 |
Ubisoft |
100 |
8 |
|
1,063.010 |
830.701 |
1,360.285 |
297.275 |
28 |
10,899 |
97 |
|
| long |
9/20/10 |
5/16/11 |
238 |
 |
 |
 |
Opmobility |
100 |
22 |
|
483.091 |
847.659 |
|
364.569 |
75 |
18,920 |
137 |
|
| short |
5/16/11 |
1/23/12 |
252 |
 |
 |
 |
Genfit |
100 |
42 |
|
448.519 |
171.542 |
1,172.714 |
724.195 |
161 |
49,336 |
302 |
|
| long |
1/23/12 |
5/14/12 |
112 |
 |
 |
 |
Innate Pharma |
100 |
289 |
|
170.248 |
170.379 |
|
0.131 |
0 |
49,374 |
0 |
|
| short |
5/14/12 |
9/10/12 |
119 |
 |
 |
 |
Vallourec |
100 |
0 |
|
142,746.624 |
145,743.450 |
139,749.798 |
-2,996.826 |
-2 |
49,374 |
0 |
|
| long |
9/10/12 |
4/22/13 |
224 |
 |
 |
 |
Eurofins Scientific |
100 |
44 |
|
1,102.750 |
1,990.564 |
|
887.814 |
81 |
88,438 |
162 |
|
| short |
4/22/13 |
4/29/13 |
7 |
 |
 |
 |
Viridien |
100 |
1 |
|
64,674.829 |
67,998.557 |
61,351.101 |
-3,323.728 |
-5 |
85,114 |
-94 |
|
| long |
4/29/13 |
6/10/13 |
42 |
 |
 |
 |
Montupet |
100 |
47 |
|
1,788.360 |
2,129.130 |
|
340.770 |
19 |
101,130 |
355 |
|
| short |
6/10/13 |
8/05/13 |
56 |
 |
 |
 |
Viridien |
100 |
1 |
|
72,362.035 |
73,910.792 |
70,813.279 |
-1,548.756 |
-2 |
99,581 |
-13 |
|
| long |
8/05/13 |
12/16/13 |
133 |
 |
 |
 |
Montupet |
100 |
41 |
|
2,400.201 |
4,715.603 |
|
2,315.402 |
96 |
194,513 |
538 |
|
| short |
12/16/13 |
12/23/13 |
7 |
 |
 |
 |
Adocia |
100 |
240 |
|
809.564 |
806.822 |
812.315 |
2.751 |
0 |
195,173 |
19 |
|
| long |
12/23/13 |
6/23/14 |
182 |
 |
 |
 |
Montupet |
100 |
43 |
|
4,485.986 |
9,265.378 |
|
4,779.392 |
107 |
400,687 |
328 |
|
| short |
6/23/14 |
1/19/15 |
210 |
 |
 |
 |
Viridien |
100 |
8 |
|
47,603.774 |
20,971.008 |
108,059.626 |
60,455.852 |
127 |
884,334 |
316 |
|
| long |
1/19/15 |
6/08/15 |
140 |
 |
 |
 |
Adocia |
100 |
102 |
|
8,628.696 |
9,311.673 |
|
682.977 |
8 |
953,997 |
22 |
|
| short |
6/08/15 |
12/21/15 |
196 |
 |
 |
 |
Maurel et Prom |
100 |
963 |
|
989.936 |
354.656 |
2,763.167 |
1,773.231 |
179 |
2,661,619 |
576 |
|
| 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 |
349 |
|
7,616.309 |
7,550.025 |
|
-66.283 |
-1 |
2,638,486 |
-37 |
|
| short |
12/28/15 |
5/16/16 |
140 |
 |
 |
 |
Maurel et Prom |
100 |
6,569 |
|
401.641 |
393.780 |
409.660 |
8.018 |
2 |
2,691,159 |
5 |
|
| long |
5/16/16 |
6/27/16 |
42 |
 |
 |
 |
Ubisoft |
100 |
725 |
|
3,711.901 |
3,480.917 |
|
-230.984 |
-6 |
2,523,695 |
-43 |
|
| short |
6/27/16 |
9/05/16 |
70 |
 |
 |
 |
Vallourec |
100 |
195 |
|
12,940.715 |
19,341.554 |
6,539.877 |
-6,400.839 |
-49 |
1,275,532 |
-97 |
|
| long |
9/05/16 |
9/26/16 |
21 |
 |
 |
 |
Ubisoft |
100 |
302 |
|
4,213.383 |
3,798.461 |
|
-414.922 |
-10 |
1,150,225 |
-84 |
|
| short |
9/26/16 |
10/10/16 |
14 |
 |
 |
 |
Air France-KLM |
100 |
215 |
|
5,328.459 |
5,527.995 |
5,128.922 |
-199.536 |
-4 |
1,107,325 |
-63 |
|
| long |
10/10/16 |
11/21/16 |
42 |
 |
 |
 |
Nexans |
100 |
180 |
|
6,128.112 |
5,844.578 |
|
-283.533 |
-5 |
1,056,289 |
-34 |
|
| short |
11/21/16 |
12/26/16 |
35 |
 |
 |
 |
Viridien |
100 |
700 |
|
1,508.582 |
1,661.402 |
1,355.763 |
-152.820 |
-10 |
949,315 |
-67 |
|
| long |
12/26/16 |
8/21/17 |
238 |
 |
 |
 |
Vallourec |
100 |
30 |
|
30,862.659 |
22,815.751 |
|
-8,046.908 |
-26 |
707,908 |
-37 |
|
| short |
8/21/17 |
12/11/17 |
112 |
 |
 |
 |
Vantiva |
100 |
65 |
|
10,764.107 |
11,330.338 |
10,197.875 |
-566.232 |
-5 |
671,103 |
-16 |
|
| long |
12/11/17 |
2/05/18 |
56 |
 |
 |
 |
Air France-KLM |
100 |
39 |
|
16,892.602 |
16,332.921 |
|
-559.681 |
-3 |
649,275 |
-20 |
|
| short |
2/05/18 |
3/18/19 |
406 |
 |
 |
 |
Innate Pharma |
100 |
904 |
|
717.938 |
833.358 |
602.518 |
-115.420 |
-16 |
544,936 |
-15 |
|
| long |
3/18/19 |
3/25/19 |
7 |
 |
 |
 |
GTT |
100 |
51 |
|
10,586.242 |
9,939.240 |
|
-647.002 |
-6 |
511,938 |
-96 |
|
| short |
3/25/19 |
4/08/19 |
14 |
 |
 |
 |
DBV Technologies |
100 |
319 |
|
1,604.708 |
2,059.397 |
1,150.020 |
-454.689 |
-28 |
366,893 |
-100 |
|
| long |
4/08/19 |
5/20/19 |
42 |
 |
 |
 |
GTT |
100 |
32 |
|
11,232.505 |
9,804.302 |
|
-1,428.202 |
-13 |
321,190 |
-69 |
|
| short |
5/20/19 |
12/09/19 |
203 |
 |
 |
 |
Eramet |
100 |
51 |
|
6,286.541 |
4,798.591 |
8,235.874 |
1,949.334 |
31 |
420,606 |
63 |
|
| long |
12/09/19 |
1/13/20 |
35 |
 |
 |
 |
Viridien |
100 |
1,374 |
|
306.009 |
361.151 |
|
55.142 |
18 |
496,371 |
463 |
|
| short |
1/13/20 |
7/13/20 |
182 |
 |
 |
 |
Ipsen |
100 |
52 |
|
9,538.121 |
9,930.286 |
9,145.957 |
-392.165 |
-4 |
475,978 |
-8 |
|
| long |
7/13/20 |
9/21/20 |
70 |
 |
 |
 |
Iliad |
100 |
22 |
|
21,468.913 |
20,160.768 |
|
-1,308.145 |
-6 |
447,199 |
-28 |
|
| short |
9/21/20 |
11/16/20 |
56 |
 |
 |
 |
Vallourec |
100 |
204 |
|
2,186.881 |
2,593.212 |
1,780.549 |
-406.331 |
-19 |
364,308 |
-74 |
|
| long |
11/16/20 |
7/12/21 |
238 |
 |
 |
 |
Solutions 30 |
100 |
168 |
|
2,167.405 |
830.834 |
|
-1,336.571 |
-62 |
139,764 |
-77 |
|
| short |
7/12/21 |
11/15/21 |
126 |
 |
 |
 |
Vallourec |
100 |
145 |
|
961.674 |
940.360 |
983.471 |
21.797 |
2 |
142,924 |
7 |
|
| long |
11/15/21 |
11/22/21 |
7 |
 |
 |
 |
Valneva |
100 |
52 |
|
2,748.345 |
2,461.961 |
|
-286.384 |
-10 |
128,032 |
-100 |
|
| short |
11/22/21 |
1/17/22 |
56 |
 |
 |
 |
Vallourec |
100 |
131 |
|
975.226 |
1,214.627 |
735.825 |
-239.401 |
-25 |
96,671 |
-84 |
|
| long |
1/17/22 |
1/24/22 |
7 |
 |
 |
 |
Derichebourg |
100 |
61 |
|
1,559.327 |
1,386.426 |
|
-172.901 |
-11 |
86,124 |
-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 |
256 |
|
336.299 |
425.551 |
247.046 |
-89.253 |
-27 |
63,275 |
-27 |
|
| long |
1/16/23 |
3/27/23 |
70 |
 |
 |
 |
Elior |
100 |
113 |
|
556.640 |
440.607 |
|
-116.033 |
-21 |
50,163 |
-70 |
|
| short |
3/27/23 |
2/12/24 |
322 |
 |
 |
 |
Orpea |
100 |
0 |
|
298,090.800 |
2,124.566 |
41,824,122.346 |
41,526,031.546 |
13,931 |
50,163 |
0 |
|
| long |
2/12/24 |
4/22/24 |
70 |
 |
 |
 |
Eurazeo |
100 |
3 |
|
12,562.304 |
13,520.767 |
|
958.463 |
8 |
53,039 |
47 |
|
| short |
4/22/24 |
5/13/24 |
21 |
 |
 |
 |
Orpea |
100 |
26 |
|
2,034.632 |
2,262.328 |
1,806.936 |
-227.696 |
-11 |
47,119 |
-87 |
|
| long |
5/13/24 |
6/17/24 |
35 |
 |
 |
 |
Eramet |
100 |
2 |
|
17,214.468 |
16,339.262 |
|
-875.206 |
-5 |
45,368 |
-42 |
|
| short |
6/17/24 |
8/12/24 |
56 |
 |
 |
 |
Atos |
100 |
271 |
|
167.027 |
147.450 |
189.203 |
22.176 |
13 |
51,378 |
125 |
|
| accum | 5/22/06 |
8/12/24 | 7313 |
days out of 7453 invested (98%) |
414 |
51,378 |
9 |
|
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 | 298,090.80 | 2,124.57 | 41,824,122.35 | 41,526,031.55 | 13,930.67 | | | |
| | short | 4/22/24 | 5/13/24 | 21 | 2,034.63 | 2,262.33 | 1,806.94 | -227.70 | -11.19 | | | 12,360.49 |
| Vantiva | short | 6/02/08 | 5/18/09 | 350 | 142,854.47 | 22,957.26 | 888,930.21 | 746,075.74 | 522.26 | | | |
| | short | 8/21/17 | 12/11/17 | 112 | 10,764.11 | 11,330.34 | 10,197.87 | -566.23 | -5.26 | | | 489.53 |
| Montupet | long | 4/29/13 | 6/10/13 | 42 | 1,788.36 | 2,129.13 | | 340.77 | 19.05 | | | |
| | long | 8/05/13 | 12/16/13 | 133 | 2,400.20 | 4,715.60 | | 2,315.40 | 96.47 | | | |
| | long | 12/23/13 | 6/23/14 | 182 | 4,485.99 | 9,265.38 | | 4,779.39 | 106.54 | | | 383.11 |
| Genfit | short | 5/16/11 | 1/23/12 | 252 | 448.52 | 171.54 | 1,172.71 | 724.19 | 161.46 | | | 161.46 |
| Viridien | short | 4/22/13 | 4/29/13 | 7 | 64,674.83 | 67,998.56 | 61,351.10 | -3,323.73 | -5.14 | | | |
| | short | 6/10/13 | 8/05/13 | 56 | 72,362.04 | 73,910.79 | 70,813.28 | -1,548.76 | -2.14 | | | |
| | short | 6/23/14 | 1/19/15 | 210 | 47,603.77 | 20,971.01 | 108,059.63 | 60,455.85 | 127.00 | | | |
| | short | 11/21/16 | 12/26/16 | 35 | 1,508.58 | 1,661.40 | 1,355.76 | -152.82 | -10.13 | | | |
| | long | 12/09/19 | 1/13/20 | 35 | 306.01 | 361.15 | | 55.14 | 18.02 | | | 123.50 |
| Opmobility | long | 3/29/10 | 5/10/10 | 42 | 356.47 | 419.87 | | 63.40 | 17.78 | | | |
| | long | 9/20/10 | 5/16/11 | 238 | 483.09 | 847.66 | | 364.57 | 75.47 | | | 106.67 |
| Eurofins Scientific | long | 9/10/12 | 4/22/13 | 224 | 1,102.75 | 1,990.56 | | 887.81 | 80.51 | | | 80.51 |
| Maurel et Prom | short | 5/22/06 | 10/09/06 | 140 | 2,221.84 | 2,839.12 | 1,604.56 | -617.28 | -27.78 | | | |
| | short | 7/30/07 | 5/19/08 | 294 | 2,234.83 | 2,617.58 | 1,852.09 | -382.74 | -17.13 | | | |
| | short | 6/08/15 | 12/21/15 | 196 | 989.94 | 354.66 | 2,763.17 | 1,773.23 | 179.13 | | | |
| | short | 12/28/15 | 5/16/16 | 140 | 401.64 | 393.78 | 409.66 | 8.02 | 2.00 | | | 70.39 |
| Eiffage | long | 10/09/06 | 6/18/07 | 252 | 11,720.94 | 16,350.16 | | 4,629.22 | 39.50 | | | 39.50 |
| Eramet | short | 5/20/19 | 12/09/19 | 203 | 6,286.54 | 4,798.59 | 8,235.87 | 1,949.33 | 31.01 | | | |
| | long | 5/13/24 | 6/17/24 | 35 | 17,214.47 | 16,339.26 | | -875.21 | -5.08 | | | 24.35 |
| Nexity | long | 5/18/09 | 1/25/10 | 252 | 2,890.09 | 3,433.05 | | 542.96 | 18.79 | | | 18.79 |
| Atos | short | 6/17/24 | 8/12/24 | 56 | 167.03 | 147.45 | 189.20 | 22.18 | 13.28 | | | 13.28 |
| 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 | 809.56 | 806.82 | 812.32 | 2.75 | 0.34 | | | |
| | long | 1/19/15 | 6/08/15 | 140 | 8,628.70 | 9,311.67 | | 682.98 | 7.92 | | | 8.28 |
| Eurazeo | long | 2/12/24 | 4/22/24 | 70 | 12,562.30 | 13,520.77 | | 958.46 | 7.63 | | | 7.63 |
| Covivio | short | 6/18/07 | 7/02/07 | 14 | 19,006.05 | 18,395.83 | 19,636.51 | 630.46 | 3.32 | | | 3.32 |
| Ubisoft | long | 7/02/07 | 7/30/07 | 28 | 3,388.97 | 3,779.97 | | 391.00 | 11.54 | | | |
| | long | 5/19/08 | 6/02/08 | 14 | 5,760.94 | 5,057.05 | | -703.89 | -12.22 | | | |
| | short | 1/25/10 | 3/29/10 | 63 | 1,227.63 | 1,276.57 | 1,178.69 | -48.94 | -3.99 | | | |
| | short | 5/10/10 | 9/20/10 | 133 | 1,063.01 | 830.70 | 1,360.28 | 297.28 | 27.97 | | | |
| | long | 5/16/16 | 6/27/16 | 42 | 3,711.90 | 3,480.92 | | -230.98 | -6.22 | | | |
| | long | 9/05/16 | 9/26/16 | 21 | 4,213.38 | 3,798.46 | | -414.92 | -9.85 | | | 1.70 |
| Sartorius Stedim | long | 12/21/15 | 12/28/15 | 7 | 7,616.31 | 7,550.03 | | -66.28 | -0.87 | | | -0.87 |
| Ipsen | short | 1/13/20 | 7/13/20 | 182 | 9,538.12 | 9,930.29 | 9,145.96 | -392.16 | -4.11 | | | -4.11 |
| Nexans | long | 10/10/16 | 11/21/16 | 42 | 6,128.11 | 5,844.58 | | -283.53 | -4.63 | | | -4.63 |
| Iliad | long | 7/13/20 | 9/21/20 | 70 | 21,468.91 | 20,160.77 | | -1,308.15 | -6.09 | | | -6.09 |
| Air France-KLM | short | 9/26/16 | 10/10/16 | 14 | 5,328.46 | 5,528.00 | 5,128.92 | -199.54 | -3.74 | | | |
| | long | 12/11/17 | 2/05/18 | 56 | 16,892.60 | 16,332.92 | | -559.68 | -3.31 | | | -6.93 |
| Valneva | long | 11/15/21 | 11/22/21 | 7 | 2,748.35 | 2,461.96 | | -286.38 | -10.42 | | | -10.42 |
| Derichebourg | long | 1/17/22 | 1/24/22 | 7 | 1,559.33 | 1,386.43 | | -172.90 | -11.09 | | | -11.09 |
| Innate Pharma | long | 1/23/12 | 5/14/12 | 112 | 170.25 | 170.38 | | 0.13 | 0.08 | | | |
| | short | 2/05/18 | 3/18/19 | 406 | 717.94 | 833.36 | 602.52 | -115.42 | -16.08 | | | -16.01 |
| GTT | long | 3/18/19 | 3/25/19 | 7 | 10,586.24 | 9,939.24 | | -647.00 | -6.11 | | | |
| | long | 4/08/19 | 5/20/19 | 42 | 11,232.50 | 9,804.30 | | -1,428.20 | -12.71 | | | -18.05 |
| Elior | long | 1/16/23 | 3/27/23 | 70 | 556.64 | 440.61 | | -116.03 | -20.85 | | | -20.85 |
| DBV Technologies | short | 3/25/19 | 4/08/19 | 14 | 1,604.71 | 2,059.40 | 1,150.02 | -454.69 | -28.33 | | | |
| | short | 1/24/22 | 1/16/23 | 357 | 336.30 | 425.55 | 247.05 | -89.25 | -26.54 | | | -47.35 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Solutions 30 | long | 11/16/20 | 7/12/21 | 238 | 2,167.41 | 830.83 | | -1,336.57 | -61.67 | | | -61.67 |
| Vallourec | short | 5/14/12 | 9/10/12 | 119 | 142,746.62 | 145,743.45 | 139,749.80 | -2,996.83 | -2.10 | | | |
| | short | 6/27/16 | 9/05/16 | 70 | 12,940.72 | 19,341.55 | 6,539.88 | -6,400.84 | -49.46 | | | |
| | long | 12/26/16 | 8/21/17 | 238 | 30,862.66 | 22,815.75 | | -8,046.91 | -26.07 | | | |
| | short | 9/21/20 | 11/16/20 | 56 | 2,186.88 | 2,593.21 | 1,780.55 | -406.33 | -18.58 | | | |
| | short | 7/12/21 | 11/15/21 | 126 | 961.67 | 940.36 | 983.47 | 21.80 | 2.27 | | | |
| | short | 11/22/21 | 1/17/22 | 56 | 975.23 | 1,214.63 | 735.83 | -239.40 | -24.55 | | | -77.02 |
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) |
|
|