| | |
| | |
Assessment - CAC Mid 60 in Japanese yen - 5/01/06 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/01/06 |
⇓ Δwk |
1/02/06 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
CAC Mid 60 |
1,907,717.280 |
8/12/24 |
-0.08 |
1,068,338.926 |
|
841,206.836 |
227,132.090 |
27.00 |
|
34.32 |
| |  |
 |
 |
 |
|
 |
Vallourec |
1,921.804 |
8/12/24 |
-0.59 |
599,970.760 |
|
262,316.400 |
337,654.360 |
128.72 |
|
212.37 |
| |  |
 |
 |
 |
|
 |
Nexans |
17,133.808 |
8/12/24 |
0.08 |
8,942.353 |
|
4,950.524 |
3,991.828 |
80.63 |
|
80.12 |
| |  |
 |
 |
 |
L |
 |
Viridien |
5,328.442 |
8/12/24 |
-0.83 |
113,814.482 |
|
65,590.262 |
48,224.220 |
73.52 |
|
65.68 |
| |  |
 |
 |
 |
|
 |
Derichebourg |
654.879 |
8/12/24 |
0.80 |
1,997.986 |
|
1,485.995 |
511.992 |
34.45 |
|
63.17 |
| |  |
 |
 |
 |
L |
 |
Eramet |
10,399.589 |
8/12/24 |
5.24 |
18,657.452 |
|
11,113.565 |
7,543.888 |
67.88 |
|
53.25 |
| |  |
 |
 |
 |
|
 |
Bolloré |
827.224 |
8/12/24 |
-1.62 |
215.179 |
|
150.274 |
64.905 |
43.19 |
|
51.20 |
| |  |
 |
 |
 |
|
 |
Nexity |
1,397.872 |
8/12/24 |
-0.77 |
7,920.074 |
|
5,978.861 |
1,941.214 |
32.47 |
|
46.95 |
| |  |
 |
 |
 |
|
 |
Virbac |
49,087.210 |
8/12/24 |
0.59 |
7,000.138 |
|
5,581.200 |
1,418.938 |
25.42 |
|
40.07 |
| |  |
 |
 |
 |
L |
 |
Orpea |
1,429.638 |
8/12/24 |
-42.87 |
3,886,154.640 |
|
3,070,078.590 |
816,076.050 |
26.58 |
|
37.78 |
| |  |
 |
 |
 |
S |
 |
Sopra Steria |
23,630.856 |
8/12/24 |
-1.38 |
10,636.760 |
|
8,581.095 |
2,055.665 |
23.96 |
|
35.61 |
| |  |
 |
 |
 |
|
 |
Opmobility |
1,227.540 |
8/12/24 |
-1.16 |
566.911 |
|
449.147 |
117.763 |
26.22 |
|
33.66 |
| |  |
 |
 |
 |
S |
 |
Lectra |
3,694.118 |
8/12/24 |
-0.96 |
833.692 |
|
633.466 |
200.226 |
31.61 |
|
32.76 |
| |  |
 |
 |
 |
|
 |
Covivio |
6,833.400 |
8/12/24 |
-0.50 |
16,300.116 |
|
12,564.677 |
3,735.440 |
29.73 |
|
32.47 |
| |  |
 |
 |
 |
S |
 |
Alten |
13,834.975 |
8/12/24 |
-0.31 |
4,470.314 |
|
3,530.109 |
940.205 |
26.63 |
|
32.10 |
| |  |
 |
 |
 |
S |
 |
Wendel |
12,239.461 |
8/12/24 |
-0.70 |
14,223.073 |
|
11,887.956 |
2,335.117 |
19.64 |
|
30.48 |
| |  |
 |
 |
 |
S |
 |
Trigano |
14,733.350 |
8/12/24 |
-0.87 |
6,755.780 |
|
5,302.140 |
1,453.640 |
27.42 |
|
30.04 |
| |  |
 |
 |
 |
|
 |
Interparfums |
6,396.430 |
8/12/24 |
-1.87 |
1,399.093 |
|
1,158.769 |
240.325 |
20.74 |
|
28.07 |
| |  |
 |
 |
 |
|
 |
JCDecaux |
2,587.320 |
8/12/24 |
-0.50 |
3,444.010 |
|
2,744.555 |
699.455 |
25.49 |
|
25.67 |
| |  |
 |
 |
 |
|
 |
Ipsos |
7,991.944 |
8/12/24 |
-0.36 |
3,915.909 |
|
3,661.267 |
254.642 |
6.96 |
|
23.21 |
| |  |
 |
 |
 |
|
 |
Mersen |
4,384.070 |
8/12/24 |
-1.45 |
6,095.913 |
|
5,042.265 |
1,053.647 |
20.90 |
|
22.31 |
| |  |
 |
 |
 |
S |
 |
Scor |
2,462.266 |
8/12/24 |
1.06 |
2,961.044 |
|
2,553.399 |
407.645 |
15.96 |
|
20.96 |
| |  |
 |
 |
 |
|
 |
Dassault Aviation |
27,238.730 |
8/12/24 |
-0.52 |
9,508.401 |
|
7,967.163 |
1,541.238 |
19.34 |
|
20.47 |
| |  |
 |
 |
 |
|
 |
Bic |
8,178.806 |
8/12/24 |
-1.90 |
8,135.684 |
|
6,929.060 |
1,206.624 |
17.41 |
|
19.82 |
| |  |
 |
 |
 |
|
 |
Eurazeo |
9,752.759 |
8/12/24 |
0.97 |
9,775.901 |
|
8,735.973 |
1,039.928 |
11.90 |
|
19.80 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/01/06 |
⇓ Δwk |
1/02/06 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
TF1 |
1,124.047 |
8/12/24 |
|
3,738.677 |
|
3,265.002 |
473.675 |
14.51 |
|
17.75 |
| |  |
 |
 |
 |
L |
 |
Imerys |
4,208.707 |
8/12/24 |
0.21 |
10,033.052 |
|
8,525.283 |
1,507.769 |
17.69 |
|
17.68 |
| |  |
 |
 |
 |
|
 |
SEB |
12,699.429 |
8/12/24 |
-0.67 |
4,664.363 |
|
4,302.128 |
362.235 |
8.42 |
|
14.99 |
| |  |
 |
 |
 |
|
 |
Métropole TV |
1,693.257 |
8/12/24 |
0.17 |
3,564.752 |
|
3,276.164 |
288.588 |
8.81 |
|
14.65 |
| |  |
 |
 |
 |
|
 |
Bénéteau |
1,260.600 |
8/12/24 |
-2.01 |
799.194 |
|
636.815 |
162.379 |
25.50 |
|
14.09 |
| |  |
 |
 |
 |
|
 |
Rubis |
3,947.100 |
8/12/24 |
0.22 |
2,145.823 |
|
2,059.672 |
86.150 |
4.18 |
|
11.89 |
| |  |
 |
 |
 |
|
 |
Atos |
122.294 |
8/12/24 |
-2.21 |
8,394.416 |
|
7,981.116 |
413.300 |
5.18 |
|
7.14 |
| |  |
 |
 |
 |
L |
 |
Icade |
2,915.047 |
8/12/24 |
-1.74 |
9,918.060 |
|
9,767.100 |
150.960 |
1.55 |
|
6.57 |
| |  |
 |
 |
 |
S |
 |
SES |
674.428 |
8/12/24 |
0.60 |
1,905.992 |
|
2,051.091 |
-145.099 |
-7.07 |
|
6.23 |
| |  |
 |
 |
 |
|
 |
Aéroports de Paris |
16,113.254 |
8/12/24 |
-0.62 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Amundi |
9,206.547 |
8/12/24 |
0.63 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Aperam |
3,602.124 |
8/12/24 |
-0.63 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Argan |
10,852.370 |
8/12/24 |
0.53 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Ayvens |
839.442 |
8/12/24 |
-1.02 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Carmila |
2,365.960 |
8/12/24 |
0.61 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Clariane |
266.494 |
8/12/24 |
-1.64 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Coface |
1,985.049 |
8/12/24 |
0.88 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Elior |
458.818 |
8/12/24 |
3.30 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
elis |
3,035.789 |
8/12/24 |
0.67 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Euroapi |
568.923 |
8/12/24 |
-3.04 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Eutelsat |
607.733 |
8/12/24 |
2.17 |
1,884.431 |
|
1,675.755 |
208.676 |
12.45 |
|
-na- |
| |  |
 |
 |
 |
S |
 |
FDJ |
5,076.897 |
8/12/24 |
0.40 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Fnac Darty |
3,773.175 |
8/12/24 |
-0.19 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
GTT |
18,168.736 |
8/12/24 |
0.16 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
ID Logistics |
62,239.420 |
8/12/24 |
0.70 |
|
|
|
|
|
|
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/01/06 |
⇓ Δwk |
1/02/06 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Ipsen |
14,934.586 |
8/12/24 |
0.78 |
4,923.095 |
|
3,333.372 |
1,589.723 |
47.69 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Mercialys |
1,678.883 |
8/12/24 |
-0.85 |
1,643.638 |
|
1,587.377 |
56.261 |
3.54 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
Neoen |
5,516.741 |
8/12/24 |
-0.10 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Solutions 30 |
200.661 |
8/12/24 |
-0.99 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
SPIE |
4,841.163 |
8/12/24 |
0.54 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Technip Energies |
2,958.169 |
8/12/24 |
-0.68 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Valneva |
441.857 |
8/12/24 |
-1.28 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Verallia |
3,777.487 |
8/12/24 |
-1.13 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Voltalia |
1,463.273 |
8/12/24 |
-0.97 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
VusionGroup |
19,261.160 |
8/12/24 |
0.15 |
2,436.393 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
X-FAB |
786.977 |
8/12/24 |
1.96 |
|
|
|
|
|
|
-na- |
| CAC Mid 60 - 36 out of 60 instruments rated - 5/01/06 / 1/02/06 - 35 did rise, Market-Ratio(17) in JPY = 97.22 % |
| Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Mid 60 in Japanese yen * S17 - 69 ex 20 (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 |
 |
 |
 |
SES |
100 |
6 |
|
1,452.686 |
1,867.251 |
1,038.121 |
-414.565 |
-29 |
7,513 |
-58 |
|
| 10/09/06 |
3/05/07 |
147 |
|
- cash - |
| |
3/05/07 |
3/19/07 |
14 |
 |
 |
 |
Derichebourg |
100 |
4 |
|
1,549.341 |
1,561.569 |
1,537.112 |
-12.228 |
-1 |
7,464 |
-19 |
|
| 3/19/07 |
7/23/07 |
126 |
|
- cash - |
| |
7/23/07 |
4/21/08 |
273 |
 |
 |
 |
Derichebourg |
100 |
6 |
|
1,242.583 |
865.867 |
1,783.198 |
540.615 |
44 |
10,707 |
62 |
|
| |
4/21/08 |
5/19/08 |
28 |
 |
 |
 |
Bic |
100 |
2 |
|
5,214.882 |
5,486.687 |
4,943.077 |
-271.805 |
-5 |
10,164 |
-50 |
|
| 5/19/08 |
6/02/08 |
14 |
|
- cash - |
| |
6/02/08 |
6/09/08 |
7 |
 |
 |
 |
Trigano |
100 |
3 |
|
2,845.667 |
2,847.460 |
2,843.875 |
-1.793 |
0 |
10,158 |
-3 |
|
| 6/09/08 |
6/16/08 |
7 |
|
- cash - |
| |
6/16/08 |
3/30/09 |
287 |
 |
 |
 |
Trigano |
100 |
3 |
|
2,859.267 |
664.556 |
12,302.073 |
9,442.805 |
330 |
38,487 |
540 |
|
| |
3/30/09 |
5/18/09 |
49 |
 |
 |
 |
Wendel |
100 |
15 |
|
2,511.266 |
3,856.453 |
1,166.078 |
-1,345.187 |
-54 |
18,309 |
-100 |
|
| 5/18/09 |
6/08/09 |
21 |
|
- cash - |
| |
6/08/09 |
6/15/09 |
7 |
 |
 |
 |
Derichebourg |
100 |
79 |
|
230.159 |
264.826 |
195.493 |
-34.666 |
-15 |
15,570 |
-100 |
|
| 6/15/09 |
1/25/10 |
224 |
|
- cash - |
| |
1/25/10 |
3/01/10 |
35 |
 |
 |
 |
VusionGroup |
100 |
11 |
|
1,375.763 |
1,331.105 |
1,421.919 |
46.156 |
3 |
16,078 |
41 |
|
| 3/01/10 |
5/17/10 |
77 |
|
- cash - |
| |
5/17/10 |
6/14/10 |
28 |
 |
 |
 |
Valneva |
100 |
19 |
|
823.259 |
918.218 |
728.300 |
-94.959 |
-12 |
14,274 |
-80 |
|
| 6/14/10 |
6/21/10 |
7 |
|
- cash - |
| |
6/21/10 |
9/20/10 |
91 |
 |
 |
 |
Ipsen |
100 |
4 |
|
2,960.950 |
2,891.148 |
3,032.436 |
71.487 |
2 |
14,560 |
10 |
|
| 9/20/10 |
11/29/10 |
70 |
|
- cash - |
| |
11/29/10 |
12/06/10 |
7 |
 |
 |
 |
Ipsen |
100 |
5 |
|
2,583.737 |
2,585.546 |
2,581.929 |
-1.808 |
0 |
14,551 |
-4 |
|
| 12/06/10 |
3/07/11 |
91 |
|
- cash - |
| |
3/07/11 |
3/21/11 |
14 |
 |
 |
 |
Voltalia |
100 |
5 |
|
2,744.834 |
2,878.898 |
2,610.770 |
-134.064 |
-5 |
13,880 |
-73 |
|
| 3/21/11 |
4/18/11 |
28 |
|
- cash - |
| |
4/18/11 |
4/25/11 |
7 |
 |
 |
 |
Voltalia |
100 |
4 |
|
2,811.551 |
2,658.933 |
2,972.928 |
161.378 |
6 |
14,526 |
1,736 |
|
| 4/25/11 |
5/16/11 |
21 |
|
- cash - |
| |
5/16/11 |
1/16/12 |
245 |
 |
 |
 |
Voltalia |
100 |
5 |
|
2,512.427 |
1,371.646 |
4,601.979 |
2,089.552 |
83 |
24,974 |
146 |
|
| |
1/16/12 |
1/23/12 |
7 |
 |
 |
 |
Sopra Steria |
100 |
7 |
|
3,433.408 |
4,062.546 |
2,804.270 |
-629.138 |
-18 |
20,570 |
-100 |
|
| 1/23/12 |
1/30/12 |
7 |
|
- cash - |
| |
1/30/12 |
3/12/12 |
42 |
 |
 |
 |
Bénéteau |
100 |
24 |
|
846.523 |
1,059.561 |
633.485 |
-213.038 |
-25 |
15,457 |
-92 |
|
| 3/12/12 |
4/23/12 |
42 |
|
- cash - |
| |
4/23/12 |
5/07/12 |
14 |
 |
 |
 |
Voltalia |
100 |
20 |
|
772.111 |
832.251 |
711.971 |
-60.140 |
-8 |
14,254 |
-88 |
|
| 5/07/12 |
5/14/12 |
7 |
|
- cash - |
| |
5/14/12 |
9/10/12 |
119 |
 |
 |
 |
Vallourec |
100 |
0 |
|
142,746.624 |
145,743.450 |
139,749.798 |
-2,996.826 |
-2 |
14,254 |
0 |
|
| 9/10/12 |
11/26/12 |
77 |
|
- cash - |
| |
11/26/12 |
12/10/12 |
14 |
 |
 |
 |
Trigano |
100 |
15 |
|
947.311 |
1,037.802 |
856.821 |
-90.491 |
-10 |
12,897 |
-93 |
|
| 12/10/12 |
4/01/13 |
112 |
|
- cash - |
| |
4/01/13 |
8/05/13 |
126 |
 |
 |
 |
Mersen |
100 |
6 |
|
2,089.148 |
2,276.982 |
1,901.314 |
-187.834 |
-9 |
11,770 |
-24 |
|
| 8/05/13 |
9/02/13 |
28 |
|
- cash - |
| |
9/02/13 |
10/14/13 |
42 |
 |
 |
 |
Valneva |
100 |
28 |
|
409.265 |
557.642 |
260.889 |
-148.377 |
-36 |
7,615 |
-98 |
|
| 10/14/13 |
12/02/13 |
49 |
|
- cash - |
| |
12/02/13 |
12/09/13 |
7 |
 |
 |
 |
Voltalia |
100 |
12 |
|
590.078 |
600.230 |
579.927 |
-10.152 |
-2 |
7,493 |
-60 |
|
| 12/09/13 |
12/16/13 |
7 |
|
- cash - |
| |
12/16/13 |
12/23/13 |
7 |
 |
 |
 |
Voltalia |
100 |
12 |
|
586.374 |
589.550 |
583.197 |
-3.176 |
-1 |
7,455 |
-25 |
|
| 12/23/13 |
2/03/14 |
42 |
|
- cash - |
| |
2/03/14 |
2/10/14 |
7 |
 |
 |
 |
Viridien |
100 |
0 |
|
47,595.213 |
53,878.549 |
41,311.877 |
-6,283.336 |
-13 |
7,455 |
0 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 2/10/14 |
3/03/14 |
21 |
|
- cash - |
| |
3/03/14 |
3/10/14 |
7 |
 |
 |
 |
Viridien |
100 |
0 |
|
48,377.112 |
52,319.206 |
44,435.018 |
-3,942.094 |
-8 |
7,455 |
0 |
|
| 3/10/14 |
5/19/14 |
70 |
|
- cash - |
| |
5/19/14 |
5/26/14 |
7 |
 |
 |
 |
Viridien |
100 |
0 |
|
42,927.266 |
43,768.650 |
42,085.882 |
-841.384 |
-2 |
7,455 |
0 |
|
| 5/26/14 |
6/16/14 |
21 |
|
- cash - |
| |
6/16/14 |
12/08/14 |
175 |
 |
 |
 |
Viridien |
100 |
0 |
|
46,508.602 |
38,634.156 |
55,988.024 |
9,479.422 |
20 |
7,455 |
0 |
|
| 12/08/14 |
12/15/14 |
7 |
|
- cash - |
| |
12/15/14 |
1/19/15 |
35 |
 |
 |
 |
Viridien |
100 |
0 |
|
22,912.602 |
20,971.008 |
25,033.958 |
2,121.356 |
9 |
7,455 |
0 |
|
| 1/19/15 |
6/08/15 |
140 |
|
- cash - |
| |
6/08/15 |
6/06/16 |
364 |
 |
 |
 |
Vallourec |
100 |
0 |
|
119,422.242 |
15,924.448 |
895,583.444 |
776,161.201 |
650 |
7,455 |
0 |
|
| 6/06/16 |
6/13/16 |
7 |
|
- cash - |
| |
6/13/16 |
9/19/16 |
98 |
 |
 |
 |
Vallourec |
100 |
0 |
|
16,118.900 |
17,901.624 |
14,336.177 |
-1,782.724 |
-11 |
7,455 |
0 |
|
| 9/19/16 |
9/26/16 |
7 |
|
- cash - |
| |
9/26/16 |
10/10/16 |
14 |
 |
 |
 |
Eutelsat |
100 |
3 |
|
2,017.791 |
2,085.982 |
1,949.601 |
-68.190 |
-3 |
7,251 |
-59 |
|
| 10/10/16 |
11/21/16 |
42 |
|
- cash - |
| |
11/21/16 |
12/26/16 |
35 |
 |
 |
 |
Viridien |
100 |
4 |
|
1,508.582 |
1,661.402 |
1,355.763 |
-152.820 |
-10 |
6,639 |
-67 |
|
| 12/26/16 |
1/16/17 |
21 |
|
- cash - |
| |
1/16/17 |
1/23/17 |
7 |
 |
 |
 |
Viridien |
100 |
5 |
|
1,240.476 |
1,222.805 |
1,258.402 |
17.926 |
1 |
6,729 |
111 |
|
| 1/23/17 |
8/21/17 |
210 |
|
- cash - |
| |
8/21/17 |
12/04/17 |
105 |
 |
 |
 |
Viridien |
100 |
17 |
|
375.886 |
524.266 |
227.506 |
-148.380 |
-39 |
4,207 |
-83 |
|
| 12/04/17 |
12/11/17 |
7 |
|
- cash - |
| |
12/11/17 |
12/18/17 |
7 |
 |
 |
 |
Viridien |
100 |
8 |
|
511.857 |
513.085 |
510.628 |
-1.228 |
0 |
4,197 |
-12 |
|
| 12/18/17 |
1/01/18 |
14 |
|
- cash - |
| |
1/01/18 |
1/08/18 |
7 |
 |
 |
 |
SES |
100 |
2 |
|
1,761.034 |
1,734.792 |
1,787.672 |
26.638 |
2 |
4,250 |
119 |
|
| 1/08/18 |
2/05/18 |
28 |
|
- cash - |
| |
2/05/18 |
7/30/18 |
175 |
 |
 |
 |
Viridien |
100 |
12 |
|
340.184 |
312.137 |
370.750 |
30.566 |
9 |
4,617 |
20 |
|
| |
7/30/18 |
2/11/19 |
196 |
 |
 |
 |
Nexans |
100 |
1 |
|
3,693.151 |
3,647.748 |
3,739.118 |
45.967 |
1 |
4,663 |
2 |
|
| |
2/11/19 |
3/18/19 |
35 |
 |
 |
 |
Vallourec |
100 |
0 |
|
8,036.524 |
11,941.635 |
4,131.412 |
-3,905.112 |
-49 |
4,663 |
0 |
|
| 3/18/19 |
3/25/19 |
7 |
|
- cash - |
| |
3/25/19 |
4/08/19 |
14 |
 |
 |
 |
Eramet |
100 |
0 |
|
5,876.467 |
7,240.539 |
4,512.395 |
-1,364.072 |
-23 |
4,663 |
0 |
|
| 4/08/19 |
5/13/19 |
35 |
|
- cash - |
| |
5/13/19 |
12/02/19 |
203 |
 |
 |
 |
Eramet |
100 |
0 |
|
6,315.377 |
4,908.935 |
8,124.775 |
1,809.397 |
29 |
4,663 |
0 |
|
| 12/02/19 |
1/06/20 |
35 |
|
- cash - |
| |
1/06/20 |
1/20/20 |
14 |
 |
 |
 |
Ipsen |
100 |
0 |
|
9,538.121 |
9,538.121 |
9,538.122 |
0.000 |
0 |
4,663 |
0 |
|
| 1/20/20 |
1/27/20 |
7 |
|
- cash - |
| |
1/27/20 |
2/03/20 |
7 |
 |
 |
 |
Ipsen |
100 |
0 |
|
7,775.763 |
7,999.443 |
7,552.082 |
-223.680 |
-3 |
4,663 |
0 |
|
| 2/03/20 |
2/10/20 |
7 |
|
- cash - |
| |
2/10/20 |
2/17/20 |
7 |
 |
 |
 |
Ipsen |
100 |
0 |
|
8,120.763 |
8,074.438 |
8,167.354 |
46.591 |
1 |
4,663 |
0 |
|
| 2/17/20 |
2/24/20 |
7 |
|
- cash - |
| |
2/24/20 |
3/23/20 |
28 |
 |
 |
 |
Eramet |
100 |
1 |
|
3,516.411 |
3,327.827 |
3,715.682 |
199.271 |
6 |
4,862 |
105 |
|
| |
3/23/20 |
6/22/20 |
91 |
 |
 |
 |
Fnac Darty |
100 |
1 |
|
2,517.386 |
4,452.802 |
581.970 |
-1,935.416 |
-77 |
2,927 |
-100 |
|
| |
6/22/20 |
7/13/20 |
21 |
 |
 |
 |
Vallourec |
100 |
0 |
|
4,999.775 |
3,980.034 |
6,280.787 |
1,281.012 |
26 |
2,927 |
0 |
|
| 7/13/20 |
9/21/20 |
70 |
|
- cash - |
| |
9/21/20 |
11/16/20 |
56 |
 |
 |
 |
Vallourec |
100 |
1 |
|
2,186.881 |
2,593.212 |
1,780.549 |
-406.331 |
-19 |
2,520 |
-74 |
|
| 11/16/20 |
7/19/21 |
245 |
|
- cash - |
| |
7/19/21 |
7/26/21 |
7 |
 |
 |
 |
Vallourec |
100 |
2 |
|
927.368 |
1,088.180 |
766.556 |
-160.812 |
-17 |
2,199 |
-100 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 7/26/21 |
8/02/21 |
7 |
|
- cash - |
| |
8/02/21 |
11/15/21 |
105 |
 |
 |
 |
Vallourec |
100 |
2 |
|
1,031.533 |
940.360 |
1,131.545 |
100.012 |
10 |
2,399 |
38 |
|
| 11/15/21 |
11/22/21 |
7 |
|
- cash - |
| |
11/22/21 |
1/17/22 |
56 |
 |
 |
 |
Vallourec |
100 |
2 |
|
975.226 |
1,214.627 |
735.825 |
-239.401 |
-25 |
1,920 |
-84 |
|
| 1/17/22 |
1/24/22 |
7 |
|
- cash - |
| |
1/24/22 |
1/16/23 |
357 |
 |
 |
 |
Atos |
100 |
0 |
|
4,092.276 |
1,850.828 |
9,048.233 |
4,955.957 |
121 |
1,920 |
0 |
|
| 1/16/23 |
3/27/23 |
70 |
|
- cash - |
| |
3/27/23 |
4/17/23 |
21 |
 |
 |
 |
Orpea |
100 |
0 |
|
298,090.800 |
448,862.224 |
147,319.376 |
-150,771.424 |
-51 |
1,920 |
0 |
|
| 4/17/23 |
4/24/23 |
7 |
|
- cash - |
| |
4/24/23 |
2/12/24 |
294 |
 |
 |
 |
Orpea |
100 |
0 |
|
429,680.664 |
2,124.566 |
86,900,307.289 |
86,470,626.625 |
20,124 |
1,920 |
0 |
|
| 2/12/24 |
3/04/24 |
21 |
|
- cash - |
| |
3/04/24 |
3/11/24 |
7 |
 |
 |
 |
Orpea |
100 |
0 |
|
2,091.814 |
1,878.049 |
2,329.911 |
238.097 |
11 |
1,920 |
0 |
|
| 3/11/24 |
3/18/24 |
7 |
|
- cash - |
| |
3/18/24 |
3/25/24 |
7 |
 |
 |
 |
Orpea |
100 |
1 |
|
1,701.567 |
1,952.429 |
1,450.705 |
-250.862 |
-15 |
1,669 |
-100 |
|
| 3/25/24 |
4/15/24 |
21 |
|
- cash - |
| |
4/15/24 |
5/13/24 |
28 |
 |
 |
 |
Orpea |
100 |
0 |
|
1,785.965 |
2,262.328 |
1,309.602 |
-476.364 |
-27 |
1,669 |
0 |
|
| 5/13/24 |
6/10/24 |
28 |
|
- cash - |
| |
6/10/24 |
8/12/24 |
63 |
 |
 |
 |
Atos |
100 |
8 |
|
192.130 |
147.450 |
250.348 |
58.218 |
30 |
2,135 |
363 |
|
| accum | 5/22/06 |
8/12/24 | 4751 |
days out of 7278 invested (65%) |
-79 |
2,135 |
-11 |
|
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 | 4/17/23 | 21 | 298,090.80 | 448,862.22 | 147,319.38 | -150,771.42 | -50.58 | | | |
| | | 4/24/23 | 2/12/24 | 294 | 429,680.66 | 2,124.57 | 86,900,307.29 | 86,470,626.62 | 20,124.39 | | | |
| | | 3/04/24 | 3/11/24 | 7 | 2,091.81 | 1,878.05 | 2,329.91 | 238.10 | 11.38 | | | |
| | | 3/18/24 | 3/25/24 | 7 | 1,701.57 | 1,952.43 | 1,450.71 | -250.86 | -14.74 | | | |
| | | 4/15/24 | 5/13/24 | 28 | 1,785.97 | 2,262.33 | 1,309.60 | -476.36 | -26.67 | | | 6,859.84 |
| Trigano | | 6/02/08 | 6/09/08 | 7 | 2,845.67 | 2,847.46 | 2,843.87 | -1.79 | -0.06 | | | |
| | | 6/16/08 | 3/30/09 | 287 | 2,859.27 | 664.56 | 12,302.07 | 9,442.81 | 330.25 | | | |
| | | 11/26/12 | 12/10/12 | 14 | 947.31 | 1,037.80 | 856.82 | -90.49 | -9.55 | | | 288.91 |
| Atos | | 1/24/22 | 1/16/23 | 357 | 4,092.28 | 1,850.83 | 9,048.23 | 4,955.96 | 121.11 | | | |
| | | 6/10/24 | 8/12/24 | 63 | 192.13 | 147.45 | 250.35 | 58.22 | 30.30 | | | 188.10 |
| Vallourec | | 5/14/12 | 9/10/12 | 119 | 142,746.62 | 145,743.45 | 139,749.80 | -2,996.83 | -2.10 | | | |
| | | 6/08/15 | 6/06/16 | 364 | 119,422.24 | 15,924.45 | 895,583.44 | 776,161.20 | 649.93 | | | |
| | | 6/13/16 | 9/19/16 | 98 | 16,118.90 | 17,901.62 | 14,336.18 | -1,782.72 | -11.06 | | | |
| | | 2/11/19 | 3/18/19 | 35 | 8,036.52 | 11,941.64 | 4,131.41 | -3,905.11 | -48.59 | | | |
| | | 6/22/20 | 7/13/20 | 21 | 4,999.77 | 3,980.03 | 6,280.79 | 1,281.01 | 25.62 | | | |
| | | 9/21/20 | 11/16/20 | 56 | 2,186.88 | 2,593.21 | 1,780.55 | -406.33 | -18.58 | | | |
| | | 7/19/21 | 7/26/21 | 7 | 927.37 | 1,088.18 | 766.56 | -160.81 | -17.34 | | | |
| | | 8/02/21 | 11/15/21 | 105 | 1,031.53 | 940.36 | 1,131.55 | 100.01 | 9.70 | | | |
| | | 11/22/21 | 1/17/22 | 56 | 975.23 | 1,214.63 | 735.83 | -239.40 | -24.55 | | | 134.90 |
| Voltalia | | 3/07/11 | 3/21/11 | 14 | 2,744.83 | 2,878.90 | 2,610.77 | -134.06 | -4.88 | | | |
| | | 4/18/11 | 4/25/11 | 7 | 2,811.55 | 2,658.93 | 2,972.93 | 161.38 | 5.74 | | | |
| | | 5/16/11 | 1/16/12 | 245 | 2,512.43 | 1,371.65 | 4,601.98 | 2,089.55 | 83.17 | | | |
| | | 4/23/12 | 5/07/12 | 14 | 772.11 | 832.25 | 711.97 | -60.14 | -7.79 | | | |
| | | 12/02/13 | 12/09/13 | 7 | 590.08 | 600.23 | 579.93 | -10.15 | -1.72 | | | |
| | | 12/16/13 | 12/23/13 | 7 | 586.37 | 589.55 | 583.20 | -3.18 | -0.54 | | | 66.05 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Derichebourg | | 3/05/07 | 3/19/07 | 14 | 1,549.34 | 1,561.57 | 1,537.11 | -12.23 | -0.79 | | | |
| | | 7/23/07 | 4/21/08 | 273 | 1,242.58 | 865.87 | 1,783.20 | 540.61 | 43.51 | | | |
| | | 6/08/09 | 6/15/09 | 7 | 230.16 | 264.83 | 195.49 | -34.67 | -15.06 | | | 20.93 |
| Eramet | | 3/25/19 | 4/08/19 | 14 | 5,876.47 | 7,240.54 | 4,512.39 | -1,364.07 | -23.21 | | | |
| | | 5/13/19 | 12/02/19 | 203 | 6,315.38 | 4,908.93 | 8,124.77 | 1,809.40 | 28.65 | | | |
| | | 2/24/20 | 3/23/20 | 28 | 3,516.41 | 3,327.83 | 3,715.68 | 199.27 | 5.67 | | | 4.39 |
| VusionGroup | | 1/25/10 | 3/01/10 | 35 | 1,375.76 | 1,331.11 | 1,421.92 | 46.16 | 3.35 | | | 3.35 |
| Nexans | | 7/30/18 | 2/11/19 | 196 | 3,693.15 | 3,647.75 | 3,739.12 | 45.97 | 1.24 | | | 1.24 |
| Ipsen | | 6/21/10 | 9/20/10 | 91 | 2,960.95 | 2,891.15 | 3,032.44 | 71.49 | 2.41 | | | |
| | | 11/29/10 | 12/06/10 | 7 | 2,583.74 | 2,585.55 | 2,581.93 | -1.81 | -0.07 | | | |
| | | 1/06/20 | 1/20/20 | 14 | 9,538.12 | 9,538.12 | 9,538.12 | 0.00 | 0.00 | | | |
| | | 1/27/20 | 2/03/20 | 7 | 7,775.76 | 7,999.44 | 7,552.08 | -223.68 | -2.88 | | | |
| | | 2/10/20 | 2/17/20 | 7 | 8,120.76 | 8,074.44 | 8,167.35 | 46.59 | 0.57 | | | -0.03 |
| Eutelsat | | 9/26/16 | 10/10/16 | 14 | 2,017.79 | 2,085.98 | 1,949.60 | -68.19 | -3.38 | | | -3.38 |
| Bic | | 4/21/08 | 5/19/08 | 28 | 5,214.88 | 5,486.69 | 4,943.08 | -271.80 | -5.21 | | | -5.21 |
| Mersen | | 4/01/13 | 8/05/13 | 126 | 2,089.15 | 2,276.98 | 1,901.31 | -187.83 | -8.99 | | | -8.99 |
| Sopra Steria | | 1/16/12 | 1/23/12 | 7 | 3,433.41 | 4,062.55 | 2,804.27 | -629.14 | -18.32 | | | -18.32 |
| Bénéteau | | 1/30/12 | 3/12/12 | 42 | 846.52 | 1,059.56 | 633.48 | -213.04 | -25.17 | | | -25.17 |
| SES | | 5/22/06 | 10/09/06 | 140 | 1,452.69 | 1,867.25 | 1,038.12 | -414.57 | -28.54 | | | |
| | | 1/01/18 | 1/08/18 | 7 | 1,761.03 | 1,734.79 | 1,787.67 | 26.64 | 1.51 | | | -27.46 |
| Viridien | | 2/03/14 | 2/10/14 | 7 | 47,595.21 | 53,878.55 | 41,311.88 | -6,283.34 | -13.20 | | | |
| | | 3/03/14 | 3/10/14 | 7 | 48,377.11 | 52,319.21 | 44,435.02 | -3,942.09 | -8.15 | | | |
| | | 5/19/14 | 5/26/14 | 7 | 42,927.27 | 43,768.65 | 42,085.88 | -841.38 | -1.96 | | | |
| | | 6/16/14 | 12/08/14 | 175 | 46,508.60 | 38,634.16 | 55,988.02 | 9,479.42 | 20.38 | | | |
| | | 12/15/14 | 1/19/15 | 35 | 22,912.60 | 20,971.01 | 25,033.96 | 2,121.36 | 9.26 | | | |
| | | 11/21/16 | 12/26/16 | 35 | 1,508.58 | 1,661.40 | 1,355.76 | -152.82 | -10.13 | | | |
| | | 1/16/17 | 1/23/17 | 7 | 1,240.48 | 1,222.80 | 1,258.40 | 17.93 | 1.45 | | | |
| | | 8/21/17 | 12/04/17 | 105 | 375.89 | 524.27 | 227.51 | -148.38 | -39.47 | | | |
| | | 12/11/17 | 12/18/17 | 7 | 511.86 | 513.08 | 510.63 | -1.23 | -0.24 | | | |
| | | 2/05/18 | 7/30/18 | 175 | 340.18 | 312.14 | 370.75 | 30.57 | 8.99 | | | -38.32 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Valneva | | 5/17/10 | 6/14/10 | 28 | 823.26 | 918.22 | 728.30 | -94.96 | -11.53 | | | |
| | | 9/02/13 | 10/14/13 | 42 | 409.27 | 557.64 | 260.89 | -148.38 | -36.25 | | | -43.61 |
| Wendel | | 3/30/09 | 5/18/09 | 49 | 2,511.27 | 3,856.45 | 1,166.08 | -1,345.19 | -53.57 | | | -53.57 |
| Fnac Darty | | 3/23/20 | 6/22/20 | 91 | 2,517.39 | 4,452.80 | 581.97 | -1,935.42 | -76.88 | | | -76.88 |
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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