Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	CAC Next 20	18,547.600	Fri	0.44	18,096.600	2.49	16,335.100	1,761.500	10.78	4.12
		Accor	41.450	Fri	2.42	41.720	-0.65	29.570	12.150	41.09	21.17
		Euronext	87.050	Fri	0.75	85.550	1.75	68.100	17.450	25.62	18.33
	L	Rexel	27.980	Fri	1.86	26.370	6.11	19.745	6.625	33.55	18.32
	L	Bureau Veritas	28.140	Fri	-0.92	27.640	1.81	22.200	5.440	24.50	13.71
	L	Sodexo	82.400	Fri	0.67	81.150	1.54	72.170	8.980	12.44	10.32
	L	Eiffage	105.000	Fri	0.19	102.250	2.69	87.660	14.590	16.64	7.35
	L	Klépierre	25.440	Fri	0.79	25.060	1.52	23.880	1.180	4.94	7.28
		Arkema	98.000	Fri	-1.26	98.050	-0.05	88.620	9.430	10.64	6.01
		Getlink	16.590	Fri	-0.96	16.535	0.33	15.460	1.075	6.95	4.68
		bioMérieux	99.300	Fri	0.05	99.400	-0.10	92.700	6.700	7.23	2.99
		Gecina	100.000	Fri	-0.30	99.100	0.91	96.450	2.650	2.75	1.73
	S	Sartorius Stedim	205.700	Fri	-0.96	206.000	-0.15	186.750	19.250	10.31	-11.26
	L	Ubisoft	22.300	Fri	0.31	21.640	3.05	28.100	-6.460	-22.99	-12.33
		Forvia	14.720	Fri	0.20	15.300	-3.79	17.285	-1.985	-11.48	-13.59
	L	Valeo	12.360	Fri	-0.16	12.340	0.16	13.610	-1.270	-9.33	-14.34
		Air France-KLM	10.520	Fri	1.64	10.070	4.47	11.786	-1.716	-14.56	-19.88
	L	Rémy Cointreau	96.450	Fri	0.84	89.950	7.23	115.100	-25.150	-21.85	-21.78
		Soitec	99.500	Fri	2.05	95.500	4.19	156.250	-60.750	-38.88	-31.90
	L	Solvay	33.650	Fri	-2.15	30.420	10.62	98.180	-67.760	-69.02	-33.54
	L	Worldline	11.630	Fri	4.59	11.195	3.89	13.095	-1.900	-14.51	-35.94
		Pluxee	31.270	Fri	2.19	29.860	4.72				-na-
CAC Next 20 - 20 out of 21 instruments rated - 5/06/24 / 11/06/23 - 12 did rise, Market-Ratio(26) = 60.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Next 20 RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions CAC Next 20 * 26 - 60/40 (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		6/12/06	161		- cash -
short	6/12/06	11/13/06	154		SES	100	938	10.650	12.710	8.590	-2.060	-19	8,068	-40
long	11/13/06	8/20/07	280		Hermes International	100	94	85.050	77.790		-7.260	-9	7,385	-11
short	8/20/07	9/03/07	14		Natixis	100	731	10.092	10.467	9.717	-0.375	-4	7,111	-63
long	9/03/07	9/17/07	14		EDF	100	97	72.950	74.140		1.190	2	7,227	52
short	9/17/07	5/19/08	245		Natixis	100	751	9.611	7.460	12.382	2.771	29	9,308	46
long	5/19/08	6/02/08	14		Hermes International	100	86	107.160	107.450		0.290	0	9,333	7
short	6/02/08	7/21/08	49		Natixis	100	1,491	6.256	3.703	10.569	4.313	69	15,764	4,871
long	7/21/08	9/29/08	70		Hermes International	100	156	100.800	114.000		13.200	13	17,823	90
short	9/29/08	4/27/09	210		Natixis	100	8,101	2.200	1.805	2.681	0.481	22	21,723	41
long	4/27/09	5/11/09	14		Iliad	100	285	76.000	78.800		2.800	4	22,521	157
short	5/11/09	5/18/09	7		Getlink	100	5,658	3.980	3.730	4.247	0.267	7	24,030	2,847
long	5/18/09	7/06/09	49		Iliad	100	314	76.350	70.060		-6.290	-8	22,055	-47
short	7/06/09	7/20/09	14		EDF	100	715	30.830	32.000	29.660	-1.170	-4	21,218	-64
long	7/20/09	8/08/11	749		Atos	100	785	27.005	30.800		3.795	14	24,198	7
short	8/08/11	2/06/12	182		STMicroelectronics	100	5,274	4.588	5.241	3.935	-0.653	-14	20,754	-27
long	2/06/12	9/29/14	966		Hermes International	100	74	276.850	236.150		-40.700	-15	17,742	-6
short	9/29/14	12/29/14	91		Arkema	100	344	51.456	55.140	47.772	-3.684	-7	16,475	-26
long	12/29/14	8/24/15	238		Ingenico	100	189	86.740	111.350		24.610	28	21,126	47
short	8/24/15	7/18/16	329		Casino Guichard	100	375	56.280	53.000	59.763	3.483	6	22,432	7
long	7/18/16	12/17/18	882		Arkema	100	307	73.000	75.160		2.160	3	23,095	1
short	12/17/18	4/22/19	126		Forvia	100	754	30.610	48.010	13.210	-17.400	-57	9,975	-91
long	4/22/19	10/07/19	168		Edenred	100	236	42.180	42.540		0.360	1	10,060	2
short	10/07/19	11/04/19	28		EDF	100	1,025	9.806	9.186	10.468	0.662	7	10,739	134
long	11/04/19	3/09/20	126		Ingenico	100	112	95.640	114.750		19.110	20	12,879	70
short	3/09/20	9/14/20	189		SES	100	1,940	6.636	6.104	7.214	0.578	9	14,001	18
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/14/20	11/09/20	56		Ingenico	100	99	141.000	126.800		-14.200	-10	12,595	-50
11/09/20		10/11/21	336		- cash -
short	10/11/21	1/09/23	455		Ubisoft	100	265	47.500	24.930	90.503	43.003	91	23,991	68
long	1/09/23	6/12/23	154		EDF	100	1,999	12.000	12.000		0.000	0	23,991	0
6/12/23		8/07/23	56		- cash -
short	8/07/23	5/10/24	277		Sartorius Stedim	100	90	265.700	205.700	343.201	77.501	29	30,966	40
accum	6/12/06	5/10/24	6152	days out of 6705 invested (92%)							210		30,966	7

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Natixis	short	8/20/07	9/03/07	14	10.09	10.47	9.72	-0.38	-3.72
	short	9/17/07	5/19/08	245	9.61	7.46	12.38	2.77	28.83
	short	6/02/08	7/21/08	49	6.26	3.70	10.57	4.31	68.94
	short	9/29/08	4/27/09	210	2.20	1.81	2.68	0.48	21.88	155.43
Ubisoft	short	10/11/21	1/09/23	455	47.50	24.93	90.50	43.00	90.53	90.53
Ingenico	long	12/29/14	8/24/15	238	86.74	111.35		24.61	28.37
	long	11/04/19	3/09/20	126	95.64	114.75		19.11	19.98
	long	9/14/20	11/09/20	56	141.00	126.80		-14.20	-10.07	38.51
Sartorius Stedim	short	8/07/23	5/10/24	277	265.70	205.70	343.20	77.50	29.17	29.17
Atos	long	7/20/09	8/08/11	749	27.01	30.80		3.80	14.05	14.05
Getlink	short	5/11/09	5/18/09	7	3.98	3.73	4.25	0.27	6.70	6.70
Casino Guichard	short	8/24/15	7/18/16	329	56.28	53.00	59.76	3.48	6.19	6.19
EDF	long	9/03/07	9/17/07	14	72.95	74.14		1.19	1.63
	short	7/06/09	7/20/09	14	30.83	32.00	29.66	-1.17	-3.80
	short	10/07/19	11/04/19	28	9.81	9.19	10.47	0.66	6.75
	long	1/09/23	6/12/23	154	12.00	12.00		0.00	0.00	4.37
Edenred	long	4/22/19	10/07/19	168	42.18	42.54		0.36	0.85	0.85
Arkema	short	9/29/14	12/29/14	91	51.46	55.14	47.77	-3.68	-7.16
	long	7/18/16	12/17/18	882	73.00	75.16		2.16	2.96	-4.41
Iliad	long	4/27/09	5/11/09	14	76.00	78.80		2.80	3.68
	long	5/18/09	7/06/09	49	76.35	70.06		-6.29	-8.24	-4.86
Hermes International	long	11/13/06	8/20/07	280	85.05	77.79		-7.26	-8.54
	long	5/19/08	6/02/08	14	107.16	107.45		0.29	0.27
	long	7/21/08	9/29/08	70	100.80	114.00		13.20	13.10
	long	2/06/12	9/29/14	966	276.85	236.15		-40.70	-14.70	-11.53
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
SES	short	6/12/06	11/13/06	154	10.65	12.71	8.59	-2.06	-19.34
	short	3/09/20	9/14/20	189	6.64	6.10	7.21	0.58	8.72	-12.31
STMicroelectronics	short	8/08/11	2/06/12	182	4.59	5.24	3.94	-0.65	-14.23	-14.23
Forvia	short	12/17/18	4/22/19	126	30.61	48.01	13.21	-17.40	-56.84	-56.84

Annotations

2/20/24	CAC Next 20	Component update: Soitec and Worldline replace ADP and Edenred
2/01/24	CAC Next 20	Sodexo spins Pluxee off
8/31/23	Air France-KLM	reverse split 10:1 (one for ten)
9/20/17	bioMérieux	stock split 1:3 (three for one)
3/20/17	CAC Next 20	Klépierre replaces Atos
7/15/16	CAC Next 20	Eiffage replaces Eutelsat
6/06/16	Valeo	stock split 1:3 (three for one)
5/06/16	Sartorius Stedim	stock split 1 : 6 (six for one)
3/21/16	CAC Next 20	Alstom replaces Sodexo
1/05/16	CAC Next 20	complete analysis
12/21/15	Sartorius Stedim	recording started
	CAC Next 20	EDF and Groupe Eurotunnel replace Klépierre and Vallourec
8/23/15	CAC Next 20	complete analysis
7/08/15	CAC Next 20	market adjustment to index: Hermes, Ingenico and Klépierre replace CGG, Eutelsat and Lagardere


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