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 (2)

													⇐
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	50	469	10.650	12.710	8.590	-2.060	-19	9,034	-40
					Thales	50	169	29.480	37.790	21.170	-8.310	-28	7,629	-54
100							-24						-47
long	11/13/06	8/20/07	280		Casino Guichard	50	53	71.550	69.260		-2.290	-3	7,508	-4
					Hermes International	50	45	85.050	77.790		-7.260	-9	7,181	-11
100							-6						-8
short	8/20/07	9/03/07	14		Natixis	50	355	10.092	10.467	9.717	-0.375	-4	7,048	-63
					Scor	50	209	17.180	18.160	16.200	-0.980	-6	6,843	-78
100							-5						-72
long	9/03/07	9/17/07	14		EDF	50	46	72.950	74.140		1.190	2	6,898	52
					SES	50	215	16.150	16.060		-0.090	-1	6,879	-14
100							1						14
short	9/17/07	5/19/08	245		STMicroelectronics	50	294	11.660	8.595	15.818	4.158	36	8,101	58
					Natixis	50	359	9.611	7.460	12.382	2.771	29	9,096	46
100							32						52
long	5/19/08	6/02/08	14		Gemalto	50	206	22.000	23.450		1.450	7	9,395	428
					Hermes International	50	42	107.160	107.450		0.290	0	9,407	7
100							3						142
short	6/02/08	7/21/08	49		Natixis	50	751	6.256	3.703	10.569	4.313	69	12,646	4,871
					Zodiac Aerospace	50	693	6.792	5.656	8.156	1.364	20	13,592	291
100							44						1,451
long	7/21/08	9/29/08	70		Gemalto	50	287	23.600	25.050		1.450	6	14,008	36
					Hermes International	50	67	100.800	114.000		13.200	13	14,892	90
100							10						61
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/29/08	4/27/09	210		Arkema	50	307	24.227	16.264	36.089	11.862	49	18,534	100
					Natixis	50	3,388	2.200	1.805	2.681	0.481	22	20,165	41
100							35						69
long	4/27/09	5/11/09	14		Gemalto	50	426	23.630	24.990		1.360	6	20,744	330
					Iliad	50	132	76.000	78.800		2.800	4	21,114	157
100							5						233
short	5/11/09	5/18/09	7		EDF	50	306	34.405	36.720	32.090	-2.315	-7	20,405	-97
					Getlink	50	2,659	3.980	3.730	4.247	0.267	7	21,115	2,847
100							0						0
long	5/18/09	7/06/09	49		Gemalto	50	436	24.170	24.380		0.210	1	21,206	7
					Iliad	50	138	76.350	70.060		-6.290	-8	20,338	-47
100							-4						-24
short	7/06/09	7/20/09	14		EDF	50	329	30.830	32.000	29.660	-1.170	-4	19,953	-64
					Natixis	50	7,933	1.285	1.359	1.211	-0.074	-6	19,366	-79
100							-5						-72
long	7/20/09	8/08/11	749		Gemalto	50	375	25.770	27.245		1.475	6	19,919	3
					Atos	50	359	27.005	30.800		3.795	14	21,282	7
100							10						5
short	8/08/11	2/06/12	182		EDF	50	482	22.045	18.470	26.312	4.267	19	23,338	43
					STMicroelectronics	50	2,322	4.588	5.241	3.935	-0.653	-14	21,822	-27
100							3						5
long	2/06/12	9/29/14	966		Gemalto	50	253	43.000	72.600		29.600	69	29,311	22
					Hermes International	50	39	276.850	236.150		-40.700	-15	27,724	-6
100							27						10
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/29/14	12/29/14	91		Arkema	50	269	51.456	55.140	47.772	-3.684	-7	26,733	-26
					Bureau Veritas	50	799	17.370	18.450	16.290	-1.080	-6	25,870	-23
100							-7						-24
long	12/29/14	8/24/15	238		SES	50	419	30.840	26.040		-4.800	-16	23,859	-23
					Ingenico	50	149	86.740	111.350		24.610	28	27,525	47
100							6						10
short	8/24/15	7/18/16	329		EDF	50	734	18.740	11.260	31.189	12.449	66	36,663	76
					Casino Guichard	50	244	56.280	53.000	59.763	3.483	6	37,513	7
100							36						41
long	7/18/16	12/17/18	882		Arkema	50	256	73.000	75.160		2.160	3	38,066	1
					Thales	50	243	77.300	102.800		25.500	33	44,262	13
100							18						7
short	12/17/18	4/22/19	126		Natixis	50	4,992	4.433	5.248	3.618	-0.815	-18	40,194	-44
					Forvia	50	723	30.610	48.010	13.210	-17.400	-57	27,614	-91
100							-38						-75
long	4/22/19	10/07/19	168		Air France-KLM	50	124	111.200	100.500		-10.700	-10	26,287	-20
					Edenred	50	327	42.180	42.540		0.360	1	26,405	2
100							-4						-9
short	10/07/19	11/04/19	28		EDF	50	1,346	9.806	9.186	10.468	0.662	7	27,295	134
					Ubisoft	50	222	59.260	52.100	67.404	8.144	14	29,103	436
100							10						256
long	11/04/19	3/09/20	126		Ingenico	50	152	95.640	114.750		19.110	20	32,008	70
					Teleperformance	50	71	204.000	208.200		4.200	2	32,306	6
100							11						35
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/09/20	9/14/20	189		Air France-KLM	50	311	51.780	36.680	73.096	21.316	41	38,936	95
					SES	50	2,441	6.636	6.104	7.214	0.578	9	40,347	18
100							25						54
long	9/14/20	10/11/21	392		Suez Environnement	50	1,327	15.200	19.715		4.515	30	46,339	27
		11/09/20	56		Ingenico	50	143	141.000	126.800		-14.200	-10	44,308	-50
100							10						9
short	10/11/21	1/09/23	455		Orpea	50	0	89,700.000	7,050.000	1,141,289.362	1,051,589.362	1,172	44,308	0
					Ubisoft	50	932	47.500	24.930	90.503	43.003	91	84,387	68
100							91						68
long	1/09/23	6/12/23	154		EDF	50	3,516	12.000	12.000		0.000	0	84,387	0
		8/07/23	210		Rexel	50	2,049	20.590	21.560		0.970	5	86,375	8
100							2						4
short	8/07/23	5/10/24	277		Rémy Cointreau	50	291	148.050	96.450	227.256	79.206	53	109,424	76
					Sartorius Stedim	50	162	265.700	205.700	343.201	77.501	29	121,979	40
100							41						58
accum	6/12/06	5/10/24	6543	days out of 6704 invested (98%)							1,120		121,979	15

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Orpea	short	10/11/21	1/09/23	455	89,700.00	7,050.00	1,141,289.36	1,051,589.36	1,172.34	50	586.17	586.17
Ubisoft	short	10/07/19	11/04/19	28	59.26	52.10	67.40	8.14	13.74		6.87
	short	10/11/21	1/09/23	455	47.50	24.93	90.50	43.00	90.53		45.27	55.25
Gemalto	long	5/19/08	6/02/08	14	22.00	23.45		1.45	6.59		3.30
	long	7/21/08	9/29/08	70	23.60	25.05		1.45	6.14		3.07
	long	4/27/09	5/11/09	14	23.63	24.99		1.36	5.76		2.88
	long	5/18/09	7/06/09	49	24.17	24.38		0.21	0.87		0.43
	long	7/20/09	8/08/11	749	25.77	27.25		1.48	5.72		2.86
	long	2/06/12	9/29/14	966	43.00	72.60		29.60	68.84		34.42	52.10
Natixis	short	8/20/07	9/03/07	14	10.09	10.47	9.72	-0.38	-3.72		-1.86
	short	9/17/07	5/19/08	245	9.61	7.46	12.38	2.77	28.83		14.42
	short	6/02/08	7/21/08	49	6.26	3.70	10.57	4.31	68.94		34.47
	short	9/29/08	4/27/09	210	2.20	1.81	2.68	0.48	21.88		10.94
	short	7/06/09	7/20/09	14	1.29	1.36	1.21	-0.07	-5.76		-2.88
	short	12/17/18	4/22/19	126	4.43	5.25	3.62	-0.82	-18.38		-9.19	47.74
EDF	long	9/03/07	9/17/07	14	72.95	74.14		1.19	1.63		0.82
	short	5/11/09	5/18/09	7	34.41	36.72	32.09	-2.32	-6.73		-3.36
	short	7/06/09	7/20/09	14	30.83	32.00	29.66	-1.17	-3.80		-1.90
	short	8/08/11	2/06/12	182	22.05	18.47	26.31	4.27	19.36		9.68
	short	8/24/15	7/18/16	329	18.74	11.26	31.19	12.45	66.43		33.22
	short	10/07/19	11/04/19	28	9.81	9.19	10.47	0.66	6.75		3.37
	long	1/09/23	6/12/23	154	12.00	12.00		0.00	0.00		0.00	44.35
Rémy Cointreau	short	8/07/23	5/10/24	277	148.05	96.45	227.26	79.21	53.50		26.75	26.75
Arkema	short	9/29/08	4/27/09	210	24.23	16.26	36.09	11.86	48.96		24.48
	short	9/29/14	12/29/14	91	51.46	55.14	47.77	-3.68	-7.16		-3.58
	long	7/18/16	12/17/18	882	73.00	75.16		2.16	2.96		1.48	21.80
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Ingenico	long	12/29/14	8/24/15	238	86.74	111.35		24.61	28.37		14.19
	long	11/04/19	3/09/20	126	95.64	114.75		19.11	19.98		9.99
	long	9/14/20	11/09/20	56	141.00	126.80		-14.20	-10.07		-5.04	19.27
Suez Environnement	long	9/14/20	10/11/21	392	15.20	19.72		4.52	29.70		14.85	14.85
Air France-KLM	long	4/22/19	10/07/19	168	111.20	100.50		-10.70	-9.62		-4.81
	short	3/09/20	9/14/20	189	51.78	36.68	73.10	21.32	41.17		20.58	14.78
Sartorius Stedim	short	8/07/23	5/10/24	277	265.70	205.70	343.20	77.50	29.17		14.58	14.58
Zodiac Aerospace	short	6/02/08	7/21/08	49	6.79	5.66	8.16	1.36	20.09		10.04	10.04
STMicroelectronics	short	9/17/07	5/19/08	245	11.66	8.60	15.82	4.16	35.66		17.83
	short	8/08/11	2/06/12	182	4.59	5.24	3.94	-0.65	-14.23		-7.12	9.44
Atos	long	7/20/09	8/08/11	749	27.01	30.80		3.80	14.05		7.03	7.03
Getlink	short	5/11/09	5/18/09	7	3.98	3.73	4.25	0.27	6.70		3.35	3.35
Rexel	long	1/09/23	8/07/23	210	20.59	21.56		0.97	4.71		2.36	2.36
Casino Guichard	long	11/13/06	8/20/07	280	71.55	69.26		-2.29	-3.20		-1.60
	short	8/24/15	7/18/16	329	56.28	53.00	59.76	3.48	6.19		3.09	1.44
Teleperformance	long	11/04/19	3/09/20	126	204.00	208.20		4.20	2.06		1.03	1.03
Edenred	long	4/22/19	10/07/19	168	42.18	42.54		0.36	0.85		0.43	0.43
Thales	short	6/12/06	11/13/06	154	29.48	37.79	21.17	-8.31	-28.19		-14.09
	long	7/18/16	12/17/18	882	77.30	102.80		25.50	32.99		16.49	0.08
Iliad	long	4/27/09	5/11/09	14	76.00	78.80		2.80	3.68		1.84
	long	5/18/09	7/06/09	49	76.35	70.06		-6.29	-8.24		-4.12	-2.35
Scor	short	8/20/07	9/03/07	14	17.18	18.16	16.20	-0.98	-5.70		-2.85	-2.85
Bureau Veritas	short	9/29/14	12/29/14	91	17.37	18.45	16.29	-1.08	-6.22		-3.11	-3.11
Hermes International	long	11/13/06	8/20/07	280	85.05	77.79		-7.26	-8.54		-4.27
	long	5/19/08	6/02/08	14	107.16	107.45		0.29	0.27		0.14
	long	7/21/08	9/29/08	70	100.80	114.00		13.20	13.10		6.55
	long	2/06/12	9/29/14	966	276.85	236.15		-40.70	-14.70		-7.35	-5.37
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
SES	short	6/12/06	11/13/06	154	10.65	12.71	8.59	-2.06	-19.34		-9.67
	long	9/03/07	9/17/07	14	16.15	16.06		-0.09	-0.56		-0.28
	long	12/29/14	8/24/15	238	30.84	26.04		-4.80	-15.56		-7.78
	short	3/09/20	9/14/20	189	6.64	6.10	7.21	0.58	8.72		4.36	-13.31
Forvia	short	12/17/18	4/22/19	126	30.61	48.01	13.21	-17.40	-56.84		-28.42	-28.42

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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