| | |
| | |
Assessment - CAC Next 20 - 5/13/24 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/13/24 |
⇓ Δwk |
8/14/23 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
|
L |
 |
CAC Next 20 |
18,579.100 |
Mon |
0.17 |
18,579.100 |
|
17,655.800 |
923.300 |
5.23 |
|
6.82 |
| | |
|
|
|
L |
|
Rexel |
27.970 |
Mon |
-0.04 |
27.970 |
|
21.600 |
6.370 |
29.49 |
|
24.90 |
| | |
|
|
|
|
|
Accor |
41.710 |
Mon |
0.63 |
41.710 |
|
33.460 |
8.250 |
24.66 |
|
20.57 |
| | |
|
|
|
|
|
Euronext |
86.500 |
Mon |
-0.63 |
86.500 |
|
67.600 |
18.900 |
27.96 |
|
19.27 |
| | |
|
|
|
L |
|
Bureau Veritas |
27.820 |
Mon |
-1.14 |
27.820 |
|
25.050 |
2.770 |
11.06 |
|
14.32 |
| | |
|
|
|
L |
|
Sodexo |
82.600 |
Mon |
0.24 |
82.600 |
|
69.130 |
13.470 |
19.49 |
|
12.00 |
| | |
|
|
|
L |
|
Eiffage |
105.150 |
Mon |
0.14 |
105.150 |
|
93.240 |
11.910 |
12.77 |
|
10.45 |
| | |
|
|
|
L |
|
Klépierre |
25.420 |
Mon |
-0.08 |
25.420 |
|
23.910 |
1.510 |
6.32 |
|
8.56 |
| | |
|
|
|
|
|
Arkema |
99.150 |
Mon |
1.17 |
99.150 |
|
97.280 |
1.870 |
1.92 |
|
6.98 |
| | |
|
|
|
|
|
Getlink |
16.700 |
Mon |
0.66 |
16.700 |
|
15.395 |
1.305 |
8.48 |
|
5.73 |
| | |
|
|
|
|
|
Gecina |
100.300 |
Mon |
0.30 |
100.300 |
|
96.450 |
3.850 |
3.99 |
|
2.96 |
| | |
|
|
|
|
|
bioMérieux |
97.000 |
Mon |
-2.32 |
97.000 |
|
93.940 |
3.060 |
3.26 |
|
0.48 |
| | |
|
|
|
L |
|
Ubisoft |
22.400 |
Mon |
0.45 |
22.400 |
|
28.120 |
-5.720 |
-20.34 |
|
-8.86 |
| | |
|
|
|
S |
|
Sartorius Stedim |
203.600 |
Mon |
-1.02 |
203.600 |
|
266.200 |
-62.600 |
-23.52 |
|
-11.94 |
| | |
|
|
|
|
|
Air France-KLM |
10.940 |
Mon |
3.99 |
10.940 |
|
14.515 |
-3.575 |
-24.63 |
|
-12.31 |
| | |
|
|
|
L |
|
Valeo |
12.300 |
Mon |
-0.49 |
12.300 |
|
18.535 |
-6.235 |
-33.64 |
|
-14.09 |
| | |
|
|
|
|
|
Forvia |
15.145 |
Mon |
2.89 |
15.145 |
|
20.440 |
-5.295 |
-25.91 |
|
-14.20 |
| | |
|
|
|
L |
|
Rémy Cointreau |
93.000 |
Mon |
-3.58 |
93.000 |
|
153.000 |
-60.000 |
-39.22 |
|
-18.24 |
| | |
|
|
|
L |
|
Solvay |
34.520 |
15:35 |
0.61 |
34.310 |
0.61 |
104.250 |
-69.940 |
-67.09 |
|
-23.48 |
| | |
|
|
|
|
|
Soitec |
98.400 |
Mon |
-1.11 |
98.400 |
|
172.100 |
-73.700 |
-42.82 |
|
-29.24 |
| | |
|
|
|
L |
|
Worldline |
11.780 |
Mon |
1.29 |
11.780 |
|
32.410 |
-20.630 |
-63.65 |
|
-31.14 |
| | |
|
|
|
|
|
Pluxee |
31.030 |
Mon |
-0.77 |
31.030 |
|
|
|
|
|
-na- |
| CAC Next 20 - 20 out of 21 instruments rated - 5/13/24 / 8/14/23 - 11 did rise, Market-Ratio(39) = 55.00 % |
| Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Next 20 * S39 - 25/28 (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 |
1/14/08 |
742 |
|
- cash - |
| short |
1/14/08 |
4/28/08 |
105 |
|
|
|
STMicroelectronics |
100 |
1,158 |
|
8.630 |
7.400 |
10.064 |
1.434 |
17 |
11,661 |
71 |
|
| 4/28/08 |
6/23/08 |
56 |
|
- cash - |
| |
6/23/08 |
8/18/08 |
56 |
|
|
|
Natixis |
100 |
2,238 |
|
5.210 |
4.111 |
6.603 |
1.393 |
27 |
14,778 |
368 |
|
| 8/18/08 |
9/08/08 |
21 |
|
- cash - |
| |
9/08/08 |
7/13/09 |
308 |
|
|
|
Natixis |
100 |
3,818 |
|
3.870 |
1.277 |
11.728 |
7.858 |
203 |
44,781 |
272 |
|
| 7/13/09 |
9/19/11 |
798 |
|
- cash - |
| |
9/19/11 |
10/17/11 |
28 |
|
|
|
Natixis |
100 |
19,260 |
|
2.325 |
2.290 |
2.361 |
0.035 |
2 |
45,464 |
22 |
|
| 10/17/11 |
1/11/16 |
1547 |
|
- cash - |
| |
1/11/16 |
2/01/16 |
21 |
|
|
|
Casino Guichard |
100 |
1,141 |
|
39.845 |
42.065 |
37.625 |
-2.220 |
-6 |
42,931 |
-63 |
|
| 2/01/16 |
2/08/16 |
7 |
|
- cash - |
| |
2/08/16 |
3/14/16 |
35 |
|
|
|
EDF |
100 |
3,720 |
|
11.540 |
10.265 |
12.973 |
1.433 |
12 |
48,264 |
239 |
|
| 3/14/16 |
4/11/16 |
28 |
|
- cash - |
| |
4/11/16 |
6/06/16 |
56 |
|
|
|
EDF |
100 |
4,587 |
|
10.520 |
11.340 |
9.700 |
-0.820 |
-8 |
44,502 |
-41 |
|
| 6/06/16 |
3/16/20 |
1379 |
|
- cash - |
| |
3/16/20 |
7/20/20 |
126 |
|
|
|
Natixis |
100 |
27,411 |
|
1.624 |
2.342 |
0.905 |
-0.719 |
-44 |
24,808 |
-82 |
|
| 7/20/20 |
8/03/20 |
14 |
|
- cash - |
| |
8/03/20 |
9/14/20 |
42 |
|
|
|
Air France-KLM |
100 |
736 |
|
33.700 |
36.680 |
30.720 |
-2.980 |
-9 |
22,614 |
-55 |
|
| 9/14/20 |
10/05/20 |
21 |
|
- cash - |
| |
10/05/20 |
10/12/20 |
7 |
|
|
|
Air France-KLM |
100 |
754 |
|
29.970 |
31.090 |
28.850 |
-1.120 |
-4 |
21,770 |
-86 |
|
| 10/12/20 |
3/07/22 |
511 |
|
- cash - |
| |
3/07/22 |
4/18/22 |
42 |
|
|
|
Orpea |
100 |
0 |
|
33,510.000 |
36,820.000 |
30,200.000 |
-3,310.000 |
-10 |
21,770 |
0 |
|
| 4/18/22 |
6/13/22 |
56 |
|
- cash - |
| |
6/13/22 |
9/05/22 |
84 |
|
|
|
Atos |
100 |
1,157 |
|
18.800 |
10.645 |
33.202 |
14.402 |
77 |
38,433 |
1,084 |
|
| 9/05/22 |
9/26/22 |
21 |
|
- cash - |
| |
9/26/22 |
11/14/22 |
49 |
|
|
|
Atos |
100 |
5,131 |
|
7.490 |
11.655 |
3.325 |
-4.165 |
-56 |
17,063 |
-100 |
|
| 11/14/22 |
10/16/23 |
336 |
|
- cash - |
| |
10/16/23 |
12/04/23 |
49 |
|
|
|
Sartorius Stedim |
100 |
90 |
|
188.600 |
200.600 |
176.600 |
-12.000 |
-6 |
15,983 |
-39 |
|
| 12/04/23 |
5/14/24 |
162 |
|
- cash - |
| accum | 1/14/08 |
12/04/23 | 1008 |
days out of 6707 invested (15%) |
60 |
15,983 |
19 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Natixis | short | 6/23/08 | 8/18/08 | 56 | 5.21 | 4.11 | 6.60 | 1.39 | 26.73 | | | |
| | | 9/08/08 | 7/13/09 | 308 | 3.87 | 1.28 | 11.73 | 7.86 | 203.05 | | | |
| | | 9/19/11 | 10/17/11 | 28 | 2.33 | 2.29 | 2.36 | 0.04 | 1.53 | | | |
| | | 3/16/20 | 7/20/20 | 126 | 1.62 | 2.34 | 0.91 | -0.72 | -44.26 | | | 117.36 |
| STMicroelectronics | | 1/14/08 | 4/28/08 | 105 | 8.63 | 7.40 | 10.06 | 1.43 | 16.62 | | | 16.62 |
| EDF | | 2/08/16 | 3/14/16 | 35 | 11.54 | 10.27 | 12.97 | 1.43 | 12.42 | | | |
| | | 4/11/16 | 6/06/16 | 56 | 10.52 | 11.34 | 9.70 | -0.82 | -7.79 | | | 3.66 |
| Casino Guichard | | 1/11/16 | 2/01/16 | 21 | 39.85 | 42.07 | 37.63 | -2.22 | -5.57 | | | -5.57 |
| Sartorius Stedim | | 10/16/23 | 12/04/23 | 49 | 188.60 | 200.60 | 176.60 | -12.00 | -6.36 | | | -6.36 |
| Orpea | | 3/07/22 | 4/18/22 | 42 | 33,510.00 | 36,820.00 | 30,200.00 | -3,310.00 | -9.88 | | | -9.88 |
| Air France-KLM | | 8/03/20 | 9/14/20 | 42 | 33.70 | 36.68 | 30.72 | -2.98 | -8.84 | | | |
| | | 10/05/20 | 10/12/20 | 7 | 29.97 | 31.09 | 28.85 | -1.12 | -3.74 | | | -12.25 |
| Atos | | 6/13/22 | 9/05/22 | 84 | 18.80 | 10.65 | 33.20 | 14.40 | 76.61 | | | |
| | | 9/26/22 | 11/14/22 | 49 | 7.49 | 11.66 | 3.33 | -4.17 | -55.61 | | | -21.60 |
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 |
|
