RS Chart
Assessment - CAC Next 20 - 6/01/20 - RS = 31
 ⇐ 
  instrument freshest Δday 6/01/20 Δwk 10/28/19  prc diff Δ31   ∅-RS
real-time RS chart chart add note CAC Next 20 16,252.600  16:05 0.43 15,239.500 6.65 18,287.800 -3,048.300 -16.67   -8.69 
real-time RS chart chart add note Ingenico 133.800  15:38 1.36 128.250 4.33 95.280 32.970 34.60   35.11 
real-time RS chart chart add note Teleperformance 229.400  15:35 0.79 220.900 3.85 204.200 16.700 8.18   11.29 
real-time RS chart chart L add note Ubisoft 68.340  15:35 0.65 70.460 -3.01 52.400 18.060 34.47   8.11 
real-time RS chart chart add note Arkema 86.580  15:36 0.14 79.900 8.36 92.600 -12.700 -13.71   -1.20 
real-time RS chart chart add note Alstom 43.000  15:36 3.22 39.240 9.58 38.410 0.830 2.16   -1.75 
real-time RS chart chart add note Faurecia 37.260  15:35 -2.97 36.910 0.95 46.110 -9.200 -19.95   -5.06 
real-time RS chart chart add note Eiffage 87.740  15:36 -0.30 82.840 5.92 94.840 -12.000 -12.65   -6.12 
real-time RS chart chart add note Edenred 41.070  15:35 3.22 38.040 7.97 46.150 -8.110 -17.57   -11.61 
real-time RS chart chart add note Bureau Veritas 19.325  15:35 1.15 18.725 3.20 22.460 -3.735 -16.63   -12.16 
real-time RS chart chart add note EDF 8.500  15:35 -1.00 8.086 5.12 9.212 -1.126 -12.22   -15.95 
real-time RS chart chart S add note Gecina 123.400  15:35 -0.32 116.500 5.92 150.500 -34.000 -22.59   -16.51 
real-time RS chart chart add note Suez Environnement 10.960  15:35 -1.53 10.230 7.14 13.545 -3.315 -24.47   -18.13 
real-time RS chart chart add note Solvay 76.220  15:35 -0.65 70.340 8.36 101.750 -31.410 -30.87   -18.86 
real-time RS chart chart add note Thales 75.420  15:35 -0.50 69.540 8.46 87.840 -18.300 -20.83   -22.16 
real-time RS chart chart add note Klépierre 21.180  15:35 -1.03 18.070 17.21 33.310 -15.240 -45.75   -30.16 
real-time RS chart chart add note Scor 26.480  15:35 0.53 22.260 18.96 37.980 -15.720 -41.39   -31.29 
real-time RS chart chart add note SES 7.300  15:35 0.63 6.812 7.16 17.385 -10.573 -60.82   -34.19 
real-time RS chart chart add note Natixis 2.327  15:35 1.22 2.055 13.24 4.157 -2.102 -50.57   -36.57 
real-time RS chart chart add note Air France-KLM 4.950  15:39 1.68 4.280 15.65 10.755 -6.475 -60.20   -42.61 
 CAC Next 20 - 19 out of 19 instruments rated - 6/01/20 / 10/28/19 - 4 did rise, Market-Ratio(31) = 21.05 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
CAC Next 20 RS = 31 - B/S = 73/70
Market Chart
1/04/16 scale up chart 6/01/20
 


Transactions CAC Next 20 * A31 - 73/70 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 5/08/06 126    - cash -
short 5/08/06  12/18/06 224  RT RS QC  Thales 100  291   34.310  37.020 31.600  -2.710 -8  9,211 -13  
long 12/18/06   7/23/07 217  RT RS QC  Hermes International 100  100   91.250  77.140    -14.110 -15  7,800 -25  
short 7/23/07   6/01/09 679  RT RS QC  Natixis 100  674   11.565  1.480 90.371  78.806 681  60,916 202  
long 6/01/09   6/08/09 7  RT RS QC  Iliad 100  769   79.125  73.185    -5.940 -8  56,348 -98  
short 6/08/09   7/27/09 49  RT RS QC  Getlink 100  13,480   4.180  4.287 4.073  -0.107 -3  54,905 -18  
long 7/27/09   8/10/09 14  RT RS QC  Atos 100  1,964   27.955  32.835    4.880 17  64,490 6,534  
short 8/10/09   8/24/09 14  RT RS QC  EDF 100  1,903   33.880  36.950 30.810  -3.070 -9  58,648 -92  
long 8/24/09   5/10/10 259  RT RS QC  Arkema 100  2,483   23.614  29.058    5.444 23  72,165 34  
short 5/10/10  12/06/10 210  RT RS QC  Thales 100  2,599   27.760  28.230 27.290  -0.470 -2  70,944 -3  
long 12/06/10   6/20/11 196  RT RS QC  Arkema 100  1,374   51.621  65.617    13.996 27  90,174 56  
short 6/20/11   6/27/11 7  RT RS QC  EDF 100  3,472   25.965  25.805 26.126  0.161 1  90,733 38  
long 6/27/11   7/11/11 14  RT RS QC  Arkema 100  1,393   65.105  66.601    1.496 2  92,817 81  
short 7/11/11   3/12/12 245  RT RS QC  Natixis 100  28,506   3.256  2.721 3.896  0.640 20  111,066 31  
long 3/12/12   5/28/12 77  RT RS QC  Gemalto 100  2,365   46.950  49.925    2.975 6  118,102 34  
short 5/28/12   6/18/12 21  RT RS QC  Natixis 100  61,607   1.917  1.984 1.850  -0.067 -3  113,975 -46  
long 6/18/12  10/01/12 105  RT RS QC  Gemalto 100  2,143   53.170  69.480    16.310 31  148,927 153  
short 10/01/12  12/10/12 70  RT RS QC  Hermes International 100  704   211.450  235.500 187.400  -24.050 -11  131,996 -47  
long 12/10/12   9/30/13 294  RT RS QC  Gemalto 100  1,780   74.120  79.370    5.250 7  141,341 9  
short 9/30/13  10/07/13 7  RT RS QC  SES 100  6,682   21.150  21.020 21.281  0.131 1  142,215 38  
long 10/07/13  10/28/13 21  RT RS QC  EDF 100  5,985   23.760  25.570    1.810 8  153,048 258  
short 10/28/13  11/11/13 14  RT RS QC  STMicroelectronics 100  27,364   5.593  5.653 5.533  -0.060 -1  151,406 -25  
long 11/11/13  12/09/13 28  RT RS QC  EDF 100  5,850   25.880  26.640    0.760 3  155,852 46  
short 12/09/13   1/13/14 35  RT RS QC  STMicroelectronics 100  28,596   5.450  5.763 5.137  -0.313 -6  146,901 -46  
long 1/13/14   6/23/14 161  RT RS QC  Natixis 100  31,031   4.734  4.867    0.133 3  151,028 6  
short 6/23/14   1/26/15 217  RT RS QC  Arkema 100  2,137   70.655  62.720 79.594  8.939 13  170,131 22  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 1/26/15   8/24/15 210  RT RS QC  Ingenico 100  1,832   92.860  111.350    18.490 20  204,005 37  
short 8/24/15   1/30/17 525  RT RS QC  Casino Guichard 100  3,624   56.280  49.780 63.629  7.349 13  230,636 9  
long 1/30/17   2/06/17 7  RT RS QC  STMicroelectronics 100  18,458   12.495  13.190    0.695 6  243,465 1,582  
short 2/06/17   2/13/17 7  RT RS QC  SES 100  13,589   17.915  19.325 16.505  -1.410 -8  224,304 -99  
long 2/13/17   2/20/17 7  RT RS QC  STMicroelectronics 100  17,367   12.915  13.585    0.670 5  235,940 1,297  
short 2/20/17   4/03/17 42  RT RS QC  EDF 100  26,013   9.070  7.870 10.453  1.383 15  271,916 243  
long 4/03/17  11/13/17 224  RT RS QC  STMicroelectronics 100  19,028   14.290  20.375    6.085 43  387,701 78  
short 11/13/17   3/12/18 119  RT RS QC  SES 100  30,745   12.610  12.700 12.520  -0.090 -1  384,934 -2  
long 3/12/18   5/28/18 77  RT RS QC  Dassault Systèmes 100  3,467   111.000  116.000    5.000 5  402,269 23  
short 5/28/18   7/15/19 413  RT RS QC  Air France-KLM 100  55,060   7.306  8.762 5.850  -1.456 -20  322,102 -18  
long 7/15/19   7/22/19 7  RT RS QC  Ingenico 100  4,066   79.200  79.400    0.200 0  322,915 14  
short 7/22/19   7/29/19 7  RT RS QC  Natixis 100  87,109   3.707  3.741 3.673  -0.034 -1  319,953 -38  
long 7/29/19   8/12/19 14  RT RS QC  Ingenico 100  3,750   85.300  82.820    -2.480 -3  310,653 -54  
short 8/12/19  10/28/19 77  RT RS QC  Natixis 100  85,250   3.644  4.157 3.131  -0.513 -14  266,920 -51  
long 10/28/19  11/04/19 7  RT RS QC  Ingenico 100  2,801   95.280  95.640    0.360 0  267,928 22  
short 11/04/19  12/16/19 42  RT RS QC  Ubisoft 100  5,142   52.100  61.420 42.780  -9.320 -18  220,005 -82  
long 12/16/19   1/13/20 28  RT RS QC  Ingenico 100  2,327   94.520  97.800    3.280 3  227,638 56  
short 1/13/20   1/20/20 7  RT RS QC  SES 100  17,924   12.700  12.700 12.700  0.000 0  227,638 0  
long 1/20/20   3/02/20 42  RT RS QC  Ingenico 100  2,327   97.800  131.050    33.250 34  305,010 1,172  
short 3/02/20   6/04/20 94  RT RS QC  SES 100  42,024   7.258  7.300 7.216  -0.042 -1  303,245 -2  
accum 5/08/06 6/04/205141 days out of 5267 invested (98%) 2,932 303,245 27  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Natixisshort  7/23/07  6/01/0967911.571.4890.3778.81 681.42 
 short  7/11/11  3/12/122453.262.723.900.64 19.66 
 short  5/28/12  6/18/12211.921.981.85-0.07 -3.50 
 long  1/13/14  6/23/141614.734.870.13 2.81 
 short  7/22/19  7/29/1973.713.743.67-0.03 -0.92 
 short  8/12/19 10/28/19773.644.163.13-0.51 -14.08689.82 
 Arkema long  8/24/09  5/10/1025923.6129.065.44 23.05 
 long 12/06/10  6/20/1119651.6265.6214.00 27.11 
 long  6/27/11  7/11/111465.1166.601.50 2.30 
 short  6/23/14  1/26/1521770.6662.7279.598.94 12.6580.26 
 Ingenicolong  1/26/15  8/24/1521092.86111.3518.49 19.91 
 long  7/15/19  7/22/19779.2079.400.20 0.25 
 long  7/29/19  8/12/191485.3082.82-2.48 -2.91 
 long 10/28/19 11/04/19795.2895.640.36 0.38 
 long 12/16/19  1/13/202894.5297.803.28 3.47 
 long  1/20/20  3/02/204297.80131.0533.25 34.0062.44 
 Gemaltolong  3/12/12  5/28/127746.9549.932.97 6.34 
 long  6/18/12 10/01/1210553.1769.4816.31 30.68 
 long 12/10/12  9/30/1329474.1279.375.25 7.0848.80 
 STMicroelectronicsshort 10/28/13 11/11/13145.595.655.53-0.06 -1.07 
 short 12/09/13  1/13/14355.455.765.14-0.31 -5.74 
 long  1/30/17  2/06/17712.5013.190.70 5.56 
 long  2/13/17  2/20/17712.9213.590.67 5.19 
 long  4/03/17 11/13/1722414.2920.386.09 42.5847.63 
 Atoslong  7/27/09  8/10/091427.9632.844.88 17.4617.46 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 EDFshort  8/10/09  8/24/091433.8836.9530.81-3.07 -9.06 
 short  6/20/11  6/27/11725.9725.8126.130.16 0.62 
 long 10/07/13 10/28/132123.7625.571.81 7.62 
 long 11/11/13 12/09/132825.8826.640.76 2.94 
 short  2/20/17  4/03/17429.077.8710.451.38 15.2516.82 
 Casino Guichardshort  8/24/15  1/30/1752556.2849.7863.637.35 13.0613.06 
 Dassault Systèmeslong  3/12/18  5/28/1877111.00116.005.00 4.504.50 
 Getlinkshort  6/08/09  7/27/09494.184.294.07-0.11 -2.56-2.56 
 Iliadlong  6/01/09  6/08/09779.1373.19-5.94 -7.51-7.51 
 SESshort  9/30/13 10/07/13721.1521.0221.280.13 0.62 
 short  2/06/17  2/13/17717.9219.3316.51-1.41 -7.87 
 short 11/13/17  3/12/1811912.6112.7012.52-0.09 -0.71 
 short  1/13/20  1/20/20712.7012.7012.700.00 0.00 
 short  3/02/20  6/04/20947.267.307.22-0.04 -0.58-8.49 
 Thalesshort  5/08/06 12/18/0622434.3137.0231.60-2.71 -7.90 
 short  5/10/10 12/06/1021027.7628.2327.29-0.47 -1.69-9.46 
 Ubisoftshort 11/04/19 12/16/194252.1061.4242.78-9.32 -17.89-17.89 
 Air France-KLMshort  5/28/18  7/15/194137.318.765.85-1.46 -19.93-19.93 
 Hermes Internationallong 12/18/06  7/23/0721791.2577.14-14.11 -15.46 
 short 10/01/12 12/10/1270211.45235.50187.40-24.05 -11.37-25.08 


Annotations
3/20/17CAC Next 20Klépierre replaces Atos
7/15/16CAC Next 20Eiffage replaces Eutelsat
3/21/16CAC Next 20Alstom replaces Sodexo
1/05/16CAC Next 20complete analysis
12/21/15CAC Next 20EDF and Groupe Eurotunnel replace Klépierre and Vallourec
8/23/15CAC Next 20complete analysis
7/08/15CAC Next 20market adjustment to index: Hermes, Ingenico and Klépierre replace CGG, Eutelsat and Lagardere