Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 6/01/20 - RS = 31

		⇓instrument	freshest		⇓ Δday	6/01/20	⇓ Δwk	10/28/19	prc diff	⇓ Δ31	∅-RS
		CAC Next 20	16,252.600	Thu	0.43	15,239.500	6.65	18,287.800	-3,048.300	-16.67	-8.69
		Ingenico	133.800	Thu	1.36	128.250	4.33	95.280	32.970	34.60	35.11
		Teleperformance	229.400	Thu	0.79	220.900	3.85	204.200	16.700	8.18	11.29
	L	Ubisoft	68.340	Thu	0.65	70.460	-3.01	52.400	18.060	34.47	8.11
		Arkema	86.580	Thu	0.14	79.900	8.36	92.600	-12.700	-13.71	-1.20
		Alstom	43.000	Thu	3.22	39.240	9.58	38.410	0.830	2.16	-1.75
		Faurecia	37.260	Thu	-2.97	36.910	0.95	46.110	-9.200	-19.95	-5.06
		Eiffage	87.740	Thu	-0.30	82.840	5.92	94.840	-12.000	-12.65	-6.12
		Edenred	41.070	Thu	3.22	38.040	7.97	46.150	-8.110	-17.57	-11.61
		Bureau Veritas	19.325	Thu	1.15	18.725	3.20	22.460	-3.735	-16.63	-12.16
		EDF	8.500	Thu	-1.00	8.086	5.12	9.212	-1.126	-12.22	-15.95
	S	Gecina	123.400	Thu	-0.32	116.500	5.92	150.500	-34.000	-22.59	-16.51
		Suez Environnement	10.960	Thu	-1.53	10.230	7.14	13.545	-3.315	-24.47	-18.13
		Solvay	76.220	Thu	-0.65	70.340	8.36	101.750	-31.410	-30.87	-18.86
		Thales	75.420	Thu	-0.50	69.540	8.46	87.840	-18.300	-20.83	-22.16
		Klépierre	21.180	Thu	-1.03	18.070	17.21	33.310	-15.240	-45.75	-30.16
		Scor	26.480	Thu	0.53	22.260	18.96	37.980	-15.720	-41.39	-31.29
		SES	7.300	Thu	0.63	6.812	7.16	17.385	-10.573	-60.82	-34.19
		Natixis	2.327	Thu	1.22	2.055	13.24	4.157	-2.102	-50.57	-36.57
		Air France-KLM	4.950	Thu	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

1/04/16	scale up chart	6/01/20

Transactions CAC Next 20 * A31 - 73/70 (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		5/08/06	126		- cash -
short	5/08/06	12/18/06	224		Thales	100	291	34.310	37.020	31.600	-2.710	-8	9,211	-13
long	12/18/06	7/23/07	217		Hermes International	100	100	91.250	77.140		-14.110	-15	7,800	-25
short	7/23/07	6/01/09	679		Natixis	100	674	11.565	1.480	90.371	78.806	681	60,916	202
long	6/01/09	6/08/09	7		Iliad	100	769	79.125	73.185		-5.940	-8	56,348	-98
short	6/08/09	7/27/09	49		Getlink	100	13,480	4.180	4.287	4.073	-0.107	-3	54,905	-18
long	7/27/09	8/10/09	14		Atos	100	1,964	27.955	32.835		4.880	17	64,490	6,534
short	8/10/09	8/24/09	14		EDF	100	1,903	33.880	36.950	30.810	-3.070	-9	58,648	-92
long	8/24/09	5/10/10	259		Arkema	100	2,483	23.614	29.058		5.444	23	72,165	34
short	5/10/10	12/06/10	210		Thales	100	2,599	27.760	28.230	27.290	-0.470	-2	70,944	-3
long	12/06/10	6/20/11	196		Arkema	100	1,374	51.621	65.617		13.996	27	90,174	56
short	6/20/11	6/27/11	7		EDF	100	3,472	25.965	25.805	26.126	0.161	1	90,733	38
long	6/27/11	7/11/11	14		Arkema	100	1,393	65.105	66.601		1.496	2	92,817	81
short	7/11/11	3/12/12	245		Natixis	100	28,506	3.256	2.721	3.896	0.640	20	111,066	31
long	3/12/12	5/28/12	77		Gemalto	100	2,365	46.950	49.925		2.975	6	118,102	34
short	5/28/12	6/18/12	21		Natixis	100	61,607	1.917	1.984	1.850	-0.067	-3	113,975	-46
long	6/18/12	10/01/12	105		Gemalto	100	2,143	53.170	69.480		16.310	31	148,927	153
short	10/01/12	12/10/12	70		Hermes International	100	704	211.450	235.500	187.400	-24.050	-11	131,996	-47
long	12/10/12	9/30/13	294		Gemalto	100	1,780	74.120	79.370		5.250	7	141,341	9
short	9/30/13	10/07/13	7		SES	100	6,682	21.150	21.020	21.281	0.131	1	142,215	38
long	10/07/13	10/28/13	21		EDF	100	5,985	23.760	25.570		1.810	8	153,048	258
short	10/28/13	11/11/13	14		STMicroelectronics	100	27,364	5.593	5.653	5.533	-0.060	-1	151,406	-25
long	11/11/13	12/09/13	28		EDF	100	5,850	25.880	26.640		0.760	3	155,852	46
short	12/09/13	1/13/14	35		STMicroelectronics	100	28,596	5.450	5.763	5.137	-0.313	-6	146,901	-46
long	1/13/14	6/23/14	161		Natixis	100	31,031	4.734	4.867		0.133	3	151,028	6
short	6/23/14	1/26/15	217		Arkema	100	2,137	70.655	62.720	79.594	8.939	13	170,131	22
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	1/26/15	8/24/15	210		Ingenico	100	1,832	92.860	111.350		18.490	20	204,005	37
short	8/24/15	1/30/17	525		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		STMicroelectronics	100	18,458	12.495	13.190		0.695	6	243,465	1,582
short	2/06/17	2/13/17	7		SES	100	13,589	17.915	19.325	16.505	-1.410	-8	224,304	-99
long	2/13/17	2/20/17	7		STMicroelectronics	100	17,367	12.915	13.585		0.670	5	235,940	1,297
short	2/20/17	4/03/17	42		EDF	100	26,013	9.070	7.870	10.453	1.383	15	271,916	243
long	4/03/17	11/13/17	224		STMicroelectronics	100	19,028	14.290	20.375		6.085	43	387,701	78
short	11/13/17	3/12/18	119		SES	100	30,745	12.610	12.700	12.520	-0.090	-1	384,934	-2
long	3/12/18	5/28/18	77		Dassault Systèmes	100	3,467	111.000	116.000		5.000	5	402,269	23
short	5/28/18	7/15/19	413		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		Ingenico	100	4,066	79.200	79.400		0.200	0	322,915	14
short	7/22/19	7/29/19	7		Natixis	100	87,109	3.707	3.741	3.673	-0.034	-1	319,953	-38
long	7/29/19	8/12/19	14		Ingenico	100	3,750	85.300	82.820		-2.480	-3	310,653	-54
short	8/12/19	10/28/19	77		Natixis	100	85,250	3.644	4.157	3.131	-0.513	-14	266,920	-51
long	10/28/19	11/04/19	7		Ingenico	100	2,801	95.280	95.640		0.360	0	267,928	22
short	11/04/19	12/16/19	42		Ubisoft	100	5,142	52.100	61.420	42.780	-9.320	-18	220,005	-82
long	12/16/19	1/13/20	28		Ingenico	100	2,327	94.520	97.800		3.280	3	227,638	56
short	1/13/20	1/20/20	7		SES	100	17,924	12.700	12.700	12.700	0.000	0	227,638	0
long	1/20/20	3/02/20	42		Ingenico	100	2,327	97.800	131.050		33.250	34	305,010	1,172
short	3/02/20	6/04/20	94		SES	100	42,024	7.258	7.300	7.216	-0.042	-1	303,245	-2
accum	5/08/06	6/04/20	5142	days out of 5268 invested (98%)							2,932		303,245	27

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Natixis	short	7/23/07	6/01/09	679	11.57	1.48	90.37	78.81	681.42
	short	7/11/11	3/12/12	245	3.26	2.72	3.90	0.64	19.66
	short	5/28/12	6/18/12	21	1.92	1.98	1.85	-0.07	-3.50
	long	1/13/14	6/23/14	161	4.73	4.87		0.13	2.81
	short	7/22/19	7/29/19	7	3.71	3.74	3.67	-0.03	-0.92
	short	8/12/19	10/28/19	77	3.64	4.16	3.13	-0.51	-14.08	689.82
Arkema	long	8/24/09	5/10/10	259	23.61	29.06		5.44	23.05
	long	12/06/10	6/20/11	196	51.62	65.62		14.00	27.11
	long	6/27/11	7/11/11	14	65.11	66.60		1.50	2.30
	short	6/23/14	1/26/15	217	70.66	62.72	79.59	8.94	12.65	80.26
Ingenico	long	1/26/15	8/24/15	210	92.86	111.35		18.49	19.91
	long	7/15/19	7/22/19	7	79.20	79.40		0.20	0.25
	long	7/29/19	8/12/19	14	85.30	82.82		-2.48	-2.91
	long	10/28/19	11/04/19	7	95.28	95.64		0.36	0.38
	long	12/16/19	1/13/20	28	94.52	97.80		3.28	3.47
	long	1/20/20	3/02/20	42	97.80	131.05		33.25	34.00	62.44
Gemalto	long	3/12/12	5/28/12	77	46.95	49.93		2.97	6.34
	long	6/18/12	10/01/12	105	53.17	69.48		16.31	30.68
	long	12/10/12	9/30/13	294	74.12	79.37		5.25	7.08	48.80
STMicroelectronics	short	10/28/13	11/11/13	14	5.59	5.65	5.53	-0.06	-1.07
	short	12/09/13	1/13/14	35	5.45	5.76	5.14	-0.31	-5.74
	long	1/30/17	2/06/17	7	12.50	13.19		0.70	5.56
	long	2/13/17	2/20/17	7	12.92	13.59		0.67	5.19
	long	4/03/17	11/13/17	224	14.29	20.38		6.09	42.58	47.63
Atos	long	7/27/09	8/10/09	14	27.96	32.84		4.88	17.46	17.46
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
EDF	short	8/10/09	8/24/09	14	33.88	36.95	30.81	-3.07	-9.06
	short	6/20/11	6/27/11	7	25.97	25.81	26.13	0.16	0.62
	long	10/07/13	10/28/13	21	23.76	25.57		1.81	7.62
	long	11/11/13	12/09/13	28	25.88	26.64		0.76	2.94
	short	2/20/17	4/03/17	42	9.07	7.87	10.45	1.38	15.25	16.82
Casino Guichard	short	8/24/15	1/30/17	525	56.28	49.78	63.63	7.35	13.06	13.06
Dassault Systèmes	long	3/12/18	5/28/18	77	111.00	116.00		5.00	4.50	4.50
Getlink	short	6/08/09	7/27/09	49	4.18	4.29	4.07	-0.11	-2.56	-2.56
Iliad	long	6/01/09	6/08/09	7	79.13	73.19		-5.94	-7.51	-7.51
SES	short	9/30/13	10/07/13	7	21.15	21.02	21.28	0.13	0.62
	short	2/06/17	2/13/17	7	17.92	19.33	16.51	-1.41	-7.87
	short	11/13/17	3/12/18	119	12.61	12.70	12.52	-0.09	-0.71
	short	1/13/20	1/20/20	7	12.70	12.70	12.70	0.00	0.00
	short	3/02/20	6/04/20	94	7.26	7.30	7.22	-0.04	-0.58	-8.49
Thales	short	5/08/06	12/18/06	224	34.31	37.02	31.60	-2.71	-7.90
	short	5/10/10	12/06/10	210	27.76	28.23	27.29	-0.47	-1.69	-9.46
Ubisoft	short	11/04/19	12/16/19	42	52.10	61.42	42.78	-9.32	-17.89	-17.89
Air France-KLM	short	5/28/18	7/15/19	413	7.31	8.76	5.85	-1.46	-19.93	-19.93
Hermes International	long	12/18/06	7/23/07	217	91.25	77.14		-14.11	-15.46
	short	10/01/12	12/10/12	70	211.45	235.50	187.40	-24.05	-11.37	-25.08

Annotations

3/20/17	CAC Next 20	Klépierre replaces Atos
7/15/16	CAC Next 20	Eiffage replaces Eutelsat
3/21/16	CAC Next 20	Alstom replaces Sodexo
1/05/16	CAC Next 20	complete analysis
12/21/15	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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