Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 in Dollar - 11/28/22 - RS = 31

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	11/28/22	⇓ Δwk	4/25/22	prc diff	⇓ Δ31	∅-RS
		CAC Next 20	17,617.901	8/12/24	-0.27	17,332.764		18,399.101	-1,066.337	-5.80	-3.89
	L	Sodexo	89.254	8/12/24	0.52	68.476		56.421	12.055	21.37	16.66
	L	Worldline	8.075	8/12/24	-0.79	47.854		37.714	10.139	26.88	9.56
	L	Solvay	31.637	8/12/24	-1.83	99.658		95.004	4.654	4.90	4.15
	S	Eiffage	93.122	8/12/24	-0.60	97.569		101.394	-3.824	-3.77	2.97
	L	Klépierre	27.221	8/12/24	-0.45	22.981		24.593	-1.612	-6.55	3.03
		Rexel	22.588	8/12/24	-1.22	19.061		21.076	-2.015	-9.56	2.05
	S	bioMérieux	99.958	8/12/24	-0.67	101.251		97.663	3.588	3.67	-1.46
		Soitec	109.732	8/12/24	0.66	160.409		165.201	-4.792	-2.90	-1.40
		Bureau Veritas	28.917	8/12/24	-0.50	26.497		28.666	-2.169	-7.57	-2.71
		Getlink	16.449	8/12/24	-0.03	16.522		18.948	-2.426	-12.81	-3.73
	S	Sartorius Stedim	178.198	8/12/24	-1.54	342.434		332.440	9.994	3.01	-7.41
		Gecina	96.287	8/12/24	-0.64	98.252		117.710	-19.458	-16.53	-7.84
		Euronext	95.718	8/12/24	1.26	74.030		83.319	-9.289	-11.15	-8.55
		Accor	34.719	8/12/24	-0.74	25.556		32.536	-6.981	-21.45	-10.20
		Valeo	9.722	8/12/24	-0.95	18.099		18.503	-0.404	-2.19	-11.21
		Rémy Cointreau	71.931	8/12/24	-2.25	166.408		199.721	-33.313	-16.68	-12.30
	S	Arkema	80.618	8/12/24	-1.39	87.227		117.013	-29.786	-25.46	-16.64
		Forvia	9.480	8/12/24	0.17	16.025		24.560	-8.535	-34.75	-25.44
	L	Ubisoft	17.716	8/12/24	1.36	27.273		45.111	-17.839	-39.54	-34.08
		Air France-KLM	7.918	8/12/24	-0.44	13.135		43.471	-30.337	-69.79	-37.89
		Pluxee	21.191	8/12/24	2.35						-na-
CAC Next 20 - 20 out of 21 instruments rated - 11/28/22 / 4/25/22 - 5 did rise, Market-Ratio(31) in USD = 25.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Next 20 RS = 31 - B/S = 73/70

1/04/21	scale up chart	7/01/24

Transactions CAC Next 20 in Dollar * 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	229	43.663	48.422	38.904	-4.759	-11	8,910	-17
long	12/18/06	7/23/07	217		Hermes International	100	74	119.355	106.661		-12.694	-11	7,971	-17
short	7/23/07	6/01/09	679		Natixis	100	498	15.991	2.094	122.112	106.121	664	60,819	198
long	6/01/09	6/08/09	7		Iliad	100	543	111.954	102.225		-9.729	-9	55,536	-99
short	6/08/09	7/27/09	49		Getlink	100	9,511	5.839	6.089	5.588	-0.251	-4	53,153	-28
long	7/27/09	8/10/09	14		Atos	100	1,338	39.707	46.573		6.866	17	62,339	6,295
short	8/10/09	8/24/09	14		EDF	100	1,297	48.055	52.938	43.173	-4.883	-10	56,006	-94
long	8/24/09	5/10/10	259		Arkema	100	1,655	33.832	37.125		3.293	10	61,456	14
short	5/10/10	12/06/10	210		Thales	100	1,732	35.466	37.876	33.056	-2.410	-7	57,282	-12
long	12/06/10	6/20/11	196		Arkema	100	827	69.260	93.865		24.605	36	77,630	76
short	6/20/11	6/27/11	7		EDF	100	2,090	37.143	36.615	37.679	0.536	1	78,750	111
long	6/27/11	7/11/11	14		Arkema	100	852	92.377	94.953		2.576	3	80,944	105
short	7/11/11	3/12/12	245		Natixis	100	17,437	4.642	3.570	6.035	1.393	30	105,238	48
long	3/12/12	5/28/12	77		Gemalto	100	1,708	61.608	62.571		0.963	2	106,883	8
short	5/28/12	6/18/12	21		Natixis	100	44,486	2.403	2.508	2.297	-0.106	-4	102,178	-54
long	6/18/12	10/01/12	105		Gemalto	100	1,519	67.223	89.330		22.108	33	135,759	169
short	10/01/12	12/10/12	70		Hermes International	100	499	271.861	304.431	239.292	-32.570	-12	119,507	-49
long	12/10/12	9/30/13	294		Gemalto	100	1,247	95.815	107.610		11.795	12	134,215	16
short	9/30/13	10/07/13	7		SES	100	4,680	28.675	28.541	28.810	0.135	0	134,846	28
long	10/07/13	10/28/13	21		EDF	100	4,179	32.261	35.256		2.995	9	147,360	368
short	10/28/13	11/11/13	14		STMicroelectronics	100	19,108	7.712	7.580	7.846	0.134	2	149,928	57
long	11/11/13	12/09/13	28		EDF	100	4,320	34.700	36.601		1.901	5	158,139	100
short	12/09/13	1/13/14	35		STMicroelectronics	100	21,119	7.488	7.880	7.096	-0.392	-5	149,862	-43
long	1/13/14	6/23/14	161		Natixis	100	23,152	6.473	6.621		0.148	2	153,294	5
short	6/23/14	1/26/15	217		Arkema	100	1,594	96.119	70.497	131.053	34.934	36	208,979	68
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	2,002	104.375	129.277		24.903	24	258,834	45
short	8/24/15	1/30/17	525		Casino Guichard	100	39	6,534.108	5,322.975	8,020.809	1,486.701	23	316,816	15
long	1/30/17	2/06/17	7		STMicroelectronics	100	23,712	13.361	14.178		0.817	6	336,189	2,108
short	2/06/17	2/13/17	7		SES	100	17,458	19.257	20.473	18.041	-1.216	-6	314,959	-97
long	2/13/17	2/20/17	7		STMicroelectronics	100	23,019	13.682	14.382		0.700	5	331,079	1,250
short	2/20/17	4/03/17	42		EDF	100	34,478	9.602	8.397	10.981	1.378	14	378,593	221
long	4/03/17	11/13/17	224		STMicroelectronics	100	24,829	15.247	23.772		8.524	56	590,238	106
short	11/13/17	3/12/18	119		SES	100	40,119	14.712	15.658	13.766	-0.946	-6	552,294	-18
long	3/12/18	5/28/18	77		Dassault Systèmes	100	20,178	27.370	26.983		-0.387	-1	544,477	-7
short	5/28/18	7/15/19	413		Air France-KLM	100	6,407	84.973	98.682	71.264	-13.709	-16	456,644	-14
long	7/15/19	7/22/19	7		Ingenico	100	5,119	89.199	89.023		-0.176	0	455,745	-10
short	7/22/19	7/29/19	7		Natixis	100	109,651	4.156	4.171	4.142	-0.014	0	454,178	-16
long	7/29/19	8/12/19	14		Ingenico	100	4,776	95.095	92.764		-2.331	-2	443,046	-48
short	8/12/19	10/28/19	77		Natixis	100	108,548	4.082	4.612	3.551	-0.531	-13	385,436	-48
long	10/28/19	11/04/19	7		Ingenico	100	3,646	105.714	106.586		0.872	1	388,615	53
short	11/04/19	12/16/19	42		Ubisoft	100	6,693	58.063	68.473	47.653	-10.410	-18	318,940	-82
long	12/16/19	1/13/20	28		Ingenico	100	3,026	105.374	109.494		4.120	4	331,408	65
short	1/13/20	1/20/20	7		SES	100	23,308	14.219	14.219	14.219	-0.000	0	331,407	0
long	1/20/20	3/02/20	42		Ingenico	100	3,026	109.494	146.326		36.833	34	442,862	1,143
short	3/02/20	10/19/20	231		SES	100	54,646	8.104	7.837	8.380	0.276	3	457,930	5
long	10/19/20	11/02/20	14		Sartorius Stedim	100	1,273	359.458	380.553		21.095	6	484,785	342
short	11/02/20	11/09/20	7		Klépierre	100	37,704	12.858	17.735	7.981	-4.877	-38	300,901	-100
long	11/09/20	6/28/21	231		Sartorius Stedim	100	794	378.576	480.082		101.506	27	381,497	46
short	6/28/21	7/05/21	7		Ubisoft	100	5,461	69.847	71.821	67.874	-1.973	-3	370,722	-78
long	7/05/21	7/12/21	7		Klépierre	100	13,656	27.146	26.403		-0.744	-3	360,563	-77
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/12/21	7/26/21	14		Ubisoft	100	5,074	71.047	65.012	77.643	6.596	9	394,029	912
long	7/26/21	8/02/21	7		Sartorius Stedim	100	729	539.878	575.281		35.403	7	419,838	2,644
short	8/02/21	2/06/23	553		Ubisoft	100	6,606	63.548	22.214	181.794	118.246	186	1,200,973	100
long	2/06/23	2/27/23	21		Rexel	100	51,838	23.168	25.114		1.947	8	1,301,876	306
short	2/27/23	4/24/23	56		Ubisoft	100	59,186	21.996	28.212	15.780	-6.216	-28	933,993	-89
long	4/24/23	6/12/23	49		Sodexo	100	11,883	78.593	79.744		1.151	1	947,669	11
short	6/12/23	7/24/23	42		Rémy Cointreau	100	6,097	155.413	161.328	149.498	-5.915	-4	911,606	-29
long	7/24/23	8/07/23	14		Forvia	100	33,070	27.566	23.812		-3.754	-14	787,451	-98
short	8/07/23	8/12/24	371		Sartorius Stedim	100	2,693	292.363	184.812	462.502	170.139	58	1,245,635	57
accum	5/08/06	8/12/24	7006	days out of 7132 invested (98%)							12,356		1,245,635	29

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	15.99	2.09	122.11	106.12	663.64
	short	7/11/11	3/12/12	245	4.64	3.57	6.04	1.39	30.01
	short	5/28/12	6/18/12	21	2.40	2.51	2.30	-0.11	-4.40
	long	1/13/14	6/23/14	161	6.47	6.62		0.15	2.29
	short	7/22/19	7/29/19	7	4.16	4.17	4.14	-0.01	-0.34
	short	8/12/19	10/28/19	77	4.08	4.61	3.55	-0.53	-13.00	741.71
Sartorius Stedim	long	10/19/20	11/02/20	14	359.46	380.55		21.10	5.87
	long	11/09/20	6/28/21	231	378.58	480.08		101.51	26.81
	long	7/26/21	8/02/21	7	539.88	575.28		35.40	6.56
	short	8/07/23	8/12/24	371	292.36	184.81	462.50	170.14	58.19	126.31
Arkema	long	8/24/09	5/10/10	259	33.83	37.12		3.29	9.73
	long	12/06/10	6/20/11	196	69.26	93.87		24.61	35.53
	long	6/27/11	7/11/11	14	92.38	94.95		2.58	2.79
	short	6/23/14	1/26/15	217	96.12	70.50	131.05	34.93	36.34	108.42
Ubisoft	short	11/04/19	12/16/19	42	58.06	68.47	47.65	-10.41	-17.93
	short	6/28/21	7/05/21	7	69.85	71.82	67.87	-1.97	-2.82
	short	7/12/21	7/26/21	14	71.05	65.01	77.64	6.60	9.28
	short	8/02/21	2/06/23	553	63.55	22.21	181.79	118.25	186.07
	short	2/27/23	4/24/23	56	22.00	28.21	15.78	-6.22	-28.26	78.87
Ingenico	long	1/26/15	8/24/15	210	104.37	129.28		24.90	23.86
	long	7/15/19	7/22/19	7	89.20	89.02		-0.18	-0.20
	long	7/29/19	8/12/19	14	95.09	92.76		-2.33	-2.45
	long	10/28/19	11/04/19	7	105.71	106.59		0.87	0.82
	long	12/16/19	1/13/20	28	105.37	109.49		4.12	3.91
	long	1/20/20	3/02/20	42	109.49	146.33		36.83	33.64	68.83
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
STMicroelectronics	short	10/28/13	11/11/13	14	7.71	7.58	7.85	0.13	1.74
	short	12/09/13	1/13/14	35	7.49	7.88	7.10	-0.39	-5.23
	long	1/30/17	2/06/17	7	13.36	14.18		0.82	6.12
	long	2/13/17	2/20/17	7	13.68	14.38		0.70	5.12
	long	4/03/17	11/13/17	224	15.25	23.77		8.52	55.91	67.67
Gemalto	long	3/12/12	5/28/12	77	61.61	62.57		0.96	1.56
	long	6/18/12	10/01/12	105	67.22	89.33		22.11	32.89
	long	12/10/12	9/30/13	294	95.81	107.61		11.79	12.31	51.58
Casino Guichard	short	8/24/15	1/30/17	525	6,534.11	5,322.98	8,020.81	1,486.70	22.75	22.75
EDF	short	8/10/09	8/24/09	14	48.06	52.94	43.17	-4.88	-10.16
	short	6/20/11	6/27/11	7	37.14	36.61	37.68	0.54	1.44
	long	10/07/13	10/28/13	21	32.26	35.26		2.99	9.28
	long	11/11/13	12/09/13	28	34.70	36.60		1.90	5.48
	short	2/20/17	4/03/17	42	9.60	8.40	10.98	1.38	14.35	20.13
Atos	long	7/27/09	8/10/09	14	39.71	46.57		6.87	17.29	17.29
Rexel	long	2/06/23	2/27/23	21	23.17	25.11		1.95	8.40	8.40
Sodexo	long	4/24/23	6/12/23	49	78.59	79.74		1.15	1.46	1.46
Dassault Systèmes	long	3/12/18	5/28/18	77	27.37	26.98		-0.39	-1.42	-1.42
Rémy Cointreau	short	6/12/23	7/24/23	42	155.41	161.33	149.50	-5.91	-3.81	-3.81
Getlink	short	6/08/09	7/27/09	49	5.84	6.09	5.59	-0.25	-4.29	-4.29
Iliad	long	6/01/09	6/08/09	7	111.95	102.22		-9.73	-8.69	-8.69
SES	short	9/30/13	10/07/13	7	28.68	28.54	28.81	0.13	0.47
	short	2/06/17	2/13/17	7	19.26	20.47	18.04	-1.22	-6.31
	short	11/13/17	3/12/18	119	14.71	15.66	13.77	-0.95	-6.43
	short	1/13/20	1/20/20	7	14.22	14.22	14.22	-0.00	0.00
	short	3/02/20	10/19/20	231	8.10	7.84	8.38	0.28	3.40	-8.93
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Forvia	long	7/24/23	8/07/23	14	27.57	23.81		-3.75	-13.62	-13.62
Air France-KLM	short	5/28/18	7/15/19	413	84.97	98.68	71.26	-13.71	-16.13	-16.13
Thales	short	5/08/06	12/18/06	224	43.66	48.42	38.90	-4.76	-10.90
	short	5/10/10	12/06/10	210	35.47	37.88	33.06	-2.41	-6.80	-16.95
Hermes International	long	12/18/06	7/23/07	217	119.36	106.66		-12.69	-10.64
	short	10/01/12	12/10/12	70	271.86	304.43	239.29	-32.57	-11.98	-21.34
Klépierre	short	11/02/20	11/09/20	7	12.86	17.73	7.98	-4.88	-37.93
	long	7/05/21	7/12/21	7	27.15	26.40		-0.74	-2.74	-39.63

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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