Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 4/15/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	∅-RS
		CAC Next 20	17,471.900	Thu	0.31	17,658.900	-1.06	16,354.200	1,304.700	7.98	1.64
	L	Euronext	84.800	Thu	-1.11	88.150	-3.80	68.450	19.700	28.78	23.09
		Accor	39.880	Thu	1.63	40.170	-0.72	31.200	8.970	28.75	18.27
	L	Bureau Veritas	27.200	Thu	1.87	26.880	1.19	23.230	3.650	15.71	10.83
	L	bioMérieux	99.000	Thu	-1.10	105.200	-5.89	90.940	14.260	15.68	9.38
		Rexel	24.150	Thu	2.20	24.040	0.46	20.420	3.620	17.73	8.84
	L	Sartorius Stedim	209.600	Thu	-15.69	254.600	-17.67	188.600	66.000	34.99	8.54
		Arkema	97.350	Thu	0.72	97.800	-0.46	89.500	8.300	9.27	6.24
		Sodexo	77.300	Thu	2.45	76.150	1.51	70.950	5.200	7.33	4.10
		Klépierre	24.360	Thu	1.33	24.020	1.42	22.430	1.590	7.09	3.43
		Eiffage	99.300	Thu	0.98	98.640	0.67	86.080	12.560	14.59	3.26
		Getlink	15.530	Thu	1.50	15.240	1.90	14.905	0.335	2.25	-3.78
	S	Gecina	92.550	Thu	1.20	91.750	0.87	94.700	-2.950	-3.12	-6.13
	L	Valeo	12.405	Thu	5.13	12.420	-0.12	13.180	-0.760	-5.77	-15.74
	S	Ubisoft	21.110	Thu	-0.28	20.390	3.53	29.000	-8.610	-29.69	-18.25
		Forvia	14.615	Thu	7.94	13.950	4.77	16.905	-2.955	-17.48	-22.63
		Rémy Cointreau	92.950	Thu	0.38	89.600	3.74	115.500	-25.900	-22.42	-24.73
	S	Air France-KLM	9.880	Thu	4.22	9.210	7.27	12.046	-2.836	-23.54	-28.72
		Soitec	89.700	Thu	-1.10	91.250	-1.70	152.300	-61.050	-40.09	-37.13
	L	Solvay	30.650	Thu	2.85	29.450	4.07	102.100	-72.650	-71.16	-39.66
	L	Worldline	10.170	Thu	-5.31	11.010	-7.63	23.540	-12.530	-53.23	-41.44
		Pluxee	25.420	Thu	3.71	25.110	1.23				-na-
CAC Next 20 - 20 out of 21 instruments rated - 4/15/24 / 10/16/23 - 11 did rise, Market-Ratio(26) = 55.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Next 20 RS = 26 - B/S = 60/40

1/06/20	scale up chart	4/15/24

Transactions CAC Next 20 * 26 - 60/40 (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		6/12/06	161		- cash -
short	6/12/06	11/13/06	154		SES	100	938	10.650	12.710	8.590	-2.060	-19	8,068	-40
long	11/13/06	8/20/07	280		Hermes International	100	94	85.050	77.790		-7.260	-9	7,385	-11
short	8/20/07	9/03/07	14		Natixis	100	731	10.092	10.467	9.717	-0.375	-4	7,111	-63
long	9/03/07	9/17/07	14		EDF	100	97	72.950	74.140		1.190	2	7,227	52
short	9/17/07	5/19/08	245		Natixis	100	751	9.611	7.460	12.382	2.771	29	9,308	46
long	5/19/08	6/02/08	14		Hermes International	100	86	107.160	107.450		0.290	0	9,333	7
short	6/02/08	7/21/08	49		Natixis	100	1,491	6.256	3.703	10.569	4.313	69	15,764	4,871
long	7/21/08	9/29/08	70		Hermes International	100	156	100.800	114.000		13.200	13	17,823	90
short	9/29/08	4/27/09	210		Natixis	100	8,101	2.200	1.805	2.681	0.481	22	21,723	41
long	4/27/09	5/11/09	14		Iliad	100	285	76.000	78.800		2.800	4	22,521	157
short	5/11/09	5/18/09	7		Getlink	100	5,658	3.980	3.730	4.247	0.267	7	24,030	2,847
long	5/18/09	7/06/09	49		Iliad	100	314	76.350	70.060		-6.290	-8	22,055	-47
short	7/06/09	7/20/09	14		EDF	100	715	30.830	32.000	29.660	-1.170	-4	21,218	-64
long	7/20/09	8/08/11	749		Atos	100	785	27.005	30.800		3.795	14	24,198	7
short	8/08/11	2/06/12	182		STMicroelectronics	100	5,274	4.588	5.241	3.935	-0.653	-14	20,754	-27
long	2/06/12	9/29/14	966		Hermes International	100	74	276.850	236.150		-40.700	-15	17,742	-6
short	9/29/14	12/29/14	91		Arkema	100	344	51.456	55.140	47.772	-3.684	-7	16,475	-26
long	12/29/14	8/24/15	238		Ingenico	100	189	86.740	111.350		24.610	28	21,126	47
short	8/24/15	7/18/16	329		Casino Guichard	100	375	56.280	53.000	59.763	3.483	6	22,432	7
long	7/18/16	12/17/18	882		Arkema	100	307	73.000	75.160		2.160	3	23,095	1
short	12/17/18	4/22/19	126		Forvia	100	754	30.610	48.010	13.210	-17.400	-57	9,975	-91
long	4/22/19	10/07/19	168		Edenred	100	236	42.180	42.540		0.360	1	10,060	2
short	10/07/19	11/04/19	28		EDF	100	1,025	9.806	9.186	10.468	0.662	7	10,739	134
long	11/04/19	3/09/20	126		Ingenico	100	112	95.640	114.750		19.110	20	12,879	70
short	3/09/20	9/14/20	189		SES	100	1,940	6.636	6.104	7.214	0.578	9	14,001	18
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/14/20	11/09/20	56		Ingenico	100	99	141.000	126.800		-14.200	-10	12,595	-50
11/09/20		10/11/21	336		- cash -
short	10/11/21	1/09/23	455		Ubisoft	100	265	47.500	24.930	90.503	43.003	91	23,991	68
long	1/09/23	6/12/23	154		EDF	100	1,999	12.000	12.000		0.000	0	23,991	0
6/12/23		8/07/23	56		- cash -
short	8/07/23	4/18/24	255		Sartorius Stedim	100	90	265.700	209.600	336.815	71.115	27	30,392	40
accum	6/12/06	4/18/24	6129	days out of 6682 invested (92%)							204		30,392	7

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Natixis	short	8/20/07	9/03/07	14	10.09	10.47	9.72	-0.38	-3.72
	short	9/17/07	5/19/08	245	9.61	7.46	12.38	2.77	28.83
	short	6/02/08	7/21/08	49	6.26	3.70	10.57	4.31	68.94
	short	9/29/08	4/27/09	210	2.20	1.81	2.68	0.48	21.88	155.43
Ubisoft	short	10/11/21	1/09/23	455	47.50	24.93	90.50	43.00	90.53	90.53
Ingenico	long	12/29/14	8/24/15	238	86.74	111.35		24.61	28.37
	long	11/04/19	3/09/20	126	95.64	114.75		19.11	19.98
	long	9/14/20	11/09/20	56	141.00	126.80		-14.20	-10.07	38.51
Sartorius Stedim	short	8/07/23	4/18/24	255	265.70	209.60	336.82	71.12	26.77	26.77
Atos	long	7/20/09	8/08/11	749	27.01	30.80		3.80	14.05	14.05
Getlink	short	5/11/09	5/18/09	7	3.98	3.73	4.25	0.27	6.70	6.70
Casino Guichard	short	8/24/15	7/18/16	329	56.28	53.00	59.76	3.48	6.19	6.19
EDF	long	9/03/07	9/17/07	14	72.95	74.14		1.19	1.63
	short	7/06/09	7/20/09	14	30.83	32.00	29.66	-1.17	-3.80
	short	10/07/19	11/04/19	28	9.81	9.19	10.47	0.66	6.75
	long	1/09/23	6/12/23	154	12.00	12.00		0.00	0.00	4.37
Edenred	long	4/22/19	10/07/19	168	42.18	42.54		0.36	0.85	0.85
Arkema	short	9/29/14	12/29/14	91	51.46	55.14	47.77	-3.68	-7.16
	long	7/18/16	12/17/18	882	73.00	75.16		2.16	2.96	-4.41
Iliad	long	4/27/09	5/11/09	14	76.00	78.80		2.80	3.68
	long	5/18/09	7/06/09	49	76.35	70.06		-6.29	-8.24	-4.86
Hermes International	long	11/13/06	8/20/07	280	85.05	77.79		-7.26	-8.54
	long	5/19/08	6/02/08	14	107.16	107.45		0.29	0.27
	long	7/21/08	9/29/08	70	100.80	114.00		13.20	13.10
	long	2/06/12	9/29/14	966	276.85	236.15		-40.70	-14.70	-11.53
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
SES	short	6/12/06	11/13/06	154	10.65	12.71	8.59	-2.06	-19.34
	short	3/09/20	9/14/20	189	6.64	6.10	7.21	0.58	8.72	-12.31
STMicroelectronics	short	8/08/11	2/06/12	182	4.59	5.24	3.94	-0.65	-14.23	-14.23
Forvia	short	12/17/18	4/22/19	126	30.61	48.01	13.21	-17.40	-56.84	-56.84

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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