Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		CAC Next 20	17,485.900	7/15	-0.81	17,020.200	2.74	18,170.000	-1,149.800	-6.33	-1.75
		Euronext	91.750	7/15	-0.81	88.900	3.21	78.650	10.250	13.03	19.35
	L	Sodexo	78.850	7/15	-0.25	85.700	-7.99	72.480	13.220	18.24	12.88
	L	Klépierre	25.060	7/15	-0.32	25.200	-0.56	24.680	0.520	2.11	7.39
		Bureau Veritas	26.400	7/15	-0.53	26.400		22.870	3.530	15.44	7.24
		Rexel	25.520	7/15	-1.28	24.400	4.59	24.770	-0.370	-1.49	6.72
		Accor	39.580	7/15	0.18	38.190	3.64	34.600	3.590	10.38	5.40
		Getlink	15.965	7/15	-1.08	15.515	2.90	16.565	-1.050	-6.34	-2.59
	S	bioMérieux	95.250	7/15	-0.63	89.700	6.19	100.600	-10.900	-10.83	-5.87
		Gecina	89.350	7/15	1.19	88.450	1.02	110.100	-21.650	-19.66	-6.74
	S	Eiffage	91.840	7/15	-0.86	88.600	3.66	97.020	-8.420	-8.68	-9.38
	S	Arkema	82.250	7/15	-2.20	81.600	0.80	103.000	-21.400	-20.78	-10.40
	L	Ubisoft	22.500	7/15		20.470	9.92	23.110	-2.640	-11.42	-12.89
		Soitec	117.700	7/15	-0.59	104.300	12.85	161.800	-57.500	-35.54	-20.13
		Air France-KLM	8.030	7/15	-0.25	8.100	-0.86	13.592	-5.492	-40.41	-21.01
	S	Sartorius Stedim	167.750	7/15	-0.33	146.700	14.35	239.500	-92.800	-38.75	-23.43
	L	Solvay	32.280	7/15	-0.95	33.490	-3.61	27.730	5.760	20.77	-23.94
		Rémy Cointreau	75.350	7/15	-0.33	77.600	-2.90	115.000	-37.400	-32.52	-26.74
		Valeo	10.070	7/15	-0.79	10.045	0.25	13.915	-3.870	-27.81	-28.87
		Forvia	11.170	7/15	-1.59	11.500	-2.87	20.420	-8.920	-43.68	-29.56
	L	Worldline	10.345	7/15	-2.31	10.425	-0.77	15.670	-5.245	-33.47	-34.26
		Pluxee	23.490	7/15	0.30	26.970	-12.90				-na-
CAC Next 20 - 20 out of 21 instruments rated - 7/01/24 / 1/01/24 - 6 did rise, Market-Ratio(26) = 30.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/06/20	scale up chart	7/01/24

Transactions CAC Next 20 * 26 - 60/40 (2)

													⇐
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	50	469	10.650	12.710	8.590	-2.060	-19	9,034	-40
					Thales	50	169	29.480	37.790	21.170	-8.310	-28	7,629	-54
100							-24						-47
long	11/13/06	8/20/07	280		Casino Guichard	50	0	7,155.000	6,926.000		-229.000	-3	7,629	0
					Hermes International	50	89	85.050	77.790		-7.260	-9	6,983	-11
100							-9						-11
short	8/20/07	9/03/07	14		Natixis	50	345	10.092	10.467	9.717	-0.375	-4	6,854	-63
					Scor	50	203	17.180	18.160	16.200	-0.980	-6	6,655	-78
100							-5						-72
long	9/03/07	9/17/07	14		EDF	50	45	72.950	74.140		1.190	2	6,709	52
					SES	50	208	16.150	16.060		-0.090	-1	6,690	-14
100							1						15
short	9/17/07	5/19/08	245		STMicroelectronics	50	286	11.660	8.595	15.818	4.158	36	7,879	58
					Natixis	50	349	9.611	7.460	12.382	2.771	29	8,846	46
100							32						52
long	5/19/08	6/02/08	14		Gemalto	50	201	22.000	23.450		1.450	7	9,138	428
					Hermes International	50	41	107.160	107.450		0.290	0	9,150	7
100							3						142
short	6/02/08	7/21/08	49		Natixis	50	731	6.256	3.703	10.569	4.313	69	12,302	4,871
					Zodiac Aerospace	50	673	6.792	5.656	8.156	1.364	20	13,221	291
100							45						1,453
long	7/21/08	9/29/08	70		Gemalto	50	280	23.600	25.050		1.450	6	13,627	36
					Hermes International	50	65	100.800	114.000		13.200	13	14,485	90
100							10						61
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/29/08	4/27/09	210		Arkema	50	298	24.227	16.264	36.089	11.862	49	18,019	100
					Natixis	50	3,302	2.200	1.805	2.681	0.481	22	19,609	41
100							35						69
long	4/27/09	5/11/09	14		Gemalto	50	414	23.630	24.990		1.360	6	20,172	330
					Iliad	50	129	76.000	78.800		2.800	4	20,533	157
100							5						233
short	5/11/09	5/18/09	7		EDF	50	298	34.405	36.720	32.090	-2.315	-7	19,843	-97
					Getlink	50	2,583	3.980	3.730	4.247	0.267	7	20,532	2,847
100							0						0
long	5/18/09	7/06/09	49		Gemalto	50	424	24.170	24.380		0.210	1	20,621	7
					Iliad	50	134	76.350	70.060		-6.290	-8	19,779	-47
100							-4						-24
short	7/06/09	7/20/09	14		EDF	50	320	30.830	32.000	29.660	-1.170	-4	19,404	-64
					Natixis	50	7,714	1.285	1.359	1.211	-0.074	-6	18,833	-79
100							-5						-72
long	7/20/09	8/08/11	749		Gemalto	50	365	25.770	27.245		1.475	6	19,372	3
					Atos	50	349	27.005	30.800		3.795	14	20,696	7
100							10						5
short	8/08/11	2/06/12	182		EDF	50	469	22.045	18.470	26.312	4.267	19	22,697	43
					STMicroelectronics	50	2,257	4.588	5.241	3.935	-0.653	-14	21,224	-27
100							3						5
long	2/06/12	9/29/14	966		Gemalto	50	246	43.000	72.600		29.600	69	28,505	22
					Hermes International	50	38	276.850	236.150		-40.700	-15	26,959	-6
100							27						10
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/29/14	12/29/14	91		Arkema	50	261	51.456	55.140	47.772	-3.684	-7	25,997	-26
					Bureau Veritas	50	778	17.370	18.450	16.290	-1.080	-6	25,157	-23
100							-7						-24
long	12/29/14	8/24/15	238		SES	50	407	30.840	26.040		-4.800	-16	23,203	-23
					Ingenico	50	145	86.740	111.350		24.610	28	26,772	47
100							6						10
short	8/24/15	7/18/16	329		EDF	50	714	18.740	11.260	31.189	12.449	66	35,660	76
					Casino Guichard	50	2	5,628.000	5,300.000	5,976.299	348.299	6	36,357	7
100							39						44
long	7/18/16	12/17/18	882		Arkema	50	249	73.000	75.160		2.160	3	36,895	1
					Thales	50	235	77.300	102.800		25.500	33	42,887	13
100							18						7
short	12/17/18	4/22/19	126		Natixis	50	4,837	4.433	5.248	3.618	-0.815	-18	38,945	-44
					Forvia	50	700	30.610	48.010	13.210	-17.400	-57	26,765	-91
100							-38						-75
long	4/22/19	10/07/19	168		Air France-KLM	50	120	111.200	100.500		-10.700	-10	25,481	-20
					Edenred	50	318	42.180	42.540		0.360	1	25,596	2
100							-4						-9
short	10/07/19	11/04/19	28		EDF	50	1,305	9.806	9.186	10.468	0.662	7	26,459	134
					Ubisoft	50	215	59.260	52.100	67.404	8.144	14	28,210	436
100							10						256
long	11/04/19	3/09/20	126		Ingenico	50	147	95.640	114.750		19.110	20	31,019	70
					Teleperformance	50	69	204.000	208.200		4.200	2	31,309	6
100							11						35
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/09/20	9/14/20	189		Air France-KLM	50	302	51.780	36.680	73.096	21.316	41	37,747	95
					SES	50	2,361	6.636	6.104	7.214	0.578	9	39,112	18
100							25						54
long	9/14/20	10/11/21	392		Suez Environnement	50	1,286	15.200	19.715		4.515	30	44,918	27
		11/09/20	56		Ingenico	50	138	141.000	126.800		-14.200	-10	42,959	-50
100							10						9
short	10/11/21	1/09/23	455		Orpea	50	0	89,700.000	7,050.000	1,141,289.362	1,051,589.362	1,172	42,959	0
					Ubisoft	50	904	47.500	24.930	90.503	43.003	91	81,834	68
100							91						68
long	1/09/23	6/12/23	154		EDF	50	3,409	12.000	12.000		0.000	0	81,834	0
		8/07/23	210		Rexel	50	1,987	20.590	21.560		0.970	5	83,761	8
100							2						4
short	8/07/23	7/15/24	343		Rémy Cointreau	50	282	148.050	75.350	290.893	142.843	96	124,043	105
					Sartorius Stedim	50	158	265.700	167.750	420.844	155.144	58	148,556	63
100							77						84
accum	6/12/06	7/15/24	6620	days out of 6781 invested (98%)							1,386		148,556	16

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Orpea	short	10/11/21	1/09/23	455	89,700.00	7,050.00	1,141,289.36	1,051,589.36	1,172.34	50	586.17	586.17
Ubisoft	short	10/07/19	11/04/19	28	59.26	52.10	67.40	8.14	13.74		6.87
	short	10/11/21	1/09/23	455	47.50	24.93	90.50	43.00	90.53		45.27	55.25
Gemalto	long	5/19/08	6/02/08	14	22.00	23.45		1.45	6.59		3.30
	long	7/21/08	9/29/08	70	23.60	25.05		1.45	6.14		3.07
	long	4/27/09	5/11/09	14	23.63	24.99		1.36	5.76		2.88
	long	5/18/09	7/06/09	49	24.17	24.38		0.21	0.87		0.43
	long	7/20/09	8/08/11	749	25.77	27.25		1.48	5.72		2.86
	long	2/06/12	9/29/14	966	43.00	72.60		29.60	68.84		34.42	52.10
Rémy Cointreau	short	8/07/23	7/15/24	343	148.05	75.35	290.89	142.84	96.48		48.24	48.24
Natixis	short	8/20/07	9/03/07	14	10.09	10.47	9.72	-0.38	-3.72		-1.86
	short	9/17/07	5/19/08	245	9.61	7.46	12.38	2.77	28.83		14.42
	short	6/02/08	7/21/08	49	6.26	3.70	10.57	4.31	68.94		34.47
	short	9/29/08	4/27/09	210	2.20	1.81	2.68	0.48	21.88		10.94
	short	7/06/09	7/20/09	14	1.29	1.36	1.21	-0.07	-5.76		-2.88
	short	12/17/18	4/22/19	126	4.43	5.25	3.62	-0.82	-18.38		-9.19	47.74
EDF	long	9/03/07	9/17/07	14	72.95	74.14		1.19	1.63		0.82
	short	5/11/09	5/18/09	7	34.41	36.72	32.09	-2.32	-6.73		-3.36
	short	7/06/09	7/20/09	14	30.83	32.00	29.66	-1.17	-3.80		-1.90
	short	8/08/11	2/06/12	182	22.05	18.47	26.31	4.27	19.36		9.68
	short	8/24/15	7/18/16	329	18.74	11.26	31.19	12.45	66.43		33.22
	short	10/07/19	11/04/19	28	9.81	9.19	10.47	0.66	6.75		3.37
	long	1/09/23	6/12/23	154	12.00	12.00		0.00	0.00		0.00	44.35
Sartorius Stedim	short	8/07/23	7/15/24	343	265.70	167.75	420.84	155.14	58.39		29.20	29.20
Arkema	short	9/29/08	4/27/09	210	24.23	16.26	36.09	11.86	48.96		24.48
	short	9/29/14	12/29/14	91	51.46	55.14	47.77	-3.68	-7.16		-3.58
	long	7/18/16	12/17/18	882	73.00	75.16		2.16	2.96		1.48	21.80
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Ingenico	long	12/29/14	8/24/15	238	86.74	111.35		24.61	28.37		14.19
	long	11/04/19	3/09/20	126	95.64	114.75		19.11	19.98		9.99
	long	9/14/20	11/09/20	56	141.00	126.80		-14.20	-10.07		-5.04	19.27
Suez Environnement	long	9/14/20	10/11/21	392	15.20	19.72		4.52	29.70		14.85	14.85
Air France-KLM	long	4/22/19	10/07/19	168	111.20	100.50		-10.70	-9.62		-4.81
	short	3/09/20	9/14/20	189	51.78	36.68	73.10	21.32	41.17		20.58	14.78
Zodiac Aerospace	short	6/02/08	7/21/08	49	6.79	5.66	8.16	1.36	20.09		10.04	10.04
STMicroelectronics	short	9/17/07	5/19/08	245	11.66	8.60	15.82	4.16	35.66		17.83
	short	8/08/11	2/06/12	182	4.59	5.24	3.94	-0.65	-14.23		-7.12	9.44
Atos	long	7/20/09	8/08/11	749	27.01	30.80		3.80	14.05		7.03	7.03
Getlink	short	5/11/09	5/18/09	7	3.98	3.73	4.25	0.27	6.70		3.35	3.35
Rexel	long	1/09/23	8/07/23	210	20.59	21.56		0.97	4.71		2.36	2.36
Casino Guichard	long	11/13/06	8/20/07	280	7,155.00	6,926.00		-229.00	-3.20		-1.60
	short	8/24/15	7/18/16	329	5,628.00	5,300.00	5,976.30	348.30	6.19		3.09	1.44
Teleperformance	long	11/04/19	3/09/20	126	204.00	208.20		4.20	2.06		1.03	1.03
Edenred	long	4/22/19	10/07/19	168	42.18	42.54		0.36	0.85		0.43	0.43
Thales	short	6/12/06	11/13/06	154	29.48	37.79	21.17	-8.31	-28.19		-14.09
	long	7/18/16	12/17/18	882	77.30	102.80		25.50	32.99		16.49	0.08
Iliad	long	4/27/09	5/11/09	14	76.00	78.80		2.80	3.68		1.84
	long	5/18/09	7/06/09	49	76.35	70.06		-6.29	-8.24		-4.12	-2.35
Scor	short	8/20/07	9/03/07	14	17.18	18.16	16.20	-0.98	-5.70		-2.85	-2.85
Bureau Veritas	short	9/29/14	12/29/14	91	17.37	18.45	16.29	-1.08	-6.22		-3.11	-3.11
Hermes International	long	11/13/06	8/20/07	280	85.05	77.79		-7.26	-8.54		-4.27
	long	5/19/08	6/02/08	14	107.16	107.45		0.29	0.27		0.14
	long	7/21/08	9/29/08	70	100.80	114.00		13.20	13.10		6.55
	long	2/06/12	9/29/14	966	276.85	236.15		-40.70	-14.70		-7.35	-5.37
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
SES	short	6/12/06	11/13/06	154	10.65	12.71	8.59	-2.06	-19.34		-9.67
	long	9/03/07	9/17/07	14	16.15	16.06		-0.09	-0.56		-0.28
	long	12/29/14	8/24/15	238	30.84	26.04		-4.80	-15.56		-7.78
	short	3/09/20	9/14/20	189	6.64	6.10	7.21	0.58	8.72		4.36	-13.31
Forvia	short	12/17/18	4/22/19	126	30.61	48.01	13.21	-17.40	-56.84		-28.42	-28.42

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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