Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 in Japanese yen - 13/03/23 - RS = 26

		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	12/09/22	prc diff	⇓ Δ26	∅-RS
	L	CAC Next 20	2,402,522.265	Mon	0.23	2,438,526.140	-1.48	2,442,994.171	-4,468.031	-0.18	3.89
	L	Rexel	3,069.909	Mon	-1.01	3,262.941	-5.92	2,567.686	695.255	27.08	28.25
	L	Faurecia	2,600.200	Mon	-3.17	3,001.276	-13.36	2,191.188	810.088	36.97	23.07
		EDF	1,690.809	Mon	-0.13	1,692.239	-0.08	1,727.418	-35.178	-2.04	15.97
		Solvay	13,992.610	Mon	1.37	14,534.527	-3.73	12,316.236	2,218.291	18.01	14.28
	L	Eiffage	14,463.034	Mon	1.35	14,620.319	-1.08	13,305.804	1,314.514	9.88	13.59
	L	Accor	4,117.997	Mon	0.77	4,162.322	-1.06	3,567.352	594.970	16.68	11.91
	L	Klépierre	3,290.108	Mon	1.86	3,321.565	-0.95	3,020.637	300.928	9.96	10.30
	L	Valeo	2,477.232	Mon	-0.43	2,778.933	-10.86	2,804.259	-25.326	-0.90	8.95
		Edenred	7,415.254	Mon	0.31	7,375.218	0.54	7,348.197	27.021	0.37	8.38
		Sodexo	12,148.091	Mon	1.02	11,742.010	3.46	11,765.193	-23.183	-0.20	5.86
		Gecina	14,062.673	Mon	1.18	14,327.197	-1.85	13,516.412	810.785	6.00	3.88
	L	Bureau Veritas	3,761.962	Mon	1.00	3,723.355	1.04	3,700.064	23.292	0.63	3.73
		Aéroports de Paris	18,173.521	Mon	-2.68	19,303.110	-5.85	19,481.233	-178.123	-0.91	2.85
	L	Arkema	12,745.772	Mon	0.59	13,197.608	-3.42	12,728.796	468.811	3.68	1.94
	S	bioMérieux	13,909.678	Mon	-0.27	13,437.824	3.51	13,230.793	207.031	1.56	1.21
		Rémy Cointreau	24,078.842	Mon	2.00	23,421.107	2.81	26,513.518	-3,092.411	-11.66	-3.38
	S	Sartorius Stedim	42,981.592	Mon	-0.40	43,696.522	-1.64	55,666.847	-11,970.325	-21.50	-5.56
		Euronext	9,668.713	Mon	0.68	9,745.926	-0.79	10,247.662	-501.736	-4.90	-5.88
	S	Getlink	2,152.654	Mon	-1.67	2,105.469	2.24	2,590.766	-485.297	-18.73	-10.46
		Ubisoft	3,254.361	Mon	-2.74	3,230.054	0.75	5,418.105	-2,188.051	-40.38	-27.61
CAC Next 20 - 20 out of 20 instruments rated - 13/03/23 / 12/09/22 - 11 did rise, Market-Ratio(26) in JPY = 55.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

7/01/19	scale up chart	13/03/23

Transactions CAC Next 20 in Japanese yen * 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
2/01/06		12/06/06	161		- cash -
short	12/06/06	13/11/06	154		SES	50	3	1,534.133	1,919.718	1,148.547	-385.586	-25	8,843	-50
					Thales	50	1	4,246.594	5,707.802	2,785.386	-1,461.208	-34	7,382	-63
100							-30						-56
long	13/11/06	20/08/07	280		Casino Guichard	50	0	10,806.912	10,671.581		-135.331	-1	7,382	0
					Hermes International	50	0	12,845.952	11,985.883		-860.069	-7	7,382	0
100							0						-100
short	20/08/07	3/09/07	14		Natixis	50	2	1,554.975	1,651.379	1,458.572	-96.403	-6	7,189	-81
					Scor	50	1	2,647.094	2,865.103	2,429.086	-218.009	-8	6,971	-89
100							-7						-85
long	3/09/07	17/09/07	14		EDF	50	0	11,509.322	11,867.590		358.268	3	6,971	0
					SES	50	2	2,547.986	2,570.724		22.739	1	7,017	26
100							1						26
short	17/09/07	19/05/08	245		STMicroelectronics	50	1	1,866.416	1,394.797	2,497.504	631.087	34	7,648	54
					Natixis	50	3	1,538.433	1,210.609	1,955.029	416.596	27	8,898	43
100							29						46
long	19/05/08	2/06/08	14		Gemalto	50	1	3,570.160	3,848.380		278.220	8	9,176	607
					Hermes International	50	0	17,389.925	17,633.620		243.695	1	9,176	0
100							8						607
short	2/06/08	21/07/08	49		Natixis	50	4	1,026.672	627.621	1,679.445	652.773	64	11,787	3,809
					Zodiac Aerospace	50	4	1,114.635	958.635	1,296.021	181.386	16	12,512	207
100							39						1,060
long	21/07/08	29/09/08	70		Gemalto	50	1	3,999.964	3,880.746		-119.218	-3	12,393	-15
					Hermes International	50	0	17,084.592	17,660.880		576.288	3	12,393	0
100							-3						-15
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	29/09/08	27/04/09	210		Arkema	50	1	3,753.247	2,092.852	6,730.942	2,977.695	79	15,371	176
					Natixis	50	25	340.824	232.267	500.118	159.294	47	19,353	95
100							57						118
long	27/04/09	11/05/09	14		Gemalto	50	3	3,040.708	3,355.657		314.949	10	20,298	1,206
					Iliad	50	1	9,779.680	10,581.264		801.584	8	21,100	680
100							9						901
short	11/05/09	18/05/09	7		EDF	50	2	4,619.903	4,715.582	4,524.224	-95.679	-2	20,908	-66
					Getlink	50	22	534.434	479.007	596.276	61.842	12	22,269	30,068
100							6						1,587
long	18/05/09	6/07/09	49		Gemalto	50	3	3,103.911	3,273.259		169.347	5	22,777	49
					Iliad	50	1	9,804.867	9,406.256		-398.611	-4	22,378	-27
100							1						4
short	6/07/09	20/07/09	14		EDF	50	2	4,139.236	4,253.120	4,025.352	-113.884	-3	22,150	-52
					Natixis	50	81	172.524	180.625	164.424	-8.101	-5	21,494	-71
100							-4						-65
long	20/07/09	8/08/11	749		Gemalto	50	3	3,425.091	3,054.437		-370.654	-11	20,382	-5
					Atos	50	3	3,589.235	3,452.988		-136.247	-4	19,974	-2
100							-7						-4
short	8/08/11	6/02/12	182		EDF	50	4	2,471.465	1,860.483	3,283.093	811.628	33	23,220	77
					STMicroelectronics	50	19	514.361	527.926	500.795	-13.565	-3	22,962	-5
100							15						33
long	6/02/12	29/09/14	966		Gemalto	50	2	4,331.390	10,082.398		5,751.008	133	34,464	38
					Hermes International	50	0	27,887.101	32,795.567		4,908.467	18	34,464	0
100							133						38
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	29/09/14	29/12/14	91		Arkema	50	2	7,146.003	8,087.108	6,204.899	-941.105	-13	32,582	-43
					Bureau Veritas	50	8	2,412.276	2,705.969	2,118.583	-293.693	-12	30,233	-41
100							-13						-42
long	29/12/14	24/08/15	238		SES	50	3	4,523.149	3,580.422		-942.727	-21	27,404	-30
					Ingenico	50	1	12,721.722	15,310.291		2,588.569	20	29,993	33
100							-1						-1
short	24/08/15	18/07/16	329		EDF	50	5	2,576.694	1,324.221	5,013.778	2,437.085	95	42,178	109
					Casino Guichard	50	2	7,738.331	6,233.012	9,607.196	1,868.865	24	45,916	27
100							56						64
long	18/07/16	17/12/18	882		Arkema	50	2	8,585.092	9,621.758		1,036.666	12	47,990	5
					Thales	50	3	9,090.789	13,160.148		4,069.358	45	60,198	17
100							32						12
short	17/12/18	22/04/19	126		Natixis	50	53	567.499	661.421	473.578	-93.922	-17	55,220	-41
					Faurecia	50	7	3,918.600	6,050.844	1,786.356	-2,132.244	-54	40,294	-90
100							-35						-71
long	22/04/19	7/10/19	168		Air France-KLM	50	14	1,401.487	1,181.478		-220.009	-16	37,214	-31
					Edenred	50	3	5,316.072	5,001.002		-315.070	-6	36,269	-12
100							-11						-23
short	7/10/19	4/11/19	28		EDF	50	15	1,152.793	1,111.322	1,195.812	43.019	4	36,914	61
					Ubisoft	50	2	6,966.606	6,303.058	7,700.008	733.402	11	38,381	269
100							7						135
long	4/11/19	9/03/20	126		Ingenico	50	1	11,570.527	13,435.045		1,864.518	16	40,245	54
					Teleperformance	50	1	24,679.920	24,376.264		-303.656	-1	39,942	-4
100							4						13
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/03/20	14/09/20	189		Air France-KLM	50	32	606.245	459.721	799.470	193.225	32	46,125	71
					SES	50	26	776.950	765.033	789.052	12.102	2	46,440	3
100							16						34
long	14/09/20	11/10/21	392		Suez Environnement	50	12	1,905.062	2,585.011		679.949	36	54,599	33
		25/01/21	133		Ingenico	50	1	17,671.953	15,982.760		-1,689.193	-10	52,910	-24
100							16						15
short	11/10/21	9/01/23	455		Orpea	50	2	11,761.374	998.611	138,522.284	126,760.910	1,078	306,432	623
					Ubisoft	50	4	6,228.153	3,531.260	10,984.716	4,756.563	76	325,458	58
100							563						356
long	9/01/23	20/03/23	70		EDF	50	95	1,699.764	1,690.809		-8.955	-1	324,607	-3
					Rexel	50	56	2,916.512	3,069.909		153.398	5	333,197	31
100							2						13
accum	12/06/06	20/03/23	6126	days out of 6287 invested (97%)							3,232		333,197	23

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	11/10/21	9/01/23	455	11,761.37	998.61	138,522.28	126,760.91	1,077.77	50	538.89	538.89
Gemalto	long	19/05/08	2/06/08	14	3,570.16	3,848.38		278.22	7.79		3.90
	long	21/07/08	29/09/08	70	3,999.96	3,880.75		-119.22	-2.98		-1.49
	long	27/04/09	11/05/09	14	3,040.71	3,355.66		314.95	10.36		5.18
	long	18/05/09	6/07/09	49	3,103.91	3,273.26		169.35	5.46		2.73
	long	20/07/09	8/08/11	749	3,425.09	3,054.44		-370.65	-10.82		-5.41
	long	6/02/12	29/09/14	966	4,331.39	10,082.40		5,751.01	132.78		66.39	74.04
EDF	long	3/09/07	17/09/07	14	11,509.32	11,867.59		358.27	3.11		1.56
	short	11/05/09	18/05/09	7	4,619.90	4,715.58	4,524.22	-95.68	-2.07		-1.04
	short	6/07/09	20/07/09	14	4,139.24	4,253.12	4,025.35	-113.88	-2.75		-1.38
	short	8/08/11	6/02/12	182	2,471.46	1,860.48	3,283.09	811.63	32.84		16.42
	short	24/08/15	18/07/16	329	2,576.69	1,324.22	5,013.78	2,437.08	94.58		47.29
	short	7/10/19	4/11/19	28	1,152.79	1,111.32	1,195.81	43.02	3.73		1.87
	long	9/01/23	20/03/23	70	1,699.76	1,690.81		-8.95	-0.53		-0.26	72.69
Natixis	short	20/08/07	3/09/07	14	1,554.98	1,651.38	1,458.57	-96.40	-6.20		-3.10
	short	17/09/07	19/05/08	245	1,538.43	1,210.61	1,955.03	416.60	27.08		13.54
	short	2/06/08	21/07/08	49	1,026.67	627.62	1,679.45	652.77	63.58		31.79
	short	29/09/08	27/04/09	210	340.82	232.27	500.12	159.29	46.74		23.37
	short	6/07/09	20/07/09	14	172.52	180.62	164.42	-8.10	-4.70		-2.35
	short	17/12/18	22/04/19	126	567.50	661.42	473.58	-93.92	-16.55		-8.28	60.23
Ubisoft	short	7/10/19	4/11/19	28	6,966.61	6,303.06	7,700.01	733.40	10.53		5.26
	short	11/10/21	9/01/23	455	6,228.15	3,531.26	10,984.72	4,756.56	76.37		38.19	45.46
Arkema	short	29/09/08	27/04/09	210	3,753.25	2,092.85	6,730.94	2,977.69	79.34		39.67
	short	29/09/14	29/12/14	91	7,146.00	8,087.11	6,204.90	-941.10	-13.17		-6.58
	long	18/07/16	17/12/18	882	8,585.09	9,621.76		1,036.67	12.08		6.04	38.35
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Suez Environnement	long	14/09/20	11/10/21	392	1,905.06	2,585.01		679.95	35.69		17.85	17.85
STMicroelectronics	short	17/09/07	19/05/08	245	1,866.42	1,394.80	2,497.50	631.09	33.81		16.91
	short	8/08/11	6/02/12	182	514.36	527.93	500.80	-13.57	-2.64		-1.32	15.36
Ingenico	long	29/12/14	24/08/15	238	12,721.72	15,310.29		2,588.57	20.35		10.17
	long	4/11/19	9/03/20	126	11,570.53	13,435.04		1,864.52	16.11		8.06
	long	14/09/20	25/01/21	133	17,671.95	15,982.76		-1,689.19	-9.56		-4.78	13.36
Casino Guichard	long	13/11/06	20/08/07	280	10,806.91	10,671.58		-135.33	-1.25		-0.63
	short	24/08/15	18/07/16	329	7,738.33	6,233.01	9,607.20	1,868.87	24.15		12.08	11.37
Zodiac Aerospace	short	2/06/08	21/07/08	49	1,114.64	958.64	1,296.02	181.39	16.27		8.14	8.14
Hermes International	long	13/11/06	20/08/07	280	12,845.95	11,985.88		-860.07	-6.70		-3.35
	long	19/05/08	2/06/08	14	17,389.92	17,633.62		243.69	1.40		0.70
	long	21/07/08	29/09/08	70	17,084.59	17,660.88		576.29	3.37		1.69
	long	6/02/12	29/09/14	966	27,887.10	32,795.57		4,908.47	17.60		8.80	7.68
Air France-KLM	long	22/04/19	7/10/19	168	1,401.49	1,181.48		-220.01	-15.70		-7.85
	short	9/03/20	14/09/20	189	606.25	459.72	799.47	193.22	31.87		15.94	6.84
Getlink	short	11/05/09	18/05/09	7	534.43	479.01	596.28	61.84	11.57		5.79	5.79
Rexel	long	9/01/23	20/03/23	70	2,916.51	3,069.91		153.40	5.26		2.63	2.63
Iliad	long	27/04/09	11/05/09	14	9,779.68	10,581.26		801.58	8.20		4.10
	long	18/05/09	6/07/09	49	9,804.87	9,406.26		-398.61	-4.07		-2.03	1.98
Thales	short	12/06/06	13/11/06	154	4,246.59	5,707.80	2,785.39	-1,461.21	-34.41		-17.20
	long	18/07/16	17/12/18	882	9,090.79	13,160.15		4,069.36	44.76		22.38	1.33
Teleperformance	long	4/11/19	9/03/20	126	24,679.92	24,376.26		-303.66	-1.23		-0.62	-0.62
Atos	long	20/07/09	8/08/11	749	3,589.23	3,452.99		-136.25	-3.80		-1.90	-1.90
Edenred	long	22/04/19	7/10/19	168	5,316.07	5,001.00		-315.07	-5.93		-2.96	-2.96
Scor	short	20/08/07	3/09/07	14	2,647.09	2,865.10	2,429.09	-218.01	-8.24		-4.12	-4.12
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Bureau Veritas	short	29/09/14	29/12/14	91	2,412.28	2,705.97	2,118.58	-293.69	-12.17		-6.09	-6.09
SES	short	12/06/06	13/11/06	154	1,534.13	1,919.72	1,148.55	-385.59	-25.13		-12.57
	long	3/09/07	17/09/07	14	2,547.99	2,570.72		22.74	0.89		0.45
	long	29/12/14	24/08/15	238	4,523.15	3,580.42		-942.73	-20.84		-10.42
	short	9/03/20	14/09/20	189	776.95	765.03	789.05	12.10	1.56		0.78	-20.72
Faurecia	short	17/12/18	22/04/19	126	3,918.60	6,050.84	1,786.36	-2,132.24	-54.41		-27.21	-27.21

Annotations

20/09/17	bioMérieux	stock split 1:3 (three for one)
20/03/17	CAC Next 20	Klépierre replaces Atos
15/07/16	CAC Next 20	Eiffage replaces Eutelsat
6/06/16	Valeo	stock split 1:3 (three for one)
6/05/16	Sartorius Stedim	stock split 1 : 6 (six for one)
21/03/16	CAC Next 20	Alstom replaces Sodexo
5/01/16	CAC Next 20	complete analysis
21/12/15	Sartorius Stedim	recording started
	CAC Next 20	EDF and Groupe Eurotunnel replace Klépierre and Vallourec
23/08/15	CAC Next 20	complete analysis
8/07/15	CAC Next 20	market adjustment to index: Hermes, Ingenico and Klépierre replace CGG, Eutelsat and Lagardere


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