Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 2/22/21 - RS = 30

		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	7/27/20	prc diff	⇓ Δ30	∅-RS
	L	CAC Next 20	18,169.100	13:55	-1.00	18,255.000	-0.47	15,652.900	2,602.100	16.62	14.30
		Sartorius Stedim	365.000	09:14	0.39	380.400	-4.05	261.400	119.000	45.52	51.59
	L	Suez Environnement	17.275	09:15	0.67	17.050	1.32	10.215	6.835	66.91	34.58
	L	Eurofins Scientific	74.240	09:14	-0.83	77.450	-4.14	57.460	19.990	34.79	29.51
		Valeo	29.300	09:15	-2.88	30.560	-4.12	23.410	7.150	30.54	29.25
	L	Accor	34.770	09:15	0.06	33.260	4.54	21.820	11.440	52.43	28.19
	L	Solvay	102.000	09:15	0.94	98.220	3.85	70.260	27.960	39.80	26.92
	L	Sodexo	80.900	09:15	-1.22	79.580	1.66	57.760	21.820	37.78	20.76
	L	Scor	27.320	09:14	-1.37	28.380	-3.74	22.160	6.220	28.07	16.34
	L	Edenred	46.580	09:14	-1.65	47.460	-1.85	43.230	4.230	9.78	13.30
		Bureau Veritas	22.550	09:14	-0.44	21.940	2.78	20.620	1.320	6.40	10.04
	L	Klépierre	19.355	09:14	-2.57	17.680	9.47	15.340	2.340	15.25	9.14
	L	Eiffage	86.940	09:15	-0.28	83.760	3.80	76.900	6.860	8.92	8.66
	L	Getlink	13.980	09:14	-0.14	13.660	2.34	13.160	0.500	3.80	8.06
		EDF	9.994	09:15	0.08	10.050	-0.56	9.268	0.782	8.44	8.02
		Arkema	91.220	09:14	0.20	89.940	1.42	88.820	1.120	1.26	6.87
		Orpea	101.900	09:15	-0.83	106.950	-4.72	107.750	-0.800	-0.74	4.70
	S	Ubisoft	67.660	09:15	-1.00	70.960	-4.65	70.500	0.460	0.65	-2.69
		Gecina	115.400	09:14	-0.69	112.300	2.76	106.400	5.900	5.55	-4.88
		TechnipFMC	6.796	09:15	0.06	5.998	13.30	6.586	-0.588	-8.93	-14.59
CAC Next 20 - 19 out of 19 instruments rated - 2/22/21 / 7/27/20 - 17 did rise, Market-Ratio(30) = 89.47 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Next 20 RS = 30 - B/S = 70/66

1/02/17	scale up chart	2/22/21

Transactions CAC Next 20 * L30 - 70/66 (2)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
1/02/06		12/11/06	343		- cash -
long	12/11/06	7/30/07	231		EDF	50	95	52.300	72.820	20.520	39	11,949	69
					Hermes International	50	57	87.000	71.960	-15.040	-17	11,092	-26
100							11					18
7/30/07		8/18/08	385		- cash -
	8/18/08	9/01/08	14		Gemalto	50	214	25.800	29.130	3.330	13	11,805	2,269
					Hermes International	50	55	99.820	96.260	-3.560	-4	11,609	-61
100							5					231
9/01/08		5/25/09	266		- cash -
	5/25/09	6/01/09	7		Gemalto	50	238	24.290	24.130	-0.160	-1	11,571	-29
					Iliad	50	77	75.325	79.125	3.800	5	11,863	1,202
100							2					211
6/01/09		8/24/09	84		- cash -
	8/24/09	5/10/10	259		Arkema	50	251	23.614	29.058	5.444	23	13,230	34
					Natixis	50	2,570	2.309	3.781	1.472	64	17,013	100
100							43					66
5/10/10		12/06/10	210		- cash -
	12/06/10	7/18/11	224		Arkema	50	164	51.621	64.400	12.779	25	19,109	43
					Ingenico	50	342	24.950	32.265	7.315	29	21,610	52
100							27					48
7/18/11		3/05/12	231		- cash -
	3/05/12	5/28/12	84		Gemalto	50	249	43.235	49.925	6.690	15	23,276	87
					Hermes International	50	38	282.200	266.200	-16.000	-6	22,668	-22
100							5					23
5/28/12		6/11/12	14		- cash -
	6/11/12	9/03/12	84		Gemalto	50	217	52.210	64.240	12.030	23	25,279	146
					Zodiac Aerospace	50	724	15.656	15.500	-0.156	-1	25,166	-4
100							11					57
9/03/12		9/10/12	7		- cash -
	9/10/12	9/17/12	7		Gemalto	50	199	62.980	68.330	5.350	8	26,230	6,920
					Ingenico	50	298	42.335	39.835	-2.500	-6	25,485	-96
100							1					93
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
9/17/12		11/05/12	49		- cash -
	11/05/12	11/12/12	7		Gemalto	50	183	69.530	69.080	-0.450	-1	25,403	-29
					Bureau Veritas	50	616	20.702	20.650	-0.052	0	25,371	-12
100							0					-21
11/12/12		12/03/12	21		- cash -
	12/03/12	6/24/13	203		Gemalto	50	178	71.260	64.130	-7.130	-10	24,102	-17
					Iliad	50	93	136.000	159.050	23.050	17	26,246	33
100							3					6
6/24/13		7/01/13	7		- cash -
	7/01/13	9/16/13	77		STMicroelectronics	50	1,887	6.951	7.122	0.171	2	26,568	12
					Iliad	50	77	168.400	177.450	9.050	5	27,265	28
100							4					20
9/16/13		9/30/13	14		- cash -
	9/30/13	10/28/13	28		EDF	50	583	23.380	25.570	2.190	9	28,542	221
					Thales	50	335	40.635	44.085	3.450	8	29,698	189
100							9					205
10/28/13		11/04/13	7		- cash -
	11/04/13	11/25/13	21		EDF	50	567	26.175	26.830	0.655	3	30,069	54
					Thales	50	330	44.930	44.235	-0.695	-2	29,840	-24
100							0					9
11/25/13		1/13/14	49		- cash -
	1/13/14	3/03/14	49		EDF	50	597	24.980	28.490	3.510	14	31,935	166
					Natixis	50	3,153	4.734	4.990	0.256	5	32,742	48
100							10					100
3/03/14		3/10/14	7		- cash -
	3/10/14	3/17/14	7		EDF	50	566	28.880	28.590	-0.290	-1	32,578	-41
					Natixis	50	3,189	5.141	4.963	-0.178	-3	32,011	-84
100							-2					-69
3/17/14		3/24/14	7		- cash -
	3/24/14	6/16/14	84		Natixis	50	3,115	5.138	4.970	-0.168	-3	31,487	-13
					Getlink	50	1,799	8.894	9.616	0.722	8	32,786	40
100							2					11
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
6/16/14		1/26/15	224		- cash -
	1/26/15	8/17/15	203		Getlink	50	1,366	11.995	13.045	1.050	9	34,220	16
					Ingenico	50	176	92.860	124.500	31.640	34	39,789	69
100							21					42
8/17/15		1/23/17	525		- cash -
	1/23/17	1/30/17	7		STMicroelectronics	50	1,847	10.770	12.495	1.725	16	42,975	231,259
					Zodiac Aerospace	50	693	28.700	28.125	-0.575	-2	42,577	-65
100							7					3,317
1/30/17		2/20/17	21		- cash -
	2/20/17	2/27/17	7		STMicroelectronics	50	1,567	13.585	14.490	0.905	7	43,995	2,787
					Zodiac Aerospace	50	790	26.935	27.405	0.470	2	44,366	146
100							4					756
2/27/17		3/20/17	21		- cash -
	3/20/17	11/13/17	238		STMicroelectronics	50	1,547	14.335	20.375	6.040	42	53,710	71
					Natixis	50	3,939	5.632	6.513	0.881	16	57,180	25
100							29					48
11/13/17		1/29/18	77		- cash -
	1/29/18	2/05/18	7		EDF	50	2,542	11.245	10.485	-0.760	-7	55,248	-97
					Eiffage	50	294	97.220	94.080	-3.140	-3	54,325	-82
100							-5					-93
2/05/18		3/12/18	35		- cash -
	3/12/18	5/28/18	77		Dassault Systèmes	50	244	111.000	116.000	5.000	5	55,545	23
					Edenred	50	935	29.110	27.990	-1.120	-4	54,498	-17
100							0					2
5/28/18		7/08/19	406		- cash -
	7/08/19	8/05/19	28		Edenred	50	604	45.060	43.900	-1.160	-3	53,797	-29
					Ingenico	50	363	75.140	82.820	7.680	10	56,585	256
100							4					63
8/05/19		12/09/19	126		- cash -
	12/09/19	2/24/20	77		Ingenico	50	297	95.000	135.800	40.800	43	68,703	444
					Teleperformance	50	133	212.400	236.000	23.600	11	71,842	65
100							27					211
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
2/24/20		10/12/20	231		- cash -
	10/12/20	11/02/20	21		Suez Environnement	50	2,262	15.875	15.750	-0.125	-1	71,559	-13
					Ubisoft	50	432	83.020	75.240	-7.780	-9	68,198	-82
100							-5					-60
11/02/20		11/09/20	7		- cash -
	11/09/20	1/04/21	56		Suez Environnement	50	2,115	16.115	16.345	0.230	1	68,684	10
					Sartorius Stedim	50	106	320.200	302.400	-17.800	-6	66,797	-31
100							-2					-13
1/04/21		1/11/21	7		- cash -
	1/11/21	2/26/21	46		EDF	50	2,489	13.415	9.994	-3.421	-26	58,283	-90
					Suez Environnement	50	2,002	16.680	17.275	0.595	4	59,474	32
100							-11					-60
accum	12/11/06	2/26/21	2153	days out of 5534 invested (39%)						495		59,474	35

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Ingenico	long	12/06/10	7/18/11	224	24.95	32.27	7.32	29.32	50	14.66
		9/10/12	9/17/12	7	42.34	39.84	-2.50	-5.91		-2.95
		1/26/15	8/17/15	203	92.86	124.50	31.64	34.07		17.04
		7/08/19	8/05/19	28	75.14	82.82	7.68	10.22		5.11
		12/09/19	2/24/20	77	95.00	135.80	40.80	42.95		21.47	66.28
Natixis		8/24/09	5/10/10	259	2.31	3.78	1.47	63.75		31.88
		1/13/14	3/03/14	49	4.73	4.99	0.26	5.41		2.70
		3/10/14	3/17/14	7	5.14	4.96	-0.18	-3.46		-1.73
		3/24/14	6/16/14	84	5.14	4.97	-0.17	-3.27		-1.63
		3/20/17	11/13/17	238	5.63	6.51	0.88	15.64		7.82	41.16
STMicroelectronics		7/01/13	9/16/13	77	6.95	7.12	0.17	2.46		1.23
		1/23/17	1/30/17	7	10.77	12.50	1.73	16.02		8.01
		2/20/17	2/27/17	7	13.59	14.49	0.90	6.66		3.33
		3/20/17	11/13/17	238	14.34	20.38	6.04	42.13		21.07	36.78
Gemalto		8/18/08	9/01/08	14	25.80	29.13	3.33	12.91		6.45
		5/25/09	6/01/09	7	24.29	24.13	-0.16	-0.66		-0.33
		3/05/12	5/28/12	84	43.24	49.93	6.69	15.47		7.74
		6/11/12	9/03/12	84	52.21	64.24	12.03	23.04		11.52
		9/10/12	9/17/12	7	62.98	68.33	5.35	8.49		4.25
		11/05/12	11/12/12	7	69.53	69.08	-0.45	-0.65		-0.32
		12/03/12	6/24/13	203	71.26	64.13	-7.13	-10.01		-5.00	25.84
Arkema		8/24/09	5/10/10	259	23.61	29.06	5.44	23.05		11.53
		12/06/10	7/18/11	224	51.62	64.40	12.78	24.76		12.38	25.33
Iliad		5/25/09	6/01/09	7	75.33	79.13	3.80	5.04		2.52
		12/03/12	6/24/13	203	136.00	159.05	23.05	16.95		8.47
		7/01/13	9/16/13	77	168.40	177.45	9.05	5.37		2.69	14.20
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
EDF		12/11/06	7/30/07	231	52.30	72.82	20.52	39.24		19.62
		9/30/13	10/28/13	28	23.38	25.57	2.19	9.37		4.68
		11/04/13	11/25/13	21	26.18	26.83	0.65	2.50		1.25
		1/13/14	3/03/14	49	24.98	28.49	3.51	14.05		7.03
		3/10/14	3/17/14	7	28.88	28.59	-0.29	-1.00		-0.50
		1/29/18	2/05/18	7	11.25	10.49	-0.76	-6.76		-3.38
		1/11/21	2/26/21	46	13.42	9.99	-3.42	-25.50		-12.75	13.82
Getlink		3/24/14	6/16/14	84	8.89	9.62	0.72	8.12		4.06
		1/26/15	8/17/15	203	12.00	13.05	1.05	8.75		4.38	8.61
Teleperformance		12/09/19	2/24/20	77	212.40	236.00	23.60	11.11		5.56	5.56
Thales		9/30/13	10/28/13	28	40.64	44.09	3.45	8.49		4.25
		11/04/13	11/25/13	21	44.93	44.24	-0.70	-1.55		-0.77	3.44
Dassault Systèmes		3/12/18	5/28/18	77	111.00	116.00	5.00	4.50		2.25	2.25
Suez Environnement		10/12/20	11/02/20	21	15.88	15.75	-0.13	-0.79		-0.39
		11/09/20	1/04/21	56	16.12	16.35	0.23	1.43		0.71
		1/11/21	2/26/21	46	16.68	17.28	0.59	3.57		1.78	2.11
Bureau Veritas		11/05/12	11/12/12	7	20.70	20.65	-0.05	-0.25		-0.13	-0.13
Zodiac Aerospace		6/11/12	9/03/12	84	15.66	15.50	-0.16	-1.00		-0.50
		1/23/17	1/30/17	7	28.70	28.13	-0.57	-2.00		-1.00
		2/20/17	2/27/17	7	26.94	27.41	0.47	1.74		0.87	-0.64
Eiffage		1/29/18	2/05/18	7	97.22	94.08	-3.14	-3.23		-1.61	-1.61
Sartorius Stedim		11/09/20	1/04/21	56	320.20	302.40	-17.80	-5.56		-2.78	-2.78
Edenred		3/12/18	5/28/18	77	29.11	27.99	-1.12	-3.85		-1.92
		7/08/19	8/05/19	28	45.06	43.90	-1.16	-2.57		-1.29	-3.19
Ubisoft		10/12/20	11/02/20	21	83.02	75.24	-7.78	-9.37		-4.69	-4.69
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Hermes International		12/11/06	7/30/07	231	87.00	71.96	-15.04	-17.29		-8.64
		8/18/08	9/01/08	14	99.82	96.26	-3.56	-3.57		-1.78
		3/05/12	5/28/12	84	282.20	266.20	-16.00	-5.67		-2.83	-12.82

Annotations

11/19/20	Eurofins Scientific	stock split 1:10 (ten 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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