| |
| |
Assessment - CAC Next 20 - 5/16/22 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
8/16/21 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
CAC Next 20 |
17,154.400 |
Fri |
1.12 |
17,001.800 |
0.90 |
19,778.100 |
-2,776.300 |
-14.04 |
|
-9.31 |
| |  |
 |
 |
 |
L |
 |
Getlink |
18.260 |
Fri |
2.04 |
17.790 |
2.64 |
13.920 |
3.870 |
27.80 |
|
26.12 |
| |  |
 |
 |
 |
|
 |
Scor |
25.400 |
Fri |
-1.40 |
27.770 |
-8.53 |
24.850 |
2.920 |
11.75 |
|
4.05 |
| |  |
 |
 |
 |
|
 |
Accor |
30.540 |
Fri |
1.83 |
30.960 |
-1.36 |
28.840 |
2.120 |
7.35 |
|
3.47 |
| |  |
 |
 |
 |
|
 |
Eiffage |
90.740 |
Fri |
0.31 |
91.720 |
-1.07 |
87.520 |
4.200 |
4.80 |
|
2.89 |
| |  |
 |
 |
 |
|
 |
Arkema |
111.850 |
Fri |
-0.62 |
116.000 |
-3.58 |
110.350 |
5.650 |
5.12 |
|
2.41 |
| |  |
 |
 |
 |
|
 |
Rexel |
18.735 |
Fri |
1.27 |
18.360 |
2.04 |
18.070 |
0.290 |
1.60 |
|
2.18 |
| |  |
 |
 |
 |
|
 |
Klépierre |
21.120 |
Fri |
1.15 |
21.890 |
-3.52 |
20.940 |
0.950 |
4.54 |
|
1.44 |
| |  |
 |
 |
 |
L |
 |
Edenred |
45.240 |
Fri |
0.47 |
44.760 |
1.07 |
48.920 |
-4.160 |
-8.50 |
|
0.43 |
| |  |
 |
 |
 |
L |
 |
Bureau Veritas |
26.450 |
Fri |
1.03 |
26.580 |
-0.49 |
28.250 |
-1.670 |
-5.91 |
|
-0.83 |
| |  |
 |
 |
 |
|
 |
Sodexo |
71.280 |
Fri |
0.65 |
73.420 |
-2.91 |
72.060 |
1.360 |
1.89 |
|
-2.68 |
| |  |
 |
 |
 |
L |
 |
Ubisoft |
47.750 |
Fri |
-0.38 |
44.190 |
8.06 |
51.440 |
-7.250 |
-14.09 |
|
-7.85 |
| |  |
 |
 |
 |
|
 |
Solvay |
88.500 |
Fri |
0.52 |
92.580 |
-4.41 |
117.800 |
-25.220 |
-21.41 |
|
-10.21 |
| |  |
 |
 |
 |
S |
 |
Gecina |
105.600 |
Fri |
1.15 |
107.300 |
-1.58 |
134.000 |
-26.700 |
-19.93 |
|
-11.00 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
91.460 |
Fri |
2.26 |
88.880 |
2.90 |
101.700 |
-12.820 |
-12.61 |
|
-12.43 |
| |  |
 |
 |
 |
L |
 |
EDF |
8.408 |
Fri |
1.35 |
8.592 |
-2.14 |
10.940 |
-2.348 |
-21.46 |
|
-15.73 |
| |  |
 |
 |
 |
S |
 |
Euronext |
78.900 |
Fri |
3.16 |
73.000 |
8.08 |
94.100 |
-21.100 |
-22.42 |
|
-17.65 |
| |  |
 |
 |
 |
|
 |
Valeo |
18.830 |
Fri |
3.23 |
17.575 |
7.14 |
25.690 |
-8.115 |
-31.59 |
|
-22.72 |
| |  |
 |
 |
 |
S |
 |
Sartorius Stedim |
307.700 |
Fri |
1.79 |
302.200 |
1.82 |
485.000 |
-182.800 |
-37.69 |
|
-25.80 |
| |  |
 |
 |
 |
|
 |
Atos |
24.860 |
Fri |
5.70 |
22.940 |
8.37 |
43.980 |
-21.040 |
-47.84 |
|
-36.71 |
| |  |
 |
 |
 |
S |
 |
Faurecia |
23.140 |
Fri |
1.98 |
21.700 |
6.64 |
37.470 |
-15.770 |
-42.09 |
|
-38.72 |
CAC Next 20 - 20 out of 20 instruments rated - 5/16/22 / 8/16/21 - 8 did rise, Market-Ratio(39) = 40.00 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Next 20 * S39 - 25/28 (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 |
1/14/08 |
742 |
|
- cash - |
short |
1/14/08 |
4/28/08 |
105 |
 |
 |
 |
STMicroelectronics |
100 |
1,158 |
|
8.630 |
7.400 |
10.064 |
1.434 |
17 |
11,661 |
71 |
|
4/28/08 |
6/23/08 |
56 |
|
- cash - |
|
6/23/08 |
8/18/08 |
56 |
 |
 |
 |
Natixis |
100 |
2,238 |
|
5.210 |
4.111 |
6.603 |
1.393 |
27 |
14,778 |
368 |
|
8/18/08 |
9/08/08 |
21 |
|
- cash - |
|
9/08/08 |
7/13/09 |
308 |
 |
 |
 |
Natixis |
100 |
3,818 |
|
3.870 |
1.277 |
11.728 |
7.858 |
203 |
44,781 |
272 |
|
7/13/09 |
9/19/11 |
798 |
|
- cash - |
|
9/19/11 |
10/17/11 |
28 |
 |
 |
 |
Natixis |
100 |
19,260 |
|
2.325 |
2.290 |
2.361 |
0.035 |
2 |
45,464 |
22 |
|
10/17/11 |
1/11/16 |
1547 |
|
- cash - |
|
1/11/16 |
2/01/16 |
21 |
 |
 |
 |
Casino Guichard |
100 |
1,141 |
|
39.845 |
42.065 |
37.625 |
-2.220 |
-6 |
42,931 |
-63 |
|
2/01/16 |
2/08/16 |
7 |
|
- cash - |
|
2/08/16 |
3/14/16 |
35 |
 |
 |
 |
EDF |
100 |
3,720 |
|
11.540 |
10.265 |
12.973 |
1.433 |
12 |
48,264 |
239 |
|
3/14/16 |
4/11/16 |
28 |
|
- cash - |
|
4/11/16 |
6/06/16 |
56 |
 |
 |
 |
EDF |
100 |
4,587 |
|
10.520 |
11.340 |
9.700 |
-0.820 |
-8 |
44,502 |
-41 |
|
6/06/16 |
3/16/20 |
1379 |
|
- cash - |
|
3/16/20 |
7/20/20 |
126 |
 |
 |
 |
Natixis |
100 |
27,411 |
|
1.624 |
2.342 |
0.905 |
-0.719 |
-44 |
24,808 |
-82 |
|
7/20/20 |
8/03/20 |
14 |
|
- cash - |
|
8/03/20 |
9/14/20 |
42 |
 |
 |
 |
Air France-KLM |
100 |
7,361 |
|
3.370 |
3.668 |
3.072 |
-0.298 |
-9 |
22,614 |
-55 |
|
9/14/20 |
10/05/20 |
21 |
|
- cash - |
|
10/05/20 |
10/12/20 |
7 |
 |
 |
 |
Air France-KLM |
100 |
7,545 |
|
2.997 |
3.109 |
2.885 |
-0.112 |
-4 |
21,769 |
-86 |
|
10/12/20 |
3/07/22 |
511 |
|
- cash - |
|
3/07/22 |
4/18/22 |
42 |
 |
 |
 |
Orpea |
100 |
649 |
|
33.510 |
36.820 |
30.200 |
-3.310 |
-10 |
19,621 |
-59 |
|
4/18/22 |
5/21/22 |
33 |
|
- cash - |
accum | 1/14/08 |
4/18/22 | 826 |
days out of 5983 invested (14%) |
96 |
19,621 |
35 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Natixis | short | 6/23/08 | 8/18/08 | 56 | 5.21 | 4.11 | 6.60 | 1.39 | 26.73 | | | |
| | 9/08/08 | 7/13/09 | 308 | 3.87 | 1.28 | 11.73 | 7.86 | 203.05 | | | |
| | 9/19/11 | 10/17/11 | 28 | 2.33 | 2.29 | 2.36 | 0.04 | 1.53 | | | |
| | 3/16/20 | 7/20/20 | 126 | 1.62 | 2.34 | 0.91 | -0.72 | -44.26 | | | 117.36 |
STMicroelectronics | | 1/14/08 | 4/28/08 | 105 | 8.63 | 7.40 | 10.06 | 1.43 | 16.62 | | | 16.62 |
EDF | | 2/08/16 | 3/14/16 | 35 | 11.54 | 10.27 | 12.97 | 1.43 | 12.42 | | | |
| | 4/11/16 | 6/06/16 | 56 | 10.52 | 11.34 | 9.70 | -0.82 | -7.79 | | | 3.66 |
Casino Guichard | | 1/11/16 | 2/01/16 | 21 | 39.85 | 42.07 | 37.63 | -2.22 | -5.57 | | | -5.57 |
Orpea | | 3/07/22 | 4/18/22 | 42 | 33.51 | 36.82 | 30.20 | -3.31 | -9.88 | | | -9.88 |
Air France-KLM | | 8/03/20 | 9/14/20 | 42 | 3.37 | 3.67 | 3.07 | -0.30 | -8.84 | | | |
| | 10/05/20 | 10/12/20 | 7 | 3.00 | 3.11 | 2.89 | -0.11 | -3.74 | | | -12.25 |
Annotations
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 |
|