| | |
| | |
Assessment - CAC Next 20 - 12/05/22 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/05/22 |
⇓ Δwk |
3/07/22 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
|
L |
 |
CAC Next 20 |
16,532.000 |
Thu |
-0.01 |
16,773.800 |
-1.44 |
15,239.500 |
1,534.300 |
10.07 |
|
-1.60 |
| | |
|
|
|
|
|
EDF |
12.000 |
Thu |
|
12.000 |
|
7.270 |
4.730 |
65.06 |
|
23.59 |
| | |
|
|
|
L |
|
Sodexo |
94.180 |
Thu |
1.68 |
91.920 |
2.46 |
64.880 |
27.040 |
41.68 |
|
20.29 |
| | |
|
|
|
L |
|
Edenred |
52.540 |
Thu |
0.57 |
51.940 |
1.16 |
38.360 |
13.580 |
35.40 |
|
14.93 |
| | |
|
|
|
L |
|
Eiffage |
96.020 |
Thu |
0.54 |
95.360 |
0.69 |
81.320 |
14.040 |
17.27 |
|
6.13 |
| | |
|
|
|
L |
|
Klépierre |
22.170 |
Thu |
0.23 |
22.370 |
-0.89 |
20.610 |
1.760 |
8.54 |
|
5.55 |
| | |
|
|
|
L |
|
Solvay |
93.080 |
Thu |
-0.56 |
94.820 |
-1.84 |
82.340 |
12.480 |
15.16 |
|
4.54 |
| | |
|
|
|
|
|
bioMérieux |
95.760 |
Thu |
-0.37 |
97.860 |
-2.15 |
85.080 |
12.780 |
15.02 |
|
0.89 |
| | |
|
|
|
L |
|
Rexel |
17.990 |
Thu |
0.39 |
17.550 |
2.51 |
16.595 |
0.955 |
5.75 |
|
-1.05 |
| | |
|
|
|
L |
|
Bureau Veritas |
24.700 |
Thu |
-1.00 |
25.200 |
-1.98 |
24.280 |
0.920 |
3.79 |
|
-2.06 |
| | |
|
|
|
|
|
Sartorius Stedim |
316.600 |
Thu |
-0.53 |
337.200 |
-6.11 |
312.800 |
24.400 |
7.80 |
|
-3.11 |
| | |
|
|
|
|
|
Getlink |
15.680 |
Thu |
0.48 |
15.700 |
-0.13 |
14.015 |
1.685 |
12.02 |
|
-3.26 |
| | |
|
|
|
|
|
Euronext |
70.000 |
Thu |
-2.51 |
73.460 |
-4.71 |
78.400 |
-4.940 |
-6.30 |
|
-4.00 |
| | |
|
|
|
L |
|
Gecina |
95.450 |
Thu |
0.05 |
95.700 |
-0.26 |
97.020 |
-1.320 |
-1.36 |
|
-5.18 |
| | |
|
|
|
L |
|
Accor |
25.780 |
Thu |
2.38 |
25.000 |
3.12 |
24.250 |
0.750 |
3.09 |
|
-7.34 |
| | |
|
|
|
|
|
Valeo |
17.065 |
Thu |
1.61 |
17.400 |
-1.93 |
14.325 |
3.075 |
21.47 |
|
-9.58 |
| | |
|
|
|
L |
|
Scor |
20.230 |
Thu |
2.25 |
19.125 |
5.78 |
23.910 |
-4.785 |
-20.01 |
|
-10.61 |
| | |
|
|
|
L |
|
Arkema |
84.060 |
Thu |
-1.43 |
85.180 |
-1.31 |
94.280 |
-9.100 |
-9.65 |
|
-14.05 |
| | |
|
|
|
L |
|
Faurecia |
14.250 |
Thu |
-0.70 |
15.755 |
-9.55 |
23.500 |
-7.745 |
-32.96 |
|
-22.73 |
| | |
|
|
|
S |
|
Ubisoft |
26.840 |
Thu |
-4.62 |
28.330 |
-5.26 |
41.050 |
-12.720 |
-30.99 |
|
-27.16 |
| | |
|
|
|
L |
|
Atos |
9.718 |
Thu |
1.33 |
10.095 |
-3.73 |
23.780 |
-13.685 |
-57.55 |
|
-34.88 |
| CAC Next 20 - 20 out of 20 instruments rated - 12/05/22 / 3/07/22 - 13 did rise, Market-Ratio(39) = 65.00 % |
| 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 |
6/13/22 |
56 |
|
- cash - |
| |
6/13/22 |
9/05/22 |
84 |
|
|
|
Atos |
100 |
1,043 |
|
18.800 |
10.645 |
33.202 |
14.402 |
77 |
34,642 |
1,084 |
|
| 9/05/22 |
9/26/22 |
21 |
|
- cash - |
| |
9/26/22 |
11/14/22 |
49 |
|
|
|
Atos |
100 |
4,625 |
|
7.490 |
11.655 |
3.325 |
-4.165 |
-56 |
15,379 |
-100 |
|
| 11/14/22 |
12/09/22 |
25 |
|
- cash - |
| accum | 1/14/08 |
11/14/22 | 959 |
days out of 6185 invested (16%) |
54 |
15,379 |
18 |
|
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 |
| Atos | | 6/13/22 | 9/05/22 | 84 | 18.80 | 10.65 | 33.20 | 14.40 | 76.61 | | | |
| | | 9/26/22 | 11/14/22 | 49 | 7.49 | 11.66 | 3.33 | -4.17 | -55.61 | | | -21.60 |
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 |
|
