Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 11/11/19 - RS = 8

		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	9/16/19	prc diff	⇓ Δ8	∅-RS
	L	CAC Next 20	18,404.200	17:05	0.27	18,355.300	0.27	17,495.800	859.500	4.91	10.25
	L	Ingenico	96.500	16:35	-0.94	97.420	-0.94	88.040	9.380	10.65	42.99
	L	Teleperformance	210.200	16:35		210.200		190.900	19.300	10.11	25.89
	L	Faurecia	50.040	16:35	1.79	49.160	1.79	46.440	2.720	5.86	25.02
	L	Arkema	97.500	16:35	0.35	97.160	0.35	86.800	10.360	11.94	16.80
		Edenred	46.540	16:35	1.17	46.000	1.17	41.850	4.150	9.92	15.75
	L	Gecina	151.400	16:35	-0.33	151.900	-0.33	139.800	12.100	8.66	15.02
	L	Eiffage	99.440	16:35	0.30	99.140	0.30	94.100	5.040	5.36	14.81
	L	Klépierre	33.020	16:35	-0.57	33.210	-0.57	29.890	3.320	11.11	11.73
	L	Bureau Veritas	22.870	16:35	0.88	22.670	0.88	21.890	0.780	3.56	9.38
	L	SES	16.945	16:35	-0.91	17.100	-0.91	15.120	1.980	13.10	8.72
	L	Air France-KLM	10.300	16:35	0.15	10.285	0.15	9.174	1.111	12.11	7.19
		Suez Environnement	13.310	16:35	0.23	13.280	0.23	13.900	-0.620	-4.46	6.31
	L	Solvay	102.400	16:39	4.64	97.860	4.64	99.120	-1.260	-1.27	3.74
	L	Alstom	37.790	16:38	-1.74	38.460	-1.74	37.720	0.740	1.96	0.55
		Scor	37.300	16:35	-1.11	37.720	-1.11	36.750	0.970	2.64	-2.09
	L	Natixis	4.015	16:35	0.07	4.012	0.07	3.747	0.265	7.07	-5.00
	S	Thales	86.080	16:38	-0.58	86.580	-0.58	106.650	-20.070	-18.82	-16.20
	S	EDF	9.202	16:35	-0.22	9.222	-0.22	10.455	-1.233	-11.79	-22.81
	S	Ubisoft	50.760	16:35	-0.43	50.980	-0.43	72.620	-21.640	-29.80	-27.37
CAC Next 20 - 19 out of 19 instruments rated - 11/11/19 / 9/16/19 - 14 did rise, Market-Ratio(8) = 73.68 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Next 20 RS = 8 - B/S = 36/36

1/05/15	scale up chart	11/11/19

Transactions CAC Next 20 * L8 - 36 ex 3 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	5/22/06	140		Alstom	100	410	24.365	32.500	8.135	33	13,335	112
5/22/06		7/17/06	56		- cash -
	7/17/06	12/04/06	140		Eiffage	100	212	62.900	75.150	12.250	19	15,932	59
	12/04/06	6/11/07	189		Air France-KLM	100	525	30.300	35.690	5.390	18	18,762	37
	6/11/07	7/23/07	42		Ubisoft	100	1,032	18.170	21.800	3.630	20	22,508	387
7/23/07		9/24/07	63		- cash -
	9/24/07	11/19/07	56		Alstom	100	306	73.425	66.875	-6.550	-9	20,504	-46
11/19/07		12/10/07	21		- cash -
	12/10/07	12/17/07	7		Ubisoft	100	671	30.520	31.790	1.270	4	21,356	738
12/17/07		3/17/08	91		- cash -
	3/17/08	6/23/08	98		Ubisoft	100	832	25.650	27.205	1.555	6	22,650	25
6/23/08		8/18/08	56		- cash -
	8/18/08	9/15/08	28		Ubisoft	100	711	31.835	28.795	-3.040	-10	20,488	-73
9/15/08		9/22/08	7		- cash -
	9/22/08	9/29/08	7		Solvay	100	219	93.435	83.280	-10.155	-11	18,265	-100
9/29/08		12/22/08	84		- cash -
	12/22/08	12/29/08	7		Scor	100	1,229	14.850	15.445	0.595	4	18,996	676
12/29/08		1/05/09	7		- cash -
	1/05/09	2/23/09	49		Scor	100	1,192	15.930	14.500	-1.430	-9	17,291	-50
2/23/09		3/23/09	28		- cash -
	3/23/09	3/30/09	7		Teleperformance	100	755	22.885	20.720	-2.165	-9	15,657	-99
3/30/09		4/13/09	14		- cash -
	4/13/09	5/11/09	28		Scor	100	974	16.060	15.400	-0.660	-4	15,014	-42
	5/11/09	7/06/09	56		Eiffage	100	356	42.165	42.250	0.085	0	15,044	1
7/06/09		8/03/09	28		- cash -
	8/03/09	9/21/09	49		Arkema	100	748	20.110	22.451	2.341	12	16,795	127
	9/21/09	11/16/09	56		Natixis	100	4,328	3.880	4.004	0.124	3	17,332	23
11/16/09		12/21/09	35		- cash -
	12/21/09	2/08/10	49		Natixis	100	5,120	3.385	3.150	-0.235	-7	16,129	-41
2/08/10		2/22/10	14		- cash -
	2/22/10	3/01/10	7		Natixis	100	4,478	3.601	3.590	-0.011	0	16,079	-15
3/01/10		3/08/10	7		- cash -
	3/08/10	5/17/10	70		Natixis	100	4,456	3.608	3.838	0.230	6	17,104	38
5/17/10		7/12/10	56		- cash -
	7/12/10	8/16/10	35		Bureau Veritas	100	1,439	11.883	11.693	-0.190	-2	16,831	-15
8/16/10		8/23/10	7		- cash -
	8/23/10	6/20/11	301		Arkema	100	521	32.277	65.617	33.340	103	34,201	136
6/20/11		7/04/11	14		- cash -
	7/04/11	7/11/11	7		Faurecia	100	1,101	31.045	28.790	-2.255	-7	31,718	-98
7/11/11		10/17/11	98		- cash -
	10/17/11	11/21/11	35		Edenred	100	1,708	18.570	17.530	-1.040	-6	29,942	-45
11/21/11		11/28/11	7		- cash -
	11/28/11	12/12/11	14		Ingenico	100	1,052	28.460	28.130	-0.330	-1	29,595	-26
12/12/11		1/16/12	35		- cash -
	1/16/12	2/06/12	21		Scor	100	1,556	19.015	19.505	0.490	3	30,357	56
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
	2/06/12	4/09/12	63		Arkema	100	485	62.508	62.142	-0.366	-1	30,180	-3
	4/09/12	4/16/12	7		Bureau Veritas	100	1,843	16.370	16.812	0.442	3	30,994	301
4/16/12		6/18/12	63		- cash -
	6/18/12	6/25/12	7		Bureau Veritas	100	1,772	17.487	17.040	-0.447	-3	30,202	-74
6/25/12		7/02/12	7		- cash -
	7/02/12	9/17/12	77		Ingenico	100	761	39.650	39.835	0.185	0	30,343	2
	9/17/12	10/15/12	28		Arkema	100	419	72.393	71.813	-0.580	-1	30,100	-10
	10/15/12	5/20/13	217		Air France-KLM	100	5,386	5.588	7.709	2.121	38	41,524	72
	5/20/13	6/24/13	35		Teleperformance	100	1,104	37.595	34.485	-3.110	-8	38,090	-59
6/24/13		7/01/13	7		- cash -
	7/01/13	8/05/13	35		Teleperformance	100	1,001	38.015	36.995	-1.020	-3	37,069	-25
	8/05/13	10/07/13	63		Ubisoft	100	3,141	11.800	11.180	-0.620	-5	35,122	-27
	10/07/13	5/12/14	217		Faurecia	100	1,644	21.355	28.980	7.625	36	47,657	67
	5/12/14	6/30/14	49		Air France-KLM	100	4,441	10.730	9.202	-1.528	-14	40,871	-68
6/30/14		7/07/14	7		- cash -
	7/07/14	7/21/14	14		Ingenico	100	580	70.400	71.070	0.670	1	41,260	28
7/21/14		8/18/14	28		- cash -
	8/18/14	8/25/14	7		Ingenico	100	553	74.570	75.980	1.410	2	42,040	166
8/25/14		9/01/14	7		- cash -
	9/01/14	10/13/14	42		Natixis	100	7,953	5.286	5.304	0.018	0	42,183	3
10/13/14		11/10/14	28		- cash -
	11/10/14	2/16/15	98		Ingenico	100	507	83.040	93.690	10.650	13	47,582	57
	2/16/15	3/30/15	42		Teleperformance	100	726	65.480	63.770	-1.710	-3	46,341	-21
	3/30/15	6/01/15	63		Faurecia	100	1,124	41.210	40.865	-0.345	-1	45,953	-5
6/01/15		7/20/15	49		- cash -
	7/20/15	7/27/15	7		Scor	100	1,320	34.790	34.105	-0.685	-2	45,049	-65
7/27/15		8/03/15	7		- cash -
	8/03/15	8/24/15	21		Ingenico	100	374	120.450	111.350	-9.100	-8	41,646	-74
8/24/15		8/31/15	7		- cash -
	8/31/15	9/07/15	7		Thales	100	678	61.410	60.470	-0.940	-2	41,008	-55
9/07/15		10/19/15	42		- cash -
	10/19/15	1/04/16	77		Ubisoft	100	1,645	24.915	26.580	1.665	7	43,747	36
1/04/16		3/07/16	63		- cash -
	3/07/16	6/13/16	98		Ubisoft	100	1,661	26.330	32.460	6.130	23	53,929	118
6/13/16		7/18/16	35		- cash -
	7/18/16	10/17/16	91		Ubisoft	100	1,586	34.000	31.890	-2.110	-6	50,583	-23
	10/17/16	11/28/16	42		Arkema	100	609	83.030	87.780	4.750	6	53,475	62
11/28/16		12/05/16	7		- cash -
	12/05/16	3/06/17	91		Arkema	100	583	91.600	91.820	0.220	0	53,604	1
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
	3/06/17	3/13/17	7		Teleperformance	100	511	104.750	99.360	-5.390	-5	50,849	-94
	3/13/17	6/05/17	84		Natixis	100	8,979	5.663	5.910	0.247	4	53,067	20
	6/05/17	7/10/17	35		Air France-KLM	100	5,142	10.320	12.670	2.350	23	65,151	749
7/10/17		7/17/17	7		- cash -
	7/17/17	7/24/17	7		Air France-KLM	100	4,786	13.610	12.020	-1.590	-12	57,541	-100
7/24/17		7/31/17	7		- cash -
	7/31/17	8/14/17	14		Air France-KLM	100	5,032	11.435	12.360	0.925	8	62,196	660
8/14/17		8/21/17	7		- cash -
	8/21/17	2/12/18	175		Air France-KLM	100	4,880	12.745	10.190	-2.555	-20	49,727	-37
2/12/18		2/19/18	7		- cash -
	2/19/18	3/05/18	14		Faurecia	100	726	68.460	63.560	-4.900	-7	46,170	-86
3/05/18		4/02/18	28		- cash -
	4/02/18	9/10/18	161		Ubisoft	100	673	68.520	88.520	20.000	29	59,630	79
	9/10/18	10/15/18	35		EDF	100	4,014	14.855	14.450	-0.405	-3	58,004	-25
10/15/18		11/12/18	28		- cash -
	11/12/18	11/19/18	7		EDF	100	3,720	15.590	14.960	-0.630	-4	55,661	-88
11/19/18		1/28/19	70		- cash -
	1/28/19	5/06/19	98		Air France-KLM	100	4,991	11.150	9.386	-1.764	-16	46,857	-47
	5/06/19	5/13/19	7		Edenred	100	1,143	40.970	40.190	-0.780	-2	45,965	-63
5/13/19		5/20/19	7		- cash -
	5/20/19	6/03/19	14		Edenred	100	1,136	40.440	41.250	0.810	2	46,885	68
6/03/19		6/10/19	7		- cash -
	6/10/19	6/24/19	14		Edenred	100	1,101	42.550	44.720	2.170	5	49,274	266
6/24/19		7/01/19	7		- cash -
	7/01/19	9/16/19	77		Edenred	100	1,091	45.130	41.850	-3.280	-7	45,696	-30
	9/16/19	11/12/19	57		Ingenico	100	519	88.040	96.500	8.460	10	50,087	80
accum	1/02/06	11/12/19	3802	days out of 5062 invested (75%)						401		50,087	17

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Arkema	long	8/03/09	9/21/09	49	20.11	22.45	2.34	11.64
		8/23/10	6/20/11	301	32.28	65.62	33.34	103.29
		2/06/12	4/09/12	63	62.51	62.14	-0.37	-0.59
		9/17/12	10/15/12	28	72.39	71.81	-0.58	-0.80
		10/17/16	11/28/16	42	83.03	87.78	4.75	5.72
		12/05/16	3/06/17	91	91.60	91.82	0.22	0.24	137.19
Ubisoft		6/11/07	7/23/07	42	18.17	21.80	3.63	19.98
		12/10/07	12/17/07	7	30.52	31.79	1.27	4.16
		3/17/08	6/23/08	98	25.65	27.21	1.56	6.06
		8/18/08	9/15/08	28	31.84	28.80	-3.04	-9.55
		8/05/13	10/07/13	63	11.80	11.18	-0.62	-5.25
		10/19/15	1/04/16	77	24.92	26.58	1.67	6.68
		3/07/16	6/13/16	98	26.33	32.46	6.13	23.28
		7/18/16	10/17/16	91	34.00	31.89	-2.11	-6.21
		4/02/18	9/10/18	161	68.52	88.52	20.00	29.19	81.02
Alstom		1/02/06	5/22/06	140	24.37	32.50	8.14	33.39
		9/24/07	11/19/07	56	73.43	66.88	-6.55	-8.92	21.49
Eiffage		7/17/06	12/04/06	140	62.90	75.15	12.25	19.48
		5/11/09	7/06/09	56	42.17	42.25	0.09	0.20	19.72
Ingenico		11/28/11	12/12/11	14	28.46	28.13	-0.33	-1.16
		7/02/12	9/17/12	77	39.65	39.84	0.19	0.47
		7/07/14	7/21/14	14	70.40	71.07	0.67	0.95
		8/18/14	8/25/14	7	74.57	75.98	1.41	1.89
		11/10/14	2/16/15	98	83.04	93.69	10.65	12.83
		8/03/15	8/24/15	21	120.45	111.35	-9.10	-7.56
		9/16/19	11/12/19	57	88.04	96.50	8.46	9.61	16.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Faurecia		7/04/11	7/11/11	7	31.05	28.79	-2.26	-7.26
		10/07/13	5/12/14	217	21.36	28.98	7.63	35.71
		3/30/15	6/01/15	63	41.21	40.87	-0.34	-0.84
		2/19/18	3/05/18	14	68.46	63.56	-4.90	-7.16	15.86
Air France-KLM		12/04/06	6/11/07	189	30.30	35.69	5.39	17.79
		10/15/12	5/20/13	217	5.59	7.71	2.12	37.96
		5/12/14	6/30/14	49	10.73	9.20	-1.53	-14.24
		6/05/17	7/10/17	35	10.32	12.67	2.35	22.77
		7/17/17	7/24/17	7	13.61	12.02	-1.59	-11.68
		7/31/17	8/14/17	14	11.44	12.36	0.92	8.09
		8/21/17	2/12/18	175	12.75	10.19	-2.56	-20.05
		1/28/19	5/06/19	98	11.15	9.39	-1.76	-15.82	9.92
Natixis		9/21/09	11/16/09	56	3.88	4.00	0.12	3.20
		12/21/09	2/08/10	49	3.39	3.15	-0.24	-6.94
		2/22/10	3/01/10	7	3.60	3.59	-0.01	-0.31
		3/08/10	5/17/10	70	3.61	3.84	0.23	6.37
		9/01/14	10/13/14	42	5.29	5.30	0.02	0.34
		3/13/17	6/05/17	84	5.66	5.91	0.25	4.36	6.65
Bureau Veritas		7/12/10	8/16/10	35	11.88	11.69	-0.19	-1.60
		4/09/12	4/16/12	7	16.37	16.81	0.44	2.70
		6/18/12	6/25/12	7	17.49	17.04	-0.45	-2.56	-1.53
Thales		8/31/15	9/07/15	7	61.41	60.47	-0.94	-1.53	-1.53
EDF		9/10/18	10/15/18	35	14.86	14.45	-0.41	-2.73
		11/12/18	11/19/18	7	15.59	14.96	-0.63	-4.04	-6.66
Edenred		10/17/11	11/21/11	35	18.57	17.53	-1.04	-5.60
		5/06/19	5/13/19	7	40.97	40.19	-0.78	-1.90
		5/20/19	6/03/19	14	40.44	41.25	0.81	2.00
		6/10/19	6/24/19	14	42.55	44.72	2.17	5.10
		7/01/19	9/16/19	77	45.13	41.85	-3.28	-7.27	-7.94
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Scor		12/22/08	12/29/08	7	14.85	15.45	0.60	4.01
		1/05/09	2/23/09	49	15.93	14.50	-1.43	-8.98
		4/13/09	5/11/09	28	16.06	15.40	-0.66	-4.11
		1/16/12	2/06/12	21	19.02	19.51	0.49	2.58
		7/20/15	7/27/15	7	34.79	34.11	-0.69	-1.97	-8.71
Solvay		9/22/08	9/29/08	7	93.44	83.28	-10.16	-10.87	-10.87
Teleperformance		3/23/09	3/30/09	7	22.89	20.72	-2.17	-9.46
		5/20/13	6/24/13	35	37.60	34.49	-3.11	-8.27
		7/01/13	8/05/13	35	38.02	37.00	-1.02	-2.68
		2/16/15	3/30/15	42	65.48	63.77	-1.71	-2.61
		3/06/17	3/13/17	7	104.75	99.36	-5.39	-5.15	-25.34

Annotations

3/20/17	CAC Next 20	Klépierre replaces Atos
7/15/16	CAC Next 20	Eiffage replaces Eutelsat
3/21/16	CAC Next 20	Alstom replaces Sodexo
1/05/16	CAC Next 20	complete analysis
12/21/15	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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