RS Chart
Assessment - CAC Next 20 - 8/10/20 - RS = 16
 ⇐ 
  instrument freshest Δday 8/10/20 Δwk 4/20/20  prc diff Δ16   ∅-RS
real-time RS chart chart L add note CAC Next 20 16,106.700  08:14 1.71 15,835.200 1.71 14,041.100 1,794.100 12.78   -3.73 
real-time RS chart chart add note Ingenico 135.800  08:10 1.31 134.050 1.31 109.800 24.250 22.09   27.01 
real-time RS chart chart L add note Teleperformance 260.100  Mon -0.12 260.100 194.700 65.400 33.59   24.77 
real-time RS chart chart L add note Alstom 47.090  08:13 0.64 46.790 0.64 40.180 6.610 16.45   15.22 
real-time RS chart chart L add note Arkema 91.860  08:12 1.12 90.840 1.12 74.860 15.980 21.35   10.71 
real-time RS chart chart add note Ubisoft 68.880  08:14 1.12 68.120 1.12 68.620 -0.500 -0.73   4.82 
real-time RS chart chart L add note Edenred 43.510  Mon -0.14 43.510 36.840 6.670 18.11   2.56 
real-time RS chart chart L add note Suez Environnement 11.600  08:13 0.17 11.580 0.17 9.510 2.070 21.77   -3.67 
real-time RS chart chart L add note EDF 8.838  08:13 0.39 8.804 0.39 7.050 1.754 24.88   -3.92 
real-time RS chart chart L add note Bureau Veritas 19.310  Mon 0.60 19.310 18.620 0.690 3.71   -7.56 
real-time RS chart chart L add note Faurecia 35.770  08:11 2.11 35.030 2.11 31.500 3.530 11.21   -8.26 
real-time RS chart chart L add note Eiffage 81.340  08:13 2.52 79.340 2.52 73.240 6.100 8.33   -8.55 
real-time RS chart chart add note Gecina 120.000  Mon 3.54 120.000 118.100 1.900 1.61   -10.73 
real-time RS chart chart L add note Solvay 72.280  08:13 1.72 71.060 1.72 69.940 1.120 1.60   -14.35 
real-time RS chart chart L add note Natixis 2.486  08:13 0.44 2.475 0.44 1.992 0.483 24.25   -15.58 
real-time RS chart chart L add note Thales 68.960  08:13 3.11 66.880 3.11 71.900 -5.020 -6.98   -19.26 
real-time RS chart chart add note Scor 22.200  08:11 1.37 21.900 1.37 22.440 -0.540 -2.41   -25.71 
real-time RS chart chart L add note SES 6.572  08:12 2.91 6.386 2.91 6.700 -0.314 -4.69   -27.77 
real-time RS chart chart add note Klépierre 15.625  08:13 5.57 14.800 5.57 16.050 -1.250 -7.79   -35.93 
real-time RS chart chart L add note Air France-KLM 4.148  08:13 1.89 4.071 1.89 4.763 -0.692 -14.53   -36.10 
 CAC Next 20 - 19 out of 19 instruments rated - 8/10/20 / 4/20/20 - 13 did rise, Market-Ratio(16) = 68.42 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
CAC Next 20 RS = 16 - B/S = 33/33
Market Chart
1/04/16 scale up chart 8/10/20
 


Transactions CAC Next 20 * S16 - 33 ex 2 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 7/17/06 196    - cash -
short 7/17/06   8/07/06 21  RT RS QC  SES 100  954   10.480  10.490 10.470  -0.010 0  9,990 -2  
8/07/06 8/28/06 21    - cash -
  8/28/06   9/04/06 7  RT RS QC  SES 100  936   10.670  10.800 10.540  -0.130 -1  9,869 -47  
9/04/06 8/13/07 343    - cash -
  8/13/07   9/03/07 21  RT RS QC  Natixis 100  967   10.197  10.467 9.927  -0.270 -3  9,608 -37  
9/03/07 9/10/07 7    - cash -
  9/10/07  12/10/07 91  RT RS QC  Natixis 100  978   9.822  10.013 9.631  -0.191 -2  9,421 -8  
12/10/07 12/17/07 7    - cash -
  12/17/07  12/31/07 14  RT RS QC  Air France-KLM 100  405   23.220  24.050 22.390  -0.830 -4  9,085 -61  
12/31/07 1/07/08 7    - cash -
  1/07/08   1/14/08 7  RT RS QC  Eiffage 100  151   59.770  62.270 57.270  -2.500 -4  8,707 -89  
  1/14/08   1/28/08 14  RT RS QC  Faurecia 100  236   36.890  36.100 37.697  0.807 2  8,898 76  
  1/28/08   4/07/08 70  RT RS QC  Air France-KLM 100  463   19.200  19.700 18.700  -0.500 -3  8,666 -13  
  4/07/08   4/28/08 21  RT RS QC  Faurecia 100  255   33.920  33.000 34.866  0.946 3  8,907 61  
4/28/08 7/28/08 91    - cash -
  7/28/08   8/04/08 7  RT RS QC  Natixis 100  2,589   3.440  3.302 3.584  0.144 4  9,280 746  
8/04/08 8/11/08 7    - cash -
  8/11/08   2/09/09 182  RT RS QC  Natixis 100  1,924   4.822  1.250 18.601  13.779 286  35,791 1,399  
2/09/09 2/23/09 14    - cash -
  2/23/09   3/16/09 21  RT RS QC  Natixis 100  33,449   1.070  1.138 1.002  -0.068 -6  33,517 -68  
3/16/09 3/30/09 14    - cash -
  3/30/09   4/06/09 7  RT RS QC  Gecina 100  1,241   27.000  35.650 18.350  -8.650 -32  22,782 -100  
4/06/09 2/01/10 301    - cash -
  2/01/10   2/22/10 21  RT RS QC  Ubisoft 100  2,245   10.145  9.420 10.926  0.781 8  24,535 263  
2/22/10 5/24/10 91    - cash -
  5/24/10   6/07/10 14  RT RS QC  Ubisoft 100  3,157   7.771  7.608 7.938  0.167 2  25,060 74  
6/07/10 7/05/10 28    - cash -
  7/05/10   8/30/10 56  RT RS QC  Ubisoft 100  4,018   6.237  6.836 5.638  -0.599 -10  22,654 -48  
8/30/10 6/20/11 294    - cash -
  6/20/11   6/27/11 7  RT RS QC  EDF 100  872   25.965  25.805 26.126  0.161 1  22,794 38  
6/27/11 7/18/11 21    - cash -
  7/18/11   7/25/11 7  RT RS QC  Ubisoft 100  4,197   5.431  6.332 4.530  -0.901 -17  19,013 -100  
  7/25/11  11/28/11 126  RT RS QC  Air France-KLM 100  1,967   9.661  3.975 23.481  13.820 143  46,195 1,210  
11/28/11 12/05/11 7    - cash -
  12/05/11  12/12/11 7  RT RS QC  Air France-KLM 100  10,261   4.502  4.002 5.065  0.563 12  51,967 46,258  
12/12/11 12/19/11 7    - cash -
  12/19/11  12/26/11 7  RT RS QC  Air France-KLM 100  13,273   3.915  3.961 3.869  -0.046 -1  51,357 -46  
12/26/11 5/28/12 154    - cash -
  5/28/12   7/02/12 35  RT RS QC  Air France-KLM 100  14,744   3.483  3.744 3.222  -0.261 -7  47,509 -56  
  7/02/12   7/30/12 28  RT RS QC  Faurecia 100  3,548   13.390  13.300 13.481  0.091 1  47,830 9  
7/30/12 8/18/14 749    - cash -
  8/18/14   8/25/14 7  RT RS QC  Arkema 100  885   54.034  54.970 53.098  -0.936 -2  47,002 -60  
8/25/14 9/01/14 7    - cash -
  9/01/14   9/08/14 7  RT RS QC  Arkema 100  875   53.696  54.777 52.615  -1.081 -2  46,056 -65  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
9/08/14 9/22/14 14    - cash -
  9/22/14  11/03/14 42  RT RS QC  Arkema 100  865   53.184  47.813 59.158  5.974 11  51,224 152  
11/03/14 6/15/15 224    - cash -
  6/15/15   6/22/15 7  RT RS QC  Air France-KLM 100  7,852   6.523  6.305 6.749  0.226 3  52,994 488  
6/22/15 6/29/15 7    - cash -
  6/29/15   7/13/15 14  RT RS QC  Air France-KLM 100  8,464   6.261  6.274 6.248  -0.013 0  52,884 -5  
7/13/15 7/27/15 14    - cash -
  7/27/15   8/03/15 7  RT RS QC  Air France-KLM 100  8,053   6.567  6.450 6.686  0.119 2  53,843 155  
8/03/15 8/17/15 14    - cash -
  8/17/15   9/07/15 21  RT RS QC  Air France-KLM 100  8,682   6.201  6.394 6.008  -0.193 -3  52,168 -42  
  9/07/15  10/05/15 28  RT RS QC  Edenred 100  3,036   17.180  16.095 18.338  1.158 7  55,684 134  
10/05/15 2/08/16 126    - cash -
  2/08/16   4/04/16 56  RT RS QC  EDF 100  4,825   11.540  10.060 13.238  1.698 15  63,875 145  
4/04/16 6/27/16 84    - cash -
  6/27/16   7/04/16 7  RT RS QC  Natixis 100  19,533   3.270  3.340 3.200  -0.070 -2  62,508 -68  
7/04/16 8/28/17 420    - cash -
  8/28/17   9/04/17 7  RT RS QC  Klépierre 100  1,873   33.370  33.560 33.180  -0.190 -1  62,152 -26  
9/04/17 11/05/18 427    - cash -
  11/05/18   2/25/19 112  RT RS QC  Faurecia 100  1,386   44.820  42.580 47.178  2.358 5  65,420 18  
  2/25/19   3/04/19 7  RT RS QC  Ubisoft 100  992   65.900  66.720 65.080  -0.820 -1  64,606 -48  
3/04/19 8/05/19 154    - cash -
  8/05/19   8/26/19 21  RT RS QC  Natixis 100  17,729   3.644  3.509 3.784  0.140 4  67,092 93  
8/26/19 3/09/20 196    - cash -
  3/09/20   4/20/20 42  RT RS QC  SES 100  10,110   6.636  6.700 6.572  -0.064 -1  66,445 -8  
  4/20/20   4/27/20 7  RT RS QC  Natixis 100  33,355   1.992  2.013 1.971  -0.021 -1  65,744 -42  
  4/27/20   5/25/20 28  RT RS QC  SES 100  10,505   6.258  6.458 6.058  -0.200 -3  63,643 -35  
  5/25/20   6/08/20 14  RT RS QC  Air France-KLM 100  16,890   3.768  6.042 1.494  -2.274 -60  25,236 -100  
  6/08/20   7/06/20 28  RT RS QC  SES 100  3,320   7.600  6.148 9.395  1.795 24  31,195 1,486  
7/06/20 8/11/20 36    - cash -
accum 7/17/06 7/06/201253 days out of 5335 invested (23%) 212 31,195 39  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Natixisshort  8/13/07  9/03/072110.2010.479.93-0.27 -2.65 
   9/10/07 12/10/07919.8210.019.63-0.19 -1.94 
   7/28/08  8/04/0873.443.303.580.14 4.18 
   8/11/08  2/09/091824.821.2518.6013.78 285.76 
   2/23/09  3/16/09211.071.141.00-0.07 -6.36 
   6/27/16  7/04/1673.273.343.20-0.07 -2.14 
   8/05/19  8/26/19213.643.513.780.14 3.85 
   4/20/20  4/27/2071.992.011.97-0.02 -1.05261.24 
 SES  7/17/06  8/07/062110.4810.4910.47-0.01 -0.10 
   8/28/06  9/04/06710.6710.8010.54-0.13 -1.22 
   3/09/20  4/20/20426.646.706.57-0.06 -0.96 
   4/27/20  5/25/20286.266.466.06-0.20 -3.20 
   6/08/20  7/06/20287.606.159.391.79 23.6216.96 
 EDF  6/20/11  6/27/11725.9725.8126.130.16 0.62 
   2/08/16  4/04/165611.5410.0613.241.70 14.7115.42 
 Faurecia  1/14/08  1/28/081436.8936.1037.700.81 2.19 
   4/07/08  4/28/082133.9233.0034.870.95 2.79 
   7/02/12  7/30/122813.3913.3013.480.09 0.68 
  11/05/18  2/25/1911244.8242.5847.182.36 5.2611.31 
 Arkema   8/18/14  8/25/14754.0354.9753.10-0.94 -1.73 
   9/01/14  9/08/14753.7054.7852.62-1.08 -2.01 
   9/22/14 11/03/144253.1847.8159.165.97 11.237.11 
 Edenred  9/07/15 10/05/152817.1816.1018.341.16 6.746.74 
 Klépierre  8/28/17  9/04/17733.3733.5633.18-0.19 -0.57-0.57 
 Eiffage  1/07/08  1/14/08759.7762.2757.27-2.50 -4.18-4.18 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Air France-KLM 12/17/07 12/31/071423.2224.0522.39-0.83 -3.57 
   1/28/08  4/07/087019.2019.7018.70-0.50 -2.60 
   7/25/11 11/28/111269.663.9823.4813.82 143.04 
  12/05/11 12/12/1174.504.005.060.56 12.49 
  12/19/11 12/26/1173.923.963.87-0.05 -1.17 
   5/28/12  7/02/12353.483.743.22-0.26 -7.49 
   6/15/15  6/22/1576.526.316.750.23 3.46 
   6/29/15  7/13/15146.266.276.25-0.01 -0.21 
   7/27/15  8/03/1576.576.456.690.12 1.81 
   8/17/15  9/07/15216.206.396.01-0.19 -3.11 
   5/25/20  6/08/20143.776.041.49-2.27 -60.35-5.21 
 Ubisoft  2/01/10  2/22/102110.159.4210.930.78 7.70 
   5/24/10  6/07/10147.777.617.940.17 2.14 
   7/05/10  8/30/10566.246.845.64-0.60 -9.60 
   7/18/11  7/25/1175.436.334.53-0.90 -16.59 
   2/25/19  3/04/19765.9066.7265.08-0.82 -1.24-18.09 
 Gecina  3/30/09  4/06/09727.0035.6518.35-8.65 -32.04-32.04 


Annotations
3/20/17CAC Next 20Klépierre replaces Atos
7/15/16CAC Next 20Eiffage replaces Eutelsat
3/21/16CAC Next 20Alstom replaces Sodexo
1/05/16CAC Next 20complete analysis
12/21/15CAC Next 20EDF and Groupe Eurotunnel replace Klépierre and Vallourec
8/23/15CAC Next 20complete analysis
7/08/15CAC Next 20market adjustment to index: Hermes, Ingenico and Klépierre replace CGG, Eutelsat and Lagardere