RS Chart
Assessment - CAC Next 20 - 9/16/19 - RS = 16
 ⇐ 
  instrument freshest Δday 9/16/19 Δwk 5/27/19  prc diff Δ16   ∅-RS
real-time RS chart chart L add note CAC Next 20 17,562.400  08:14 0.31 17,495.800 0.38 16,377.700 1,118.100 6.83   5.49 
real-time RS chart chart L add note Ingenico 91.420  08:13 -1.40 88.040 3.84 72.960 15.080 20.67   35.16 
real-time RS chart chart L add note Teleperformance 195.500  08:13 0.46 190.900 2.41 174.500 16.400 9.40   18.41 
real-time RS chart chart L add note Faurecia 45.020  08:14 0.54 46.440 -3.06 36.380 10.060 27.65   17.13 
real-time RS chart chart L add note Suez Environnement 14.090  08:13 0.25 13.900 1.37 12.040 1.860 15.45   12.73 
real-time RS chart chart add note Edenred 43.340  08:14 0.37 41.850 3.56 40.480 1.370 3.38   10.49 
real-time RS chart chart L add note Eiffage 93.860  08:13 -0.32 94.100 -0.26 88.640 5.460 6.16   9.53 
real-time RS chart chart L add note Gecina 142.900  08:13 0.49 139.800 2.22 132.800 7.000 5.27   6.99 
real-time RS chart chart L add note Bureau Veritas 22.120  08:11 0.55 21.890 1.05 21.280 0.610 2.87   6.56 
real-time RS chart chart L add note Solvay 97.000  08:13 0.21 99.120 -2.14 85.880 13.240 15.42   3.44 
real-time RS chart chart L add note Arkema 85.640  08:13 0.30 86.800 -1.34 77.060 9.740 12.64   2.48 
real-time RS chart chart add note Klépierre 30.110  08:14 0.53 29.890 0.74 30.790 -0.900 -2.92   1.39 
real-time RS chart chart L add note Thales 106.150  08:12 -0.23 106.650 -0.47 98.800 7.850 7.95   0.38 
real-time RS chart chart S add note Alstom 37.870  08:13 0.03 37.720 0.40 40.340 -2.620 -6.49   -1.56 
real-time RS chart chart add note Air France-KLM 9.172  08:13 0.09 9.174 -0.02 7.828 1.346 17.19   -2.01 
real-time RS chart chart L add note Ubisoft 69.380  08:14 -1.48 72.620 -4.46 70.520 2.100 2.98   -2.43 
real-time RS chart chart L add note SES 14.855  08:13 -1.20 15.120 -1.75 14.035 1.085 7.73   -5.51 
real-time RS chart chart S add note Scor 37.400  08:14 1.38 36.750 1.77 36.540 0.210 0.57   -5.83 
real-time RS chart chart add note Natixis 3.751  08:13 0.56 3.747 0.11 4.780 -1.033 -21.61   -15.69 
real-time RS chart chart add note EDF 10.730  08:13 3.52 10.455 2.63 12.220 -1.765 -14.44   -18.21 
 CAC Next 20 - 19 out of 19 instruments rated - 9/16/19 / 5/27/19 - 15 did rise, Market-Ratio(16) = 78.95 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
CAC Next 20 RS = 16 - B/S = 33/33
Market Chart
1/05/15 scale up chart 9/16/19
 


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 9/18/19 23    - cash -
accum 7/17/06 8/26/191134 days out of 5007 invested (23%) 571 67,092 85  

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 3.85265.09 
 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 -3.11139.07 
 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 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 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 
 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 -1.22-1.31 
 Eiffage  1/07/08  1/14/08759.7762.2757.27-2.50 -4.18-4.18 
 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