Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 11/11/19 - RS = 16

		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	7/22/19	prc diff	⇓ Δ16	∅-RS
	L	CAC Next 20	18,404.200	17:05	0.27	18,355.300	0.27	17,016.700	1,338.600	7.87	10.25
	L	Ingenico	96.500	16:35	-0.94	97.420	-0.94	79.400	18.020	22.70	42.99
	L	Teleperformance	210.200	16:35		210.200		180.400	29.800	16.52	25.89
	L	Faurecia	50.040	16:35	1.79	49.160	1.79	40.660	8.500	20.91	25.02
	L	Arkema	97.500	16:35	0.35	97.160	0.35	82.840	14.320	17.29	16.80
		Edenred	46.540	16:35	1.17	46.000	1.17	45.290	0.710	1.57	15.75
	L	Gecina	151.400	16:35	-0.33	151.900	-0.33	135.100	16.800	12.44	15.02
	L	Eiffage	99.440	16:35	0.30	99.140	0.30	90.300	8.840	9.79	14.81
	L	Klépierre	33.020	16:35	-0.57	33.210	-0.57	28.770	4.440	15.43	11.73
	L	Bureau Veritas	22.870	16:35	0.88	22.670	0.88	21.350	1.320	6.18	9.38
	L	SES	16.945	16:35	-0.91	17.100	-0.91	13.355	3.745	28.04	8.72
	L	Air France-KLM	10.300	16:35	0.15	10.285	0.15	9.042	1.243	13.75	7.19
		Suez Environnement	13.310	16:35	0.23	13.280	0.23	13.165	0.115	0.87	6.31
	L	Solvay	102.400	16:39	4.64	97.860	4.64	90.680	7.180	7.92	3.74
	L	Alstom	37.790	16:38	-1.74	38.460	-1.74	37.380	1.080	2.89	0.55
		Scor	37.300	16:35	-1.11	37.720	-1.11	39.080	-1.360	-3.48	-2.09
	L	Natixis	4.015	16:35	0.07	4.012	0.07	3.707	0.305	8.23	-5.00
	S	Thales	86.080	16:38	-0.58	86.580	-0.58	102.650	-16.070	-15.66	-16.20
	S	EDF	9.202	16:35	-0.22	9.222	-0.22	11.000	-1.778	-16.16	-22.81
	S	Ubisoft	50.760	16:35	-0.43	50.980	-0.43	76.000	-25.020	-32.92	-27.37
CAC Next 20 - 19 out of 19 instruments rated - 11/11/19 / 7/22/19 - 15 did rise, Market-Ratio(16) = 78.95 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Next 20 RS = 16 - B/S = 33/33

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

Transactions CAC Next 20 * S16 - 33 ex 2 (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		7/17/06	196		- cash -
short	7/17/06	8/07/06	21		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		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		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		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		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		Eiffage	100	151	59.770	62.270	57.270	-2.500	-4	8,707	-89
	1/14/08	1/28/08	14		Faurecia	100	236	36.890	36.100	37.697	0.807	2	8,898	76
	1/28/08	4/07/08	70		Air France-KLM	100	463	19.200	19.700	18.700	-0.500	-3	8,666	-13
	4/07/08	4/28/08	21		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		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		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		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		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		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		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		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		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		Ubisoft	100	4,197	5.431	6.332	4.530	-0.901	-17	19,013	-100
	7/25/11	11/28/11	126		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		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		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		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		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		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		Arkema	100	875	53.696	54.777	52.615	-1.081	-2	46,056	-65
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
9/08/14		9/22/14	14		- cash -
	9/22/14	11/03/14	42		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		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		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		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		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		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		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		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		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		Faurecia	100	1,386	44.820	42.580	47.178	2.358	5	65,420	18
	2/25/19	3/04/19	7		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		Natixis	100	17,729	3.644	3.509	3.784	0.140	4	67,092	93
8/26/19		11/12/19	78		- cash -
accum	7/17/06	8/26/19	1134	days out of 5062 invested (22%)							571		67,092	85

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Natixis	short	8/13/07	9/03/07	21	10.20	10.47	9.93	-0.27	-2.65
		9/10/07	12/10/07	91	9.82	10.01	9.63	-0.19	-1.94
		7/28/08	8/04/08	7	3.44	3.30	3.58	0.14	4.18
		8/11/08	2/09/09	182	4.82	1.25	18.60	13.78	285.76
		2/23/09	3/16/09	21	1.07	1.14	1.00	-0.07	-6.36
		6/27/16	7/04/16	7	3.27	3.34	3.20	-0.07	-2.14
		8/05/19	8/26/19	21	3.64	3.51	3.78	0.14	3.85	265.09
Air France-KLM		12/17/07	12/31/07	14	23.22	24.05	22.39	-0.83	-3.57
		1/28/08	4/07/08	70	19.20	19.70	18.70	-0.50	-2.60
		7/25/11	11/28/11	126	9.66	3.98	23.48	13.82	143.04
		12/05/11	12/12/11	7	4.50	4.00	5.06	0.56	12.49
		12/19/11	12/26/11	7	3.92	3.96	3.87	-0.05	-1.17
		5/28/12	7/02/12	35	3.48	3.74	3.22	-0.26	-7.49
		6/15/15	6/22/15	7	6.52	6.31	6.75	0.23	3.46
		6/29/15	7/13/15	14	6.26	6.27	6.25	-0.01	-0.21
		7/27/15	8/03/15	7	6.57	6.45	6.69	0.12	1.81
		8/17/15	9/07/15	21	6.20	6.39	6.01	-0.19	-3.11	139.07
EDF		6/20/11	6/27/11	7	25.97	25.81	26.13	0.16	0.62
		2/08/16	4/04/16	56	11.54	10.06	13.24	1.70	14.71	15.42
Faurecia		1/14/08	1/28/08	14	36.89	36.10	37.70	0.81	2.19
		4/07/08	4/28/08	21	33.92	33.00	34.87	0.95	2.79
		7/02/12	7/30/12	28	13.39	13.30	13.48	0.09	0.68
		11/05/18	2/25/19	112	44.82	42.58	47.18	2.36	5.26	11.31
Arkema		8/18/14	8/25/14	7	54.03	54.97	53.10	-0.94	-1.73
		9/01/14	9/08/14	7	53.70	54.78	52.62	-1.08	-2.01
		9/22/14	11/03/14	42	53.18	47.81	59.16	5.97	11.23	7.11
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Edenred		9/07/15	10/05/15	28	17.18	16.10	18.34	1.16	6.74	6.74
Klépierre		8/28/17	9/04/17	7	33.37	33.56	33.18	-0.19	-0.57	-0.57
SES		7/17/06	8/07/06	21	10.48	10.49	10.47	-0.01	-0.10
		8/28/06	9/04/06	7	10.67	10.80	10.54	-0.13	-1.22	-1.31
Eiffage		1/07/08	1/14/08	7	59.77	62.27	57.27	-2.50	-4.18	-4.18
Ubisoft		2/01/10	2/22/10	21	10.15	9.42	10.93	0.78	7.70
		5/24/10	6/07/10	14	7.77	7.61	7.94	0.17	2.14
		7/05/10	8/30/10	56	6.24	6.84	5.64	-0.60	-9.60
		7/18/11	7/25/11	7	5.43	6.33	4.53	-0.90	-16.59
		2/25/19	3/04/19	7	65.90	66.72	65.08	-0.82	-1.24	-18.09
Gecina		3/30/09	4/06/09	7	27.00	35.65	18.35	-8.65	-32.04	-32.04

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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