Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 1/17/22 - RS = 16

		⇓instrument	freshest		⇓ Δday	1/17/22	⇓ Δwk	9/27/21	prc diff	⇓ Δ16	∅-RS
		CAC Next 20	19,215.500	Mon	0.51	19,215.500		20,006.400	-790.900	-3.95	-0.13
	L	Arkema	134.950	Mon	1.66	134.950		114.600	20.350	17.76	25.36
		Klépierre	22.360	Mon	-0.67	22.360		20.400	1.960	9.61	8.78
		Eiffage	94.500	Mon	-0.19	94.500		89.640	4.860	5.42	8.56
		Bureau Veritas	27.820	Mon	0.69	27.820		27.240	0.580	2.13	6.93
	L	Faurecia	44.950	Mon	2.49	44.950		40.940	4.010	9.79	5.90
	L	Getlink	14.255	Mon	-0.45	14.255		13.890	0.365	2.63	5.41
		Sodexo	81.880	Mon	-0.70	81.880		77.160	4.720	6.12	5.41
		Accor	32.200	Mon	0.22	32.200		32.050	0.150	0.47	4.74
	L	Valeo	27.670	Mon	1.69	27.670		24.080	3.590	14.91	4.02
		Suez Environnement	19.835	Mon		19.835		19.690	0.145	0.74	3.16
		Solvay	108.350	Mon	2.51	108.350		107.100	1.250	1.17	2.28
		Gecina	122.000	Mon	-0.65	122.000		123.100	-1.100	-0.89	-1.29
		bioMérieux	104.700	Mon	1.11	104.700		100.700	4.000	3.97	-1.54
		Eurofins Scientific	92.540	Mon	0.13	92.540		114.000	-21.460	-18.82	-2.20
	S	Euronext	84.750	Mon	-0.18	84.750		98.900	-14.150	-14.31	-6.97
	S	Sartorius Stedim	376.500	Mon	2.59	376.500		487.200	-110.700	-22.72	-8.95
		Edenred	41.590	Mon	0.78	41.590		47.710	-6.120	-12.83	-9.40
		Orpea	87.600	Mon	-0.99	87.600		101.200	-13.600	-13.44	-12.42
		Ubisoft	45.090	Mon	-2.00	45.090		53.640	-8.550	-15.94	-18.60
	S	EDF	8.468	Mon	-4.21	8.468		11.165	-2.697	-24.16	-25.07
CAC Next 20 - 20 out of 20 instruments rated - 1/17/22 / 9/27/21 - 12 did rise, Market-Ratio(16) = 60.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	1/17/22

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		6/12/06	161		- cash -
short	6/12/06	7/03/06	21		Valeo	100	1,052	9.497	9.340	9.656	0.159	2	10,168	34
7/03/06		7/17/06	14		- cash -
	7/17/06	7/31/06	14		Valeo	100	1,203	8.450	9.537	7.363	-1.087	-13	8,860	-97
7/31/06		10/22/07	448		- cash -
	10/22/07	11/26/07	35		Klépierre	100	237	37.270	33.000	42.093	4.823	13	10,003	256
11/26/07		12/17/07	21		- cash -
	12/17/07	12/31/07	14		Sartorius Stedim	100	1,744	5.735	6.150	5.320	-0.415	-7	9,279	-86
12/31/07		1/07/08	7		- cash -
	1/07/08	1/21/08	14		Valeo	100	1,120	8.280	7.767	8.827	0.547	7	9,892	430
	1/21/08	1/28/08	7		Faurecia	100	309	32.000	36.100	27.900	-4.100	-13	8,625	-100
	1/28/08	2/04/08	7		Valeo	100	1,068	8.070	8.563	7.577	-0.493	-6	8,099	-96
	2/04/08	2/11/08	7		Sartorius Stedim	100	1,766	4.583	4.648	4.518	-0.065	-1	7,984	-53
	2/11/08	4/28/08	77		Faurecia	100	245	32.490	33.000	31.980	-0.510	-2	7,859	-7
4/28/08		6/16/08	49		- cash -
	6/16/08	6/23/08	7		Faurecia	100	266	29.500	27.000	32.232	2.732	9	8,585	10,024
6/23/08		7/14/08	21		- cash -
	7/14/08	8/04/08	21		Faurecia	100	372	23.050	25.000	21.100	-1.950	-8	7,860	-78
	8/04/08	8/11/08	7		Sartorius Stedim	100	2,269	3.463	3.318	3.615	0.151	4	8,203	830
8/11/08		8/18/08	7		- cash -
	8/18/08	12/08/08	112		Faurecia	100	310	26.420	11.840	58.954	32.534	123	18,289	1,268
	12/08/08	2/09/09	63		Arkema	100	1,406	13.001	12.726	13.282	0.281	2	18,684	13
2/09/09		2/23/09	14		- cash -
	2/23/09	3/09/09	14		Arkema	100	1,859	10.048	10.279	9.817	-0.231	-2	18,254	-45
	3/09/09	3/16/09	7		Klépierre	100	1,821	10.020	12.620	7.420	-2.600	-26	13,520	-100
3/16/09		3/30/09	14		- cash -
	3/30/09	4/06/09	7		Gecina	100	500	27.000	35.650	18.350	-8.650	-32	9,195	-100
4/06/09		2/08/10	308		- cash -
	2/08/10	2/15/10	7		Ubisoft	100	921	9.977	9.307	10.695	0.718	7	9,856	3,651
2/15/10		7/05/10	140		- cash -
	7/05/10	7/12/10	7		Ubisoft	100	1,580	6.237	6.368	6.106	-0.131	-2	9,649	-67
7/12/10		7/26/10	14		- cash -
	7/26/10	8/30/10	35		Ubisoft	100	1,373	7.026	6.836	7.221	0.195	3	9,917	33
8/30/10		8/08/11	343		- cash -
	8/08/11	11/14/11	98		Ubisoft	100	2,117	4.684	5.073	4.295	-0.389	-8	9,094	-28
	11/14/11	11/28/11	14		Eiffage	100	429	21.155	17.995	24.870	3.715	18	10,688	6,689
11/28/11		12/05/11	7		- cash -
	12/05/11	12/12/11	7		Eiffage	100	557	19.180	17.130	21.475	2.295	12	11,966	36,185
12/12/11		12/19/11	7		- cash -
	12/19/11	1/02/12	14		Eiffage	100	711	16.810	19.460	14.160	-2.650	-16	10,082	-99
1/02/12		1/09/12	7		- cash -
	1/09/12	1/16/12	7		Eiffage	100	536	18.795	21.625	15.965	-2.830	-15	8,565	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/16/12		6/04/12	140		- cash -
	6/04/12	6/11/12	7		Faurecia	100	677	12.640	12.985	12.295	-0.345	-3	8,331	-76
6/11/12		7/16/12	35		- cash -
	7/16/12	7/30/12	14		Faurecia	100	677	12.290	13.300	11.280	-1.010	-8	7,648	-89
7/30/12		6/24/13	329		- cash -
	6/24/13	7/08/13	14		Getlink	100	1,493	5.119	5.776	4.462	-0.657	-13	6,667	-97
7/08/13		7/21/14	378		- cash -
	7/21/14	7/28/14	7		Arkema	100	99	67.103	68.338	65.868	-1.235	-2	6,545	-62
7/28/14		8/11/14	14		- cash -
	8/11/14	9/08/14	28		Arkema	100	119	54.680	54.777	54.583	-0.097	0	6,533	-2
9/08/14		9/22/14	14		- cash -
	9/22/14	11/03/14	42		Arkema	100	122	53.184	47.813	59.158	5.974	11	7,262	152
11/03/14		7/06/15	245		- cash -
	7/06/15	7/13/15	7		EDF	100	369	19.665	20.925	18.405	-1.260	-6	6,797	-97
7/13/15		8/24/15	42		- cash -
	8/24/15	9/07/15	14		EDF	100	362	18.740	17.725	19.813	1.073	6	7,185	327
9/07/15		9/14/15	7		- cash -
	9/14/15	9/28/15	14		Edenred	100	451	15.905	14.500	17.446	1.541	10	7,880	1,015
9/28/15		2/08/16	133		- cash -
	2/08/16	2/29/16	21		EDF	100	682	11.540	9.725	13.694	2.154	19	9,349	1,857
2/29/16		3/07/16	7		- cash -
	3/07/16	3/14/16	7		EDF	100	923	10.120	10.265	9.975	-0.145	-1	9,215	-53
3/14/16		3/21/16	7		- cash -
	3/21/16	4/04/16	14		EDF	100	862	10.680	10.060	11.338	0.658	6	9,783	375
4/04/16		6/27/16	84		- cash -
	6/27/16	7/04/16	7		EDF	100	1,009	9.695	11.250	8.140	-1.555	-16	8,214	-100
7/04/16		11/21/16	140		- cash -
	11/21/16	12/12/16	21		Getlink	100	1,015	8.090	8.850	7.330	-0.760	-9	7,442	-82
12/12/16		10/15/18	672		- cash -
	10/15/18	2/25/19	133		Valeo	100	232	32.070	28.800	35.711	3.641	11	8,287	34
2/25/19		8/05/19	161		- cash -
	8/05/19	8/12/19	7		EDF	100	784	10.570	10.570	10.570	0.000	0	8,287	0
8/12/19		3/09/20	210		- cash -
	3/09/20	4/27/20	49		Valeo	100	457	18.115	18.715	17.515	-0.600	-3	8,013	-22
	4/27/20	6/08/20	42		Klépierre	100	485	16.495	21.880	11.110	-5.385	-33	5,401	-97
	6/08/20	6/22/20	14		Sodexo	100	76	70.720	62.280	80.304	9.584	14	6,130	2,648
6/22/20		12/20/21	546		- cash -
	12/20/21	12/27/21	7		Ubisoft	100	145	42.230	42.960	41.500	-0.730	-2	6,024	-60
12/27/21		1/18/22	22		- cash -
accum	6/12/06	12/27/21	1092	days out of 5860 invested (19%)							-40		6,024	-16

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Faurecia	short	1/21/08	1/28/08	7	32.00	36.10	27.90	-4.10	-12.81
		2/11/08	4/28/08	77	32.49	33.00	31.98	-0.51	-1.57
		6/16/08	6/23/08	7	29.50	27.00	32.23	2.73	9.26
		7/14/08	8/04/08	21	23.05	25.00	21.10	-1.95	-8.46
		8/18/08	12/08/08	112	26.42	11.84	58.95	32.53	123.14
		6/04/12	6/11/12	7	12.64	12.99	12.30	-0.35	-2.73
		7/16/12	7/30/12	14	12.29	13.30	11.28	-1.01	-8.22	70.99
Sodexo		6/08/20	6/22/20	14	70.72	62.28	80.30	9.58	13.55	13.55
Edenred		9/14/15	9/28/15	14	15.91	14.50	17.45	1.54	9.69	9.69
Arkema		12/08/08	2/09/09	63	13.00	12.73	13.28	0.28	2.16
		2/23/09	3/09/09	14	10.05	10.28	9.82	-0.23	-2.30
		7/21/14	7/28/14	7	67.10	68.34	65.87	-1.24	-1.84
		8/11/14	9/08/14	28	54.68	54.78	54.58	-0.10	-0.18
		9/22/14	11/03/14	42	53.18	47.81	59.16	5.97	11.23	8.79
EDF		7/06/15	7/13/15	7	19.67	20.93	18.41	-1.26	-6.41
		8/24/15	9/07/15	14	18.74	17.73	19.81	1.07	5.73
		2/08/16	2/29/16	21	11.54	9.73	13.69	2.15	18.66
		3/07/16	3/14/16	7	10.12	10.27	9.98	-0.15	-1.43
		3/21/16	4/04/16	14	10.68	10.06	11.34	0.66	6.16
		6/27/16	7/04/16	7	9.70	11.25	8.14	-1.56	-16.04
		8/05/19	8/12/19	7	10.57	10.57	10.57	0.00	0.00	3.16
Ubisoft		2/08/10	2/15/10	7	9.98	9.31	10.70	0.72	7.20
		7/05/10	7/12/10	7	6.24	6.37	6.11	-0.13	-2.10
		7/26/10	8/30/10	35	7.03	6.84	7.22	0.20	2.78
		8/08/11	11/14/11	98	4.68	5.07	4.30	-0.39	-8.30
		12/20/21	12/27/21	7	42.23	42.96	41.50	-0.73	-1.73	-2.80
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Valeo		6/12/06	7/03/06	21	9.50	9.34	9.66	0.16	1.68
		7/17/06	7/31/06	14	8.45	9.54	7.36	-1.09	-12.86
		1/07/08	1/21/08	14	8.28	7.77	8.83	0.55	6.61
		1/28/08	2/04/08	7	8.07	8.56	7.58	-0.49	-6.11
		10/15/18	2/25/19	133	32.07	28.80	35.71	3.64	11.35
		3/09/20	4/27/20	49	18.12	18.72	17.52	-0.60	-3.31	-4.52
Sartorius Stedim		12/17/07	12/31/07	14	5.74	6.15	5.32	-0.42	-7.24
		2/04/08	2/11/08	7	4.58	4.65	4.52	-0.07	-1.42
		8/04/08	8/11/08	7	3.46	3.32	3.61	0.15	4.37	-4.56
Eiffage		11/14/11	11/28/11	14	21.16	18.00	24.87	3.71	17.56
		12/05/11	12/12/11	7	19.18	17.13	21.48	2.30	11.97
		12/19/11	1/02/12	14	16.81	19.46	14.16	-2.65	-15.76
		1/09/12	1/16/12	7	18.80	21.63	15.97	-2.83	-15.06	-5.82
Getlink		6/24/13	7/08/13	14	5.12	5.78	4.46	-0.66	-12.83
		11/21/16	12/12/16	21	8.09	8.85	7.33	-0.76	-9.39	-21.02
Gecina		3/30/09	4/06/09	7	27.00	35.65	18.35	-8.65	-32.04	-32.04
Klépierre		10/22/07	11/26/07	35	37.27	33.00	42.09	4.82	12.94
		3/09/09	3/16/09	7	10.02	12.62	7.42	-2.60	-25.95
		4/27/20	6/08/20	42	16.50	21.88	11.11	-5.39	-32.65	-43.67

Annotations

11/19/20	Eurofins Scientific	stock split 1:10 (ten for one)
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


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