Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 12/05/22 - RS = 16

		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	8/15/22	prc diff	⇓ Δ16	∅-RS
	L	CAC Next 20	16,481.400	13:15	-0.32	16,773.800	-1.74	17,773.400	-999.600	-5.62	-1.60
		EDF	12.000	Wed		12.000		11.915	0.085	0.71	23.59
	L	Sodexo	92.620	Wed	0.67	91.920	0.76	82.600	9.320	11.28	20.29
	L	Edenred	52.240	Wed	0.50	51.940	0.58	52.280	-0.340	-0.65	14.93
	L	Eiffage	95.500	Wed	-0.44	95.360	0.15	93.060	2.300	2.47	6.13
	L	Klépierre	22.120	Wed	-0.76	22.370	-1.12	23.020	-0.650	-2.82	5.55
	L	Solvay	93.600	Wed	-1.80	94.820	-1.29	86.680	8.140	9.39	4.54
		bioMérieux	96.120	Wed	-0.39	97.860	-1.78	103.700	-5.840	-5.63	0.89
	L	Rexel	17.920	Wed	0.87	17.550	2.11	17.730	-0.180	-1.02	-1.05
	L	Bureau Veritas	24.950	Wed	-0.52	25.200	-0.99	26.890	-1.690	-6.28	-2.06
		Sartorius Stedim	318.300	Wed	-2.33	337.200	-5.60	386.100	-48.900	-12.67	-3.11
		Getlink	15.605	Wed	-1.30	15.700	-0.61	19.600	-3.900	-19.90	-3.26
		Euronext	71.800	Wed	-0.83	73.460	-2.26	78.260	-4.800	-6.13	-4.00
	L	Gecina	95.400	Wed	-0.16	95.700	-0.31	99.900	-4.200	-4.20	-5.18
	L	Accor	25.180	Wed	0.36	25.000	0.72	26.860	-1.860	-6.92	-7.34
		Valeo	16.795	Wed	-1.84	17.400	-3.48	20.790	-3.390	-16.31	-9.58
	L	Scor	19.785	Wed	0.48	19.125	3.45	17.375	1.750	10.07	-10.61
	L	Arkema	85.280	Wed	-1.30	85.180	0.12	91.200	-6.020	-6.60	-14.05
	L	Faurecia	14.350	Wed	-4.30	15.755	-8.92	17.300	-1.545	-8.93	-22.73
	S	Ubisoft	28.140	Wed	2.40	28.330	-0.67	45.860	-17.530	-38.23	-27.16
	L	Atos	9.590	Wed	-0.68	10.095	-5.00	11.730	-1.635	-13.94	-34.88
CAC Next 20 - 20 out of 20 instruments rated - 12/05/22 / 8/15/22 - 5 did rise, Market-Ratio(16) = 25.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	12/05/22

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		5/22/06	140		- cash -
short	5/22/06	7/10/06	49		Valeo	100	1,007	9.927	9.087	10.844	0.918	9	10,924	93
7/10/06		7/17/06	7		- cash -
	7/17/06	8/07/06	21		Atos	100	246	44.310	34.100	57.577	13.267	30	14,188	9,385
8/07/06		7/30/07	357		- cash -
	7/30/07	9/24/07	56		Klépierre	100	390	36.350	39.100	33.600	-2.750	-8	13,115	-40
	9/24/07	10/08/07	14		Atos	100	327	40.020	43.200	36.840	-3.180	-8	12,075	-88
	10/08/07	11/19/07	42		Sartorius Stedim	100	1,911	6.318	6.083	6.562	0.244	4	12,542	39
	11/19/07	12/10/07	21		Klépierre	100	401	31.240	36.900	25.580	-5.660	-18	10,272	-97
12/10/07		12/17/07	7		- cash -
	12/17/07	12/31/07	14		Sartorius Stedim	100	1,791	5.735	6.150	5.320	-0.415	-7	9,529	-86
	12/31/07	1/21/08	21		Valeo	100	1,013	9.400	7.767	11.377	1.977	21	11,531	2,659
	1/21/08	1/28/08	7		Faurecia	100	360	32.000	36.100	27.900	-4.100	-13	10,055	-100
	1/28/08	2/04/08	7		Valeo	100	1,246	8.070	8.563	7.577	-0.493	-6	9,441	-96
	2/04/08	2/11/08	7		Sartorius Stedim	100	2,059	4.583	4.648	4.518	-0.065	-1	9,307	-53
	2/11/08	4/28/08	77		Faurecia	100	286	32.490	33.000	31.980	-0.510	-2	9,161	-7
4/28/08		7/14/08	77		- cash -
	7/14/08	7/21/08	7		Faurecia	100	397	23.050	23.410	22.690	-0.360	-2	9,018	-56
7/21/08		7/28/08	7		- cash -
	7/28/08	8/04/08	7		Eiffage	100	218	41.300	40.000	42.642	1.342	3	9,311	430
8/04/08		8/18/08	14		- cash -
	8/18/08	12/08/08	112		Faurecia	100	352	26.420	11.840	58.954	32.534	123	20,763	1,268
	12/08/08	2/09/09	63		Arkema	100	1,597	13.001	12.726	13.282	0.281	2	21,211	13
2/09/09		2/23/09	14		- cash -
	2/23/09	3/09/09	14		Arkema	100	2,111	10.048	10.279	9.817	-0.231	-2	20,724	-45
	3/09/09	3/16/09	7		Klépierre	100	2,068	10.020	12.620	7.420	-2.600	-26	15,347	-100
3/16/09		3/30/09	14		- cash -
	3/30/09	4/06/09	7		Gecina	100	568	27.000	35.650	18.350	-8.650	-32	10,434	-100
4/06/09		2/08/10	308		- cash -
	2/08/10	2/15/10	7		Ubisoft	100	1,045	9.977	9.307	10.695	0.718	7	11,184	3,651
2/15/10		7/05/10	140		- cash -
	7/05/10	7/12/10	7		Ubisoft	100	1,793	6.237	6.368	6.106	-0.131	-2	10,949	-67
7/12/10		7/19/10	7		- cash -
	7/19/10	9/06/10	49		Ubisoft	100	1,575	6.950	7.393	6.507	-0.443	-6	10,252	-39
9/06/10		8/08/11	336		- cash -
	8/08/11	11/14/11	98		Ubisoft	100	2,188	4.684	5.073	4.295	-0.389	-8	9,401	-28
	11/14/11	11/28/11	14		Eiffage	100	444	21.155	17.995	24.870	3.715	18	11,050	6,689
11/28/11		12/05/11	7		- cash -
	12/05/11	12/12/11	7		Eiffage	100	576	19.180	17.130	21.475	2.295	12	12,372	36,185
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
12/12/11		12/19/11	7		- cash -
	12/19/11	12/26/11	7		Eiffage	100	735	16.810	18.535	15.085	-1.725	-10	11,104	-100
12/26/11		6/04/12	161		- cash -
	6/04/12	6/11/12	7		Faurecia	100	878	12.640	12.985	12.295	-0.345	-3	10,801	-76
6/11/12		7/02/12	21		- cash -
	7/02/12	7/30/12	28		Faurecia	100	806	13.390	13.300	13.481	0.091	1	10,874	9
7/30/12		6/24/13	329		- cash -
	6/24/13	7/01/13	7		Getlink	100	2,124	5.119	5.671	4.567	-0.552	-11	9,702	-100
7/01/13		7/21/14	385		- cash -
	7/21/14	9/08/14	49		Rexel	100	625	15.500	15.830	15.170	-0.330	-2	9,496	-15
9/08/14		9/15/14	7		- cash -
	9/15/14	11/03/14	49		Arkema	100	172	55.202	47.813	63.733	8.531	15	10,963	192
11/03/14		7/06/15	245		- cash -
	7/06/15	7/13/15	7		EDF	100	557	19.665	20.925	18.405	-1.260	-6	10,261	-97
7/13/15		7/27/15	14		- cash -
	7/27/15	8/03/15	7		EDF	100	491	20.865	21.645	20.085	-0.780	-4	9,878	-86
8/03/15		8/17/15	14		- cash -
	8/17/15	9/28/15	42		EDF	100	473	20.850	15.330	28.358	7.508	36	13,429	1,348
9/28/15		10/12/15	14		- cash -
	10/12/15	10/19/15	7		Edenred	100	803	16.720	16.100	17.364	0.644	4	13,946	617
10/19/15		2/08/16	112		- cash -
	2/08/16	4/04/16	56		EDF	100	1,208	11.540	10.060	13.238	1.698	15	15,997	145
4/04/16		6/27/16	84		- cash -
	6/27/16	7/04/16	7		EDF	100	1,650	9.695	11.250	8.140	-1.555	-16	13,431	-100
7/04/16		8/28/17	420		- cash -
	8/28/17	9/04/17	7		Rexel	100	1,077	12.460	12.895	12.025	-0.435	-3	12,963	-84
9/04/17		10/15/18	406		- cash -
	10/15/18	2/18/19	126		Valeo	100	404	32.070	26.690	38.535	6.465	20	15,575	70
2/18/19		8/05/19	168		- cash -
	8/05/19	8/26/19	21		EDF	100	1,473	10.570	10.450	10.691	0.121	1	15,753	22
8/26/19		3/09/20	196		- cash -
	3/09/20	4/27/20	49		Valeo	100	869	18.115	18.715	17.515	-0.600	-3	15,232	-22
	4/27/20	6/08/20	42		Klépierre	100	923	16.495	21.880	11.110	-5.385	-33	10,262	-97
	6/08/20	6/22/20	14		Sodexo	100	145	70.720	62.280	80.304	9.584	14	11,651	2,648
6/22/20		11/02/20	133		- cash -
	11/02/20	11/09/20	7		Klépierre	100	1,053	11.055	15.000	7.110	-3.945	-36	7,497	-100
11/09/20		10/04/21	329		- cash -
	10/04/21	10/11/21	7		Ubisoft	100	142	52.560	47.500	58.159	5.599	11	8,292	19,501
10/11/21		12/20/21	70		- cash -
	12/20/21	12/27/21	7		Atos	100	233	35.570	37.290	33.850	-1.720	-5	7,891	-92
12/27/21		2/28/22	63		- cash -
	2/28/22	3/21/22	21		Atos	100	247	31.940	28.000	36.434	4.494	14	9,002	886
3/21/22		4/25/22	35		- cash -
	4/25/22	6/27/22	63		Atos	100	397	22.640	13.675	37.482	14.842	66	14,894	1,756
6/27/22		7/04/22	7		- cash -
	7/04/22	7/18/22	14		Atos	100	1,315	11.325	11.225	11.426	0.101	1	15,027	26
7/18/22		9/19/22	63		- cash -
	9/19/22	10/31/22	42		Atos	100	1,733	8.666	9.880	7.452	-1.214	-14	12,923	-73
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/31/22		12/05/22	35		- cash -
	12/05/22	12/07/22	2		Atos	100	1,280	10.095	9.590	10.627	0.532	5	13,603	> 999,999
accum	5/22/06	12/07/22	1431	days out of 6184 invested (23%)							36		13,603	8

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Atos	short	7/17/06	8/07/06	21	44.31	34.10	57.58	13.27	29.94
		9/24/07	10/08/07	14	40.02	43.20	36.84	-3.18	-7.95
		12/20/21	12/27/21	7	35.57	37.29	33.85	-1.72	-4.84
		2/28/22	3/21/22	21	31.94	28.00	36.43	4.49	14.07
		4/25/22	6/27/22	63	22.64	13.68	37.48	14.84	65.56
		7/04/22	7/18/22	14	11.33	11.23	11.43	0.10	0.89
		9/19/22	10/31/22	42	8.67	9.88	7.45	-1.21	-14.01
		12/05/22	12/07/22	2	10.10	9.59	10.63	0.53	5.27	96.33
Faurecia		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
		7/14/08	7/21/08	7	23.05	23.41	22.69	-0.36	-1.56
		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
		7/02/12	7/30/12	28	13.39	13.30	13.48	0.09	0.68	84.60
Valeo		5/22/06	7/10/06	49	9.93	9.09	10.84	0.92	9.24
		12/31/07	1/21/08	21	9.40	7.77	11.38	1.98	21.03
		1/28/08	2/04/08	7	8.07	8.56	7.58	-0.49	-6.11
		10/15/18	2/18/19	126	32.07	26.69	38.53	6.46	20.16
		3/09/20	4/27/20	49	18.12	18.72	17.52	-0.60	-3.31	44.22
Eiffage		7/28/08	8/04/08	7	41.30	40.00	42.64	1.34	3.25
		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	12/26/11	7	16.81	18.54	15.09	-1.73	-10.26	21.96
EDF		7/06/15	7/13/15	7	19.67	20.93	18.41	-1.26	-6.41
		7/27/15	8/03/15	7	20.87	21.65	20.09	-0.78	-3.74
		8/17/15	9/28/15	42	20.85	15.33	28.36	7.51	36.01
		2/08/16	4/04/16	56	11.54	10.06	13.24	1.70	14.71
		6/27/16	7/04/16	7	9.70	11.25	8.14	-1.56	-16.04
		8/05/19	8/26/19	21	10.57	10.45	10.69	0.12	1.15	19.37
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
		9/15/14	11/03/14	49	55.20	47.81	63.73	8.53	15.45	15.24
Sodexo		6/08/20	6/22/20	14	70.72	62.28	80.30	9.58	13.55	13.55
Edenred		10/12/15	10/19/15	7	16.72	16.10	17.36	0.64	3.85	3.85
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
		7/19/10	9/06/10	49	6.95	7.39	6.51	-0.44	-6.37
		8/08/11	11/14/11	98	4.68	5.07	4.30	-0.39	-8.30
		10/04/21	10/11/21	7	52.56	47.50	58.16	5.60	10.65	-0.30
Sartorius Stedim		10/08/07	11/19/07	42	6.32	6.08	6.56	0.24	3.86
		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	-5.02
Rexel		7/21/14	9/08/14	49	15.50	15.83	15.17	-0.33	-2.13
		8/28/17	9/04/17	7	12.46	12.90	12.03	-0.44	-3.49	-5.55
Getlink		6/24/13	7/01/13	7	5.12	5.67	4.57	-0.55	-10.78	-10.78
Gecina		3/30/09	4/06/09	7	27.00	35.65	18.35	-8.65	-32.04	-32.04
Klépierre		7/30/07	9/24/07	56	36.35	39.10	33.60	-2.75	-7.57
		11/19/07	12/10/07	21	31.24	36.90	25.58	-5.66	-18.12
		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
		11/02/20	11/09/20	7	11.06	15.00	7.11	-3.95	-35.69	-75.72

Annotations

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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