Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 in Swiss Franc - 1/07/24 - RS = 31

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	27/11/23	prc diff	⇓ Δ31	∅-RS
		CAC Next 20	16,510.980	12/08/24	-0.27	16,496.829	0.09	16,352.617	144.212	0.88	-1.65
		Euronext	89.704	12/08/24	1.26	86.166	4.11	72.230	13.936	19.29	19.52
	L	Sodexo	83.646	12/08/24	0.52	83.065	0.70	70.601	12.463	17.65	15.57
	L	Klépierre	25.511	12/08/24	-0.45	24.425	4.44	22.127	2.298	10.39	6.48
		Bureau Veritas	27.100	12/08/24	-0.50	25.588	5.91	21.693	3.895	17.96	8.26
		Rexel	21.168	12/08/24	-1.22	23.650	-10.49	20.691	2.959	14.30	6.55
		Accor	32.538	12/08/24	-0.74	37.016	-12.10	30.569	6.447	21.09	8.80
		Getlink	15.416	12/08/24	-0.03	15.038	2.51	16.080	-1.042	-6.48	-0.81
	S	bioMérieux	93.678	12/08/24	-0.67	86.942	7.75	95.080	-8.138	-8.56	-6.12
		Gecina	90.237	12/08/24	-0.64	85.730	5.26	97.527	-11.797	-12.10	-8.46
	S	Eiffage	87.271	12/08/24	-0.60	85.876	1.63	87.736	-1.861	-2.12	-5.75
	S	Arkema	75.553	12/08/24	-1.39	79.091	-4.47	89.355	-10.264	-11.49	-12.05
	L	Ubisoft	16.603	12/08/24	1.36	19.841	-16.32	28.352	-8.512	-30.02	-14.31
		Soitec	102.837	12/08/24	0.66	101.093	1.73	155.639	-54.546	-35.05	-22.14
		Air France-KLM	7.421	12/08/24	-0.44	7.851	-5.48	11.065	-3.214	-29.05	-31.06
	S	Sartorius Stedim	167.002	12/08/24	-1.54	142.189	17.45	193.995	-51.806	-26.70	-33.60
	L	Solvay	29.649	12/08/24	-1.83	32.460	-8.66	99.696	-67.236	-67.44	-16.33
		Rémy Cointreau	67.411	12/08/24	-2.25	75.214	-10.37	108.562	-33.348	-30.72	-26.80
		Valeo	9.111	12/08/24	-0.95	9.736	-6.42	12.639	-2.903	-22.97	-24.91
		Forvia	8.884	12/08/24	0.17	11.146	-20.30	16.426	-5.280	-32.14	-31.30
	L	Worldline	7.568	12/08/24	-0.79	10.104	-25.10	13.073	-2.968	-22.71	-31.34
		Pluxee	19.860	12/08/24	2.35	26.141	-24.03				-na-
CAC Next 20 - 20 out of 21 instruments rated - 1/07/24 / 27/11/23 - 6 did rise, Market-Ratio(31) in CHF = 30.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Next 20 RS = 31 - B/S = 73/70

4/01/21	scale up chart	1/07/24

Transactions CAC Next 20 in Swiss Franc * A31 - 73/70 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		8/05/06	126		- cash -
short	8/05/06	18/12/06	224		Thales	100	186	53.548	59.147	47.948	-5.599	-10	8,959	-16
long	18/12/06	23/07/07	217		Hermes International	100	61	145.790	128.091		-17.699	-12	7,879	-20
short	23/07/07	1/06/09	679		Natixis	100	410	19.204	2.234	165.061	145.858	760	67,681	218
long	1/06/09	8/06/09	7		Iliad	100	566	119.447	110.992		-8.455	-7	62,895	-98
short	8/06/09	27/07/09	49		Getlink	100	9,921	6.339	6.527	6.152	-0.188	-3	61,034	-20
long	27/07/09	10/08/09	14		Atos	100	1,434	42.561	50.346		7.784	18	72,197	7,877
short	10/08/09	24/08/09	14		EDF	100	1,389	51.948	56.027	47.869	-4.079	-8	66,531	-88
long	24/08/09	10/05/10	259		Arkema	100	1,858	35.806	41.073		5.268	15	76,318	21
short	10/05/10	6/12/10	210		Thales	100	1,944	39.239	36.860	41.771	2.532	6	81,241	11
long	6/12/10	20/06/11	196		Arkema	100	1,205	67.402	79.659		12.257	18	96,011	37
short	20/06/11	27/06/11	7		EDF	100	3,045	31.522	30.527	32.548	1.027	3	99,137	432
long	27/06/11	11/07/11	14		Arkema	100	1,287	77.019	79.482		2.462	3	102,307	127
short	11/07/11	12/03/12	245		Natixis	100	26,328	3.886	3.281	4.602	0.716	18	121,162	29
long	12/03/12	28/05/12	77		Gemalto	100	2,140	56.612	59.970		3.358	6	128,348	31
short	28/05/12	18/06/12	21		Natixis	100	55,737	2.303	2.383	2.222	-0.081	-3	123,861	-46
long	18/06/12	1/10/12	105		Gemalto	100	1,939	63.868	83.960		20.092	31	162,819	159
short	1/10/12	10/12/12	70		Hermes International	100	637	255.516	284.508	226.525	-28.991	-11	144,351	-47
long	10/12/12	30/09/13	294		Gemalto	100	1,612	89.544	97.625		8.081	9	157,377	11
short	30/09/13	7/10/13	7		SES	100	6,049	26.015	25.775	26.257	0.242	1	158,841	62
long	7/10/13	28/10/13	21		EDF	100	5,451	29.135	31.579		2.444	8	172,166	306
short	28/10/13	11/11/13	14		STMicroelectronics	100	24,925	6.907	6.971	6.844	-0.063	-1	170,587	-21
long	11/11/13	9/12/13	28		EDF	100	5,345	31.913	32.591		0.679	2	174,215	32
short	9/12/13	13/01/14	35		STMicroelectronics	100	26,128	6.668	7.085	6.250	-0.418	-6	163,305	-49
long	13/01/14	23/06/14	161		Natixis	100	28,059	5.820	5.921		0.101	2	166,132	4
short	23/06/14	26/01/15	217		Arkema	100	1,932	85.952	63.604	116.151	30.199	35	224,477	66
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	26/01/15	24/08/15	210		Ingenico	100	2,383	94.169	120.347		26.178	28	286,858	53
short	24/08/15	30/01/17	525		Casino Guichard	100	47	6,082.742	5,297.588	6,984.265	901.523	15	329,230	10
long	30/01/17	6/02/17	7		STMicroelectronics	100	24,759	13.297	14.047		0.750	6	347,803	1,649
short	6/02/17	13/02/17	7		SES	100	18,229	19.079	20.597	17.562	-1.517	-8	320,149	-99
long	13/02/17	20/02/17	7		STMicroelectronics	100	23,258	13.765	14.457		0.692	5	336,251	1,192
short	20/02/17	3/04/17	42		EDF	100	34,836	9.652	8.408	11.080	1.428	15	385,997	232
long	3/04/17	13/11/17	224		STMicroelectronics	100	25,282	15.267	23.677		8.410	55	598,618	104
short	13/11/17	12/03/18	119		SES	100	40,850	14.654	14.842	14.465	-0.189	-1	590,912	-4
long	12/03/18	28/05/18	77		Dassault Systèmes	100	22,775	25.945	26.809		0.864	3	610,581	17
short	28/05/18	15/07/19	413		Air France-KLM	100	7,232	84.424	97.149	71.700	-12.724	-15	518,560	-13
long	15/07/19	22/07/19	7		Ingenico	100	5,905	87.813	87.402		-0.411	0	516,132	-22
short	22/07/19	29/07/19	7		Natixis	100	126,484	4.081	4.134	4.028	-0.053	-1	509,417	-49
long	29/07/19	12/08/19	14		Ingenico	100	5,404	94.255	90.322		-3.933	-4	488,163	-67
short	12/08/19	28/10/19	77		Natixis	100	122,837	3.974	4.591	3.357	-0.617	-16	412,413	-55
long	28/10/19	4/11/19	7		Ingenico	100	3,919	105.222	105.138		-0.084	0	412,082	-4
short	4/11/19	16/12/19	42		Ubisoft	100	7,194	57.274	67.297	47.251	-10.023	-18	339,975	-81
long	16/12/19	13/01/20	28		Ingenico	100	3,282	103.565	106.033		2.468	2	348,075	36
short	13/01/20	20/01/20	7		SES	100	25,279	13.769	13.769	13.769	0.000	0	348,076	0
long	20/01/20	2/03/20	42		Ingenico	100	3,282	106.033	140.003		33.971	32	459,567	1,019
short	2/03/20	19/10/20	231		SES	100	59,269	7.754	7.126	8.437	0.684	9	500,079	14
long	19/10/20	2/11/20	14		Sartorius Stedim	100	1,530	326.820	350.101		23.281	7	535,699	501
short	2/11/20	9/11/20	7		Klépierre	100	45,287	11.829	16.167	7.491	-4.338	-37	339,234	-100
long	9/11/20	28/06/21	231		Sartorius Stedim	100	982	345.112	441.140		96.028	28	433,533	47
short	28/06/21	5/07/21	7		Ubisoft	100	6,754	64.182	66.178	62.185	-1.997	-3	420,048	-81
long	5/07/21	12/07/21	7		Klépierre	100	16,792	25.014	24.163		-0.851	-3	405,753	-84
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	12/07/21	26/07/21	14		Ubisoft	100	6,240	65.020	59.482	71.073	6.053	9	443,524	918
long	26/07/21	2/08/21	7		Sartorius Stedim	100	897	493.955	520.513		26.558	5	467,347	1,434
short	2/08/21	6/02/23	553		Ubisoft	100	8,128	57.498	20.618	160.348	102.850	179	1,303,313	97
long	6/02/23	27/02/23	21		Rexel	100	60,610	21.503	23.513		2.010	9	1,425,111	372
short	27/02/23	24/04/23	56		Ubisoft	100	69,202	20.593	25.028	16.159	-4.435	-22	1,118,217	-79
long	24/04/23	12/06/23	49		Sodexo	100	16,037	69.724	72.574		2.850	4	1,163,917	35
short	12/06/23	24/07/23	42		Rémy Cointreau	100	8,229	141.439	139.938	142.957	1.518	1	1,176,407	10
long	24/07/23	7/08/23	14		Forvia	100	49,199	23.911	20.805		-3.106	-13	1,023,590	-97
short	7/08/23	12/08/24	371		Sartorius Stedim	100	4,007	255.447	167.002	390.732	135.286	53	1,565,680	52
accum	8/05/06	12/08/24	6896	days out of 7022 invested (98%)							15,557		1,565,680	31

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Natixis	short	23/07/07	1/06/09	679	19.20	2.23	165.06	145.86	759.53
	short	11/07/11	12/03/12	245	3.89	3.28	4.60	0.72	18.43
	short	28/05/12	18/06/12	21	2.30	2.38	2.22	-0.08	-3.50
	long	13/01/14	23/06/14	161	5.82	5.92		0.10	1.73
	short	22/07/19	29/07/19	7	4.08	4.13	4.03	-0.05	-1.30
	short	12/08/19	28/10/19	77	3.97	4.59	3.36	-0.62	-15.52	733.31
Sartorius Stedim	long	19/10/20	2/11/20	14	326.82	350.10		23.28	7.12
	long	9/11/20	28/06/21	231	345.11	441.14		96.03	27.83
	long	26/07/21	2/08/21	7	493.95	520.51		26.56	5.38
	short	7/08/23	12/08/24	371	255.45	167.00	390.73	135.29	52.96	120.71
Ubisoft	short	4/11/19	16/12/19	42	57.27	67.30	47.25	-10.02	-17.50
	short	28/06/21	5/07/21	7	64.18	66.18	62.19	-2.00	-3.11
	short	12/07/21	26/07/21	14	65.02	59.48	71.07	6.05	9.31
	short	2/08/21	6/02/23	553	57.50	20.62	160.35	102.85	178.88
	short	27/02/23	24/04/23	56	20.59	25.03	16.16	-4.43	-21.53	91.19
Arkema	long	24/08/09	10/05/10	259	35.81	41.07		5.27	14.71
	long	6/12/10	20/06/11	196	67.40	79.66		12.26	18.19
	long	27/06/11	11/07/11	14	77.02	79.48		2.46	3.20
	short	23/06/14	26/01/15	217	85.95	63.60	116.15	30.20	35.14	89.06
Ingenico	long	26/01/15	24/08/15	210	94.17	120.35		26.18	27.80
	long	15/07/19	22/07/19	7	87.81	87.40		-0.41	-0.47
	long	29/07/19	12/08/19	14	94.25	90.32		-3.93	-4.17
	long	28/10/19	4/11/19	7	105.22	105.14		-0.08	-0.08
	long	16/12/19	13/01/20	28	103.56	106.03		2.47	2.38
	long	20/01/20	2/03/20	42	106.03	140.00		33.97	32.04	64.65
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
STMicroelectronics	short	28/10/13	11/11/13	14	6.91	6.97	6.84	-0.06	-0.92
	short	9/12/13	13/01/14	35	6.67	7.09	6.25	-0.42	-6.26
	long	30/01/17	6/02/17	7	13.30	14.05		0.75	5.64
	long	13/02/17	20/02/17	7	13.76	14.46		0.69	5.03
	long	3/04/17	13/11/17	224	15.27	23.68		8.41	55.08	59.82
Gemalto	long	12/03/12	28/05/12	77	56.61	59.97		3.36	5.93
	long	18/06/12	1/10/12	105	63.87	83.96		20.09	31.46
	long	10/12/12	30/09/13	294	89.54	97.63		8.08	9.02	51.82
EDF	short	10/08/09	24/08/09	14	51.95	56.03	47.87	-4.08	-7.85
	short	20/06/11	27/06/11	7	31.52	30.53	32.55	1.03	3.26
	long	7/10/13	28/10/13	21	29.13	31.58		2.44	8.39
	long	11/11/13	9/12/13	28	31.91	32.59		0.68	2.13
	short	20/02/17	3/04/17	42	9.65	8.41	11.08	1.43	14.79	20.91
Atos	long	27/07/09	10/08/09	14	42.56	50.35		7.78	18.29	18.29
Casino Guichard	short	24/08/15	30/01/17	525	6,082.74	5,297.59	6,984.26	901.52	14.82	14.82
Rexel	long	6/02/23	27/02/23	21	21.50	23.51		2.01	9.35	9.35
Sodexo	long	24/04/23	12/06/23	49	69.72	72.57		2.85	4.09	4.09
Dassault Systèmes	long	12/03/18	28/05/18	77	25.95	26.81		0.86	3.33	3.33
Rémy Cointreau	short	12/06/23	24/07/23	42	141.44	139.94	142.96	1.52	1.07	1.07
SES	short	30/09/13	7/10/13	7	26.01	25.77	26.26	0.24	0.93
	short	6/02/17	13/02/17	7	19.08	20.60	17.56	-1.52	-7.95
	short	13/11/17	12/03/18	119	14.65	14.84	14.47	-0.19	-1.29
	short	13/01/20	20/01/20	7	13.77	13.77	13.77	0.00	0.00
	short	2/03/20	19/10/20	231	7.75	7.13	8.44	0.68	8.82	-0.21
Getlink	short	8/06/09	27/07/09	49	6.34	6.53	6.15	-0.19	-2.96	-2.96
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Thales	short	8/05/06	18/12/06	224	53.55	59.15	47.95	-5.60	-10.46
	short	10/05/10	6/12/10	210	39.24	36.86	41.77	2.53	6.45	-4.68
Iliad	long	1/06/09	8/06/09	7	119.45	110.99		-8.45	-7.08	-7.08
Forvia	long	24/07/23	7/08/23	14	23.91	20.80		-3.11	-12.99	-12.99
Air France-KLM	short	28/05/18	15/07/19	413	84.42	97.15	71.70	-12.72	-15.07	-15.07
Hermes International	long	18/12/06	23/07/07	217	145.79	128.09		-17.70	-12.14
	short	1/10/12	10/12/12	70	255.52	284.51	226.52	-28.99	-11.35	-22.11
Klépierre	short	2/11/20	9/11/20	7	11.83	16.17	7.49	-4.34	-36.68
	long	5/07/21	12/07/21	7	25.01	24.16		-0.85	-3.40	-38.83

Annotations

20/02/24	CAC Next 20	Component update: Soitec and Worldline replace ADP and Edenred
1/02/24	CAC Next 20	Sodexo spins Pluxee off
31/08/23	Air France-KLM	reverse split 10:1 (one for ten)
20/09/17	bioMérieux	stock split 1:3 (three for one)
20/03/17	CAC Next 20	Klépierre replaces Atos
15/07/16	CAC Next 20	Eiffage replaces Eutelsat
6/06/16	Valeo	stock split 1:3 (three for one)
6/05/16	Sartorius Stedim	stock split 1 : 6 (six for one)
21/03/16	CAC Next 20	Alstom replaces Sodexo
5/01/16	CAC Next 20	complete analysis
21/12/15	Sartorius Stedim	recording started
	CAC Next 20	EDF and Groupe Eurotunnel replace Klépierre and Vallourec
23/08/15	CAC Next 20	complete analysis
8/07/15	CAC Next 20	market adjustment to index: Hermes, Ingenico and Klépierre replace CGG, Eutelsat and Lagardere


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