Assessment - CAC Next 20 in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								CAC Next 20	18,271.867	12/08/24	-0.27	18,256.207	0.09	20,117.279	-1,861.072	-9.25		-3.44
								Accor	36.008	12/08/24	-0.74	40.963	-12.10	38.308	2.655	6.93		6.76
								Air France-KLM	8.212	12/08/24	-0.44	8.688	-5.48	15.049	-6.360	-42.27		-32.23
						S		Arkema	83.611	12/08/24	-1.39	87.526	-4.47	114.039	-26.513	-23.25		-13.64
						S		bioMérieux	103.669	12/08/24	-0.67	96.214	7.75	111.381	-15.167	-13.62		-7.82
								Bureau Veritas	29.990	12/08/24	-0.50	28.317	5.91	25.321	2.996	11.83		6.20
						S		Eiffage	96.579	12/08/24	-0.60	95.034	1.63	107.418	-12.384	-11.53		-7.48
								Euronext	99.271	12/08/24	1.26	95.356	4.11	87.079	8.277	9.51		17.29
								Forvia	9.832	12/08/24	0.17	12.335	-20.30	22.608	-10.273	-45.44		-32.47
								Gecina	99.861	12/08/24	-0.64	94.873	5.26	121.899	-27.026	-22.17		-10.09
								Getlink	17.060	12/08/24	-0.03	16.642	2.51	18.340	-1.699	-9.26		-2.60
						L		Klépierre	28.231	12/08/24	-0.45	27.030	4.44	27.325	-0.295	-1.08		4.52
								Pluxee	21.978	12/08/24	2.35	28.929	-24.03					-na-
								Rémy Cointreau	74.601	12/08/24	-2.25	83.235	-10.37	127.325	-44.089	-34.63		-28.08
								Rexel	23.426	12/08/24	-1.22	26.172	-10.49	27.425	-1.253	-4.57		4.58
						S		Sartorius Stedim	184.812	12/08/24	-1.54	157.353	17.45	265.167	-107.814	-40.66		-34.75
						L		Sodexo	92.567	12/08/24	0.52	91.924	0.70	80.248	11.676	14.55		13.40
								Soitec	113.805	12/08/24	0.66	111.874	1.73	179.140	-67.266	-37.55		-23.39
						L		Solvay	32.811	12/08/24	-1.83	35.922	-8.66	30.702	5.220	17.00		-18.05
						L		Ubisoft	18.374	12/08/24	1.36	21.957	-16.32	25.587	-3.630	-14.19		-15.89
								Valeo	10.083	12/08/24	-0.95	10.774	-6.42	15.406	-4.632	-30.06		-26.25
						L		Worldline	8.375	12/08/24	-0.79	11.182	-25.10	17.349	-6.167	-35.55		-32.50
CAC Next 20 - 20 out of 21 instruments rated - 1/07/24 / 1/01/24 - 5 did rise, Market-Ratio(26) in USD = 25.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions CAC Next 20 in Dollar * Mixed Cut L30 - 70/66 (2) - S39 - 25/28 (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		11/12/06	343				- cash -
long	11/12/06	30/07/07	231				EDF	50	72		69.052	99.290		30.238	44	12,177	78
							Hermes International	50	43		114.866	98.117		-16.749	-15	11,457	-22
30/07/07		14/01/08	168				- cash -
short	14/01/08	28/04/08	105				STMicroelectronics	100	898		12.753	11.564	14.063	1.311	10	12,634	41
28/04/08		23/06/08	56				- cash -
	23/06/08	18/08/08	56				Natixis	100	1,553		8.131	6.037	10.951	2.820	35	17,013	596
long	18/08/08	1/09/08	14				Gemalto	50	224		37.890	42.748		4.858	13	18,102	2,223
							Hermes International	50	58		146.596	141.262		-5.334	-4	17,792	-62
1/09/08		8/09/08	7				- cash -
short	8/09/08	13/07/09	308				Natixis	100	3,221		5.522	1.780	17.136	11.614	210	55,199	283
13/07/09		24/08/09	42				- cash -
long	24/08/09	10/05/10	259				Arkema	50	815		33.832	37.125		3.293	10	57,883	14
							Natixis	50	8,351		3.308	4.831		1.523	46	70,597	70
10/05/10		6/12/10	210				- cash -
	6/12/10	18/07/11	224				Arkema	50	509		69.260	91.171		21.911	32	81,750	57
							Ingenico	50	1,055		33.475	45.678		12.202	36	94,623	66
18/07/11		19/09/11	63				- cash -
short	19/09/11	17/10/11	28				Natixis	100	29,510		3.206	3.179	3.235	0.028	1	95,452	12
17/10/11		5/03/12	140				- cash -
long	5/03/12	28/05/12	84				Gemalto	50	836		57.057	62.571		5.514	10	100,062	49
							Hermes International	50	128		372.419	333.628		-38.791	-10	95,097	-38
28/05/12		11/06/12	14				- cash -
	11/06/12	3/09/12	84				Gemalto	50	726		65.487	80.782		15.295	23	106,201	149
							Zodiac Aerospace	50	2,421		19.637	19.491		-0.146	-1	105,847	-3
3/09/12		10/09/12	7				- cash -
	10/09/12	17/09/12	7				Gemalto	50	655		80.715	89.697		8.982	11	111,730	24,406
							Ingenico	50	976		54.257	52.291		-1.965	-4	109,812	-85
17/09/12		5/11/12	49				- cash -
	5/11/12	12/11/12	7				Gemalto	50	615		89.256	87.814		-1.441	-2	108,926	-57
							Bureau Veritas	50	2,066		26.575	26.250		-0.325	-1	108,255	-47
12/11/12		3/12/12	21				- cash -
	3/12/12	24/06/13	203				Gemalto	50	584		92.538	84.151		-8.387	-9	103,357	-16
							Iliad	50	306		176.610	208.705		32.096	18	113,178	35
24/06/13		1/07/13	7				- cash -
	1/07/13	16/09/13	77				STMicroelectronics	50	6,257		9.043	9.499		0.456	5	116,032	26
							Iliad	50	258		219.088	236.683		17.594	8	120,571	44
16/09/13		30/09/13	14				- cash -
	30/09/13	28/10/13	28				EDF	50	1,901		31.699	35.256		3.557	11	127,333	300
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Thales	50	1,094		55.093	60.784		5.691	10	133,560	260
28/10/13		4/11/13	7				- cash -
	4/11/13	25/11/13	21				EDF	50	1,887		35.376	36.328		0.952	3	135,357	59
							Thales	50	1,100		60.723	59.894		-0.829	-1	134,445	-21
25/11/13		13/01/14	49				- cash -
	13/01/14	3/03/14	49				EDF	50	1,968		34.155	39.137		4.982	15	144,249	176
							Natixis	50	10,386		6.473	6.855		0.382	6	148,216	53
3/03/14		10/03/14	7				- cash -
	10/03/14	17/03/14	7				EDF	50	1,849		40.080	39.800		-0.280	-1	147,699	-31
							Natixis	50	10,387		7.135	6.909		-0.226	-3	145,355	-81
17/03/14		24/03/14	7				- cash -
	24/03/14	16/06/14	84				Natixis	50	10,224		7.108	6.746		-0.362	-5	141,653	-20
							Getlink	50	5,907		12.304	13.052		0.748	6	146,070	29
16/06/14		26/01/15	224				- cash -
	26/01/15	17/08/15	203				Getlink	50	5,417		13.482	14.451		0.969	7	151,319	13
							Ingenico	50	699		104.375	137.921		33.546	32	174,768	65
17/08/15		11/01/16	147				- cash -
short	11/01/16	1/02/16	21				Casino Guichard	100	40		4,326.769	4,580.458	4,073.079	-253.689	-6	164,620	-65
1/02/16		8/02/16	7				- cash -
	8/02/16	14/03/16	35				EDF	100	12,743		12.918	11.396	14.643	1.725	13	186,599	270
14/03/16		11/04/16	28				- cash -
	11/04/16	6/06/16	56				EDF	100	15,549		12.000	12.875	11.125	-0.875	-7	172,990	-39
6/06/16		23/01/17	231				- cash -
long	23/01/17	30/01/17	7				STMicroelectronics	50	7,460		11.594	13.361		1.767	15	186,172	162,949
							Zodiac Aerospace	50	2,799		30.896	30.074		-0.821	-3	183,872	-75
30/01/17		20/02/17	21				- cash -
	20/02/17	27/02/17	7				STMicroelectronics	50	6,392		14.382	15.342		0.960	7	190,006	2,801
							Zodiac Aerospace	50	3,224		28.516	29.016		0.500	2	191,619	148
27/02/17		20/03/17	21				- cash -
	20/03/17	13/11/17	238				STMicroelectronics	50	6,224		15.391	23.772		8.380	54	243,776	95
							Natixis	50	15,846		6.047	7.599		1.552	26	268,364	42
13/11/17		29/01/18	77				- cash -
	29/01/18	5/02/18	7				EDF	50	9,641		13.917	13.014		-0.903	-6	259,653	-97
							Eiffage	50	1,115		120.321	116.768		-3.553	-3	255,691	-79
5/02/18		12/03/18	35				- cash -
	12/03/18	28/05/18	77				Dassault Systèmes	50	4,670		27.370	26.983		-0.387	-1	253,882	-7
							Edenred	50	3,562		35.890	32.554		-3.336	-9	242,001	-37
28/05/18		8/07/19	406				- cash -
	8/07/19	5/08/19	28				Edenred	50	2,392		50.567	49.171		-1.396	-3	238,662	-31
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Ingenico	50	1,435		84.323	92.764		8.441	10	250,775	247
5/08/19		9/12/19	126				- cash -
	9/12/19	24/02/20	77				Ingenico	50	1,192		105.112	147.416		42.305	40	301,202	397
							Teleperformance	50	533		235.008	256.187		21.180	9	312,491	51
24/02/20		16/03/20	21				- cash -
short	16/03/20	20/07/20	126				Natixis	100	172,442		1.812	2.680	0.945	-0.867	-48	162,906	-85
20/07/20		3/08/20	14				- cash -
	3/08/20	14/09/20	42				Air France-KLM	100	4,112		39.614	43.542	35.687	-3.928	-10	146,755	-60
14/09/20		5/10/20	21				- cash -
	5/10/20	12/10/20	7				Air France-KLM	100	4,152		35.338	36.732	33.944	-1.394	-4	140,968	-88
long	12/10/20	2/11/20	21				Suez Environnement	50	3,757		18.756	18.318		-0.438	-2	139,324	-34
							Ubisoft	50	718		98.086	87.509		-10.577	-11	131,729	-86
2/11/20		9/11/20	7				- cash -
	9/11/20	4/01/21	56				Suez Environnement	50	3,456		19.053	20.031		0.978	5	135,108	39
							Sartorius Stedim	50	174		378.576	370.588		-7.987	-2	133,718	-13
4/01/21		11/01/21	7				- cash -
	11/01/21	5/07/21	175				EDF	50	4,095		16.326	14.131		-2.195	-13	124,732	-26
							Suez Environnement	50	3,293		20.299	23.857		3.558	18	136,447	40
5/07/21		7/03/22	245				- cash -
short	7/03/22	18/04/22	42				Orpea	100	3		36,451.508	39,702.270	33,200.746	-3,250.762	-9	126,695	-56
18/04/22		13/06/22	56				- cash -
	13/06/22	5/09/22	84				Atos	100	6,454		19.628	10.577	36.424	16.796	86	235,096	1,368
5/09/22		26/09/22	21				- cash -
	26/09/22	14/11/22	49				Atos	100	32,627		7.205	12.049	2.362	-4.844	-67	77,061	-100
14/11/22		23/01/23	70				- cash -
long	23/01/23	27/02/23	35				EDF	50	2,954		13.039	12.541		-0.498	-4	75,590	-33
							Sodexo	50	536		71.824	68.576		-3.248	-5	73,849	-38
27/02/23		17/04/23	49				- cash -
	17/04/23	12/06/23	56				Sodexo	50	466		79.187	79.744		0.557	1	74,108	5
							Forvia	50	1,598		23.118	23.890		0.772	3	75,341	24
12/06/23		17/07/23	35				- cash -
	17/07/23	7/08/23	21				Accor	50	988		38.090	36.455		-1.635	-4	73,725	-53
							Forvia	50	1,399		26.944	23.812		-3.132	-12	69,343	-88
7/08/23		16/10/23	70				- cash -
short	16/10/23	4/12/23	49				Sartorius Stedim	100	348		198.965	217.240	180.691	-18.274	-9	62,984	-51
4/12/23		6/11/26	1068				- cash -
accum	11/12/06	4/12/23	3395	days out of 7613 invested (45%)										530		62,984	22

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Natixis	short	23/06/08	18/08/08	56	8.13	6.04	10.95	2.82	34.68	100	34.68
	short	8/09/08	13/07/09	308	5.52	1.78	17.14	11.61	210.29		210.29
	long	24/08/09	10/05/10	259	3.31	4.83		1.52	46.02	50	23.01
	short	19/09/11	17/10/11	28	3.21	3.18	3.23	0.03	0.88	100	0.88
	long	13/01/14	3/03/14	49	6.47	6.85		0.38	5.90	50	2.95
	long	10/03/14	17/03/14	7	7.13	6.91		-0.23	-3.16		-1.58
	long	24/03/14	16/06/14	84	7.11	6.75		-0.36	-5.09		-2.55
	long	20/03/17	13/11/17	238	6.05	7.60		1.55	25.66		12.83
	short	16/03/20	20/07/20	126	1.81	2.68	0.94	-0.87	-47.87	100	-47.87	201.19
Ingenico	long	6/12/10	18/07/11	224	33.48	45.68		12.20	36.45	50	18.23
	long	10/09/12	17/09/12	7	54.26	52.29		-1.97	-3.62		-1.81
	long	26/01/15	17/08/15	203	104.37	137.92		33.55	32.14		16.07
	long	8/07/19	5/08/19	28	84.32	92.76		8.44	10.01		5.01
	long	9/12/19	24/02/20	77	105.11	147.42		42.30	40.25		20.12	69.96
STMicroelectronics	short	14/01/08	28/04/08	105	12.75	11.56	14.06	1.31	10.28	100	10.28
	long	1/07/13	16/09/13	77	9.04	9.50		0.46	5.04	50	2.52
	long	23/01/17	30/01/17	7	11.59	13.36		1.77	15.24		7.62
	long	20/02/17	27/02/17	7	14.38	15.34		0.96	6.67		3.34
	long	20/03/17	13/11/17	238	15.39	23.77		8.38	54.45		27.22	59.96
EDF	long	11/12/06	30/07/07	231	69.05	99.29		30.24	43.79		21.90
	long	30/09/13	28/10/13	28	31.70	35.26		3.56	11.22		5.61
	long	4/11/13	25/11/13	21	35.38	36.33		0.95	2.69		1.35
	long	13/01/14	3/03/14	49	34.16	39.14		4.98	14.59		7.29
	long	10/03/14	17/03/14	7	40.08	39.80		-0.28	-0.70		-0.35
	short	8/02/16	14/03/16	35	12.92	11.40	14.64	1.72	13.35	100	13.35
	short	11/04/16	6/06/16	56	12.00	12.88	11.12	-0.88	-7.29		-7.29
	long	29/01/18	5/02/18	7	13.92	13.01		-0.90	-6.49	50	-3.25
	long	11/01/21	5/07/21	175	16.33	14.13		-2.19	-13.44		-6.72
	long	23/01/23	27/02/23	35	13.04	12.54		-0.50	-3.82		-1.91	29.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Gemalto	long	18/08/08	1/09/08	14	37.89	42.75		4.86	12.82		6.41
	long	5/03/12	28/05/12	84	57.06	62.57		5.51	9.66		4.83
	long	11/06/12	3/09/12	84	65.49	80.78		15.29	23.36		11.68
	long	10/09/12	17/09/12	7	80.72	89.70		8.98	11.13		5.56
	long	5/11/12	12/11/12	7	89.26	87.81		-1.44	-1.61		-0.81
	long	3/12/12	24/06/13	203	92.54	84.15		-8.39	-9.06		-4.53	24.54
Arkema	long	24/08/09	10/05/10	259	33.83	37.12		3.29	9.73		4.87
	long	6/12/10	18/07/11	224	69.26	91.17		21.91	31.64		15.82	21.45
Iliad	long	3/12/12	24/06/13	203	176.61	208.71		32.10	18.17		9.09
	long	1/07/13	16/09/13	77	219.09	236.68		17.59	8.03		4.02	13.47
Suez Environnement	long	12/10/20	2/11/20	21	18.76	18.32		-0.44	-2.33		-1.17
	long	9/11/20	4/01/21	56	19.05	20.03		0.98	5.13		2.57
	long	11/01/21	5/07/21	175	20.30	23.86		3.56	17.53		8.76	10.25
Getlink	long	24/03/14	16/06/14	84	12.30	13.05		0.75	6.08		3.04
	long	26/01/15	17/08/15	203	13.48	14.45		0.97	7.19		3.59	6.74
Teleperformance	long	9/12/19	24/02/20	77	235.01	256.19		21.18	9.01		4.51	4.51
Thales	long	30/09/13	28/10/13	28	55.09	60.78		5.69	10.33		5.17
	long	4/11/13	25/11/13	21	60.72	59.89		-0.83	-1.36		-0.68	4.45
Bureau Veritas	long	5/11/12	12/11/12	7	26.58	26.25		-0.32	-1.22		-0.61	-0.61
Dassault Systèmes	long	12/03/18	28/05/18	77	27.37	26.98		-0.39	-1.42		-0.71	-0.71
Zodiac Aerospace	long	11/06/12	3/09/12	84	19.64	19.49		-0.15	-0.74		-0.37
	long	23/01/17	30/01/17	7	30.90	30.07		-0.82	-2.66		-1.33
	long	20/02/17	27/02/17	7	28.52	29.02		0.50	1.75		0.88	-0.83
Eiffage	long	29/01/18	5/02/18	7	120.32	116.77		-3.55	-2.95		-1.48	-1.48
Sodexo	long	23/01/23	27/02/23	35	71.82	68.58		-3.25	-4.52		-2.26
	long	17/04/23	12/06/23	56	79.19	79.74		0.56	0.70		0.35	-1.92
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Accor	long	17/07/23	7/08/23	21	38.09	36.45		-1.64	-4.29		-2.15	-2.15
Forvia	long	17/04/23	12/06/23	56	23.12	23.89		0.77	3.34		1.67
	long	17/07/23	7/08/23	21	26.94	23.81		-3.13	-11.63		-5.81	-4.24
Ubisoft	long	12/10/20	2/11/20	21	98.09	87.51		-10.58	-10.78		-5.39	-5.39
Casino Guichard	short	11/01/16	1/02/16	21	4,326.77	4,580.46	4,073.08	-253.69	-5.86	100	-5.86	-5.86
Edenred	long	12/03/18	28/05/18	77	35.89	32.55		-3.34	-9.29	50	-4.65
	long	8/07/19	5/08/19	28	50.57	49.17		-1.40	-2.76		-1.38	-5.96
Orpea	short	7/03/22	18/04/22	42	36,451.51	39,702.27	33,200.75	-3,250.76	-8.92	100	-8.92	-8.92
Sartorius Stedim	long	9/11/20	4/01/21	56	378.58	370.59		-7.99	-2.11	50	-1.05
	short	16/10/23	4/12/23	49	198.97	217.24	180.69	-18.27	-9.18	100	-9.18	-10.14
Air France-KLM	short	3/08/20	14/09/20	42	39.61	43.54	35.69	-3.93	-9.91		-9.91
	short	5/10/20	12/10/20	7	35.34	36.73	33.94	-1.39	-3.94		-3.94	-13.47
Hermes International	long	11/12/06	30/07/07	231	114.87	98.12		-16.75	-14.58	50	-7.29
	long	18/08/08	1/09/08	14	146.60	141.26		-5.33	-3.64		-1.82
	long	5/03/12	28/05/12	84	372.42	333.63		-38.79	-10.42		-5.21	-13.72
Atos	short	13/06/22	5/09/22	84	19.63	10.58	36.42	16.80	85.57	100	85.57
	short	26/09/22	14/11/22	49	7.21	12.05	2.36	-4.84	-67.22		-67.22	-39.18

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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