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

 ⇐ 

								⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								CAC Next 20	133,065.637	12/08/24	-0.27	132,951.590	0.09	142,734.435	-9,782.845	-6.85		-2.63
								Pluxee	160.056	12/08/24	2.35	210.673	-24.03					-na-
						L		Ubisoft	133.809	12/08/24	1.36	159.899	-16.32	181.541	-21.641	-11.92		-15.14
								Euronext	722.945	12/08/24	1.26	694.433	4.11	617.835	76.598	12.40		18.26
								Soitec	828.790	12/08/24	0.66	814.729	1.73	1,271.020	-456.291	-35.90		-22.74
						L		Sodexo	674.124	12/08/24	0.52	669.437	0.70	569.367	100.070	17.58		14.36
								Forvia	71.599	12/08/24	0.17	89.831	-20.30	160.409	-70.578	-44.00		-31.90
								Getlink	124.240	12/08/24	-0.03	121.194	2.51	130.126	-8.932	-6.86		-1.79
								Air France-KLM	59.804	12/08/24	-0.44	63.272	-5.48	106.772	-43.500	-40.74		-31.66
						L		Klépierre	205.596	12/08/24	-0.45	196.847	4.44	193.874	2.974	1.53		5.41
								Bureau Veritas	218.407	12/08/24	-0.50	206.221	5.91	179.655	26.566	14.79		7.11
						S		Eiffage	703.338	12/08/24	-0.60	692.090	1.63	762.141	-70.051	-9.19		-6.71
								Gecina	727.241	12/08/24	-0.64	690.918	5.26	864.891	-173.972	-20.11		-9.34
						S		bioMérieux	754.972	12/08/24	-0.67	700.683	7.75	790.263	-89.581	-11.34		-7.05
								Accor	262.229	12/08/24	-0.74	298.317	-12.10	271.800	26.517	9.76		7.65
						L		Worldline	60.991	12/08/24	-0.79	81.434	-25.10	123.096	-41.662	-33.85		-31.88
								Valeo	73.427	12/08/24	-0.95	78.466	-6.42	109.309	-30.844	-28.22		-25.61
								Rexel	170.601	12/08/24	-1.22	190.598	-10.49	194.581	-3.983	-2.05		5.45
						S		Arkema	608.899	12/08/24	-1.39	637.410	-4.47	809.117	-171.706	-21.22		-12.91
						S		Sartorius Stedim	1,345.904	12/08/24	-1.54	1,145.932	17.45	1,881.392	-735.460	-39.09		-34.21
						L		Solvay	238.951	12/08/24	-1.83	261.604	-8.66	217.833	43.771	20.09		-17.18
								Rémy Cointreau	543.283	12/08/24	-2.25	606.165	-10.37	903.383	-297.218	-32.90		-27.45
CAC Next 20 - 20 out of 21 instruments rated - 1/07/24 / 1/01/24 - 6 did rise, Market-Ratio(26) in CNY = 30.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions CAC Next 20 in Renminbi yuán * 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	9		540.275	750.621		210.347	39	11,893	68
							Hermes International	50	5		898.736	741.756		-156.980	-17	11,108	-26
30/07/07		14/01/08	168				- cash -
short	14/01/08	28/04/08	105				STMicroelectronics	100	119		92.616	81.061	105.819	13.202	14	12,679	59
28/04/08		23/06/08	56				- cash -
	23/06/08	18/08/08	56				Natixis	100	226		55.944	41.480	75.454	19.509	35	17,088	603
long	18/08/08	1/09/08	14				Gemalto	50	32		260.319	292.186		31.866	12	18,108	1,930
							Hermes International	50	8		1,007.174	965.526		-41.648	-4	17,775	-67
1/09/08		8/09/08	7				- cash -
short	8/09/08	13/07/09	308				Natixis	100	470		37.786	12.161	117.407	79.621	211	55,197	283
13/07/09		24/08/09	42				- cash -
long	24/08/09	10/05/10	259				Arkema	50	119		231.115	253.400		22.285	10	57,849	14
							Natixis	50	1,225		22.599	32.972		10.374	46	70,557	70
10/05/10		6/12/10	210				- cash -
	6/12/10	18/07/11	224				Arkema	50	76		461.776	586.388		124.612	27	80,027	48
							Ingenico	50	158		223.190	293.786		70.596	32	91,181	56
18/07/11		19/09/11	63				- cash -
short	19/09/11	17/10/11	28				Natixis	100	4,465		20.420	20.301	20.539	0.120	1	91,715	8
17/10/11		5/03/12	140				- cash -
long	5/03/12	28/05/12	84				Gemalto	50	127		359.361	396.554		37.194	10	96,439	53
							Hermes International	50	19		2,345.590	2,114.427		-231.163	-10	92,047	-36
28/05/12		11/06/12	14				- cash -
	11/06/12	3/09/12	84				Gemalto	50	111		414.480	511.762		97.282	23	102,845	150
							Zodiac Aerospace	50	370		124.288	123.479		-0.809	-1	102,546	-3
3/09/12		10/09/12	7				- cash -
	10/09/12	17/09/12	7				Gemalto	50	100		511.076	566.975		55.899	11	108,136	22,313
							Ingenico	50	149		343.544	330.535		-13.009	-4	106,197	-87
17/09/12		5/11/12	49				- cash -
	5/11/12	12/11/12	7				Gemalto	50	94		561.587	551.852		-9.734	-2	105,282	-60
							Bureau Veritas	50	319		167.208	164.965		-2.243	-1	104,566	-51
12/11/12		3/12/12	21				- cash -
	3/12/12	24/06/13	203				Gemalto	50	90		580.740	520.825		-59.915	-10	99,174	-18
							Iliad	50	47		1,108.346	1,291.709		183.363	17	107,792	32
24/06/13		1/07/13	7				- cash -
	1/07/13	16/09/13	77				STMicroelectronics	50	964		55.894	58.141		2.247	4	109,958	21
							Iliad	50	39		1,354.138	1,448.631		94.493	7	113,643	38
16/09/13		30/09/13	14				- cash -
	30/09/13	28/10/13	28				EDF	50	292		194.010	214.545		20.536	11	119,640	271
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Thales	50	169		337.193	369.895		32.702	10	125,166	234
28/10/13		4/11/13	7				- cash -
	4/11/13	25/11/13	21				EDF	50	290		215.711	221.339		5.629	3	126,799	56
							Thales	50	169		370.273	364.925		-5.347	-1	125,895	-22
25/11/13		13/01/14	49				- cash -
	13/01/14	3/03/14	49				EDF	50	304		206.397	240.541		34.144	17	136,275	213
							Natixis	50	1,614		39.115	42.131		3.016	8	141,142	74
3/03/14		10/03/14	7				- cash -
	10/03/14	17/03/14	7				EDF	50	286		246.037	245.914		-0.123	0	141,107	-3
							Natixis	50	1,615		43.798	42.689		-1.109	-3	139,316	-74
17/03/14		24/03/14	7				- cash -
	24/03/14	16/06/14	84				Natixis	50	1,581		44.040	41.996		-2.044	-5	136,084	-19
							Getlink	50	914		76.235	81.254		5.019	7	140,672	32
16/06/14		26/01/15	224				- cash -
	26/01/15	17/08/15	203				Getlink	50	834		84.320	92.419		8.099	10	147,426	18
							Ingenico	50	107		652.769	882.033		229.264	35	171,957	72
17/08/15		11/01/16	147				- cash -
short	11/01/16	1/02/16	21				Casino Guichard	100	6		28,415.860	30,136.628	26,695.093	-1,720.768	-6	161,632	-66
1/02/16		8/02/16	7				- cash -
	8/02/16	14/03/16	35				EDF	100	1,903		84.910	74.107	97.288	12.378	15	185,187	313
14/03/16		11/04/16	28				- cash -
	11/04/16	6/06/16	56				EDF	100	2,388		77.519	84.519	70.518	-7.001	-9	168,470	-46
6/06/16		23/01/17	231				- cash -
long	23/01/17	30/01/17	7				STMicroelectronics	50	1,060		79.427	91.944		12.518	16	181,739	206,048
							Zodiac Aerospace	50	398		211.657	206.958		-4.699	-2	179,869	-69
30/01/17		20/02/17	21				- cash -
	20/02/17	27/02/17	7				STMicroelectronics	50	908		98.940	105.461		6.522	7	185,790	2,689
							Zodiac Aerospace	50	458		196.168	199.459		3.291	2	187,298	138
27/02/17		20/03/17	21				- cash -
	20/03/17	13/11/17	238				STMicroelectronics	50	881		106.248	157.845		51.597	49	232,755	84
							Natixis	50	2,244		41.743	50.456		8.713	21	252,306	34
13/11/17		29/01/18	77				- cash -
	29/01/18	5/02/18	7				EDF	50	1,431		88.133	81.789		-6.344	-7	243,228	-98
							Eiffage	50	165		761.962	733.876		-28.086	-4	238,594	-86
5/02/18		12/03/18	35				- cash -
	12/03/18	28/05/18	77				Dassault Systèmes	50	688		173.233	172.635		-0.598	0	238,183	-2
							Edenred	50	525		227.153	208.278		-18.876	-8	228,273	-34
28/05/18		8/07/19	406				- cash -
	8/07/19	5/08/19	28				Edenred	50	328		347.791	346.406		-1.385	0	227,819	-5
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Ingenico	50	196		579.961	653.516		73.555	13	242,235	374
5/08/19		9/12/19	126				- cash -
	9/12/19	24/02/20	77				Ingenico	50	163		739.547	1,035.679		296.132	40	290,505	394
							Teleperformance	50	73		1,653.470	1,799.854		146.384	9	301,191	49
24/02/20		16/03/20	21				- cash -
short	16/03/20	20/07/20	126				Natixis	100	23,782		12.664	18.705	6.624	-6.040	-48	157,544	-85
20/07/20		3/08/20	14				- cash -
	3/08/20	14/09/20	42				Air France-KLM	100	570		276.333	296.290	256.377	-19.957	-7	146,169	-48
14/09/20		5/10/20	21				- cash -
	5/10/20	12/10/20	7				Air France-KLM	100	609		239.814	247.654	231.974	-7.840	-3	141,395	-82
long	12/10/20	2/11/20	21				Suez Environnement	50	559		126.455	122.500		-3.955	-3	139,184	-42
							Ubisoft	50	106		661.312	585.202		-76.111	-12	131,116	-88
2/11/20		9/11/20	7				- cash -
	9/11/20	4/01/21	56				Suez Environnement	50	519		126.197	129.372		3.176	3	132,764	18
							Sartorius Stedim	50	26		2,507.486	2,393.526		-113.960	-5	129,801	-26
4/01/21		11/01/21	7				- cash -
	11/01/21	5/07/21	175				EDF	50	613		105.750	91.262		-14.488	-14	120,920	-26
							Suez Environnement	50	494		131.488	154.072		22.584	17	132,077	39
5/07/21		7/03/22	245				- cash -
short	7/03/22	18/04/22	42				Orpea	100	0		230,233.806	252,691.978	207,775.634	-22,458.172	-10	132,077	0
18/04/22		13/06/22	56				- cash -
	13/06/22	5/09/22	84				Atos	100	996		132.501	73.298	239.520	107.019	81	238,668	1,210
5/09/22		26/09/22	21				- cash -
	26/09/22	14/11/22	49				Atos	100	4,646		51.365	85.163	17.567	-33.798	-66	81,642	-100
14/11/22		23/01/23	70				- cash -
long	23/01/23	27/02/23	35				EDF	50	461		88.406	87.026		-1.380	-2	81,005	-15
							Sodexo	50	83		486.972	475.865		-11.107	-2	80,083	-21
27/02/23		17/04/23	49				- cash -
	17/04/23	12/06/23	56				Sodexo	50	73		543.991	569.551		25.560	5	81,949	35
							Forvia	50	254		158.814	170.627		11.813	7	84,950	60
12/06/23		17/07/23	35				- cash -
	17/07/23	7/08/23	21				Accor	50	155		273.058	261.979		-11.079	-4	83,233	-51
							Forvia	50	220		193.154	171.120		-22.034	-11	78,385	-88
7/08/23		16/10/23	70				- cash -
short	16/10/23	4/12/23	49				Sartorius Stedim	100	53		1,453.333	1,550.899	1,355.767	-97.566	-7	73,214	-40
4/12/23		20/10/25	686				- cash -
accum	11/12/06	4/12/23	3395	days out of 7231 invested (47%)										632		73,214	24

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	55.94	41.48	75.45	19.51	34.87	100	34.87
	short	8/09/08	13/07/09	308	37.79	12.16	117.41	79.62	210.72		210.72
	long	24/08/09	10/05/10	259	22.60	32.97		10.37	45.90	50	22.95
	short	19/09/11	17/10/11	28	20.42	20.30	20.54	0.12	0.59	100	0.59
	long	13/01/14	3/03/14	49	39.11	42.13		3.02	7.71	50	3.86
	long	10/03/14	17/03/14	7	43.80	42.69		-1.11	-2.53		-1.27
	long	24/03/14	16/06/14	84	44.04	42.00		-2.04	-4.64		-2.32
	long	20/03/17	13/11/17	238	41.74	50.46		8.71	20.87		10.44
	short	16/03/20	20/07/20	126	12.66	18.70	6.62	-6.04	-47.69	100	-47.69	199.86
Ingenico	long	6/12/10	18/07/11	224	223.19	293.79		70.60	31.63	50	15.82
	long	10/09/12	17/09/12	7	343.54	330.53		-13.01	-3.79		-1.89
	long	26/01/15	17/08/15	203	652.77	882.03		229.26	35.12		17.56
	long	8/07/19	5/08/19	28	579.96	653.52		73.56	12.68		6.34
	long	9/12/19	24/02/20	77	739.55	1,035.68		296.13	40.04		20.02	70.49
STMicroelectronics	short	14/01/08	28/04/08	105	92.62	81.06	105.82	13.20	14.25	100	14.25
	long	1/07/13	16/09/13	77	55.89	58.14		2.25	4.02	50	2.01
	long	23/01/17	30/01/17	7	79.43	91.94		12.52	15.76		7.88
	long	20/02/17	27/02/17	7	98.94	105.46		6.52	6.59		3.30
	long	20/03/17	13/11/17	238	106.25	157.84		51.60	48.56		24.28	61.42
EDF	long	11/12/06	30/07/07	231	540.27	750.62		210.35	38.93		19.47
	long	30/09/13	28/10/13	28	194.01	214.55		20.54	10.58		5.29
	long	4/11/13	25/11/13	21	215.71	221.34		5.63	2.61		1.30
	long	13/01/14	3/03/14	49	206.40	240.54		34.14	16.54		8.27
	long	10/03/14	17/03/14	7	246.04	245.91		-0.12	-0.05		-0.03
	short	8/02/16	14/03/16	35	84.91	74.11	97.29	12.38	14.58	100	14.58
	short	11/04/16	6/06/16	56	77.52	84.52	70.52	-7.00	-9.03		-9.03
	long	29/01/18	5/02/18	7	88.13	81.79		-6.34	-7.20	50	-3.60
	long	11/01/21	5/07/21	175	105.75	91.26		-14.49	-13.70		-6.85
	long	23/01/23	27/02/23	35	88.41	87.03		-1.38	-1.56		-0.78	28.09
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	260.32	292.19		31.87	12.24		6.12
	long	5/03/12	28/05/12	84	359.36	396.55		37.19	10.35		5.17
	long	11/06/12	3/09/12	84	414.48	511.76		97.28	23.47		11.74
	long	10/09/12	17/09/12	7	511.08	566.98		55.90	10.94		5.47
	long	5/11/12	12/11/12	7	561.59	551.85		-9.73	-1.73		-0.87
	long	3/12/12	24/06/13	203	580.74	520.83		-59.92	-10.32		-5.16	23.66
Arkema	long	24/08/09	10/05/10	259	231.11	253.40		22.29	9.64		4.82
	long	6/12/10	18/07/11	224	461.78	586.39		124.61	26.99		13.49	18.96
Iliad	long	3/12/12	24/06/13	203	1,108.35	1,291.71		183.36	16.54		8.27
	long	1/07/13	16/09/13	77	1,354.14	1,448.63		94.49	6.98		3.49	12.05
Getlink	long	24/03/14	16/06/14	84	76.23	81.25		5.02	6.58		3.29
	long	26/01/15	17/08/15	203	84.32	92.42		8.10	9.60		4.80	8.25
Suez Environnement	long	12/10/20	2/11/20	21	126.46	122.50		-3.96	-3.13		-1.56
	long	9/11/20	4/01/21	56	126.20	129.37		3.18	2.52		1.26
	long	11/01/21	5/07/21	175	131.49	154.07		22.58	17.18		8.59	8.23
Teleperformance	long	9/12/19	24/02/20	77	1,653.47	1,799.85		146.38	8.85		4.43	4.43
Thales	long	30/09/13	28/10/13	28	337.19	369.90		32.70	9.70		4.85
	long	4/11/13	25/11/13	21	370.27	364.93		-5.35	-1.44		-0.72	4.09
Sodexo	long	23/01/23	27/02/23	35	486.97	475.87		-11.11	-2.28		-1.14
	long	17/04/23	12/06/23	56	543.99	569.55		25.56	4.70		2.35	1.18
Dassault Systèmes	long	12/03/18	28/05/18	77	173.23	172.63		-0.60	-0.35		-0.17	-0.17
Zodiac Aerospace	long	11/06/12	3/09/12	84	124.29	123.48		-0.81	-0.65		-0.33
	long	23/01/17	30/01/17	7	211.66	206.96		-4.70	-2.22		-1.11
	long	20/02/17	27/02/17	7	196.17	199.46		3.29	1.68		0.84	-0.60
Bureau Veritas	long	5/11/12	12/11/12	7	167.21	164.96		-2.24	-1.34		-0.67	-0.67
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Eiffage	long	29/01/18	5/02/18	7	761.96	733.88		-28.09	-3.69		-1.84	-1.84
Accor	long	17/07/23	7/08/23	21	273.06	261.98		-11.08	-4.06		-2.03	-2.03
Forvia	long	17/04/23	12/06/23	56	158.81	170.63		11.81	7.44		3.72
	long	17/07/23	7/08/23	21	193.15	171.12		-22.03	-11.41		-5.70	-2.20
Edenred	long	12/03/18	28/05/18	77	227.15	208.28		-18.88	-8.31		-4.15
	long	8/07/19	5/08/19	28	347.79	346.41		-1.38	-0.40		-0.20	-4.35
Ubisoft	long	12/10/20	2/11/20	21	661.31	585.20		-76.11	-11.51		-5.75	-5.75
Casino Guichard	short	11/01/16	1/02/16	21	28,415.86	30,136.63	26,695.09	-1,720.77	-6.06	100	-6.06	-6.06
Sartorius Stedim	long	9/11/20	4/01/21	56	2,507.49	2,393.53		-113.96	-4.54	50	-2.27
	short	16/10/23	4/12/23	49	1,453.33	1,550.90	1,355.77	-97.57	-6.71	100	-6.71	-8.83
Orpea	short	7/03/22	18/04/22	42	230,233.81	252,691.98	207,775.63	-22,458.17	-9.75		-9.75	-9.75
Air France-KLM	short	3/08/20	14/09/20	42	276.33	296.29	256.38	-19.96	-7.22		-7.22
	short	5/10/20	12/10/20	7	239.81	247.65	231.97	-7.84	-3.27		-3.27	-10.25
Hermes International	long	11/12/06	30/07/07	231	898.74	741.76		-156.98	-17.47	50	-8.73
	long	18/08/08	1/09/08	14	1,007.17	965.53		-41.65	-4.14		-2.07
	long	5/03/12	28/05/12	84	2,345.59	2,114.43		-231.16	-9.86		-4.93	-15.02
Atos	short	13/06/22	5/09/22	84	132.50	73.30	239.52	107.02	80.77	100	80.77
	short	26/09/22	14/11/22	49	51.36	85.16	17.57	-33.80	-65.80		-65.80	-38.18

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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