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

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								CAC Next 20	2,952,267.118	12/08/24	-0.27	2,949,736.822	0.09	2,845,839.910	103,896.912	3.65		4.98
								Accor	5,817.950	12/08/24	-0.74	6,618.633	-12.10	5,419.156	1,199.477	22.13		16.25
								Air France-KLM	1,326.846	12/08/24	-0.44	1,403.795	-5.48	2,128.820	-725.025	-34.06		-26.61
						S		Arkema	13,509.359	12/08/24	-1.39	14,141.933	-4.47	16,132.169	-1,990.236	-12.34		-6.12
						S		bioMérieux	16,750.218	12/08/24	-0.67	15,545.728	7.75	15,756.274	-210.546	-1.34		0.22
								Bureau Veritas	4,845.692	12/08/24	-0.50	4,575.331	5.91	3,581.968	993.363	27.73		15.61
						S		Eiffage	15,604.652	12/08/24	-0.60	15,355.089	1.63	15,195.563	159.525	1.05		0.62
								Euronext	16,039.655	12/08/24	1.26	15,407.081	4.11	12,318.399	3,088.682	25.07		27.84
								Forvia	1,588.541	12/08/24	0.17	1,993.042	-20.30	3,198.242	-1,205.200	-37.68		-26.90
								Gecina	16,134.975	12/08/24	-0.64	15,329.093	5.26	17,244.192	-1,915.100	-11.11		-2.31
								Getlink	2,756.464	12/08/24	-0.03	2,688.874	2.51	2,594.460	94.414	3.64		5.88
						L		Klépierre	4,561.467	12/08/24	-0.45	4,367.362	4.44	3,865.456	501.906	12.98		13.69
								Pluxee	3,551.081	12/08/24	2.35	4,674.117	-24.03					-na-
								Rémy Cointreau	12,053.571	12/08/24	-2.25	13,448.701	-10.37	18,011.645	-4,562.944	-25.33		-22.14
								Rexel	3,785.047	12/08/24	-1.22	4,228.715	-10.49	3,879.552	349.163	9.00		13.83
						S		Sartorius Stedim	29,860.968	12/08/24	-1.54	25,424.284	17.45	37,511.209	-12,086.925	-32.22		-29.22
						L		Sodexo	14,956.480	12/08/24	0.52	14,852.496	0.70	11,352.035	3,500.461	30.84		23.45
								Soitec	18,387.979	12/08/24	0.66	18,076.024	1.73	25,341.601	-7,265.577	-28.67		-17.13
						L		Solvay	5,301.492	12/08/24	-1.83	5,804.085	-8.66	4,343.156	1,460.929	33.64		-11.42
						L		Ubisoft	2,968.766	12/08/24	1.36	3,547.615	-16.32	3,619.558	-71.943	-1.99		-8.73
								Valeo	1,629.095	12/08/24	-0.95	1,740.879	-6.42	2,179.409	-438.530	-20.12		-20.17
						L		Worldline	1,353.189	12/08/24	-0.79	1,806.736	-25.10	2,454.282	-647.547	-26.38		-27.21
CAC Next 20 - 20 out of 21 instruments rated - 1/07/24 / 1/01/24 - 9 did rise, Market-Ratio(26) in JPY = 45.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions CAC Next 20 in Japanese yen * 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	0		8,032.234	11,775.722		3,743.488	47	10,000	0
							Hermes International	50	0		13,361.460	11,636.652		-1,724.808	-13	10,000	0
30/07/07		14/01/08	168				- cash -
short	14/01/08	28/04/08	105				STMicroelectronics	100	7		1,388.049	1,207.532	1,595.552	207.503	15	11,453	62
28/04/08		23/06/08	56				- cash -
	23/06/08	18/08/08	56				Natixis	100	13		872.779	667.215	1,141.676	268.897	31	14,948	476
long	18/08/08	1/09/08	14				Gemalto	50	1		4,187.340	4,650.896		463.556	11	15,412	1,445
							Hermes International	50	0		16,200.786	15,368.872		-831.914	-5	15,412	0
1/09/08		8/09/08	7				- cash -
short	8/09/08	13/07/09	308				Natixis	100	25		595.090	164.746	2,149.567	1,554.477	261	54,274	358
13/07/09		24/08/09	42				- cash -
long	24/08/09	10/05/10	259				Arkema	50	8		3,192.849	3,400.367		207.518	6	55,934	9
							Natixis	50	92		312.200	442.453		130.253	42	67,917	63
10/05/10		6/12/10	210				- cash -
	6/12/10	18/07/11	224				Arkema	50	5		5,715.993	7,212.800		1,496.807	26	75,401	46
							Ingenico	50	14		2,762.714	3,613.680		850.967	31	87,315	55
18/07/11		19/09/11	63				- cash -
short	19/09/11	17/10/11	28				Natixis	100	354		246.311	245.351	247.274	0.964	0	87,656	5
17/10/11		5/03/12	140				- cash -
long	5/03/12	28/05/12	84				Gemalto	50	9		4,668.083	4,983.014		314.931	7	90,490	33
							Hermes International	50	1		30,469.134	26,569.422		-3,899.712	-13	86,590	-45
28/05/12		11/06/12	14				- cash -
	11/06/12	3/09/12	84				Gemalto	50	8		5,205.859	6,331.494		1,125.635	22	95,596	134
							Zodiac Aerospace	50	28		1,561.060	1,527.680		-33.380	-2	94,661	-9
3/09/12		10/09/12	7				- cash -
	10/09/12	17/09/12	7				Gemalto	50	7		6,313.745	7,032.524		718.779	11	99,692	27,540
							Ingenico	50	11		4,244.084	4,099.818		-144.266	-3	98,105	-84
17/09/12		5/11/12	49				- cash -
	5/11/12	12/11/12	7				Gemalto	50	6		7,179.668	6,980.534		-199.134	-3	96,911	-77
							Bureau Veritas	50	25		2,137.689	2,086.683		-51.006	-2	95,635	-72
12/11/12		3/12/12	21				- cash -
	3/12/12	24/06/13	203				Gemalto	50	6		7,631.946	8,238.140		606.194	8	99,273	15
							Iliad	50	3		14,565.600	20,431.563		5,865.963	40	116,871	84
24/06/13		1/07/13	7				- cash -
	1/07/13	16/09/13	77				STMicroelectronics	50	65		896.540	941.649		45.109	5	119,803	26
							Iliad	50	2		21,720.232	23,461.907		1,741.675	8	123,286	44
16/09/13		30/09/13	14				- cash -
	30/09/13	28/10/13	28				EDF	50	19		3,089.620	3,443.793		354.173	11	130,015	312
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Thales	50	12		5,369.834	5,937.412		567.578	11	136,826	271
28/10/13		4/11/13	7				- cash -
	4/11/13	25/11/13	21				EDF	50	19		3,488.970	3,689.796		200.825	6	140,642	165
							Thales	50	11		5,988.899	6,083.418		94.519	2	141,682	31
25/11/13		13/01/14	49				- cash -
	13/01/14	3/03/14	49				EDF	50	20		3,519.058	3,969.654		450.597	13	150,694	145
							Natixis	50	106		666.902	695.282		28.379	4	153,702	36
3/03/14		10/03/14	7				- cash -
	10/03/14	17/03/14	7				EDF	50	18		4,140.121	4,050.002		-90.119	-2	152,080	-68
							Natixis	50	107		736.993	703.049		-33.945	-5	148,448	-91
17/03/14		24/03/14	7				- cash -
	24/03/14	16/06/14	84				Natixis	50	102		726.899	686.958		-39.940	-5	144,374	-22
							Getlink	50	59		1,258.279	1,329.133		70.854	6	148,554	27
16/06/14		26/01/15	224				- cash -
	26/01/15	17/08/15	203				Getlink	50	46		1,596.582	1,798.058		201.475	13	157,822	24
							Ingenico	50	6		12,360.037	17,160.458		4,800.420	39	186,624	80
17/08/15		11/01/16	147				- cash -
short	11/01/16	1/02/16	21				Casino Guichard	100	0		509,561.767	554,286.299	464,837.236	-44,724.532	-9	186,624	0
1/02/16		8/02/16	7				- cash -
	8/02/16	14/03/16	35				EDF	100	124		1,496.334	1,297.137	1,726.122	229.788	15	215,118	344
14/03/16		11/04/16	28				- cash -
	11/04/16	6/06/16	56				EDF	100	166		1,295.696	1,384.841	1,206.551	-89.145	-7	200,320	-37
6/06/16		23/01/17	231				- cash -
long	23/01/17	30/01/17	7				STMicroelectronics	50	76		1,306.509	1,519.779		213.271	16	216,529	265,440
							Zodiac Aerospace	50	29		3,481.597	3,420.872		-60.725	-2	214,768	-60
30/01/17		20/02/17	21				- cash -
	20/02/17	27/02/17	7				STMicroelectronics	50	65		1,632.115	1,730.526		98.411	6	221,164	2,018
							Zodiac Aerospace	50	33		3,235.998	3,272.952		36.954	1	222,384	81
27/02/17		20/03/17	21				- cash -
	20/03/17	13/11/17	238				STMicroelectronics	50	64		1,731.582	2,697.548		965.966	56	284,206	97
							Natixis	50	163		680.312	862.289		181.977	27	313,868	44
13/11/17		29/01/18	77				- cash -
	29/01/18	5/02/18	7				EDF	50	103		1,517.906	1,432.461		-85.446	-6	305,067	-95
							Eiffage	50	12		13,123.242	12,853.210		-270.032	-2	301,826	-66
5/02/18		12/03/18	35				- cash -
	12/03/18	28/05/18	77				Dassault Systèmes	50	51		2,916.725	2,950.321		33.596	1	303,540	6
							Edenred	50	40		3,824.588	3,559.460		-265.128	-7	292,935	-29
28/05/18		8/07/19	406				- cash -
	8/07/19	5/08/19	28				Edenred	50	26		5,493.490	5,219.622		-273.868	-5	285,814	-49
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Ingenico	50	16		9,160.693	9,847.132		686.439	7	296,797	156
5/08/19		9/12/19	126				- cash -
	9/12/19	24/02/20	77				Ingenico	50	13		11,413.775	16,309.037		4,895.262	43	360,436	443
							Teleperformance	50	5		25,518.798	28,342.656		2,823.858	11	374,555	64
24/02/20		16/03/20	21				- cash -
short	16/03/20	20/07/20	126				Natixis	100	1,950		192.039	287.354	96.724	-95.315	-50	188,691	-86
20/07/20		3/08/20	14				- cash -
	3/08/20	14/09/20	42				Air France-KLM	100	44		4,200.806	4,597.214	3,804.398	-396.408	-9	171,249	-58
14/09/20		5/10/20	21				- cash -
	5/10/20	12/10/20	7				Air France-KLM	100	45		3,735.341	3,867.285	3,603.397	-131.944	-4	165,311	-85
long	12/10/20	2/11/20	21				Suez Environnement	50	41		1,974.691	1,920.083		-54.609	-3	163,072	-39
							Ubisoft	50	8		10,326.858	9,172.508		-1,154.349	-11	153,837	-87
2/11/20		9/11/20	7				- cash -
	9/11/20	4/01/21	56				Suez Environnement	50	38		2,008.590	2,067.070		58.481	3	156,060	21
							Sartorius Stedim	50	1		39,910.048	38,243.016		-1,667.032	-4	154,393	-24
4/01/21		11/01/21	7				- cash -
	11/01/21	5/07/21	175				EDF	50	45		1,700.351	1,565.897		-134.454	-8	148,342	-16
							Suez Environnement	50	36		2,114.190	2,643.603		529.413	25	167,401	59
5/07/21		7/03/22	245				- cash -
short	7/03/22	18/04/22	42				Orpea	100	0		4,204,834.800	5,034,693.160	3,374,976.440	-829,858.360	-20	167,401	0
18/04/22		13/06/22	56				- cash -
	13/06/22	5/09/22	84				Atos	100	63		2,633.090	1,486.085	4,665.391	2,032.300	77	295,436	1,101
5/09/22		26/09/22	21				- cash -
	26/09/22	14/11/22	49				Atos	100	283		1,041.320	1,688.961	393.678	-647.641	-62	112,153	-100
14/11/22		23/01/23	70				- cash -
long	23/01/23	27/02/23	35				EDF	50	32		1,702.968	1,707.163		4.195	0	112,288	3
							Sodexo	50	6		9,380.515	9,334.900		-45.616	0	112,014	-5
27/02/23		17/04/23	49				- cash -
	17/04/23	12/06/23	56				Sodexo	50	5		10,645.790	11,137.441		491.651	5	114,472	34
							Forvia	50	18		3,107.960	3,336.577		228.618	7	118,587	59
12/06/23		17/07/23	35				- cash -
	17/07/23	7/08/23	21				Accor	50	11		5,285.756	5,194.386		-91.369	-2	117,582	-26
							Forvia	50	16		3,739.010	3,392.892		-346.117	-9	112,044	-82
7/08/23		16/10/23	70				- cash -
short	16/10/23	4/12/23	49				Sartorius Stedim	100	3		29,753.913	31,977.445	27,530.381	-2,223.532	-7	105,374	-44
4/12/23		3/07/25	577				- cash -
accum	11/12/06	4/12/23	3395	days out of 7122 invested (48%)										954		105,374	29

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	872.78	667.22	1,141.68	268.90	30.81	100	30.81
	short	8/09/08	13/07/09	308	595.09	164.75	2,149.57	1,554.48	261.22		261.22
	long	24/08/09	10/05/10	259	312.20	442.45		130.25	41.72	50	20.86
	short	19/09/11	17/10/11	28	246.31	245.35	247.27	0.96	0.39	100	0.39
	long	13/01/14	3/03/14	49	666.90	695.28		28.38	4.26	50	2.13
	long	10/03/14	17/03/14	7	736.99	703.05		-33.94	-4.61		-2.30
	long	24/03/14	16/06/14	84	726.90	686.96		-39.94	-5.49		-2.75
	long	20/03/17	13/11/17	238	680.31	862.29		181.98	26.75		13.37
	short	16/03/20	20/07/20	126	192.04	287.35	96.72	-95.32	-49.63	100	-49.63	217.67
Ingenico	long	6/12/10	18/07/11	224	2,762.71	3,613.68		850.97	30.80	50	15.40
	long	10/09/12	17/09/12	7	4,244.08	4,099.82		-144.27	-3.40		-1.70
	long	26/01/15	17/08/15	203	12,360.04	17,160.46		4,800.42	38.84		19.42
	long	8/07/19	5/08/19	28	9,160.69	9,847.13		686.44	7.49		3.75
	long	9/12/19	24/02/20	77	11,413.78	16,309.04		4,895.26	42.89		21.44	70.68
STMicroelectronics	short	14/01/08	28/04/08	105	1,388.05	1,207.53	1,595.55	207.50	14.95	100	14.95
	long	1/07/13	16/09/13	77	896.54	941.65		45.11	5.03	50	2.52
	long	23/01/17	30/01/17	7	1,306.51	1,519.78		213.27	16.32		8.16
	long	20/02/17	27/02/17	7	1,632.12	1,730.53		98.41	6.03		3.01
	long	20/03/17	13/11/17	238	1,731.58	2,697.55		965.97	55.79		27.89	67.93
EDF	long	11/12/06	30/07/07	231	8,032.23	11,775.72		3,743.49	46.61		23.30
	long	30/09/13	28/10/13	28	3,089.62	3,443.79		354.17	11.46		5.73
	long	4/11/13	25/11/13	21	3,488.97	3,689.80		200.83	5.76		2.88
	long	13/01/14	3/03/14	49	3,519.06	3,969.65		450.60	12.80		6.40
	long	10/03/14	17/03/14	7	4,140.12	4,050.00		-90.12	-2.18		-1.09
	short	8/02/16	14/03/16	35	1,496.33	1,297.14	1,726.12	229.79	15.36	100	15.36
	short	11/04/16	6/06/16	56	1,295.70	1,384.84	1,206.55	-89.15	-6.88		-6.88
	long	29/01/18	5/02/18	7	1,517.91	1,432.46		-85.45	-5.63	50	-2.81
	long	11/01/21	5/07/21	175	1,700.35	1,565.90		-134.45	-7.91		-3.95
	long	23/01/23	27/02/23	35	1,702.97	1,707.16		4.20	0.25		0.12	41.71
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	4,187.34	4,650.90		463.56	11.07		5.54
	long	5/03/12	28/05/12	84	4,668.08	4,983.01		314.93	6.75		3.37
	long	11/06/12	3/09/12	84	5,205.86	6,331.49		1,125.64	21.62		10.81
	long	10/09/12	17/09/12	7	6,313.75	7,032.52		718.78	11.38		5.69
	long	5/11/12	12/11/12	7	7,179.67	6,980.53		-199.13	-2.77		-1.39
	long	3/12/12	24/06/13	203	7,631.95	8,238.14		606.19	7.94		3.97	31.00
Iliad	long	3/12/12	24/06/13	203	14,565.60	20,431.56		5,865.96	40.27		20.14
	long	1/07/13	16/09/13	77	21,720.23	23,461.91		1,741.67	8.02		4.01	24.95
Arkema	long	24/08/09	10/05/10	259	3,192.85	3,400.37		207.52	6.50		3.25
	long	6/12/10	18/07/11	224	5,715.99	7,212.80		1,496.81	26.19		13.09	16.77
Suez Environnement	long	12/10/20	2/11/20	21	1,974.69	1,920.08		-54.61	-2.77		-1.38
	long	9/11/20	4/01/21	56	2,008.59	2,067.07		58.48	2.91		1.46
	long	11/01/21	5/07/21	175	2,114.19	2,643.60		529.41	25.04		12.52	12.58
Getlink	long	24/03/14	16/06/14	84	1,258.28	1,329.13		70.85	5.63		2.82
	long	26/01/15	17/08/15	203	1,596.58	1,798.06		201.48	12.62		6.31	9.30
Thales	long	30/09/13	28/10/13	28	5,369.83	5,937.41		567.58	10.57		5.28
	long	4/11/13	25/11/13	21	5,988.90	6,083.42		94.52	1.58		0.79	6.12
Teleperformance	long	9/12/19	24/02/20	77	25,518.80	28,342.66		2,823.86	11.07		5.53	5.53
Sodexo	long	23/01/23	27/02/23	35	9,380.52	9,334.90		-45.62	-0.49		-0.24
	long	17/04/23	12/06/23	56	10,645.79	11,137.44		491.65	4.62		2.31	2.06
Dassault Systèmes	long	12/03/18	28/05/18	77	2,916.72	2,950.32		33.60	1.15		0.58	0.58
Accor	long	17/07/23	7/08/23	21	5,285.76	5,194.39		-91.37	-1.73		-0.86	-0.86
Eiffage	long	29/01/18	5/02/18	7	13,123.24	12,853.21		-270.03	-2.06		-1.03	-1.03
Forvia	long	17/04/23	12/06/23	56	3,107.96	3,336.58		228.62	7.36		3.68
	long	17/07/23	7/08/23	21	3,739.01	3,392.89		-346.12	-9.26		-4.63	-1.12
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Bureau Veritas	long	5/11/12	12/11/12	7	2,137.69	2,086.68		-51.01	-2.39		-1.19	-1.19
Zodiac Aerospace	long	11/06/12	3/09/12	84	1,561.06	1,527.68		-33.38	-2.14		-1.07
	long	23/01/17	30/01/17	7	3,481.60	3,420.87		-60.73	-1.74		-0.87
	long	20/02/17	27/02/17	7	3,236.00	3,272.95		36.95	1.14		0.57	-1.37
Ubisoft	long	12/10/20	2/11/20	21	10,326.86	9,172.51		-1,154.35	-11.18		-5.59	-5.59
Edenred	long	12/03/18	28/05/18	77	3,824.59	3,559.46		-265.13	-6.93		-3.47
	long	8/07/19	5/08/19	28	5,493.49	5,219.62		-273.87	-4.99		-2.49	-5.87
Casino Guichard	short	11/01/16	1/02/16	21	509,561.77	554,286.30	464,837.24	-44,724.53	-8.78	100	-8.78	-8.78
Sartorius Stedim	long	9/11/20	4/01/21	56	39,910.05	38,243.02		-1,667.03	-4.18	50	-2.09
	short	16/10/23	4/12/23	49	29,753.91	31,977.45	27,530.38	-2,223.53	-7.47	100	-7.47	-9.41
Air France-KLM	short	3/08/20	14/09/20	42	4,200.81	4,597.21	3,804.40	-396.41	-9.44		-9.44
	short	5/10/20	12/10/20	7	3,735.34	3,867.29	3,603.40	-131.94	-3.53		-3.53	-12.64
Hermes International	long	11/12/06	30/07/07	231	13,361.46	11,636.65		-1,724.81	-12.91	50	-6.45
	long	18/08/08	1/09/08	14	16,200.79	15,368.87		-831.91	-5.14		-2.57
	long	5/03/12	28/05/12	84	30,469.13	26,569.42		-3,899.71	-12.80		-6.40	-14.69
Orpea	short	7/03/22	18/04/22	42	4,204,834.80	5,034,693.16	3,374,976.44	-829,858.36	-19.74	100	-19.74	-19.74
Atos	short	13/06/22	5/09/22	84	2,633.09	1,486.08	4,665.39	2,032.30	77.18		77.18
	short	26/09/22	14/11/22	49	1,041.32	1,688.96	393.68	-647.64	-62.19		-62.19	-33.01

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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