Assessment - CAC Next 20 in Japanese yen - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								CAC Next 20	2,952,267.118	8/12/24	-0.27	2,949,736.822	0.09	2,845,839.910	103,896.912	3.65		4.98
						S		Sartorius Stedim	29,860.968	8/12/24	-1.54	25,424.284	17.45	37,511.209	-12,086.925	-32.22		-29.22
						S		bioMérieux	16,750.218	8/12/24	-0.67	15,545.728	7.75	15,756.274	-210.546	-1.34		0.22
								Bureau Veritas	4,845.692	8/12/24	-0.50	4,575.331	5.91	3,581.968	993.363	27.73		15.61
								Gecina	16,134.975	8/12/24	-0.64	15,329.093	5.26	17,244.192	-1,915.100	-11.11		-2.31
						L		Klépierre	4,561.467	8/12/24	-0.45	4,367.362	4.44	3,865.456	501.906	12.98		13.69
								Euronext	16,039.655	8/12/24	1.26	15,407.081	4.11	12,318.399	3,088.682	25.07		27.84
								Getlink	2,756.464	8/12/24	-0.03	2,688.874	2.51	2,594.460	94.414	3.64		5.88
								Soitec	18,387.979	8/12/24	0.66	18,076.024	1.73	25,341.601	-7,265.577	-28.67		-17.13
						S		Eiffage	15,604.652	8/12/24	-0.60	15,355.089	1.63	15,195.563	159.525	1.05		0.62
						L		Sodexo	14,956.480	8/12/24	0.52	14,852.496	0.70	11,352.035	3,500.461	30.84		23.45
						S		Arkema	13,509.359	8/12/24	-1.39	14,141.933	-4.47	16,132.169	-1,990.236	-12.34		-6.12
								Air France-KLM	1,326.846	8/12/24	-0.44	1,403.795	-5.48	2,128.820	-725.025	-34.06		-26.61
								Valeo	1,629.095	8/12/24	-0.95	1,740.879	-6.42	2,179.409	-438.530	-20.12		-20.17
						L		Solvay	5,301.492	8/12/24	-1.83	5,804.085	-8.66	4,343.156	1,460.929	33.64		-11.42
								Rémy Cointreau	12,053.571	8/12/24	-2.25	13,448.701	-10.37	18,011.645	-4,562.944	-25.33		-22.14
								Rexel	3,785.047	8/12/24	-1.22	4,228.715	-10.49	3,879.552	349.163	9.00		13.83
								Accor	5,817.950	8/12/24	-0.74	6,618.633	-12.10	5,419.156	1,199.477	22.13		16.25
						L		Ubisoft	2,968.766	8/12/24	1.36	3,547.615	-16.32	3,619.558	-71.943	-1.99		-8.73
								Forvia	1,588.541	8/12/24	0.17	1,993.042	-20.30	3,198.242	-1,205.200	-37.68		-26.90
								Pluxee	3,551.081	8/12/24	2.35	4,674.117	-24.03					-na-
						L		Worldline	1,353.189	8/12/24	-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 - 7/01/24 / 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 Straddles 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
1/02/06		12/11/06	343				- cash -
long	12/11/06	7/30/07	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
7/30/07		1/14/08	168				- cash -
short	1/14/08	4/28/08	105				STMicroelectronics	100	7		1,388.049	1,207.532	1,595.552	207.503	15	11,453	62
4/28/08		6/23/08	56				- cash -
	6/23/08	8/18/08	56				Natixis	100	13		872.779	667.215	1,141.676	268.897	31	14,948	476
long	8/18/08	9/01/08	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
9/01/08		9/08/08	7				- cash -
short	9/08/08	7/13/09	308				Natixis	100	25		595.090	164.746	2,149.567	1,554.477	261	54,274	358
long	5/25/09	6/01/09	7				Gemalto	50	8		3,222.797	3,254.654		31.857	1	54,529	67
							Iliad	50	2		9,994.121	10,672.380		678.259	7	55,885	2,969
7/13/09		8/24/09	42				- cash -
	8/24/09	5/10/10	259				Arkema	50	8		3,192.849	3,400.367		207.518	6	57,545	9
							Natixis	50	97		312.200	442.453		130.253	42	70,180	63
5/10/10		12/06/10	210				- cash -
	12/06/10	7/18/11	224				Arkema	50	6		5,715.993	7,212.800		1,496.807	26	79,161	46
							Ingenico	50	12		2,762.714	3,613.680		850.967	31	89,372	55
7/18/11		9/19/11	63				- cash -
short	9/19/11	10/17/11	28				Natixis	100	362		246.311	245.351	247.274	0.964	0	89,721	5
10/17/11		3/05/12	140				- cash -
long	3/05/12	5/28/12	84				Gemalto	50	9		4,668.083	4,983.014		314.931	7	92,555	33
							Hermes International	50	1		30,469.134	26,569.422		-3,899.712	-13	88,656	-45
5/28/12		6/11/12	14				- cash -
	6/11/12	9/03/12	84				Gemalto	50	8		5,205.859	6,331.494		1,125.635	22	97,661	134
							Zodiac Aerospace	50	30		1,561.060	1,527.680		-33.380	-2	96,659	-9
9/03/12		9/10/12	7				- cash -
	9/10/12	9/17/12	7				Gemalto	50	7		6,313.745	7,032.524		718.779	11	101,691	27,540
							Ingenico	50	12		4,244.084	4,099.818		-144.266	-3	99,960	-84
9/17/12		11/05/12	49				- cash -
	11/05/12	11/12/12	7				Gemalto	50	6		7,179.668	6,980.534		-199.134	-3	98,765	-77
							Bureau Veritas	50	26		2,137.689	2,086.683		-51.006	-2	97,439	-72
11/12/12		12/03/12	21				- cash -
	12/03/12	6/24/13	203				Gemalto	50	6		7,631.946	8,238.140		606.194	8	101,076	15
							Iliad	50	3		14,565.600	20,431.563		5,865.963	40	118,674	84
6/24/13		7/01/13	7				- cash -
	7/01/13	9/16/13	77				STMicroelectronics	50	66		896.540	941.649		45.109	5	121,651	26
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Iliad	50	2		21,720.232	23,461.907		1,741.675	8	125,134	44
9/16/13		9/30/13	14				- cash -
	9/30/13	10/28/13	28				EDF	50	20		3,089.620	3,443.793		354.173	11	132,218	312
							Thales	50	11		5,369.834	5,937.412		567.578	11	138,461	271
10/28/13		11/04/13	7				- cash -
	11/04/13	11/25/13	21				EDF	50	19		3,488.970	3,689.796		200.825	6	142,277	165
							Thales	50	12		5,988.899	6,083.418		94.519	2	143,411	31
11/25/13		1/13/14	49				- cash -
	1/13/14	3/03/14	49				EDF	50	20		3,519.058	3,969.654		450.597	13	152,423	145
							Natixis	50	109		666.902	695.282		28.379	4	155,516	36
3/03/14		3/10/14	7				- cash -
	3/10/14	3/17/14	7				EDF	50	18		4,140.121	4,050.002		-90.119	-2	153,894	-68
							Natixis	50	109		736.993	703.049		-33.945	-5	150,194	-91
3/17/14		3/24/14	7				- cash -
	3/24/14	6/16/14	84				Natixis	50	103		726.899	686.958		-39.940	-5	146,080	-22
							Getlink	50	59		1,258.279	1,329.133		70.854	6	150,261	27
6/16/14		1/26/15	224				- cash -
	1/26/15	8/17/15	203				Getlink	50	47		1,596.582	1,798.058		201.475	13	159,730	24
							Ingenico	50	6		12,360.037	17,160.458		4,800.420	39	188,533	80
8/17/15		1/11/16	147				- cash -
short	1/11/16	2/01/16	21				Casino Guichard	100	0		509,561.767	554,286.299	464,837.236	-44,724.532	-9	188,533	0
2/01/16		2/08/16	7				- cash -
	2/08/16	3/14/16	35				EDF	100	125		1,496.334	1,297.137	1,726.122	229.788	15	217,256	344
3/14/16		4/11/16	28				- cash -
	4/11/16	6/06/16	56				EDF	100	167		1,295.696	1,384.841	1,206.551	-89.145	-7	202,369	-37
6/06/16		1/23/17	231				- cash -
long	1/23/17	1/30/17	7				STMicroelectronics	50	77		1,306.509	1,519.779		213.271	16	218,791	265,440
							Zodiac Aerospace	50	29		3,481.597	3,420.872		-60.725	-2	217,030	-60
1/30/17		2/20/17	21				- cash -
	2/20/17	2/27/17	7				STMicroelectronics	50	66		1,632.115	1,730.526		98.411	6	223,525	2,018
							Zodiac Aerospace	50	33		3,235.998	3,272.952		36.954	1	224,744	81
2/27/17		3/20/17	21				- cash -
	3/20/17	11/13/17	238				STMicroelectronics	50	64		1,731.582	2,697.548		965.966	56	286,566	97
							Natixis	50	167		680.312	862.289		181.977	27	316,956	44
11/13/17		1/29/18	77				- cash -
	1/29/18	2/05/18	7				EDF	50	104		1,517.906	1,432.461		-85.446	-6	308,070	-95
							Eiffage	50	12		13,123.242	12,853.210		-270.032	-2	304,829	-66
2/05/18		3/12/18	35				- cash -
	3/12/18	5/28/18	77				Dassault Systèmes	50	52		2,916.725	2,950.321		33.596	1	306,576	6
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Edenred	50	40		3,824.588	3,559.460		-265.128	-7	295,971	-29
5/28/18		7/08/19	406				- cash -
	7/08/19	8/05/19	28				Edenred	50	26		5,493.490	5,219.622		-273.868	-5	288,851	-49
							Ingenico	50	16		9,160.693	9,847.132		686.439	7	299,834	156
8/05/19		12/09/19	126				- cash -
	12/09/19	2/24/20	77				Ingenico	50	13		11,413.775	16,309.037		4,895.262	43	363,472	443
							Teleperformance	50	5		25,518.798	28,342.656		2,823.858	11	377,592	64
2/24/20		3/16/20	21				- cash -
short	3/16/20	7/20/20	126				Natixis	100	1,966		192.039	287.354	96.724	-95.315	-50	190,202	-86
7/20/20		8/03/20	14				- cash -
	8/03/20	9/14/20	42				Air France-KLM	100	45		4,200.806	4,597.214	3,804.398	-396.408	-9	172,364	-58
9/14/20		10/05/20	21				- cash -
	10/05/20	10/12/20	7				Air France-KLM	100	46		3,735.341	3,867.285	3,603.397	-131.944	-4	166,294	-85
long	10/12/20	11/02/20	21				Suez Environnement	50	42		1,974.691	1,920.083		-54.609	-3	164,001	-39
							Ubisoft	50	8		10,326.858	9,172.508		-1,154.349	-11	154,766	-87
11/02/20		11/09/20	7				- cash -
	11/09/20	1/04/21	56				Suez Environnement	50	38		2,008.590	2,067.070		58.481	3	156,988	21
							Sartorius Stedim	50	1		39,910.048	38,243.016		-1,667.032	-4	155,321	-24
1/04/21		1/11/21	7				- cash -
	1/11/21	7/05/21	175				EDF	50	45		1,700.351	1,565.897		-134.454	-8	149,271	-16
							Suez Environnement	50	37		2,114.190	2,643.603		529.413	25	168,859	59
7/05/21		3/07/22	245				- cash -
short	3/07/22	4/18/22	42				Orpea	100	0		4,204,834.800	5,034,693.160	3,374,976.440	-829,858.360	-20	168,859	0
4/18/22		6/13/22	56				- cash -
	6/13/22	9/05/22	84				Atos	100	64		2,633.090	1,486.085	4,665.391	2,032.300	77	298,926	1,101
9/05/22		9/26/22	21				- cash -
	9/26/22	11/14/22	49				Atos	100	287		1,041.320	1,688.961	393.678	-647.641	-62	113,053	-100
11/14/22		1/23/23	70				- cash -
long	1/23/23	2/27/23	35				EDF	50	33		1,702.968	1,707.163		4.195	0	113,192	3
							Sodexo	50	6		9,380.515	9,334.900		-45.616	0	112,918	-5
2/27/23		4/17/23	49				- cash -
	4/17/23	6/12/23	56				Sodexo	50	5		10,645.790	11,137.441		491.651	5	115,376	34
							Forvia	50	19		3,107.960	3,336.577		228.618	7	119,720	59
6/12/23		7/17/23	35				- cash -
	7/17/23	8/07/23	21				Accor	50	11		5,285.756	5,194.386		-91.369	-2	118,715	-26
							Forvia	50	16		3,739.010	3,392.892		-346.117	-9	113,177	-82
8/07/23		10/16/23	70				- cash -
short	10/16/23	12/04/23	49				Sartorius Stedim	100	3		29,753.913	31,977.445	27,530.381	-2,223.532	-7	106,506	-44
12/04/23		3/01/26	818				- cash -
accum	12/11/06	12/04/23	3395	days out of 7363 invested (46%)										965		106,506	29

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Natixis	short	6/23/08	8/18/08	56	872.78	667.22	1,141.68	268.90	30.81	100	30.81
	short	9/08/08	7/13/09	308	595.09	164.75	2,149.57	1,554.48	261.22		261.22
	long	8/24/09	5/10/10	259	312.20	442.45		130.25	41.72	50	20.86
	short	9/19/11	10/17/11	28	246.31	245.35	247.27	0.96	0.39	100	0.39
	long	1/13/14	3/03/14	49	666.90	695.28		28.38	4.26	50	2.13
	long	3/10/14	3/17/14	7	736.99	703.05		-33.94	-4.61		-2.30
	long	3/24/14	6/16/14	84	726.90	686.96		-39.94	-5.49		-2.75
	long	3/20/17	11/13/17	238	680.31	862.29		181.98	26.75		13.37
	short	3/16/20	7/20/20	126	192.04	287.35	96.72	-95.32	-49.63	100	-49.63	217.67
Ingenico	long	12/06/10	7/18/11	224	2,762.71	3,613.68		850.97	30.80	50	15.40
	long	9/10/12	9/17/12	7	4,244.08	4,099.82		-144.27	-3.40		-1.70
	long	1/26/15	8/17/15	203	12,360.04	17,160.46		4,800.42	38.84		19.42
	long	7/08/19	8/05/19	28	9,160.69	9,847.13		686.44	7.49		3.75
	long	12/09/19	2/24/20	77	11,413.78	16,309.04		4,895.26	42.89		21.44	70.68
STMicroelectronics	short	1/14/08	4/28/08	105	1,388.05	1,207.53	1,595.55	207.50	14.95	100	14.95
	long	7/01/13	9/16/13	77	896.54	941.65		45.11	5.03	50	2.52
	long	1/23/17	1/30/17	7	1,306.51	1,519.78		213.27	16.32		8.16
	long	2/20/17	2/27/17	7	1,632.12	1,730.53		98.41	6.03		3.01
	long	3/20/17	11/13/17	238	1,731.58	2,697.55		965.97	55.79		27.89	67.93
EDF	long	12/11/06	7/30/07	231	8,032.23	11,775.72		3,743.49	46.61		23.30
	long	9/30/13	10/28/13	28	3,089.62	3,443.79		354.17	11.46		5.73
	long	11/04/13	11/25/13	21	3,488.97	3,689.80		200.83	5.76		2.88
	long	1/13/14	3/03/14	49	3,519.06	3,969.65		450.60	12.80		6.40
	long	3/10/14	3/17/14	7	4,140.12	4,050.00		-90.12	-2.18		-1.09
	short	2/08/16	3/14/16	35	1,496.33	1,297.14	1,726.12	229.79	15.36	100	15.36
	short	4/11/16	6/06/16	56	1,295.70	1,384.84	1,206.55	-89.15	-6.88		-6.88
	long	1/29/18	2/05/18	7	1,517.91	1,432.46		-85.45	-5.63	50	-2.81
	long	1/11/21	7/05/21	175	1,700.35	1,565.90		-134.45	-7.91		-3.95
	long	1/23/23	2/27/23	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	8/18/08	9/01/08	14	4,187.34	4,650.90		463.56	11.07		5.54
	long	5/25/09	6/01/09	7	3,222.80	3,254.65		31.86	0.99		0.49
	long	3/05/12	5/28/12	84	4,668.08	4,983.01		314.93	6.75		3.37
	long	6/11/12	9/03/12	84	5,205.86	6,331.49		1,125.64	21.62		10.81
	long	9/10/12	9/17/12	7	6,313.75	7,032.52		718.78	11.38		5.69
	long	11/05/12	11/12/12	7	7,179.67	6,980.53		-199.13	-2.77		-1.39
	long	12/03/12	6/24/13	203	7,631.95	8,238.14		606.19	7.94		3.97	31.65
Iliad	long	5/25/09	6/01/09	7	9,994.12	10,672.38		678.26	6.79		3.39
	long	12/03/12	6/24/13	203	14,565.60	20,431.56		5,865.96	40.27		20.14
	long	7/01/13	9/16/13	77	21,720.23	23,461.91		1,741.67	8.02		4.01	29.19
Arkema	long	8/24/09	5/10/10	259	3,192.85	3,400.37		207.52	6.50		3.25
	long	12/06/10	7/18/11	224	5,715.99	7,212.80		1,496.81	26.19		13.09	16.77
Suez Environnement	long	10/12/20	11/02/20	21	1,974.69	1,920.08		-54.61	-2.77		-1.38
	long	11/09/20	1/04/21	56	2,008.59	2,067.07		58.48	2.91		1.46
	long	1/11/21	7/05/21	175	2,114.19	2,643.60		529.41	25.04		12.52	12.58
Getlink	long	3/24/14	6/16/14	84	1,258.28	1,329.13		70.85	5.63		2.82
	long	1/26/15	8/17/15	203	1,596.58	1,798.06		201.48	12.62		6.31	9.30
Thales	long	9/30/13	10/28/13	28	5,369.83	5,937.41		567.58	10.57		5.28
	long	11/04/13	11/25/13	21	5,988.90	6,083.42		94.52	1.58		0.79	6.12
Teleperformance	long	12/09/19	2/24/20	77	25,518.80	28,342.66		2,823.86	11.07		5.53	5.53
Sodexo	long	1/23/23	2/27/23	35	9,380.52	9,334.90		-45.62	-0.49		-0.24
	long	4/17/23	6/12/23	56	10,645.79	11,137.44		491.65	4.62		2.31	2.06
Dassault Systèmes	long	3/12/18	5/28/18	77	2,916.72	2,950.32		33.60	1.15		0.58	0.58
Accor	long	7/17/23	8/07/23	21	5,285.76	5,194.39		-91.37	-1.73		-0.86	-0.86
Eiffage	long	1/29/18	2/05/18	7	13,123.24	12,853.21		-270.03	-2.06		-1.03	-1.03
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Forvia	long	4/17/23	6/12/23	56	3,107.96	3,336.58		228.62	7.36		3.68
	long	7/17/23	8/07/23	21	3,739.01	3,392.89		-346.12	-9.26		-4.63	-1.12
Bureau Veritas	long	11/05/12	11/12/12	7	2,137.69	2,086.68		-51.01	-2.39		-1.19	-1.19
Zodiac Aerospace	long	6/11/12	9/03/12	84	1,561.06	1,527.68		-33.38	-2.14		-1.07
	long	1/23/17	1/30/17	7	3,481.60	3,420.87		-60.73	-1.74		-0.87
	long	2/20/17	2/27/17	7	3,236.00	3,272.95		36.95	1.14		0.57	-1.37
Ubisoft	long	10/12/20	11/02/20	21	10,326.86	9,172.51		-1,154.35	-11.18		-5.59	-5.59
Edenred	long	3/12/18	5/28/18	77	3,824.59	3,559.46		-265.13	-6.93		-3.47
	long	7/08/19	8/05/19	28	5,493.49	5,219.62		-273.87	-4.99		-2.49	-5.87
Casino Guichard	short	1/11/16	2/01/16	21	509,561.77	554,286.30	464,837.24	-44,724.53	-8.78	100	-8.78	-8.78
Sartorius Stedim	long	11/09/20	1/04/21	56	39,910.05	38,243.02		-1,667.03	-4.18	50	-2.09
	short	10/16/23	12/04/23	49	29,753.91	31,977.45	27,530.38	-2,223.53	-7.47	100	-7.47	-9.41
Air France-KLM	short	8/03/20	9/14/20	42	4,200.81	4,597.21	3,804.40	-396.41	-9.44		-9.44
	short	10/05/20	10/12/20	7	3,735.34	3,867.29	3,603.40	-131.94	-3.53		-3.53	-12.64
Hermes International	long	12/11/06	7/30/07	231	13,361.46	11,636.65		-1,724.81	-12.91	50	-6.45
	long	8/18/08	9/01/08	14	16,200.79	15,368.87		-831.91	-5.14		-2.57
	long	3/05/12	5/28/12	84	30,469.13	26,569.42		-3,899.71	-12.80		-6.40	-14.69
Orpea	short	3/07/22	4/18/22	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	6/13/22	9/05/22	84	2,633.09	1,486.08	4,665.39	2,032.30	77.18		77.18
	short	9/26/22	11/14/22	49	1,041.32	1,688.96	393.68	-647.64	-62.19		-62.19	-33.01

Annotations

2/20/24	CAC Next 20			Component update: Soitec and Worldline replace ADP and Edenred
2/01/24	CAC Next 20			Sodexo spins Pluxee off
8/31/23	Air France-KLM			reverse split 10:1 (one for ten)
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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