Assessment - CAC Next 20 in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								CAC Next 20	14,453.517	8/12/24	-0.27	14,441.129	0.09	15,794.636	-1,353.507	-8.57		-3.83
								Pluxee	17.385	8/12/24	2.35	22.883	-24.03					-na-
						L		Ubisoft	14.534	8/12/24	1.36	17.368	-16.32	20.089	-2.721	-13.54		-16.13
								Euronext	78.526	8/12/24	1.26	75.429	4.11	68.368	7.061	10.33		16.82
								Soitec	90.023	8/12/24	0.66	88.495	1.73	140.648	-52.152	-37.08		-23.67
						L		Sodexo	73.223	8/12/24	0.52	72.714	0.70	63.005	9.709	15.41		12.97
								Forvia	7.777	8/12/24	0.17	9.757	-20.30	17.750	-7.993	-45.03		-32.74
								Getlink	13.495	8/12/24	-0.03	13.164	2.51	14.399	-1.235	-8.58		-2.98
								Air France-KLM	6.496	8/12/24	-0.44	6.873	-5.48	11.815	-4.943	-41.83		-32.52
						L		Klépierre	22.332	8/12/24	-0.45	21.381	4.44	21.454	-0.072	-0.34		4.12
								Bureau Veritas	23.723	8/12/24	-0.50	22.400	5.91	19.880	2.519	12.67		5.77
						S		Eiffage	76.396	8/12/24	-0.60	75.174	1.63	84.337	-9.162	-10.86		-7.86
								Gecina	78.993	8/12/24	-0.64	75.047	5.26	95.707	-20.659	-21.59		-10.43
						S		bioMérieux	82.005	8/12/24	-0.67	76.108	7.75	87.449	-11.341	-12.97		-8.18
								Accor	28.483	8/12/24	-0.74	32.403	-12.10	30.077	2.326	7.73		6.30
						L		Worldline	6.625	8/12/24	-0.79	8.845	-25.10	13.621	-4.776	-35.06		-32.76
								Valeo	7.976	8/12/24	-0.95	8.523	-6.42	12.096	-3.573	-29.54		-26.54
								Rexel	18.531	8/12/24	-1.22	20.703	-10.49	21.532	-0.829	-3.85		4.13
						S		Arkema	66.138	8/12/24	-1.39	69.235	-4.47	89.535	-20.300	-22.67		-13.97
						S		Sartorius Stedim	146.191	8/12/24	-1.54	124.471	17.45	208.190	-83.720	-40.21		-35.04
						L		Solvay	25.955	8/12/24	-1.83	28.415	-8.66	24.105	4.310	17.88		-18.15
								Rémy Cointreau	59.011	8/12/24	-2.25	65.841	-10.37	99.966	-34.125	-34.14		-28.35
CAC Next 20 - 20 out of 21 instruments rated - 7/01/24 / 1/01/24 - 5 did rise, Market-Ratio(26) in GBP = 25.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions CAC Next 20 in Pound sterling * 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	141		35.323	49.059		13.735	39	11,937	68
							Hermes International	50	85		58.760	48.479		-10.280	-17	11,063	-26
7/30/07		1/14/08	168				- cash -
short	1/14/08	4/28/08	105				STMicroelectronics	100	1,697		6.517	5.825	7.293	0.775	12	12,378	48
4/28/08		6/23/08	56				- cash -
	6/23/08	8/18/08	56				Natixis	100	3,008		4.115	3.236	5.233	1.118	27	15,741	379
long	8/18/08	9/01/08	14				Gemalto	50	387		20.307	23.479		3.172	16	16,969	4,297
							Hermes International	50	100		78.568	77.586		-0.983	-1	16,870	-28
9/01/08		9/08/08	7				- cash -
short	9/08/08	7/13/09	308				Natixis	100	5,397		3.125	1.098	8.899	5.773	185	48,029	246
long	5/25/09	6/01/09	7				Gemalto	50	1,125		21.346	21.087		-0.259	-1	47,738	-47
							Iliad	50	362		66.196	69.147		2.952	4	48,806	873
7/13/09		8/24/09	42				- cash -
	8/24/09	5/10/10	259				Arkema	50	1,190		20.492	25.071		4.579	22	54,255	33
							Natixis	50	12,187		2.004	3.262		1.258	63	69,592	99
5/10/10		12/06/10	210				- cash -
	12/06/10	7/18/11	224				Arkema	50	792		43.893	56.498		12.605	29	79,575	51
							Ingenico	50	1,641		21.215	28.306		7.091	33	91,212	60
7/18/11		9/19/11	63				- cash -
short	9/19/11	10/17/11	28				Natixis	100	44,902		2.031	2.009	2.054	0.023	1	92,224	15
10/17/11		3/05/12	140				- cash -
long	3/05/12	5/28/12	84				Gemalto	50	1,279		36.041	39.915		3.874	11	97,180	56
							Hermes International	50	196		235.242	212.827		-22.415	-10	92,786	-35
5/28/12		6/11/12	14				- cash -
	6/11/12	9/03/12	84				Gemalto	50	1,097		42.274	50.929		8.655	20	102,281	125
							Zodiac Aerospace	50	3,661		12.677	12.288		-0.388	-3	100,859	-13
9/03/12		9/10/12	7				- cash -
	9/10/12	9/17/12	7				Gemalto	50	1,000		50.415	55.299		4.884	10	105,743	12,314
							Ingenico	50	1,488		33.889	32.238		-1.651	-5	103,287	-93
9/17/12		11/05/12	49				- cash -
	11/05/12	11/12/12	7				Gemalto	50	927		55.707	55.236		-0.471	-1	102,850	-36
							Bureau Veritas	50	3,113		16.586	16.512		-0.075	0	102,618	-21
11/12/12		12/03/12	21				- cash -
	12/03/12	6/24/13	203				Gemalto	50	887		57.799	54.568		-3.231	-6	99,752	-10
							Iliad	50	465		110.310	135.336		25.026	23	111,389	44
6/24/13		7/01/13	7				- cash -
	7/01/13	9/16/13	77				STMicroelectronics	50	9,369		5.944	5.975		0.030	1	111,672	2
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Iliad	50	386		144.016	148.863		4.847	3	113,543	17
9/16/13		9/30/13	14				- cash -
	9/30/13	10/28/13	28				EDF	50	2,868		19.794	21.842		2.048	10	119,418	261
							Thales	50	1,650		34.402	37.657		3.256	9	124,790	225
10/28/13		11/04/13	7				- cash -
	11/04/13	11/25/13	21				EDF	50	2,816		22.152	22.467		0.316	1	125,678	28
							Thales	50	1,641		38.024	37.042		-0.982	-3	124,067	-37
11/25/13		1/13/14	49				- cash -
	1/13/14	3/03/14	49				EDF	50	2,976		20.841	23.481		2.641	13	131,926	143
							Natixis	50	15,709		3.950	4.113		0.163	4	134,489	35
3/03/14		3/10/14	7				- cash -
	3/10/14	3/17/14	7				EDF	50	2,792		24.077	23.927		-0.150	-1	134,069	-28
							Natixis	50	15,693		4.286	4.154		-0.133	-3	131,990	-81
3/17/14		3/24/14	7				- cash -
	3/24/14	6/16/14	84				Natixis	50	15,314		4.309	3.972		-0.337	-8	126,826	-30
							Getlink	50	8,847		7.459	7.685		0.226	3	128,822	14
6/16/14		1/26/15	224				- cash -
	1/26/15	8/17/15	203				Getlink	50	7,205		8.939	9.272		0.334	4	131,227	7
							Ingenico	50	930		69.199	88.495		19.295	28	149,172	56
8/17/15		1/11/16	147				- cash -
short	1/11/16	2/01/16	21				Casino Guichard	100	50		2,975.226	3,174.225	2,776.227	-198.999	-7	139,222	-70
2/01/16		2/08/16	7				- cash -
	2/08/16	3/14/16	35				EDF	100	15,556		8.949	7.969	10.051	1.101	12	156,352	235
3/14/16		4/11/16	28				- cash -
	4/11/16	6/06/16	56				EDF	100	18,550		8.429	8.912	7.945	-0.484	-6	147,383	-32
6/06/16		1/23/17	231				- cash -
long	1/23/17	1/30/17	7				STMicroelectronics	50	7,968		9.248	10.703		1.455	16	158,977	203,528
							Zodiac Aerospace	50	2,990		24.645	24.092		-0.553	-2	157,324	-69
1/30/17		2/20/17	21				- cash -
	2/20/17	2/27/17	7				STMicroelectronics	50	6,814		11.543	12.330		0.786	7	162,682	3,008
							Zodiac Aerospace	50	3,437		22.887	23.319		0.432	2	164,168	165
2/27/17		3/20/17	21				- cash -
	3/20/17	11/13/17	238				STMicroelectronics	50	6,590		12.456	18.151		5.695	46	201,700	78
							Natixis	50	16,773		4.894	5.802		0.908	19	216,938	30
11/13/17		1/29/18	77				- cash -
	1/29/18	2/05/18	7				EDF	50	10,963		9.894	9.300		-0.594	-6	210,428	-96
							Eiffage	50	1,268		85.539	83.448		-2.091	-2	207,777	-72
2/05/18		3/12/18	35				- cash -
	3/12/18	5/28/18	77				Dassault Systèmes	50	5,274		19.696	20.266		0.570	3	210,782	14
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Edenred	50	4,022		25.827	24.450		-1.377	-5	205,245	-23
5/28/18		7/08/19	406				- cash -
	7/08/19	8/05/19	28				Edenred	50	2,541		40.378	40.472		0.094	0	205,485	3
							Ingenico	50	1,524		67.332	76.353		9.021	13	219,233	415
8/05/19		12/09/19	126				- cash -
	12/09/19	2/24/20	77				Ingenico	50	1,372		79.879	114.086		34.207	43	266,165	442
							Teleperformance	50	613		178.592	198.264		19.671	11	278,224	64
2/24/20		3/16/20	21				- cash -
short	3/16/20	7/20/20	126				Natixis	100	187,818		1.481	2.117	0.846	-0.636	-43	158,800	-80
7/20/20		8/03/20	14				- cash -
	8/03/20	9/14/20	42				Air France-KLM	100	5,238		30.313	33.826	26.800	-3.513	-12	140,398	-66
9/14/20		10/05/20	21				- cash -
	10/05/20	10/12/20	7				Air France-KLM	100	5,158		27.218	28.102	26.334	-0.884	-3	135,837	-82
long	10/12/20	11/02/20	21				Suez Environnement	50	4,733		14.349	14.191		-0.159	-1	135,085	-18
							Ubisoft	50	905		75.042	67.790		-7.251	-10	128,523	-83
11/02/20		11/09/20	7				- cash -
	11/09/20	1/04/21	56				Suez Environnement	50	4,435		14.489	14.761		0.272	2	129,728	13
							Sartorius Stedim	50	223		287.898	273.097		-14.801	-5	126,428	-29
1/04/21		1/11/21	7				- cash -
	1/11/21	7/05/21	175				EDF	50	5,237		12.068	10.192		-1.876	-16	116,602	-30
							Suez Environnement	50	4,213		15.006	17.207		2.201	15	125,875	33
7/05/21		3/07/22	245				- cash -
short	3/07/22	4/18/22	42				Orpea	100	4		27,783.141	30,486.960	25,079.322	-2,703.819	-10	115,059	-59
4/18/22		6/13/22	56				- cash -
	6/13/22	9/05/22	84				Atos	100	7,137		16.119	9.180	28.305	12.186	76	202,029	1,055
9/05/22		9/26/22	21				- cash -
	9/26/22	11/14/22	49				Atos	100	29,953		6.745	10.243	3.246	-3.499	-52	97,230	-100
11/14/22		1/23/23	70				- cash -
long	1/23/23	2/27/23	35				EDF	50	4,613		10.538	10.395		-0.143	-1	96,569	-13
							Sodexo	50	837		58.046	56.839		-1.207	-2	95,559	-20
2/27/23		4/17/23	49				- cash -
	4/17/23	6/12/23	56				Sodexo	50	746		64.007	63.800		-0.208	0	95,404	-2
							Forvia	50	2,558		18.686	19.113		0.427	2	96,496	16
6/12/23		7/17/23	35				- cash -
	7/17/23	8/07/23	21				Accor	50	1,656		29.123	28.527		-0.596	-2	95,509	-30
							Forvia	50	2,343		20.601	18.634		-1.967	-10	90,900	-83
8/07/23		10/16/23	70				- cash -
short	10/16/23	12/04/23	49				Sartorius Stedim	100	557		163.045	172.053	154.037	-9.008	-6	85,882	-35
12/04/23		12/16/25	743				- cash -
accum	12/11/06	12/04/23	3395	days out of 7288 invested (47%)										759		85,882	26

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	4.11	3.24	5.23	1.12	27.17	100	27.17
	short	9/08/08	7/13/09	308	3.13	1.10	8.90	5.77	184.72		184.72
	long	8/24/09	5/10/10	259	2.00	3.26		1.26	62.81	50	31.40
	short	9/19/11	10/17/11	28	2.03	2.01	2.05	0.02	1.11	100	1.11
	long	1/13/14	3/03/14	49	3.95	4.11		0.16	4.13	50	2.07
	long	3/10/14	3/17/14	7	4.29	4.15		-0.13	-3.09		-1.55
	long	3/24/14	6/16/14	84	4.31	3.97		-0.34	-7.83		-3.91
	long	3/20/17	11/13/17	238	4.89	5.80		0.91	18.56		9.28
	short	3/16/20	7/20/20	126	1.48	2.12	0.85	-0.64	-42.92	100	-42.92	189.72
Ingenico	long	12/06/10	7/18/11	224	21.21	28.31		7.09	33.42	50	16.71
	long	9/10/12	9/17/12	7	33.89	32.24		-1.65	-4.87		-2.44
	long	1/26/15	8/17/15	203	69.20	88.49		19.30	27.88		13.94
	long	7/08/19	8/05/19	28	67.33	76.35		9.02	13.40		6.70
	long	12/09/19	2/24/20	77	79.88	114.09		34.21	42.82		21.41	68.08
STMicroelectronics	short	1/14/08	4/28/08	105	6.52	5.82	7.29	0.78	11.89	100	11.89
	long	7/01/13	9/16/13	77	5.94	5.97		0.03	0.51	50	0.25
	long	1/23/17	1/30/17	7	9.25	10.70		1.46	15.73		7.87
	long	2/20/17	2/27/17	7	11.54	12.33		0.79	6.81		3.41
	long	3/20/17	11/13/17	238	12.46	18.15		5.70	45.73		22.86	53.73
Arkema	long	8/24/09	5/10/10	259	20.49	25.07		4.58	22.35		11.17
	long	12/06/10	7/18/11	224	43.89	56.50		12.60	28.72		14.36	27.14
Gemalto	long	8/18/08	9/01/08	14	20.31	23.48		3.17	15.62		7.81
	long	5/25/09	6/01/09	7	21.35	21.09		-0.26	-1.21		-0.61
	long	3/05/12	5/28/12	84	36.04	39.92		3.87	10.75		5.37
	long	6/11/12	9/03/12	84	42.27	50.93		8.66	20.47		10.24
	long	9/10/12	9/17/12	7	50.42	55.30		4.88	9.69		4.84
	long	11/05/12	11/12/12	7	55.71	55.24		-0.47	-0.85		-0.42
	long	12/03/12	6/24/13	203	57.80	54.57		-3.23	-5.59		-2.79	26.32
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
EDF	long	12/11/06	7/30/07	231	35.32	49.06		13.74	38.88		19.44
	long	9/30/13	10/28/13	28	19.79	21.84		2.05	10.35		5.17
	long	11/04/13	11/25/13	21	22.15	22.47		0.32	1.42		0.71
	long	1/13/14	3/03/14	49	20.84	23.48		2.64	12.67		6.34
	long	3/10/14	3/17/14	7	24.08	23.93		-0.15	-0.62		-0.31
	short	2/08/16	3/14/16	35	8.95	7.97	10.05	1.10	12.31	100	12.31
	short	4/11/16	6/06/16	56	8.43	8.91	7.95	-0.48	-5.74		-5.74
	long	1/29/18	2/05/18	7	9.89	9.30		-0.59	-6.00	50	-3.00
	long	1/11/21	7/05/21	175	12.07	10.19		-1.88	-15.55		-7.77
	long	1/23/23	2/27/23	35	10.54	10.39		-0.14	-1.36		-0.68	26.15
Iliad	long	5/25/09	6/01/09	7	66.20	69.15		2.95	4.46		2.23
	long	12/03/12	6/24/13	203	110.31	135.34		25.03	22.69		11.34
	long	7/01/13	9/16/13	77	144.02	148.86		4.85	3.37		1.68	15.74
Suez Environnement	long	10/12/20	11/02/20	21	14.35	14.19		-0.16	-1.11		-0.55
	long	11/09/20	1/04/21	56	14.49	14.76		0.27	1.88		0.94
	long	1/11/21	7/05/21	175	15.01	17.21		2.20	14.67		7.33	7.74
Teleperformance	long	12/09/19	2/24/20	77	178.59	198.26		19.67	11.01		5.51	5.51
Getlink	long	3/24/14	6/16/14	84	7.46	7.69		0.23	3.03		1.51
	long	1/26/15	8/17/15	203	8.94	9.27		0.33	3.73		1.87	3.41
Thales	long	9/30/13	10/28/13	28	34.40	37.66		3.26	9.46		4.73
	long	11/04/13	11/25/13	21	38.02	37.04		-0.98	-2.58		-1.29	3.38
Dassault Systèmes	long	3/12/18	5/28/18	77	19.70	20.27		0.57	2.89		1.45	1.45
Bureau Veritas	long	11/05/12	11/12/12	7	16.59	16.51		-0.07	-0.45		-0.23	-0.23
Accor	long	7/17/23	8/07/23	21	29.12	28.53		-0.60	-2.05		-1.02	-1.02
Sodexo	long	1/23/23	2/27/23	35	58.05	56.84		-1.21	-2.08		-1.04
	long	4/17/23	6/12/23	56	64.01	63.80		-0.21	-0.32		-0.16	-1.20
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Eiffage	long	1/29/18	2/05/18	7	85.54	83.45		-2.09	-2.44		-1.22	-1.22
Zodiac Aerospace	long	6/11/12	9/03/12	84	12.68	12.29		-0.39	-3.06		-1.53
	long	1/23/17	1/30/17	7	24.64	24.09		-0.55	-2.24		-1.12
	long	2/20/17	2/27/17	7	22.89	23.32		0.43	1.89		0.94	-1.72
Edenred	long	3/12/18	5/28/18	77	25.83	24.45		-1.38	-5.33		-2.67
	long	7/08/19	8/05/19	28	40.38	40.47		0.09	0.23		0.12	-2.55
Forvia	long	4/17/23	6/12/23	56	18.69	19.11		0.43	2.28		1.14
	long	7/17/23	8/07/23	21	20.60	18.63		-1.97	-9.55		-4.78	-3.69
Ubisoft	long	10/12/20	11/02/20	21	75.04	67.79		-7.25	-9.66		-4.83	-4.83
Casino Guichard	short	1/11/16	2/01/16	21	2,975.23	3,174.22	2,776.23	-199.00	-6.69	100	-6.69	-6.69
Sartorius Stedim	long	11/09/20	1/04/21	56	287.90	273.10		-14.80	-5.14	50	-2.57
	short	10/16/23	12/04/23	49	163.04	172.05	154.04	-9.01	-5.52	100	-5.52	-7.95
Orpea	short	3/07/22	4/18/22	42	27,783.14	30,486.96	25,079.32	-2,703.82	-9.73		-9.73	-9.73
Hermes International	long	12/11/06	7/30/07	231	58.76	48.48		-10.28	-17.50	50	-8.75
	long	8/18/08	9/01/08	14	78.57	77.59		-0.98	-1.25		-0.63
	long	3/05/12	5/28/12	84	235.24	212.83		-22.42	-9.53		-4.76	-13.64
Air France-KLM	short	8/03/20	9/14/20	42	30.31	33.83	26.80	-3.51	-11.59	100	-11.59
	short	10/05/20	10/12/20	7	27.22	28.10	26.33	-0.88	-3.25		-3.25	-14.46
Atos	short	6/13/22	9/05/22	84	16.12	9.18	28.31	12.19	75.60		75.60
	short	9/26/22	11/14/22	49	6.74	10.24	3.25	-3.50	-51.87		-51.87	-15.49

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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