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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								CAC Next 20	17,034.800	8/12/24	-0.27	17,020.200	0.09	18,170.000	-1,149.800	-6.33		-1.75
								Euronext	92.550	8/12/24	1.26	88.900	4.11	78.650	10.250	13.03		19.35
						L		Sodexo	86.300	8/12/24	0.52	85.700	0.70	72.480	13.220	18.24		12.88
						L		Klépierre	26.320	8/12/24	-0.45	25.200	4.44	24.680	0.520	2.11		7.39
								Bureau Veritas	27.960	8/12/24	-0.50	26.400	5.91	22.870	3.530	15.44		7.24
								Rexel	21.840	8/12/24	-1.22	24.400	-10.49	24.770	-0.370	-1.49		6.72
								Accor	33.570	8/12/24	-0.74	38.190	-12.10	34.600	3.590	10.38		5.40
								Getlink	15.905	8/12/24	-0.03	15.515	2.51	16.565	-1.050	-6.34		-2.59
						S		bioMérieux	96.650	8/12/24	-0.67	89.700	7.75	100.600	-10.900	-10.83		-5.87
								Gecina	93.100	8/12/24	-0.64	88.450	5.26	110.100	-21.650	-19.66		-6.74
						S		Eiffage	90.040	8/12/24	-0.60	88.600	1.63	97.020	-8.420	-8.68		-9.38
						S		Arkema	77.950	8/12/24	-1.39	81.600	-4.47	103.000	-21.400	-20.78		-10.40
						L		Ubisoft	17.130	8/12/24	1.36	20.470	-16.32	23.110	-2.640	-11.42		-12.89
								Soitec	106.100	8/12/24	0.66	104.300	1.73	161.800	-57.500	-35.54		-20.13
								Air France-KLM	7.656	8/12/24	-0.44	8.100	-5.48	13.592	-5.492	-40.41		-21.01
						S		Sartorius Stedim	172.300	8/12/24	-1.54	146.700	17.45	239.500	-92.800	-38.75		-23.43
						L		Solvay	30.590	8/12/24	-1.83	33.490	-8.66	27.730	5.760	20.77		-23.94
								Rémy Cointreau	69.550	8/12/24	-2.25	77.600	-10.37	115.000	-37.400	-32.52		-26.74
								Valeo	9.400	8/12/24	-0.95	10.045	-6.42	13.915	-3.870	-27.81		-28.87
								Forvia	9.166	8/12/24	0.17	11.500	-20.30	20.420	-8.920	-43.68		-29.56
						L		Worldline	7.808	8/12/24	-0.79	10.425	-25.10	15.670	-5.245	-33.47		-34.26
								Pluxee	20.490	8/12/24	2.35	26.970	-24.03					-na-
CAC Next 20 - 20 out of 21 instruments rated - 7/01/24 / 1/01/24 - 6 did rise, Market-Ratio(26) = 30.00 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions CAC Next 20 * 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	95		52.300	72.820		20.520	39	11,949	69
							Hermes International	50	57		87.000	71.960		-15.040	-17	11,092	-26
7/30/07		1/14/08	168				- cash -
short	1/14/08	4/28/08	105				STMicroelectronics	100	1,285		8.630	7.400	10.064	1.434	17	12,935	71
4/28/08		6/23/08	56				- cash -
	6/23/08	8/18/08	56				Natixis	100	2,482		5.210	4.111	6.603	1.393	27	16,392	368
long	8/18/08	9/01/08	14				Gemalto	50	317		25.800	29.130		3.330	13	17,448	2,269
							Hermes International	50	82		99.820	96.260		-3.560	-4	17,156	-61
9/01/08		9/08/08	7				- cash -
short	9/08/08	7/13/09	308				Natixis	100	4,433		3.870	1.277	11.728	7.858	203	51,991	272
long	5/25/09	6/01/09	7				Gemalto	50	1,070		24.290	24.130		-0.160	-1	51,820	-29
							Iliad	50	345		75.325	79.125		3.800	5	53,131	1,202
7/13/09		8/24/09	42				- cash -
	8/24/09	5/10/10	259				Arkema	50	1,124		23.614	29.058		5.444	23	59,250	34
							Natixis	50	11,515		2.309	3.781		1.472	64	76,200	100
5/10/10		12/06/10	210				- cash -
	12/06/10	7/18/11	224				Arkema	50	738		51.621	64.400		12.779	25	85,631	43
							Ingenico	50	1,527		24.950	32.265		7.315	29	96,801	52
7/18/11		9/19/11	63				- cash -
short	9/19/11	10/17/11	28				Natixis	100	41,634		2.325	2.290	2.361	0.035	2	98,279	22
10/17/11		3/05/12	140				- cash -
long	3/05/12	5/28/12	84				Gemalto	50	1,136		43.235	49.925		6.690	15	105,879	87
							Hermes International	50	174		282.200	266.200		-16.000	-6	103,095	-22
5/28/12		6/11/12	14				- cash -
	6/11/12	9/03/12	84				Gemalto	50	987		52.210	64.240		12.030	23	114,969	146
							Zodiac Aerospace	50	3,293		15.656	15.500		-0.156	-1	114,455	-4
9/03/12		9/10/12	7				- cash -
	9/10/12	9/17/12	7				Gemalto	50	908		62.980	68.330		5.350	8	119,313	6,920
							Ingenico	50	1,352		42.335	39.835		-2.500	-6	115,933	-96
9/17/12		11/05/12	49				- cash -
	11/05/12	11/12/12	7				Gemalto	50	833		69.530	69.080		-0.450	-1	115,558	-29
							Bureau Veritas	50	2,802		20.702	20.650		-0.052	0	115,412	-12
11/12/12		12/03/12	21				- cash -
	12/03/12	6/24/13	203				Gemalto	50	809		71.260	64.130		-7.130	-10	109,644	-17
							Iliad	50	424		136.000	159.050		23.050	17	119,417	33
6/24/13		7/01/13	7				- cash -
	7/01/13	9/16/13	77				STMicroelectronics	50	8,589		6.951	7.122		0.171	2	120,886	12
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Iliad	50	354		168.400	177.450		9.050	5	124,090	28
9/16/13		9/30/13	14				- cash -
	9/30/13	10/28/13	28				EDF	50	2,653		23.380	25.570		2.190	9	129,900	221
							Thales	50	1,527		40.635	44.085		3.450	8	135,168	189
10/28/13		11/04/13	7				- cash -
	11/04/13	11/25/13	21				EDF	50	2,582		26.175	26.830		0.655	3	136,859	54
							Thales	50	1,504		44.930	44.235		-0.695	-2	135,814	-24
11/25/13		1/13/14	49				- cash -
	1/13/14	3/03/14	49				EDF	50	2,718		24.980	28.490		3.510	14	145,354	166
							Natixis	50	14,346		4.734	4.990		0.256	5	149,027	48
3/03/14		3/10/14	7				- cash -
	3/10/14	3/17/14	7				EDF	50	2,580		28.880	28.590		-0.290	-1	148,278	-41
							Natixis	50	14,494		5.141	4.963		-0.178	-3	145,698	-84
3/17/14		3/24/14	7				- cash -
	3/24/14	6/16/14	84				Natixis	50	14,178		5.138	4.970		-0.168	-3	143,317	-13
							Getlink	50	8,191		8.894	9.616		0.722	8	149,230	40
6/16/14		1/26/15	224				- cash -
	1/26/15	8/17/15	203				Getlink	50	6,220		11.995	13.045		1.050	9	155,761	16
							Ingenico	50	803		92.860	124.500		31.640	34	181,168	69
8/17/15		1/11/16	147				- cash -
short	1/11/16	2/01/16	21				Casino Guichard	100	45		3,984.500	4,206.500	3,762.500	-222.000	-6	171,178	-63
2/01/16		2/08/16	7				- cash -
	2/08/16	3/14/16	35				EDF	100	14,833		11.540	10.265	12.973	1.433	12	192,440	239
3/14/16		4/11/16	28				- cash -
	4/11/16	6/06/16	56				EDF	100	18,292		10.520	11.340	9.700	-0.820	-8	177,441	-41
6/06/16		1/23/17	231				- cash -
long	1/23/17	1/30/17	7				STMicroelectronics	50	8,237		10.770	12.495		1.725	16	191,649	231,259
							Zodiac Aerospace	50	3,091		28.700	28.125		-0.575	-2	189,872	-65
1/30/17		2/20/17	21				- cash -
	2/20/17	2/27/17	7				STMicroelectronics	50	6,988		13.585	14.490		0.905	7	196,196	2,787
							Zodiac Aerospace	50	3,524		26.935	27.405		0.470	2	197,852	146
2/27/17		3/20/17	21				- cash -
	3/20/17	11/13/17	238				STMicroelectronics	50	6,901		14.335	20.375		6.040	42	239,534	71
							Natixis	50	17,565		5.632	6.513		0.881	16	255,009	25
11/13/17		1/29/18	77				- cash -
	1/29/18	2/05/18	7				EDF	50	11,338		11.245	10.485		-0.760	-7	246,392	-97
							Eiffage	50	1,311		97.220	94.080		-3.140	-3	242,276	-82
2/05/18		3/12/18	35				- cash -
	3/12/18	5/28/18	77				Dassault Systèmes	50	5,456		22.200	23.200		1.000	5	247,732	23
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Edenred	50	4,161		29.110	27.990		-1.120	-4	243,071	-17
5/28/18		7/08/19	406				- cash -
	7/08/19	8/05/19	28				Edenred	50	2,697		45.060	43.900		-1.160	-3	239,943	-29
							Ingenico	50	1,617		75.140	82.820		7.680	10	252,362	256
8/05/19		12/09/19	126				- cash -
	12/09/19	2/24/20	77				Ingenico	50	1,328		95.000	135.800		40.800	43	306,544	444
							Teleperformance	50	594		212.400	236.000		23.600	11	320,562	65
2/24/20		3/16/20	21				- cash -
short	3/16/20	7/20/20	126				Natixis	100	197,451		1.624	2.342	0.905	-0.719	-44	178,694	-82
7/20/20		8/03/20	14				- cash -
	8/03/20	9/14/20	42				Air France-KLM	100	5,302		33.700	36.680	30.720	-2.980	-9	162,894	-55
9/14/20		10/05/20	21				- cash -
	10/05/20	10/12/20	7				Air France-KLM	100	5,435		29.970	31.090	28.850	-1.120	-4	156,807	-86
long	10/12/20	11/02/20	21				Suez Environnement	50	4,938		15.875	15.750		-0.125	-1	156,189	-13
							Ubisoft	50	944		83.020	75.240		-7.780	-9	148,845	-82
11/02/20		11/09/20	7				- cash -
	11/09/20	1/04/21	56				Suez Environnement	50	4,618		16.115	16.345		0.230	1	149,907	10
							Sartorius Stedim	50	232		320.200	302.400		-17.800	-6	145,778	-31
1/04/21		1/11/21	7				- cash -
	1/11/21	7/05/21	175				EDF	50	5,433		13.415	11.900		-1.515	-11	137,547	-22
							Suez Environnement	50	4,370		16.680	20.090		3.410	20	152,448	47
7/05/21		3/07/22	245				- cash -
short	3/07/22	4/18/22	42				Orpea	100	4		33,510.000	36,820.000	30,200.000	-3,310.000	-10	139,208	-59
4/18/22		6/13/22	56				- cash -
	6/13/22	9/05/22	84				Atos	100	7,404		18.800	10.645	33.202	14.402	77	245,844	1,084
9/05/22		9/26/22	21				- cash -
	9/26/22	11/14/22	49				Atos	100	32,822		7.490	11.655	3.325	-4.165	-56	109,140	-100
11/14/22		1/23/23	70				- cash -
long	1/23/23	2/27/23	35				EDF	50	4,547		12.000	11.825		-0.175	-1	108,344	-14
							Sodexo	50	825		66.100	64.660		-1.440	-2	107,156	-21
2/27/23		4/17/23	49				- cash -
	4/17/23	6/12/23	56				Sodexo	50	739		72.480	74.170		1.690	2	108,405	16
							Forvia	50	2,532		21.160	22.220		1.060	5	111,089	38
6/12/23		7/17/23	35				- cash -
	7/17/23	8/07/23	21				Accor	50	1,638		33.900	33.130		-0.770	-2	109,828	-33
							Forvia	50	2,316		23.980	21.640		-2.340	-10	104,408	-83
8/07/23		10/16/23	70				- cash -
short	10/16/23	12/04/23	49				Sartorius Stedim	100	553		188.600	200.600	176.600	-12.000	-6	97,772	-39
12/04/23		4/03/25	486				- cash -
accum	12/11/06	12/04/23	3395	days out of 7031 invested (48%)										878		97,772	28

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	5.21	4.11	6.60	1.39	26.73	100	26.73
	short	9/08/08	7/13/09	308	3.87	1.28	11.73	7.86	203.05		203.05
	long	8/24/09	5/10/10	259	2.31	3.78		1.47	63.75	50	31.88
	short	9/19/11	10/17/11	28	2.33	2.29	2.36	0.04	1.53	100	1.53
	long	1/13/14	3/03/14	49	4.73	4.99		0.26	5.41	50	2.70
	long	3/10/14	3/17/14	7	5.14	4.96		-0.18	-3.46		-1.73
	long	3/24/14	6/16/14	84	5.14	4.97		-0.17	-3.27		-1.63
	long	3/20/17	11/13/17	238	5.63	6.51		0.88	15.64		7.82
	short	3/16/20	7/20/20	126	1.62	2.34	0.91	-0.72	-44.26	100	-44.26	206.83
Ingenico	long	12/06/10	7/18/11	224	24.95	32.27		7.32	29.32	50	14.66
	long	9/10/12	9/17/12	7	42.34	39.84		-2.50	-5.91		-2.95
	long	1/26/15	8/17/15	203	92.86	124.50		31.64	34.07		17.04
	long	7/08/19	8/05/19	28	75.14	82.82		7.68	10.22		5.11
	long	12/09/19	2/24/20	77	95.00	135.80		40.80	42.95		21.47	66.28
STMicroelectronics	short	1/14/08	4/28/08	105	8.63	7.40	10.06	1.43	16.62	100	16.62
	long	7/01/13	9/16/13	77	6.95	7.12		0.17	2.46	50	1.23
	long	1/23/17	1/30/17	7	10.77	12.50		1.73	16.02		8.01
	long	2/20/17	2/27/17	7	13.59	14.49		0.90	6.66		3.33
	long	3/20/17	11/13/17	238	14.34	20.38		6.04	42.13		21.07	59.51
EDF	long	12/11/06	7/30/07	231	52.30	72.82		20.52	39.24		19.62
	long	9/30/13	10/28/13	28	23.38	25.57		2.19	9.37		4.68
	long	11/04/13	11/25/13	21	26.18	26.83		0.65	2.50		1.25
	long	1/13/14	3/03/14	49	24.98	28.49		3.51	14.05		7.03
	long	3/10/14	3/17/14	7	28.88	28.59		-0.29	-1.00		-0.50
	short	2/08/16	3/14/16	35	11.54	10.27	12.97	1.43	12.42	100	12.42
	short	4/11/16	6/06/16	56	10.52	11.34	9.70	-0.82	-7.79		-7.79
	long	1/29/18	2/05/18	7	11.25	10.49		-0.76	-6.76	50	-3.38
	long	1/11/21	7/05/21	175	13.42	11.90		-1.52	-11.29		-5.65
	long	1/23/23	2/27/23	35	12.00	11.83		-0.18	-1.46		-0.73	26.66
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	25.80	29.13		3.33	12.91		6.45
	long	5/25/09	6/01/09	7	24.29	24.13		-0.16	-0.66		-0.33
	long	3/05/12	5/28/12	84	43.24	49.93		6.69	15.47		7.74
	long	6/11/12	9/03/12	84	52.21	64.24		12.03	23.04		11.52
	long	9/10/12	9/17/12	7	62.98	68.33		5.35	8.49		4.25
	long	11/05/12	11/12/12	7	69.53	69.08		-0.45	-0.65		-0.32
	long	12/03/12	6/24/13	203	71.26	64.13		-7.13	-10.01		-5.00	25.84
Arkema	long	8/24/09	5/10/10	259	23.61	29.06		5.44	23.05		11.53
	long	12/06/10	7/18/11	224	51.62	64.40		12.78	24.76		12.38	25.33
Iliad	long	5/25/09	6/01/09	7	75.33	79.13		3.80	5.04		2.52
	long	12/03/12	6/24/13	203	136.00	159.05		23.05	16.95		8.47
	long	7/01/13	9/16/13	77	168.40	177.45		9.05	5.37		2.69	14.20
Suez Environnement	long	10/12/20	11/02/20	21	15.88	15.75		-0.13	-0.79		-0.39
	long	11/09/20	1/04/21	56	16.12	16.35		0.23	1.43		0.71
	long	1/11/21	7/05/21	175	16.68	20.09		3.41	20.44		10.22	10.57
Getlink	long	3/24/14	6/16/14	84	8.89	9.62		0.72	8.12		4.06
	long	1/26/15	8/17/15	203	12.00	13.05		1.05	8.75		4.38	8.61
Teleperformance	long	12/09/19	2/24/20	77	212.40	236.00		23.60	11.11		5.56	5.56
Thales	long	9/30/13	10/28/13	28	40.64	44.09		3.45	8.49		4.25
	long	11/04/13	11/25/13	21	44.93	44.24		-0.70	-1.55		-0.77	3.44
Dassault Systèmes	long	3/12/18	5/28/18	77	22.20	23.20		1.00	4.50		2.25	2.25
Sodexo	long	1/23/23	2/27/23	35	66.10	64.66		-1.44	-2.18		-1.09
	long	4/17/23	6/12/23	56	72.48	74.17		1.69	2.33		1.17	0.06
Bureau Veritas	long	11/05/12	11/12/12	7	20.70	20.65		-0.05	-0.25		-0.13	-0.13
Zodiac Aerospace	long	6/11/12	9/03/12	84	15.66	15.50		-0.16	-1.00		-0.50
	long	1/23/17	1/30/17	7	28.70	28.13		-0.57	-2.00		-1.00
	long	2/20/17	2/27/17	7	26.94	27.41		0.47	1.74		0.87	-0.64
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Accor	long	7/17/23	8/07/23	21	33.90	33.13		-0.77	-2.27		-1.14	-1.14
Eiffage	long	1/29/18	2/05/18	7	97.22	94.08		-3.14	-3.23		-1.61	-1.61
Forvia	long	4/17/23	6/12/23	56	21.16	22.22		1.06	5.01		2.50
	long	7/17/23	8/07/23	21	23.98	21.64		-2.34	-9.76		-4.88	-2.50
Edenred	long	3/12/18	5/28/18	77	29.11	27.99		-1.12	-3.85		-1.92
	long	7/08/19	8/05/19	28	45.06	43.90		-1.16	-2.57		-1.29	-3.19
Ubisoft	long	10/12/20	11/02/20	21	83.02	75.24		-7.78	-9.37		-4.69	-4.69
Casino Guichard	short	1/11/16	2/01/16	21	3,984.50	4,206.50	3,762.50	-222.00	-5.57	100	-5.57	-5.57
Sartorius Stedim	long	11/09/20	1/04/21	56	320.20	302.40		-17.80	-5.56	50	-2.78
	short	10/16/23	12/04/23	49	188.60	200.60	176.60	-12.00	-6.36	100	-6.36	-8.97
Orpea	short	3/07/22	4/18/22	42	33,510.00	36,820.00	30,200.00	-3,310.00	-9.88		-9.88	-9.88
Air France-KLM	short	8/03/20	9/14/20	42	33.70	36.68	30.72	-2.98	-8.84		-8.84
	short	10/05/20	10/12/20	7	29.97	31.09	28.85	-1.12	-3.74		-3.74	-12.25
Hermes International	long	12/11/06	7/30/07	231	87.00	71.96		-15.04	-17.29	50	-8.64
	long	8/18/08	9/01/08	14	99.82	96.26		-3.56	-3.57		-1.78
	long	3/05/12	5/28/12	84	282.20	266.20		-16.00	-5.67		-2.83	-12.82
Atos	short	6/13/22	9/05/22	84	18.80	10.65	33.20	14.40	76.61	100	76.61
	short	9/26/22	11/14/22	49	7.49	11.66	3.33	-4.17	-55.61		-55.61	-21.60

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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