Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 7/01/24 - RS = 16

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/11/24	prc diff	⇓ Δ16	∅-RS
		CAC Next 20	17,034.800	8/12	-0.27	17,020.200	0.09	17,540.300	-520.100	-2.97	-1.75
		Euronext	92.550	8/12	1.26	88.900	4.11	84.300	4.600	5.46	19.35
	L	Sodexo	86.300	8/12	0.52	85.700	0.70	76.520	9.180	12.00	12.88
	L	Klépierre	26.320	8/12	-0.45	25.200	4.44	23.990	1.210	5.04	7.39
		Bureau Veritas	27.960	8/12	-0.50	26.400	5.91	27.430	-1.030	-3.76	7.24
		Rexel	21.840	8/12	-1.22	24.400	-10.49	23.590	0.810	3.43	6.72
		Accor	33.570	8/12	-0.74	38.190	-12.10	40.430	-2.240	-5.54	5.40
		Getlink	15.905	8/12	-0.03	15.515	2.51	15.750	-0.235	-1.49	-2.59
	S	bioMérieux	96.650	8/12	-0.67	89.700	7.75	98.920	-9.220	-9.32	-5.87
		Gecina	93.100	8/12	-0.64	88.450	5.26	92.450	-4.000	-4.33	-6.74
	S	Eiffage	90.040	8/12	-0.60	88.600	1.63	102.850	-14.250	-13.86	-9.38
	S	Arkema	77.950	8/12	-1.39	81.600	-4.47	91.140	-9.540	-10.47	-10.40
	L	Ubisoft	17.130	8/12	1.36	20.470	-16.32	19.380	1.090	5.62	-12.89
		Soitec	106.100	8/12	0.66	104.300	1.73	127.550	-23.250	-18.23	-20.13
		Air France-KLM	7.656	8/12	-0.44	8.100	-5.48	9.987	-1.887	-18.89	-21.01
	S	Sartorius Stedim	172.300	8/12	-1.54	146.700	17.45	270.500	-123.800	-45.77	-23.43
	L	Solvay	30.590	8/12	-1.83	33.490	-8.66	24.100	9.390	38.96	-23.94
		Rémy Cointreau	69.550	8/12	-2.25	77.600	-10.37	94.260	-16.660	-17.67	-26.74
		Valeo	9.400	8/12	-0.95	10.045	-6.42	10.610	-0.565	-5.33	-28.87
		Forvia	9.166	8/12	0.17	11.500	-20.30	13.600	-2.100	-15.44	-29.56
	L	Worldline	7.808	8/12	-0.79	10.425	-25.10	10.210	0.215	2.11	-34.26
		Pluxee	20.490	8/12	2.35	26.970	-24.03	27.465	-0.495	-1.80	-na-
CAC Next 20 - 21 out of 21 instruments rated - 7/01/24 / 3/11/24 - 7 did rise, Market-Ratio(16) = 33.33 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Next 20 RS = 16 - B/S = 33/33

1/06/20	scale up chart	7/01/24

Transactions CAC Next 20 * S16 - 33 ex 2 (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		5/22/06	140		- cash -
short	5/22/06	5/29/06	7		Valeo	100	1,007	9.927	10.103	9.750	-0.177	-2	9,822	-61
5/29/06		6/12/06	14		- cash -
	6/12/06	7/10/06	28		Valeo	100	1,034	9.497	9.087	9.925	0.429	5	10,265	78
7/10/06		7/17/06	7		- cash -
	7/17/06	8/07/06	21		Valeo	100	1,214	8.450	9.100	7.800	-0.650	-8	9,476	-75
8/07/06		7/30/07	357		- cash -
	7/30/07	12/10/07	133		Soitec	100	53	178.788	122.740	260.430	81.642	46	13,803	181
12/10/07		12/17/07	7		- cash -
	12/17/07	4/28/08	133		Soitec	100	118	116.636	76.624	177.542	60.906	52	20,990	217
4/28/08		7/14/08	77		- cash -
	7/14/08	8/11/08	28		Soitec	100	420	49.948	66.548	33.348	-16.600	-33	14,018	-99
	8/11/08	8/25/08	14		Sartorius Stedim	100	4,224	3.318	4.305	2.332	-0.987	-30	9,850	-100
	8/25/08	12/08/08	105		Forvia	100	388	25.380	11.840	54.404	29.024	114	21,112	1,316
	12/08/08	2/16/09	70		Arkema	100	1,623	13.001	11.438	14.778	1.777	14	23,995	95
2/16/09		2/23/09	7		- cash -
	2/23/09	3/09/09	14		Arkema	100	2,388	10.048	10.279	9.817	-0.231	-2	23,443	-45
	3/09/09	3/16/09	7		Klépierre	100	2,339	10.020	12.620	7.420	-2.600	-26	17,362	-100
	3/16/09	3/23/09	7		Gecina	100	646	26.865	28.535	25.195	-1.670	-6	16,283	-96
3/23/09		3/30/09	7		- cash -
	3/30/09	4/06/09	7		Gecina	100	603	27.000	35.650	18.350	-8.650	-32	11,067	-100
4/06/09		2/08/10	308		- cash -
	2/08/10	2/15/10	7		Ubisoft	100	1,109	9.977	9.307	10.695	0.718	7	11,864	3,651
2/15/10		7/05/10	140		- cash -
	7/05/10	7/12/10	7		Ubisoft	100	1,902	6.237	6.368	6.106	-0.131	-2	11,614	-67
7/12/10		8/09/10	28		- cash -
	8/09/10	8/30/10	21		Ubisoft	100	1,533	7.574	6.836	8.392	0.818	11	12,868	494
8/30/10		8/08/11	343		- cash -
	8/08/11	11/28/11	112		Air France-KLM	100	187	68.470	39.750	117.941	49.471	72	22,119	488
11/28/11		12/05/11	7		- cash -
	12/05/11	12/12/11	7		Air France-KLM	100	491	45.020	40.020	50.645	5.625	12	24,881	46,243
12/12/11		12/19/11	7		- cash -
	12/19/11	12/26/11	7		Air France-KLM	100	635	39.150	39.610	38.690	-0.460	-1	24,589	-46
12/26/11		6/04/12	161		- cash -
	6/04/12	6/11/12	7		Soitec	100	624	39.376	42.720	36.032	-3.344	-8	22,502	-99
6/11/12		7/02/12	21		- cash -
	7/02/12	7/30/12	28		Soitec	100	479	46.956	36.320	60.707	13.751	29	29,089	2,745
7/30/12		6/24/13	329		- cash -
	6/24/13	7/01/13	7		Getlink	100	5,682	5.119	5.671	4.567	-0.552	-11	25,952	-100
	7/01/13	7/08/13	7		Soitec	100	863	30.068	28.148	32.119	2.051	7	27,722	3,021
7/08/13		7/21/14	378		- cash -
	7/21/14	7/28/14	7		Rexel	100	1,788	15.500	15.520	15.480	-0.020	0	27,686	-7
7/28/14		8/11/14	14		- cash -
	8/11/14	9/08/14	28		Arkema	100	506	54.680	54.777	54.583	-0.097	0	27,637	-2
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
9/08/14		9/22/14	14		- cash -
	9/22/14	11/03/14	42		Arkema	100	519	53.184	47.813	59.158	5.974	11	30,738	152
11/03/14		6/15/15	224		- cash -
	6/15/15	6/22/15	7		Soitec	100	2,669	11.516	11.356	11.678	0.162	1	31,171	107
6/22/15		7/06/15	14		- cash -
	7/06/15	7/20/15	14		Soitec	100	2,824	11.036	11.836	10.236	-0.800	-7	28,912	-86
7/20/15		7/27/15	7		- cash -
	7/27/15	8/10/15	14		Soitec	100	2,378	12.156	10.876	13.587	1.431	12	32,314	1,719
8/10/15		8/17/15	7		- cash -
	8/17/15	9/28/15	42		Soitec	100	3,108	10.396	8.476	12.751	2.355	23	39,633	490
9/28/15		10/05/15	7		- cash -
	10/05/15	10/12/15	7		Soitec	100	4,956	7.996	12.156	3.836	-4.160	-52	19,016	-100
10/12/15		2/08/16	119		- cash -
	2/08/16	2/15/16	7		Solvay	100	264	71.790	77.260	66.320	-5.470	-8	17,572	-98
	2/15/16	2/29/16	14		Rexel	100	1,931	9.098	11.310	6.886	-2.212	-24	13,301	-100
2/29/16		3/07/16	7		- cash -
	3/07/16	4/04/16	28		Getlink	100	1,348	9.860	9.750	9.971	0.111	1	13,450	16
4/04/16		6/27/16	84		- cash -
	6/27/16	7/04/16	7		Getlink	100	1,620	8.300	9.450	7.150	-1.150	-14	11,587	-100
7/04/16		12/05/16	154		- cash -
	12/05/16	12/12/16	7		Air France-KLM	100	229	50.400	50.700	50.100	-0.300	-1	11,519	-27
12/12/16		10/08/18	665		- cash -
	10/08/18	2/04/19	119		Valeo	100	359	32.050	26.360	38.968	6.918	22	14,002	82
2/04/19		8/12/19	189		- cash -
	8/12/19	8/19/19	7		Rexel	100	1,516	9.232	8.828	9.655	0.423	5	14,643	931
8/19/19		3/02/20	196		- cash -
	3/02/20	4/06/20	35		Air France-KLM	100	229	63.700	51.180	79.283	15.583	24	18,211	880
	4/06/20	4/13/20	7		Klépierre	100	1,130	16.105	19.280	12.930	-3.175	-20	14,624	-100
	4/13/20	5/18/20	35		Air France-KLM	100	277	52.760	41.370	67.286	14.526	28	18,647	1,163
5/18/20		6/01/20	14		- cash -
	6/01/20	6/22/20	21		Air France-KLM	100	435	42.800	43.560	42.040	-0.760	-2	18,317	-27
6/22/20		11/02/20	133		- cash -
	11/02/20	11/09/20	7		Klépierre	100	1,656	11.055	15.000	7.110	-3.945	-36	11,784	-100
11/09/20		10/04/21	329		- cash -
	10/04/21	10/11/21	7		Ubisoft	100	224	52.560	47.500	58.159	5.599	11	13,038	19,501
10/11/21		12/20/21	70		- cash -
	12/20/21	12/27/21	7		Worldline	100	284	45.840	48.775	42.905	-2.935	-6	12,204	-97
12/27/21		2/28/22	63		- cash -
	2/28/22	3/07/22	7		Worldline	100	265	45.905	38.500	54.734	8.829	19	14,544	963,046
	3/07/22	4/04/22	28		Valeo	100	1,015	14.325	17.285	11.365	-2.960	-21	11,540	-95
	4/04/22	6/06/22	63		Forvia	100	475	24.280	26.100	22.460	-1.820	-7	10,675	-36
	6/06/22	6/27/22	21		Air France-KLM	100	619	17.230	11.925	24.895	7.665	44	15,420	59,871
6/27/22		7/04/22	7		- cash -
	7/04/22	8/01/22	28		Air France-KLM	100	1,358	11.350	14.140	8.560	-2.790	-25	11,631	-97
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
8/01/22		9/19/22	49		- cash -
	9/19/22	10/24/22	35		Air France-KLM	100	845	13.760	14.955	12.565	-1.195	-9	10,621	-61
10/24/22		11/28/22	35		- cash -
	11/28/22	12/12/22	14		Air France-KLM	100	836	12.700	12.680	12.720	0.020	0	10,638	4
12/12/22		5/08/23	147		- cash -
	5/08/23	5/15/23	7		Sartorius Stedim	100	41	253.600	245.700	261.754	8.154	3	10,972	421
5/15/23		6/05/23	21		- cash -
	6/05/23	6/19/23	14		Rémy Cointreau	100	79	138.650	146.200	131.100	-7.550	-5	10,376	-77
6/19/23		6/26/23	7		- cash -
	6/26/23	7/03/23	7		Sartorius Stedim	100	45	226.300	228.700	223.900	-2.400	-1	10,268	-43
7/03/23		10/02/23	91		- cash -
	10/02/23	10/09/23	7		Worldline	100	397	25.800	23.810	27.956	2.156	8	11,124	6,472
10/09/23		10/23/23	14		- cash -
	10/23/23	11/13/23	21		Sartorius Stedim	100	64	173.350	181.850	164.850	-8.500	-5	10,580	-58
	11/13/23	12/04/23	21		Worldline	100	827	12.780	15.105	10.455	-2.325	-18	8,657	-97
12/04/23		6/17/24	196		- cash -
	6/17/24	8/12/24	56		Worldline	100	842	10.280	7.808	13.535	3.255	32	11,397	501
accum	5/22/06	8/12/24	1695	days out of 6910 invested (25%)							14		11,397	3

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Air France-KLM	short	8/08/11	11/28/11	112	68.47	39.75	117.94	49.47	72.25
		12/05/11	12/12/11	7	45.02	40.02	50.64	5.62	12.49
		12/19/11	12/26/11	7	39.15	39.61	38.69	-0.46	-1.17
		12/05/16	12/12/16	7	50.40	50.70	50.10	-0.30	-0.60
		3/02/20	4/06/20	35	63.70	51.18	79.28	15.58	24.46
		4/13/20	5/18/20	35	52.76	41.37	67.29	14.53	27.53
		6/01/20	6/22/20	21	42.80	43.56	42.04	-0.76	-1.78
		6/06/22	6/27/22	21	17.23	11.93	24.90	7.67	44.49
		7/04/22	8/01/22	28	11.35	14.14	8.56	-2.79	-24.58
		9/19/22	10/24/22	35	13.76	14.96	12.57	-1.20	-8.68
		11/28/22	12/12/22	14	12.70	12.68	12.72	0.02	0.16	195.78
Forvia		8/25/08	12/08/08	105	25.38	11.84	54.40	29.02	114.36
		4/04/22	6/06/22	63	24.28	26.10	22.46	-1.82	-7.50	98.29
Worldline		12/20/21	12/27/21	7	45.84	48.78	42.91	-2.94	-6.40
		2/28/22	3/07/22	7	45.91	38.50	54.73	8.83	19.23
		10/02/23	10/09/23	7	25.80	23.81	27.96	2.16	8.36
		11/13/23	12/04/23	21	12.78	15.11	10.46	-2.33	-18.19
		6/17/24	8/12/24	56	10.28	7.81	13.53	3.25	31.66	30.25
Ubisoft		2/08/10	2/15/10	7	9.98	9.31	10.70	0.72	7.20
		7/05/10	7/12/10	7	6.24	6.37	6.11	-0.13	-2.10
		8/09/10	8/30/10	21	7.57	6.84	8.39	0.82	10.80
		10/04/21	10/11/21	7	52.56	47.50	58.16	5.60	10.65	28.66
Arkema		12/08/08	2/16/09	70	13.00	11.44	14.78	1.78	13.67
		2/23/09	3/09/09	14	10.05	10.28	9.82	-0.23	-2.30
		8/11/14	9/08/14	28	54.68	54.78	54.58	-0.10	-0.18
		9/22/14	11/03/14	42	53.18	47.81	59.16	5.97	11.23	23.31
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Soitec		7/30/07	12/10/07	133	178.79	122.74	260.43	81.64	45.66
		12/17/07	4/28/08	133	116.64	76.62	177.54	60.91	52.22
		7/14/08	8/11/08	28	49.95	66.55	33.35	-16.60	-33.23
		6/04/12	6/11/12	7	39.38	42.72	36.03	-3.34	-8.49
		7/02/12	7/30/12	28	46.96	36.32	60.71	13.75	29.28
		7/01/13	7/08/13	7	30.07	28.15	32.12	2.05	6.82
		6/15/15	6/22/15	7	11.52	11.36	11.68	0.16	1.41
		7/06/15	7/20/15	14	11.04	11.84	10.24	-0.80	-7.25
		7/27/15	8/10/15	14	12.16	10.88	13.59	1.43	11.77
		8/17/15	9/28/15	42	10.40	8.48	12.75	2.35	22.65
		10/05/15	10/12/15	7	8.00	12.16	3.84	-4.16	-52.03	15.73
Rémy Cointreau		6/05/23	6/19/23	14	138.65	146.20	131.10	-7.55	-5.45	-5.45
Solvay		2/08/16	2/15/16	7	71.79	77.26	66.32	-5.47	-7.62	-7.62
Valeo		5/22/06	5/29/06	7	9.93	10.10	9.75	-0.18	-1.78
		6/12/06	7/10/06	28	9.50	9.09	9.93	0.43	4.51
		7/17/06	8/07/06	21	8.45	9.10	7.80	-0.65	-7.69
		10/08/18	2/04/19	119	32.05	26.36	38.97	6.92	21.59
		3/07/22	4/04/22	28	14.33	17.29	11.37	-2.96	-20.66	-8.60
Rexel		7/21/14	7/28/14	7	15.50	15.52	15.48	-0.02	-0.13
		2/15/16	2/29/16	14	9.10	11.31	6.89	-2.21	-24.31
		8/12/19	8/19/19	7	9.23	8.83	9.65	0.42	4.58	-20.95
Getlink		6/24/13	7/01/13	7	5.12	5.67	4.57	-0.55	-10.78
		3/07/16	4/04/16	28	9.86	9.75	9.97	0.11	1.13
		6/27/16	7/04/16	7	8.30	9.45	7.15	-1.15	-13.86	-22.28
Sartorius Stedim		8/11/08	8/25/08	14	3.32	4.31	2.33	-0.99	-29.74
		5/08/23	5/15/23	7	253.60	245.70	261.75	8.15	3.22
		6/26/23	7/03/23	7	226.30	228.70	223.90	-2.40	-1.06
		10/23/23	11/13/23	21	173.35	181.85	164.85	-8.50	-4.90	-31.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Gecina		3/16/09	3/23/09	7	26.87	28.54	25.20	-1.67	-6.22
		3/30/09	4/06/09	7	27.00	35.65	18.35	-8.65	-32.04	-36.26
Klépierre		3/09/09	3/16/09	7	10.02	12.62	7.42	-2.60	-25.95
		4/06/20	4/13/20	7	16.11	19.28	12.93	-3.18	-19.71
		11/02/20	11/09/20	7	11.06	15.00	7.11	-3.95	-35.69	-61.76

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


	is taking down something concerning