Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 in Japanese yen - 1/07/24 - RS = 31

		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	27/11/23	prc diff	⇓ Δ31	⇓∅-RS
		CAC Next 20	2,952,267.118	12/08/24	-0.27	2,949,736.822	0.09	2,763,439.687	186,297.134	6.74	4.98
		Accor	5,817.950	12/08/24	-0.74	6,618.633	-12.10	5,165.856	1,452.777	28.12	16.25
		Air France-KLM	1,326.846	12/08/24	-0.44	1,403.795	-5.48	1,869.936	-466.141	-24.93	-26.61
	S	Arkema	13,509.359	12/08/24	-1.39	14,141.933	-4.47	15,100.194	-958.261	-6.35	-6.12
	S	bioMérieux	16,750.218	12/08/24	-0.67	15,545.728	7.75	16,067.570	-521.843	-3.25	0.22
		Bureau Veritas	4,845.692	12/08/24	-0.50	4,575.331	5.91	3,665.934	909.398	24.81	15.61
	S	Eiffage	15,604.652	12/08/24	-0.60	15,355.089	1.63	14,826.592	528.496	3.56	0.62
		Euronext	16,039.655	12/08/24	1.26	15,407.081	4.11	12,206.207	3,200.874	26.22	27.84
		Forvia	1,588.541	12/08/24	0.17	1,993.042	-20.30	2,775.915	-782.873	-28.20	-26.90
		Gecina	16,134.975	12/08/24	-0.64	15,329.093	5.26	16,481.230	-1,152.137	-6.99	-2.31
		Getlink	2,756.464	12/08/24	-0.03	2,688.874	2.51	2,717.286	-28.412	-1.05	5.88
	L	Klépierre	4,561.467	12/08/24	-0.45	4,367.362	4.44	3,739.220	628.142	16.80	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	18,345.954	-4,897.253	-26.69	-22.14
		Rexel	3,785.047	12/08/24	-1.22	4,228.715	-10.49	3,496.561	732.154	20.94	13.83
	S	Sartorius Stedim	29,860.968	12/08/24	-1.54	25,424.284	17.45	32,783.315	-7,359.032	-22.45	-29.22
	L	Sodexo	14,956.480	12/08/24	0.52	14,852.496	0.70	11,930.977	2,921.519	24.49	23.45
		Soitec	18,387.979	12/08/24	0.66	18,076.024	1.73	26,301.567	-8,225.543	-31.27	-17.13
	L	Solvay	5,301.492	12/08/24	-1.83	5,804.085	-8.66	16,847.660	-11,043.575	-65.55	-11.42
	L	Ubisoft	2,968.766	12/08/24	1.36	3,547.615	-16.32	4,791.282	-1,243.668	-25.96	-8.73
		Valeo	1,629.095	12/08/24	-0.95	1,740.879	-6.42	2,135.883	-395.004	-18.49	-20.17
	L	Worldline	1,353.189	12/08/24	-0.79	1,806.736	-25.10	2,209.169	-402.433	-18.22	-27.21
CAC Next 20 - 20 out of 21 instruments rated - 1/07/24 / 27/11/23 - 7 did rise, Market-Ratio(31) in JPY = 35.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC Next 20 RS = 31 - B/S = 73/70

4/01/21	scale up chart	1/07/24

Transactions CAC Next 20 in Japanese yen * A31 - 73/70 (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		8/05/06	126		- cash -
short	8/05/06	18/12/06	224		Thales	100	2	4,914.908	5,722.181	4,107.634	-807.274	-16	8,385	-25
long	18/12/06	23/07/07	217		Hermes International	100	0	14,104.513	12,935.607		-1,168.906	-8	8,385	0
short	23/07/07	1/06/09	679		Natixis	100	4	1,939.335	199.622	18,840.670	16,901.335	872	75,991	239
long	1/06/09	8/06/09	7		Iliad	100	7	10,672.380	10,086.357		-586.023	-5	71,889	-95
short	8/06/09	27/07/09	49		Getlink	100	124	576.088	577.245	574.931	-1.157	0	71,745	-1
long	27/07/09	10/08/09	14		Atos	100	19	3,764.141	4,544.364		780.223	21	86,569	13,478
short	10/08/09	24/08/09	14		EDF	100	18	4,688.992	4,996.010	4,381.975	-307.018	-7	81,043	-83
long	24/08/09	10/05/10	259		Arkema	100	25	3,192.849	3,400.367		207.518	6	86,231	9
short	10/05/10	6/12/10	210		Thales	100	26	3,248.475	3,125.908	3,375.848	127.373	4	89,543	7
long	6/12/10	20/06/11	196		Arkema	100	15	5,715.993	7,515.771		1,799.778	31	116,539	66
short	20/06/11	27/06/11	7		EDF	100	39	2,974.031	2,945.125	3,003.221	29.190	1	117,678	66
long	27/06/11	11/07/11	14		Arkema	100	15	7,430.434	7,658.449		228.015	3	121,098	120
short	11/07/11	12/03/12	245		Natixis	100	323	374.407	294.521	475.962	101.555	27	153,900	43
long	12/03/12	28/05/12	77		Gemalto	100	30	5,081.868	4,983.014		-98.854	-2	150,935	-9
short	28/05/12	18/06/12	21		Natixis	100	788	191.336	197.487	185.184	-6.152	-3	146,087	-43
long	18/06/12	1/10/12	105		Gemalto	100	27	5,292.542	6,961.201		1,668.659	32	191,141	159
short	1/10/12	10/12/12	70		Hermes International	100	9	21,185.176	25,118.430	17,251.921	-3,933.255	-19	155,742	-66
long	10/12/12	30/09/13	294		Gemalto	100	19	7,905.639	10,488.587		2,582.948	33	204,818	42
short	30/09/13	7/10/13	7		SES	100	73	2,794.930	2,761.587	2,828.676	33.746	1	207,281	87
long	7/10/13	28/10/13	21		EDF	100	66	3,121.565	3,443.793		322.228	10	228,548	452
short	28/10/13	11/11/13	14		STMicroelectronics	100	303	753.271	751.713	754.832	1.561	0	229,021	6
long	11/11/13	9/12/13	28		EDF	100	66	3,441.419	3,780.349		338.930	10	251,391	240
short	9/12/13	13/01/14	35		STMicroelectronics	100	325	773.382	811.863	734.902	-38.480	-5	238,885	-41
long	13/01/14	23/06/14	161		Natixis	100	358	666.902	674.766		7.863	1	241,700	3
short	23/06/14	26/01/15	217		Arkema	100	24	9,795.680	8,348.283	11,494.022	1,698.342	17	282,460	31
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	26/01/15	24/08/15	210		Ingenico	100	22	12,360.037	15,310.291		2,950.254	24	347,365	45
short	24/08/15	30/01/17	525		Casino Guichard	100	0	773,833.116	605,479.118	988,998.090	215,164.974	28	347,365	0
long	30/01/17	6/02/17	7		STMicroelectronics	100	228	1,519.779	1,584.765		64.986	4	362,182	788
short	6/02/17	13/02/17	7		SES	100	168	2,152.469	2,328.489	1,976.450	-176.019	-8	332,611	-99
long	13/02/17	20/02/17	7		STMicroelectronics	100	213	1,556.141	1,632.115		75.974	5	348,794	1,101
short	20/02/17	3/04/17	42		EDF	100	320	1,089.679	931.123	1,275.234	185.555	17	408,171	292
long	3/04/17	13/11/17	224		STMicroelectronics	100	241	1,690.693	2,697.548		1,006.855	60	650,823	114
short	13/11/17	12/03/18	119		SES	100	389	1,669.501	1,668.577	1,670.426	0.925	0	651,183	0
long	12/03/18	28/05/18	77		Dassault Systèmes	100	223	2,916.725	2,950.321		33.596	1	658,675	6
short	28/05/18	15/07/19	413		Air France-KLM	100	70	9,290.967	10,641.537	7,940.398	-1,350.569	-15	564,135	-13
long	15/07/19	22/07/19	7		Ingenico	100	58	9,618.919	9,601.683		-17.236	0	563,135	-9
short	22/07/19	29/07/19	7		Natixis	100	1,256	448.280	453.458	443.102	-5.178	-1	556,632	-45
long	29/07/19	12/08/19	14		Ingenico	100	53	10,339.469	9,847.132		-492.337	-5	530,538	-72
short	12/08/19	28/10/19	77		Natixis	100	1,224	433.264	501.970	364.558	-68.706	-16	446,442	-56
long	28/10/19	4/11/19	7		Ingenico	100	38	11,505.346	11,570.527		65.181	1	448,919	34
short	4/11/19	16/12/19	42		Ubisoft	100	71	6,303.058	7,502.699	5,103.417	-1,199.641	-19	363,745	-84
long	16/12/19	13/01/20	28		Ingenico	100	31	11,545.996	11,860.499		314.503	3	373,494	42
short	13/01/20	20/01/20	7		SES	100	242	1,540.167	1,540.167	1,540.167	0.000	0	373,494	0
long	20/01/20	2/03/20	42		Ingenico	100	31	11,860.499	15,790.477		3,929.977	33	495,324	1,103
short	2/03/20	19/10/20	231		SES	100	566	874.531	825.930	925.992	51.461	6	524,450	9
long	19/10/20	2/11/20	14		Sartorius Stedim	100	13	37,881.000	39,888.952		2,007.952	5	550,554	284
short	2/11/20	9/11/20	7		Klépierre	100	408	1,347.715	1,869.615	825.815	-521.900	-39	337,619	-100
long	9/11/20	28/06/21	231		Sartorius Stedim	100	8	39,910.048	53,056.343		13,146.294	33	442,789	57
short	28/06/21	5/07/21	7		Ubisoft	100	57	7,719.204	7,958.442	7,479.965	-239.239	-3	429,152	-81
long	5/07/21	12/07/21	7		Klépierre	100	142	3,008.102	2,912.498		-95.603	-3	415,577	-81
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	12/07/21	26/07/21	14		Ubisoft	100	53	7,837.316	7,170.261	8,566.427	729.111	9	454,220	917
long	26/07/21	2/08/21	7		Sartorius Stedim	100	7	59,543.665	62,825.600		3,281.935	6	477,193	1,541
short	2/08/21	6/02/23	553		Ubisoft	100	68	6,939.992	2,948.221	16,336.460	9,396.468	135	1,116,153	76
long	6/02/23	27/02/23	21		Rexel	100	363	3,074.796	3,418.658		343.862	11	1,240,975	531
short	27/02/23	24/04/23	56		Ubisoft	100	414	2,994.213	3,786.765	2,201.661	-792.552	-26	912,858	-87
long	24/04/23	12/06/23	49		Sodexo	100	86	10,549.268	11,137.441		588.173	6	963,441	50
short	12/06/23	24/07/23	42		Rémy Cointreau	100	44	21,705.773	22,790.510	20,621.035	-1,084.738	-5	915,713	-36
long	24/07/23	7/08/23	14		Forvia	100	235	3,894.194	3,392.892		-501.302	-13	797,907	-97
short	7/08/23	12/08/24	371		Sartorius Stedim	100	19	41,658.572	29,860.968	58,117.224	16,458.652	40	1,110,621	39
accum	8/05/06	12/08/24	6996	days out of 7122 invested (98%)							11,006		1,110,621	28

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Natixis	short	23/07/07	1/06/09	679	1,939.33	199.62	18,840.67	16,901.33	871.50
	short	11/07/11	12/03/12	245	374.41	294.52	475.96	101.55	27.12
	short	28/05/12	18/06/12	21	191.34	197.49	185.18	-6.15	-3.22
	long	13/01/14	23/06/14	161	666.90	674.77		7.86	1.18
	short	22/07/19	29/07/19	7	448.28	453.46	443.10	-5.18	-1.16
	short	12/08/19	28/10/19	77	433.26	501.97	364.56	-68.71	-15.86	905.86
Sartorius Stedim	long	19/10/20	2/11/20	14	37,881.00	39,888.95		2,007.95	5.30
	long	9/11/20	28/06/21	231	39,910.05	53,056.34		13,146.29	32.94
	long	26/07/21	2/08/21	7	59,543.66	62,825.60		3,281.93	5.51
	short	7/08/23	12/08/24	371	41,658.57	29,860.97	58,117.22	16,458.65	39.51	106.06
Gemalto	long	12/03/12	28/05/12	77	5,081.87	4,983.01		-98.85	-1.95
	long	18/06/12	1/10/12	105	5,292.54	6,961.20		1,668.66	31.53
	long	10/12/12	30/09/13	294	7,905.64	10,488.59		2,582.95	32.67	71.11
Arkema	long	24/08/09	10/05/10	259	3,192.85	3,400.37		207.52	6.50
	long	6/12/10	20/06/11	196	5,715.99	7,515.77		1,799.78	31.49
	long	27/06/11	11/07/11	14	7,430.43	7,658.45		228.02	3.07
	short	23/06/14	26/01/15	217	9,795.68	8,348.28	11,494.02	1,698.34	17.34	69.35
STMicroelectronics	short	28/10/13	11/11/13	14	753.27	751.71	754.83	1.56	0.21
	short	9/12/13	13/01/14	35	773.38	811.86	734.90	-38.48	-4.98
	long	30/01/17	6/02/17	7	1,519.78	1,584.77		64.99	4.28
	long	13/02/17	20/02/17	7	1,556.14	1,632.12		75.97	4.88
	long	3/04/17	13/11/17	224	1,690.69	2,697.55		1,006.86	59.55	66.16
Ingenico	long	26/01/15	24/08/15	210	12,360.04	15,310.29		2,950.25	23.87
	long	15/07/19	22/07/19	7	9,618.92	9,601.68		-17.24	-0.18
	long	29/07/19	12/08/19	14	10,339.47	9,847.13		-492.34	-4.76
	long	28/10/19	4/11/19	7	11,505.35	11,570.53		65.18	0.57
	long	16/12/19	13/01/20	28	11,546.00	11,860.50		314.50	2.72
	long	20/01/20	2/03/20	42	11,860.50	15,790.48		3,929.98	33.14	61.96
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Ubisoft	short	4/11/19	16/12/19	42	6,303.06	7,502.70	5,103.42	-1,199.64	-19.03
	short	28/06/21	5/07/21	7	7,719.20	7,958.44	7,479.96	-239.24	-3.10
	short	12/07/21	26/07/21	14	7,837.32	7,170.26	8,566.43	729.11	9.30
	short	2/08/21	6/02/23	553	6,939.99	2,948.22	16,336.46	9,396.47	135.40
	short	27/02/23	24/04/23	56	2,994.21	3,786.76	2,201.66	-792.55	-26.47	48.43
EDF	short	10/08/09	24/08/09	14	4,688.99	4,996.01	4,381.97	-307.02	-6.55
	short	20/06/11	27/06/11	7	2,974.03	2,945.12	3,003.22	29.19	0.98
	long	7/10/13	28/10/13	21	3,121.57	3,443.79		322.23	10.32
	long	11/11/13	9/12/13	28	3,441.42	3,780.35		338.93	9.85
	short	20/02/17	3/04/17	42	1,089.68	931.12	1,275.23	185.56	17.03	33.84
Casino Guichard	short	24/08/15	30/01/17	525	773,833.12	605,479.12	988,998.09	215,164.97	27.81	27.81
Atos	long	27/07/09	10/08/09	14	3,764.14	4,544.36		780.22	20.73	20.73
Rexel	long	6/02/23	27/02/23	21	3,074.80	3,418.66		343.86	11.18	11.18
Sodexo	long	24/04/23	12/06/23	49	10,549.27	11,137.44		588.17	5.58	5.58
Dassault Systèmes	long	12/03/18	28/05/18	77	2,916.72	2,950.32		33.60	1.15	1.15
Getlink	short	8/06/09	27/07/09	49	576.09	577.24	574.93	-1.16	-0.20	-0.20
SES	short	30/09/13	7/10/13	7	2,794.93	2,761.59	2,828.68	33.75	1.21
	short	6/02/17	13/02/17	7	2,152.47	2,328.49	1,976.45	-176.02	-8.18
	short	13/11/17	12/03/18	119	1,669.50	1,668.58	1,670.43	0.92	0.06
	short	13/01/20	20/01/20	7	1,540.17	1,540.17	1,540.17	0.00	0.00
	short	2/03/20	19/10/20	231	874.53	825.93	925.99	51.46	5.88	-1.55
Rémy Cointreau	short	12/06/23	24/07/23	42	21,705.77	22,790.51	20,621.04	-1,084.74	-5.00	-5.00
Iliad	long	1/06/09	8/06/09	7	10,672.38	10,086.36		-586.02	-5.49	-5.49
Forvia	long	24/07/23	7/08/23	14	3,894.19	3,392.89		-501.30	-12.87	-12.87
Thales	short	8/05/06	18/12/06	224	4,914.91	5,722.18	4,107.63	-807.27	-16.43
	short	10/05/10	6/12/10	210	3,248.48	3,125.91	3,375.85	127.37	3.92	-13.15
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Air France-KLM	short	28/05/18	15/07/19	413	9,290.97	10,641.54	7,940.40	-1,350.57	-14.54	-14.54
Hermes International	long	18/12/06	23/07/07	217	14,104.51	12,935.61		-1,168.91	-8.29
	short	1/10/12	10/12/12	70	21,185.18	25,118.43	17,251.92	-3,933.25	-18.57	-25.31
Klépierre	short	2/11/20	9/11/20	7	1,347.72	1,869.62	825.82	-521.90	-38.72
	long	5/07/21	12/07/21	7	3,008.10	2,912.50		-95.60	-3.18	-40.67

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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