Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 11:33UTC

Assessment - CAC Next 20 - 7/01/24 - RS = 31

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	11/27/23	prc diff	⇓ Δ31	∅-RS
		CAC Next 20	17,034.800	8/12	-0.27	17,020.200	0.09	16,968.400	51.800	0.31	-1.75
		Euronext	92.550	8/12	1.26	88.900	4.11	74.950	13.950	18.61	19.35
	L	Sodexo	86.300	8/12	0.52	85.700	0.70	73.260	12.440	16.98	12.88
	L	Klépierre	26.320	8/12	-0.45	25.200	4.44	22.960	2.240	9.76	7.39
		Bureau Veritas	27.960	8/12	-0.50	26.400	5.91	22.510	3.890	17.28	7.24
		Rexel	21.840	8/12	-1.22	24.400	-10.49	21.470	2.930	13.65	6.72
		Accor	33.570	8/12	-0.74	38.190	-12.10	31.720	6.470	20.40	5.40
		Getlink	15.905	8/12	-0.03	15.515	2.51	16.685	-1.170	-7.01	-2.59
	S	bioMérieux	96.650	8/12	-0.67	89.700	7.75	98.660	-8.960	-9.08	-5.87
		Gecina	93.100	8/12	-0.64	88.450	5.26	101.200	-12.750	-12.60	-6.74
	S	Eiffage	90.040	8/12	-0.60	88.600	1.63	91.040	-2.440	-2.68	-9.38
	S	Arkema	77.950	8/12	-1.39	81.600	-4.47	92.720	-11.120	-11.99	-10.40
	L	Ubisoft	17.130	8/12	1.36	20.470	-16.32	29.420	-8.950	-30.42	-12.89
		Soitec	106.100	8/12	0.66	104.300	1.73	161.500	-57.200	-35.42	-20.13
		Air France-KLM	7.656	8/12	-0.44	8.100	-5.48	11.482	-3.382	-29.45	-21.01
	S	Sartorius Stedim	172.300	8/12	-1.54	146.700	17.45	201.300	-54.600	-27.12	-23.43
	L	Solvay	30.590	8/12	-1.83	33.490	-8.66	103.450	-69.960	-67.63	-23.94
		Rémy Cointreau	69.550	8/12	-2.25	77.600	-10.37	112.650	-35.050	-31.11	-26.74
		Valeo	9.400	8/12	-0.95	10.045	-6.42	13.115	-3.070	-23.41	-28.87
		Forvia	9.166	8/12	0.17	11.500	-20.30	17.045	-5.545	-32.53	-29.56
	L	Worldline	7.808	8/12	-0.79	10.425	-25.10	13.565	-3.140	-23.15	-34.26
		Pluxee	20.490	8/12	2.35	26.970	-24.03				-na-
CAC Next 20 - 20 out of 21 instruments rated - 7/01/24 / 11/27/23 - 6 did rise, Market-Ratio(31) = 30.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

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

Transactions CAC Next 20 * 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
1/02/06		5/08/06	126		- cash -
short	5/08/06	12/18/06	224		Thales	100	291	34.310	37.020	31.600	-2.710	-8	9,211	-13
long	12/18/06	7/23/07	217		Hermes International	100	100	91.250	77.140		-14.110	-15	7,800	-25
short	7/23/07	6/01/09	679		Natixis	100	674	11.565	1.480	90.371	78.806	681	60,916	202
long	6/01/09	6/08/09	7		Iliad	100	769	79.125	73.185		-5.940	-8	56,348	-98
short	6/08/09	7/27/09	49		Getlink	100	13,480	4.180	4.287	4.073	-0.107	-3	54,905	-18
long	7/27/09	8/10/09	14		Atos	100	1,964	27.955	32.835		4.880	17	64,490	6,534
short	8/10/09	8/24/09	14		EDF	100	1,903	33.880	36.950	30.810	-3.070	-9	58,648	-92
long	8/24/09	5/10/10	259		Arkema	100	2,483	23.614	29.058		5.444	23	72,165	34
short	5/10/10	12/06/10	210		Thales	100	2,599	27.760	28.230	27.290	-0.470	-2	70,944	-3
long	12/06/10	6/20/11	196		Arkema	100	1,374	51.621	65.617		13.996	27	90,174	56
short	6/20/11	6/27/11	7		EDF	100	3,472	25.965	25.805	26.126	0.161	1	90,733	38
long	6/27/11	7/11/11	14		Arkema	100	1,393	65.105	66.601		1.496	2	92,817	81
short	7/11/11	3/12/12	245		Natixis	100	28,506	3.256	2.721	3.896	0.640	20	111,066	31
long	3/12/12	5/28/12	77		Gemalto	100	2,365	46.950	49.925		2.975	6	118,102	34
short	5/28/12	6/18/12	21		Natixis	100	61,607	1.917	1.984	1.850	-0.067	-3	113,975	-46
long	6/18/12	10/01/12	105		Gemalto	100	2,143	53.170	69.480		16.310	31	148,927	153
short	10/01/12	12/10/12	70		Hermes International	100	704	211.450	235.500	187.400	-24.050	-11	131,996	-47
long	12/10/12	9/30/13	294		Gemalto	100	1,780	74.120	79.370		5.250	7	141,341	9
short	9/30/13	10/07/13	7		SES	100	6,682	21.150	21.020	21.281	0.131	1	142,215	38
long	10/07/13	10/28/13	21		EDF	100	5,985	23.760	25.570		1.810	8	153,048	258
short	10/28/13	11/11/13	14		STMicroelectronics	100	27,364	5.593	5.653	5.533	-0.060	-1	151,406	-25
long	11/11/13	12/09/13	28		EDF	100	5,850	25.880	26.640		0.760	3	155,852	46
short	12/09/13	1/13/14	35		STMicroelectronics	100	28,596	5.450	5.763	5.137	-0.313	-6	146,901	-46
long	1/13/14	6/23/14	161		Natixis	100	31,031	4.734	4.867		0.133	3	151,028	6
short	6/23/14	1/26/15	217		Arkema	100	2,137	70.655	62.720	79.594	8.939	13	170,131	22
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	1/26/15	8/24/15	210		Ingenico	100	1,832	92.860	111.350		18.490	20	204,005	37
short	8/24/15	1/30/17	525		Casino Guichard	100	36	5,628.000	4,978.000	6,362.873	734.873	13	230,460	9
long	1/30/17	2/06/17	7		STMicroelectronics	100	18,444	12.495	13.190		0.695	6	243,279	1,582
short	2/06/17	2/13/17	7		SES	100	13,579	17.915	19.325	16.505	-1.410	-8	224,132	-99
long	2/13/17	2/20/17	7		STMicroelectronics	100	17,354	12.915	13.585		0.670	5	235,759	1,297
short	2/20/17	4/03/17	42		EDF	100	25,993	9.070	7.870	10.453	1.383	15	271,708	243
long	4/03/17	11/13/17	224		STMicroelectronics	100	19,013	14.290	20.375		6.085	43	387,402	78
short	11/13/17	3/12/18	119		SES	100	30,721	12.610	12.700	12.520	-0.090	-1	384,637	-2
long	3/12/18	5/28/18	77		Dassault Systèmes	100	17,325	22.200	23.200		1.000	5	401,962	23
short	5/28/18	7/15/19	413		Air France-KLM	100	5,501	73.060	87.620	58.500	-14.560	-20	321,867	-18
long	7/15/19	7/22/19	7		Ingenico	100	4,063	79.200	79.400		0.200	0	322,680	14
short	7/22/19	7/29/19	7		Natixis	100	87,046	3.707	3.741	3.673	-0.034	-1	319,720	-38
long	7/29/19	8/12/19	14		Ingenico	100	3,748	85.300	82.820		-2.480	-3	310,425	-54
short	8/12/19	10/28/19	77		Natixis	100	85,188	3.644	4.157	3.131	-0.513	-14	266,724	-51
long	10/28/19	11/04/19	7		Ingenico	100	2,799	95.280	95.640		0.360	0	267,731	22
short	11/04/19	12/16/19	42		Ubisoft	100	5,138	52.100	61.420	42.780	-9.320	-18	219,845	-82
long	12/16/19	1/13/20	28		Ingenico	100	2,325	94.520	97.800		3.280	3	227,471	56
short	1/13/20	1/20/20	7		SES	100	17,911	12.700	12.700	12.700	0.000	0	227,471	0
long	1/20/20	3/02/20	42		Ingenico	100	2,325	97.800	131.050		33.250	34	304,778	1,172
short	3/02/20	10/19/20	231		SES	100	41,991	7.258	6.650	7.922	0.664	9	332,643	15
long	10/19/20	11/02/20	14		Sartorius Stedim	100	1,090	305.000	327.200		22.200	7	356,841	524
short	11/02/20	11/09/20	7		Klépierre	100	32,278	11.055	15.000	7.110	-3.945	-36	229,504	-100
long	11/09/20	6/28/21	231		Sartorius Stedim	100	716	320.200	402.500		82.300	26	288,431	44
short	6/28/21	7/05/21	7		Ubisoft	100	4,925	58.560	60.480	56.640	-1.920	-3	278,975	-82
long	7/05/21	7/12/21	7		Klépierre	100	12,203	22.860	22.260		-0.600	-3	271,653	-75
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/12/21	7/26/21	14		Ubisoft	100	4,535	59.900	55.020	65.213	5.313	9	295,747	817
long	7/26/21	8/02/21	7		Sartorius Stedim	100	647	456.900	484.500		27.600	6	313,604	2,029
short	8/02/21	2/06/23	553		Ubisoft	100	5,859	53.520	20.730	138.176	84.656	158	809,604	87
long	2/06/23	2/27/23	21		Rexel	100	37,446	21.620	23.680		2.060	10	886,743	386
short	2/27/23	4/24/23	56		Ubisoft	100	42,755	20.740	25.540	15.940	-4.800	-23	681,519	-82
long	4/24/23	6/12/23	49		Sodexo	100	9,578	71.150	74.170		3.020	4	710,444	36
short	6/12/23	7/24/23	42		Rémy Cointreau	100	4,914	144.550	145.550	143.550	-1.000	-1	705,530	-6
long	7/24/23	8/07/23	14		Forvia	100	28,368	24.870	21.640		-3.230	-13	613,902	-97
short	8/07/23	8/12/24	371		Sartorius Stedim	100	2,310	265.700	172.300	409.730	144.030	54	946,611	53
accum	5/08/06	8/12/24	6772	days out of 6898 invested (98%)							9,366		946,611	28

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Natixis	short	7/23/07	6/01/09	679	11.57	1.48	90.37	78.81	681.42
	short	7/11/11	3/12/12	245	3.26	2.72	3.90	0.64	19.66
	short	5/28/12	6/18/12	21	1.92	1.98	1.85	-0.07	-3.50
	long	1/13/14	6/23/14	161	4.73	4.87		0.13	2.81
	short	7/22/19	7/29/19	7	3.71	3.74	3.67	-0.03	-0.92
	short	8/12/19	10/28/19	77	3.64	4.16	3.13	-0.51	-14.08	689.82
Sartorius Stedim	long	10/19/20	11/02/20	14	305.00	327.20		22.20	7.28
	long	11/09/20	6/28/21	231	320.20	402.50		82.30	25.70
	long	7/26/21	8/02/21	7	456.90	484.50		27.60	6.04
	short	8/07/23	8/12/24	371	265.70	172.30	409.73	144.03	54.21	120.51
Arkema	long	8/24/09	5/10/10	259	23.61	29.06		5.44	23.05
	long	12/06/10	6/20/11	196	51.62	65.62		14.00	27.11
	long	6/27/11	7/11/11	14	65.11	66.60		1.50	2.30
	short	6/23/14	1/26/15	217	70.66	62.72	79.59	8.94	12.65	80.26
Ubisoft	short	11/04/19	12/16/19	42	52.10	61.42	42.78	-9.32	-17.89
	short	6/28/21	7/05/21	7	58.56	60.48	56.64	-1.92	-3.28
	short	7/12/21	7/26/21	14	59.90	55.02	65.21	5.31	8.87
	short	8/02/21	2/06/23	553	53.52	20.73	138.18	84.66	158.18
	short	2/27/23	4/24/23	56	20.74	25.54	15.94	-4.80	-23.14	71.56
Ingenico	long	1/26/15	8/24/15	210	92.86	111.35		18.49	19.91
	long	7/15/19	7/22/19	7	79.20	79.40		0.20	0.25
	long	7/29/19	8/12/19	14	85.30	82.82		-2.48	-2.91
	long	10/28/19	11/04/19	7	95.28	95.64		0.36	0.38
	long	12/16/19	1/13/20	28	94.52	97.80		3.28	3.47
	long	1/20/20	3/02/20	42	97.80	131.05		33.25	34.00	62.44
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Gemalto	long	3/12/12	5/28/12	77	46.95	49.93		2.97	6.34
	long	6/18/12	10/01/12	105	53.17	69.48		16.31	30.68
	long	12/10/12	9/30/13	294	74.12	79.37		5.25	7.08	48.80
STMicroelectronics	short	10/28/13	11/11/13	14	5.59	5.65	5.53	-0.06	-1.07
	short	12/09/13	1/13/14	35	5.45	5.76	5.14	-0.31	-5.74
	long	1/30/17	2/06/17	7	12.50	13.19		0.70	5.56
	long	2/13/17	2/20/17	7	12.92	13.59		0.67	5.19
	long	4/03/17	11/13/17	224	14.29	20.38		6.09	42.58	47.63
Atos	long	7/27/09	8/10/09	14	27.96	32.84		4.88	17.46	17.46
EDF	short	8/10/09	8/24/09	14	33.88	36.95	30.81	-3.07	-9.06
	short	6/20/11	6/27/11	7	25.97	25.81	26.13	0.16	0.62
	long	10/07/13	10/28/13	21	23.76	25.57		1.81	7.62
	long	11/11/13	12/09/13	28	25.88	26.64		0.76	2.94
	short	2/20/17	4/03/17	42	9.07	7.87	10.45	1.38	15.25	16.82
Casino Guichard	short	8/24/15	1/30/17	525	5,628.00	4,978.00	6,362.87	734.87	13.06	13.06
Rexel	long	2/06/23	2/27/23	21	21.62	23.68		2.06	9.53	9.53
Dassault Systèmes	long	3/12/18	5/28/18	77	22.20	23.20		1.00	4.50	4.50
Sodexo	long	4/24/23	6/12/23	49	71.15	74.17		3.02	4.24	4.24
SES	short	9/30/13	10/07/13	7	21.15	21.02	21.28	0.13	0.62
	short	2/06/17	2/13/17	7	17.92	19.33	16.51	-1.41	-7.87
	short	11/13/17	3/12/18	119	12.61	12.70	12.52	-0.09	-0.71
	short	1/13/20	1/20/20	7	12.70	12.70	12.70	0.00	0.00
	short	3/02/20	10/19/20	231	7.26	6.65	7.92	0.66	9.14	0.45
Rémy Cointreau	short	6/12/23	7/24/23	42	144.55	145.55	143.55	-1.00	-0.69	-0.69
Getlink	short	6/08/09	7/27/09	49	4.18	4.29	4.07	-0.11	-2.56	-2.56
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Iliad	long	6/01/09	6/08/09	7	79.13	73.19		-5.94	-7.51	-7.51
Thales	short	5/08/06	12/18/06	224	34.31	37.02	31.60	-2.71	-7.90
	short	5/10/10	12/06/10	210	27.76	28.23	27.29	-0.47	-1.69	-9.46
Forvia	long	7/24/23	8/07/23	14	24.87	21.64		-3.23	-12.99	-12.99
Air France-KLM	short	5/28/18	7/15/19	413	73.06	87.62	58.50	-14.56	-19.93	-19.93
Hermes International	long	12/18/06	7/23/07	217	91.25	77.14		-14.11	-15.46
	short	10/01/12	12/10/12	70	211.45	235.50	187.40	-24.05	-11.37	-25.08
Klépierre	short	11/02/20	11/09/20	7	11.06	15.00	7.11	-3.95	-35.69
	long	7/05/21	7/12/21	7	22.86	22.26		-0.60	-2.62	-37.37

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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