RS Chart
Assessment - CAC Next 20 in Swiss Franc - 12/06/21 - RS = 31
 ⇐ 
  instrument freshest Δday 12/06/21 Δwk 5/03/21  prc diff Δ31   ∅-RS
real-time RS chart chart add note CAC Next 20 20,182.236  Wed -0.40 20,004.577 0.89 20,968.970 -964.393 -4.60   -3.41 
real-time RS chart chart S add note Ubisoft 45.433  Wed 3.01 42.561 6.75 68.942 -26.382 -38.27   -34.04 
real-time RS chart chart add note Sartorius Stedim 500.600  Wed -0.25 476.682 5.02 423.196 53.487 12.64   12.16 
real-time RS chart chart add note Eurofins Scientific 109.666  Wed 0.38 106.491 2.98 91.179 15.312 16.79   9.30 
real-time RS chart chart L add note bioMérieux 123.557  Wed 120.163 2.82 109.218 10.945 10.02   4.29 
real-time RS chart chart S add note Getlink 14.366  Wed 0.15 13.995 2.65 14.669 -0.673 -4.59   -4.40 
real-time RS chart chart add note Bureau Veritas 30.101  Wed 0.14 29.735 1.23 27.480 2.255 8.21   8.31 
real-time RS chart chart L add note Arkema 127.839  Wed -0.53 126.377 1.16 115.032 11.345 9.86   11.42 
real-time RS chart chart L add note Valeo 28.597  Wed 0.22 28.294 1.07 29.953 -1.660 -5.54   -3.70 
real-time RS chart chart S add note Euronext 90.919  Wed -1.75 90.135 0.87 92.389 -2.253 -2.44   -9.13 
real-time RS chart chart L add note EDF 13.364  Wed -1.16 13.306 0.43 13.361 -0.055 -0.41   6.56 
real-time RS chart chart add note Faurecia 41.778  Wed 0.18 41.684 0.23 49.926 -8.243 -16.51   -9.32 
real-time RS chart chart add note Suez Environnement 20.649  Wed 0.25 20.602 0.23 21.819 -1.218 -5.58   1.25 
real-time RS chart chart S add note Accor 28.639  Wed 0.51 28.618 0.07 36.977 -8.360 -22.61   -14.70 
real-time RS chart chart S add note Eiffage 89.321  Wed -0.49 89.321 101.259 -11.939 -11.79   -4.23 
real-time RS chart chart add note Solvay 106.846  Wed -1.49 106.898 -0.05 117.561 -10.662 -9.07   -6.58 
real-time RS chart chart S add note Klépierre 20.179  Wed -0.13 20.241 -0.31 24.216 -3.974 -16.41   -8.10 
real-time RS chart chart S add note Orpea 86.166  Wed -1.03 86.542 -0.43 117.670 -31.128 -26.45   -22.31 
real-time RS chart chart add note Sodexo 80.485  Wed 80.881 -0.49 91.982 -11.100 -12.07   -3.08 
real-time RS chart chart S add note Edenred 41.537  Wed -1.88 41.966 -1.02 52.026 -10.060 -19.34   -17.24 
real-time RS chart chart S add note Gecina 121.886  Wed -1.10 123.401 -1.23 136.797 -13.396 -9.79   -8.40 
 CAC Next 20 - 20 out of 20 instruments rated - 12/06/21 / 5/03/21 - 5 did rise, Market-Ratio(31) in CHF = 25.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
CAC Next 20 RS = 31 - B/S = 73/70
Market Chart
1/02/17 scale up chart 12/06/21
 


Transactions CAC Next 20 in Swiss Franc * A31 - 73/70 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 5/08/06 126    - cash -
short 5/08/06  12/18/06 224  RT RS QC  Thales 100  186   53.548  59.147 47.948  -5.599 -10  8,959 -16  
long 12/18/06   7/23/07 217  RT RS QC  Hermes International 100  61   145.790  128.091    -17.699 -12  7,879 -20  
short 7/23/07   6/01/09 679  RT RS QC  Natixis 100  410   19.204  2.234 165.061  145.858 760  67,681 218  
long 6/01/09   6/08/09 7  RT RS QC  Iliad 100  566   119.447  110.992    -8.455 -7  62,895 -98  
short 6/08/09   7/27/09 49  RT RS QC  Getlink 100  9,921   6.339  6.527 6.152  -0.188 -3  61,034 -20  
long 7/27/09   8/10/09 14  RT RS QC  Atos 100  1,434   42.561  50.346    7.784 18  72,197 7,877  
short 8/10/09   8/24/09 14  RT RS QC  EDF 100  1,389   51.948  56.027 47.869  -4.079 -8  66,531 -88  
long 8/24/09   5/10/10 259  RT RS QC  Arkema 100  1,858   35.806  41.073    5.268 15  76,318 21  
short 5/10/10  12/06/10 210  RT RS QC  Thales 100  1,944   39.239  36.860 41.771  2.532 6  81,241 11  
long 12/06/10   6/20/11 196  RT RS QC  Arkema 100  1,205   67.402  79.659    12.257 18  96,011 37  
short 6/20/11   6/27/11 7  RT RS QC  EDF 100  3,045   31.522  30.527 32.548  1.027 3  99,137 432  
long 6/27/11   7/11/11 14  RT RS QC  Arkema 100  1,287   77.019  79.482    2.462 3  102,307 127  
short 7/11/11   3/12/12 245  RT RS QC  Natixis 100  26,328   3.886  3.281 4.602  0.716 18  121,162 29  
long 3/12/12   5/28/12 77  RT RS QC  Gemalto 100  2,140   56.612  59.970    3.358 6  128,348 31  
short 5/28/12   6/18/12 21  RT RS QC  Natixis 100  55,737   2.303  2.383 2.222  -0.081 -3  123,861 -46  
long 6/18/12  10/01/12 105  RT RS QC  Gemalto 100  1,939   63.868  83.960    20.092 31  162,819 159  
short 10/01/12  12/10/12 70  RT RS QC  Hermes International 100  637   255.516  284.508 226.525  -28.991 -11  144,351 -47  
long 12/10/12   9/30/13 294  RT RS QC  Gemalto 100  1,612   89.544  97.625    8.081 9  157,377 11  
short 9/30/13  10/07/13 7  RT RS QC  SES 100  6,049   26.015  25.775 26.257  0.242 1  158,841 62  
long 10/07/13  10/28/13 21  RT RS QC  EDF 100  5,451   29.135  31.579    2.444 8  172,166 306  
short 10/28/13  11/11/13 14  RT RS QC  STMicroelectronics 100  24,925   6.907  6.971 6.844  -0.063 -1  170,587 -21  
long 11/11/13  12/09/13 28  RT RS QC  EDF 100  5,345   31.913  32.591    0.679 2  174,215 32  
short 12/09/13   1/13/14 35  RT RS QC  STMicroelectronics 100  26,128   6.668  7.085 6.250  -0.418 -6  163,305 -49  
long 1/13/14   6/23/14 161  RT RS QC  Natixis 100  28,059   5.820  5.921    0.101 2  166,132 4  
short 6/23/14   1/26/15 217  RT RS QC  Arkema 100  1,932   85.952  63.604 116.151  30.199 35  224,477 66  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 1/26/15   8/24/15 210  RT RS QC  Ingenico 100  2,383   94.169  120.347    26.178 28  286,858 53  
short 8/24/15   1/30/17 525  RT RS QC  Casino Guichard 100  4,715   60.827  52.976 69.843  9.015 15  329,365 10  
long 1/30/17   2/06/17 7  RT RS QC  STMicroelectronics 100  24,769   13.297  14.047    0.750 6  347,946 1,649  
short 2/06/17   2/13/17 7  RT RS QC  SES 100  18,236   19.079  20.597 17.562  -1.517 -8  320,281 -99  
long 2/13/17   2/20/17 7  RT RS QC  STMicroelectronics 100  23,268   13.765  14.457    0.692 5  336,390 1,192  
short 2/20/17   4/03/17 42  RT RS QC  EDF 100  34,850   9.652  8.408 11.080  1.428 15  386,156 232  
long 4/03/17  11/13/17 224  RT RS QC  STMicroelectronics 100  25,292   15.267  23.677    8.410 55  598,860 104  
short 11/13/17   3/12/18 119  RT RS QC  SES 100  40,867   14.654  14.842 14.465  -0.189 -1  591,152 -4  
long 3/12/18   5/28/18 77  RT RS QC  Dassault Systèmes 100  22,784   25.945  26.809    0.864 3  610,828 17  
short 5/28/18   7/15/19 413  RT RS QC  Air France-KLM 100  72,352   8.442  9.715 7.170  -1.272 -15  518,764 -13  
long 7/15/19   7/22/19 7  RT RS QC  Ingenico 100  5,907   87.813  87.402    -0.411 0  516,336 -22  
short 7/22/19   7/29/19 7  RT RS QC  Natixis 100  126,534   4.081  4.134 4.028  -0.053 -1  509,618 -49  
long 7/29/19   8/12/19 14  RT RS QC  Ingenico 100  5,406   94.255  90.322    -3.933 -4  488,357 -67  
short 8/12/19  10/28/19 77  RT RS QC  Natixis 100  122,885   3.974  4.591 3.357  -0.617 -16  412,577 -55  
long 10/28/19  11/04/19 7  RT RS QC  Ingenico 100  3,920   105.222  105.138    -0.084 0  412,246 -4  
short 11/04/19  12/16/19 42  RT RS QC  Ubisoft 100  7,197   57.274  67.297 47.251  -10.023 -18  340,108 -81  
long 12/16/19   1/13/20 28  RT RS QC  Ingenico 100  3,284   103.565  106.033    2.468 2  348,214 36  
short 1/13/20   1/20/20 7  RT RS QC  SES 100  25,289   13.769  13.769 13.769  0.000 0  348,214 0  
long 1/20/20   3/02/20 42  RT RS QC  Ingenico 100  3,284   106.033  140.003    33.971 32  459,773 1,019  
short 3/02/20  10/19/20 231  RT RS QC  SES 100  59,296   7.754  7.126 8.437  0.684 9  500,304 14  
long 10/19/20  11/02/20 14  RT RS QC  Sartorius Stedim 100  1,530   326.820  350.101    23.281 7  535,924 501  
short 11/02/20  11/09/20 7  RT RS QC  Klépierre 100  45,306   11.829  16.167 7.491  -4.338 -37  339,376 -100  
long 11/09/20   6/28/21 231  RT RS QC  Sartorius Stedim 100  983   345.112  441.140    96.028 28  433,772 47  
short 6/28/21   7/05/21 7  RT RS QC  Ubisoft 100  6,758   64.182  66.178 62.185  -1.997 -3  420,278 -81  
long 7/05/21   7/12/21 7  RT RS QC  Klépierre 100  16,801   25.014  24.163    -0.851 -3  405,976 -84  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 7/12/21   7/26/21 14  RT RS QC  Ubisoft 100  6,243   65.020  59.482 71.073  6.053 9  443,765 918  
long 7/26/21   8/02/21 7  RT RS QC  Sartorius Stedim 100  898   493.955  520.513    26.558 5  467,614 1,434  
short 8/02/21  12/08/21 128  RT RS QC  Ubisoft 100  8,132   57.498  45.433 72.767  15.269 27  591,781 96  
accum 5/08/06 12/08/215694 days out of 5820 invested (98%) 5,818 591,781 30  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Natixisshort  7/23/07  6/01/0967919.202.23165.06145.86 759.53 
 short  7/11/11  3/12/122453.893.284.600.72 18.43 
 short  5/28/12  6/18/12212.302.382.22-0.08 -3.50 
 long  1/13/14  6/23/141615.825.920.10 1.73 
 short  7/22/19  7/29/1974.084.134.03-0.05 -1.30 
 short  8/12/19 10/28/19773.974.593.36-0.62 -15.52733.31 
 Arkema long  8/24/09  5/10/1025935.8141.075.27 14.71 
 long 12/06/10  6/20/1119667.4079.6612.26 18.19 
 long  6/27/11  7/11/111477.0279.482.46 3.20 
 short  6/23/14  1/26/1521785.9563.60116.1530.20 35.1489.06 
 Ingenicolong  1/26/15  8/24/1521094.17120.3526.18 27.80 
 long  7/15/19  7/22/19787.8187.40-0.41 -0.47 
 long  7/29/19  8/12/191494.2590.32-3.93 -4.17 
 long 10/28/19 11/04/197105.22105.14-0.08 -0.08 
 long 12/16/19  1/13/2028103.56106.032.47 2.38 
 long  1/20/20  3/02/2042106.03140.0033.97 32.0464.65 
 STMicroelectronicsshort 10/28/13 11/11/13146.916.976.84-0.06 -0.92 
 short 12/09/13  1/13/14356.677.096.25-0.42 -6.26 
 long  1/30/17  2/06/17713.3014.050.75 5.64 
 long  2/13/17  2/20/17713.7614.460.69 5.03 
 long  4/03/17 11/13/1722415.2723.688.41 55.0859.82 
 Gemaltolong  3/12/12  5/28/127756.6159.973.36 5.93 
 long  6/18/12 10/01/1210563.8783.9620.09 31.46 
 long 12/10/12  9/30/1329489.5497.638.08 9.0251.82 
 Sartorius Stedimlong 10/19/20 11/02/2014326.82350.1023.28 7.12 
 long 11/09/20  6/28/21231345.11441.1496.03 27.83 
 long  7/26/21  8/02/217493.95520.5126.56 5.3844.29 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 EDFshort  8/10/09  8/24/091451.9556.0347.87-4.08 -7.85 
 short  6/20/11  6/27/11731.5230.5332.551.03 3.26 
 long 10/07/13 10/28/132129.1331.582.44 8.39 
 long 11/11/13 12/09/132831.9132.590.68 2.13 
 short  2/20/17  4/03/17429.658.4111.081.43 14.7920.91 
 Atoslong  7/27/09  8/10/091442.5650.357.78 18.2918.29 
 Casino Guichardshort  8/24/15  1/30/1752560.8352.9869.849.02 14.8214.82 
 Ubisoftshort 11/04/19 12/16/194257.2767.3047.25-10.02 -17.50 
 short  6/28/21  7/05/21764.1866.1862.19-2.00 -3.11 
 short  7/12/21  7/26/211465.0259.4871.076.05 9.31 
 short  8/02/21 12/08/2112857.5045.4372.7715.27 26.5610.58 
 Dassault Systèmeslong  3/12/18  5/28/187725.9526.810.86 3.333.33 
 SESshort  9/30/13 10/07/13726.0125.7726.260.24 0.93 
 short  2/06/17  2/13/17719.0820.6017.56-1.52 -7.95 
 short 11/13/17  3/12/1811914.6514.8414.47-0.19 -1.29 
 short  1/13/20  1/20/20713.7713.7713.770.00 0.00 
 short  3/02/20 10/19/202317.757.138.440.68 8.82-0.21 
 Getlinkshort  6/08/09  7/27/09496.346.536.15-0.19 -2.96-2.96 
 Thalesshort  5/08/06 12/18/0622453.5559.1547.95-5.60 -10.46 
 short  5/10/10 12/06/1021039.2436.8641.772.53 6.45-4.68 
 Iliadlong  6/01/09  6/08/097119.45110.99-8.45 -7.08-7.08 
 Air France-KLMshort  5/28/18  7/15/194138.449.717.17-1.27 -15.07-15.07 
 Hermes Internationallong 12/18/06  7/23/07217145.79128.09-17.70 -12.14 
 short 10/01/12 12/10/1270255.52284.51226.52-28.99 -11.35-22.11 
 Klépierreshort 11/02/20 11/09/20711.8316.177.49-4.34 -36.68 
 long  7/05/21  7/12/21725.0124.16-0.85 -3.40-38.83 


Annotations
11/19/20Eurofins Scientificstock split 1:10 (ten for one)
9/20/17bioMérieuxstock split 1:3 (three for one)
3/20/17CAC Next 20Klépierre replaces Atos
7/15/16CAC Next 20Eiffage replaces Eutelsat
6/06/16Valeostock split 1:3 (three for one)
5/06/16Sartorius Stedimstock split 1 : 6 (six for one)
3/21/16CAC Next 20Alstom replaces Sodexo
1/05/16CAC Next 20complete analysis
12/21/15Sartorius Stedimrecording started
 CAC Next 20EDF and Groupe Eurotunnel replace Klépierre and Vallourec
8/23/15CAC Next 20complete analysis
7/08/15CAC Next 20market adjustment to index: Hermes, Ingenico and Klépierre replace CGG, Eutelsat and Lagardere