Share-o-matic - Assessment CAC Next 20

Assessment - CAC Next 20 - 4/12/23 - RS = 31

		⇓instrument	freshest		⇓ Δday	4/12/23	⇓ Δwk	1/05/23	prc diff	⇓ Δ31	∅-RS
		CAC Next 20	17,451.900	Fri	0.72	17,101.500	2.05	17,590.200	-488.700	-2.78	-0.24
	L	Euronext	77.700	Fri	0.84	76.850	1.11	72.100	4.750	6.59	12.03
	L	Getlink	17.190	Fri	0.70	16.915	1.63	16.960	-0.045	-0.27	8.49
		Accor	34.810	Fri	2.20	32.860	5.93	32.120	0.740	2.30	7.80
	L	Gecina	107.100	Fri	-0.46	105.100	1.90	100.900	4.200	4.16	6.77
	L	bioMérieux	97.880	Fri	0.99	100.850	-2.94	94.900	5.950	6.27	6.22
		Rexel	23.860	Fri	1.71	22.140	7.77	21.000	1.140	5.43	6.14
		Solvay	112.350	Fri	-0.04	109.300	2.79	108.850	0.450	0.41	6.06
		Sodexo	100.050	Fri	-1.23	100.150	-0.10	97.200	2.950	3.03	5.37
		Arkema	91.640	Fri	-0.59	91.880	-0.26	89.620	2.260	2.52	2.36
		Klépierre	23.580	Fri	0.21	23.300	1.20	22.960	0.340	1.48	2.30
		Ubisoft	24.300	Fri	-2.45	25.020	-2.88	26.490	-1.470	-5.55	-1.89
		Eiffage	96.280	Fri	0.54	93.540	2.93	107.900	-14.360	-13.31	-1.95
	S	Forvia	19.325	Fri	2.25	18.280	5.72	18.750	-0.470	-2.51	-2.62
	S	Edenred	53.200	Fri	1.03	51.340	3.62	58.920	-7.580	-12.86	-6.23
	S	Bureau Veritas	21.650	Fri	-0.18	22.040	-1.77	26.140	-4.100	-15.68	-10.73
		Aéroports de Paris	117.000	Fri	2.27	113.000	3.54	144.100	-31.100	-21.58	-10.88
		Air France-KLM	12.444	Fri	1.42	12.136	2.54	15.685	-3.549	-22.63	-15.70
		Sartorius Stedim	204.800	Fri	0.84	200.600	2.09	242.500	-41.900	-17.28	-21.41
	S	Rémy Cointreau	107.050	Fri	2.54	108.100	-0.97	156.850	-48.750	-31.08	-25.74
	S	Valeo	14.300	Fri	3.25	12.850	11.28	17.665	-4.815	-27.26	-26.89
CAC Next 20 - 20 out of 20 instruments rated - 4/12/23 / 1/05/23 - 9 did rise, Market-Ratio(31) = 45.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

7/01/19	scale up chart	4/12/23

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
2/01/06		8/05/06	126		- cash -
short	8/05/06	18/12/06	224		Thales	100	291	34.310	37.020	31.600	-2.710	-8	9,211	-13
long	18/12/06	23/07/07	217		Hermes International	100	100	91.250	77.140		-14.110	-15	7,800	-25
short	23/07/07	1/06/09	679		Natixis	100	674	11.565	1.480	90.371	78.806	681	60,916	202
long	1/06/09	8/06/09	7		Iliad	100	769	79.125	73.185		-5.940	-8	56,348	-98
short	8/06/09	27/07/09	49		Getlink	100	13,480	4.180	4.287	4.073	-0.107	-3	54,905	-18
long	27/07/09	10/08/09	14		Atos	100	1,964	27.955	32.835		4.880	17	64,490	6,534
short	10/08/09	24/08/09	14		EDF	100	1,903	33.880	36.950	30.810	-3.070	-9	58,648	-92
long	24/08/09	10/05/10	259		Arkema	100	2,483	23.614	29.058		5.444	23	72,165	34
short	10/05/10	6/12/10	210		Thales	100	2,599	27.760	28.230	27.290	-0.470	-2	70,944	-3
long	6/12/10	20/06/11	196		Arkema	100	1,374	51.621	65.617		13.996	27	90,174	56
short	20/06/11	27/06/11	7		EDF	100	3,472	25.965	25.805	26.126	0.161	1	90,733	38
long	27/06/11	11/07/11	14		Arkema	100	1,393	65.105	66.601		1.496	2	92,817	81
short	11/07/11	12/03/12	245		Natixis	100	28,506	3.256	2.721	3.896	0.640	20	111,066	31
long	12/03/12	28/05/12	77		Gemalto	100	2,365	46.950	49.925		2.975	6	118,102	34
short	28/05/12	18/06/12	21		Natixis	100	61,607	1.917	1.984	1.850	-0.067	-3	113,975	-46
long	18/06/12	1/10/12	105		Gemalto	100	2,143	53.170	69.480		16.310	31	148,927	153
short	1/10/12	10/12/12	70		Hermes International	100	704	211.450	235.500	187.400	-24.050	-11	131,996	-47
long	10/12/12	30/09/13	294		Gemalto	100	1,780	74.120	79.370		5.250	7	141,341	9
short	30/09/13	7/10/13	7		SES	100	6,682	21.150	21.020	21.281	0.131	1	142,215	38
long	7/10/13	28/10/13	21		EDF	100	5,985	23.760	25.570		1.810	8	153,048	258
short	28/10/13	11/11/13	14		STMicroelectronics	100	27,364	5.593	5.653	5.533	-0.060	-1	151,406	-25
long	11/11/13	9/12/13	28		EDF	100	5,850	25.880	26.640		0.760	3	155,852	46
short	9/12/13	13/01/14	35		STMicroelectronics	100	28,596	5.450	5.763	5.137	-0.313	-6	146,901	-46
long	13/01/14	23/06/14	161		Natixis	100	31,031	4.734	4.867		0.133	3	151,028	6
short	23/06/14	26/01/15	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	26/01/15	24/08/15	210		Ingenico	100	1,832	92.860	111.350		18.490	20	204,005	37
short	24/08/15	30/01/17	525		Casino Guichard	100	3,624	56.280	49.780	63.629	7.349	13	230,636	9
long	30/01/17	6/02/17	7		STMicroelectronics	100	18,458	12.495	13.190		0.695	6	243,465	1,582
short	6/02/17	13/02/17	7		SES	100	13,589	17.915	19.325	16.505	-1.410	-8	224,304	-99
long	13/02/17	20/02/17	7		STMicroelectronics	100	17,367	12.915	13.585		0.670	5	235,940	1,297
short	20/02/17	3/04/17	42		EDF	100	26,013	9.070	7.870	10.453	1.383	15	271,916	243
long	3/04/17	13/11/17	224		STMicroelectronics	100	19,028	14.290	20.375		6.085	43	387,701	78
short	13/11/17	12/03/18	119		SES	100	30,745	12.610	12.700	12.520	-0.090	-1	384,934	-2
long	12/03/18	28/05/18	77		Dassault Systèmes	100	17,339	22.200	23.200		1.000	5	402,273	23
short	28/05/18	15/07/19	413		Air France-KLM	100	5,506	73.060	87.620	58.500	-14.560	-20	322,106	-18
long	15/07/19	22/07/19	7		Ingenico	100	4,066	79.200	79.400		0.200	0	322,919	14
short	22/07/19	29/07/19	7		Natixis	100	87,110	3.707	3.741	3.673	-0.034	-1	319,957	-38
long	29/07/19	12/08/19	14		Ingenico	100	3,750	85.300	82.820		-2.480	-3	310,657	-54
short	12/08/19	28/10/19	77		Natixis	100	85,251	3.644	4.157	3.131	-0.513	-14	266,924	-51
long	28/10/19	4/11/19	7		Ingenico	100	2,801	95.280	95.640		0.360	0	267,932	22
short	4/11/19	16/12/19	42		Ubisoft	100	5,142	52.100	61.420	42.780	-9.320	-18	220,008	-82
long	16/12/19	13/01/20	28		Ingenico	100	2,327	94.520	97.800		3.280	3	227,641	56
short	13/01/20	20/01/20	7		SES	100	17,924	12.700	12.700	12.700	0.000	0	227,641	0
long	20/01/20	2/03/20	42		Ingenico	100	2,327	97.800	131.050		33.250	34	305,014	1,172
short	2/03/20	19/10/20	231		SES	100	42,024	7.258	6.650	7.922	0.664	9	332,901	15
long	19/10/20	2/11/20	14		Sartorius Stedim	100	1,091	305.000	327.200		22.200	7	357,121	524
short	2/11/20	9/11/20	7		Klépierre	100	32,304	11.055	15.000	7.110	-3.945	-36	229,682	-100
long	9/11/20	28/06/21	231		Sartorius Stedim	100	717	320.200	402.500		82.300	26	288,691	44
short	28/06/21	5/07/21	7		Ubisoft	100	4,929	58.560	60.480	56.640	-1.920	-3	279,227	-82
long	5/07/21	12/07/21	7		Klépierre	100	12,214	22.860	22.260		-0.600	-3	271,899	-75
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	4,539	59.900	55.020	65.213	5.313	9	296,014	817
long	26/07/21	2/08/21	7		Sartorius Stedim	100	647	456.900	484.500		27.600	6	313,871	2,029
short	2/08/21	6/02/23	553		Ubisoft	100	5,864	53.520	20.730	138.176	84.656	158	810,294	87
long	6/02/23	27/02/23	21		Rexel	100	37,478	21.620	23.680		2.060	10	887,499	386
short	27/02/23	24/04/23	56		Ubisoft	100	42,791	20.740	25.540	15.940	-4.800	-23	682,102	-82
long	24/04/23	12/06/23	49		Sodexo	100	6,974	97.800	101.950		4.150	4	711,044	36
short	12/06/23	24/07/23	42		Rémy Cointreau	100	4,919	144.550	145.550	143.550	-1.000	-1	706,125	-6
long	24/07/23	7/08/23	14		Forvia	100	28,392	24.870	21.640		-3.230	-13	614,419	-97
short	7/08/23	8/12/23	123		Sartorius Stedim	100	2,312	265.700	204.800	344.709	79.009	30	797,089	117
accum	8/05/06	8/12/23	6426	days out of 6552 invested (98%)							7,871		797,089	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	11.57	1.48	90.37	78.81	681.42
	short	11/07/11	12/03/12	245	3.26	2.72	3.90	0.64	19.66
	short	28/05/12	18/06/12	21	1.92	1.98	1.85	-0.07	-3.50
	long	13/01/14	23/06/14	161	4.73	4.87		0.13	2.81
	short	22/07/19	29/07/19	7	3.71	3.74	3.67	-0.03	-0.92
	short	12/08/19	28/10/19	77	3.64	4.16	3.13	-0.51	-14.08	689.82
Sartorius Stedim	long	19/10/20	2/11/20	14	305.00	327.20		22.20	7.28
	long	9/11/20	28/06/21	231	320.20	402.50		82.30	25.70
	long	26/07/21	2/08/21	7	456.90	484.50		27.60	6.04
	short	7/08/23	8/12/23	123	265.70	204.80	344.71	79.01	29.74	85.52
Arkema	long	24/08/09	10/05/10	259	23.61	29.06		5.44	23.05
	long	6/12/10	20/06/11	196	51.62	65.62		14.00	27.11
	long	27/06/11	11/07/11	14	65.11	66.60		1.50	2.30
	short	23/06/14	26/01/15	217	70.66	62.72	79.59	8.94	12.65	80.26
Ubisoft	short	4/11/19	16/12/19	42	52.10	61.42	42.78	-9.32	-17.89
	short	28/06/21	5/07/21	7	58.56	60.48	56.64	-1.92	-3.28
	short	12/07/21	26/07/21	14	59.90	55.02	65.21	5.31	8.87
	short	2/08/21	6/02/23	553	53.52	20.73	138.18	84.66	158.18
	short	27/02/23	24/04/23	56	20.74	25.54	15.94	-4.80	-23.14	71.56
Ingenico	long	26/01/15	24/08/15	210	92.86	111.35		18.49	19.91
	long	15/07/19	22/07/19	7	79.20	79.40		0.20	0.25
	long	29/07/19	12/08/19	14	85.30	82.82		-2.48	-2.91
	long	28/10/19	4/11/19	7	95.28	95.64		0.36	0.38
	long	16/12/19	13/01/20	28	94.52	97.80		3.28	3.47
	long	20/01/20	2/03/20	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	12/03/12	28/05/12	77	46.95	49.93		2.97	6.34
	long	18/06/12	1/10/12	105	53.17	69.48		16.31	30.68
	long	10/12/12	30/09/13	294	74.12	79.37		5.25	7.08	48.80
STMicroelectronics	short	28/10/13	11/11/13	14	5.59	5.65	5.53	-0.06	-1.07
	short	9/12/13	13/01/14	35	5.45	5.76	5.14	-0.31	-5.74
	long	30/01/17	6/02/17	7	12.50	13.19		0.70	5.56
	long	13/02/17	20/02/17	7	12.92	13.59		0.67	5.19
	long	3/04/17	13/11/17	224	14.29	20.38		6.09	42.58	47.63
Atos	long	27/07/09	10/08/09	14	27.96	32.84		4.88	17.46	17.46
EDF	short	10/08/09	24/08/09	14	33.88	36.95	30.81	-3.07	-9.06
	short	20/06/11	27/06/11	7	25.97	25.81	26.13	0.16	0.62
	long	7/10/13	28/10/13	21	23.76	25.57		1.81	7.62
	long	11/11/13	9/12/13	28	25.88	26.64		0.76	2.94
	short	20/02/17	3/04/17	42	9.07	7.87	10.45	1.38	15.25	16.82
Casino Guichard	short	24/08/15	30/01/17	525	56.28	49.78	63.63	7.35	13.06	13.06
Rexel	long	6/02/23	27/02/23	21	21.62	23.68		2.06	9.53	9.53
Dassault Systèmes	long	12/03/18	28/05/18	77	22.20	23.20		1.00	4.50	4.50
Sodexo	long	24/04/23	12/06/23	49	97.80	101.95		4.15	4.24	4.24
SES	short	30/09/13	7/10/13	7	21.15	21.02	21.28	0.13	0.62
	short	6/02/17	13/02/17	7	17.92	19.33	16.51	-1.41	-7.87
	short	13/11/17	12/03/18	119	12.61	12.70	12.52	-0.09	-0.71
	short	13/01/20	20/01/20	7	12.70	12.70	12.70	0.00	0.00
	short	2/03/20	19/10/20	231	7.26	6.65	7.92	0.66	9.14	0.45
Rémy Cointreau	short	12/06/23	24/07/23	42	144.55	145.55	143.55	-1.00	-0.69	-0.69
Getlink	short	8/06/09	27/07/09	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	1/06/09	8/06/09	7	79.13	73.19		-5.94	-7.51	-7.51
Thales	short	8/05/06	18/12/06	224	34.31	37.02	31.60	-2.71	-7.90
	short	10/05/10	6/12/10	210	27.76	28.23	27.29	-0.47	-1.69	-9.46
Forvia	long	24/07/23	7/08/23	14	24.87	21.64		-3.23	-12.99	-12.99
Air France-KLM	short	28/05/18	15/07/19	413	73.06	87.62	58.50	-14.56	-19.93	-19.93
Hermes International	long	18/12/06	23/07/07	217	91.25	77.14		-14.11	-15.46
	short	1/10/12	10/12/12	70	211.45	235.50	187.40	-24.05	-11.37	-25.08
Klépierre	short	2/11/20	9/11/20	7	11.06	15.00	7.11	-3.95	-35.69
	long	5/07/21	12/07/21	7	22.86	22.26		-0.60	-2.62	-37.37

Annotations

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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