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Assessment - CAC Next 20 in Swiss Franc - 10/02/20 - RS = 31

		⇓instrument	freshest		Δday	10/02/20	⇓ Δwk	8/07/19	prc diff	⇓ Δ31	⇓∅-RS
	L	CAC Next 20	21,212.820	09:14	0.32	20,670.835	2.62	18,738.815	1,932.021	10.31	7.78
		Faurecia	49.431	09:13	7.74	45.272	9.19	43.144	2.128	4.93	-3.03
	L	Alstom	52.855	09:11	1.98	50.018	5.67	46.531	3.487	7.49	14.11
	S	Air France-KLM	10.385	09:14	1.84	9.389	10.61	9.903	-0.514	-5.19	-11.56
	L	EDF	13.886	09:13	1.20	12.254	13.32	12.348	-0.095	-0.77	1.33
	S	Arkema	92.720	09:12	1.07	90.821	2.09	89.185	1.636	1.83	-4.53
	S	Solvay	104.451	09:12	0.43	102.510	1.89	98.610	3.901	3.96	-3.85
	L	Natixis	4.656	09:13	0.34	4.602	1.18	4.049	0.553	13.65	2.13
	L	Ingenico	146.108	09:12		141.522	3.24	83.704	57.817	69.07	60.48
	L	Teleperformance	257.662	09:14		251.476	2.46	194.278	57.198	29.44	22.30
		Scor	39.694	09:13	-0.03	39.065	1.61	44.058	-4.993	-11.33	-6.73
		Edenred	52.705	09:14	-0.06	53.303	-1.12	50.196	3.107	6.19	11.24
	L	Suez Environnement	15.976	09:13	-0.13	15.832	0.91	14.387	1.445	10.04	10.94
	S	Klépierre	33.210	09:13	-0.29	31.930	4.01	33.007	-1.077	-3.26	-6.47
	L	Eiffage	117.366	09:14	-0.41	114.540	2.47	98.431	16.109	16.37	12.34
	L	Gecina	192.286	09:13	-0.66	187.274	2.68	146.934	40.340	27.45	19.92
	L	Ubisoft	78.813	09:13	-1.02	77.853	1.23	79.293	-1.440	-1.82	5.68
	L	Thales	100.761	09:14	-1.58	102.723	-1.91	116.355	-13.632	-11.72	-7.29
	S	SES	11.561	09:13	-1.90	12.766	-9.44	15.468	-2.702	-17.47	-20.36
	L	Bureau Veritas	26.598	09:14	-2.35	26.673	-0.28	24.541	2.132	8.69	9.35
CAC Next 20 - 19 out of 19 instruments rated - 10/02/20 / 8/07/19 - 12 did rise, Market-Ratio(31) in CHF = 63.16 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

4/01/16	scale up chart	10/02/20

Transactions CAC Next 20 in Swiss Franc * 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	186	53.548	59.147	47.948	-5.599	-10	8,959	-16
long	18/12/06	23/07/07	217		Hermes International	100	61	145.790	128.091		-17.699	-12	7,879	-20
short	23/07/07	1/06/09	679		Natixis	100	410	19.204	2.234	165.061	145.858	760	67,681	218
long	1/06/09	8/06/09	7		Iliad	100	566	119.447	110.992		-8.455	-7	62,895	-98
short	8/06/09	27/07/09	49		Getlink	100	9,921	6.339	6.527	6.152	-0.188	-3	61,034	-20
long	27/07/09	10/08/09	14		Atos	100	1,434	42.561	50.346		7.784	18	72,197	7,877
short	10/08/09	24/08/09	14		EDF	100	1,389	51.948	56.027	47.869	-4.079	-8	66,531	-88
long	24/08/09	10/05/10	259		Arkema	100	1,858	35.806	41.073		5.268	15	76,318	21
short	10/05/10	6/12/10	210		Thales	100	1,944	39.239	36.860	41.771	2.532	6	81,241	11
long	6/12/10	20/06/11	196		Arkema	100	1,205	67.402	79.659		12.257	18	96,011	37
short	20/06/11	27/06/11	7		EDF	100	3,045	31.522	30.527	32.548	1.027	3	99,137	432
long	27/06/11	11/07/11	14		Arkema	100	1,287	77.019	79.482		2.462	3	102,307	127
short	11/07/11	12/03/12	245		Natixis	100	26,328	3.886	3.281	4.602	0.716	18	121,162	29
long	12/03/12	28/05/12	77		Gemalto	100	2,140	56.612	59.970		3.358	6	128,348	31
short	28/05/12	18/06/12	21		Natixis	100	55,737	2.303	2.383	2.222	-0.081	-3	123,861	-46
long	18/06/12	1/10/12	105		Gemalto	100	1,939	63.868	83.960		20.092	31	162,819	159
short	1/10/12	10/12/12	70		Hermes International	100	637	255.516	284.508	226.525	-28.991	-11	144,351	-47
long	10/12/12	30/09/13	294		Gemalto	100	1,612	89.544	97.625		8.081	9	157,377	11
short	30/09/13	7/10/13	7		SES	100	6,049	26.015	25.775	26.257	0.242	1	158,841	62
long	7/10/13	28/10/13	21		EDF	100	5,451	29.135	31.579		2.444	8	172,166	306
short	28/10/13	11/11/13	14		STMicroelectronics	100	24,925	6.907	6.971	6.844	-0.063	-1	170,587	-21
long	11/11/13	9/12/13	28		EDF	100	5,345	31.913	32.591		0.679	2	174,215	32
short	9/12/13	13/01/14	35		STMicroelectronics	100	26,128	6.668	7.085	6.250	-0.418	-6	163,305	-49
long	13/01/14	23/06/14	161		Natixis	100	28,059	5.820	5.921		0.101	2	166,132	4
short	23/06/14	26/01/15	217		Arkema	100	1,932	85.952	63.604	116.151	30.199	35	224,477	66
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	2,383	94.169	120.347		26.178	28	286,858	53
short	24/08/15	30/01/17	525		Casino Guichard	100	4,715	60.827	52.976	69.843	9.015	15	329,365	10
long	30/01/17	6/02/17	7		STMicroelectronics	100	24,769	13.297	14.047		0.750	6	347,946	1,649
short	6/02/17	13/02/17	7		SES	100	18,236	19.079	20.597	17.562	-1.517	-8	320,281	-99
long	13/02/17	20/02/17	7		STMicroelectronics	100	23,268	13.765	14.457		0.692	5	336,390	1,192
short	20/02/17	3/04/17	42		EDF	100	34,850	9.652	8.408	11.080	1.428	15	386,156	232
long	3/04/17	13/11/17	224		STMicroelectronics	100	25,292	15.267	23.677		8.410	55	598,860	104
short	13/11/17	12/03/18	119		SES	100	40,867	14.654	14.842	14.465	-0.189	-1	591,152	-4
long	12/03/18	28/05/18	77		Dassault Systèmes	100	4,556	129.726	134.044		4.318	3	610,825	17
short	28/05/18	15/07/19	413		Air France-KLM	100	72,351	8.442	9.715	7.170	-1.272	-15	518,762	-13
long	15/07/19	22/07/19	7		Ingenico	100	5,907	87.813	87.402		-0.411	0	516,334	-22
short	22/07/19	29/07/19	7		Natixis	100	126,534	4.081	4.134	4.028	-0.053	-1	509,616	-49
long	29/07/19	12/08/19	14		Ingenico	100	5,406	94.255	90.322		-3.933	-4	488,354	-67
short	12/08/19	28/10/19	77		Natixis	100	122,885	3.974	4.591	3.357	-0.617	-16	412,575	-55
long	28/10/19	4/11/19	7		Ingenico	100	3,920	105.222	105.138		-0.084	0	412,243	-4
short	4/11/19	16/12/19	42		Ubisoft	100	7,197	57.274	67.297	47.251	-10.023	-18	340,106	-81
long	16/12/19	13/01/20	28		Ingenico	100	3,283	103.565	106.033		2.468	2	348,209	36
short	13/01/20	20/01/20	7		SES	100	25,289	13.769	13.769	13.769	0.000	0	348,210	0
long	20/01/20	17/02/20	28		Ingenico	100	3,283	106.033	146.108		40.075	38	479,776	6,431
accum	8/05/06	17/02/20	5033	days out of 5159 invested (98%)							4,698		479,776	32

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	19.20	2.23	165.06	145.86	759.53
	short	11/07/11	12/03/12	245	3.89	3.28	4.60	0.72	18.43
	short	28/05/12	18/06/12	21	2.30	2.38	2.22	-0.08	-3.50
	long	13/01/14	23/06/14	161	5.82	5.92		0.10	1.73
	short	22/07/19	29/07/19	7	4.08	4.13	4.03	-0.05	-1.30
	short	12/08/19	28/10/19	77	3.97	4.59	3.36	-0.62	-15.52	733.31
Arkema	long	24/08/09	10/05/10	259	35.81	41.07		5.27	14.71
	long	6/12/10	20/06/11	196	67.40	79.66		12.26	18.19
	long	27/06/11	11/07/11	14	77.02	79.48		2.46	3.20
	short	23/06/14	26/01/15	217	85.95	63.60	116.15	30.20	35.14	89.06
Ingenico	long	26/01/15	24/08/15	210	94.17	120.35		26.18	27.80
	long	15/07/19	22/07/19	7	87.81	87.40		-0.41	-0.47
	long	29/07/19	12/08/19	14	94.25	90.32		-3.93	-4.17
	long	28/10/19	4/11/19	7	105.22	105.14		-0.08	-0.08
	long	16/12/19	13/01/20	28	103.56	106.03		2.47	2.38
	long	20/01/20	17/02/20	28	106.03	146.11		40.07	37.79	71.83
STMicroelectronics	short	28/10/13	11/11/13	14	6.91	6.97	6.84	-0.06	-0.92
	short	9/12/13	13/01/14	35	6.67	7.09	6.25	-0.42	-6.26
	long	30/01/17	6/02/17	7	13.30	14.05		0.75	5.64
	long	13/02/17	20/02/17	7	13.76	14.46		0.69	5.03
	long	3/04/17	13/11/17	224	15.27	23.68		8.41	55.08	59.82
Gemalto	long	12/03/12	28/05/12	77	56.61	59.97		3.36	5.93
	long	18/06/12	1/10/12	105	63.87	83.96		20.09	31.46
	long	10/12/12	30/09/13	294	89.54	97.63		8.08	9.02	51.82
EDF	short	10/08/09	24/08/09	14	51.95	56.03	47.87	-4.08	-7.85
	short	20/06/11	27/06/11	7	31.52	30.53	32.55	1.03	3.26
	long	7/10/13	28/10/13	21	29.13	31.58		2.44	8.39
	long	11/11/13	9/12/13	28	31.91	32.59		0.68	2.13
	short	20/02/17	3/04/17	42	9.65	8.41	11.08	1.43	14.79	20.91
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Atos	long	27/07/09	10/08/09	14	42.56	50.35		7.78	18.29	18.29
Casino Guichard	short	24/08/15	30/01/17	525	60.83	52.98	69.84	9.02	14.82	14.82
Dassault Systèmes	long	12/03/18	28/05/18	77	129.73	134.04		4.32	3.33	3.33
Getlink	short	8/06/09	27/07/09	49	6.34	6.53	6.15	-0.19	-2.96	-2.96
Thales	short	8/05/06	18/12/06	224	53.55	59.15	47.95	-5.60	-10.46
	short	10/05/10	6/12/10	210	39.24	36.86	41.77	2.53	6.45	-4.68
Iliad	long	1/06/09	8/06/09	7	119.45	110.99		-8.45	-7.08	-7.08
SES	short	30/09/13	7/10/13	7	26.01	25.77	26.26	0.24	0.93
	short	6/02/17	13/02/17	7	19.08	20.60	17.56	-1.52	-7.95
	short	13/11/17	12/03/18	119	14.65	14.84	14.47	-0.19	-1.29
	short	13/01/20	20/01/20	7	13.77	13.77	13.77	0.00	0.00	-8.29
Air France-KLM	short	28/05/18	15/07/19	413	8.44	9.71	7.17	-1.27	-15.07	-15.07
Ubisoft	short	4/11/19	16/12/19	42	57.27	67.30	47.25	-10.02	-17.50	-17.50
Hermes International	long	18/12/06	23/07/07	217	145.79	128.09		-17.70	-12.14
	short	1/10/12	10/12/12	70	255.52	284.51	226.52	-28.99	-11.35	-22.11

Annotations

20/03/17	CAC Next 20	Klépierre replaces Atos
15/07/16	CAC Next 20	Eiffage replaces Eutelsat
21/03/16	CAC Next 20	Alstom replaces Sodexo
5/01/16	CAC Next 20	complete analysis
21/12/15	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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