Share-o-matic

Wed, 28th Oct 2020, 18:02UTC

Assessment - CAC Next 20 in Japanese yen - 26/10/20 - RS = 31

		⇓instrument	freshest		⇓ Δday	26/10/20	⇓ Δwk	23/03/20	prc diff	⇓ Δ31	∅-RS
	L	CAC Next 20	1,875,651.939	17:05	-3.52	1,968,177.164	-4.70	1,461,685.659	506,491.505	34.65	0.62
	L	Sartorius Stedim	40,310.227	16:35	-0.67	40,409.330	-0.25	18,468.003	21,941.327	118.81	72.95
		Eurofins Scientific	84,113.841	16:38	-4.55	86,318.887	-2.55	53,527.325	32,791.562	61.26	35.81
	L	Suez Environnement	1,916.408	16:35	-1.78	1,931.893	-0.80	1,108.558	823.335	74.27	32.49
	L	Ubisoft	10,125.869	16:35	-2.76	9,972.260	1.54	7,160.087	2,812.173	39.28	24.58
	L	Valeo	3,198.556	16:35	-5.04	3,437.642	-6.95	1,752.368	1,685.274	96.17	19.55
	L	EDF	1,224.916	16:35	-3.72	1,274.096	-3.86	788.924	485.171	61.50	18.03
		Ingenico	15,360.996	16:35	0.65	15,689.275	-2.09	10,246.454	5,442.821	53.12	12.04
		Arkema	10,281.957	16:35	-3.60	10,834.457	-5.10	6,265.972	4,568.485	72.91	6.83
	S	Edenred	4,955.160	16:35	-3.15	5,090.188	-2.65	4,263.778	826.410	19.38	0.07
	L	Bureau Veritas	2,340.074	16:35	-3.25	2,441.655	-4.16	1,985.460	456.195	22.98	-1.13
		Getlink	1,460.533	16:35	-3.44	1,548.488	-5.68	1,090.748	457.740	41.97	-2.56
	L	Solvay	8,654.187	16:35	-5.18	9,288.447	-6.83	7,891.635	1,396.813	17.70	-3.18
	S	Orpea	10,400.881	16:35	-5.09	11,176.363	-6.94	10,656.456	519.907	4.88	-11.53
	L	Scor	2,621.280	16:35	-4.25	2,859.127	-8.32	2,306.409	552.719	23.96	-11.67
	L	Gecina	12,895.804	16:35	-3.16	13,589.526	-5.10	11,953.400	1,636.126	13.69	-12.02
	L	Sodexo	6,808.390	16:35	-3.82	7,412.919	-8.16	6,693.904	719.015	10.74	-16.02
		Eiffage	7,816.765	16:35	-4.22	8,455.981	-7.56	6,555.245	1,900.736	29.00	-15.95
	L	Accor	2,648.533	16:36	-3.78	2,844.262	-6.88	2,892.723	-48.461	-1.68	-16.84
		Klépierre	1,318.692	16:38	-6.75	1,524.950	-13.53	2,390.680	-865.730	-36.21	-34.00
		TechnipFMC	575.418	16:35	-5.20	648.878	-11.32	719.595	-70.716	-9.83	-37.24
CAC Next 20 - 20 out of 20 instruments rated - 26/10/20 / 23/03/20 - 17 did rise, Market-Ratio(31) in JPY = 85.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

4/01/16	scale up chart	26/10/20

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	44	7,738.331	6,054.791	9,889.981	2,151.650	28	442,038	19
long	30/01/17	6/02/17	7		STMicroelectronics	100	290	1,519.779	1,584.765		64.986	4	460,884	788
short	6/02/17	13/02/17	7		SES	100	214	2,152.469	2,328.489	1,976.450	-176.019	-8	423,216	-99
long	13/02/17	20/02/17	7		STMicroelectronics	100	271	1,556.141	1,632.115		75.974	5	443,805	1,101
short	20/02/17	3/04/17	42		EDF	100	407	1,089.679	931.123	1,275.234	185.555	17	519,326	292
long	3/04/17	13/11/17	224		STMicroelectronics	100	307	1,690.693	2,697.548		1,006.855	60	828,430	114
short	13/11/17	12/03/18	119		SES	100	496	1,669.501	1,668.577	1,670.426	0.925	0	828,889	0
long	12/03/18	28/05/18	77		Dassault Systèmes	100	56	14,583.624	14,751.604		167.980	1	838,296	6
short	28/05/18	15/07/19	413		Air France-KLM	100	902	929.097	1,064.154	794.040	-135.057	-15	716,475	-13
long	15/07/19	22/07/19	7		Ingenico	100	74	9,618.919	9,601.683		-17.236	0	715,199	-9
short	22/07/19	29/07/19	7		Natixis	100	1,595	448.280	453.458	443.102	-5.178	-1	706,941	-45
long	29/07/19	12/08/19	14		Ingenico	100	68	10,339.469	9,847.132		-492.337	-5	673,462	-72
short	12/08/19	28/10/19	77		Natixis	100	1,554	433.264	501.970	364.558	-68.706	-16	566,693	-56
long	28/10/19	4/11/19	7		Ingenico	100	49	11,505.346	11,570.527		65.181	1	569,887	34
short	4/11/19	16/12/19	42		Ubisoft	100	90	6,303.058	7,502.699	5,103.417	-1,199.641	-19	461,919	-84
long	16/12/19	13/01/20	28		Ingenico	100	40	11,545.996	11,860.499		314.503	3	474,499	42
short	13/01/20	20/01/20	7		SES	100	308	1,540.167	1,540.167	1,540.167	0.000	0	474,499	0
long	20/01/20	2/03/20	42		Ingenico	100	40	11,860.499	15,790.477		3,929.977	33	631,698	1,103
short	2/03/20	19/10/20	231		SES	100	722	874.531	825.930	925.992	51.461	6	668,853	9
long	19/10/20	28/10/20	9		Sartorius Stedim	100	17	37,881.000	40,310.227		2,429.227	6	710,150	1,144
accum	8/05/06	28/10/20	5287	days out of 5413 invested (98%)							7,001		710,150	34

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
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Casino Guichard	short	24/08/15	30/01/17	525	7,738.33	6,054.79	9,889.98	2,151.65	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
Sartorius Stedim	long	19/10/20	28/10/20	9	37,881.00	40,310.23		2,429.23	6.41	6.41
Dassault Systèmes	long	12/03/18	28/05/18	77	14,583.62	14,751.60		167.98	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
Iliad	long	1/06/09	8/06/09	7	10,672.38	10,086.36		-586.02	-5.49	-5.49
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
Air France-KLM	short	28/05/18	15/07/19	413	929.10	1,064.15	794.04	-135.06	-14.54	-14.54
Ubisoft	short	4/11/19	16/12/19	42	6,303.06	7,502.70	5,103.42	-1,199.64	-19.03	-19.03
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

Annotations

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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