RS Chart
Assessment - CAC Next 20 in Swiss Franc - 7/10/19 - RS = 31
 ⇐ 
  instrument freshest Δday 7/10/19 Δwk 4/03/19  prc diff Δ31   ∅-RS
real-time RS chart chart L add note CAC Next 20 19,252.477  16:05 -0.25 18,866.479 2.05 18,948.546 -82.066 -0.43   1.51 
real-time RS chart chart L add note Air France-KLM 11.082  15:35 1.30 10.983 0.90 12.553 -1.569 -12.50   4.17 
real-time RS chart chart L add note Natixis 4.166  15:35 0.85 3.879 7.41 5.450 -1.572 -28.84   -20.13 
real-time RS chart chart L add note Klépierre 34.545  15:35 0.48 33.922 1.84 34.769 -0.846 -2.43   2.68 
real-time RS chart chart add note Edenred 46.698  15:35 0.35 46.490 0.45 44.410 2.081 4.68   7.56 
real-time RS chart chart L add note Ingenico 101.723  15:35 0.09 98.554 3.22 67.770 30.784 45.42   32.42 
real-time RS chart chart L add note SES 19.016  15:35 0.09 18.213 4.41 19.933 -1.721 -8.63   2.31 
real-time RS chart chart S add note Alstom 41.474  15:35 0.03 40.928 1.34 43.322 -2.394 -5.53   -4.61 
real-time RS chart chart L add note Arkema 92.981  15:39 91.079 2.09 103.547 -12.468 -12.04   -2.89 
real-time RS chart chart L add note Solvay 104.718  15:35 -0.02 100.521 4.17 116.349 -15.828 -13.60   -5.50 
real-time RS chart chart S add note EDF 10.299  15:35 -0.04 10.717 -3.90 14.444 -3.728 -25.81   -23.51 
real-time RS chart chart S add note Thales 105.701  15:35 -0.06 107.690 -1.85 121.900 -14.210 -11.66   -8.90 
real-time RS chart chart L add note Teleperformance 212.124  15:35 -0.21 214.310 -1.02 184.096 30.214 16.41   17.33 
real-time RS chart chart L add note Gecina 165.678  15:35 -0.33 159.120 4.12 144.898 14.223 9.82   8.64 
real-time RS chart chart add note Scor 40.272  15:35 -0.49 40.480 -0.51 45.305 -4.825 -10.65   -7.19 
real-time RS chart chart add note Suez Environnement 14.852  15:35 -0.55 14.601 1.72 13.051 1.550 11.87   4.72 
real-time RS chart chart L add note Eiffage 103.100  15:35 -0.80 101.767 1.31 98.449 3.318 3.37   5.71 
real-time RS chart chart add note Bureau Veritas 23.409  15:39 -0.88 23.551 -0.60 24.844 -1.293 -5.21   2.34 
real-time RS chart chart add note Ubisoft 62.839  15:38 -1.10 64.763 -2.97 75.587 -10.824 -14.32   -21.10 
real-time RS chart chart L add note Faurecia 47.528  15:38 -1.61 44.447 6.93 49.712 -5.265 -10.59   0.76 
 CAC Next 20 - 19 out of 19 instruments rated - 7/10/19 / 4/03/19 - 6 did rise, Market-Ratio(31) in CHF = 31.58 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
CAC Next 20 RS = 31 - B/S = 73/70
Market Chart
5/01/15 scale up chart 7/10/19
 


Transactions CAC Next 20 in Swiss Franc * A31 - 73/70 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 8/05/06 126    - cash -
short 8/05/06  18/12/06 224  RT RS QC  Thales 100  186   53.548  59.147 47.948  -5.599 -10  8,959 -16  
long 18/12/06  23/07/07 217  RT RS QC  Hermes International 100  61   145.790  128.091    -17.699 -12  7,879 -20  
short 23/07/07   1/06/09 679  RT RS QC  Natixis 100  410   19.204  2.234 165.061  145.858 760  67,681 218  
long 1/06/09   8/06/09 7  RT RS QC  Iliad 100  566   119.447  110.992    -8.455 -7  62,895 -98  
short 8/06/09  27/07/09 49  RT RS QC  Getlink 100  9,921   6.339  6.527 6.152  -0.188 -3  61,034 -20  
long 27/07/09  10/08/09 14  RT RS QC  Atos 100  1,434   42.561  50.346    7.784 18  72,197 7,877  
short 10/08/09  24/08/09 14  RT RS QC  EDF 100  1,389   51.948  56.027 47.869  -4.079 -8  66,531 -88  
long 24/08/09  10/05/10 259  RT RS QC  Arkema 100  1,858   35.806  41.073    5.268 15  76,318 21  
short 10/05/10   6/12/10 210  RT RS QC  Thales 100  1,944   39.239  36.860 41.771  2.532 6  81,241 11  
long 6/12/10  20/06/11 196  RT RS QC  Arkema 100  1,205   67.402  79.659    12.257 18  96,011 37  
short 20/06/11  27/06/11 7  RT RS QC  EDF 100  3,045   31.522  30.527 32.548  1.027 3  99,137 432  
long 27/06/11  11/07/11 14  RT RS QC  Arkema 100  1,287   77.019  79.482    2.462 3  102,307 127  
short 11/07/11  12/03/12 245  RT RS QC  Natixis 100  26,328   3.886  3.281 4.602  0.716 18  121,162 29  
long 12/03/12  28/05/12 77  RT RS QC  Gemalto 100  2,140   56.612  59.970    3.358 6  128,348 31  
short 28/05/12  18/06/12 21  RT RS QC  Natixis 100  55,737   2.303  2.383 2.222  -0.081 -3  123,861 -46  
long 18/06/12   1/10/12 105  RT RS QC  Gemalto 100  1,939   63.868  83.960    20.092 31  162,819 159  
short 1/10/12  10/12/12 70  RT RS QC  Hermes International 100  637   255.516  284.508 226.525  -28.991 -11  144,351 -47  
long 10/12/12  30/09/13 294  RT RS QC  Gemalto 100  1,612   89.544  97.625    8.081 9  157,377 11  
short 30/09/13   7/10/13 7  RT RS QC  SES 100  6,049   26.015  25.775 26.257  0.242 1  158,841 62  
long 7/10/13  28/10/13 21  RT RS QC  EDF 100  5,451   29.135  31.579    2.444 8  172,166 306  
short 28/10/13  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   9/12/13 28  RT RS QC  EDF 100  5,345   31.913  32.591    0.679 2  174,215 32  
short 9/12/13  13/01/14 35  RT RS QC  STMicroelectronics 100  26,128   6.668  7.085 6.250  -0.418 -6  163,305 -49  
long 13/01/14  23/06/14 161  RT RS QC  Natixis 100  28,059   5.820  5.921    0.101 2  166,132 4  
short 23/06/14  26/01/15 217  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 26/01/15  24/08/15 210  RT RS QC  Ingenico 100  2,383   94.169  120.347    26.178 28  286,858 53  
short 24/08/15  30/01/17 525  RT RS QC  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  RT RS QC  STMicroelectronics 100  24,769   13.297  14.047    0.750 6  347,946 1,649  
short 6/02/17  13/02/17 7  RT RS QC  SES 100  18,236   19.079  20.597 17.562  -1.517 -8  320,281 -99  
long 13/02/17  20/02/17 7  RT RS QC  STMicroelectronics 100  23,268   13.765  14.457    0.692 5  336,390 1,192  
short 20/02/17   3/04/17 42  RT RS QC  EDF 100  34,850   9.652  8.408 11.080  1.428 15  386,156 232  
long 3/04/17  13/11/17 224  RT RS QC  STMicroelectronics 100  25,292   15.267  23.677    8.410 55  598,860 104  
short 13/11/17  12/03/18 119  RT RS QC  SES 100  40,867   14.654  14.842 14.465  -0.189 -1  591,152 -4  
long 12/03/18  28/05/18 77  RT RS QC  Dassault Systèmes 100  4,556   129.726  134.044    4.318 3  610,825 17  
short 28/05/18  15/07/19 413  RT RS QC  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  RT RS QC  Ingenico 100  5,907   87.813  87.402    -0.411 0  516,334 -22  
short 22/07/19  29/07/19 7  RT RS QC  Natixis 100  126,534   4.081  4.134 4.028  -0.053 -1  509,616 -49  
long 29/07/19  12/08/19 14  RT RS QC  Ingenico 100  5,406   94.255  90.322    -3.933 -4  488,354 -67  
short 12/08/19  14/10/19 63  RT RS QC  Natixis 100  122,885   3.974  4.166 3.782  -0.192 -5  464,776 -25  
accum 8/05/06 14/10/194907 days out of 5033 invested (97%) 4,548 464,776 33  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Natixisshort 23/07/07  1/06/0967919.202.23165.06145.86 759.53 
 short 11/07/11 12/03/122453.893.284.600.72 18.43 
 short 28/05/12 18/06/12212.302.382.22-0.08 -3.50 
 long 13/01/14 23/06/141615.825.920.10 1.73 
 short 22/07/19 29/07/1974.084.134.03-0.05 -1.30 
 short 12/08/19 14/10/19633.974.173.78-0.19 -4.83838.74 
 Arkema long 24/08/09 10/05/1025935.8141.075.27 14.71 
 long  6/12/10 20/06/1119667.4079.6612.26 18.19 
 long 27/06/11 11/07/111477.0279.482.46 3.20 
 short 23/06/14 26/01/1521785.9563.60116.1530.20 35.1489.06 
 STMicroelectronicsshort 28/10/13 11/11/13146.916.976.84-0.06 -0.92 
 short  9/12/13 13/01/14356.677.096.25-0.42 -6.26 
 long 30/01/17  6/02/17713.3014.050.75 5.64 
 long 13/02/17 20/02/17713.7614.460.69 5.03 
 long  3/04/17 13/11/1722415.2723.688.41 55.0859.82 
 Gemaltolong 12/03/12 28/05/127756.6159.973.36 5.93 
 long 18/06/12  1/10/1210563.8783.9620.09 31.46 
 long 10/12/12 30/09/1329489.5497.638.08 9.0251.82 
 Ingenicolong 26/01/15 24/08/1521094.17120.3526.18 27.80 
 long 15/07/19 22/07/19787.8187.40-0.41 -0.47 
 long 29/07/19 12/08/191494.2590.32-3.93 -4.1721.89 
 EDFshort 10/08/09 24/08/091451.9556.0347.87-4.08 -7.85 
 short 20/06/11 27/06/11731.5230.5332.551.03 3.26 
 long  7/10/13 28/10/132129.1331.582.44 8.39 
 long 11/11/13  9/12/132831.9132.590.68 2.13 
 short 20/02/17  3/04/17429.658.4111.081.43 14.7920.91 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Atoslong 27/07/09 10/08/091442.5650.357.78 18.2918.29 
 Casino Guichardshort 24/08/15 30/01/1752560.8352.9869.849.02 14.8214.82 
 Dassault Systèmeslong 12/03/18 28/05/1877129.73134.044.32 3.333.33 
 Getlinkshort  8/06/09 27/07/09496.346.536.15-0.19 -2.96-2.96 
 Thalesshort  8/05/06 18/12/0622453.5559.1547.95-5.60 -10.46 
 short 10/05/10  6/12/1021039.2436.8641.772.53 6.45-4.68 
 Iliadlong  1/06/09  8/06/097119.45110.99-8.45 -7.08-7.08 
 SESshort 30/09/13  7/10/13726.0125.7726.260.24 0.93 
 short  6/02/17 13/02/17719.0820.6017.56-1.52 -7.95 
 short 13/11/17 12/03/1811914.6514.8414.47-0.19 -1.29-8.29 
 Air France-KLMshort 28/05/18 15/07/194138.449.717.17-1.27 -15.07-15.07 
 Hermes Internationallong 18/12/06 23/07/07217145.79128.09-17.70 -12.14 
 short  1/10/12 10/12/1270255.52284.51226.52-28.99 -11.35-22.11 


Annotations
20/03/17CAC Next 20Klépierre replaces Atos
15/07/16CAC Next 20Eiffage replaces Eutelsat
21/03/16CAC Next 20Alstom replaces Sodexo
5/01/16CAC Next 20complete analysis
21/12/15CAC Next 20EDF and Groupe Eurotunnel replace Klépierre and Vallourec
23/08/15CAC Next 20complete analysis
8/07/15CAC Next 20market adjustment to index: Hermes, Ingenico and Klépierre replace CGG, Eutelsat and Lagardere