RS Chart
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
real-time RS chart chart L add note 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 
real-time RS chart chart add note Faurecia 49.431  09:13 7.74 45.272 9.19 43.144 2.128 4.93   -3.03 
real-time RS chart chart L add note Alstom 52.855  09:11 1.98 50.018 5.67 46.531 3.487 7.49   14.11 
real-time RS chart chart S add note Air France-KLM 10.385  09:14 1.84 9.389 10.61 9.903 -0.514 -5.19   -11.56 
real-time RS chart chart L add note EDF 13.886  09:13 1.20 12.254 13.32 12.348 -0.095 -0.77   1.33 
real-time RS chart chart S add note Arkema 92.720  09:12 1.07 90.821 2.09 89.185 1.636 1.83   -4.53 
real-time RS chart chart S add note Solvay 104.451  09:12 0.43 102.510 1.89 98.610 3.901 3.96   -3.85 
real-time RS chart chart L add note Natixis 4.656  09:13 0.34 4.602 1.18 4.049 0.553 13.65   2.13 
real-time RS chart chart L add note Ingenico 146.108  09:12 141.522 3.24 83.704 57.817 69.07   60.48 
real-time RS chart chart L add note Teleperformance 257.662  09:14 251.476 2.46 194.278 57.198 29.44   22.30 
real-time RS chart chart add note Scor 39.694  09:13 -0.03 39.065 1.61 44.058 -4.993 -11.33   -6.73 
real-time RS chart chart add note Edenred 52.705  09:14 -0.06 53.303 -1.12 50.196 3.107 6.19   11.24 
real-time RS chart chart L add note Suez Environnement 15.976  09:13 -0.13 15.832 0.91 14.387 1.445 10.04   10.94 
real-time RS chart chart S add note Klépierre 33.210  09:13 -0.29 31.930 4.01 33.007 -1.077 -3.26   -6.47 
real-time RS chart chart L add note Eiffage 117.366  09:14 -0.41 114.540 2.47 98.431 16.109 16.37   12.34 
real-time RS chart chart L add note Gecina 192.286  09:13 -0.66 187.274 2.68 146.934 40.340 27.45   19.92 
real-time RS chart chart L add note Ubisoft 78.813  09:13 -1.02 77.853 1.23 79.293 -1.440 -1.82   5.68 
real-time RS chart chart L add note Thales 100.761  09:14 -1.58 102.723 -1.91 116.355 -13.632 -11.72   -7.29 
real-time RS chart chart S add note SES 11.561  09:13 -1.90 12.766 -9.44 15.468 -2.702 -17.47   -20.36 
real-time RS chart chart L add note 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
Market Chart
4/01/16 scale up chart 10/02/20
 


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  28/10/19 77  RT RS QC  Natixis 100  122,885   3.974  4.591 3.357  -0.617 -16  412,575 -55  
long 28/10/19   4/11/19 7  RT RS QC  Ingenico 100  3,920   105.222  105.138    -0.084 0  412,243 -4  
short 4/11/19  16/12/19 42  RT RS QC  Ubisoft 100  7,197   57.274  67.297 47.251  -10.023 -18  340,106 -81  
long 16/12/19  13/01/20 28  RT RS QC  Ingenico 100  3,283   103.565  106.033    2.468 2  348,209 36  
short 13/01/20  20/01/20 7  RT RS QC  SES 100  25,289   13.769  13.769 13.769  0.000 0  348,210 0  
long 20/01/20  17/02/20 28  RT RS QC  Ingenico 100  3,283   106.033  146.108    40.075 38  479,776 6,431  
accum 8/05/06 17/02/205033 days out of 5159 invested (98%) 4,698 479,776 32  

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 28/10/19773.974.593.36-0.62 -15.52733.31 
 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 
 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 -4.17 
 long 28/10/19  4/11/197105.22105.14-0.08 -0.08 
 long 16/12/19 13/01/2028103.56106.032.47 2.38 
 long 20/01/20 17/02/2028106.03146.1140.07 37.7971.83 
 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 
 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 
 short 13/01/20 20/01/20713.7713.7713.770.00 0.00-8.29 
 Air France-KLMshort 28/05/18 15/07/194138.449.717.17-1.27 -15.07-15.07 
 Ubisoftshort  4/11/19 16/12/194257.2767.3047.25-10.02 -17.50-17.50 
 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