| | |
| | |
Assessment - CAC Next 20 in Pound sterling - 7/01/24 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
10/02/23 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
|
|
 |
CAC Next 20 |
14,453.517 |
8/12/24 |
-0.27 |
14,441.129 |
0.09 |
14,481.550 |
-40.421 |
-0.28 |
|
-3.83 |
| | |
|
|
|
|
|
Euronext |
78.526 |
8/12/24 |
1.26 |
75.429 |
4.11 |
55.973 |
19.456 |
34.76 |
|
16.82 |
| | |
|
|
|
L |
|
Sodexo |
73.223 |
8/12/24 |
0.52 |
72.714 |
0.70 |
59.428 |
13.286 |
22.36 |
|
12.97 |
| | |
|
|
|
L |
|
Klépierre |
22.332 |
8/12/24 |
-0.45 |
21.381 |
4.44 |
19.896 |
1.486 |
7.47 |
|
4.12 |
| | |
|
|
|
|
|
Bureau Veritas |
23.723 |
8/12/24 |
-0.50 |
22.400 |
5.91 |
20.138 |
2.261 |
11.23 |
|
5.77 |
| | |
|
|
|
|
|
Rexel |
18.531 |
8/12/24 |
-1.22 |
20.703 |
-10.49 |
18.190 |
2.512 |
13.81 |
|
4.13 |
| | |
|
|
|
|
|
Accor |
28.483 |
8/12/24 |
-0.74 |
32.403 |
-12.10 |
27.446 |
4.958 |
18.06 |
|
6.30 |
| | |
|
|
|
|
|
Getlink |
13.495 |
8/12/24 |
-0.03 |
13.164 |
2.51 |
12.840 |
0.324 |
2.53 |
|
-2.98 |
| | |
|
|
|
S |
|
bioMérieux |
82.005 |
8/12/24 |
-0.67 |
76.108 |
7.75 |
78.995 |
-2.887 |
-3.65 |
|
-8.18 |
| | |
|
|
|
|
|
Gecina |
78.993 |
8/12/24 |
-0.64 |
75.047 |
5.26 |
83.635 |
-8.588 |
-10.27 |
|
-10.43 |
| | |
|
|
|
S |
|
Eiffage |
76.396 |
8/12/24 |
-0.60 |
75.174 |
1.63 |
76.207 |
-1.032 |
-1.35 |
|
-7.86 |
| | |
|
|
|
S |
|
Arkema |
66.138 |
8/12/24 |
-1.39 |
69.235 |
-4.47 |
78.856 |
-9.621 |
-12.20 |
|
-13.97 |
| | |
|
|
|
L |
|
Ubisoft |
14.534 |
8/12/24 |
1.36 |
17.368 |
-16.32 |
25.974 |
-8.606 |
-33.13 |
|
-16.13 |
| | |
|
|
|
|
|
Soitec |
90.023 |
8/12/24 |
0.66 |
88.495 |
1.73 |
136.449 |
-47.953 |
-35.14 |
|
-23.67 |
| | |
|
|
|
|
|
Air France-KLM |
6.496 |
8/12/24 |
-0.44 |
6.873 |
-5.48 |
10.341 |
-3.468 |
-33.54 |
|
-32.52 |
| | |
|
|
|
S |
|
Sartorius Stedim |
146.191 |
8/12/24 |
-1.54 |
124.471 |
17.45 |
194.283 |
-69.813 |
-35.93 |
|
-35.04 |
| | |
|
|
|
L |
|
Solvay |
25.955 |
8/12/24 |
-1.83 |
28.415 |
-8.66 |
89.176 |
-60.761 |
-68.14 |
|
-18.15 |
| | |
|
|
|
|
|
Rémy Cointreau |
59.011 |
8/12/24 |
-2.25 |
65.841 |
-10.37 |
98.007 |
-32.166 |
-32.82 |
|
-28.35 |
| | |
|
|
|
|
|
Valeo |
7.976 |
8/12/24 |
-0.95 |
8.523 |
-6.42 |
13.879 |
-5.356 |
-38.59 |
|
-26.54 |
| | |
|
|
|
|
|
Forvia |
7.777 |
8/12/24 |
0.17 |
9.757 |
-20.30 |
17.078 |
-7.320 |
-42.86 |
|
-32.74 |
| | |
|
|
|
L |
|
Worldline |
6.625 |
8/12/24 |
-0.79 |
8.845 |
-25.10 |
22.337 |
-13.492 |
-60.40 |
|
-32.76 |
| | |
|
|
|
|
|
Pluxee |
17.385 |
8/12/24 |
2.35 |
22.883 |
-24.03 |
|
|
|
|
-na- |
| CAC Next 20 - 20 out of 21 instruments rated - 7/01/24 / 10/02/23 - 7 did rise, Market-Ratio(39) in GBP = 35.00 % |
| Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions CAC Next 20 in Pound sterling * S39 - 25/28 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
1/14/08 |
742 |
|
- cash - |
| short |
1/14/08 |
4/28/08 |
105 |
|
|
|
STMicroelectronics |
100 |
1,534 |
|
6.517 |
5.825 |
7.293 |
0.775 |
12 |
11,189 |
48 |
|
| 4/28/08 |
6/23/08 |
56 |
|
- cash - |
| |
6/23/08 |
8/18/08 |
56 |
|
|
|
Natixis |
100 |
2,719 |
|
4.115 |
3.236 |
5.233 |
1.118 |
27 |
14,229 |
379 |
|
| 8/18/08 |
9/08/08 |
21 |
|
- cash - |
| |
9/08/08 |
7/13/09 |
308 |
|
|
|
Natixis |
100 |
4,552 |
|
3.125 |
1.098 |
8.899 |
5.773 |
185 |
40,509 |
246 |
|
| 7/13/09 |
9/19/11 |
798 |
|
- cash - |
| |
9/19/11 |
10/17/11 |
28 |
|
|
|
Natixis |
100 |
19,941 |
|
2.031 |
2.009 |
2.054 |
0.023 |
1 |
40,959 |
15 |
|
| 10/17/11 |
1/11/16 |
1547 |
|
- cash - |
| |
1/11/16 |
2/01/16 |
21 |
|
|
|
Casino Guichard |
100 |
13 |
|
2,975.226 |
3,174.225 |
2,776.227 |
-198.999 |
-7 |
38,372 |
-70 |
|
| 2/01/16 |
2/08/16 |
7 |
|
- cash - |
| |
2/08/16 |
3/14/16 |
35 |
|
|
|
EDF |
100 |
4,287 |
|
8.949 |
7.969 |
10.051 |
1.101 |
12 |
43,092 |
235 |
|
| 3/14/16 |
4/11/16 |
28 |
|
- cash - |
| |
4/11/16 |
6/06/16 |
56 |
|
|
|
EDF |
100 |
5,112 |
|
8.429 |
8.912 |
7.945 |
-0.484 |
-6 |
40,621 |
-32 |
|
| 6/06/16 |
3/16/20 |
1379 |
|
- cash - |
| |
3/16/20 |
7/20/20 |
126 |
|
|
|
Natixis |
100 |
27,421 |
|
1.481 |
2.117 |
0.846 |
-0.636 |
-43 |
23,185 |
-80 |
|
| 7/20/20 |
8/03/20 |
14 |
|
- cash - |
| |
8/03/20 |
9/14/20 |
42 |
|
|
|
Air France-KLM |
100 |
764 |
|
30.313 |
33.826 |
26.800 |
-3.513 |
-12 |
20,501 |
-66 |
|
| 9/14/20 |
10/05/20 |
21 |
|
- cash - |
| |
10/05/20 |
10/12/20 |
7 |
|
|
|
Air France-KLM |
100 |
753 |
|
27.218 |
28.102 |
26.334 |
-0.884 |
-3 |
19,835 |
-82 |
|
| 10/12/20 |
3/07/22 |
511 |
|
- cash - |
| |
3/07/22 |
4/18/22 |
42 |
|
|
|
Orpea |
100 |
0 |
|
27,783.141 |
30,486.960 |
25,079.322 |
-2,703.819 |
-10 |
19,835 |
0 |
|
| 4/18/22 |
6/13/22 |
56 |
|
- cash - |
| |
6/13/22 |
9/05/22 |
84 |
|
|
|
Atos |
100 |
1,230 |
|
16.119 |
9.180 |
28.305 |
12.186 |
76 |
34,824 |
1,055 |
|
| 9/05/22 |
9/26/22 |
21 |
|
- cash - |
| |
9/26/22 |
11/14/22 |
49 |
|
|
|
Atos |
100 |
5,163 |
|
6.745 |
10.243 |
3.246 |
-3.499 |
-52 |
16,759 |
-100 |
|
| 11/14/22 |
10/16/23 |
336 |
|
- cash - |
| |
10/16/23 |
12/04/23 |
49 |
|
|
|
Sartorius Stedim |
100 |
102 |
|
163.045 |
172.053 |
154.037 |
-9.008 |
-6 |
15,841 |
-35 |
|
| 12/04/23 |
12/06/25 |
733 |
|
- cash - |
| accum | 1/14/08 |
12/04/23 | 1008 |
days out of 7278 invested (14%) |
58 |
15,841 |
18 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Natixis | short | 6/23/08 | 8/18/08 | 56 | 4.11 | 3.24 | 5.23 | 1.12 | 27.17 | | | |
| | | 9/08/08 | 7/13/09 | 308 | 3.13 | 1.10 | 8.90 | 5.77 | 184.72 | | | |
| | | 9/19/11 | 10/17/11 | 28 | 2.03 | 2.01 | 2.05 | 0.02 | 1.11 | | | |
| | | 3/16/20 | 7/20/20 | 126 | 1.48 | 2.12 | 0.85 | -0.64 | -42.92 | | | 108.95 |
| STMicroelectronics | | 1/14/08 | 4/28/08 | 105 | 6.52 | 5.82 | 7.29 | 0.78 | 11.89 | | | 11.89 |
| EDF | | 2/08/16 | 3/14/16 | 35 | 8.95 | 7.97 | 10.05 | 1.10 | 12.31 | | | |
| | | 4/11/16 | 6/06/16 | 56 | 8.43 | 8.91 | 7.95 | -0.48 | -5.74 | | | 5.86 |
| Sartorius Stedim | | 10/16/23 | 12/04/23 | 49 | 163.04 | 172.05 | 154.04 | -9.01 | -5.52 | | | -5.52 |
| Casino Guichard | | 1/11/16 | 2/01/16 | 21 | 2,975.23 | 3,174.22 | 2,776.23 | -199.00 | -6.69 | | | -6.69 |
| Orpea | | 3/07/22 | 4/18/22 | 42 | 27,783.14 | 30,486.96 | 25,079.32 | -2,703.82 | -9.73 | | | -9.73 |
| Air France-KLM | | 8/03/20 | 9/14/20 | 42 | 30.31 | 33.83 | 26.80 | -3.51 | -11.59 | | | |
| | | 10/05/20 | 10/12/20 | 7 | 27.22 | 28.10 | 26.33 | -0.88 | -3.25 | | | -14.46 |
| Atos | | 6/13/22 | 9/05/22 | 84 | 16.12 | 9.18 | 28.31 | 12.19 | 75.60 | | | |
| | | 9/26/22 | 11/14/22 | 49 | 6.74 | 10.24 | 3.25 | -3.50 | -51.87 | | | -15.49 |
Annotations
| 2/20/24 | CAC Next 20 | | | Component update: Soitec and Worldline replace ADP and Edenred |
| 2/01/24 | CAC Next 20 | | | Sodexo spins Pluxee off |
| 8/31/23 | Air France-KLM | | | reverse split 10:1 (one for ten) |
| 9/20/17 | bioMérieux | | | stock split 1:3 (three for one) |
| 3/20/17 | CAC Next 20 | | | Klépierre replaces Atos |
| 7/15/16 | CAC Next 20 | | | Eiffage replaces Eutelsat |
| 6/06/16 | Valeo | | | stock split 1:3 (three for one) |
| 5/06/16 | Sartorius Stedim | | | stock split 1 : 6 (six for one) |
| 3/21/16 | CAC Next 20 | | | Alstom replaces Sodexo |
| 1/05/16 | CAC Next 20 | | | complete analysis |
| 12/21/15 | Sartorius Stedim | | | recording started |
| | CAC Next 20 | | | EDF and Groupe Eurotunnel replace Klépierre and Vallourec |
| 8/23/15 | CAC Next 20 | | | complete analysis |
| 7/08/15 | CAC Next 20 | | | market adjustment to index: Hermes, Ingenico and Klépierre replace CGG, Eutelsat and Lagardere |
|
|
