Share-o-matic - Assessment CAC 40 (Cotation Assistée en Continu)

Assessment - Cotation Assistée en Continu - 4/12/23 - RS = 21

		⇓instrument	freshest		⇓ Δday	4/12/23	⇓ Δwk	10/07/23	prc diff	⇓ Δ21	∅-RS
		CAC 40	7,526.550	Fri	1.32	7,332.590	2.65	7,143.690	188.900	2.64	2.49
	L	Stellantis	21.015	Fri	0.45	20.300	3.52	16.264	4.036	24.82	26.46
	L	UnibailRodaWestfield	63.220	Fri	1.18	61.300	3.13	49.180	12.120	24.64	22.69
		Safran	164.600	Fri	0.29	161.260	2.07	136.840	24.420	17.85	16.71
	L	Dassault Systèmes	44.220	Fri	0.89	43.130	2.53	39.205	3.925	10.01	15.63
		Publicis	79.260	Fri	0.74	78.840	0.53	70.500	8.340	11.83	12.24
	L	Engie	16.234	Fri	0.40	16.046	1.17	14.900	1.146	7.69	11.82
	L	Bouygues	36.010	Fri	0.64	34.810	3.45	29.260	5.550	18.97	11.34
		Air Liquide	175.320	Fri	0.82	172.280	1.76	155.940	16.340	10.48	11.12
		Saint-Gobain	61.860	Fri	1.06	59.540	3.90	54.280	5.260	9.69	10.82
	L	Cap Gemini	192.150	Fri	0.87	186.900	2.81	169.450	17.450	10.30	10.76
		L´Oreal	441.950	Fri	0.73	436.900	1.16	405.950	30.950	7.62	10.51
		Credit Agricole	12.612	Fri	1.30	12.128	3.99	10.602	1.526	14.39	10.39
		Airbus	141.820	Fri	2.50	137.020	3.50	132.040	4.980	3.77	10.08
		Schneider Electric	174.940	Fri	1.30	168.080	4.08	158.180	9.900	6.26	10.03
		Michelin	31.920	Fri	0.28	31.020	2.90	26.330	4.690	17.81	9.18
	L	Vinci	115.840	Fri	0.14	113.380	2.17	102.760	10.620	10.33	8.54
	L	Danone	59.220	Fri	0.14	58.790	0.73	55.080	3.710	6.74	8.15
		Hermes International	1,982.400	Fri	1.48	1,917.400	3.39	1,876.600	40.800	2.17	6.87
		TotalEnergies	61.900	Fri	2.03	61.390	0.83	51.230	10.160	19.83	6.42
		Orange	11.094	Fri	-0.41	11.122	-0.25	10.376	0.746	7.19	5.47
		Veolia	29.550	Fri	1.16	28.920	2.18	28.540	0.380	1.33	5.19
		Axa	29.995	Fri	0.32	29.045	3.27	25.430	3.615	14.22	4.88
		STMicroelectronics	44.385	Fri	1.22	43.365	2.35	44.105	-0.740	-1.68	4.44
		Legrand	93.880	Fri	2.04	88.640	5.91	88.400	0.240	0.27	3.86
		⇓instrument	freshest		⇓ Δday	4/12/23	⇓ Δwk	10/07/23	prc diff	⇓ Δ21	∅-RS
		Thales	138.950	Fri	2.55	136.600	1.72	131.550	5.050	3.84	3.49
		EssilorLuxottica	182.700	Fri	0.91	178.060	2.61	171.000	7.060	4.13	3.43
		BNP Paribas	61.850	Fri	1.21	58.470	5.78	55.350	3.120	5.64	1.41
		Renault	37.980	Fri	0.96	36.195	4.93	37.815	-1.620	-4.28	0.16
		Carrefour	17.190	Fri	-0.23	17.215	-0.15	17.020	0.195	1.15	-0.15
	L	Vivendi	8.890	Fri	2.42	8.760	1.48	8.392	0.368	4.39	-0.87
		Societe Generale	24.040	Fri	1.48	23.075	4.18	23.245	-0.170	-0.73	-1.54
		ArcelorMittal	23.725	Fri	0.61	23.545	0.76	23.940	-0.395	-1.65	-5.34
		Eurofins Scientific	55.000	Fri	-0.29	54.460	0.99	56.940	-2.480	-4.36	-7.99
	S	Sanofi	86.130	Fri	1.21	86.590	-0.53	94.310	-7.720	-8.19	-8.19
	S	LVMH	739.100	Fri	3.28	698.700	5.78	830.900	-132.200	-15.91	-10.47
	S	Pernod Ricard	159.250	Fri	1.08	158.500	0.47	196.500	-38.000	-19.34	-16.28
	S	Kering	413.800	Fri	2.58	400.050	3.44	480.750	-80.700	-16.79	-19.94
	L	Teleperformance	118.050	Fri	0.13	123.700	-4.57	144.000	-20.300	-14.10	-23.24
	S	Alstom	11.690	Fri	0.52	11.425	2.32	25.640	-14.215	-55.44	-47.84
	S	Worldline	15.550	Fri	-1.27	15.105	2.95	33.750	-18.645	-55.24	-49.35
CAC 40 - 40 out of 40 instruments rated - 4/12/23 / 10/07/23 - 28 did rise, Market-Ratio(21) = 70.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC 40 RS = 21 - B/S = 83/73

7/01/19	scale up chart	4/12/23

Transactions Cotation Assistée en Continu * A21 - 83/73 (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		30/01/06	28		- cash -
long	30/01/06	22/05/06	112		Alstom	100	323	30.925	32.500		1.575	5	10,509	18
short	22/05/06	16/10/06	147		Orange	100	635	16.540	18.970	14.110	-2.430	-15	8,966	-33
long	16/10/06	19/03/07	154		Klépierre	100	228	39.300	44.876		5.576	14	10,237	37
short	19/03/07	9/04/07	21		Alcatel-Lucent	100	1,205	8.492	8.853	8.131	-0.361	-4	9,802	-53
long	9/04/07	11/06/07	63		Michelin	100	468	20.917	23.183		2.266	11	10,862	81
short	11/06/07	20/07/09	770		Credit Agricole	100	365	29.750	9.980	88.684	58.934	198	32,373	68
long	20/07/09	25/01/10	189		Technip	100	852	37.980	48.610		10.630	28	41,430	61
short	25/01/10	29/03/10	63		Orange	100	2,462	16.825	17.750	15.900	-0.925	-5	39,153	-28
long	29/03/10	19/04/10	21		Safran	100	2,013	19.445	18.895		-0.550	-3	38,046	-39
short	19/04/10	18/10/10	182		Alstom	100	804	47.310	36.100	62.001	14.691	31	49,857	72
long	18/10/10	15/11/10	28		Valeo	100	4,332	11.507	13.105		1.598	14	56,781	445
short	15/11/10	29/11/10	14		Alstom	100	1,681	33.760	30.945	36.831	3.071	9	61,943	868
long	29/11/10	27/12/10	28		Valeo	100	4,618	13.413	14.032		0.618	5	64,799	80
short	27/12/10	17/01/11	21		Alstom	100	1,800	35.980	39.475	32.485	-3.495	-10	58,508	-83
long	17/01/11	14/03/11	56		Valeo	100	3,862	15.148	13.523		-1.625	-11	52,232	-52
short	14/03/11	25/04/11	42		Carrefour	100	1,665	31.360	31.100	31.622	0.262	1	52,669	8
long	25/04/11	9/05/11	14		Alcatel-Lucent	100	12,817	4.109	4.144		0.035	1	53,118	25
short	9/05/11	6/02/12	273		Carrefour	100	1,732	30.665	18.345	51.259	20.594	67	88,786	99
long	6/02/12	9/04/12	63		Airbus	100	3,260	27.230	29.725		2.495	9	96,920	66
short	9/04/12	17/09/12	161		Peugeot	100	11,399	8.502	5.861	12.333	3.831	45	140,589	132
long	17/09/12	24/09/12	7		Credit Agricole	100	23,494	5.984	5.714		-0.270	-5	134,246	-91
short	24/09/12	10/12/12	77		Alcatel-Lucent	100	156,099	0.860	0.822	0.900	0.040	5	140,459	24
long	10/12/12	14/01/13	35		Societe Generale	100	4,874	28.815	34.140		5.325	18	166,413	486
short	14/01/13	28/01/13	14		Engie	100	10,785	15.430	15.390	15.470	0.040	0	166,845	7
long	28/01/13	11/02/13	14		Credit Agricole	100	21,495	7.762	7.414		-0.348	-4	159,365	-70
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/02/13	25/02/13	14		Orange	100	20,216	7.883	7.479	8.309	0.426	5	167,973	294
long	25/02/13	22/04/13	56		Credit Agricole	100	22,471	7.475	6.300		-1.175	-16	141,570	-67
short	22/04/13	5/08/13	105		ArcelorMittal	100	5,385	26.286	28.620	23.952	-2.334	-9	129,001	-28
long	5/08/13	16/12/13	133		Alcatel-Lucent	100	70,724	1.824	3.271		1.447	79	231,339	397
short	16/12/13	23/02/15	434		Technip	100	3,295	70.190	57.900	85.089	14.899	21	280,430	18
long	23/02/15	6/07/15	133		Peugeot	100	19,240	14.575	18.595		4.020	28	357,775	95
short	6/07/15	27/03/17	630		ArcelorMittal	100	14,180	25.230	22.800	27.919	2.689	11	395,905	6
long	27/03/17	31/07/17	126		ArcelorMittal	100	17,364	22.800	22.180		-0.620	-3	385,139	-8
short	31/07/17	22/01/18	175		Carrefour	100	18,967	20.305	18.465	22.328	2.023	10	423,517	22
long	22/01/18	5/02/18	14		Kering	100	1,034	409.300	388.900		-20.400	-5	402,423	-74
short	5/02/18	6/05/19	455		Sanofi	100	5,830	69.020	76.710	61.330	-7.690	-11	357,590	-9
long	6/05/19	3/06/19	28		LVMH	100	1,038	344.400	340.500		-3.900	-1	353,542	-14
short	3/06/19	28/10/19	147		ArcelorMittal	100	26,514	13.334	14.270	12.398	-0.936	-7	328,725	-17
long	28/10/19	2/12/19	35		STMicroelectronics	100	15,895	20.680	21.800		1.120	5	346,528	73
short	2/12/19	30/12/19	28		Renault	100	8,018	43.215	42.600	43.839	0.624	1	351,530	21
long	30/12/19	27/01/20	28		STMicroelectronics	100	14,659	23.980	26.140		2.160	9	383,193	208
short	27/01/20	10/08/20	196		Renault	100	10,917	35.100	24.080	51.163	16.063	46	558,555	102
long	10/08/20	21/09/20	42		Schneider Electric	100	5,451	102.450	101.050		-1.400	-1	550,924	-11
short	21/09/20	28/12/20	98		UnibailRodaWestfield	100	18,057	30.510	65.420	0.000	-30.510	-100	5	-100
long	28/12/20	19/07/21	203		ArcelorMittal	100	0	19.060	24.610		5.550	29	5	0
short	19/07/21	13/02/23	574		Atos	100	0	40.410	11.995	136.137	95.727	237	5	0
long	13/02/23	5/06/23	112		Renault	100	0	41.535	33.320		-8.215	-20	5	0
short	5/06/23	8/12/23	186		Teleperformance	100	0	138.750	118.050	163.080	24.330	18	5	0
accum	30/01/06	8/12/23	6523	days out of 6551 invested (100%)							-100		5	-35

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Atos	short	19/07/21	13/02/23	574	40.41	12.00	136.14	95.73	236.89	236.89
Credit Agricole	short	11/06/07	20/07/09	770	29.75	9.98	88.68	58.93	198.10
	long	17/09/12	24/09/12	7	5.98	5.71		-0.27	-4.51
	long	28/01/13	11/02/13	14	7.76	7.41		-0.35	-4.48
	long	25/02/13	22/04/13	56	7.48	6.30		-1.18	-15.72	129.15
Carrefour	short	14/03/11	25/04/11	42	31.36	31.10	31.62	0.26	0.84
	short	9/05/11	6/02/12	273	30.67	18.35	51.26	20.59	67.16
	short	31/07/17	22/01/18	175	20.31	18.47	22.33	2.02	9.97	85.35
Peugeot	short	9/04/12	17/09/12	161	8.50	5.86	12.33	3.83	45.06
	long	23/02/15	6/07/15	133	14.58	18.60		4.02	27.58	85.07
Alcatel-Lucent	short	19/03/07	9/04/07	21	8.49	8.85	8.13	-0.36	-4.25
	long	25/04/11	9/05/11	14	4.11	4.14		0.04	0.85
	short	24/09/12	10/12/12	77	0.86	0.82	0.90	0.04	4.63
	long	5/08/13	16/12/13	133	1.82	3.27		1.45	79.33	81.18
Technip	long	20/07/09	25/01/10	189	37.98	48.61		10.63	27.99
	short	16/12/13	23/02/15	434	70.19	57.90	85.09	14.90	21.23	55.16
Alstom	long	30/01/06	22/05/06	112	30.93	32.50		1.58	5.09
	short	19/04/10	18/10/10	182	47.31	36.10	62.00	14.69	31.05
	short	15/11/10	29/11/10	14	33.76	30.95	36.83	3.07	9.10
	short	27/12/10	17/01/11	21	35.98	39.48	32.49	-3.50	-9.71	35.66
Renault	short	2/12/19	30/12/19	28	43.22	42.60	43.84	0.62	1.44
	short	27/01/20	10/08/20	196	35.10	24.08	51.16	16.06	45.76
	long	13/02/23	5/06/23	112	41.54	33.32		-8.22	-19.78	18.62
Societe Generale	long	10/12/12	14/01/13	35	28.82	34.14		5.33	18.48	18.48
ArcelorMittal	short	22/04/13	5/08/13	105	26.29	28.62	23.95	-2.33	-8.88
	short	6/07/15	27/03/17	630	25.23	22.80	27.92	2.69	10.66
	long	27/03/17	31/07/17	126	22.80	22.18		-0.62	-2.72
	short	3/06/19	28/10/19	147	13.33	14.27	12.40	-0.94	-7.02
	long	28/12/20	19/07/21	203	19.06	24.61		5.55	29.12	17.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Teleperformance	short	5/06/23	8/12/23	186	138.75	118.05	163.08	24.33	17.53	17.53
STMicroelectronics	long	28/10/19	2/12/19	35	20.68	21.80		1.12	5.42
	long	30/12/19	27/01/20	28	23.98	26.14		2.16	9.01	14.91
Klépierre	long	16/10/06	19/03/07	154	39.30	44.88		5.58	14.19	14.19
Michelin	long	9/04/07	11/06/07	63	20.92	23.18		2.27	10.83	10.83
Airbus	long	6/02/12	9/04/12	63	27.23	29.73		2.50	9.16	9.16
Valeo	long	18/10/10	15/11/10	28	11.51	13.11		1.60	13.89
	long	29/11/10	27/12/10	28	13.41	14.03		0.62	4.61
	long	17/01/11	14/03/11	56	15.15	13.52		-1.63	-10.73	6.36
Engie	short	14/01/13	28/01/13	14	15.43	15.39	15.47	0.04	0.26	0.26
LVMH	long	6/05/19	3/06/19	28	344.40	340.50		-3.90	-1.13	-1.13
Schneider Electric	long	10/08/20	21/09/20	42	102.45	101.05		-1.40	-1.37	-1.37
Safran	long	29/03/10	19/04/10	21	19.45	18.90		-0.55	-2.83	-2.83
Kering	long	22/01/18	5/02/18	14	409.30	388.90		-20.40	-4.98	-4.98
Sanofi	short	5/02/18	6/05/19	455	69.02	76.71	61.33	-7.69	-11.14	-11.14
Orange	short	22/05/06	16/10/06	147	16.54	18.97	14.11	-2.43	-14.69
	short	25/01/10	29/03/10	63	16.83	17.75	15.90	-0.92	-5.50
	short	11/02/13	25/02/13	14	7.88	7.48	8.31	0.43	5.40	-15.03
UnibailRodaWestfield	short	21/09/20	28/12/20	98	30.51	65.42	0.00	-30.51	-100.00	-100.00

Annotations

16/06/22	Michelin	stock split 1:4 (four for one)
7/07/21	Dassault Systèmes	stock split 1:5 (five for one)
19/11/20	Eurofins Scientific	stock split 1:10 (ten for one)
5/06/18	Unibail-Rodamco	ISIN change from FR0000124711 to FR0013326246 following Westfield acquisition
18/05/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
20/03/17	CAC 40	Atos replaces Klépierre
21/03/16	CAC 40	Sodexo replaces Alstom
14/01/16	CAC 40	Nokia replaces Alcatel-Lucent
6/01/16	CAC 40	complete analysis
21/12/15	CAC 40	Klépierre replaces EDF
23/08/15	CAC 40	complete analysis
24/04/15	GDF Suez	changes name to Engie


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