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

Assessment - Cotation Assistée en Continu - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
		CAC 40	8,219.140	Fri	0.38	7,996.640	2.78	7,013.730	982.910	14.01	7.38
	L	UnibailRodaWestfield	79.420	Fri		79.820	-0.50	50.720	29.100	57.37	45.17
	L	Publicis	108.100	Fri	2.17	104.850	3.10	72.520	32.330	44.58	32.03
		Safran	212.500	Fri	0.09	206.400	2.96	150.000	56.400	37.60	29.65
	L	Saint-Gobain	80.740	Fri	0.62	77.760	3.83	53.330	24.430	45.81	29.27
	L	Renault	48.300	Fri	0.04	48.210	0.19	34.635	13.575	39.19	28.96
	L	Schneider Electric	234.000	Fri	1.85	219.600	6.56	149.240	70.360	47.15	28.07
	L	Credit Agricole	15.450	Fri	0.13	15.000	3.00	11.674	3.326	28.49	24.70
	L	Michelin	37.120	Fri	-0.56	36.830	0.79	28.220	8.610	30.51	21.81
	L	Thales	167.100	Fri	-0.51	163.150	2.42	136.750	26.400	19.31	17.67
	L	BNP Paribas	71.200	Fri	0.84	68.230	4.35	56.810	11.420	20.10	15.55
		Hermes International	2,296.000	Fri	-0.30	2,274.000	0.97	1,812.400	461.600	25.47	15.29
		Airbus	159.840	Fri	-1.60	156.660	2.03	128.420	28.240	21.99	13.89
	L	TotalEnergies	68.680	Fri	0.48	67.260	2.11	62.660	4.600	7.34	13.16
		Cap Gemini	205.400	Fri	-0.05	203.000	1.18	168.750	34.250	20.30	11.74
		Axa	33.720	Fri	0.81	32.210	4.69	27.830	4.380	15.74	10.50
		EssilorLuxottica	205.900	Fri	0.15	198.400	3.78	172.660	25.740	14.91	10.00
		Vivendi	9.954	Fri	0.04	9.814	1.43	8.540	1.274	14.92	9.08
		Air Liquide	186.640	Fri	-0.17	181.900	2.61	163.440	18.460	11.29	7.52
		Stellantis	20.270	Fri	0.10	20.240	0.15	18.336	1.904	10.38	7.33
		Bouygues	35.910	Fri	0.25	35.350	1.58	33.430	1.920	5.74	6.31
		Legrand	103.350	Fri	2.84	95.740	7.95	82.920	12.820	15.46	6.28
		L´Oreal	453.450	Fri	-0.09	443.000	2.36	403.150	39.850	9.88	5.53
		Veolia	29.270	Fri	0.31	29.830	-1.88	26.570	3.260	12.27	5.02
	L	Societe Generale	25.920	Fri	2.61	24.205	7.09	21.670	2.535	11.70	3.23
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
		Vinci	115.600	Fri	0.43	111.300	3.86	105.500	5.800	5.50	1.66
		Danone	59.500	Fri	0.37	58.100	2.41	56.840	1.260	2.22	1.64
		Engie	15.840	Fri	0.96	15.280	3.66	15.140	0.140	0.92	1.55
		ArcelorMittal	23.900	Fri	0.84	24.380	-1.97	21.670	2.710	12.51	1.03
		LVMH	788.400	Fri	-0.08	781.700	0.86	697.200	84.500	12.12	0.89
		Eurofins Scientific	57.660	Fri	0.66	56.080	2.82	50.760	5.320	10.48	-0.29
	L	Alstom	17.110	Fri	3.13	15.595	9.71	13.750	1.845	13.42	-1.87
		Sanofi	94.330	Fri	1.23	91.020	3.64	84.940	6.080	7.16	-2.13
	S	Orange	10.575	Fri	0.05	10.425	1.44	11.100	-0.675	-6.08	-3.25
	L	Carrefour	16.490	Fri	0.37	15.740	4.76	17.075	-1.335	-7.82	-5.60
	S	Dassault Systèmes	38.160	Fri	0.21	37.140	2.75	39.920	-2.780	-6.96	-6.97
	S	STMicroelectronics	37.655	Fri	0.15	37.225	1.16	38.095	-0.870	-2.28	-10.74
	S	Edenred	47.140	Fri	1.46	45.500	3.60	50.800	-5.300	-10.43	-16.24
		Pernod Ricard	149.350	Fri	0.23	141.300	5.70	172.350	-31.050	-18.02	-16.24
		Teleperformance	102.600	Fri	3.80	99.580	3.03	119.850	-20.270	-16.91	-18.88
	S	Kering	332.450	Fri	-0.24	326.800	1.73	398.700	-71.900	-18.03	-23.98
CAC 40 - 40 out of 40 instruments rated - 5/06/24 / 11/06/23 - 32 did rise, Market-Ratio(26) = 80.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC 40 RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions Cotation Assistée en Continu * 26 - 60/40 (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		8/20/07	595		- cash -
short	8/20/07	4/27/09	616		Alcatel-Lucent	100	1,339	7.468	1.743	31.997	24.529	328	42,844	137
long	4/27/09	5/04/09	7		Kering	100	697	61.420	61.220		-0.200	0	42,705	-16
short	5/04/09	5/18/09	14		Klépierre	100	2,593	16.465	18.160	14.770	-1.695	-10	38,310	-94
long	5/18/09	5/17/10	364		Publicis	100	1,659	23.090	33.535		10.445	45	55,638	45
short	5/17/10	8/09/10	84		Credit Agricole	100	5,856	9.500	11.240	7.760	-1.740	-18	45,449	-58
long	8/09/10	8/30/10	21		Valeo	100	4,637	9.800	8.960		-0.840	-9	41,554	-79
short	8/30/10	11/01/10	63		Axa	100	3,387	12.265	13.110	11.420	-0.845	-7	38,692	-34
long	11/01/10	7/18/11	259		Valeo	100	2,935	13.180	15.077		1.897	14	44,258	21
short	7/18/11	2/06/12	203		Carrefour	100	2,055	21.535	18.345	25.280	3.745	17	51,954	33
long	2/06/12	6/04/12	119		Airbus	100	1,907	27.230	25.605		-1.625	-6	48,855	-17
short	6/04/12	6/11/12	7		Credit Agricole	100	16,656	2.933	3.035	2.831	-0.102	-3	47,156	-84
long	6/11/12	7/23/12	42		EssilorLuxottica	100	650	72.470	68.960		-3.510	-5	44,875	-35
short	7/23/12	7/30/12	7		Peugeot	100	8,340	5.380	5.166	5.603	0.223	4	46,734	730
long	7/30/12	9/03/12	35		Pernod Ricard	100	528	88.480	88.670		0.190	0	46,834	2
short	9/03/12	10/15/12	42		Peugeot	100	9,501	4.929	4.962	4.896	-0.033	-1	46,520	-6
long	10/15/12	8/25/14	679		Credit Agricole	100	7,656	6.076	10.990		4.914	81	84,142	38
short	8/25/14	9/15/14	21		Publicis	100	1,498	56.140	56.390	55.890	-0.250	0	83,767	-7
long	9/15/14	10/06/14	21		Credit Agricole	100	7,077	11.835	11.590		-0.245	-2	82,034	-30
short	10/06/14	1/26/15	112		Renault	100	1,492	54.960	68.930	40.990	-13.970	-25	61,190	-62
long	1/26/15	8/24/15	210		Orange	100	3,865	15.830	12.860		-2.970	-19	49,711	-30
short	8/24/15	7/18/16	329		ArcelorMittal	100	2,480	20.040	15.720	25.547	5.507	27	63,369	31
long	7/18/16	6/25/18	707		Sodexo	100	861	73.520	62.180		-11.340	-15	53,605	-8
short	6/25/18	4/15/19	294		Societe Generale	100	1,496	35.830	27.985	45.874	10.044	28	68,631	36
long	4/15/19	3/09/20	329		LVMH	100	200	342.950	338.000		-4.950	-1	67,641	-2
short	3/09/20	9/14/20	189		Renault	100	3,440	19.660	24.680	14.640	-5.020	-26	50,373	-43
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/14/20	2/28/22	532		Valeo	100	1,686	29.870	19.785		-10.085	-34	33,369	-25
short	2/28/22	12/12/22	287		Vivendi	100	2,950	11.310	8.912	14.353	3.043	27	42,347	35
long	12/12/22	8/21/23	252		Hermes International	100	27	1,536.000	1,874.000		338.000	22	51,473	33
short	8/21/23	9/18/23	28		Teleperformance	100	447	115.000	120.800	109.200	-5.800	-5	48,880	-49
long	9/18/23	10/02/23	14		Safran	100	322	151.700	146.280		-5.420	-4	47,135	-61
short	10/02/23	11/27/23	56		Teleperformance	100	403	116.750	130.000	103.500	-13.250	-11	41,795	-54
long	11/27/23	5/10/24	165		Stellantis	100	2,230	18.734	20.270		1.536	8	45,220	19
accum	8/20/07	5/10/24	6109	days out of 6704 invested (91%)							352		45,220	9

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Alcatel-Lucent	short	8/20/07	4/27/09	616	7.47	1.74	32.00	24.53	328.46	328.46
Publicis	long	5/18/09	5/17/10	364	23.09	33.54		10.45	45.24
	short	8/25/14	9/15/14	21	56.14	56.39	55.89	-0.25	-0.45	44.59
Credit Agricole	short	5/17/10	8/09/10	84	9.50	11.24	7.76	-1.74	-18.32
	short	6/04/12	6/11/12	7	2.93	3.04	2.83	-0.10	-3.48
	long	10/15/12	8/25/14	679	6.08	10.99		4.91	80.88
	long	9/15/14	10/06/14	21	11.84	11.59		-0.25	-2.07	39.66
Societe Generale	short	6/25/18	4/15/19	294	35.83	27.99	45.87	10.04	28.03	28.03
ArcelorMittal	short	8/24/15	7/18/16	329	20.04	15.72	25.55	5.51	27.48	27.48
Vivendi	short	2/28/22	12/12/22	287	11.31	8.91	14.35	3.04	26.91	26.91
Hermes International	long	12/12/22	8/21/23	252	1,536.00	1,874.00		338.00	22.01	22.01
Carrefour	short	7/18/11	2/06/12	203	21.54	18.35	25.28	3.74	17.39	17.39
Stellantis	long	11/27/23	5/10/24	165	18.73	20.27		1.54	8.20	8.20
Peugeot	short	7/23/12	7/30/12	7	5.38	5.17	5.60	0.22	4.14
	short	9/03/12	10/15/12	42	4.93	4.96	4.90	-0.03	-0.67	3.45
Pernod Ricard	long	7/30/12	9/03/12	35	88.48	88.67		0.19	0.21	0.21
Kering	long	4/27/09	5/04/09	7	61.42	61.22		-0.20	-0.33	-0.33
LVMH	long	4/15/19	3/09/20	329	342.95	338.00		-4.95	-1.44	-1.44
Safran	long	9/18/23	10/02/23	14	151.70	146.28		-5.42	-3.57	-3.57
EssilorLuxottica	long	6/11/12	7/23/12	42	72.47	68.96		-3.51	-4.84	-4.84
Airbus	long	2/06/12	6/04/12	119	27.23	25.61		-1.63	-5.97	-5.97
Axa	short	8/30/10	11/01/10	63	12.27	13.11	11.42	-0.85	-6.89	-6.89
Klépierre	short	5/04/09	5/18/09	14	16.47	18.16	14.77	-1.70	-10.29	-10.29
Sodexo	long	7/18/16	6/25/18	707	73.52	62.18		-11.34	-15.42	-15.42
Teleperformance	short	8/21/23	9/18/23	28	115.00	120.80	109.20	-5.80	-5.04
	short	10/02/23	11/27/23	56	116.75	130.00	103.50	-13.25	-11.35	-15.82
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Orange	long	1/26/15	8/24/15	210	15.83	12.86		-2.97	-18.76	-18.76
Valeo	long	8/09/10	8/30/10	21	9.80	8.96		-0.84	-8.57
	long	11/01/10	7/18/11	259	13.18	15.08		1.90	14.39
	long	9/14/20	2/28/22	532	29.87	19.79		-10.09	-33.76	-30.73
Renault	short	10/06/14	1/26/15	112	54.96	68.93	40.99	-13.97	-25.42
	short	3/09/20	9/14/20	189	19.66	24.68	14.64	-5.02	-25.53	-44.46

Annotations

2/20/24	CAC 40	Component update: Edenred replaces Worldline
6/16/22	Michelin	stock split 1:4 (four for one)
7/07/21	Dassault Systèmes	stock split 1:5 (five for one)
11/19/20	Eurofins Scientific	stock split 1:10 (ten for one)
6/05/18	Unibail-Rodamco	ISIN change from FR0000124711 to FR0013326246 following Westfield acquisition
5/18/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/20/17	CAC 40	Atos replaces Klépierre
3/21/16	CAC 40	Sodexo replaces Alstom
1/14/16	CAC 40	Nokia replaces Alcatel-Lucent
1/06/16	CAC 40	complete analysis
12/21/15	CAC 40	Klépierre replaces EDF
8/23/15	CAC 40	complete analysis
4/24/15	GDF Suez	changes name to Engie


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