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 (2)

													⇐
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	50	669	7.468	1.743	31.997	24.529	328	26,410	137
					Klépierre	50	138	36.000	17.545	73.867	37.867	105	31,636	53
100							217						98
long	4/27/09	5/04/09	7		Kering	50	257	61.420	61.220		-0.200	0	31,584	-16
					Valeo	50	2,994	5.293	5.517		0.223	4	32,253	763
100							2						174
short	5/04/09	5/18/09	14		ArcelorMittal	50	258	62.400	60.780	64.063	1.663	3	32,682	99
					Klépierre	50	981	16.465	18.160	14.770	-1.695	-10	31,019	-94
100							-4						-64
long	5/18/09	5/17/10	364		BNP Paribas	50	345	44.901	47.790		2.889	6	32,016	6
					Publicis	50	672	23.090	33.535		10.445	45	39,035	45
100							26						26
short	5/17/10	8/09/10	84		Credit Agricole	50	2,054	9.500	11.240	7.760	-1.740	-18	35,461	-58
					Societe Generale	50	550	35.450	46.360	24.540	-10.910	-31	29,461	-80
100							-25						-71
long	8/09/10	8/30/10	21		Safran	50	743	19.825	18.890		-0.935	-5	28,766	-57
					Valeo	50	1,503	9.800	8.960		-0.840	-9	27,503	-79
100							-7						-70
short	8/30/10	11/01/10	63		Axa	50	1,121	12.265	13.110	11.420	-0.845	-7	26,556	-34
					Veolia	50	745	18.450	21.050	15.850	-2.600	-14	24,619	-59
100							-10						-47
long	11/01/10	7/18/11	259		Safran	50	526	23.380	27.215		3.835	16	26,636	24
					Valeo	50	934	13.180	15.077		1.897	14	28,408	21
100							15						22
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/18/11	2/06/12	203		Credit Agricole	50	1,737	8.175	5.180	12.902	4.727	58	36,618	127
					Carrefour	50	659	21.535	18.345	25.280	3.745	17	39,086	33
100							38						78
long	2/06/12	6/04/12	119		Airbus	50	717	27.230	25.605		-1.625	-6	37,921	-17
					Renault	50	527	37.075	32.885		-4.190	-11	35,713	-31
100							-9						-24
short	6/04/12	6/11/12	7		Credit Agricole	50	6,088	2.933	3.035	2.831	-0.102	-3	35,092	-84
					Peugeot	50	2,749	6.495	6.475	6.515	0.020	0	35,147	17
100							-2						-57
long	6/11/12	7/23/12	42		EssilorLuxottica	50	242	72.470	68.960		-3.510	-5	34,298	-35
					Pernod Ricard	50	224	78.500	84.350		5.850	7	35,608	87
100							1						12
short	7/23/12	7/30/12	7		Alcatel-Lucent	50	20,487	0.869	0.798	0.946	0.077	9	37,192	8,407
					Peugeot	50	3,309	5.380	5.166	5.603	0.223	4	37,929	730
100							7						2,593
long	7/30/12	9/03/12	35		Pernod Ricard	50	214	88.480	88.670		0.190	0	37,970	2
					Sanofi	50	289	65.600	66.510		0.910	1	38,233	15
100							1						9
short	9/03/12	10/15/12	42		Alcatel-Lucent	50	22,099	0.865	0.701	1.067	0.202	23	42,706	522
					Peugeot	50	3,878	4.929	4.962	4.896	-0.033	-1	42,578	-6
100							11						155
long	10/15/12	8/25/14	679		Credit Agricole	50	3,503	6.076	10.990		4.914	81	59,791	38
					Societe Generale	50	874	24.345	38.650		14.305	59	72,294	28
100							70						33
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/25/14	9/15/14	21		Airbus	50	786	45.945	48.920	42.970	-2.975	-6	69,956	-69
					Publicis	50	644	56.140	56.390	55.890	-0.250	0	69,795	-7
100							-3						-46
long	9/15/14	10/06/14	21		Credit Agricole	50	2,948	11.835	11.590		-0.245	-2	69,072	-30
					Sanofi	50	400	87.180	86.810		-0.370	0	68,924	-7
100							-1						-20
short	10/06/14	1/26/15	112		Alcatel-Lucent	50	14,293	2.411	3.109	1.713	-0.698	-29	58,948	-67
					Renault	50	627	54.960	68.930	40.990	-13.970	-25	50,189	-62
100							-27						-64
long	1/26/15	8/24/15	210		Orange	50	1,585	15.830	12.860		-2.970	-19	45,481	-30
					Valeo	50	605	41.467	35.000		-6.467	-16	41,569	-26
100							-17						-28
short	8/24/15	7/18/16	329		Technip	50	483	42.965	50.170	35.760	-7.205	-17	38,089	-18
					ArcelorMittal	50	1,038	20.040	15.720	25.547	5.507	27	43,805	31
100							5						6
long	7/18/16	6/25/18	707		ArcelorMittal	50	1,393	15.720	26.000		10.280	65	58,125	30
					Sodexo	50	297	73.520	62.180		-11.340	-15	54,757	-8
100							25						12
short	6/25/18	4/15/19	294		Carrefour	50	1,887	14.505	16.865	12.145	-2.360	-16	50,304	-20
					Societe Generale	50	764	35.830	27.985	45.874	10.044	28	57,978	36
100							6						7
long	4/15/19	3/09/20	329		LVMH	50	84	342.950	338.000		-4.950	-1	57,562	-2
					Kering	50	54	531.600	457.050		-74.550	-14	53,536	-15
100							-8						-9
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/09/20	9/14/20	189		Renault	50	1,361	19.660	24.680	14.640	-5.020	-26	46,704	-43
					TechnipFMC	50	3,095	8.652	5.648	13.254	4.602	53	60,946	128
100							14						28
long	9/14/20	2/28/22	532		Schneider Electric	50	284	107.050	139.780		32.730	31	70,242	20
					Valeo	50	1,022	29.870	19.785		-10.085	-34	59,935	-25
100							-2						-1
short	2/28/22	12/12/22	287		Alstom	50	1,308	22.900	23.760	22.040	-0.860	-4	58,810	-5
					Vivendi	50	2,650	11.310	8.912	14.353	3.043	27	66,874	35
100							12						15
long	12/12/22	8/21/23	252		Renault	50	982	34.035	37.345		3.310	10	70,125	14
					Hermes International	50	21	1,536.000	1,874.000		338.000	22	77,223	33
100							16						24
short	8/21/23	9/18/23	28		Teleperformance	50	335	115.000	120.800	109.200	-5.800	-5	75,280	-49
					Worldline	50	1,288	30.030	27.380	32.937	2.907	10	79,023	233
100							2						35
long	9/18/23	10/02/23	14		Safran	50	260	151.700	146.280		-5.420	-4	77,614	-61
					Stellantis	50	2,224	17.790	18.104		0.314	2	78,313	58
100							-1						-21
short	10/02/23	11/27/23	56		Teleperformance	50	335	116.750	130.000	103.500	-13.250	-11	73,874	-54
					Worldline	50	1,519	25.800	13.565	49.070	23.270	90	109,222	6,504
100							39						775
long	11/27/23	5/10/24	165		Safran	50	341	159.780	212.500		52.720	33	127,199	88
					Stellantis	50	2,921	18.734	20.270		1.536	8	131,686	19
100							21						51
accum	8/20/07	5/10/24	6109	days out of 6704 invested (91%)							1,217		131,686	17

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Alcatel-Lucent	short	8/20/07	4/27/09	616	7.47	1.74	32.00	24.53	328.46	50	164.23
	short	7/23/12	7/30/12	7	0.87	0.80	0.95	0.08	8.90		4.45
	short	9/03/12	10/15/12	42	0.87	0.70	1.07	0.20	23.40		11.70
	short	10/06/14	1/26/15	112	2.41	3.11	1.71	-0.70	-28.95		-14.48	163.65
Credit Agricole	short	5/17/10	8/09/10	84	9.50	11.24	7.76	-1.74	-18.32		-9.16
	short	7/18/11	2/06/12	203	8.18	5.18	12.90	4.73	57.82		28.91
	short	6/04/12	6/11/12	7	2.93	3.04	2.83	-0.10	-3.48		-1.74
	long	10/15/12	8/25/14	679	6.08	10.99		4.91	80.88		40.44
	long	9/15/14	10/06/14	21	11.84	11.59		-0.25	-2.07		-1.04	59.93
ArcelorMittal	short	5/04/09	5/18/09	14	62.40	60.78	64.06	1.66	2.67		1.33
	short	8/24/15	7/18/16	329	20.04	15.72	25.55	5.51	27.48		13.74
	long	7/18/16	6/25/18	707	15.72	26.00		10.28	65.39		32.70	52.94
Worldline	short	8/21/23	9/18/23	28	30.03	27.38	32.94	2.91	9.68		4.84
	short	10/02/23	11/27/23	56	25.80	13.57	49.07	23.27	90.20		45.10	52.12
Klépierre	short	8/20/07	4/27/09	616	36.00	17.55	73.87	37.87	105.19		52.59
	short	5/04/09	5/18/09	14	16.47	18.16	14.77	-1.70	-10.29		-5.15	44.74
TechnipFMC	short	3/09/20	9/14/20	189	8.65	5.65	13.25	4.60	53.19		26.59	26.59
Societe Generale	short	5/17/10	8/09/10	84	35.45	46.36	24.54	-10.91	-30.78		-15.39
	long	10/15/12	8/25/14	679	24.35	38.65		14.31	58.76		29.38
	short	6/25/18	4/15/19	294	35.83	27.99	45.87	10.04	28.03		14.02	24.81
Publicis	long	5/18/09	5/17/10	364	23.09	33.54		10.45	45.24		22.62
	short	8/25/14	9/15/14	21	56.14	56.39	55.89	-0.25	-0.45		-0.22	22.34
Safran	long	8/09/10	8/30/10	21	19.83	18.89		-0.93	-4.72		-2.36
	long	11/01/10	7/18/11	259	23.38	27.22		3.84	16.40		8.20
	long	9/18/23	10/02/23	14	151.70	146.28		-5.42	-3.57		-1.79
	long	11/27/23	5/10/24	165	159.78	212.50		52.72	33.00		16.50	20.88
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Schneider Electric	long	9/14/20	2/28/22	532	107.05	139.78		32.73	30.57		15.29	15.29
Vivendi	short	2/28/22	12/12/22	287	11.31	8.91	14.35	3.04	26.91		13.45	13.45
Hermes International	long	12/12/22	8/21/23	252	1,536.00	1,874.00		338.00	22.01		11.00	11.00
Stellantis	long	9/18/23	10/02/23	14	17.79	18.10		0.31	1.77		0.88
	long	11/27/23	5/10/24	165	18.73	20.27		1.54	8.20		4.10	5.02
Pernod Ricard	long	6/11/12	7/23/12	42	78.50	84.35		5.85	7.45		3.73
	long	7/30/12	9/03/12	35	88.48	88.67		0.19	0.21		0.11	3.84
BNP Paribas	long	5/18/09	5/17/10	364	44.90	47.79		2.89	6.43		3.22	3.22
Peugeot	short	6/04/12	6/11/12	7	6.50	6.48	6.52	0.02	0.31		0.15
	short	7/23/12	7/30/12	7	5.38	5.17	5.60	0.22	4.14		2.07
	short	9/03/12	10/15/12	42	4.93	4.96	4.90	-0.03	-0.67		-0.33	1.89
Sanofi	long	7/30/12	9/03/12	35	65.60	66.51		0.91	1.39		0.69
	long	9/15/14	10/06/14	21	87.18	86.81		-0.37	-0.42		-0.21	0.48
Carrefour	short	7/18/11	2/06/12	203	21.54	18.35	25.28	3.74	17.39		8.69
	short	6/25/18	4/15/19	294	14.51	16.87	12.15	-2.36	-16.27		-8.14	-0.15
LVMH	long	4/15/19	3/09/20	329	342.95	338.00		-4.95	-1.44		-0.72	-0.72
Alstom	short	2/28/22	12/12/22	287	22.90	23.76	22.04	-0.86	-3.76		-1.88	-1.88
EssilorLuxottica	long	6/11/12	7/23/12	42	72.47	68.96		-3.51	-4.84		-2.42	-2.42
Axa	short	8/30/10	11/01/10	63	12.27	13.11	11.42	-0.85	-6.89		-3.44	-3.44
Airbus	long	2/06/12	6/04/12	119	27.23	25.61		-1.63	-5.97		-2.98
	short	8/25/14	9/15/14	21	45.95	48.92	42.97	-2.98	-6.48		-3.24	-6.12
Veolia	short	8/30/10	11/01/10	63	18.45	21.05	15.85	-2.60	-14.09		-7.05	-7.05
Kering	long	4/27/09	5/04/09	7	61.42	61.22		-0.20	-0.33		-0.16
	long	4/15/19	3/09/20	329	531.60	457.05		-74.55	-14.02		-7.01	-7.16
Sodexo	long	7/18/16	6/25/18	707	73.52	62.18		-11.34	-15.42		-7.71	-7.71
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Teleperformance	short	8/21/23	9/18/23	28	115.00	120.80	109.20	-5.80	-5.04		-2.52
	short	10/02/23	11/27/23	56	116.75	130.00	103.50	-13.25	-11.35		-5.67	-8.05
Technip	short	8/24/15	7/18/16	329	42.97	50.17	35.76	-7.21	-16.77		-8.38	-8.38
Orange	long	1/26/15	8/24/15	210	15.83	12.86		-2.97	-18.76		-9.38	-9.38
Valeo	long	4/27/09	5/04/09	7	5.29	5.52		0.22	4.22		2.11
	long	8/09/10	8/30/10	21	9.80	8.96		-0.84	-8.57		-4.29
	long	11/01/10	7/18/11	259	13.18	15.08		1.90	14.39		7.20
	long	1/26/15	8/24/15	210	41.47	35.00		-6.47	-15.59		-7.80
	long	9/14/20	2/28/22	532	29.87	19.79		-10.09	-33.76		-16.88	-19.71
Renault	long	2/06/12	6/04/12	119	37.08	32.89		-4.19	-11.30		-5.65
	short	10/06/14	1/26/15	112	54.96	68.93	40.99	-13.97	-25.42		-12.71
	short	3/09/20	9/14/20	189	19.66	24.68	14.64	-5.02	-25.53		-12.77
	long	12/12/22	8/21/23	252	34.04	37.35		3.31	9.73		4.86	-24.66

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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