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

Assessment - Cotation Assistée en Continu - 5/06/24 - RS = 21

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ21	∅-RS
		CAC 40	8,187.650	Thu	0.69	7,996.640	2.39	7,551.530	445.110	5.89	7.38
	L	UnibailRodaWestfield	79.420	Thu	0.46	79.820	-0.50	63.780	16.040	25.15	45.17
	L	Publicis	105.800	Thu	-0.42	104.850	0.91	81.300	23.550	28.97	32.03
		Safran	212.300	Thu	0.57	206.400	2.86	165.480	40.920	24.73	29.65
	L	Saint-Gobain	80.240	Thu	0.93	77.760	3.19	62.470	15.290	24.48	29.27
	L	Renault	48.280	Thu	0.86	48.210	0.15	38.000	10.210	26.87	28.96
	L	Schneider Electric	229.750	Thu	1.48	219.600	4.62	176.560	43.040	24.38	28.07
	L	Credit Agricole	15.430	Thu	0.26	15.000	2.87	12.648	2.352	18.60	24.70
	L	Michelin	37.330	Thu	0.27	36.830	1.36	32.200	4.630	14.38	21.81
	L	Thales	167.950	Thu	1.42	163.150	2.94	137.400	25.750	18.74	17.67
	L	BNP Paribas	70.610	Thu	0.96	68.230	3.49	61.180	7.050	11.52	15.55
		Hermes International	2,303.000	Thu	-0.09	2,274.000	1.28	1,997.800	276.200	13.83	15.29
		Airbus	159.840	15:37	-1.60	156.660	2.03	142.300	14.360	10.09	13.89
	L	TotalEnergies	68.350	Thu	1.67	67.260	1.62	61.970	5.290	8.54	13.16
		Cap Gemini	205.500	Thu	-0.53	203.000	1.23	192.900	10.100	5.24	11.74
		Axa	33.450	Thu	0.51	32.210	3.85	30.060	2.150	7.15	10.50
		EssilorLuxottica	205.600	Thu	0.78	198.400	3.63	183.220	15.180	8.29	10.00
		Vivendi	9.946	Thu	-0.24	9.814	1.35	9.026	0.788	8.73	9.08
		Air Liquide	186.960	Thu	0.23	181.900	2.78	176.620	5.280	2.99	7.52
		Stellantis	20.245	Thu	2.14	20.240	0.02	21.010	-0.770	-3.66	7.33
		Bouygues	35.820	Thu	1.70	35.350	1.33	36.190	-0.840	-2.32	6.31
		Legrand	100.500	Thu	2.18	95.740	4.97	94.940	0.800	0.84	6.28
		L´Oreal	453.850	Thu	1.52	443.000	2.45	443.850	-0.850	-0.19	5.53
		Veolia	29.180	Thu	-0.51	29.830	-2.18	29.390	0.440	1.50	5.02
	L	Societe Generale	25.260	Thu	1.24	24.205	4.36	23.820	0.385	1.62	3.23
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ21	∅-RS
		Vinci	115.100	Thu	1.05	111.300	3.41	116.100	-4.800	-4.13	1.66
		Danone	59.280	Thu	-0.07	58.100	2.03	59.480	-1.380	-2.32	1.64
		Engie	15.690	Thu	0.26	15.280	2.68	16.128	-0.848	-5.26	1.55
		ArcelorMittal	23.700	Thu	0.34	24.380	-2.79	23.940	0.440	1.84	1.03
		LVMH	789.000	Thu	0.14	781.700	0.93	740.000	41.700	5.64	0.89
		Eurofins Scientific	57.280	Thu	-0.59	56.080	2.14	54.720	1.360	2.49	-0.29
	L	Alstom	16.590	Thu	-3.04	15.595	6.38	11.345	4.250	37.46	-1.87
		Sanofi	93.180	Thu	0.11	91.020	2.37	87.800	3.220	3.67	-2.13
	S	Orange	10.575	Thu	0.52	10.425	1.44	11.104	-0.679	-6.11	-3.25
	L	Carrefour	16.430	Thu	2.30	15.740	4.38	17.300	-1.560	-9.02	-5.60
	S	Dassault Systèmes	38.080	Thu	-0.31	37.140	2.53	44.400	-7.260	-16.35	-6.97
	S	STMicroelectronics	37.595	Thu	0.33	37.225	0.99	44.500	-7.275	-16.35	-10.74
	S	Edenred	46.460	Thu	-0.04	45.500	2.11	53.460	-7.960	-14.89	-16.24
		Pernod Ricard	149.000	Thu	0.34	141.300	5.45	157.050	-15.750	-10.03	-16.24
		Teleperformance	98.840	Thu	-0.64	99.580	-0.74	117.800	-18.220	-15.47	-18.88
	S	Kering	333.250	Thu	0.65	326.800	1.97	409.500	-82.700	-20.20	-23.98
CAC 40 - 40 out of 40 instruments rated - 5/06/24 / 12/11/23 - 26 did rise, Market-Ratio(21) = 65.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

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

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
1/02/06		1/30/06	28		- cash -
long	1/30/06	5/22/06	112		Alstom	100	323	30.925	32.500		1.575	5	10,509	18
short	5/22/06	10/16/06	147		Orange	100	635	16.540	18.970	14.110	-2.430	-15	8,966	-33
long	10/16/06	3/19/07	154		Klépierre	100	228	39.300	44.876		5.576	14	10,237	37
short	3/19/07	4/09/07	21		Alcatel-Lucent	100	1,205	8.492	8.853	8.131	-0.361	-4	9,802	-53
long	4/09/07	6/11/07	63		Michelin	100	468	20.917	23.183		2.266	11	10,862	81
short	6/11/07	7/20/09	770		Credit Agricole	100	365	29.750	9.980	88.684	58.934	198	32,373	68
long	7/20/09	1/25/10	189		Technip	100	852	37.980	48.610		10.630	28	41,430	61
short	1/25/10	3/29/10	63		Orange	100	2,462	16.825	17.750	15.900	-0.925	-5	39,153	-28
long	3/29/10	4/19/10	21		Safran	100	2,013	19.445	18.895		-0.550	-3	38,046	-39
short	4/19/10	10/18/10	182		Alstom	100	804	47.310	36.100	62.001	14.691	31	49,857	72
long	10/18/10	11/15/10	28		Valeo	100	4,332	11.507	13.105		1.598	14	56,781	445
short	11/15/10	11/29/10	14		Alstom	100	1,681	33.760	30.945	36.831	3.071	9	61,943	868
long	11/29/10	12/27/10	28		Valeo	100	4,618	13.413	14.032		0.618	5	64,799	80
short	12/27/10	1/17/11	21		Alstom	100	1,800	35.980	39.475	32.485	-3.495	-10	58,508	-83
long	1/17/11	3/14/11	56		Valeo	100	3,862	15.148	13.523		-1.625	-11	52,232	-52
short	3/14/11	4/25/11	42		Carrefour	100	1,665	31.360	31.100	31.622	0.262	1	52,669	8
long	4/25/11	5/09/11	14		Alcatel-Lucent	100	12,817	4.109	4.144		0.035	1	53,118	25
short	5/09/11	2/06/12	273		Carrefour	100	1,732	30.665	18.345	51.259	20.594	67	88,786	99
long	2/06/12	4/09/12	63		Airbus	100	3,260	27.230	29.725		2.495	9	96,920	66
short	4/09/12	9/17/12	161		Peugeot	100	11,399	8.502	5.861	12.333	3.831	45	140,589	132
long	9/17/12	9/24/12	7		Credit Agricole	100	23,494	5.984	5.714		-0.270	-5	134,246	-91
short	9/24/12	12/10/12	77		Alcatel-Lucent	100	156,099	0.860	0.822	0.900	0.040	5	140,459	24
long	12/10/12	1/14/13	35		Societe Generale	100	4,874	28.815	34.140		5.325	18	166,413	486
short	1/14/13	1/28/13	14		Engie	100	10,785	15.430	15.390	15.470	0.040	0	166,845	7
long	1/28/13	2/11/13	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	2/11/13	2/25/13	14		Orange	100	20,216	7.883	7.479	8.309	0.426	5	167,973	294
long	2/25/13	4/22/13	56		Credit Agricole	100	22,471	7.475	6.300		-1.175	-16	141,570	-67
short	4/22/13	8/05/13	105		ArcelorMittal	100	5,385	26.286	28.620	23.952	-2.334	-9	129,001	-28
long	8/05/13	12/16/13	133		Alcatel-Lucent	100	70,724	1.824	3.271		1.447	79	231,339	397
short	12/16/13	2/23/15	434		Technip	100	3,295	70.190	57.900	85.089	14.899	21	280,430	18
long	2/23/15	7/06/15	133		Peugeot	100	19,240	14.575	18.595		4.020	28	357,775	95
short	7/06/15	3/27/17	630		ArcelorMittal	100	14,180	25.230	22.800	27.919	2.689	11	395,905	6
long	3/27/17	7/31/17	126		ArcelorMittal	100	17,364	22.800	22.180		-0.620	-3	385,139	-8
short	7/31/17	1/22/18	175		Carrefour	100	18,967	20.305	18.465	22.328	2.023	10	423,517	22
long	1/22/18	2/05/18	14		Kering	100	1,034	409.300	388.900		-20.400	-5	402,423	-74
short	2/05/18	5/06/19	455		Sanofi	100	5,830	69.020	76.710	61.330	-7.690	-11	357,590	-9
long	5/06/19	6/03/19	28		LVMH	100	1,038	344.400	340.500		-3.900	-1	353,542	-14
short	6/03/19	10/28/19	147		ArcelorMittal	100	26,514	13.334	14.270	12.398	-0.936	-7	328,725	-17
long	10/28/19	12/02/19	35		STMicroelectronics	100	15,895	20.680	21.800		1.120	5	346,528	73
short	12/02/19	12/30/19	28		Renault	100	8,018	43.215	42.600	43.839	0.624	1	351,530	21
long	12/30/19	1/27/20	28		STMicroelectronics	100	14,659	23.980	26.140		2.160	9	383,193	208
short	1/27/20	8/10/20	196		Renault	100	10,917	35.100	24.080	51.163	16.063	46	558,555	102
long	8/10/20	9/21/20	42		Schneider Electric	100	5,451	102.450	101.050		-1.400	-1	550,924	-11
short	9/21/20	12/28/20	98		UnibailRodaWestfield	100	18,057	30.510	65.420	0.000	-30.510	-100	5	-100
long	12/28/20	7/19/21	203		ArcelorMittal	100	0	19.060	24.610		5.550	29	5	0
short	7/19/21	2/13/23	574		Atos	100	0	40.410	11.995	136.137	95.727	237	5	0
long	2/13/23	6/05/23	112		Renault	100	0	41.535	33.320		-8.215	-20	5	0
short	6/05/23	3/18/24	287		Teleperformance	100	0	138.750	85.040	226.382	87.632	63	5	0
long	3/18/24	4/29/24	42		Stellantis	100	0	26.150	23.210		-2.940	-11	5	0
short	4/29/24	5/09/24	10		Teleperformance	100	0	89.500	98.840	80.160	-9.340	-10	5	0
accum	1/30/06	5/09/24	6675	days out of 6703 invested (100%)							-100		5	-34

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Atos	short	7/19/21	2/13/23	574	40.41	12.00	136.14	95.73	236.89	236.89
Credit Agricole	short	6/11/07	7/20/09	770	29.75	9.98	88.68	58.93	198.10
	long	9/17/12	9/24/12	7	5.98	5.71		-0.27	-4.51
	long	1/28/13	2/11/13	14	7.76	7.41		-0.35	-4.48
	long	2/25/13	4/22/13	56	7.48	6.30		-1.18	-15.72	129.15
Carrefour	short	3/14/11	4/25/11	42	31.36	31.10	31.62	0.26	0.84
	short	5/09/11	2/06/12	273	30.67	18.35	51.26	20.59	67.16
	short	7/31/17	1/22/18	175	20.31	18.47	22.33	2.02	9.97	85.35
Peugeot	short	4/09/12	9/17/12	161	8.50	5.86	12.33	3.83	45.06
	long	2/23/15	7/06/15	133	14.58	18.60		4.02	27.58	85.07
Alcatel-Lucent	short	3/19/07	4/09/07	21	8.49	8.85	8.13	-0.36	-4.25
	long	4/25/11	5/09/11	14	4.11	4.14		0.04	0.85
	short	9/24/12	12/10/12	77	0.86	0.82	0.90	0.04	4.63
	long	8/05/13	12/16/13	133	1.82	3.27		1.45	79.33	81.18
Technip	long	7/20/09	1/25/10	189	37.98	48.61		10.63	27.99
	short	12/16/13	2/23/15	434	70.19	57.90	85.09	14.90	21.23	55.16
Teleperformance	short	6/05/23	3/18/24	287	138.75	85.04	226.38	87.63	63.16
	short	4/29/24	5/09/24	10	89.50	98.84	80.16	-9.34	-10.44	46.13
Alstom	long	1/30/06	5/22/06	112	30.93	32.50		1.58	5.09
	short	4/19/10	10/18/10	182	47.31	36.10	62.00	14.69	31.05
	short	11/15/10	11/29/10	14	33.76	30.95	36.83	3.07	9.10
	short	12/27/10	1/17/11	21	35.98	39.48	32.49	-3.50	-9.71	35.66
Renault	short	12/02/19	12/30/19	28	43.22	42.60	43.84	0.62	1.44
	short	1/27/20	8/10/20	196	35.10	24.08	51.16	16.06	45.76
	long	2/13/23	6/05/23	112	41.54	33.32		-8.22	-19.78	18.62
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Societe Generale	long	12/10/12	1/14/13	35	28.82	34.14		5.33	18.48	18.48
ArcelorMittal	short	4/22/13	8/05/13	105	26.29	28.62	23.95	-2.33	-8.88
	short	7/06/15	3/27/17	630	25.23	22.80	27.92	2.69	10.66
	long	3/27/17	7/31/17	126	22.80	22.18		-0.62	-2.72
	short	6/03/19	10/28/19	147	13.33	14.27	12.40	-0.94	-7.02
	long	12/28/20	7/19/21	203	19.06	24.61		5.55	29.12	17.76
STMicroelectronics	long	10/28/19	12/02/19	35	20.68	21.80		1.12	5.42
	long	12/30/19	1/27/20	28	23.98	26.14		2.16	9.01	14.91
Klépierre	long	10/16/06	3/19/07	154	39.30	44.88		5.58	14.19	14.19
Michelin	long	4/09/07	6/11/07	63	20.92	23.18		2.27	10.83	10.83
Airbus	long	2/06/12	4/09/12	63	27.23	29.73		2.50	9.16	9.16
Valeo	long	10/18/10	11/15/10	28	11.51	13.11		1.60	13.89
	long	11/29/10	12/27/10	28	13.41	14.03		0.62	4.61
	long	1/17/11	3/14/11	56	15.15	13.52		-1.63	-10.73	6.36
Engie	short	1/14/13	1/28/13	14	15.43	15.39	15.47	0.04	0.26	0.26
LVMH	long	5/06/19	6/03/19	28	344.40	340.50		-3.90	-1.13	-1.13
Schneider Electric	long	8/10/20	9/21/20	42	102.45	101.05		-1.40	-1.37	-1.37
Safran	long	3/29/10	4/19/10	21	19.45	18.90		-0.55	-2.83	-2.83
Kering	long	1/22/18	2/05/18	14	409.30	388.90		-20.40	-4.98	-4.98
Sanofi	short	2/05/18	5/06/19	455	69.02	76.71	61.33	-7.69	-11.14	-11.14
Stellantis	long	3/18/24	4/29/24	42	26.15	23.21		-2.94	-11.24	-11.24
Orange	short	5/22/06	10/16/06	147	16.54	18.97	14.11	-2.43	-14.69
	short	1/25/10	3/29/10	63	16.83	17.75	15.90	-0.92	-5.50
	short	2/11/13	2/25/13	14	7.88	7.48	8.31	0.43	5.40	-15.03
UnibailRodaWestfield	short	9/21/20	12/28/20	98	30.51	65.42	0.00	-30.51	-100.00	-100.00

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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