Assessment - Cotation Assistée en Continu in Pound sterling - 7/01/24 - RS = 29

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	12/11/23	prc diff	⇓ Δ29		⇓∅-RS
								CAC 40	6,151.976	8/12/24	-0.26	6,415.392	-4.11	6,469.547	-54.155	-0.84		-0.85
						S		Eurofins Scientific	44.714	8/12/24	-0.26	38.987	14.69	46.880	-7.893	-16.84		-18.37
						S		Engie	13.011	8/12/24	0.49	11.649	11.69	13.817	-2.168	-15.69		-10.46
						S		Orange	8.582	8/12/24	-0.25	7.998	7.31	9.513	-1.515	-15.93		-12.83
						L		Alstom	14.500	8/12/24	0.12	13.673	6.05	9.719	3.954	40.68		4.24
								Danone	51.027	8/12/24	0.07	48.957	4.23	50.958	-2.001	-3.93		-0.82
								Sanofi	81.173	8/12/24	-0.60	77.932	4.16	75.220	2.712	3.61		-1.40
								Axa	27.448	8/12/24	-0.77	26.523	3.49	25.753	0.770	2.99		3.30
								EssilorLuxottica	175.888	8/12/24	-0.58	171.221	2.73	156.968	14.253	9.08		8.17
								Carrefour	11.649	8/12/24	-0.36	11.365	2.50	14.821	-3.456	-23.32		-19.51
						S		Vinci	87.095	8/12/24	-0.77	85.611	1.73	99.465	-13.855	-13.93		-9.23
								Airbus	113.491	8/12/24	-0.45	111.693	1.61	121.911	-10.219	-8.38		-8.06
						S		Bouygues	26.404	8/12/24	-0.54	25.997	1.57	31.005	-5.008	-16.15		-10.55
								Credit Agricole	11.204	8/12/24	0.57	11.115	0.80	10.836	0.279	2.58		3.84
								Legrand	79.145	8/12/24	0.09	79.026	0.15	81.337	-2.311	-2.84		0.58
						S		Air Liquide	137.707	8/12/24	-0.79	137.978	-0.20	151.314	-13.336	-8.81		-6.38
								Saint-Gobain	62.413	8/12/24	-0.41	63.211	-1.26	53.519	9.692	18.11		16.56
						L		Teleperformance	86.077	8/12/24	-0.10	87.223	-1.31	100.922	-13.699	-13.57		-13.09
								Veolia	23.554	8/12/24	-0.14	24.147	-2.46	25.179	-1.032	-4.10		-1.85
						S		Dassault Systèmes	28.449	8/12/24	-0.03	29.272	-2.81	38.038	-8.766	-23.05		-13.99
								TotalEnergies	52.368	8/12/24	0.60	53.971	-2.97	53.091	0.880	1.66		3.19
								Thales	124.768	8/12/24	-0.20	128.967	-3.26	117.713	11.254	9.56		5.59
								Vivendi	8.050	8/12/24	0.40	8.378	-3.91	7.733	0.645	8.34		6.66
								BNP Paribas	50.272	8/12/24		52.325	-3.92	52.414	-0.089	-0.17		1.02
						S		Pernod Ricard	103.344	8/12/24	-0.33	107.713	-4.06	134.548	-26.835	-19.94		-21.73
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	12/11/23	prc diff	⇓ Δ29		⇓∅-RS
								Hermes International	1,702.031	8/12/24	-0.50	1,783.484	-4.57	1,711.555	71.929	4.20		3.68
								Michelin	29.136	8/12/24	0.41	30.630	-4.88	27.586	3.043	11.03		13.65
								Safran	163.076	8/12/24	-0.18	171.476	-4.90	141.770	29.706	20.95		18.88
								ArcelorMittal	17.071	8/12/24	0.30	18.072	-5.54	20.510	-2.437	-11.88		-12.29
								Publicis	77.686	8/12/24	0.68	82.505	-5.84	69.651	12.854	18.45		15.10
								Schneider Electric	179.239	8/12/24	0.38	191.203	-6.26	151.262	39.940	26.40		24.40
						S		Cap Gemini	148.949	8/12/24	-0.40	160.955	-7.46	165.261	-4.307	-2.61		0.69
								L´Oreal	319.576	8/12/24	-1.59	349.782	-8.64	380.255	-30.473	-8.01		-4.07
								Societe Generale	17.411	8/12/24	0.44	19.175	-9.20	20.407	-1.232	-6.04		-6.14
								UnibailRodaWestfield	56.508	8/12/24	-0.60	63.024	-10.34	54.642	8.383	15.34		24.15
						S		Edenred	30.452	8/12/24	-0.25	33.990	-10.41	45.800	-11.811	-25.79		-24.01
						S		LVMH	538.863	8/12/24	-0.14	604.111	-10.80	633.973	-29.862	-4.71		-7.83
								Renault	34.151	8/12/24	-0.72	40.939	-16.58	32.555	8.383	25.75		21.21
						S		Stellantis	11.865	8/12/24	-0.61	15.812	-24.96	18.000	-2.188	-12.15		-6.64
						S		Kering	211.990	8/12/24	-1.85	285.086	-25.64	350.827	-65.741	-18.74		-17.53
								STMicroelectronics	22.786	8/12/24	0.47	30.753	-25.91	38.124	-7.371	-19.33		-13.33
CAC 40 - 40 out of 40 instruments rated - 7/01/24 / 12/11/23 - 16 did rise, Market-Ratio(29) in GBP = 40.00 %
Stock Exchange Currency: EUR € Euro

 

Technical Chart

	CAC 40 RS = 29 - B/S = 55/55
1/04/21	scale up chart	7/01/24

 

Transactions Cotation Assistée en Continu in Pound sterling * S29 - 55 ex 15 (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		7/17/06	196				- cash -
short	7/17/06	7/24/06	7				Airbus	100	718		13.913	14.728	13.099	-0.814	-6	9,415	-96
7/24/06		9/25/06	63				- cash -
	9/25/06	10/02/06	7				Airbus	100	621		15.138	15.163	15.113	-0.025	0	9,400	-8
10/02/06		11/27/06	56				- cash -
	11/27/06	12/04/06	7				Airbus	100	617		15.212	15.587	14.837	-0.375	-2	9,169	-73
12/04/06		8/20/07	259				- cash -
	8/20/07	9/24/07	35				Airbus	100	666		13.760	14.264	13.257	-0.503	-4	8,834	-32
9/24/07		10/22/07	28				- cash -
	10/22/07	7/21/08	273				STMicroelectronics	100	1,136		7.773	5.716	10.569	2.797	36	12,010	51
	7/21/08	5/11/09	294				Veolia	100	460		26.091	19.659	34.628	8.537	33	15,938	42
	5/11/09	5/18/09	7				Engie	100	678		23.490	23.023	23.967	0.477	2	16,261	185
5/18/09		5/25/09	7				- cash -
	5/25/09	6/08/09	14				Engie	100	696		23.332	23.787	22.877	-0.455	-2	15,944	-40
6/08/09		5/10/10	336				- cash -
	5/10/10	5/17/10	7				Thales	100	665		23.951	24.001	23.902	-0.050	0	15,911	-10
5/17/10		5/31/10	14				- cash -
	5/31/10	6/21/10	21				Credit Agricole	100	2,110		7.540	8.326	6.754	-0.786	-10	14,252	-85
6/21/10		6/28/10	7				- cash -
	6/28/10	8/30/10	63				Credit Agricole	100	1,911		7.456	8.371	6.540	-0.916	-12	12,503	-53
8/30/10		10/04/10	35				- cash -
	10/04/10	10/18/10	14				Alstom	100	393		31.784	31.562	32.008	0.224	1	12,590	20
10/18/10		10/25/10	7				- cash -
	10/25/10	11/22/10	28				Alstom	100	378		33.290	28.660	38.669	5.379	16	14,624	605
11/22/10		11/29/10	7				- cash -
	11/29/10	12/06/10	7				Alstom	100	556		26.291	27.733	24.849	-1.442	-5	13,822	-95
12/06/10		7/11/11	217				- cash -
	7/11/11	2/27/12	231				Carrefour	100	688		20.073	15.175	26.553	6.479	32	18,280	56
2/27/12		5/14/12	77				- cash -
	5/14/12	6/11/12	28				Credit Agricole	100	6,952		2.629	2.457	2.813	0.184	7	19,557	141
6/11/12		6/25/12	14				- cash -
	6/25/12	7/02/12	7				Credit Agricole	100	7,589		2.577	2.993	2.161	-0.416	-16	16,402	-100
7/02/12		7/23/12	21				- cash -
	7/23/12	7/30/12	7				Credit Agricole	100	6,938		2.364	2.799	1.929	-0.435	-18	13,383	-100
7/30/12		8/27/12	28				- cash -
	8/27/12	9/03/12	7				Veolia	100	1,962		6.819	6.675	6.967	0.147	2	13,672	204
9/03/12		9/10/12	7				- cash -
	9/10/12	9/17/12	7				Bouygues	100	834		16.374	16.744	16.004	-0.370	-2	13,363	-70
9/17/12		9/24/12	7				- cash -
	9/24/12	10/29/12	35				Orange	100	1,710		7.810	6.953	8.773	0.963	12	15,010	236
10/29/12		6/24/13	238				- cash -
	6/24/13	7/01/13	7				ArcelorMittal	100	698		21.494	22.300	20.687	-0.806	-4	14,447	-86
7/01/13		8/11/14	406				- cash -
	8/11/14	8/18/14	7				Airbus	100	418		34.559	35.255	33.863	-0.696	-2	14,156	-65
8/18/14		9/15/14	28				- cash -
	9/15/14	9/22/14	7				Edenred	100	845		16.751	16.095	17.434	0.683	4	14,733	704
9/22/14		9/29/14	7				- cash -
	9/29/14	10/20/14	21				Edenred	100	966		15.251	16.588	13.914	-1.337	-9	13,441	-80
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
	10/20/14	1/19/15	91				Saint-Gobain	100	524		25.603	26.100	25.106	-0.497	-2	13,181	-8
1/19/15		8/24/15	217				- cash -
	8/24/15	3/14/16	203				ArcelorMittal	100	893		14.747	11.295	19.255	4.507	31	17,206	62
3/14/16		3/21/16	7				- cash -
	3/21/16	4/18/16	28				ArcelorMittal	100	1,884		9.128	11.812	6.445	-2.683	-29	12,150	-99
4/18/16		5/02/16	14				- cash -
	5/02/16	8/01/16	91				Vivendi	100	905		13.421	14.889	11.954	-1.467	-11	10,822	-37
8/01/16		11/27/17	483				- cash -
	11/27/17	12/04/17	7				Carrefour	100	719		15.036	15.972	14.100	-0.936	-6	10,149	-96
12/04/17		6/25/18	203				- cash -
	6/25/18	8/27/18	63				Societe Generale	100	321		31.573	32.872	30.273	-1.300	-4	9,732	-22
8/27/18		9/10/18	14				- cash -
	9/10/18	9/24/18	14				Saint-Gobain	100	307		31.662	33.919	29.405	-2.257	-7	9,039	-85
9/24/18		10/08/18	14				- cash -
	10/08/18	4/01/19	175				STMicroelectronics	100	688		13.135	11.721	14.719	1.585	12	10,129	27
4/01/19		6/03/19	63				- cash -
	6/03/19	6/10/19	7				ArcelorMittal	100	855		11.838	12.016	11.659	-0.179	-2	9,977	-55
6/10/19		3/09/20	273				- cash -
	3/09/20	10/05/20	210				Renault	100	580		17.177	19.780	14.573	-2.603	-15	8,467	-25
10/05/20		2/14/22	497				- cash -
	2/14/22	11/28/22	287				Vivendi	100	864		9.791	7.486	12.807	3.015	31	11,072	41
11/28/22		12/05/22	7				- cash -
	12/05/22	1/09/23	35				Teleperformance	100	57		191.509	209.792	173.226	-18.283	-10	10,030	-65
1/09/23		8/28/23	231				- cash -
	8/28/23	10/09/23	42				Teleperformance	100	93		106.956	101.133	113.114	6.158	6	10,602	63
10/09/23		10/23/23	14				- cash -
	10/23/23	11/27/23	35				Alstom	100	996		10.644	10.596	10.692	0.048	0	10,650	5
11/27/23		6/17/24	203				- cash -
	6/17/24	8/12/24	56				Kering	100	41		257.658	211.990	313.163	55.505	22	12,926	257
accum	7/17/06	8/12/24	2983	days out of 7288 invested (41%)										29		12,926	3

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
STMicroelectronics	short	10/22/07	7/21/08	273	7.77	5.72	10.57	2.80	35.98
		10/08/18	4/01/19	175	13.13	11.72	14.72	1.58	12.06			52.38
Veolia		7/21/08	5/11/09	294	26.09	19.66	34.63	8.54	32.72
		8/27/12	9/03/12	7	6.82	6.68	6.97	0.15	2.16			35.59
Carrefour		7/11/11	2/27/12	231	20.07	15.18	26.55	6.48	32.28
		11/27/17	12/04/17	7	15.04	15.97	14.10	-0.94	-6.23			24.04
Kering		6/17/24	8/12/24	56	257.66	211.99	313.16	55.51	21.54			21.54
Vivendi		5/02/16	8/01/16	91	13.42	14.89	11.95	-1.47	-10.93
		2/14/22	11/28/22	287	9.79	7.49	12.81	3.02	30.80			16.50
Orange		9/24/12	10/29/12	35	7.81	6.95	8.77	0.96	12.33			12.33
Alstom		10/04/10	10/18/10	14	31.78	31.56	32.01	0.22	0.70
		10/25/10	11/22/10	28	33.29	28.66	38.67	5.38	16.16
		11/29/10	12/06/10	7	26.29	27.73	24.85	-1.44	-5.48
		10/23/23	11/27/23	35	10.64	10.60	10.69	0.05	0.45			11.06
Engie		5/11/09	5/18/09	7	23.49	23.02	23.97	0.48	2.03
		5/25/09	6/08/09	14	23.33	23.79	22.88	-0.45	-1.95			0.04
Thales		5/10/10	5/17/10	7	23.95	24.00	23.90	-0.05	-0.21			-0.21
Bouygues		9/10/12	9/17/12	7	16.37	16.74	16.00	-0.37	-2.26			-2.26
Societe Generale		6/25/18	8/27/18	63	31.57	32.87	30.27	-1.30	-4.12			-4.12
Teleperformance		12/05/22	1/09/23	35	191.51	209.79	173.23	-18.28	-9.55
		8/28/23	10/09/23	42	106.96	101.13	113.11	6.16	5.76			-4.34
Edenred		9/15/14	9/22/14	7	16.75	16.09	17.43	0.68	4.08
		9/29/14	10/20/14	21	15.25	16.59	13.91	-1.34	-8.77			-5.05
Saint-Gobain		10/20/14	1/19/15	91	25.60	26.10	25.11	-0.50	-1.94
		9/10/18	9/24/18	14	31.66	33.92	29.41	-2.26	-7.13			-8.93
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
ArcelorMittal		6/24/13	7/01/13	7	21.49	22.30	20.69	-0.81	-3.75
		8/24/15	3/14/16	203	14.75	11.30	19.25	4.51	30.56
		3/21/16	4/18/16	28	9.13	11.81	6.44	-2.68	-29.40
		6/03/19	6/10/19	7	11.84	12.02	11.66	-0.18	-1.51			-12.61
Airbus		7/17/06	7/24/06	7	13.91	14.73	13.10	-0.81	-5.85
		9/25/06	10/02/06	7	15.14	15.16	15.11	-0.02	-0.16
		11/27/06	12/04/06	7	15.21	15.59	14.84	-0.37	-2.46
		8/20/07	9/24/07	35	13.76	14.26	13.26	-0.50	-3.66
		8/11/14	8/18/14	7	34.56	35.26	33.86	-0.70	-2.02			-13.46
Renault		3/09/20	10/05/20	210	17.18	19.78	14.57	-2.60	-15.16			-15.16
Credit Agricole		5/31/10	6/21/10	21	7.54	8.33	6.75	-0.79	-10.43
		6/28/10	8/30/10	63	7.46	8.37	6.54	-0.92	-12.28
		5/14/12	6/11/12	28	2.63	2.46	2.81	0.18	6.99
		6/25/12	7/02/12	7	2.58	2.99	2.16	-0.42	-16.14
		7/23/12	7/30/12	7	2.36	2.80	1.93	-0.44	-18.41			-42.48

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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