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

Assessment - Cotation Assistée en Continu in Dollar - 23/01/23 - RS = 21

		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	29/08/22	prc diff	⇓ Δ21	∅-RS
	L	CAC 40	7,714.849	09:06	0.06	7,640.993	0.97	6,232.858	1,408.135	22.59	14.24
	L	Renault	41.378	09:06	0.66	40.519	2.12	28.033	12.487	44.54	37.87
	L	Hermes International	1,851.023	09:06	0.41	1,785.284	3.68	1,322.745	462.539	34.97	36.18
	L	Safran	144.279	09:06	0.59	142.758	1.07	103.576	39.182	37.83	29.99
	L	LVMH	876.017	09:06	0.57	856.349	2.30	664.027	192.323	28.96	27.43
	L	BNP Paribas	67.358	09:06	0.42	65.413	2.97	45.838	19.576	42.71	24.34
	L	Alstom	29.490	09:05		28.882	2.11	20.685	8.197	39.63	23.23
		TotalEnergies	63.620	09:06	0.07	64.327	-1.10	54.492	9.834	18.05	19.61
	L	Publicis	70.194	09:05	0.28	67.630	3.79	48.953	18.677	38.15	19.32
	L	Axa	31.044	09:06	-0.28	30.468	1.89	23.335	7.134	30.57	18.11
	L	Airbus	129.544	09:06	-1.42	129.544		100.551	28.994	28.84	18.07
	L	Saint-Gobain	58.068	09:06	1.50	58.111	-0.07	40.629	17.482	43.03	18.15
	L	ArcelorMittal	32.104	09:13	0.97	30.984	3.61	24.276	6.708	27.63	17.67
	L	Vinci	113.745	09:06	0.08	111.811	1.73	91.936	19.875	21.62	16.32
	L	L´Oreal	416.494	09:06	-0.52	416.168	0.08	347.440	68.728	19.78	16.04
	L	STMicroelectronics	46.615	09:06	0.52	42.437	9.85	35.155	7.283	20.72	15.04
	L	Schneider Electric	160.578	09:06	0.64	158.187	1.51	122.448	35.739	29.19	15.06
	L	EssilorLuxottica	180.756	09:05	-0.92	189.177	-4.45	150.706	38.471	25.53	14.21
	L	Credit Agricole	11.835	09:05	0.39	11.494	2.97	9.129	2.365	25.90	11.73
		Thales	132.728	09:06	-0.81	132.022	0.53	122.107	9.915	8.12	10.82
	L	Veolia	30.012	09:06	-0.32	29.143	2.98	22.428	6.715	29.94	11.42
	L	UnibailRodaWestfield	64.207	09:06	-0.17	63.425	1.23	52.179	11.246	21.55	9.57
	L	Pernod Ricard	201.782	09:06	-1.04	211.941	-4.79	185.715	26.226	14.12	8.73
	L	Societe Generale	27.893	09:06	0.82	26.834	3.95	21.807	5.027	23.05	8.78
	L	Legrand	90.123	09:06	0.34	88.753	1.54	72.583	16.170	22.28	8.55
		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	29/08/22	prc diff	⇓ Δ21	∅-RS
	L	Michelin	31.430	09:06	-0.16	31.327	0.33	24.231	7.096	29.28	8.48
	L	Air Liquide	160.100	09:06		156.079	2.58	128.458	27.621	21.50	7.81
	L	Kering	600.998	09:06	0.95	583.830	2.94	517.979	65.851	12.71	7.02
	L	Stellantis	15.306	09:06	0.18	15.228	0.51	13.775	1.452	10.54	5.80
		Engie	14.145	09:06	-0.40	13.702	3.24	12.221	1.481	12.12	4.66
	L	Carrefour	18.863	09:05	0.12	18.842	0.12	16.944	1.898	11.20	4.60
	L	Bouygues	32.891	09:05	0.30	32.392	1.54	29.320	3.072	10.48	3.20
	L	Sanofi	97.088	09:06	-0.41	97.718	-0.64	81.548	16.170	19.83	2.61
		Worldline	44.018	09:06	-0.91	43.116	2.09	41.000	2.117	5.16	2.07
	L	Vivendi	10.696	09:06	0.55	10.431	2.54	9.035	1.396	15.45	2.43
	L	Cap Gemini	186.732	09:05	-0.09	188.579	-0.98	174.797	13.783	7.89	2.08
	L	Danone	54.096	09:06	1.19	54.667	-1.04	52.459	2.208	4.21	0.28
		Orange	10.377	09:06	-0.10	10.417	-0.39	10.217	0.200	1.96	-3.47
	L	Dassault Systèmes	36.760	09:06	-1.40	37.401	-1.71	38.681	-1.280	-3.31	-6.14
	L	Teleperformance	273.715	09:05	-0.16	271.541	0.80	281.578	-10.037	-3.56	-8.74
	L	Eurofins Scientific	69.955	09:05	-0.89	70.086	-0.19	69.859	0.227	0.33	-10.98
CAC 40 - 40 out of 40 instruments rated - 23/01/23 / 29/08/22 - 38 did rise, Market-Ratio(21) in USD = 95.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

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

Transactions Cotation Assistée en Continu in Dollar * 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	267	37.404	41.525		4.121	11	11,100	41
short	22/05/06	16/10/06	147		Orange	100	525	21.133	23.735	18.531	-2.602	-12	9,734	-28
long	16/10/06	19/03/07	154		Klépierre	100	197	49.172	59.766		10.594	22	11,821	59
short	19/03/07	9/04/07	21		Alcatel-Lucent	100	1,045	11.310	11.845	10.774	-0.536	-5	11,262	-57
long	9/04/07	11/06/07	63		Michelin	100	402	27.986	31.002		3.016	11	12,474	81
short	11/06/07	20/07/09	770		Credit Agricole	100	313	39.785	14.074	112.466	72.681	183	35,223	64
long	20/07/09	25/01/10	189		Technip	100	657	53.559	68.744		15.185	28	45,200	62
short	25/01/10	29/03/10	63		Orange	100	1,899	23.794	23.819	23.769	-0.025	0	45,152	-1
long	29/03/10	19/04/10	21		Safran	100	1,730	26.093	25.501		-0.593	-2	44,127	-33
short	19/04/10	18/10/10	182		Alstom	100	691	63.850	50.464	80.785	16.936	27	55,830	60
long	18/10/10	15/11/10	28		Valeo	100	3,470	16.085	17.941		1.856	12	62,269	315
short	15/11/10	29/11/10	14		Alstom	100	1,347	46.217	40.996	52.104	5.887	13	70,198	2,177
long	29/11/10	27/12/10	28		Valeo	100	3,950	17.770	18.411		0.641	4	72,730	59
short	27/12/10	17/01/11	21		Alstom	100	1,540	47.209	52.845	41.574	-5.636	-12	64,051	-89
long	17/01/11	14/03/11	56		Valeo	100	3,158	20.279	18.812		-1.467	-7	59,419	-39
short	14/03/11	25/04/11	42		Carrefour	100	1,362	43.625	45.288	41.962	-1.663	-4	57,154	-29
long	25/04/11	9/05/11	14		Alcatel-Lucent	100	9,551	5.984	5.934		-0.049	-1	56,683	-19
short	9/05/11	6/02/12	273		Carrefour	100	1,290	43.912	24.126	79.927	36.015	82	103,142	123
long	6/02/12	9/04/12	63		Airbus	100	2,880	35.810	38.928		3.118	9	112,121	62
short	9/04/12	17/09/12	161		Peugeot	100	10,069	11.134	7.694	16.113	4.979	45	162,255	131
long	17/09/12	24/09/12	7		Credit Agricole	100	20,655	7.855	7.417		-0.438	-6	153,199	-95
short	24/09/12	10/12/12	77		Alcatel-Lucent	100	137,240	1.116	1.063	1.173	0.056	5	160,942	26
long	10/12/12	14/01/13	35		Societe Generale	100	4,320	37.249	45.556		8.307	22	196,829	716
short	14/01/13	28/01/13	14		Engie	100	9,559	20.590	20.720	20.460	-0.130	-1	195,589	-15
long	28/01/13	11/02/13	14		Credit Agricole	100	18,716	10.450	9.910		-0.540	-5	185,474	-75
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	17,603	10.536	9.866	11.253	0.716	7	198,086	456
long	25/02/13	22/04/13	56		Credit Agricole	100	20,089	9.860	8.223		-1.638	-17	165,190	-69
short	22/04/13	5/08/13	105		ArcelorMittal	100	4,814	34.308	38.116	30.501	-3.808	-11	146,861	-34
long	5/08/13	16/12/13	133		Alcatel-Lucent	100	60,456	2.429	4.501		2.072	85	272,127	443
short	16/12/13	23/02/15	434		Technip	100	2,817	96.588	65.647	142.114	45.525	47	400,371	38
long	23/02/15	6/07/15	133		Peugeot	100	24,227	16.525	20.557		4.032	24	498,045	82
short	6/07/15	27/03/17	630		ArcelorMittal	100	17,856	27.892	24.770	31.407	3.515	13	560,815	7
long	27/03/17	31/07/17	126		ArcelorMittal	100	22,640	24.770	26.263		1.493	6	594,626	18
short	31/07/17	22/01/18	175		Carrefour	100	24,731	24.043	22.634	25.540	1.497	6	631,640	13
long	22/01/18	5/02/18	14		Kering	100	1,258	501.716	482.687		-19.029	-4	607,701	-64
short	5/02/18	6/05/19	455		Sanofi	100	7,093	85.665	85.978	85.352	-0.313	0	605,479	0
long	6/05/19	3/06/19	28		LVMH	100	1,568	386.010	382.930		-3.081	-1	600,649	-10
short	3/06/19	28/10/19	147		ArcelorMittal	100	40,055	14.996	15.833	14.158	-0.837	-6	567,117	-13
long	28/10/19	2/12/19	35		STMicroelectronics	100	24,716	22.945	24.158		1.213	5	597,103	71
short	2/12/19	30/12/19	28		Renault	100	12,468	47.889	47.731	48.048	0.158	0	599,079	4
long	30/12/19	27/01/20	28		STMicroelectronics	100	22,296	26.868	28.808		1.939	7	642,315	148
short	27/01/20	10/08/20	196		Renault	100	16,605	38.682	28.306	52.861	14.179	37	877,763	79
long	10/08/20	21/09/20	42		Schneider Electric	100	7,288	120.430	118.673		-1.757	-1	864,959	-12
short	21/09/20	28/12/20	98		UnibailRodaWestfield	100	24,140	35.831	79.897	0.000	-35.831	-100	0	-100
long	28/12/20	19/07/21	203		ArcelorMittal	100	0	23.278	29.049		5.771	25	0	0
short	19/07/21	27/01/23	557		Atos	100	0	47.698	12.887	176.544	128.845	270	0	0
accum	30/01/06	27/01/23	6206	days out of 6234 invested (100%)							-100		0	-53

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	27/01/23	557	47.70	12.89	176.54	128.85	270.13	270.13
Credit Agricole	short	11/06/07	20/07/09	770	39.78	14.07	112.47	72.68	182.69
	long	17/09/12	24/09/12	7	7.86	7.42		-0.44	-5.58
	long	28/01/13	11/02/13	14	10.45	9.91		-0.54	-5.17
	long	25/02/13	22/04/13	56	9.86	8.22		-1.64	-16.61	111.07
Technip	long	20/07/09	25/01/10	189	53.56	68.74		15.18	28.35
	short	16/12/13	23/02/15	434	96.59	65.65	142.11	45.53	47.13	88.85
Carrefour	short	14/03/11	25/04/11	42	43.62	45.29	41.96	-1.66	-3.81
	short	9/05/11	6/02/12	273	43.91	24.13	79.93	36.02	82.02
	short	31/07/17	22/01/18	175	24.04	22.63	25.54	1.50	6.22	85.98
Alcatel-Lucent	short	19/03/07	9/04/07	21	11.31	11.85	10.77	-0.54	-4.74
	long	25/04/11	9/05/11	14	5.98	5.93		-0.05	-0.82
	short	24/09/12	10/12/12	77	1.12	1.06	1.17	0.06	5.05
	long	5/08/13	16/12/13	133	2.43	4.50		2.07	85.30	83.91
Peugeot	short	9/04/12	17/09/12	161	11.13	7.69	16.11	4.98	44.72
	long	23/02/15	6/07/15	133	16.53	20.56		4.03	24.40	80.02
Alstom	long	30/01/06	22/05/06	112	37.40	41.53		4.12	11.02
	short	19/04/10	18/10/10	182	63.85	50.46	80.79	16.94	26.52
	short	15/11/10	29/11/10	14	46.22	41.00	52.10	5.89	12.74
	short	27/12/10	17/01/11	21	47.21	52.85	41.57	-5.64	-11.94	39.45
Renault	short	2/12/19	30/12/19	28	47.89	47.73	48.05	0.16	0.33
	short	27/01/20	10/08/20	196	38.68	28.31	52.86	14.18	36.66	37.11
ArcelorMittal	short	22/04/13	5/08/13	105	34.31	38.12	30.50	-3.81	-11.10
	short	6/07/15	27/03/17	630	27.89	24.77	31.41	3.52	12.60
	long	27/03/17	31/07/17	126	24.77	26.26		1.49	6.03
	short	3/06/19	28/10/19	147	15.00	15.83	14.16	-0.84	-5.58
	long	28/12/20	19/07/21	203	23.28	29.05		5.77	24.79	25.06
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Societe Generale	long	10/12/12	14/01/13	35	37.25	45.56		8.31	22.30	22.30
Klépierre	long	16/10/06	19/03/07	154	49.17	59.77		10.59	21.54	21.54
STMicroelectronics	long	28/10/19	2/12/19	35	22.94	24.16		1.21	5.29
	long	30/12/19	27/01/20	28	26.87	28.81		1.94	7.22	12.89
Michelin	long	9/04/07	11/06/07	63	27.99	31.00		3.02	10.78	10.78
Airbus	long	6/02/12	9/04/12	63	35.81	38.93		3.12	8.71	8.71
Valeo	long	18/10/10	15/11/10	28	16.09	17.94		1.86	11.54
	long	29/11/10	27/12/10	28	17.77	18.41		0.64	3.61
	long	17/01/11	14/03/11	56	20.28	18.81		-1.47	-7.23	7.20
Sanofi	short	5/02/18	6/05/19	455	85.66	85.98	85.35	-0.31	-0.37	-0.37
Engie	short	14/01/13	28/01/13	14	20.59	20.72	20.46	-0.13	-0.63	-0.63
LVMH	long	6/05/19	3/06/19	28	386.01	382.93		-3.08	-0.80	-0.80
Schneider Electric	long	10/08/20	21/09/20	42	120.43	118.67		-1.76	-1.46	-1.46
Safran	long	29/03/10	19/04/10	21	26.09	25.50		-0.59	-2.27	-2.27
Kering	long	22/01/18	5/02/18	14	501.72	482.69		-19.03	-3.79	-3.79
Orange	short	22/05/06	16/10/06	147	21.13	23.74	18.53	-2.60	-12.31
	short	25/01/10	29/03/10	63	23.79	23.82	23.77	-0.02	-0.10
	short	11/02/13	25/02/13	14	10.54	9.87	11.25	0.72	6.80	-6.45
UnibailRodaWestfield	short	21/09/20	28/12/20	98	35.83	79.90	0.00	-35.83	-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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