Share-o-matic - Portfolio

Fri, Sep 30th, 2022, 20:02UTC

Assessment - Cotation Assistée en Continu - 9/26/22 - RS = 21

		⇓instrument	freshest		⇓ Δday	9/26/22	Δwk	5/02/22	prc diff	⇓ Δ21	⇓∅-RS
	S	CAC 40	5,762.340	16:05	1.51	5,769.390	-0.12	6,425.610	-656.220	-10.21	-11.89
		Cap Gemini	165.500	15:38	3.66	155.100	6.71	191.350	-36.250	-18.94	-17.09
		Hermes International	1,217.000	15:38	0.79	1,174.000	3.66	1,153.000	21.000	1.82	-6.49
		Pernod Ricard	188.850	15:35	2.44	183.850	2.72	196.850	-13.000	-6.60	-4.33
	S	TotalEnergies	48.275	15:39	2.05	47.025	2.66	46.980	0.045	0.10	-0.92
	S	Schneider Electric	116.940	15:35	2.44	114.180	2.42	132.940	-18.760	-14.11	-17.43
		Dassault Systèmes	35.735	15:39	4.38	35.065	1.91	41.535	-6.470	-15.58	-17.79
	S	Eurofins Scientific	61.120	15:38	3.63	60.160	1.60	86.960	-26.800	-30.82	-31.73
	S	Teleperformance	260.900	15:38	4.53	256.900	1.56	331.400	-74.500	-22.48	-21.82
	S	Sanofi	78.400	15:36	0.72	77.440	1.24	101.020	-23.580	-23.34	-15.24
		Safran	94.010	15:39	1.08	92.890	1.21	99.600	-6.710	-6.74	-11.13
		Legrand	66.660	15:38	2.62	66.060	0.91	83.200	-17.140	-20.60	-21.79
		Thales	113.000	15:35	-0.48	112.200	0.71	120.800	-8.600	-7.12	14.55
		LVMH	610.400	15:35	0.39	606.800	0.59	606.600	0.200	0.03	-5.86
	S	Air Liquide	117.560	15:39	1.61	116.880	0.58	163.020	-46.140	-28.30	-19.02
		L´Oreal	330.250	15:35	2.13	328.800	0.44	340.100	-11.300	-3.32	-8.61
		EssilorLuxottica	140.350	15:38	-0.46	139.900	0.32	161.450	-21.550	-13.35	-13.57
	S	Michelin	23.155	15:38	3.14	23.130	0.11	29.500	-6.370	-21.59	-23.76
	S	Bouygues	26.850	15:38	1.21	26.850		32.240	-5.390	-16.72	-14.22
	S	Danone	48.570	15:38	0.81	48.605	-0.07	57.300	-8.695	-15.17	-10.45
	L	Publicis	48.900	15:38	3.58	48.990	-0.18	56.500	-7.510	-13.29	-9.67
	L	Renault	27.970	15:35	2.19	28.040	-0.25	23.260	4.780	20.55	0.98
		Vinci	83.170	15:35	0.68	83.530	-0.43	91.070	-7.540	-8.28	-8.43
	S	Saint-Gobain	37.050	15:39	4.09	37.485	-1.16	55.890	-18.405	-32.93	-28.36
		ArcelorMittal	20.630	15:35	2.48	20.950	-1.53	26.985	-6.035	-22.36	-20.24
		⇓instrument	freshest		⇓ Δday	9/26/22	Δwk	5/02/22	prc diff	⇓ Δ21	⇓∅-RS
	S	Veolia	19.710	15:38	2.82	20.030	-1.60	27.090	-7.060	-26.06	-25.94
		Engie	11.842	15:38	-0.27	12.066	-1.86	11.242	0.824	7.33	-1.93
	S	UnibailRodaWestfield	42.885	15:37	6.44	43.800	-2.09	68.080	-24.280	-35.66	-27.72
	S	Vivendi	7.972	15:35	2.63	8.154	-2.23	10.925	-2.771	-25.36	-24.04
	S	Carrefour	14.215	15:38	1.43	14.625	-2.80	20.390	-5.765	-28.27	-15.05
		Airbus	88.890	15:35	0.91	91.480	-2.83	103.980	-12.500	-12.02	-13.77
		Kering	458.550	15:37	0.77	473.050	-3.07	504.200	-31.150	-6.18	-17.46
	S	Orange	9.248	15:38	-0.54	9.574	-3.41	11.262	-1.688	-14.99	-7.01
	L	Worldline	40.680	15:36	3.70	42.140	-3.46	37.630	4.510	11.99	-2.11
		Stellantis	12.276	15:35	0.49	12.730	-3.57	12.610	0.120	0.95	-13.59
	L	Axa	22.475	15:39	0.58	23.515	-4.42	25.185	-1.670	-6.63	-4.07
	S	Alstom	16.745	15:39	3.33	17.545	-4.56	21.010	-3.465	-16.49	-30.33
		STMicroelectronics	32.245	15:38	1.43	34.100	-5.44	34.865	-0.765	-2.19	-8.47
	L	Credit Agricole	8.364	15:38	2.07	8.856	-5.56	10.216	-1.360	-13.31	-18.02
		BNP Paribas	43.605	15:38	2.52	46.210	-5.64	48.805	-2.595	-5.32	-12.36
	L	Societe Generale	20.415	15:39	1.44	22.105	-7.65	22.690	-0.585	-2.58	-12.87
CAC 40 - 40 out of 40 instruments rated - 9/26/22 / 5/02/22 - 7 did rise, Market-Ratio(21) = 17.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	9/26/22

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	9/30/22	438		Atos	100	0	40.410	8.160	200.119	159.709	395	5	0
accum	1/30/06	9/30/22	6087	days out of 6115 invested (100%)							-100		5	-37

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	9/30/22	438	40.41	8.16	200.12	159.71	395.22	395.22
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
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	47.87
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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

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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