Share-o-matic - Portfolio

Fri, Nov 22nd, 2024, 13:06UTC

Assessment - Cotation Assistée en Continu - 7/26/10 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	7/26/10	⇓ Δwk	3/01/10	prc diff	⇓ Δ21	∅-RS
		CAC 40	7,250.670	8/12	-0.26	3,636.180		3,769.540	-133.360	-3.54	-2.29
		Safran	192.200	8/12	-0.18	21.265		17.315	3.950	22.81	42.73
		Hermes International	2,006.000	8/12	-0.50	130.100		100.050	30.050	30.03	28.99
	S	Dassault Systèmes	33.530	8/12	-0.03	5.221		4.308	0.913	21.18	25.97
		Airbus	133.760	8/12	-0.45	17.950		15.365	2.585	16.82	23.53
		Legrand	93.280	8/12	0.09	25.835		23.910	1.925	8.05	23.24
	S	LVMH	635.100	8/12	-0.14	95.030		81.740	13.290	16.26	22.55
		Publicis	91.560	8/12	0.68	35.070		29.810	5.260	17.65	20.15
	S	Kering	249.850	8/12	-1.85	105.050		86.040	19.010	22.09	18.69
		Schneider Electric	211.250	8/12	0.38	45.125		40.115	5.010	12.49	17.60
		EssilorLuxottica	207.300	8/12	-0.58	48.715		45.210	3.505	7.75	14.79
	S	Air Liquide	162.300	8/12	-0.79	72.388		68.654	3.734	5.44	14.59
		L´Oreal	376.650	8/12	-1.59	83.440		77.580	5.860	7.55	13.47
		Michelin	34.340	8/12	0.41	14.887		12.595	2.292	18.20	13.41
		Danone	60.140	8/12	0.07	46.320		43.355	2.965	6.84	10.61
	S	Eurofins Scientific	52.700	8/12	-0.26	3.705		3.262	0.443	13.58	9.89
	S	Pernod Ricard	121.800	8/12	-0.33	62.800		56.980	5.820	10.21	7.18
		Renault	40.250	8/12	-0.72	35.340		30.265	5.075	16.77	6.72
		Carrefour	13.730	8/12	-0.36	35.610		35.120	0.490	1.40	6.16
		UnibailRodaWestfield	66.600	8/12	-0.60	131.212		130.335	0.877	0.67	4.58
	S	Cap Gemini	175.550	8/12	-0.40	35.370		34.340	1.030	3.00	2.75
		STMicroelectronics	26.855	8/12	0.47	6.344		6.528	-0.184	-2.82	0.98
	S	Vinci	102.650	8/12	-0.77	37.550		39.620	-2.070	-5.22	-3.07
		Saint-Gobain	73.560	8/12	-0.41	33.290		35.075	-1.785	-5.09	-3.15
		BNP Paribas	59.250	8/12		51.000		54.300	-3.300	-6.08	-3.34
		⇓instrument	freshest		⇓ Δday	7/26/10	⇓ Δwk	3/01/10	prc diff	⇓ Δ21	∅-RS
		Vivendi	9.488	8/12	0.40	17.830		18.203	-0.373	-2.05	-3.50
	S	Bouygues	31.120	8/12	-0.54	32.720		35.200	-2.480	-7.05	-6.41
		TotalEnergies	61.720	8/12	0.60	38.300		41.360	-3.060	-7.40	-6.89
		ArcelorMittal	20.120	8/12	0.30	75.015		84.675	-9.660	-11.41	-8.04
		Societe Generale	20.520	8/12	0.44	39.990		41.275	-1.285	-3.11	-8.44
	S	Engie	15.335	8/12	0.49	25.335		27.170	-1.835	-6.75	-8.81
		Sanofi	95.670	8/12	-0.60	45.585		54.820	-9.235	-16.85	-11.06
	S	Orange	10.115	8/12	-0.25	14.985		17.360	-2.375	-13.68	-11.32
		Thales	147.050	8/12	-0.20	26.740		29.190	-2.450	-8.39	-13.16
		Veolia	27.760	8/12	-0.14	20.085		24.195	-4.110	-16.99	-13.32
		Axa	32.350	8/12	-0.77	13.350		14.810	-1.460	-9.86	-13.40
	L	Teleperformance	101.450	8/12	-0.10	19.710		24.075	-4.365	-18.13	-14.49
	L	Alstom	17.090	8/12	0.12	38.680		47.855	-9.175	-19.17	-16.46
		Credit Agricole	13.205	8/12	0.57	9.647		11.050	-1.403	-12.70	-17.00
	S	Edenred	35.890	8/12	-0.25	13.520					-na-
	S	Stellantis	13.984	8/12	-0.61						-na-
CAC 40 - 38 out of 40 instruments rated - 7/26/10 / 3/01/10 - 20 did rise, Market-Ratio(21) = 52.63 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/06/20	scale up chart	7/01/24

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	8/12/24	105		Teleperformance	100	0	89.500	101.450	77.550	-11.950	-13	5	0
accum	1/30/06	8/12/24	6871	days out of 6899 invested (100%)							-100		5	-33

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	8/12/24	105	89.50	101.45	77.55	-11.95	-13.35	41.37
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


	is taking down something concerning