Share-o-matic - Portfolio

Fri, May 10th, 2024, 1:04UTC

Assessment - Cotation Assistée en Continu - 12/21/15 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	12/21/15	⇓ Δwk	7/27/15	prc diff	⇓ Δ21	∅-RS
		CAC 40	8,187.650	Thu	0.69	4,565.170		4,927.600	-362.430	-7.36	-4.80
	L	Thales	167.950	Thu	1.42	68.450		59.570	8.880	14.91	21.83
		Eurofins Scientific	57.280	Thu	-0.59	32.045		29.930	2.115	7.07	18.79
		Teleperformance	98.840	Thu	-0.64	76.290		62.630	13.660	21.81	15.55
		Veolia	29.180	Thu	-0.51	21.410		20.085	1.325	6.60	15.12
	L	Renault	48.280	Thu	0.86	91.620		88.200	3.420	3.88	13.42
	S	Dassault Systèmes	38.080	Thu	-0.31	14.504		13.796	0.708	5.13	13.05
		Axa	33.450	Thu	0.51	24.935		23.700	1.235	5.21	10.51
		Cap Gemini	205.500	Thu	-0.53	84.050		86.900	-2.850	-3.28	9.98
		Airbus	162.440	Thu	0.57	61.920		60.300	1.620	2.69	8.35
		Vinci	115.100	Thu	1.05	57.900		54.960	2.940	5.35	6.14
		EssilorLuxottica	205.600	Thu	0.78	112.900		116.000	-3.100	-2.67	4.69
		Legrand	100.500	Thu	2.18	51.500		50.520	0.980	1.94	3.42
		Bouygues	35.820	Thu	1.70	35.310		33.195	2.115	6.37	3.29
	L	Societe Generale	25.260	Thu	1.24	42.670		43.885	-1.215	-2.77	2.38
		Danone	59.280	Thu	-0.07	61.200		60.370	0.830	1.37	1.81
	S	Orange	10.575	Thu	0.52	15.060		14.950	0.110	0.74	1.46
		Pernod Ricard	149.000	Thu	0.34	102.700		106.800	-4.100	-3.84	-0.87
		Safran	212.300	Thu	0.57	62.590		59.940	2.650	4.42	-1.98
	L	BNP Paribas	70.610	Thu	0.96	52.590		55.710	-3.120	-5.60	-2.07
	L	Saint-Gobain	80.240	Thu	0.93	39.000		41.090	-2.090	-5.09	-2.32
	L	Michelin	37.330	Thu	0.27	21.625		23.625	-2.000	-8.47	-3.08
	L	Alstom	16.590	Thu	-3.04	26.980		26.305	0.675	2.57	-3.64
	L	UnibailRodaWestfield	79.420	Thu	0.46	230.200		238.850	-8.650	-3.62	-3.71
		L´Oreal	453.850	Thu	1.52	155.100		166.150	-11.050	-6.65	-3.96
		⇓instrument	freshest		⇓ Δday	12/21/15	⇓ Δwk	7/27/15	prc diff	⇓ Δ21	∅-RS
		Hermes International	2,303.000	Thu	-0.09	306.350		342.200	-35.850	-10.48	-5.06
	S	Kering	333.250	Thu	0.65	155.050		163.400	-8.350	-5.11	-6.08
		Engie	15.690	Thu	0.26	15.960		16.870	-0.910	-5.39	-7.69
	L	TotalEnergies	68.350	Thu	1.67	40.725		42.980	-2.255	-5.25	-8.53
		LVMH	789.000	Thu	0.14	142.700		160.950	-18.250	-11.34	-8.61
	L	Carrefour	16.430	Thu	2.30	26.440		30.420	-3.980	-13.08	-8.83
	L	Publicis	105.800	Thu	-0.42	60.000		67.440	-7.440	-11.03	-9.13
		Air Liquide	186.960	Thu	0.23	101.700		114.850	-13.150	-11.45	-10.20
		Sanofi	93.180	Thu	0.11	77.790		96.100	-18.310	-19.05	-11.10
		Vivendi	9.946	Thu	-0.24	18.980		23.690	-4.710	-19.88	-13.23
	S	STMicroelectronics	37.595	Thu	0.33	6.079		6.958	-0.879	-12.63	-14.01
	L	Credit Agricole	15.430	Thu	0.26	10.375		14.075	-3.700	-26.29	-14.68
	L	Schneider Electric	229.750	Thu	1.48	51.790		62.010	-10.220	-16.48	-16.41
	S	Edenred	46.460	Thu	-0.04	16.595		22.885	-6.290	-27.49	-20.41
		ArcelorMittal	23.700	Thu	0.34	10.620		23.460	-12.840	-54.73	-50.84
		Stellantis	20.245	Thu	2.14						-na-
CAC 40 - 39 out of 40 instruments rated - 12/21/15 / 7/27/15 - 15 did rise, Market-Ratio(21) = 38.46 %
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


	is taking down something concerning