Assessment - Cotation Assistée en Continu in Pound sterling - 5/11/20 - RS = 21

 ⇐ 

								⇓instrument	freshest		⇓ Δday	5/11/20	Δwk	12/16/19	prc diff	⇓ Δ21		⇓∅-RS
								CAC 40	6,347.889	8/12/24	-0.26	3,931.143		5,010.406	-1,079.263	-21.54		-16.51
								Publicis	80.160	8/12/24	0.68	22.964		33.524	-10.560	-31.50		-31.76
								Hermes International	1,756.233	8/12/24	-0.50	579.049		559.103	19.946	3.57		3.42
								Saint-Gobain	64.401	8/12/24	-0.41	21.975		32.383	-10.408	-32.14		-21.73
								Schneider Electric	184.947	8/12/24	0.38	70.267		78.388	-8.121	-10.36		-1.81
								Airbus	117.106	8/12/24	-0.45	47.714		108.058	-60.343	-55.84		-48.39
								Safran	168.269	8/12/24	-0.18	68.726		118.368	-49.642	-41.94		-34.44
								ArcelorMittal	17.615	8/12/24	0.30	7.563		13.943	-6.380	-45.76		-32.79
								Renault	35.238	8/12/24	-0.72	15.463		35.996	-20.533	-57.04		-50.16
								Thales	128.741	8/12/24	-0.20	60.847		74.792	-13.946	-18.65		-24.17
								BNP Paribas	51.873	8/12/24		24.601		44.487	-19.886	-44.70		-31.93
						S		Cap Gemini	153.692	8/12/24	-0.40	75.572		90.898	-15.326	-16.86		-13.91
								Axa	28.322	8/12/24	-0.77	14.108		20.872	-6.765	-32.41		-24.76
								TotalEnergies	54.035	8/12/24	0.60	28.353		40.373	-12.020	-29.77		-24.77
								Credit Agricole	11.561	8/12/24	0.57	6.149		10.996	-4.847	-44.08		-31.48
								EssilorLuxottica	181.489	8/12/24	-0.58	99.499		118.536	-19.036	-16.06		-7.18
						S		LVMH	556.024	8/12/24	-0.14	305.458		342.603	-37.145	-10.84		-5.88
								Societe Generale	17.965	8/12/24	0.44	11.303		25.722	-14.420	-56.06		-43.28
								Legrand	81.666	8/12/24	0.09	51.514		61.563	-10.049	-16.32		-10.20
								Michelin	30.064	8/12/24	0.41	19.068		23.571	-4.503	-19.10		-13.21
						S		Engie	13.426	8/12/24	0.49	8.545		12.247	-3.702	-30.23		-26.28
								L´Oreal	329.753	8/12/24	-1.59	224.038		218.423	5.615	2.57		2.84
								Veolia	24.304	8/12/24	-0.14	16.823		19.651	-2.829	-14.40		-13.50
						S		Air Liquide	142.092	8/12/24	-0.79	102.301		104.320	-2.019	-1.94		-3.53
								UnibailRodaWestfield	58.308	8/12/24	-0.60	42.382		116.570	-74.188	-63.64		-55.13
								⇓instrument	freshest		⇓ Δday	5/11/20	Δwk	12/16/19	prc diff	⇓ Δ21		⇓∅-RS
						S		Vinci	89.869	8/12/24	-0.77	65.872		82.971	-17.099	-20.61		-17.04
						S		Dassault Systèmes	29.355	8/12/24	-0.03	24.164		24.175	-0.012	-0.05		0.73
								STMicroelectronics	23.511	8/12/24	0.47	19.970		20.446	-0.476	-2.33		20.39
						S		Bouygues	27.245	8/12/24	-0.54	23.586		32.421	-8.835	-27.25		-19.80
								Sanofi	83.758	8/12/24	-0.60	77.849		75.762	2.086	2.75		8.61
								Carrefour	12.020	8/12/24	-0.36	11.609		12.635	-1.026	-8.12		-14.87
						S		Stellantis	12.243	8/12/24	-0.61							-na-
						S		Eurofins Scientific	46.138	8/12/24	-0.26	48.485		41.393	7.091	17.13		27.26
						S		Orange	8.856	8/12/24	-0.25	9.311		11.159	-1.849	-16.57		-19.14
								Danone	52.652	8/12/24	0.07	56.101		61.797	-5.696	-9.22		-10.29
						S		Edenred	31.421	8/12/24	-0.25	34.030		37.881	-3.851	-10.17		-10.26
						S		Pernod Ricard	106.635	8/12/24	-0.33	118.191		134.758	-16.567	-12.29		-13.56
						S		Kering	218.741	8/12/24	-1.85	384.559		483.843	-99.284	-20.52		-11.65
								Vivendi	8.307	8/12/24	0.40	17.554		21.265	-3.712	-17.45		-15.95
						L		Alstom	14.962	8/12/24	0.12	31.710		35.189	-3.478	-9.88		-9.53
						L		Teleperformance	88.818	8/12/24	-0.10	192.170		180.291	11.879	6.59		12.15
CAC 40 - 39 out of 40 instruments rated - 5/11/20 / 12/16/19 - 5 did rise, Market-Ratio(21) in GBP = 12.82 %
Stock Exchange Currency: EUR € Euro

 

Technical Chart

	CAC 40 RS = 21 - B/S = 83/73
1/04/21	scale up chart	7/01/24

 

Transactions Cotation Assistée en Continu in Pound sterling * 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	472		21.159	22.094		0.935	4	10,441	15
short	5/22/06	10/16/06	147				Orange	100	928		11.244	12.791	9.696	-1.548	-14	9,005	-31
long	10/16/06	3/19/07	154				Klépierre	100	339		26.500	30.767		4.267	16	10,451	42
short	3/19/07	4/09/07	21				Alcatel-Lucent	100	1,795		5.822	6.025	5.619	-0.203	-3	10,087	-46
long	4/09/07	6/11/07	63				Michelin	100	708		14.236	15.736		1.501	11	11,149	79
short	6/11/07	7/20/09	770				Credit Agricole	100	552		20.194	8.616	47.333	27.139	134	26,130	50
long	7/20/09	1/25/10	189				Technip	100	796		32.788	42.675		9.887	30	33,999	66
short	1/25/10	3/29/10	63				Orange	100	2,301		14.771	15.980	13.561	-1.210	-8	31,216	-39
long	3/29/10	4/19/10	21				Safran	100	1,783		17.506	16.607		-0.900	-5	29,612	-60
short	4/19/10	10/18/10	182				Alstom	100	712		41.581	31.562	54.779	13.199	32	39,010	74
long	10/18/10	11/15/10	28				Valeo	100	3,877		10.060	11.133		1.072	11	43,167	274
short	11/15/10	11/29/10	14				Alstom	100	1,505		28.679	26.291	31.284	2.605	9	47,088	865
long	11/29/10	12/27/10	28				Valeo	100	4,131		11.396	11.928		0.532	5	49,287	81
short	12/27/10	1/17/11	21				Alstom	100	1,611		30.587	33.301	27.872	-2.714	-9	44,914	-80
long	1/17/11	3/14/11	56				Valeo	100	3,514		12.779	11.696		-1.083	-8	41,109	-44
short	3/14/11	4/25/11	42				Carrefour	100	1,515		27.123	27.430	26.816	-0.307	-1	40,644	-9
long	4/25/11	5/09/11	14				Alcatel-Lucent	100	11,214		3.624	3.626		0.001	0	40,661	1
short	5/09/11	2/06/12	273				Carrefour	100	1,515		26.829	15.259	47.170	20.341	76	71,477	113
long	2/06/12	4/09/12	63				Airbus	100	3,155		22.650	24.523		1.873	8	77,387	58
short	4/09/12	9/17/12	161				Peugeot	100	11,033		7.014	4.743	10.372	3.358	48	114,437	143
long	9/17/12	9/24/12	7				Credit Agricole	100	23,630		4.843	4.570		-0.273	-6	107,991	-95
short	9/24/12	12/10/12	77				Alcatel-Lucent	100	157,002		0.688	0.662	0.714	0.026	4	112,131	20
long	12/10/12	1/14/13	35				Societe Generale	100	4,828		23.222	28.244		5.022	22	136,377	670
short	1/14/13	1/28/13	14				Engie	100	10,683		12.765	13.114	12.417	-0.349	-3	132,654	-51
long	1/28/13	2/11/13	14				Credit Agricole	100	20,056		6.614	6.270		-0.344	-5	125,755	-75
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	18,863		6.667	6.507	6.831	0.164	2	128,846	88
long	2/25/13	4/22/13	56				Credit Agricole	100	19,812		6.503	5.398		-1.105	-17	106,958	-70
short	4/22/13	8/05/13	105				ArcelorMittal	100	4,748		22.524	24.613	20.436	-2.089	-9	97,040	-29
long	8/05/13	12/16/13	133				Alcatel-Lucent	100	61,862		1.569	2.762		1.193	76	170,866	372
short	12/16/13	2/23/15	434				Technip	100	2,882		59.268	42.475	82.701	23.432	40	238,398	32
long	2/23/15	7/06/15	133				Peugeot	100	22,296		10.692	13.173		2.480	23	293,703	77
short	7/06/15	3/27/17	630				ArcelorMittal	100	16,432		17.873	19.717	16.028	-1.845	-10	263,393	-6
long	3/27/17	7/31/17	126				ArcelorMittal	100	13,358		19.717	19.875		0.158	1	265,504	2
short	7/31/17	1/22/18	175				Carrefour	100	14,591		18.195	16.206	20.429	2.234	12	298,096	27
long	1/22/18	2/05/18	14				Kering	100	829		359.224	344.952		-14.272	-4	286,265	-65
short	2/05/18	5/06/19	455				Sanofi	100	4,675		61.220	65.609	56.831	-4.389	-7	265,746	-6
long	5/06/19	6/03/19	28				LVMH	100	902		294.562	302.296		7.734	3	272,722	40
short	6/03/19	10/28/19	147				ArcelorMittal	100	23,037		11.838	12.313	11.363	-0.475	-4	261,772	-10
long	10/28/19	12/02/19	35				STMicroelectronics	100	14,669		17.844	18.668		0.824	5	273,854	60
short	12/02/19	12/30/19	28				Renault	100	7,400		37.006	36.406	37.617	0.610	2	278,369	24
long	12/30/19	1/27/20	28				STMicroelectronics	100	13,583		20.493	22.050		1.557	8	299,519	160
short	1/27/20	8/10/20	196				Renault	100	10,115		29.609	21.627	40.535	10.926	37	410,040	79
long	8/10/20	9/21/20	42				Schneider Electric	100	4,456		92.015	92.769		0.753	1	413,397	7
short	9/21/20	12/28/20	98				UnibailRodaWestfield	100	14,759		28.010	59.360	0.000	-28.010	-100	2	-100
long	12/28/20	7/19/21	203				ArcelorMittal	100	0		17.294	21.243		3.949	23	2	0
short	7/19/21	2/13/23	574				Atos	100	0		34.882	10.593	114.866	79.984	229	2	0
long	2/13/23	6/05/23	112				Renault	100	0		36.680	28.701		-7.979	-22	2	0
short	6/05/23	3/18/24	287				Teleperformance	100	0		119.514	72.638	196.641	77.127	65	2	0
long	3/18/24	4/29/24	42				Stellantis	100	0		22.336	19.807		-2.529	-11	2	0
short	4/29/24	8/12/24	105				Teleperformance	100	0		76.379	86.077	66.681	-9.698	-13	2	0
accum	1/30/06	8/12/24	7253	days out of 7281 invested (100%)										-100		2	-35

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	34.88	10.59	114.87	79.98	229.30			229.30
Carrefour	short	3/14/11	4/25/11	42	27.12	27.43	26.82	-0.31	-1.13
	short	5/09/11	2/06/12	273	26.83	15.26	47.17	20.34	75.82
	short	7/31/17	1/22/18	175	18.20	16.21	20.43	2.23	12.28			95.17
Peugeot	short	4/09/12	9/17/12	161	7.01	4.74	10.37	3.36	47.88
	long	2/23/15	7/06/15	133	10.69	13.17		2.48	23.20			82.18
Technip	long	7/20/09	1/25/10	189	32.79	42.67		9.89	30.15
	short	12/16/13	2/23/15	434	59.27	42.48	82.70	23.43	39.54			81.61
Alcatel-Lucent	short	3/19/07	4/09/07	21	5.82	6.03	5.62	-0.20	-3.49
	long	4/25/11	5/09/11	14	3.62	3.63		0.00	0.04
	short	9/24/12	12/10/12	77	0.69	0.66	0.71	0.03	3.83
	long	8/05/13	12/16/13	133	1.57	2.76		1.19	76.08			76.52
Credit Agricole	short	6/11/07	7/20/09	770	20.19	8.62	47.33	27.14	134.39
	long	9/17/12	9/24/12	7	4.84	4.57		-0.27	-5.63
	long	1/28/13	2/11/13	14	6.61	6.27		-0.34	-5.20
	long	2/25/13	4/22/13	56	6.50	5.40		-1.10	-16.99			74.06
Teleperformance	short	6/05/23	3/18/24	287	119.51	72.64	196.64	77.13	64.53
	short	4/29/24	8/12/24	105	76.38	86.08	66.68	-9.70	-12.70			43.64
Alstom	long	1/30/06	5/22/06	112	21.16	22.09		0.93	4.42
	short	4/19/10	10/18/10	182	41.58	31.56	54.78	13.20	31.74
	short	11/15/10	11/29/10	14	28.68	26.29	31.28	2.61	9.08
	short	12/27/10	1/17/11	21	30.59	33.30	27.87	-2.71	-8.87			36.74
Societe Generale	long	12/10/12	1/14/13	35	23.22	28.24		5.02	21.63			21.63
Klépierre	long	10/16/06	3/19/07	154	26.50	30.77		4.27	16.10			16.10
STMicroelectronics	long	10/28/19	12/02/19	35	17.84	18.67		0.82	4.62
	long	12/30/19	1/27/20	28	20.49	22.05		1.56	7.60			12.56
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Michelin	long	4/09/07	6/11/07	63	14.24	15.74		1.50	10.54			10.54
Renault	short	12/02/19	12/30/19	28	37.01	36.41	37.62	0.61	1.65
	short	1/27/20	8/10/20	196	29.61	21.63	40.54	10.93	36.90
	long	2/13/23	6/05/23	112	36.68	28.70		-7.98	-21.75			8.89
Airbus	long	2/06/12	4/09/12	63	22.65	24.52		1.87	8.27			8.27
Valeo	long	10/18/10	11/15/10	28	10.06	11.13		1.07	10.66
	long	11/29/10	12/27/10	28	11.40	11.93		0.53	4.67
	long	1/17/11	3/14/11	56	12.78	11.70		-1.08	-8.47			6.02
LVMH	long	5/06/19	6/03/19	28	294.56	302.30		7.73	2.63			2.63
Schneider Electric	long	8/10/20	9/21/20	42	92.02	92.77		0.75	0.82			0.82
Engie	short	1/14/13	1/28/13	14	12.77	13.11	12.42	-0.35	-2.73			-2.73
ArcelorMittal	short	4/22/13	8/05/13	105	22.52	24.61	20.44	-2.09	-9.27
	short	7/06/15	3/27/17	630	17.87	19.72	16.03	-1.84	-10.32
	long	3/27/17	7/31/17	126	19.72	19.88		0.16	0.80
	short	6/03/19	10/28/19	147	11.84	12.31	11.36	-0.48	-4.02
	long	12/28/20	7/19/21	203	17.29	21.24		3.95	22.83			-3.30
Kering	long	1/22/18	2/05/18	14	359.22	344.95		-14.27	-3.97			-3.97
Safran	long	3/29/10	4/19/10	21	17.51	16.61		-0.90	-5.14			-5.14
Sanofi	short	2/05/18	5/06/19	455	61.22	65.61	56.83	-4.39	-7.17			-7.17
Stellantis	long	3/18/24	4/29/24	42	22.34	19.81		-2.53	-11.32			-11.32
Orange	short	5/22/06	10/16/06	147	11.24	12.79	9.70	-1.55	-13.76
	short	1/25/10	3/29/10	63	14.77	15.98	13.56	-1.21	-8.19
	short	2/11/13	2/25/13	14	6.67	6.51	6.83	0.16	2.46			-18.88
UnibailRodaWestfield	short	9/21/20	12/28/20	98	28.01	59.36	0.00	-28.01	-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

write an annotation