Assessment - Cotation Assistée en Continu in Renminbi yuán - 3/15/21 - RS = 21

 ⇐ 

								instrument	freshest		⇓ Δday	3/15/21	⇓ Δwk	10/19/20	prc diff	⇓ Δ21		⇓∅-RS
								CAC 40	56,205.019	8/12/24	-0.26	46,789.029		38,792.369	7,996.660	20.61		18.70
						S		Air Liquide	1,258.101	8/12/24	-0.79	1,034.464		1,060.849	-26.385	-2.49		1.19
								Airbus	1,036.867	8/12/24	-0.45	775.170		517.203	257.967	49.88		38.78
						L		Alstom	132.477	8/12/24	0.12	331.618		321.167	10.451	3.25		-1.17
								ArcelorMittal	155.964	8/12/24	0.30	174.995		96.594	78.401	81.17		92.42
								Axa	250.767	8/12/24	-0.77	176.390		118.267	58.123	49.15		29.10
								BNP Paribas	459.288	8/12/24		401.771		257.854	143.917	55.81		43.89
						S		Bouygues	241.233	8/12/24	-0.54	270.844		242.626	28.218	11.63		10.90
						S		Cap Gemini	1,360.811	8/12/24	-0.40	1,115.857		871.187	244.670	28.08		36.96
								Carrefour	106.431	8/12/24	-0.36	112.826		110.295	2.531	2.29		2.73
								Credit Agricole	102.361	8/12/24	0.57	94.261		58.142	36.119	62.12		42.60
								Danone	466.187	8/12/24	0.07	463.552		420.562	42.990	10.22		3.61
						S		Dassault Systèmes	259.915	8/12/24	-0.03	270.147		251.676	18.471	7.34		12.72
						S		Edenred	278.209	8/12/24	-0.25	363.555		325.574	37.981	11.67		10.05
						S		Engie	118.872	8/12/24	0.49	94.261		91.919	2.341	2.55		5.49
								EssilorLuxottica	1,606.927	8/12/24	-0.58	1,080.587		910.536	170.051	18.68		17.71
						S		Eurofins Scientific	408.515	8/12/24	-0.26	596.958		553.247	43.711	7.90		22.48
								Hermes International	15,549.910	8/12/24	-0.50	7,464.887		6,281.674	1,183.213	18.84		24.69
						S		Kering	1,936.762	8/12/24	-1.85	4,675.825		4,611.703	64.123	1.39		14.26
								L´Oreal	2,919.678	8/12/24	-1.59	2,492.172		2,270.437	221.734	9.77		13.46
								Legrand	723.079	8/12/24	0.09	589.129		545.377	43.752	8.02		10.97
						S		LVMH	4,923.105	8/12/24	-0.14	4,326.999		3,402.115	924.884	27.19		32.33
								Michelin	266.193	8/12/24	0.41	243.791		183.366	60.425	32.95		28.88
						S		Orange	78.408	8/12/24	-0.25	80.114		74.259	5.854	7.88		0.19
						S		Pernod Ricard	944.157	8/12/24	-0.33	1,244.923		1,121.840	123.083	10.97		8.60
								instrument	freshest		⇓ Δday	3/15/21	⇓ Δwk	10/19/20	prc diff	⇓ Δ21		⇓∅-RS
								Publicis	709.746	8/12/24	0.68	393.011		247.112	145.899	59.04		57.85
								Renault	312.006	8/12/24	-0.72	302.278		187.341	114.937	61.35		58.66
								Safran	1,489.877	8/12/24	-0.18	945.320		720.716	224.604	31.16		26.61
								Saint-Gobain	570.215	8/12/24	-0.41	374.950		265.999	108.950	40.96		46.13
								Sanofi	741.605	8/12/24	-0.60	632.771		672.396	-39.624	-5.89		-4.82
								Schneider Electric	1,637.547	8/12/24	0.38	973.226		848.364	124.861	14.72		21.72
								Societe Generale	159.065	8/12/24	0.44	169.568		96.499	73.069	75.72		45.73
						S		Stellantis	108.400	8/12/24	-0.61	115.035						-na-
								STMicroelectronics	208.172	8/12/24	0.47	234.179		231.608	2.571	1.11		14.75
						L		Teleperformance	786.410	8/12/24	-0.10	2,341.789		2,157.899	183.889	8.52		22.81
								Thales	1,139.887	8/12/24	-0.20	654.088		512.954	141.135	27.51		17.12
								TotalEnergies	478.435	8/12/24	0.60	320.068		222.007	98.061	44.17		22.63
								UnibailRodaWestfield	516.263	8/12/24	-0.60	544.169		333.837	210.332	63.00		39.72
								Veolia	215.187	8/12/24	-0.14	180.615		138.508	42.106	30.40		16.70
						S		Vinci	795.712	8/12/24	-0.77	706.955		579.375	127.580	22.02		13.25
								Vivendi	73.548	8/12/24	0.40	213.714		196.509	17.205	8.76		15.36
CAC 40 - 39 out of 40 instruments rated - 3/15/21 / 10/19/20 - 37 did rise, Market-Ratio(21) in CNY = 94.87 %
Stock Exchange Currency: EUR € Euro

 

Technical Chart

	CAC 40 RS = 21 - B/S = 83/73
1/03/22	scale up chart	7/01/24

 

Transactions Cotation Assistée en Continu in Renminbi yuán * 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	33		301.553	333.034		31.481	10	11,039	38
short	5/22/06	10/16/06	147				Orange	100	65		169.489	187.549	151.429	-18.060	-11	9,865	-24
long	10/16/06	3/19/07	154				Klépierre	100	25		388.543	462.322		73.778	19	11,709	51
short	3/19/07	4/09/07	21				Alcatel-Lucent	100	133		87.486	91.522	83.450	-4.036	-5	11,173	-56
long	4/09/07	6/11/07	63				Michelin	100	51		216.235	237.361		21.126	10	12,250	72
short	6/11/07	7/20/09	770				Credit Agricole	100	40		304.604	96.140	965.087	660.483	217	38,669	73
long	7/20/09	1/25/10	189				Technip	100	105		365.873	469.388		103.515	28	49,538	62
short	1/25/10	3/29/10	63				Orange	100	304		162.466	162.604	162.327	-0.139	0	49,496	0
long	3/29/10	4/19/10	21				Safran	100	277		178.132	172.657		-5.475	-3	47,980	-42
short	4/19/10	10/18/10	182				Alstom	100	110		432.305	335.131	557.655	125.350	29	61,768	67
long	10/18/10	11/15/10	28				Valeo	100	578		106.821	119.093		12.272	11	68,861	313
short	11/15/10	11/29/10	14				Alstom	100	224		306.797	273.322	344.373	37.576	12	77,278	1,933
long	11/29/10	12/27/10	28				Valeo	100	652		118.473	122.032		3.559	3	79,599	47
short	12/27/10	1/17/11	21				Alstom	100	254		312.914	348.150	277.679	-35.235	-11	70,649	-87
long	1/17/11	3/14/11	56				Valeo	100	528		133.600	123.703		-9.897	-7	65,423	-39
short	3/14/11	4/25/11	42				Carrefour	100	228		286.862	294.094	279.631	-7.232	-3	63,775	-20
long	4/25/11	5/09/11	14				Alcatel-Lucent	100	1,641		38.856	38.528		-0.329	-1	63,235	-20
short	5/09/11	2/06/12	273				Carrefour	100	221		285.099	151.809	535.419	250.321	88	118,556	132
long	2/06/12	4/09/12	63				Airbus	100	526		225.334	245.627		20.293	9	129,230	65
short	4/09/12	9/17/12	161				Peugeot	100	1,839		70.255	48.632	101.490	31.236	44	186,673	130
long	9/17/12	9/24/12	7				Credit Agricole	100	3,759		49.653	46.929		-2.724	-5	176,432	-95
short	9/24/12	12/10/12	77				Alcatel-Lucent	100	24,979		7.063	6.682	7.466	0.403	6	186,494	30
long	12/10/12	1/14/13	35				Societe Generale	100	796		234.237	285.608		51.371	22	227,385	691
short	1/14/13	1/28/13	14				Engie	100	1,761		129.084	130.279	127.889	-1.195	-1	225,281	-22
long	1/28/13	2/11/13	14				Credit Agricole	100	3,428		65.707	62.323		-3.384	-5	213,680	-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	3,224		66.265	62.029	70.791	4.525	7	228,269	460
long	2/25/13	4/22/13	56				Credit Agricole	100	3,681		61.996	51.291		-10.705	-17	188,863	-71
short	4/22/13	8/05/13	105				ArcelorMittal	100	882		214.005	233.777	194.233	-19.772	-9	171,424	-29
long	8/05/13	12/16/13	133				Alcatel-Lucent	100	11,505		14.899	27.332		12.433	83	314,472	429
short	12/16/13	2/23/15	434				Technip	100	536		586.508	410.748	837.474	250.967	43	448,990	35
long	2/23/15	7/06/15	133				Peugeot	100	4,342		103.397	127.634		24.238	23	554,230	78
short	7/06/15	3/27/17	630				ArcelorMittal	100	3,200		173.176	170.122	176.285	3.109	2	564,178	1
long	3/27/17	7/31/17	126				ArcelorMittal	100	3,316		170.122	176.577		6.455	4	585,583	11
short	7/31/17	1/22/18	175				Carrefour	100	3,622		161.650	144.936	180.292	18.642	12	653,103	26
long	1/22/18	2/05/18	14				Kering	100	203		3,212.690	3,033.634		-179.056	-6	616,754	-78
short	2/05/18	5/06/19	455				Sanofi	100	1,145		538.394	581.339	495.449	-42.945	-8	567,582	-6
long	5/06/19	6/03/19	28				LVMH	100	217		2,610.001	2,642.280		32.279	1	574,587	17
short	6/03/19	10/28/19	147				ArcelorMittal	100	5,553		103.472	111.863	95.081	-8.391	-8	527,993	-19
long	10/28/19	12/02/19	35				STMicroelectronics	100	3,256		162.111	169.962		7.851	5	553,556	64
short	12/02/19	12/30/19	28				Renault	100	1,642		336.921	333.349	340.532	3.610	1	559,485	15
long	12/30/19	1/27/20	28				STMicroelectronics	100	2,981		187.646	199.908		12.262	7	596,039	128
short	1/27/20	8/10/20	196				Renault	100	2,220		268.431	196.941	365.872	97.441	36	812,358	78
long	8/10/20	9/21/20	42				Schneider Electric	100	969		837.898	807.137		-30.761	-4	782,551	-28
short	9/21/20	12/28/20	98				UnibailRodaWestfield	100	3,211		243.699	521.973	0.000	-243.699	-100	35	-100
long	12/28/20	7/19/21	203				ArcelorMittal	100	0		152.076	188.429		36.353	24	35	0
short	7/19/21	2/13/23	574				Atos	100	0		309.403	87.641	1,092.295	782.892	253	35	0
long	2/13/23	6/05/23	112				Renault	100	0		303.475	253.562		-49.914	-16	35	0
short	6/05/23	3/18/24	287				Teleperformance	100	0		1,055.874	665.421	1,675.434	619.561	59	35	0
long	3/18/24	4/29/24	42				Stellantis	100	0		204.619	179.949		-24.669	-12	35	0
short	4/29/24	8/12/24	105				Teleperformance	100	0		693.902	792.467	595.338	-98.564	-14	35	0
accum	1/30/06	8/12/24	7451	days out of 7479 invested (100%)										-100		35	-24

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	309.40	87.64	1,092.30	782.89	253.03			253.03
Credit Agricole	short	6/11/07	7/20/09	770	304.60	96.14	965.09	660.48	216.83
	long	9/17/12	9/24/12	7	49.65	46.93		-2.72	-5.49
	long	1/28/13	2/11/13	14	65.71	62.32		-3.38	-5.15
	long	2/25/13	4/22/13	56	62.00	51.29		-10.71	-17.27			134.98
Carrefour	short	3/14/11	4/25/11	42	286.86	294.09	279.63	-7.23	-2.52
	short	5/09/11	2/06/12	273	285.10	151.81	535.42	250.32	87.80
	short	7/31/17	1/22/18	175	161.65	144.94	180.29	18.64	11.53			104.18
Alcatel-Lucent	short	3/19/07	4/09/07	21	87.49	91.52	83.45	-4.04	-4.61
	long	4/25/11	5/09/11	14	38.86	38.53		-0.33	-0.85
	short	9/24/12	12/10/12	77	7.06	6.68	7.47	0.40	5.70
	long	8/05/13	12/16/13	133	14.90	27.33		12.43	83.45			83.40
Technip	long	7/20/09	1/25/10	189	365.87	469.39		103.52	28.29
	short	12/16/13	2/23/15	434	586.51	410.75	837.47	250.97	42.79			83.19
Peugeot	short	4/09/12	9/17/12	161	70.25	48.63	101.49	31.24	44.46
	long	2/23/15	7/06/15	133	103.40	127.63		24.24	23.44			78.32
Alstom	long	1/30/06	5/22/06	112	301.55	333.03		31.48	10.44
	short	4/19/10	10/18/10	182	432.30	335.13	557.65	125.35	29.00
	short	11/15/10	11/29/10	14	306.80	273.32	344.37	37.58	12.25
	short	12/27/10	1/17/11	21	312.91	348.15	277.68	-35.24	-11.26			41.90
Teleperformance	short	6/05/23	3/18/24	287	1,055.87	665.42	1,675.43	619.56	58.68
	short	4/29/24	8/12/24	105	693.90	792.47	595.34	-98.56	-14.20			36.14
Societe Generale	long	12/10/12	1/14/13	35	234.24	285.61		51.37	21.93			21.93
Klépierre	long	10/16/06	3/19/07	154	388.54	462.32		73.78	18.99			18.99
Renault	short	12/02/19	12/30/19	28	336.92	333.35	340.53	3.61	1.07
	short	1/27/20	8/10/20	196	268.43	196.94	365.87	97.44	36.30
	long	2/13/23	6/05/23	112	303.48	253.56		-49.91	-16.45			15.10
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	162.11	169.96		7.85	4.84
	long	12/30/19	1/27/20	28	187.65	199.91		12.26	6.53			11.69
Michelin	long	4/09/07	6/11/07	63	216.23	237.36		21.13	9.77			9.77
ArcelorMittal	short	4/22/13	8/05/13	105	214.00	233.78	194.23	-19.77	-9.24
	short	7/06/15	3/27/17	630	173.18	170.12	176.29	3.11	1.80
	long	3/27/17	7/31/17	126	170.12	176.58		6.45	3.79
	short	6/03/19	10/28/19	147	103.47	111.86	95.08	-8.39	-8.11
	long	12/28/20	7/19/21	203	152.08	188.43		36.35	23.90			9.18
Airbus	long	2/06/12	4/09/12	63	225.33	245.63		20.29	9.01			9.01
Valeo	long	10/18/10	11/15/10	28	106.82	119.09		12.27	11.49
	long	11/29/10	12/27/10	28	118.47	122.03		3.56	3.00
	long	1/17/11	3/14/11	56	133.60	123.70		-9.90	-7.41			6.33
LVMH	long	5/06/19	6/03/19	28	2,610.00	2,642.28		32.28	1.24			1.24
Engie	short	1/14/13	1/28/13	14	129.08	130.28	127.89	-1.20	-0.93			-0.93
Safran	long	3/29/10	4/19/10	21	178.13	172.66		-5.47	-3.07			-3.07
Schneider Electric	long	8/10/20	9/21/20	42	837.90	807.14		-30.76	-3.67			-3.67
Orange	short	5/22/06	10/16/06	147	169.49	187.55	151.43	-18.06	-10.66
	short	1/25/10	3/29/10	63	162.47	162.60	162.33	-0.14	-0.09
	short	2/11/13	2/25/13	14	66.27	62.03	70.79	4.53	6.83			-4.64
Kering	long	1/22/18	2/05/18	14	3,212.69	3,033.63		-179.06	-5.57			-5.57
Sanofi	short	2/05/18	5/06/19	455	538.39	581.34	495.45	-42.95	-7.98			-7.98
Stellantis	long	3/18/24	4/29/24	42	204.62	179.95		-24.67	-12.06			-12.06
UnibailRodaWestfield	short	9/21/20	12/28/20	98	243.70	521.97	0.00	-243.70	-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

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