Assessment - Cotation Assistée en Continu in Renminbi yuán - 12/07/21 - RS = 21

 ⇐ 

								instrument	freshest		⇓ Δday	12/07/21	⇓ Δwk	15/02/21	prc diff	⇓ Δ21		⇓∅-RS
								CAC 40	55,659.043	12/08/24	-0.26	50,351.427		45,330.640	5,020.787	11.08		14.71
						S		Air Liquide	1,245.880	12/08/24	-0.79	1,148.696		1,051.741	96.955	9.22		5.75
								Airbus	1,026.795	12/08/24	-0.45	861.292		733.830	127.463	17.37		29.29
						L		Alstom	131.190	12/08/24	0.12	288.249		320.419	-32.170	-10.04		-17.67
								ArcelorMittal	154.449	12/08/24	0.30	200.930		152.845	48.085	31.46		58.60
								Axa	248.332	12/08/24	-0.77	167.537		153.315	14.222	9.28		9.69
								BNP Paribas	454.827	12/08/24		391.803		372.516	19.287	5.18		15.79
						S		Bouygues	238.890	12/08/24	-0.54	244.647		268.478	-23.831	-8.88		-6.23
						S		Cap Gemini	1,347.592	12/08/24	-0.40	1,293.857		1,075.636	218.222	20.29		29.36
								Carrefour	105.397	12/08/24	-0.36	124.972		115.359	9.613	8.33		8.22
								Credit Agricole	101.367	12/08/24	0.57	90.336		86.920	3.415	3.93		14.91
								Danone	461.659	12/08/24	0.07	458.128		432.761	25.366	5.86		3.49
						S		Dassault Systèmes	257.390	12/08/24	-0.03	331.313		294.488	36.826	12.51		24.32
						S		Edenred	275.506	12/08/24	-0.25	374.608		377.373	-2.765	-0.73		5.56
						S		Engie	117.718	12/08/24	0.49	89.353		102.667	-13.314	-12.97		-6.36
								EssilorLuxottica	1,591.318	12/08/24	-0.58	1,199.975		1,070.935	129.040	12.05		20.39
						S		Eurofins Scientific	404.546	12/08/24	-0.26	799.267		634.805	164.462	25.91		37.83
								Hermes International	15,398.858	12/08/24	-0.50	9,610.853		7,288.940	2,321.913	31.86		38.94
						S		Kering	1,917.949	12/08/24	-1.85	5,643.689		4,434.157	1,209.532	27.28		21.89
								L´Oreal	2,891.316	12/08/24	-1.59	2,881.337		2,467.773	413.564	16.76		17.53
								Legrand	716.055	12/08/24	0.09	707.918		587.095	120.823	20.58		19.31
						S		LVMH	4,875.282	12/08/24	-0.14	5,112.482		4,198.348	914.135	21.77		30.64
								Michelin	263.608	12/08/24	0.41	263.492		230.521	32.971	14.30		22.48
						S		Orange	77.647	12/08/24	-0.25	73.632		77.480	-3.848	-4.97		-6.40
						S		Pernod Ricard	934.986	12/08/24	-0.33	1,400.175		1,262.873	137.302	10.87		13.13
								instrument	freshest		⇓ Δday	12/07/21	⇓ Δwk	15/02/21	prc diff	⇓ Δ21		⇓∅-RS
								Publicis	702.851	12/08/24	0.68	407.924		372.673	35.251	9.46		31.66
								Renault	308.975	12/08/24	-0.72	253.436		309.059	-55.623	-18.00		6.19
								Safran	1,475.404	12/08/24	-0.18	895.682		868.813	26.870	3.09		4.38
								Saint-Gobain	564.676	12/08/24	-0.41	446.766		335.382	111.384	33.21		35.71
								Sanofi	734.401	12/08/24	-0.60	681.664		615.298	66.366	10.79		2.72
								Schneider Electric	1,621.640	12/08/24	0.38	1,061.186		1,008.653	52.532	5.21		13.69
								Societe Generale	157.520	12/08/24	0.44	190.375		148.223	42.152	28.44		40.73
						S		Stellantis	107.347	12/08/24	-0.61	126.430		104.790	21.640	20.65		-na-
								STMicroelectronics	206.150	12/08/24	0.47	248.600		278.506	-29.906	-10.74		6.65
						L		Teleperformance	778.771	12/08/24	-0.10	2,709.769		2,295.421	414.349	18.05		21.04
								Thales	1,128.815	12/08/24	-0.20	683.200		609.814	73.385	12.03		15.35
								TotalEnergies	473.787	12/08/24	0.60	287.635		286.262	1.373	0.48		3.98
								UnibailRodaWestfield	511.248	12/08/24	-0.60	577.035		449.056	127.979	28.50		37.06
								Veolia	213.097	12/08/24	-0.14	201.889		177.680	24.210	13.63		20.67
						S		Vinci	787.982	12/08/24	-0.77	708.608		674.368	34.241	5.08		6.95
								Vivendi	72.834	12/08/24	0.40	216.014		244.584	-28.570	-11.68		3.99
CAC 40 - 40 out of 40 instruments rated - 12/07/21 / 15/02/21 - 32 did rise, Market-Ratio(21) in CNY = 80.00 %
Stock Exchange Currency: EUR € Euro

 

Technical Chart

	CAC 40 RS = 21 - B/S = 83/73
3/01/22	scale up chart	1/07/24

 

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
2/01/06		30/01/06	28				- cash -
long	30/01/06	22/05/06	112				Alstom	100	33		301.553	333.034		31.481	10	11,039	38
short	22/05/06	16/10/06	147				Orange	100	65		169.489	187.549	151.429	-18.060	-11	9,865	-24
long	16/10/06	19/03/07	154				Klépierre	100	25		388.543	462.322		73.778	19	11,709	51
short	19/03/07	9/04/07	21				Alcatel-Lucent	100	133		87.486	91.522	83.450	-4.036	-5	11,173	-56
long	9/04/07	11/06/07	63				Michelin	100	51		216.235	237.361		21.126	10	12,250	72
short	11/06/07	20/07/09	770				Credit Agricole	100	40		304.604	96.140	965.087	660.483	217	38,669	73
long	20/07/09	25/01/10	189				Technip	100	105		365.873	469.388		103.515	28	49,538	62
short	25/01/10	29/03/10	63				Orange	100	304		162.466	162.604	162.327	-0.139	0	49,496	0
long	29/03/10	19/04/10	21				Safran	100	277		178.132	172.657		-5.475	-3	47,980	-42
short	19/04/10	18/10/10	182				Alstom	100	110		432.305	335.131	557.655	125.350	29	61,768	67
long	18/10/10	15/11/10	28				Valeo	100	578		106.821	119.093		12.272	11	68,861	313
short	15/11/10	29/11/10	14				Alstom	100	224		306.797	273.322	344.373	37.576	12	77,278	1,933
long	29/11/10	27/12/10	28				Valeo	100	652		118.473	122.032		3.559	3	79,599	47
short	27/12/10	17/01/11	21				Alstom	100	254		312.914	348.150	277.679	-35.235	-11	70,649	-87
long	17/01/11	14/03/11	56				Valeo	100	528		133.600	123.703		-9.897	-7	65,423	-39
short	14/03/11	25/04/11	42				Carrefour	100	228		286.862	294.094	279.631	-7.232	-3	63,775	-20
long	25/04/11	9/05/11	14				Alcatel-Lucent	100	1,641		38.856	38.528		-0.329	-1	63,235	-20
short	9/05/11	6/02/12	273				Carrefour	100	221		285.099	151.809	535.419	250.321	88	118,556	132
long	6/02/12	9/04/12	63				Airbus	100	526		225.334	245.627		20.293	9	129,230	65
short	9/04/12	17/09/12	161				Peugeot	100	1,839		70.255	48.632	101.490	31.236	44	186,673	130
long	17/09/12	24/09/12	7				Credit Agricole	100	3,759		49.653	46.929		-2.724	-5	176,432	-95
short	24/09/12	10/12/12	77				Alcatel-Lucent	100	24,979		7.063	6.682	7.466	0.403	6	186,494	30
long	10/12/12	14/01/13	35				Societe Generale	100	796		234.237	285.608		51.371	22	227,385	691
short	14/01/13	28/01/13	14				Engie	100	1,761		129.084	130.279	127.889	-1.195	-1	225,281	-22
long	28/01/13	11/02/13	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	11/02/13	25/02/13	14				Orange	100	3,224		66.265	62.029	70.791	4.525	7	228,269	460
long	25/02/13	22/04/13	56				Credit Agricole	100	3,681		61.996	51.291		-10.705	-17	188,863	-71
short	22/04/13	5/08/13	105				ArcelorMittal	100	882		214.005	233.777	194.233	-19.772	-9	171,424	-29
long	5/08/13	16/12/13	133				Alcatel-Lucent	100	11,505		14.899	27.332		12.433	83	314,472	429
short	16/12/13	23/02/15	434				Technip	100	536		586.508	410.748	837.474	250.967	43	448,990	35
long	23/02/15	6/07/15	133				Peugeot	100	4,342		103.397	127.634		24.238	23	554,230	78
short	6/07/15	27/03/17	630				ArcelorMittal	100	3,200		173.176	170.122	176.285	3.109	2	564,178	1
long	27/03/17	31/07/17	126				ArcelorMittal	100	3,316		170.122	176.577		6.455	4	585,583	11
short	31/07/17	22/01/18	175				Carrefour	100	3,622		161.650	144.936	180.292	18.642	12	653,103	26
long	22/01/18	5/02/18	14				Kering	100	203		3,212.690	3,033.634		-179.056	-6	616,754	-78
short	5/02/18	6/05/19	455				Sanofi	100	1,145		538.394	581.339	495.449	-42.945	-8	567,582	-6
long	6/05/19	3/06/19	28				LVMH	100	217		2,610.001	2,642.280		32.279	1	574,587	17
short	3/06/19	28/10/19	147				ArcelorMittal	100	5,553		103.472	111.863	95.081	-8.391	-8	527,993	-19
long	28/10/19	2/12/19	35				STMicroelectronics	100	3,256		162.111	169.962		7.851	5	553,556	64
short	2/12/19	30/12/19	28				Renault	100	1,642		336.921	333.349	340.532	3.610	1	559,485	15
long	30/12/19	27/01/20	28				STMicroelectronics	100	2,981		187.646	199.908		12.262	7	596,039	128
short	27/01/20	10/08/20	196				Renault	100	2,220		268.431	196.941	365.872	97.441	36	812,358	78
long	10/08/20	21/09/20	42				Schneider Electric	100	969		837.898	807.137		-30.761	-4	782,551	-28
short	21/09/20	28/12/20	98				UnibailRodaWestfield	100	3,211		243.699	521.973	0.000	-243.699	-100	35	-100
long	28/12/20	19/07/21	203				ArcelorMittal	100	0		152.076	188.429		36.353	24	35	0
short	19/07/21	13/02/23	574				Atos	100	0		309.403	87.641	1,092.295	782.892	253	35	0
long	13/02/23	5/06/23	112				Renault	100	0		303.475	253.562		-49.914	-16	35	0
short	5/06/23	18/03/24	287				Teleperformance	100	0		1,055.874	665.421	1,675.434	619.561	59	35	0
long	18/03/24	29/04/24	42				Stellantis	100	0		204.619	179.949		-24.669	-12	35	0
short	29/04/24	12/08/24	105				Teleperformance	100	0		693.902	792.467	595.338	-98.564	-14	35	0
accum	30/01/06	12/08/24	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	19/07/21	13/02/23	574	309.40	87.64	1,092.30	782.89	253.03			253.03
Credit Agricole	short	11/06/07	20/07/09	770	304.60	96.14	965.09	660.48	216.83
	long	17/09/12	24/09/12	7	49.65	46.93		-2.72	-5.49
	long	28/01/13	11/02/13	14	65.71	62.32		-3.38	-5.15
	long	25/02/13	22/04/13	56	62.00	51.29		-10.71	-17.27			134.98
Carrefour	short	14/03/11	25/04/11	42	286.86	294.09	279.63	-7.23	-2.52
	short	9/05/11	6/02/12	273	285.10	151.81	535.42	250.32	87.80
	short	31/07/17	22/01/18	175	161.65	144.94	180.29	18.64	11.53			104.18
Alcatel-Lucent	short	19/03/07	9/04/07	21	87.49	91.52	83.45	-4.04	-4.61
	long	25/04/11	9/05/11	14	38.86	38.53		-0.33	-0.85
	short	24/09/12	10/12/12	77	7.06	6.68	7.47	0.40	5.70
	long	5/08/13	16/12/13	133	14.90	27.33		12.43	83.45			83.40
Technip	long	20/07/09	25/01/10	189	365.87	469.39		103.52	28.29
	short	16/12/13	23/02/15	434	586.51	410.75	837.47	250.97	42.79			83.19
Peugeot	short	9/04/12	17/09/12	161	70.25	48.63	101.49	31.24	44.46
	long	23/02/15	6/07/15	133	103.40	127.63		24.24	23.44			78.32
Alstom	long	30/01/06	22/05/06	112	301.55	333.03		31.48	10.44
	short	19/04/10	18/10/10	182	432.30	335.13	557.65	125.35	29.00
	short	15/11/10	29/11/10	14	306.80	273.32	344.37	37.58	12.25
	short	27/12/10	17/01/11	21	312.91	348.15	277.68	-35.24	-11.26			41.90
Teleperformance	short	5/06/23	18/03/24	287	1,055.87	665.42	1,675.43	619.56	58.68
	short	29/04/24	12/08/24	105	693.90	792.47	595.34	-98.56	-14.20			36.14
Societe Generale	long	10/12/12	14/01/13	35	234.24	285.61		51.37	21.93			21.93
Klépierre	long	16/10/06	19/03/07	154	388.54	462.32		73.78	18.99			18.99
Renault	short	2/12/19	30/12/19	28	336.92	333.35	340.53	3.61	1.07
	short	27/01/20	10/08/20	196	268.43	196.94	365.87	97.44	36.30
	long	13/02/23	5/06/23	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	28/10/19	2/12/19	35	162.11	169.96		7.85	4.84
	long	30/12/19	27/01/20	28	187.65	199.91		12.26	6.53			11.69
Michelin	long	9/04/07	11/06/07	63	216.23	237.36		21.13	9.77			9.77
ArcelorMittal	short	22/04/13	5/08/13	105	214.00	233.78	194.23	-19.77	-9.24
	short	6/07/15	27/03/17	630	173.18	170.12	176.29	3.11	1.80
	long	27/03/17	31/07/17	126	170.12	176.58		6.45	3.79
	short	3/06/19	28/10/19	147	103.47	111.86	95.08	-8.39	-8.11
	long	28/12/20	19/07/21	203	152.08	188.43		36.35	23.90			9.18
Airbus	long	6/02/12	9/04/12	63	225.33	245.63		20.29	9.01			9.01
Valeo	long	18/10/10	15/11/10	28	106.82	119.09		12.27	11.49
	long	29/11/10	27/12/10	28	118.47	122.03		3.56	3.00
	long	17/01/11	14/03/11	56	133.60	123.70		-9.90	-7.41			6.33
LVMH	long	6/05/19	3/06/19	28	2,610.00	2,642.28		32.28	1.24			1.24
Engie	short	14/01/13	28/01/13	14	129.08	130.28	127.89	-1.20	-0.93			-0.93
Safran	long	29/03/10	19/04/10	21	178.13	172.66		-5.47	-3.07			-3.07
Schneider Electric	long	10/08/20	21/09/20	42	837.90	807.14		-30.76	-3.67			-3.67
Orange	short	22/05/06	16/10/06	147	169.49	187.55	151.43	-18.06	-10.66
	short	25/01/10	29/03/10	63	162.47	162.60	162.33	-0.14	-0.09
	short	11/02/13	25/02/13	14	66.27	62.03	70.79	4.53	6.83			-4.64
Kering	long	22/01/18	5/02/18	14	3,212.69	3,033.63		-179.06	-5.57			-5.57
Sanofi	short	5/02/18	6/05/19	455	538.39	581.34	495.45	-42.95	-7.98			-7.98
Stellantis	long	18/03/24	29/04/24	42	204.62	179.95		-24.67	-12.06			-12.06
UnibailRodaWestfield	short	21/09/20	28/12/20	98	243.70	521.97	0.00	-243.70	-100.00			-100.00

Annotations

20/02/24	CAC 40			Component update: Edenred replaces Worldline
16/06/22	Michelin			stock split 1:4 (four for one)
7/07/21	Dassault Systèmes			stock split 1:5 (five for one)
19/11/20	Eurofins Scientific			stock split 1:10 (ten for one)
5/06/18	Unibail-Rodamco			ISIN change from FR0000124711 to FR0013326246 following Westfield acquisition
18/05/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
20/03/17	CAC 40			Atos replaces Klépierre
21/03/16	CAC 40			Sodexo replaces Alstom
14/01/16	CAC 40			Nokia replaces Alcatel-Lucent
6/01/16	CAC 40			complete analysis
21/12/15	CAC 40			Klépierre replaces EDF
23/08/15	CAC 40			complete analysis
24/04/15	GDF Suez			changes name to Engie

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