Assessment - Cotation Assistée en Continu in Pound sterling - 15/11/21 - RS = 21

 ⇐ 

								instrument	freshest		⇓ Δday	15/11/21	⇓ Δwk	21/06/21	prc diff	⇓ Δ21		⇓∅-RS
								CAC 40	6,147.843	12/08/24	-0.26	6,044.365		5,650.454	393.912	6.97		12.78
						S		Air Liquide	137.614	12/08/24	-0.79	128.864		126.830	2.034	1.60		5.74
								Airbus	113.415	12/08/24	-0.45	96.695		96.637	0.058	0.06		9.38
						L		Alstom	14.491	12/08/24	0.12	28.015		36.799	-8.785	-23.87		-18.69
								ArcelorMittal	17.060	12/08/24	0.30	22.821		20.800	2.021	9.72		14.10
								Axa	27.430	12/08/24	-0.77	21.927		18.678	3.249	17.39		15.42
								BNP Paribas	50.238	12/08/24		51.908		46.093	5.815	12.62		18.60
						S		Bouygues	26.387	12/08/24	-0.54	28.006		28.122	-0.115	-0.41		-5.06
						S		Cap Gemini	148.849	12/08/24	-0.40	181.875		134.061	47.813	35.67		38.69
								Carrefour	11.642	12/08/24	-0.36	13.778		14.604	-0.826	-5.65		3.20
								Credit Agricole	11.197	12/08/24	0.57	10.838		10.126	0.712	7.03		7.93
								Danone	50.993	12/08/24	0.07	48.873		49.003	-0.130	-0.27		-1.99
						S		Dassault Systèmes	28.430	12/08/24	-0.03	47.058		33.932	13.126	38.68		39.87
						S		Edenred	30.431	12/08/24	-0.25	38.172		42.448	-4.275	-10.07		-6.35
						S		Engie	13.003	12/08/24	0.49	11.342		10.098	1.243	12.31		7.15
								EssilorLuxottica	175.770	12/08/24	-0.58	156.421		128.712	27.708	21.53		25.44
						S		Eurofins Scientific	44.684	12/08/24	-0.26	90.352		79.418	10.934	13.77		18.96
								Hermes International	1,700.887	12/08/24	-0.50	1,271.850		1,048.783	223.067	21.27		38.98
						S		Kering	211.848	12/08/24	-1.85	577.844		649.723	-71.880	-11.06		4.58
								L´Oreal	319.362	12/08/24	-1.59	359.552		333.120	26.432	7.93		20.03
								Legrand	79.092	12/08/24	0.09	80.432		75.259	5.173	6.87		10.96
						S		LVMH	538.501	12/08/24	-0.14	611.166		582.030	29.137	5.01		19.34
								Michelin	29.117	12/08/24	0.41	28.426		29.440	-1.014	-3.44		5.43
						S		Orange	8.577	12/08/24	-0.25	8.349		8.476	-0.127	-1.49		-2.72
						S		Pernod Ricard	103.274	12/08/24	-0.33	179.161		153.702	25.460	16.56		19.64
								instrument	freshest		⇓ Δday	15/11/21	⇓ Δwk	21/06/21	prc diff	⇓ Δ21		⇓∅-RS
								Publicis	77.634	12/08/24	0.68	50.738		46.812	3.926	8.39		16.36
								Renault	34.128	12/08/24	-0.72	29.070		30.732	-1.662	-5.41		-1.37
								Safran	162.966	12/08/24	-0.18	102.308		107.779	-5.472	-5.08		1.94
								Saint-Gobain	62.372	12/08/24	-0.41	51.027		48.190	2.837	5.89		16.02
								Sanofi	81.119	12/08/24	-0.60	76.370		75.499	0.872	1.15		4.93
								Schneider Electric	179.119	12/08/24	0.38	132.476		115.002	17.473	15.19		15.24
								Societe Generale	17.399	12/08/24	0.44	25.263		21.254	4.009	18.86		31.38
						S		Stellantis	11.857	12/08/24	-0.61	15.223		14.555	0.668	4.59		-na-
								STMicroelectronics	22.770	12/08/24	0.47	38.083		25.807	12.277	47.57		32.43
						L		Teleperformance	86.019	12/08/24	-0.10	302.785		281.045	21.740	7.74		10.04
								Thales	124.684	12/08/24	-0.20	69.341		73.017	-3.676	-5.03		-2.81
								TotalEnergies	52.332	12/08/24	0.60	37.002		34.198	2.805	8.20		11.72
								UnibailRodaWestfield	56.470	12/08/24	-0.60	55.877		67.292	-11.415	-16.96		-3.53
								Veolia	23.538	12/08/24	-0.14	25.420		21.498	3.922	18.25		20.91
						S		Vinci	87.037	12/08/24	-0.77	80.237		80.462	-0.226	-0.28		4.19
								Vivendi	8.045	12/08/24	0.40	9.569		24.681	-15.113	-61.23		-52.56
CAC 40 - 40 out of 40 instruments rated - 15/11/21 / 21/06/21 - 26 did rise, Market-Ratio(21) in GBP = 65.00 %
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 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
2/01/06		30/01/06	28				- cash -
long	30/01/06	22/05/06	112				Alstom	100	472		21.159	22.094		0.935	4	10,441	15
short	22/05/06	16/10/06	147				Orange	100	928		11.244	12.791	9.696	-1.548	-14	9,005	-31
long	16/10/06	19/03/07	154				Klépierre	100	339		26.500	30.767		4.267	16	10,451	42
short	19/03/07	9/04/07	21				Alcatel-Lucent	100	1,795		5.822	6.025	5.619	-0.203	-3	10,087	-46
long	9/04/07	11/06/07	63				Michelin	100	708		14.236	15.736		1.501	11	11,149	79
short	11/06/07	20/07/09	770				Credit Agricole	100	552		20.194	8.616	47.333	27.139	134	26,130	50
long	20/07/09	25/01/10	189				Technip	100	796		32.788	42.675		9.887	30	33,999	66
short	25/01/10	29/03/10	63				Orange	100	2,301		14.771	15.980	13.561	-1.210	-8	31,216	-39
long	29/03/10	19/04/10	21				Safran	100	1,783		17.506	16.607		-0.900	-5	29,612	-60
short	19/04/10	18/10/10	182				Alstom	100	712		41.581	31.562	54.779	13.199	32	39,010	74
long	18/10/10	15/11/10	28				Valeo	100	3,877		10.060	11.133		1.072	11	43,167	274
short	15/11/10	29/11/10	14				Alstom	100	1,505		28.679	26.291	31.284	2.605	9	47,088	865
long	29/11/10	27/12/10	28				Valeo	100	4,131		11.396	11.928		0.532	5	49,287	81
short	27/12/10	17/01/11	21				Alstom	100	1,611		30.587	33.301	27.872	-2.714	-9	44,914	-80
long	17/01/11	14/03/11	56				Valeo	100	3,514		12.779	11.696		-1.083	-8	41,109	-44
short	14/03/11	25/04/11	42				Carrefour	100	1,515		27.123	27.430	26.816	-0.307	-1	40,644	-9
long	25/04/11	9/05/11	14				Alcatel-Lucent	100	11,214		3.624	3.626		0.001	0	40,661	1
short	9/05/11	6/02/12	273				Carrefour	100	1,515		26.829	15.259	47.170	20.341	76	71,477	113
long	6/02/12	9/04/12	63				Airbus	100	3,155		22.650	24.523		1.873	8	77,387	58
short	9/04/12	17/09/12	161				Peugeot	100	11,033		7.014	4.743	10.372	3.358	48	114,437	143
long	17/09/12	24/09/12	7				Credit Agricole	100	23,630		4.843	4.570		-0.273	-6	107,991	-95
short	24/09/12	10/12/12	77				Alcatel-Lucent	100	157,002		0.688	0.662	0.714	0.026	4	112,131	20
long	10/12/12	14/01/13	35				Societe Generale	100	4,828		23.222	28.244		5.022	22	136,377	670
short	14/01/13	28/01/13	14				Engie	100	10,683		12.765	13.114	12.417	-0.349	-3	132,654	-51
long	28/01/13	11/02/13	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	11/02/13	25/02/13	14				Orange	100	18,863		6.667	6.507	6.831	0.164	2	128,846	88
long	25/02/13	22/04/13	56				Credit Agricole	100	19,812		6.503	5.398		-1.105	-17	106,958	-70
short	22/04/13	5/08/13	105				ArcelorMittal	100	4,748		22.524	24.613	20.436	-2.089	-9	97,040	-29
long	5/08/13	16/12/13	133				Alcatel-Lucent	100	61,862		1.569	2.762		1.193	76	170,866	372
short	16/12/13	23/02/15	434				Technip	100	2,882		59.268	42.475	82.701	23.432	40	238,398	32
long	23/02/15	6/07/15	133				Peugeot	100	22,296		10.692	13.173		2.480	23	293,703	77
short	6/07/15	27/03/17	630				ArcelorMittal	100	16,432		17.873	19.717	16.028	-1.845	-10	263,393	-6
long	27/03/17	31/07/17	126				ArcelorMittal	100	13,358		19.717	19.875		0.158	1	265,504	2
short	31/07/17	22/01/18	175				Carrefour	100	14,591		18.195	16.206	20.429	2.234	12	298,096	27
long	22/01/18	5/02/18	14				Kering	100	829		359.224	344.952		-14.272	-4	286,265	-65
short	5/02/18	6/05/19	455				Sanofi	100	4,675		61.220	65.609	56.831	-4.389	-7	265,746	-6
long	6/05/19	3/06/19	28				LVMH	100	902		294.562	302.296		7.734	3	272,722	40
short	3/06/19	28/10/19	147				ArcelorMittal	100	23,037		11.838	12.313	11.363	-0.475	-4	261,772	-10
long	28/10/19	2/12/19	35				STMicroelectronics	100	14,669		17.844	18.668		0.824	5	273,854	60
short	2/12/19	30/12/19	28				Renault	100	7,400		37.006	36.406	37.617	0.610	2	278,369	24
long	30/12/19	27/01/20	28				STMicroelectronics	100	13,583		20.493	22.050		1.557	8	299,519	160
short	27/01/20	10/08/20	196				Renault	100	10,115		29.609	21.627	40.535	10.926	37	410,040	79
long	10/08/20	21/09/20	42				Schneider Electric	100	4,456		92.015	92.769		0.753	1	413,397	7
short	21/09/20	28/12/20	98				UnibailRodaWestfield	100	14,759		28.010	59.360	0.000	-28.010	-100	2	-100
long	28/12/20	19/07/21	203				ArcelorMittal	100	0		17.294	21.243		3.949	23	2	0
short	19/07/21	13/02/23	574				Atos	100	0		34.882	10.593	114.866	79.984	229	2	0
long	13/02/23	5/06/23	112				Renault	100	0		36.680	28.701		-7.979	-22	2	0
short	5/06/23	18/03/24	287				Teleperformance	100	0		119.514	72.638	196.641	77.127	65	2	0
long	18/03/24	29/04/24	42				Stellantis	100	0		22.336	19.807		-2.529	-11	2	0
short	29/04/24	12/08/24	105				Teleperformance	100	0		76.379	86.077	66.681	-9.698	-13	2	0
accum	30/01/06	12/08/24	7313	days out of 7341 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	19/07/21	13/02/23	574	34.88	10.59	114.87	79.98	229.30			229.30
Carrefour	short	14/03/11	25/04/11	42	27.12	27.43	26.82	-0.31	-1.13
	short	9/05/11	6/02/12	273	26.83	15.26	47.17	20.34	75.82
	short	31/07/17	22/01/18	175	18.20	16.21	20.43	2.23	12.28			95.17
Peugeot	short	9/04/12	17/09/12	161	7.01	4.74	10.37	3.36	47.88
	long	23/02/15	6/07/15	133	10.69	13.17		2.48	23.20			82.18
Technip	long	20/07/09	25/01/10	189	32.79	42.67		9.89	30.15
	short	16/12/13	23/02/15	434	59.27	42.48	82.70	23.43	39.54			81.61
Alcatel-Lucent	short	19/03/07	9/04/07	21	5.82	6.03	5.62	-0.20	-3.49
	long	25/04/11	9/05/11	14	3.62	3.63		0.00	0.04
	short	24/09/12	10/12/12	77	0.69	0.66	0.71	0.03	3.83
	long	5/08/13	16/12/13	133	1.57	2.76		1.19	76.08			76.52
Credit Agricole	short	11/06/07	20/07/09	770	20.19	8.62	47.33	27.14	134.39
	long	17/09/12	24/09/12	7	4.84	4.57		-0.27	-5.63
	long	28/01/13	11/02/13	14	6.61	6.27		-0.34	-5.20
	long	25/02/13	22/04/13	56	6.50	5.40		-1.10	-16.99			74.06
Teleperformance	short	5/06/23	18/03/24	287	119.51	72.64	196.64	77.13	64.53
	short	29/04/24	12/08/24	105	76.38	86.08	66.68	-9.70	-12.70			43.64
Alstom	long	30/01/06	22/05/06	112	21.16	22.09		0.93	4.42
	short	19/04/10	18/10/10	182	41.58	31.56	54.78	13.20	31.74
	short	15/11/10	29/11/10	14	28.68	26.29	31.28	2.61	9.08
	short	27/12/10	17/01/11	21	30.59	33.30	27.87	-2.71	-8.87			36.74
Societe Generale	long	10/12/12	14/01/13	35	23.22	28.24		5.02	21.63			21.63
Klépierre	long	16/10/06	19/03/07	154	26.50	30.77		4.27	16.10			16.10
STMicroelectronics	long	28/10/19	2/12/19	35	17.84	18.67		0.82	4.62
	long	30/12/19	27/01/20	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	9/04/07	11/06/07	63	14.24	15.74		1.50	10.54			10.54
Renault	short	2/12/19	30/12/19	28	37.01	36.41	37.62	0.61	1.65
	short	27/01/20	10/08/20	196	29.61	21.63	40.54	10.93	36.90
	long	13/02/23	5/06/23	112	36.68	28.70		-7.98	-21.75			8.89
Airbus	long	6/02/12	9/04/12	63	22.65	24.52		1.87	8.27			8.27
Valeo	long	18/10/10	15/11/10	28	10.06	11.13		1.07	10.66
	long	29/11/10	27/12/10	28	11.40	11.93		0.53	4.67
	long	17/01/11	14/03/11	56	12.78	11.70		-1.08	-8.47			6.02
LVMH	long	6/05/19	3/06/19	28	294.56	302.30		7.73	2.63			2.63
Schneider Electric	long	10/08/20	21/09/20	42	92.02	92.77		0.75	0.82			0.82
Engie	short	14/01/13	28/01/13	14	12.77	13.11	12.42	-0.35	-2.73			-2.73
ArcelorMittal	short	22/04/13	5/08/13	105	22.52	24.61	20.44	-2.09	-9.27
	short	6/07/15	27/03/17	630	17.87	19.72	16.03	-1.84	-10.32
	long	27/03/17	31/07/17	126	19.72	19.88		0.16	0.80
	short	3/06/19	28/10/19	147	11.84	12.31	11.36	-0.48	-4.02
	long	28/12/20	19/07/21	203	17.29	21.24		3.95	22.83			-3.30
Kering	long	22/01/18	5/02/18	14	359.22	344.95		-14.27	-3.97			-3.97
Safran	long	29/03/10	19/04/10	21	17.51	16.61		-0.90	-5.14			-5.14
Sanofi	short	5/02/18	6/05/19	455	61.22	65.61	56.83	-4.39	-7.17			-7.17
Stellantis	long	18/03/24	29/04/24	42	22.34	19.81		-2.53	-11.32			-11.32
Orange	short	22/05/06	16/10/06	147	11.24	12.79	9.70	-1.55	-13.76
	short	25/01/10	29/03/10	63	14.77	15.98	13.56	-1.21	-8.19
	short	11/02/13	25/02/13	14	6.67	6.51	6.83	0.16	2.46			-18.88
UnibailRodaWestfield	short	21/09/20	28/12/20	98	28.01	59.36	0.00	-28.01	-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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