Share-o-matic - Assessment CAC 40 (Cotation Assistée en Continu)

Assessment - Cotation Assistée en Continu - 26/06/23 - RS = 21

historical assessment - show freshest

		instrument	freshest		⇓ Δday	26/06/23	⇓ Δwk	30/01/23	prc diff	⇓ Δ21	⇓∅-RS
		CAC 40	7,250.670	12/08	-0.26	7,184.350		7,032.020	152.330	2.17	7.39
	S	Air Liquide	162.300	12/08	-0.79	159.720		143.640	16.080	11.19	14.60
		Airbus	133.760	12/08	-0.45	127.660		119.220	8.440	7.08	14.84
	L	Alstom	17.090	12/08	0.12	27.040		26.580	0.460	1.73	16.25
		ArcelorMittal	20.120	12/08	0.30	24.730		28.515	-3.785	-13.27	0.07
		Axa	32.350	12/08	-0.77	26.525		28.040	-1.515	-5.40	2.73
		BNP Paribas	59.250	12/08		55.230		60.200	-4.970	-8.26	5.37
	S	Bouygues	31.120	12/08	-0.54	29.500		29.810	-0.310	-1.04	-1.13
	S	Cap Gemini	175.550	12/08	-0.40	169.650		173.550	-3.900	-2.25	-0.42
		Carrefour	13.730	12/08	-0.36	16.610		17.340	-0.730	-4.21	-1.49
		Credit Agricole	13.205	12/08	0.57	10.448		10.578	-0.130	-1.23	5.13
		Danone	60.140	12/08	0.07	55.720		50.310	5.410	10.75	5.80
	S	Dassault Systèmes	33.530	12/08	-0.03	39.355		34.420	4.935	14.34	6.47
	S	Edenred	35.890	12/08	-0.25	59.600		49.570	10.030	20.23	14.99
	S	Engie	15.335	12/08	0.49	14.356		12.610	1.746	13.85	8.54
		EssilorLuxottica	207.300	12/08	-0.58	167.760		174.100	-6.340	-3.64	2.38
	S	Eurofins Scientific	52.700	12/08	-0.26	56.140		64.500	-8.360	-12.96	-15.10
		Hermes International	2,006.000	12/08	-0.50	1,915.400		1,643.000	272.400	16.58	27.71
	S	Kering	249.850	12/08	-1.85	502.400		537.300	-34.900	-6.50	-4.36
		L´Oreal	376.650	12/08	-1.59	403.950		383.000	20.950	5.47	10.66
		Legrand	93.280	12/08	0.09	87.160		81.680	5.480	6.71	10.04
	S	LVMH	635.100	12/08	-0.14	835.000		788.100	46.900	5.95	15.42
		Michelin	34.340	12/08	0.41	26.450		28.830	-2.380	-8.26	-1.80
	S	Orange	10.115	12/08	-0.25	10.380		9.587	0.793	8.27	1.37
	S	Pernod Ricard	121.800	12/08	-0.33	196.750		195.050	1.700	0.87	2.25
		instrument	freshest		⇓ Δday	26/06/23	⇓ Δwk	30/01/23	prc diff	⇓ Δ21	⇓∅-RS
		Publicis	91.560	12/08	0.68	71.540		62.240	9.300	14.94	19.40
		Renault	40.250	12/08	-0.72	35.635		37.290	-1.655	-4.44	9.74
		Safran	192.200	12/08	-0.18	139.160		131.380	7.780	5.92	18.11
		Saint-Gobain	73.560	12/08	-0.41	53.990		53.480	0.510	0.95	15.29
		Sanofi	95.670	12/08	-0.60	97.840		89.930	7.910	8.80	8.18
		Schneider Electric	211.250	12/08	0.38	159.260		145.580	13.680	9.40	15.59
		Societe Generale	20.520	12/08	0.44	22.785		24.695	-1.910	-7.73	-0.73
	S	Stellantis	13.984	12/08	-0.61	15.178		14.014	1.164	8.31	6.52
		STMicroelectronics	26.855	12/08	0.47	43.530		39.055	4.475	11.46	15.47
	L	Teleperformance	101.450	12/08	-0.10	150.950		249.900	-98.950	-39.60	-34.56
		Thales	147.050	12/08	-0.20	131.150		121.500	9.650	7.94	5.33
		TotalEnergies	61.720	12/08	0.60	52.570		59.200	-6.630	-11.20	-3.82
		UnibailRodaWestfield	66.600	12/08	-0.60	45.920		58.370	-12.450	-21.33	-9.12
		Veolia	27.760	12/08	-0.14	28.230		26.820	1.410	5.26	12.41
	S	Vinci	102.650	12/08	-0.77	104.060		102.900	1.160	1.13	6.55
		Vivendi	9.488	12/08	0.40	8.250		9.600	-1.350	-14.06	-8.82
CAC 40 - 40 out of 40 instruments rated - 26/06/23 / 30/01/23 - 23 did rise, Market-Ratio(21) = 57.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC 40 RS = 21 - B/S = 83/73

6/01/20	scale up chart	1/07/24

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
2/01/06		30/01/06	28		- cash -
long	30/01/06	22/05/06	112		Alstom	100	323	30.925	32.500		1.575	5	10,509	18
short	22/05/06	16/10/06	147		Orange	100	635	16.540	18.970	14.110	-2.430	-15	8,966	-33
long	16/10/06	19/03/07	154		Klépierre	100	228	39.300	44.876		5.576	14	10,237	37
short	19/03/07	9/04/07	21		Alcatel-Lucent	100	1,205	8.492	8.853	8.131	-0.361	-4	9,802	-53
long	9/04/07	11/06/07	63		Michelin	100	468	20.917	23.183		2.266	11	10,862	81
short	11/06/07	20/07/09	770		Credit Agricole	100	365	29.750	9.980	88.684	58.934	198	32,373	68
long	20/07/09	25/01/10	189		Technip	100	852	37.980	48.610		10.630	28	41,430	61
short	25/01/10	29/03/10	63		Orange	100	2,462	16.825	17.750	15.900	-0.925	-5	39,153	-28
long	29/03/10	19/04/10	21		Safran	100	2,013	19.445	18.895		-0.550	-3	38,046	-39
short	19/04/10	18/10/10	182		Alstom	100	804	47.310	36.100	62.001	14.691	31	49,857	72
long	18/10/10	15/11/10	28		Valeo	100	4,332	11.507	13.105		1.598	14	56,781	445
short	15/11/10	29/11/10	14		Alstom	100	1,681	33.760	30.945	36.831	3.071	9	61,943	868
long	29/11/10	27/12/10	28		Valeo	100	4,618	13.413	14.032		0.618	5	64,799	80
short	27/12/10	17/01/11	21		Alstom	100	1,800	35.980	39.475	32.485	-3.495	-10	58,508	-83
long	17/01/11	14/03/11	56		Valeo	100	3,862	15.148	13.523		-1.625	-11	52,232	-52
short	14/03/11	25/04/11	42		Carrefour	100	1,665	31.360	31.100	31.622	0.262	1	52,669	8
long	25/04/11	9/05/11	14		Alcatel-Lucent	100	12,817	4.109	4.144		0.035	1	53,118	25
short	9/05/11	6/02/12	273		Carrefour	100	1,732	30.665	18.345	51.259	20.594	67	88,786	99
long	6/02/12	9/04/12	63		Airbus	100	3,260	27.230	29.725		2.495	9	96,920	66
short	9/04/12	17/09/12	161		Peugeot	100	11,399	8.502	5.861	12.333	3.831	45	140,589	132
long	17/09/12	24/09/12	7		Credit Agricole	100	23,494	5.984	5.714		-0.270	-5	134,246	-91
short	24/09/12	10/12/12	77		Alcatel-Lucent	100	156,099	0.860	0.822	0.900	0.040	5	140,459	24
long	10/12/12	14/01/13	35		Societe Generale	100	4,874	28.815	34.140		5.325	18	166,413	486
short	14/01/13	28/01/13	14		Engie	100	10,785	15.430	15.390	15.470	0.040	0	166,845	7
long	28/01/13	11/02/13	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	11/02/13	25/02/13	14		Orange	100	20,216	7.883	7.479	8.309	0.426	5	167,973	294
long	25/02/13	22/04/13	56		Credit Agricole	100	22,471	7.475	6.300		-1.175	-16	141,570	-67
short	22/04/13	5/08/13	105		ArcelorMittal	100	5,385	26.286	28.620	23.952	-2.334	-9	129,001	-28
long	5/08/13	16/12/13	133		Alcatel-Lucent	100	70,724	1.824	3.271		1.447	79	231,339	397
short	16/12/13	23/02/15	434		Technip	100	3,295	70.190	57.900	85.089	14.899	21	280,430	18
long	23/02/15	6/07/15	133		Peugeot	100	19,240	14.575	18.595		4.020	28	357,775	95
short	6/07/15	27/03/17	630		ArcelorMittal	100	14,180	25.230	22.800	27.919	2.689	11	395,905	6
long	27/03/17	31/07/17	126		ArcelorMittal	100	17,364	22.800	22.180		-0.620	-3	385,139	-8
short	31/07/17	22/01/18	175		Carrefour	100	18,967	20.305	18.465	22.328	2.023	10	423,517	22
long	22/01/18	5/02/18	14		Kering	100	1,034	409.300	388.900		-20.400	-5	402,423	-74
short	5/02/18	6/05/19	455		Sanofi	100	5,830	69.020	76.710	61.330	-7.690	-11	357,590	-9
long	6/05/19	3/06/19	28		LVMH	100	1,038	344.400	340.500		-3.900	-1	353,542	-14
short	3/06/19	28/10/19	147		ArcelorMittal	100	26,514	13.334	14.270	12.398	-0.936	-7	328,725	-17
long	28/10/19	2/12/19	35		STMicroelectronics	100	15,895	20.680	21.800		1.120	5	346,528	73
short	2/12/19	30/12/19	28		Renault	100	8,018	43.215	42.600	43.839	0.624	1	351,530	21
long	30/12/19	27/01/20	28		STMicroelectronics	100	14,659	23.980	26.140		2.160	9	383,193	208
short	27/01/20	10/08/20	196		Renault	100	10,917	35.100	24.080	51.163	16.063	46	558,555	102
long	10/08/20	21/09/20	42		Schneider Electric	100	5,451	102.450	101.050		-1.400	-1	550,924	-11
short	21/09/20	28/12/20	98		UnibailRodaWestfield	100	18,057	30.510	65.420	0.000	-30.510	-100	5	-100
long	28/12/20	19/07/21	203		ArcelorMittal	100	0	19.060	24.610		5.550	29	5	0
short	19/07/21	13/02/23	574		Atos	100	0	40.410	11.995	136.137	95.727	237	5	0
long	13/02/23	5/06/23	112		Renault	100	0	41.535	33.320		-8.215	-20	5	0
short	5/06/23	18/03/24	287		Teleperformance	100	0	138.750	85.040	226.382	87.632	63	5	0
long	18/03/24	29/04/24	42		Stellantis	100	0	26.150	23.210		-2.940	-11	5	0
short	29/04/24	12/08/24	105		Teleperformance	100	0	89.500	101.450	77.550	-11.950	-13	5	0
accum	30/01/06	12/08/24	6882	days out of 6910 invested (100%)							-100		5	-33

Instrument Related Contribution

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	40.41	12.00	136.14	95.73	236.89	236.89
Credit Agricole	short	11/06/07	20/07/09	770	29.75	9.98	88.68	58.93	198.10
	long	17/09/12	24/09/12	7	5.98	5.71		-0.27	-4.51
	long	28/01/13	11/02/13	14	7.76	7.41		-0.35	-4.48
	long	25/02/13	22/04/13	56	7.48	6.30		-1.18	-15.72	129.15
Carrefour	short	14/03/11	25/04/11	42	31.36	31.10	31.62	0.26	0.84
	short	9/05/11	6/02/12	273	30.67	18.35	51.26	20.59	67.16
	short	31/07/17	22/01/18	175	20.31	18.47	22.33	2.02	9.97	85.35
Peugeot	short	9/04/12	17/09/12	161	8.50	5.86	12.33	3.83	45.06
	long	23/02/15	6/07/15	133	14.58	18.60		4.02	27.58	85.07
Alcatel-Lucent	short	19/03/07	9/04/07	21	8.49	8.85	8.13	-0.36	-4.25
	long	25/04/11	9/05/11	14	4.11	4.14		0.04	0.85
	short	24/09/12	10/12/12	77	0.86	0.82	0.90	0.04	4.63
	long	5/08/13	16/12/13	133	1.82	3.27		1.45	79.33	81.18
Technip	long	20/07/09	25/01/10	189	37.98	48.61		10.63	27.99
	short	16/12/13	23/02/15	434	70.19	57.90	85.09	14.90	21.23	55.16
Teleperformance	short	5/06/23	18/03/24	287	138.75	85.04	226.38	87.63	63.16
	short	29/04/24	12/08/24	105	89.50	101.45	77.55	-11.95	-13.35	41.37
Alstom	long	30/01/06	22/05/06	112	30.93	32.50		1.58	5.09
	short	19/04/10	18/10/10	182	47.31	36.10	62.00	14.69	31.05
	short	15/11/10	29/11/10	14	33.76	30.95	36.83	3.07	9.10
	short	27/12/10	17/01/11	21	35.98	39.48	32.49	-3.50	-9.71	35.66
Renault	short	2/12/19	30/12/19	28	43.22	42.60	43.84	0.62	1.44
	short	27/01/20	10/08/20	196	35.10	24.08	51.16	16.06	45.76
	long	13/02/23	5/06/23	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	10/12/12	14/01/13	35	28.82	34.14		5.33	18.48	18.48
ArcelorMittal	short	22/04/13	5/08/13	105	26.29	28.62	23.95	-2.33	-8.88
	short	6/07/15	27/03/17	630	25.23	22.80	27.92	2.69	10.66
	long	27/03/17	31/07/17	126	22.80	22.18		-0.62	-2.72
	short	3/06/19	28/10/19	147	13.33	14.27	12.40	-0.94	-7.02
	long	28/12/20	19/07/21	203	19.06	24.61		5.55	29.12	17.76
STMicroelectronics	long	28/10/19	2/12/19	35	20.68	21.80		1.12	5.42
	long	30/12/19	27/01/20	28	23.98	26.14		2.16	9.01	14.91
Klépierre	long	16/10/06	19/03/07	154	39.30	44.88		5.58	14.19	14.19
Michelin	long	9/04/07	11/06/07	63	20.92	23.18		2.27	10.83	10.83
Airbus	long	6/02/12	9/04/12	63	27.23	29.73		2.50	9.16	9.16
Valeo	long	18/10/10	15/11/10	28	11.51	13.11		1.60	13.89
	long	29/11/10	27/12/10	28	13.41	14.03		0.62	4.61
	long	17/01/11	14/03/11	56	15.15	13.52		-1.63	-10.73	6.36
Engie	short	14/01/13	28/01/13	14	15.43	15.39	15.47	0.04	0.26	0.26
LVMH	long	6/05/19	3/06/19	28	344.40	340.50		-3.90	-1.13	-1.13
Schneider Electric	long	10/08/20	21/09/20	42	102.45	101.05		-1.40	-1.37	-1.37
Safran	long	29/03/10	19/04/10	21	19.45	18.90		-0.55	-2.83	-2.83
Kering	long	22/01/18	5/02/18	14	409.30	388.90		-20.40	-4.98	-4.98
Sanofi	short	5/02/18	6/05/19	455	69.02	76.71	61.33	-7.69	-11.14	-11.14
Stellantis	long	18/03/24	29/04/24	42	26.15	23.21		-2.94	-11.24	-11.24
Orange	short	22/05/06	16/10/06	147	16.54	18.97	14.11	-2.43	-14.69
	short	25/01/10	29/03/10	63	16.83	17.75	15.90	-0.92	-5.50
	short	11/02/13	25/02/13	14	7.88	7.48	8.31	0.43	5.40	-15.03
UnibailRodaWestfield	short	21/09/20	28/12/20	98	30.51	65.42	0.00	-30.51	-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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