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

Assessment - Cotation Assistée en Continu in Swiss Franc - 7/01/24 - RS = 21

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21	∅-RS
		CAC 40	7,027.712	8/12/24	-0.26	7,328.625	-4.11	7,092.210	236.415	3.33	1.42
		Schneider Electric	204.754	8/12/24	0.38	218.420	-6.26	175.671	42.750	24.33	27.36
		Renault	39.012	8/12/24	-0.72	46.766	-16.58	33.541	13.225	39.43	24.14
		UnibailRodaWestfield	64.552	8/12/24	-0.60	71.996	-10.34	61.055	10.941	17.92	27.09
		Safran	186.290	8/12/24	-0.18	195.885	-4.90	164.009	31.876	19.44	21.70
		Publicis	88.745	8/12/24	0.68	94.250	-5.84	86.621	7.629	8.81	17.81
		Michelin	33.284	8/12/24	0.41	34.990	-4.88	28.565	6.425	22.49	16.28
		Saint-Gobain	71.298	8/12/24	-0.41	72.209	-1.26	61.120	11.089	18.14	19.31
		EssilorLuxottica	200.926	8/12/24	-0.58	195.595	2.73	169.448	26.147	15.43	10.68
		Thales	142.528	8/12/24	-0.20	147.326	-3.26	126.100	21.226	16.83	8.06
		Hermes International	1,944.316	8/12/24	-0.50	2,037.364	-4.57	1,892.668	144.696	7.65	6.12
		L´Oreal	365.068	8/12/24	-1.59	399.573	-8.64	425.862	-26.289	-6.17	-1.90
		Credit Agricole	12.799	8/12/24	0.57	12.697	0.80	12.200	0.497	4.08	6.24
		Vivendi	9.196	8/12/24	0.40	9.570	-3.91	9.615	-0.045	-0.47	9.08
	L	Alstom	16.564	8/12/24	0.12	15.619	6.05	10.722	4.897	45.67	6.84
		Airbus	129.647	8/12/24	-0.45	127.592	1.61	139.285	-11.693	-8.39	-5.93
		Danone	58.291	8/12/24	0.07	55.926	4.23	57.672	-1.747	-3.03	1.40
		TotalEnergies	59.822	8/12/24	0.60	61.654	-2.97	55.336	6.318	11.42	5.53
		Legrand	90.412	8/12/24	0.09	90.276	0.15	84.584	5.692	6.73	2.89
		Axa	31.355	8/12/24	-0.77	30.299	3.49	28.416	1.883	6.63	5.69
	S	Cap Gemini	170.152	8/12/24	-0.40	183.867	-7.46	190.715	-6.848	-3.59	3.00
		BNP Paribas	57.428	8/12/24		59.774	-3.92	52.421	7.353	14.03	3.35
		Veolia	26.906	8/12/24	-0.14	27.585	-2.46	28.219	-0.635	-2.25	0.39
	S	Stellantis	13.554	8/12/24	-0.61	18.063	-24.96	19.688	-1.625	-8.26	-4.52
		STMicroelectronics	26.029	8/12/24	0.47	35.130	-25.91	38.498	-3.368	-8.75	-11.41
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21	∅-RS
		Sanofi	92.728	8/12/24	-0.60	89.026	4.16	81.668	7.357	9.01	0.80
	S	Eurofins Scientific	51.079	8/12/24	-0.26	44.537	14.69	50.010	-5.473	-10.94	-16.51
		Societe Generale	19.889	8/12/24	0.44	21.905	-9.20	21.272	0.633	2.98	-3.98
	S	LVMH	615.571	8/12/24	-0.14	690.106	-10.80	729.502	-39.396	-5.40	-5.70
	S	Air Liquide	157.309	8/12/24	-0.79	157.619	-0.20	156.852	0.768	0.49	-4.25
	S	Bouygues	30.163	8/12/24	-0.54	29.698	1.57	31.537	-1.839	-5.83	-8.53
		ArcelorMittal	19.501	8/12/24	0.30	20.645	-5.54	23.337	-2.692	-11.54	-10.31
	S	Vinci	99.494	8/12/24	-0.77	97.797	1.73	110.542	-12.745	-11.53	-7.19
	S	Dassault Systèmes	32.499	8/12/24	-0.03	33.439	-2.81	39.246	-5.807	-14.80	-12.10
		Carrefour	13.308	8/12/24	-0.36	12.983	2.50	14.811	-1.827	-12.34	-17.72
	S	Orange	9.804	8/12/24	-0.25	9.136	7.31	10.157	-1.021	-10.05	-10.89
	S	Engie	14.863	8/12/24	0.49	13.308	11.69	13.745	-0.438	-3.18	-8.45
	L	Teleperformance	98.330	8/12/24	-0.10	99.639	-1.31	132.828	-33.189	-24.99	-11.26
	S	Pernod Ricard	118.055	8/12/24	-0.33	123.046	-4.06	145.209	-22.163	-15.26	-20.00
	S	Edenred	34.786	8/12/24	-0.25	38.828	-10.41	51.860	-13.032	-25.13	-22.37
	S	Kering	242.167	8/12/24	-1.85	325.668	-25.64	358.957	-33.289	-9.27	-15.74
CAC 40 - 40 out of 40 instruments rated - 7/01/24 / 2/05/24 - 19 did rise, Market-Ratio(21) in CHF = 47.50 %
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 Swiss Franc * 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	208	48.042	50.521		2.479	5	10,516	18
short	5/22/06	10/16/06	147		Orange	100	408	25.711	30.217	21.206	-4.506	-18	8,677	-38
long	10/16/06	3/19/07	154		Klépierre	100	138	62.601	72.129		9.528	15	9,992	40
short	3/19/07	4/09/07	21		Alcatel-Lucent	100	732	13.649	14.474	12.825	-0.825	-6	9,389	-66
long	4/09/07	6/11/07	63		Michelin	100	274	34.196	38.291		4.094	12	10,510	93
short	6/11/07	7/20/09	770		Credit Agricole	100	213	49.138	15.155	159.328	110.190	224	33,981	75
long	7/20/09	1/25/10	189		Technip	100	589	57.673	71.569		13.896	24	42,165	52
short	1/25/10	3/29/10	63		Orange	100	1,702	24.771	25.347	24.196	-0.576	-2	41,186	-13
long	3/29/10	4/19/10	21		Safran	100	1,483	27.767	27.080		-0.687	-2	40,167	-35
short	4/19/10	10/18/10	182		Alstom	100	592	67.805	48.392	95.005	27.200	40	56,269	97
long	10/18/10	11/15/10	28		Valeo	100	3,647	15.425	17.596		2.171	14	64,188	457
short	11/15/10	11/29/10	14		Alstom	100	1,416	45.330	41.120	49.970	4.641	10	70,760	1,170
long	11/29/10	12/27/10	28		Valeo	100	3,969	17.824	17.705		-0.118	-1	70,290	-8
short	12/27/10	1/17/11	21		Alstom	100	1,548	45.400	50.915	39.884	-5.515	-12	61,752	-89
long	1/17/11	3/14/11	56		Valeo	100	3,160	19.538	17.486		-2.053	-11	55,266	-51
short	3/14/11	4/25/11	42		Carrefour	100	1,362	40.548	40.138	40.964	0.415	1	55,831	9
long	4/25/11	5/09/11	14		Alcatel-Lucent	100	10,528	5.303	5.216		-0.087	-2	54,910	-35
short	5/09/11	2/06/12	273		Carrefour	100	1,422	38.595	22.159	67.222	28.627	74	95,618	110
long	2/06/12	4/09/12	63		Airbus	100	2,907	32.891	35.697		2.806	9	103,774	61
short	4/09/12	9/17/12	161		Peugeot	100	10,163	10.210	7.132	14.617	4.407	43	148,564	126
long	9/17/12	9/24/12	7		Credit Agricole	100	20,403	7.281	6.921		-0.360	-5	141,220	-93
short	9/24/12	12/10/12	77		Alcatel-Lucent	100	135,564	1.042	0.993	1.093	0.051	5	148,145	25
long	12/10/12	1/14/13	35		Societe Generale	100	4,255	34.811	41.613		6.802	20	177,087	543
short	1/14/13	1/28/13	14		Engie	100	9,415	18.808	19.193	18.422	-0.385	-2	173,460	-42
long	1/28/13	2/11/13	14		Credit Agricole	100	17,919	9.680	9.089		-0.591	-6	162,867	-81
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	16,853	9.664	9.171	10.183	0.519	5	171,609	291
long	2/25/13	4/22/13	56		Credit Agricole	100	18,721	9.167	7.680		-1.487	-16	143,773	-68
short	4/22/13	8/05/13	105		ArcelorMittal	100	4,486	32.043	35.223	28.863	-3.180	-10	129,507	-30
long	8/05/13	12/16/13	133		Alcatel-Lucent	100	57,692	2.245	3.995		1.750	78	230,453	386
short	12/16/13	2/23/15	434		Technip	100	2,688	85.716	62.353	117.834	32.118	37	316,786	31
long	2/23/15	7/06/15	133		Peugeot	100	20,182	15.696	19.378		3.682	23	391,097	78
short	7/06/15	3/27/17	630		ArcelorMittal	100	14,875	26.292	24.405	28.325	2.033	8	421,338	4
long	3/27/17	7/31/17	126		ArcelorMittal	100	17,264	24.405	25.385		0.980	4	438,255	12
short	7/31/17	1/22/18	175		Carrefour	100	18,858	23.239	21.741	24.841	1.601	7	468,455	15
long	1/22/18	2/05/18	14		Kering	100	972	481.914	452.030		-29.884	-6	439,408	-81
short	2/05/18	5/06/19	455		Sanofi	100	5,477	80.224	87.425	73.023	-7.201	-9	399,969	-7
long	5/06/19	6/03/19	28		LVMH	100	1,019	392.506	380.349		-12.157	-3	387,581	-34
short	6/03/19	10/28/19	147		ArcelorMittal	100	26,021	14.894	15.759	14.030	-0.865	-6	365,084	-14
long	10/28/19	12/02/19	35		STMicroelectronics	100	15,985	22.838	23.949		1.111	5	382,848	64
short	12/02/19	12/30/19	28		Renault	100	8,064	47.476	46.238	48.746	1.271	3	393,094	41
long	12/30/19	1/27/20	28		STMicroelectronics	100	15,102	26.028	27.926		1.899	7	421,766	150
short	1/27/20	8/10/20	196		Renault	100	11,247	37.499	25.883	54.328	16.829	45	611,045	99
long	8/10/20	9/21/20	42		Schneider Electric	100	5,548	110.119	108.677		-1.442	-1	603,044	-11
short	9/21/20	12/28/20	98		UnibailRodaWestfield	100	18,378	32.813	71.078	0.000	-32.813	-100	9	-100
long	12/28/20	7/19/21	203		ArcelorMittal	100	0	20.708	26.650		5.942	29	9	0
short	7/19/21	2/13/23	574		Atos	100	0	43.760	11.830	161.865	118.105	270	9	0
long	2/13/23	6/05/23	112		Renault	100	0	40.965	32.320		-8.645	-21	9	0
short	6/05/23	3/18/24	287		Teleperformance	100	0	134.588	82.065	220.724	86.137	64	9	0
long	3/18/24	4/29/24	42		Stellantis	100	0	25.235	22.656		-2.580	-10	9	0
short	4/29/24	8/12/24	105		Teleperformance	100	0	87.362	98.330	76.393	-10.969	-13	9	0
accum	1/30/06	8/12/24	7094	days out of 7122 invested (100%)							-100		9	-30

Instrument Related Contribution

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	43.76	11.83	161.87	118.11	269.89	269.89
Credit Agricole	short	6/11/07	7/20/09	770	49.14	15.15	159.33	110.19	224.24
	long	9/17/12	9/24/12	7	7.28	6.92		-0.36	-4.94
	long	1/28/13	2/11/13	14	9.68	9.09		-0.59	-6.11
	long	2/25/13	4/22/13	56	9.17	7.68		-1.49	-16.22	142.45
Carrefour	short	3/14/11	4/25/11	42	40.55	40.14	40.96	0.42	1.02
	short	5/09/11	2/06/12	273	38.59	22.16	67.22	28.63	74.17
	short	7/31/17	1/22/18	175	23.24	21.74	24.84	1.60	6.89	88.08
Peugeot	short	4/09/12	9/17/12	161	10.21	7.13	14.62	4.41	43.16
	long	2/23/15	7/06/15	133	15.70	19.38		3.68	23.46	76.75
Alcatel-Lucent	short	3/19/07	4/09/07	21	13.65	14.47	12.82	-0.82	-6.04
	long	4/25/11	5/09/11	14	5.30	5.22		-0.09	-1.65
	short	9/24/12	12/10/12	77	1.04	0.99	1.09	0.05	4.90
	long	8/05/13	12/16/13	133	2.24	3.99		1.75	77.95	72.50
Technip	long	7/20/09	1/25/10	189	57.67	71.57		13.90	24.09
	short	12/16/13	2/23/15	434	85.72	62.35	117.83	32.12	37.47	70.59
Teleperformance	short	6/05/23	3/18/24	287	134.59	82.07	220.72	86.14	64.00
	short	4/29/24	8/12/24	105	87.36	98.33	76.39	-10.97	-12.56	43.41
Alstom	long	1/30/06	5/22/06	112	48.04	50.52		2.48	5.16
	short	4/19/10	10/18/10	182	67.80	48.39	95.00	27.20	40.12
	short	11/15/10	11/29/10	14	45.33	41.12	49.97	4.64	10.24
	short	12/27/10	1/17/11	21	45.40	50.91	39.88	-5.52	-12.15	42.70
ArcelorMittal	short	4/22/13	8/05/13	105	32.04	35.22	28.86	-3.18	-9.92
	short	7/06/15	3/27/17	630	26.29	24.41	28.33	2.03	7.73
	long	3/27/17	7/31/17	126	24.41	25.39		0.98	4.02
	short	6/03/19	10/28/19	147	14.89	15.76	14.03	-0.86	-5.80
	long	12/28/20	7/19/21	203	20.71	26.65		5.94	28.69	22.36
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Societe Generale	long	12/10/12	1/14/13	35	34.81	41.61		6.80	19.54	19.54
Renault	short	12/02/19	12/30/19	28	47.48	46.24	48.75	1.27	2.68
	short	1/27/20	8/10/20	196	37.50	25.88	54.33	16.83	44.88
	long	2/13/23	6/05/23	112	40.97	32.32		-8.64	-21.10	17.37
Klépierre	long	10/16/06	3/19/07	154	62.60	72.13		9.53	15.22	15.22
STMicroelectronics	long	10/28/19	12/02/19	35	22.84	23.95		1.11	4.87
	long	12/30/19	1/27/20	28	26.03	27.93		1.90	7.29	12.52
Michelin	long	4/09/07	6/11/07	63	34.20	38.29		4.09	11.97	11.97
Airbus	long	2/06/12	4/09/12	63	32.89	35.70		2.81	8.53	8.53
Valeo	long	10/18/10	11/15/10	28	15.42	17.60		2.17	14.08
	long	11/29/10	12/27/10	28	17.82	17.71		-0.12	-0.66
	long	1/17/11	3/14/11	56	19.54	17.49		-2.05	-10.51	1.41
Schneider Electric	long	8/10/20	9/21/20	42	110.12	108.68		-1.44	-1.31	-1.31
Engie	short	1/14/13	1/28/13	14	18.81	19.19	18.42	-0.39	-2.05	-2.05
Safran	long	3/29/10	4/19/10	21	27.77	27.08		-0.69	-2.47	-2.47
LVMH	long	5/06/19	6/03/19	28	392.51	380.35		-12.16	-3.10	-3.10
Kering	long	1/22/18	2/05/18	14	481.91	452.03		-29.88	-6.20	-6.20
Sanofi	short	2/05/18	5/06/19	455	80.22	87.42	73.02	-7.20	-8.98	-8.98
Stellantis	long	3/18/24	4/29/24	42	25.24	22.66		-2.58	-10.22	-10.22
Orange	short	5/22/06	10/16/06	147	25.71	30.22	21.21	-4.51	-17.53
	short	1/25/10	3/29/10	63	24.77	25.35	24.20	-0.58	-2.32
	short	2/11/13	2/25/13	14	9.66	9.17	10.18	0.52	5.37	-15.12
UnibailRodaWestfield	short	9/21/20	12/28/20	98	32.81	71.08	0.00	-32.81	-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


	is taking down something concerning