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

Assessment - Cotation Assistée en Continu - 4/22/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	∅-RS
	L	CAC 40	8,016.650	Thu	-0.93	8,040.360	-0.29	6,850.470	1,189.890	17.37	8.24
	L	UnibailRodaWestfield	76.840	Thu	-0.08	76.780	0.08	42.930	33.850	78.85	41.93
	L	Safran	207.500	Thu	-1.28	205.300	1.07	146.660	58.640	39.98	30.68
	L	Publicis	102.600	Thu	-2.29	101.900	0.69	73.200	28.700	39.21	29.75
	L	Renault	48.000	Thu	-1.68	47.470	1.12	32.995	14.475	43.87	28.68
		Stellantis	22.905	Thu	-1.61	23.155	-1.08	18.022	5.133	28.48	24.90
		Schneider Electric	211.400	Thu	-0.59	204.600	3.32	141.920	62.680	44.17	20.64
	L	Credit Agricole	14.475	Thu	0.17	14.220	1.79	11.316	2.904	25.66	19.37
		Saint-Gobain	70.400	Thu	-0.59	70.400		50.170	20.230	40.32	18.53
	L	Axa	33.800	Thu	-1.31	34.330	-1.54	27.245	7.085	26.00	18.40
		Airbus	157.060	15:35	-0.92	161.440	-2.71	122.500	38.940	31.79	18.32
	L	Michelin	35.840	Thu	-0.42	35.430	1.16	27.850	7.580	27.22	18.15
	L	Hermes International	2,297.000	Thu	-2.38	2,310.000	-0.56	1,681.200	628.800	37.40	17.72
	L	TotalEnergies	68.060	Thu	0.22	67.900	0.24	62.300	5.600	8.99	14.93
	L	Thales	156.650	Thu	-2.09	157.600	-0.60	139.300	18.300	13.14	14.17
	L	BNP Paribas	68.360	Thu	0.93	66.620	2.61	56.130	10.490	18.69	13.36
	L	EssilorLuxottica	201.600	Thu	-1.51	203.000	-0.69	165.500	37.500	22.66	12.98
		Cap Gemini	201.100	Thu	-2.19	201.500	-0.20	164.100	37.400	22.79	11.86
		Air Liquide	183.620	Thu	-1.35	187.880	-2.27	152.920	34.960	22.86	11.60
		Vivendi	9.764	Thu	-1.87	9.950	-1.87	8.406	1.544	18.37	10.59
		Bouygues	35.860	Thu	-1.73	36.150	-0.80	31.440	4.710	14.98	9.12
	L	Societe Generale	25.095	Thu	-0.73	25.050	0.18	21.045	4.005	19.03	7.38
	L	Eurofins Scientific	57.500	Thu	1.16	60.280	-4.61	47.150	13.130	27.85	7.01
		Engie	16.080	Thu		15.975	0.66	14.502	1.473	10.16	6.48
		Legrand	95.700	Thu	-2.29	94.980	0.76	81.400	13.580	16.68	5.94
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	∅-RS
		L´Oreal	435.750	Thu	-1.02	441.000	-1.19	386.850	54.150	14.00	5.09
		Danone	59.300	Thu	-0.77	59.940	-1.07	53.900	6.040	11.21	4.81
		Vinci	110.150	Thu	-1.26	113.550	-2.99	99.900	13.650	13.66	3.73
		LVMH	778.000	Thu	-2.77	796.800	-2.36	669.400	127.400	19.03	2.41
		Orange	10.485	Thu	-1.55	11.055	-5.16	10.764	0.291	2.70	2.31
		Veolia	28.910	Thu	-0.03	28.860	0.17	25.200	3.660	14.52	1.60
		ArcelorMittal	23.760	15:35	0.93	24.120	-1.49	20.660	3.460	16.75	-0.27
	S	Dassault Systèmes	37.290	Thu	-4.24	38.540	-3.24	34.065	4.475	13.14	-3.37
		Carrefour	15.695	Thu	-2.27	16.105	-2.55	15.710	0.395	2.51	-3.96
	L	Alstom	14.905	Thu	-0.90	15.440	-3.47	12.210	3.230	26.45	-4.04
		Sanofi	91.620	Thu	4.47	88.170	3.91	98.310	-10.140	-10.31	-5.62
	S	STMicroelectronics	39.660	Thu	1.12	36.695	8.08	37.815	-1.120	-2.96	-12.29
	L	Pernod Ricard	141.500	Thu	-2.45	145.050	-2.45	167.200	-22.150	-13.25	-15.28
	S	Edenred	45.020	Thu	-1.38	44.890	0.29	51.920	-7.030	-13.54	-18.24
	S	Kering	327.300	Thu	0.35	346.300	-5.49	403.500	-57.200	-14.18	-21.07
	S	Teleperformance	87.580	Thu	-2.69	90.320	-3.03	113.400	-23.080	-20.35	-28.48
CAC 40 - 40 out of 40 instruments rated - 4/22/24 / 10/23/23 - 34 did rise, Market-Ratio(26) = 85.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC 40 RS = 26 - B/S = 60/40

1/06/20	scale up chart	4/22/24

Transactions Cotation Assistée en Continu * 26 - 60/40 (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		8/20/07	595		- cash -
short	8/20/07	4/27/09	616		Alcatel-Lucent	100	1,339	7.468	1.743	31.997	24.529	328	42,844	137
long	4/27/09	5/04/09	7		Kering	100	697	61.420	61.220		-0.200	0	42,705	-16
short	5/04/09	5/18/09	14		Klépierre	100	2,593	16.465	18.160	14.770	-1.695	-10	38,310	-94
long	5/18/09	5/17/10	364		Publicis	100	1,659	23.090	33.535		10.445	45	55,638	45
short	5/17/10	8/09/10	84		Credit Agricole	100	5,856	9.500	11.240	7.760	-1.740	-18	45,449	-58
long	8/09/10	8/30/10	21		Valeo	100	4,637	9.800	8.960		-0.840	-9	41,554	-79
short	8/30/10	11/01/10	63		Axa	100	3,387	12.265	13.110	11.420	-0.845	-7	38,692	-34
long	11/01/10	7/18/11	259		Valeo	100	2,935	13.180	15.077		1.897	14	44,258	21
short	7/18/11	2/06/12	203		Carrefour	100	2,055	21.535	18.345	25.280	3.745	17	51,954	33
long	2/06/12	6/04/12	119		Airbus	100	1,907	27.230	25.605		-1.625	-6	48,855	-17
short	6/04/12	6/11/12	7		Credit Agricole	100	16,656	2.933	3.035	2.831	-0.102	-3	47,156	-84
long	6/11/12	7/23/12	42		EssilorLuxottica	100	650	72.470	68.960		-3.510	-5	44,875	-35
short	7/23/12	7/30/12	7		Peugeot	100	8,340	5.380	5.166	5.603	0.223	4	46,734	730
long	7/30/12	9/03/12	35		Pernod Ricard	100	528	88.480	88.670		0.190	0	46,834	2
short	9/03/12	10/15/12	42		Peugeot	100	9,501	4.929	4.962	4.896	-0.033	-1	46,520	-6
long	10/15/12	8/25/14	679		Credit Agricole	100	7,656	6.076	10.990		4.914	81	84,142	38
short	8/25/14	9/15/14	21		Publicis	100	1,498	56.140	56.390	55.890	-0.250	0	83,767	-7
long	9/15/14	10/06/14	21		Credit Agricole	100	7,077	11.835	11.590		-0.245	-2	82,034	-30
short	10/06/14	1/26/15	112		Renault	100	1,492	54.960	68.930	40.990	-13.970	-25	61,190	-62
long	1/26/15	8/24/15	210		Orange	100	3,865	15.830	12.860		-2.970	-19	49,711	-30
short	8/24/15	7/18/16	329		ArcelorMittal	100	2,480	20.040	15.720	25.547	5.507	27	63,369	31
long	7/18/16	6/25/18	707		Sodexo	100	861	73.520	62.180		-11.340	-15	53,605	-8
short	6/25/18	4/15/19	294		Societe Generale	100	1,496	35.830	27.985	45.874	10.044	28	68,631	36
long	4/15/19	3/09/20	329		LVMH	100	200	342.950	338.000		-4.950	-1	67,641	-2
short	3/09/20	9/14/20	189		Renault	100	3,440	19.660	24.680	14.640	-5.020	-26	50,373	-43
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/14/20	2/28/22	532		Valeo	100	1,686	29.870	19.785		-10.085	-34	33,369	-25
short	2/28/22	12/12/22	287		Vivendi	100	2,950	11.310	8.912	14.353	3.043	27	42,347	35
long	12/12/22	8/21/23	252		Hermes International	100	27	1,536.000	1,874.000		338.000	22	51,473	33
short	8/21/23	9/18/23	28		Teleperformance	100	447	115.000	120.800	109.200	-5.800	-5	48,880	-49
long	9/18/23	10/02/23	14		Safran	100	322	151.700	146.280		-5.420	-4	47,135	-61
short	10/02/23	11/27/23	56		Teleperformance	100	403	116.750	130.000	103.500	-13.250	-11	41,795	-54
long	11/27/23	4/25/24	150		Stellantis	100	2,230	18.734	22.905		4.171	22	51,097	63
accum	8/20/07	4/25/24	6094	days out of 6689 invested (91%)							411		51,097	10

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Alcatel-Lucent	short	8/20/07	4/27/09	616	7.47	1.74	32.00	24.53	328.46	328.46
Publicis	long	5/18/09	5/17/10	364	23.09	33.54		10.45	45.24
	short	8/25/14	9/15/14	21	56.14	56.39	55.89	-0.25	-0.45	44.59
Credit Agricole	short	5/17/10	8/09/10	84	9.50	11.24	7.76	-1.74	-18.32
	short	6/04/12	6/11/12	7	2.93	3.04	2.83	-0.10	-3.48
	long	10/15/12	8/25/14	679	6.08	10.99		4.91	80.88
	long	9/15/14	10/06/14	21	11.84	11.59		-0.25	-2.07	39.66
Societe Generale	short	6/25/18	4/15/19	294	35.83	27.99	45.87	10.04	28.03	28.03
ArcelorMittal	short	8/24/15	7/18/16	329	20.04	15.72	25.55	5.51	27.48	27.48
Vivendi	short	2/28/22	12/12/22	287	11.31	8.91	14.35	3.04	26.91	26.91
Stellantis	long	11/27/23	4/25/24	150	18.73	22.91		4.17	22.26	22.26
Hermes International	long	12/12/22	8/21/23	252	1,536.00	1,874.00		338.00	22.01	22.01
Carrefour	short	7/18/11	2/06/12	203	21.54	18.35	25.28	3.74	17.39	17.39
Peugeot	short	7/23/12	7/30/12	7	5.38	5.17	5.60	0.22	4.14
	short	9/03/12	10/15/12	42	4.93	4.96	4.90	-0.03	-0.67	3.45
Pernod Ricard	long	7/30/12	9/03/12	35	88.48	88.67		0.19	0.21	0.21
Kering	long	4/27/09	5/04/09	7	61.42	61.22		-0.20	-0.33	-0.33
LVMH	long	4/15/19	3/09/20	329	342.95	338.00		-4.95	-1.44	-1.44
Safran	long	9/18/23	10/02/23	14	151.70	146.28		-5.42	-3.57	-3.57
EssilorLuxottica	long	6/11/12	7/23/12	42	72.47	68.96		-3.51	-4.84	-4.84
Airbus	long	2/06/12	6/04/12	119	27.23	25.61		-1.63	-5.97	-5.97
Axa	short	8/30/10	11/01/10	63	12.27	13.11	11.42	-0.85	-6.89	-6.89
Klépierre	short	5/04/09	5/18/09	14	16.47	18.16	14.77	-1.70	-10.29	-10.29
Sodexo	long	7/18/16	6/25/18	707	73.52	62.18		-11.34	-15.42	-15.42
Teleperformance	short	8/21/23	9/18/23	28	115.00	120.80	109.20	-5.80	-5.04
	short	10/02/23	11/27/23	56	116.75	130.00	103.50	-13.25	-11.35	-15.82
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Orange	long	1/26/15	8/24/15	210	15.83	12.86		-2.97	-18.76	-18.76
Valeo	long	8/09/10	8/30/10	21	9.80	8.96		-0.84	-8.57
	long	11/01/10	7/18/11	259	13.18	15.08		1.90	14.39
	long	9/14/20	2/28/22	532	29.87	19.79		-10.09	-33.76	-30.73
Renault	short	10/06/14	1/26/15	112	54.96	68.93	40.99	-13.97	-25.42
	short	3/09/20	9/14/20	189	19.66	24.68	14.64	-5.02	-25.53	-44.46

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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