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

Assessment - Cotation Assistée en Continu - 7/01/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		CAC 40	7,250.670	8/12/24	-0.26	7,561.130	-4.11	7,543.180	17.950	0.24	0.61
		Schneider Electric	211.250	8/12/24	0.38	225.350	-6.26	181.780	43.570	23.97	25.49
		Renault	40.250	8/12/24	-0.72	48.250	-16.58	36.905	11.345	30.74	24.45
		UnibailRodaWestfield	66.600	8/12/24	-0.60	74.280	-10.34	66.920	7.360	11.00	20.47
		Safran	192.200	8/12/24	-0.18	202.100	-4.90	159.460	42.640	26.74	19.89
		Publicis	91.560	8/12/24	0.68	97.240	-5.84	84.000	13.240	15.76	19.21
		Michelin	34.340	8/12/24	0.41	36.100	-4.88	32.460	3.640	11.21	18.67
		Saint-Gobain	73.560	8/12/24	-0.41	74.500	-1.26	66.660	7.840	11.76	16.74
		EssilorLuxottica	207.300	8/12/24	-0.58	201.800	2.73	181.600	20.200	11.12	12.35
		Thales	147.050	8/12/24	-0.20	152.000	-3.26	133.950	18.050	13.48	7.22
		Hermes International	2,006.000	8/12/24	-0.50	2,102.000	-4.57	1,918.800	183.200	9.55	6.33
		L´Oreal	376.650	8/12/24	-1.59	412.250	-8.64	450.650	-38.400	-8.52	5.47
		Credit Agricole	13.205	8/12/24	0.57	13.100	0.80	12.852	0.248	1.93	4.62
		Vivendi	9.488	8/12/24	0.40	9.874	-3.91	9.676	0.198	2.05	4.40
	L	Alstom	17.090	8/12/24	0.12	16.115	6.05	12.180	3.935	32.31	4.14
		Airbus	133.760	8/12/24	-0.45	131.640	1.61	139.780	-8.140	-5.82	3.35
		Danone	60.140	8/12/24	0.07	57.700	4.23	58.680	-0.980	-1.67	2.97
		TotalEnergies	61.720	8/12/24	0.60	63.610	-2.97	61.600	2.010	3.26	2.12
		Legrand	93.280	8/12/24	0.09	93.140	0.15	94.100	-0.960	-1.02	1.53
		Axa	32.350	8/12/24	-0.77	31.260	3.49	29.490	1.770	6.00	0.60
	S	Cap Gemini	175.550	8/12/24	-0.40	189.700	-7.46	188.750	0.950	0.50	-1.68
		BNP Paribas	59.250	8/12/24		61.670	-3.92	62.590	-0.920	-1.47	-1.82
		Veolia	27.760	8/12/24	-0.14	28.460	-2.46	28.560	-0.100	-0.35	-3.32
	S	Stellantis	13.984	8/12/24	-0.61	18.636	-24.96	21.145	-2.509	-11.87	-3.33
		STMicroelectronics	26.855	8/12/24	0.47	36.245	-25.91	45.245	-9.000	-19.89	-4.02
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Sanofi	95.670	8/12/24	-0.60	91.850	4.16	89.760	2.090	2.33	-4.86
	S	Eurofins Scientific	52.700	8/12/24	-0.26	45.950	14.69	58.980	-13.030	-22.09	-5.58
		Societe Generale	20.520	8/12/24	0.44	22.600	-9.20	24.025	-1.425	-5.93	-5.83
	S	LVMH	635.100	8/12/24	-0.14	712.000	-10.80	733.600	-21.600	-2.94	-6.25
	S	Air Liquide	162.300	8/12/24	-0.79	162.620	-0.20	176.120	-13.500	-7.67	-6.52
	S	Bouygues	31.120	8/12/24	-0.54	30.640	1.57	34.120	-3.480	-10.20	-7.94
		ArcelorMittal	20.120	8/12/24	0.30	21.300	-5.54	25.665	-4.365	-17.01	-9.15
	S	Vinci	102.650	8/12/24	-0.77	100.900	1.73	113.700	-12.800	-11.26	-10.60
	S	Dassault Systèmes	33.530	8/12/24	-0.03	34.500	-2.81	44.235	-9.735	-22.01	-10.98
		Carrefour	13.730	8/12/24	-0.36	13.395	2.50	16.565	-3.170	-19.14	-11.75
	S	Orange	10.115	8/12/24	-0.25	9.426	7.31	10.304	-0.878	-8.52	-12.71
	S	Engie	15.335	8/12/24	0.49	13.730	11.69	15.918	-2.188	-13.75	-12.95
	L	Teleperformance	101.450	8/12/24	-0.10	102.800	-1.31	132.050	-29.250	-22.15	-17.98
	S	Pernod Ricard	121.800	8/12/24	-0.33	126.950	-4.06	159.750	-32.800	-20.53	-18.73
	S	Edenred	35.890	8/12/24	-0.25	40.060	-10.41	54.140	-14.080	-26.01	-24.08
	S	Kering	249.850	8/12/24	-1.85	336.000	-25.64	399.000	-63.000	-15.79	-25.11
CAC 40 - 40 out of 40 instruments rated - 7/01/24 / 1/01/24 - 17 did rise, Market-Ratio(26) = 42.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/04/21	scale up chart	7/01/24

Transactions Cotation Assistée en Continu * 26 - 60/40 (2)

													⇐
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	50	669	7.468	1.743	31.997	24.529	328	26,410	137
					Klépierre	50	138	36.000	17.545	73.867	37.867	105	31,636	53
100							217						98
long	4/27/09	5/04/09	7		Kering	50	257	61.420	61.220		-0.200	0	31,584	-16
					Valeo	50	2,994	5.293	5.517		0.223	4	32,253	763
100							2						174
short	5/04/09	5/18/09	14		ArcelorMittal	50	258	62.400	60.780	64.063	1.663	3	32,682	99
					Klépierre	50	981	16.465	18.160	14.770	-1.695	-10	31,019	-94
100							-4						-64
long	5/18/09	5/17/10	364		BNP Paribas	50	345	44.901	47.790		2.889	6	32,016	6
					Publicis	50	672	23.090	33.535		10.445	45	39,035	45
100							26						26
short	5/17/10	8/09/10	84		Credit Agricole	50	2,054	9.500	11.240	7.760	-1.740	-18	35,461	-58
					Societe Generale	50	550	35.450	46.360	24.540	-10.910	-31	29,461	-80
100							-25						-71
long	8/09/10	8/30/10	21		Safran	50	743	19.825	18.890		-0.935	-5	28,766	-57
					Valeo	50	1,503	9.800	8.960		-0.840	-9	27,503	-79
100							-7						-70
short	8/30/10	11/01/10	63		Axa	50	1,121	12.265	13.110	11.420	-0.845	-7	26,556	-34
					Veolia	50	745	18.450	21.050	15.850	-2.600	-14	24,619	-59
100							-10						-47
long	11/01/10	7/18/11	259		Safran	50	526	23.380	27.215		3.835	16	26,636	24
					Valeo	50	934	13.180	15.077		1.897	14	28,408	21
100							15						22
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/18/11	2/06/12	203		Credit Agricole	50	1,737	8.175	5.180	12.902	4.727	58	36,618	127
					Carrefour	50	659	21.535	18.345	25.280	3.745	17	39,086	33
100							38						78
long	2/06/12	6/04/12	119		Airbus	50	717	27.230	25.605		-1.625	-6	37,921	-17
					Renault	50	527	37.075	32.885		-4.190	-11	35,713	-31
100							-9						-24
short	6/04/12	6/11/12	7		Credit Agricole	50	6,088	2.933	3.035	2.831	-0.102	-3	35,092	-84
					Peugeot	50	2,749	6.495	6.475	6.515	0.020	0	35,147	17
100							-2						-57
long	6/11/12	7/23/12	42		EssilorLuxottica	50	242	72.470	68.960		-3.510	-5	34,298	-35
					Pernod Ricard	50	224	78.500	84.350		5.850	7	35,608	87
100							1						12
short	7/23/12	7/30/12	7		Alcatel-Lucent	50	20,487	0.869	0.798	0.946	0.077	9	37,192	8,407
					Peugeot	50	3,309	5.380	5.166	5.603	0.223	4	37,929	730
100							7						2,593
long	7/30/12	9/03/12	35		Pernod Ricard	50	214	88.480	88.670		0.190	0	37,970	2
					Sanofi	50	289	65.600	66.510		0.910	1	38,233	15
100							1						9
short	9/03/12	10/15/12	42		Alcatel-Lucent	50	22,099	0.865	0.701	1.067	0.202	23	42,706	522
					Peugeot	50	3,878	4.929	4.962	4.896	-0.033	-1	42,578	-6
100							11						155
long	10/15/12	8/25/14	679		Credit Agricole	50	3,503	6.076	10.990		4.914	81	59,791	38
					Societe Generale	50	874	24.345	38.650		14.305	59	72,294	28
100							70						33
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/25/14	9/15/14	21		Airbus	50	786	45.945	48.920	42.970	-2.975	-6	69,956	-69
					Publicis	50	644	56.140	56.390	55.890	-0.250	0	69,795	-7
100							-3						-46
long	9/15/14	10/06/14	21		Credit Agricole	50	2,948	11.835	11.590		-0.245	-2	69,072	-30
					Sanofi	50	400	87.180	86.810		-0.370	0	68,924	-7
100							-1						-20
short	10/06/14	1/26/15	112		Alcatel-Lucent	50	14,293	2.411	3.109	1.713	-0.698	-29	58,948	-67
					Renault	50	627	54.960	68.930	40.990	-13.970	-25	50,189	-62
100							-27						-64
long	1/26/15	8/24/15	210		Orange	50	1,585	15.830	12.860		-2.970	-19	45,481	-30
					Valeo	50	605	41.467	35.000		-6.467	-16	41,569	-26
100							-17						-28
short	8/24/15	7/18/16	329		Technip	50	483	42.965	50.170	35.760	-7.205	-17	38,089	-18
					ArcelorMittal	50	1,038	20.040	15.720	25.547	5.507	27	43,805	31
100							5						6
long	7/18/16	6/25/18	707		ArcelorMittal	50	1,393	15.720	26.000		10.280	65	58,125	30
					Sodexo	50	297	73.520	62.180		-11.340	-15	54,757	-8
100							25						12
short	6/25/18	4/15/19	294		Carrefour	50	1,887	14.505	16.865	12.145	-2.360	-16	50,304	-20
					Societe Generale	50	764	35.830	27.985	45.874	10.044	28	57,978	36
100							6						7
long	4/15/19	3/09/20	329		LVMH	50	84	342.950	338.000		-4.950	-1	57,562	-2
					Kering	50	54	531.600	457.050		-74.550	-14	53,536	-15
100							-8						-9
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/09/20	9/14/20	189		Renault	50	1,361	19.660	24.680	14.640	-5.020	-26	46,704	-43
					TechnipFMC	50	3,095	8.652	5.648	13.254	4.602	53	60,946	128
100							14						28
long	9/14/20	2/28/22	532		Schneider Electric	50	284	107.050	139.780		32.730	31	70,242	20
					Valeo	50	1,022	29.870	19.785		-10.085	-34	59,935	-25
100							-2						-1
short	2/28/22	12/12/22	287		Alstom	50	1,308	22.900	23.760	22.040	-0.860	-4	58,810	-5
					Vivendi	50	2,650	11.310	8.912	14.353	3.043	27	66,874	35
100							12						15
long	12/12/22	8/21/23	252		Renault	50	982	34.035	37.345		3.310	10	70,125	14
					Hermes International	50	21	1,536.000	1,874.000		338.000	22	77,223	33
100							16						24
short	8/21/23	9/18/23	28		Teleperformance	50	335	115.000	120.800	109.200	-5.800	-5	75,280	-49
					Worldline	50	1,288	30.030	27.380	32.937	2.907	10	79,023	233
100							2						35
long	9/18/23	10/02/23	14		Safran	50	260	151.700	146.280		-5.420	-4	77,614	-61
					Stellantis	50	2,224	17.790	18.104		0.314	2	78,313	58
100							-1						-21
short	10/02/23	11/27/23	56		Teleperformance	50	335	116.750	130.000	103.500	-13.250	-11	73,874	-54
					Worldline	50	1,519	25.800	13.565	49.070	23.270	90	109,222	6,504
100							39						775
long	11/27/23	8/12/24	259		Safran	50	341	159.780	192.200		32.420	20	120,277	30
					Stellantis	50	2,921	18.734	13.984		-4.750	-25	106,402	-34
100							-3						-4
accum	8/20/07	8/12/24	6533	days out of 7128 invested (92%)							964		106,402	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Alcatel-Lucent	short	8/20/07	4/27/09	616	7.47	1.74	32.00	24.53	328.46	50	164.23
	short	7/23/12	7/30/12	7	0.87	0.80	0.95	0.08	8.90		4.45
	short	9/03/12	10/15/12	42	0.87	0.70	1.07	0.20	23.40		11.70
	short	10/06/14	1/26/15	112	2.41	3.11	1.71	-0.70	-28.95		-14.48	163.65
Credit Agricole	short	5/17/10	8/09/10	84	9.50	11.24	7.76	-1.74	-18.32		-9.16
	short	7/18/11	2/06/12	203	8.18	5.18	12.90	4.73	57.82		28.91
	short	6/04/12	6/11/12	7	2.93	3.04	2.83	-0.10	-3.48		-1.74
	long	10/15/12	8/25/14	679	6.08	10.99		4.91	80.88		40.44
	long	9/15/14	10/06/14	21	11.84	11.59		-0.25	-2.07		-1.04	59.93
ArcelorMittal	short	5/04/09	5/18/09	14	62.40	60.78	64.06	1.66	2.67		1.33
	short	8/24/15	7/18/16	329	20.04	15.72	25.55	5.51	27.48		13.74
	long	7/18/16	6/25/18	707	15.72	26.00		10.28	65.39		32.70	52.94
Worldline	short	8/21/23	9/18/23	28	30.03	27.38	32.94	2.91	9.68		4.84
	short	10/02/23	11/27/23	56	25.80	13.57	49.07	23.27	90.20		45.10	52.12
Klépierre	short	8/20/07	4/27/09	616	36.00	17.55	73.87	37.87	105.19		52.59
	short	5/04/09	5/18/09	14	16.47	18.16	14.77	-1.70	-10.29		-5.15	44.74
TechnipFMC	short	3/09/20	9/14/20	189	8.65	5.65	13.25	4.60	53.19		26.59	26.59
Societe Generale	short	5/17/10	8/09/10	84	35.45	46.36	24.54	-10.91	-30.78		-15.39
	long	10/15/12	8/25/14	679	24.35	38.65		14.31	58.76		29.38
	short	6/25/18	4/15/19	294	35.83	27.99	45.87	10.04	28.03		14.02	24.81
Publicis	long	5/18/09	5/17/10	364	23.09	33.54		10.45	45.24		22.62
	short	8/25/14	9/15/14	21	56.14	56.39	55.89	-0.25	-0.45		-0.22	22.34
Schneider Electric	long	9/14/20	2/28/22	532	107.05	139.78		32.73	30.57		15.29	15.29
Safran	long	8/09/10	8/30/10	21	19.83	18.89		-0.93	-4.72		-2.36
	long	11/01/10	7/18/11	259	23.38	27.22		3.84	16.40		8.20
	long	9/18/23	10/02/23	14	151.70	146.28		-5.42	-3.57		-1.79
	long	11/27/23	8/12/24	259	159.78	192.20		32.42	20.29		10.15	14.29
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Vivendi	short	2/28/22	12/12/22	287	11.31	8.91	14.35	3.04	26.91		13.45	13.45
Hermes International	long	12/12/22	8/21/23	252	1,536.00	1,874.00		338.00	22.01		11.00	11.00
Pernod Ricard	long	6/11/12	7/23/12	42	78.50	84.35		5.85	7.45		3.73
	long	7/30/12	9/03/12	35	88.48	88.67		0.19	0.21		0.11	3.84
BNP Paribas	long	5/18/09	5/17/10	364	44.90	47.79		2.89	6.43		3.22	3.22
Peugeot	short	6/04/12	6/11/12	7	6.50	6.48	6.52	0.02	0.31		0.15
	short	7/23/12	7/30/12	7	5.38	5.17	5.60	0.22	4.14		2.07
	short	9/03/12	10/15/12	42	4.93	4.96	4.90	-0.03	-0.67		-0.33	1.89
Sanofi	long	7/30/12	9/03/12	35	65.60	66.51		0.91	1.39		0.69
	long	9/15/14	10/06/14	21	87.18	86.81		-0.37	-0.42		-0.21	0.48
Carrefour	short	7/18/11	2/06/12	203	21.54	18.35	25.28	3.74	17.39		8.69
	short	6/25/18	4/15/19	294	14.51	16.87	12.15	-2.36	-16.27		-8.14	-0.15
LVMH	long	4/15/19	3/09/20	329	342.95	338.00		-4.95	-1.44		-0.72	-0.72
Alstom	short	2/28/22	12/12/22	287	22.90	23.76	22.04	-0.86	-3.76		-1.88	-1.88
EssilorLuxottica	long	6/11/12	7/23/12	42	72.47	68.96		-3.51	-4.84		-2.42	-2.42
Axa	short	8/30/10	11/01/10	63	12.27	13.11	11.42	-0.85	-6.89		-3.44	-3.44
Airbus	long	2/06/12	6/04/12	119	27.23	25.61		-1.63	-5.97		-2.98
	short	8/25/14	9/15/14	21	45.95	48.92	42.97	-2.98	-6.48		-3.24	-6.12
Veolia	short	8/30/10	11/01/10	63	18.45	21.05	15.85	-2.60	-14.09		-7.05	-7.05
Kering	long	4/27/09	5/04/09	7	61.42	61.22		-0.20	-0.33		-0.16
	long	4/15/19	3/09/20	329	531.60	457.05		-74.55	-14.02		-7.01	-7.16
Sodexo	long	7/18/16	6/25/18	707	73.52	62.18		-11.34	-15.42		-7.71	-7.71
Teleperformance	short	8/21/23	9/18/23	28	115.00	120.80	109.20	-5.80	-5.04		-2.52
	short	10/02/23	11/27/23	56	116.75	130.00	103.50	-13.25	-11.35		-5.67	-8.05
Technip	short	8/24/15	7/18/16	329	42.97	50.17	35.76	-7.21	-16.77		-8.38	-8.38
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Orange	long	1/26/15	8/24/15	210	15.83	12.86		-2.97	-18.76		-9.38	-9.38
Stellantis	long	9/18/23	10/02/23	14	17.79	18.10		0.31	1.77		0.88
	long	11/27/23	8/12/24	259	18.73	13.98		-4.75	-25.35		-12.68	-11.91
Valeo	long	4/27/09	5/04/09	7	5.29	5.52		0.22	4.22		2.11
	long	8/09/10	8/30/10	21	9.80	8.96		-0.84	-8.57		-4.29
	long	11/01/10	7/18/11	259	13.18	15.08		1.90	14.39		7.20
	long	1/26/15	8/24/15	210	41.47	35.00		-6.47	-15.59		-7.80
	long	9/14/20	2/28/22	532	29.87	19.79		-10.09	-33.76		-16.88	-19.71
Renault	long	2/06/12	6/04/12	119	37.08	32.89		-4.19	-11.30		-5.65
	short	10/06/14	1/26/15	112	54.96	68.93	40.99	-13.97	-25.42		-12.71
	short	3/09/20	9/14/20	189	19.66	24.68	14.64	-5.02	-25.53		-12.77
	long	12/12/22	8/21/23	252	34.04	37.35		3.31	9.73		4.86	-24.66

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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