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	8,088.240	16:05	0.89	8,040.360	0.60	6,850.470	1,189.890	17.37	8.24
	L	UnibailRodaWestfield	77.660	15:35	1.07	76.780	1.15	42.930	33.850	78.85	41.93
	L	Safran	208.600	15:35	0.53	205.300	1.61	146.660	58.640	39.98	30.68
	L	Publicis	104.400	15:35	1.75	101.900	2.45	73.200	28.700	39.21	29.75
	L	Renault	48.550	15:38	1.15	47.470	2.28	32.995	14.475	43.87	28.68
		Stellantis	23.035	15:35	0.55	23.155	-0.52	18.022	5.133	28.48	24.90
		Schneider Electric	217.350	15:35	2.81	204.600	6.23	141.920	62.680	44.17	20.64
	L	Credit Agricole	14.555	15:35	0.52	14.220	2.36	11.316	2.904	25.66	19.37
		Saint-Gobain	75.240	15:35	6.87	70.400	6.87	50.170	20.230	40.32	18.53
	L	Axa	33.850	15:35	0.15	34.330	-1.40	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	35.620	15:35	-0.61	35.430	0.54	27.850	7.580	27.22	18.15
	L	Hermes International	2,350.000	15:35	2.31	2,310.000	1.73	1,681.200	628.800	37.40	17.72
	L	TotalEnergies	69.480	15:39	2.09	67.900	2.33	62.300	5.600	8.99	14.93
	L	Thales	158.700	15:35	1.31	157.600	0.70	139.300	18.300	13.14	14.17
	L	BNP Paribas	67.010	15:35	-1.97	66.620	0.59	56.130	10.490	18.69	13.36
	L	EssilorLuxottica	203.300	15:35	0.84	203.000	0.15	165.500	37.500	22.66	12.98
		Cap Gemini	203.100	15:35	0.99	201.500	0.79	164.100	37.400	22.79	11.86
		Air Liquide	185.180	15:35	0.85	187.880	-1.44	152.920	34.960	22.86	11.60
		Vivendi	9.848	15:35	0.90	9.950	-1.03	8.406	1.544	18.37	10.59
		Bouygues	36.240	15:38	1.06	36.150	0.25	31.440	4.710	14.98	9.12
	L	Societe Generale	25.335	15:35	0.98	25.050	1.14	21.045	4.005	19.03	7.38
	L	Eurofins Scientific	56.640	15:35	-1.50	60.280	-6.04	47.150	13.130	27.85	7.01
		Engie	16.100	15:39	0.12	15.975	0.78	14.502	1.473	10.16	6.48
		Legrand	97.840	15:39	2.24	94.980	3.01	81.400	13.580	16.68	5.94
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	10/23/23	prc diff	⇓ Δ26	∅-RS
		L´Oreal	435.650	15:35	1.51	441.000	-1.21	386.850	54.150	14.00	5.09
		Danone	58.300	15:35	-1.69	59.940	-2.74	53.900	6.040	11.21	4.81
		Vinci	111.100	15:35	0.86	113.550	-2.16	99.900	13.650	13.66	3.73
		LVMH	792.200	15:35	1.83	796.800	-0.58	669.400	127.400	19.03	2.41
		Orange	10.395	15:35	-0.81	11.055	-5.97	10.764	0.291	2.70	2.31
		Veolia	29.040	15:35	0.45	28.860	0.62	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	37.770	15:35	1.29	38.540	-2.00	34.065	4.475	13.14	-3.37
		Carrefour	15.920	15:35	1.47	16.105	-1.15	15.710	0.395	2.51	-3.96
	L	Alstom	15.045	15:38	0.97	15.440	-2.56	12.210	3.230	26.45	-4.04
		Sanofi	91.230	15:37	-0.43	88.170	3.47	98.310	-10.140	-10.31	-5.62
	S	STMicroelectronics	38.665	15:35	-2.51	36.695	5.37	37.815	-1.120	-2.96	-12.29
	L	Pernod Ricard	142.500	15:36	0.71	145.050	-1.76	167.200	-22.150	-13.25	-15.28
	S	Edenred	44.950	15:35	-0.16	44.890	0.13	51.920	-7.030	-13.54	-18.24
	S	Kering	337.950	15:37	3.25	346.300	-2.41	403.500	-57.200	-14.18	-21.07
	S	Teleperformance	88.600	15:39	1.16	90.320	-1.90	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 (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	4/26/24	151		Safran	50	341	159.780	208.600		48.820	31	125,869	90
					Stellantis	50	2,921	18.734	23.035		4.301	23	138,432	65
100							27						77
accum	8/20/07	4/26/24	6094	days out of 6689 invested (91%)							1,284		138,432	17

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
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	4/26/24	151	159.78	208.60		48.82	30.55		15.28	19.61
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Schneider Electric	long	9/14/20	2/28/22	532	107.05	139.78		32.73	30.57		15.29	15.29
Vivendi	short	2/28/22	12/12/22	287	11.31	8.91	14.35	3.04	26.91		13.45	13.45
Stellantis	long	9/18/23	10/02/23	14	17.79	18.10		0.31	1.77		0.88
	long	11/27/23	4/26/24	151	18.73	23.04		4.30	22.96		11.48	12.46
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
Orange	long	1/26/15	8/24/15	210	15.83	12.86		-2.97	-18.76		-9.38	-9.38
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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