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

Assessment - Cotation Assistée en Continu - 16/05/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	∅-RS
	S	CAC 40	6,285.240	Fri	0.20	6,347.770	-0.99	7,128.630	-780.860	-10.95	-4.98
		Thales	113.800	Fri	0.44	116.050	-1.94	81.780	34.270	41.91	32.31
	L	Carrefour	19.105	Fri	-1.82	21.170	-9.75	16.250	4.920	30.28	25.80
		TotalEnergies	51.710	Fri	0.35	51.710		43.640	8.070	18.49	21.87
	L	Orange	11.582	Fri	0.29	11.722	-1.19	9.847	1.875	19.04	17.42
	L	Sanofi	102.300	Fri	2.24	100.000	2.30	90.070	9.930	11.02	12.00
	L	Air Liquide	160.120	Fri	0.33	159.760	0.23	151.980	7.780	5.12	7.30
	L	UnibailRodaWestfield	66.170	Fri	3.21	70.000	-5.47	65.900	4.100	6.22	4.56
		STMicroelectronics	36.795	Fri	-1.47	37.145	-0.94	44.915	-7.770	-17.30	1.21
		Vinci	90.960	Fri	0.22	92.560	-1.73	94.630	-2.070	-2.19	1.13
		Cap Gemini	180.750	Fri	1.35	184.950	-2.27	214.500	-29.550	-13.78	0.10
	S	Pernod Ricard	177.000	Fri	-0.51	191.250	-7.45	211.300	-20.050	-9.49	-0.03
	L	Danone	54.870	Fri	1.40	56.600	-3.06	57.640	-1.040	-1.80	-0.10
	S	ArcelorMittal	27.400	Fri	1.03	27.125	1.01	26.915	0.210	0.78	-0.98
	S	Publicis	54.600	Fri	0.33	55.260	-1.19	59.840	-4.580	-7.65	-2.29
	L	Bouygues	31.800	Fri	-0.19	31.690	0.35	33.030	-1.340	-4.06	-2.73
	S	Airbus	106.920	Fri	0.49	105.840	1.02	114.040	-8.200	-7.19	-3.23
		BNP Paribas	53.710	Fri	0.98	52.310	2.68	61.220	-8.910	-14.55	-4.93
	S	Engie	12.642	Fri	1.35	11.632	8.68	13.376	-1.744	-13.04	-5.04
	S	Axa	23.120	Fri	0.33	23.040	0.35	25.860	-2.820	-10.90	-5.44
		Veolia	25.870	Fri	2.74	25.820	0.19	29.980	-4.160	-13.88	-8.54
		Michelin	116.300	Fri	0.82	120.750	-3.69	134.100	-13.350	-9.96	-8.60
	S	Saint-Gobain	51.960	Fri	-0.90	53.100	-2.15	60.180	-7.080	-11.76	-8.62
	S	EssilorLuxottica	146.600	Fri	0.65	149.300	-1.81	184.480	-35.180	-19.07	-8.99
	S	Teleperformance	305.900	Fri	0.72	310.900	-1.61	357.100	-46.200	-12.94	-9.97
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	15/11/21	prc diff	⇓ Δ26	∅-RS
	S	Safran	96.010	Fri	0.14	96.480	-0.49	120.660	-24.180	-20.04	-11.96
	S	Schneider Electric	125.620	Fri	0.62	127.620	-1.57	156.240	-28.620	-18.32	-12.04
	S	LVMH	556.600	Fri	-2.09	575.000	-3.20	720.800	-145.800	-20.23	-12.74
	S	L´Oreal	307.800	Fri	-0.28	327.800	-6.10	424.050	-96.250	-22.70	-12.99
	S	Societe Generale	24.495	Fri	0.08	23.210	5.54	29.795	-6.585	-22.10	-12.99
	S	Legrand	79.140	Fri	0.05	78.880	0.33	94.860	-15.980	-16.85	-13.30
	S	Credit Agricole	10.394	Fri	0.21	10.254	1.37	12.782	-2.528	-19.78	-13.97
	S	Eurofins Scientific	85.500	Fri	-0.19	84.660	0.99	106.560	-21.900	-20.55	-14.05
	S	Stellantis	13.520	Fri	0.30	13.670	-1.10	17.954	-4.284	-23.86	-14.81
	S	Dassault Systèmes	38.240	Fri	1.22	37.925	0.83	55.500	-17.575	-31.67	-15.07
		Hermes International	1,034.500	Fri	-1.94	1,065.000	-2.86	1,500.000	-435.000	-29.00	-16.67
		Renault	24.175	Fri	0.25	23.590	2.48	34.285	-10.695	-31.19	-20.91
		Alstom	23.960	Fri	0.17	22.840	4.90	33.040	-10.200	-30.87	-23.72
	L	Vivendi	10.940	Fri	1.39	10.995	-0.50	11.285	-0.290	-2.57	-25.27
	S	Kering	450.350	Fri	-0.83	460.750	-2.26	681.500	-220.750	-32.39	-29.39
		Worldline	37.360	Fri	1.00	36.040	3.66	50.400	-14.360	-28.49	-32.79
CAC 40 - 40 out of 40 instruments rated - 16/05/22 / 15/11/21 - 8 did rise, Market-Ratio(26) = 20.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	16/05/22

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
2/01/06		20/08/07	595		- cash -
short	20/08/07	27/04/09	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	27/04/09	4/05/09	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	4/05/09	18/05/09	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	18/05/09	17/05/10	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	17/05/10	9/08/10	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	9/08/10	30/08/10	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	30/08/10	1/11/10	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	1/11/10	18/07/11	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	18/07/11	6/02/12	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	6/02/12	4/06/12	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	4/06/12	11/06/12	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	11/06/12	23/07/12	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	23/07/12	30/07/12	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	30/07/12	3/09/12	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	3/09/12	15/10/12	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	15/10/12	25/08/14	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	25/08/14	15/09/14	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	15/09/14	6/10/14	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	6/10/14	26/01/15	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	26/01/15	24/08/15	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	24/08/15	18/07/16	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	18/07/16	25/06/18	707		ArcelorMittal	50	1,393	15.720	26.000		10.280	65	58,125	30
					Sodexo	50	216	101.050	85.460		-15.590	-15	54,758	-8
100							25						12
short	25/06/18	15/04/19	294		Carrefour	50	1,887	14.505	16.865	12.145	-2.360	-16	50,305	-20
					Societe Generale	50	764	35.830	27.985	45.874	10.044	28	57,978	36
100							6						7
long	15/04/19	9/03/20	329		LVMH	50	84	342.950	338.000		-4.950	-1	57,563	-2
					Kering	50	54	531.600	457.050		-74.550	-14	53,537	-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	9/03/20	14/09/20	189		Renault	50	1,361	19.660	24.680	14.640	-5.020	-26	46,705	-43
					TechnipFMC	50	3,095	8.652	5.648	13.254	4.602	53	60,947	128
100							14						28
long	14/09/20	28/02/22	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	28/02/22	20/05/22	81		Alstom	50	1,308	22.900	23.960	21.840	-1.060	-5	58,549	-19
					Vivendi	50	2,650	11.310	10.940	11.693	0.383	3	59,563	16
100							-1						-3
accum	20/08/07	20/05/22	5388	days out of 5983 invested (90%)							496		59,563	13

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	20/08/07	27/04/09	616	7.47	1.74	32.00	24.53	328.46	50	164.23
	short	23/07/12	30/07/12	7	0.87	0.80	0.95	0.08	8.90		4.45
	short	3/09/12	15/10/12	42	0.87	0.70	1.07	0.20	23.40		11.70
	short	6/10/14	26/01/15	112	2.41	3.11	1.71	-0.70	-28.95		-14.48	163.65
Credit Agricole	short	17/05/10	9/08/10	84	9.50	11.24	7.76	-1.74	-18.32		-9.16
	short	18/07/11	6/02/12	203	8.18	5.18	12.90	4.73	57.82		28.91
	short	4/06/12	11/06/12	7	2.93	3.04	2.83	-0.10	-3.48		-1.74
	long	15/10/12	25/08/14	679	6.08	10.99		4.91	80.88		40.44
	long	15/09/14	6/10/14	21	11.84	11.59		-0.25	-2.07		-1.04	59.93
ArcelorMittal	short	4/05/09	18/05/09	14	62.40	60.78	64.06	1.66	2.67		1.33
	short	24/08/15	18/07/16	329	20.04	15.72	25.55	5.51	27.48		13.74
	long	18/07/16	25/06/18	707	15.72	26.00		10.28	65.39		32.70	52.94
Klépierre	short	20/08/07	27/04/09	616	36.00	17.55	73.87	37.87	105.19		52.59
	short	4/05/09	18/05/09	14	16.47	18.16	14.77	-1.70	-10.29		-5.15	44.74
TechnipFMC	short	9/03/20	14/09/20	189	8.65	5.65	13.25	4.60	53.19		26.59	26.59
Societe Generale	short	17/05/10	9/08/10	84	35.45	46.36	24.54	-10.91	-30.78		-15.39
	long	15/10/12	25/08/14	679	24.35	38.65		14.31	58.76		29.38
	short	25/06/18	15/04/19	294	35.83	27.99	45.87	10.04	28.03		14.02	24.81
Publicis	long	18/05/09	17/05/10	364	23.09	33.54		10.45	45.24		22.62
	short	25/08/14	15/09/14	21	56.14	56.39	55.89	-0.25	-0.45		-0.22	22.34
Schneider Electric	long	14/09/20	28/02/22	532	107.05	139.78		32.73	30.57		15.29	15.29
Safran	long	9/08/10	30/08/10	21	19.83	18.89		-0.93	-4.72		-2.36
	long	1/11/10	18/07/11	259	23.38	27.22		3.84	16.40		8.20	5.65
Pernod Ricard	long	11/06/12	23/07/12	42	78.50	84.35		5.85	7.45		3.73
	long	30/07/12	3/09/12	35	88.48	88.67		0.19	0.21		0.11	3.84
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
BNP Paribas	long	18/05/09	17/05/10	364	44.90	47.79		2.89	6.43		3.22	3.22
Peugeot	short	4/06/12	11/06/12	7	6.50	6.48	6.52	0.02	0.31		0.15
	short	23/07/12	30/07/12	7	5.38	5.17	5.60	0.22	4.14		2.07
	short	3/09/12	15/10/12	42	4.93	4.96	4.90	-0.03	-0.67		-0.33	1.89
Vivendi	short	28/02/22	20/05/22	81	11.31	10.94	11.69	0.38	3.38		1.69	1.69
Sanofi	long	30/07/12	3/09/12	35	65.60	66.51		0.91	1.39		0.69
	long	15/09/14	6/10/14	21	87.18	86.81		-0.37	-0.42		-0.21	0.48
Carrefour	short	18/07/11	6/02/12	203	21.54	18.35	25.28	3.74	17.39		8.69
	short	25/06/18	15/04/19	294	14.51	16.87	12.15	-2.36	-16.27		-8.14	-0.15
LVMH	long	15/04/19	9/03/20	329	342.95	338.00		-4.95	-1.44		-0.72	-0.72
Alstom	short	28/02/22	20/05/22	81	22.90	23.96	21.84	-1.06	-4.63		-2.31	-2.31
EssilorLuxottica	long	11/06/12	23/07/12	42	72.47	68.96		-3.51	-4.84		-2.42	-2.42
Axa	short	30/08/10	1/11/10	63	12.27	13.11	11.42	-0.85	-6.89		-3.44	-3.44
Airbus	long	6/02/12	4/06/12	119	27.23	25.61		-1.63	-5.97		-2.98
	short	25/08/14	15/09/14	21	45.95	48.92	42.97	-2.98	-6.48		-3.24	-6.12
Veolia	short	30/08/10	1/11/10	63	18.45	21.05	15.85	-2.60	-14.09		-7.05	-7.05
Kering	long	27/04/09	4/05/09	7	61.42	61.22		-0.20	-0.33		-0.16
	long	15/04/19	9/03/20	329	531.60	457.05		-74.55	-14.02		-7.01	-7.16
Sodexo	long	18/07/16	25/06/18	707	101.05	85.46		-15.59	-15.43		-7.71	-7.71
Technip	short	24/08/15	18/07/16	329	42.97	50.17	35.76	-7.21	-16.77		-8.38	-8.38
Orange	long	26/01/15	24/08/15	210	15.83	12.86		-2.97	-18.76		-9.38	-9.38
Valeo	long	27/04/09	4/05/09	7	5.29	5.52		0.22	4.22		2.11
	long	9/08/10	30/08/10	21	9.80	8.96		-0.84	-8.57		-4.29
	long	1/11/10	18/07/11	259	13.18	15.08		1.90	14.39		7.20
	long	26/01/15	24/08/15	210	41.47	35.00		-6.47	-15.59		-7.80
	long	14/09/20	28/02/22	532	29.87	19.79		-10.09	-33.76		-16.88	-19.71
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Renault	long	6/02/12	4/06/12	119	37.08	32.89		-4.19	-11.30		-5.65
	short	6/10/14	26/01/15	112	54.96	68.93	40.99	-13.97	-25.42		-12.71
	short	9/03/20	14/09/20	189	19.66	24.68	14.64	-5.02	-25.53		-12.77	-28.16

Annotations

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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