| |
| |
Assessment - Cotation Assistée en Continu - 3/01/21 - RS = 13
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
11/30/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
CAC 40 |
5,782.650 |
Fri |
-0.82 |
5,830.060 |
-0.81 |
5,518.550 |
311.510 |
5.64 |
|
17.39 |
| |  |
 |
 |
 |
L |
 |
ArcelorMittal |
19.978 |
Fri |
-0.58 |
20.745 |
-3.70 |
15.406 |
5.339 |
34.66 |
|
83.51 |
| |  |
 |
 |
 |
L |
 |
Renault |
38.550 |
Fri |
-1.60 |
39.370 |
-2.08 |
33.355 |
6.015 |
18.03 |
|
65.94 |
| |  |
 |
 |
 |
L |
 |
Publicis |
48.110 |
Fri |
-1.78 |
49.250 |
-2.31 |
38.090 |
11.160 |
29.30 |
|
58.22 |
| |  |
 |
 |
 |
L |
 |
Credit Agricole |
12.215 |
Fri |
0.87 |
12.270 |
-0.45 |
9.674 |
2.596 |
26.83 |
|
47.92 |
| |  |
 |
 |
 |
L |
 |
BNP Paribas |
51.590 |
Fri |
-0.12 |
51.720 |
-0.25 |
42.965 |
8.755 |
20.38 |
|
47.52 |
| |  |
 |
 |
 |
L |
 |
Societe Generale |
21.335 |
Fri |
0.57 |
21.480 |
-0.68 |
16.686 |
4.794 |
28.73 |
|
46.06 |
| |  |
 |
 |
 |
L |
 |
Saint-Gobain |
46.330 |
Fri |
0.17 |
46.270 |
0.13 |
39.820 |
6.450 |
16.20 |
|
44.26 |
| |  |
 |
 |
 |
L |
 |
Airbus |
95.420 |
Fri |
-4.87 |
100.460 |
-5.02 |
87.730 |
12.730 |
14.51 |
|
42.01 |
| |  |
 |
 |
 |
L |
 |
Cap Gemini |
135.950 |
Fri |
-1.38 |
138.850 |
-2.09 |
116.300 |
22.550 |
19.39 |
|
36.43 |
| |  |
 |
 |
 |
L |
 |
LVMH |
523.200 |
Fri |
-2.00 |
543.800 |
-3.79 |
482.900 |
60.900 |
12.61 |
|
33.27 |
| |  |
 |
 |
 |
L |
 |
Michelin |
122.650 |
Fri |
-1.01 |
125.100 |
-1.96 |
104.450 |
20.650 |
19.77 |
|
31.97 |
| |  |
 |
 |
 |
L |
 |
Axa |
22.000 |
Fri |
|
22.095 |
-0.43 |
19.712 |
2.383 |
12.09 |
|
28.22 |
| |  |
 |
 |
 |
|
 |
Teleperformance |
298.300 |
Fri |
-1.13 |
303.600 |
-1.75 |
279.200 |
24.400 |
8.74 |
|
27.06 |
| |  |
 |
 |
 |
L |
 |
Vivendi |
27.600 |
Fri |
-1.50 |
29.250 |
-5.64 |
25.180 |
4.070 |
16.16 |
|
25.70 |
| |  |
 |
 |
 |
L |
 |
UnibailRodaWestfield |
65.160 |
Fri |
-1.51 |
62.400 |
4.42 |
59.500 |
2.900 |
4.87 |
|
25.57 |
| |  |
 |
 |
 |
L |
 |
Safran |
119.100 |
Fri |
-2.18 |
118.600 |
0.42 |
122.300 |
-3.700 |
-3.03 |
|
25.52 |
| |  |
 |
 |
 |
|
 |
Schneider Electric |
122.550 |
Fri |
-0.73 |
125.450 |
-2.31 |
116.650 |
8.800 |
7.54 |
|
25.45 |
| |  |
 |
 |
 |
L |
 |
Hermes International |
890.000 |
Fri |
-2.15 |
928.000 |
-4.09 |
817.400 |
110.600 |
13.53 |
|
24.22 |
| |  |
 |
 |
 |
L |
 |
Total |
40.975 |
Fri |
1.02 |
39.310 |
4.24 |
35.825 |
3.485 |
9.73 |
|
19.51 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
28.420 |
Fri |
-2.84 |
30.400 |
-6.51 |
32.820 |
-2.420 |
-7.37 |
|
18.78 |
| |  |
 |
 |
 |
L |
 |
EssilorLuxottica |
133.400 |
Fri |
-0.45 |
134.350 |
-0.71 |
121.350 |
13.000 |
10.71 |
|
16.13 |
| |  |
 |
 |
 |
L |
 |
Thales |
79.480 |
Fri |
-4.22 |
81.620 |
-2.62 |
77.060 |
4.560 |
5.92 |
|
15.16 |
| |  |
 |
 |
 |
L |
 |
Dassault Systèmes |
168.650 |
Fri |
-1.43 |
171.700 |
-1.78 |
155.050 |
16.650 |
10.74 |
|
14.02 |
| |  |
 |
 |
 |
L |
 |
Veolia |
22.700 |
Fri |
1.89 |
22.230 |
2.11 |
19.260 |
2.970 |
15.42 |
|
12.95 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
11/30/20 |
prc diff |
⇓ Δ13 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
L´Oreal |
308.800 |
Fri |
-0.64 |
307.600 |
0.39 |
306.800 |
0.800 |
0.26 |
|
11.57 |
| |  |
 |
 |
 |
L |
 |
Vinci |
86.520 |
Fri |
-2.63 |
87.820 |
-1.48 |
85.500 |
2.320 |
2.71 |
|
11.17 |
| |  |
 |
 |
 |
L |
 |
Bouygues |
34.470 |
Fri |
-0.40 |
34.310 |
0.47 |
33.380 |
0.930 |
2.79 |
|
11.05 |
| |  |
 |
 |
 |
|
 |
Pernod Ricard |
158.400 |
Fri |
-0.31 |
157.000 |
0.89 |
160.000 |
-3.000 |
-1.88 |
|
8.39 |
| |  |
 |
 |
 |
|
 |
Legrand |
72.700 |
Fri |
0.64 |
72.380 |
0.44 |
70.980 |
1.400 |
1.97 |
|
8.03 |
| |  |
 |
 |
 |
|
 |
Kering |
539.000 |
Fri |
-1.39 |
554.000 |
-2.71 |
605.000 |
-51.000 |
-8.43 |
|
7.44 |
| |  |
 |
 |
 |
|
 |
Worldline |
70.760 |
Fri |
-0.39 |
73.240 |
-3.39 |
77.500 |
-4.260 |
-5.50 |
|
5.53 |
| |  |
 |
 |
 |
|
 |
Alstom |
42.810 |
Fri |
-1.92 |
43.840 |
-2.35 |
44.700 |
-0.860 |
-1.92 |
|
3.00 |
| |  |
 |
 |
 |
|
 |
Carrefour |
14.280 |
Fri |
-0.35 |
14.260 |
0.14 |
13.730 |
0.530 |
3.86 |
|
2.26 |
| |  |
 |
 |
 |
|
 |
Engie |
11.435 |
Fri |
-0.61 |
11.535 |
-0.87 |
12.370 |
-0.835 |
-6.75 |
|
1.08 |
| |  |
 |
 |
 |
S |
 |
Air Liquide |
127.450 |
Fri |
|
126.200 |
0.99 |
137.650 |
-11.450 |
-8.32 |
|
-2.33 |
| |  |
 |
 |
 |
L |
 |
Danone |
56.680 |
Fri |
0.96 |
55.320 |
2.46 |
53.860 |
1.460 |
2.71 |
|
-2.63 |
| |  |
 |
 |
 |
L |
 |
Orange |
9.872 |
Fri |
0.82 |
9.622 |
2.60 |
10.590 |
-0.968 |
-9.14 |
|
-5.56 |
| |  |
 |
 |
 |
S |
 |
Atos |
63.220 |
Fri |
-0.03 |
63.520 |
-0.47 |
76.880 |
-13.360 |
-17.38 |
|
-6.00 |
| |  |
 |
 |
 |
S |
 |
Sanofi |
77.380 |
Fri |
0.82 |
75.350 |
2.69 |
84.710 |
-9.360 |
-11.05 |
|
-10.80 |
| |  |
 |
 |
 |
|
 |
Stellantis |
13.680 |
Fri |
-1.04 |
13.858 |
-1.28 |
|
|
|
|
-na- |
CAC 40 - 39 out of 40 instruments rated - 3/01/21 / 11/30/20 - 28 did rise, Market-Ratio(13) = 71.79 % |
Stock Exchange Currency: EUR € Euro |
Technical Chart
Transactions Cotation Assistée en Continu * L13 - 72/52 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
1/16/06 |
14 |
|
- cash - |
long |
1/16/06 |
5/22/06 |
126 |
 |
 |
 |
Alstom |
100 |
350 |
|
28.500 |
32.500 |
|
4.000 |
14 |
11,400 |
46 |
|
5/22/06 |
9/11/06 |
112 |
|
- cash - |
|
9/11/06 |
7/23/07 |
315 |
 |
 |
 |
Alstom |
100 |
311 |
|
36.600 |
68.295 |
|
31.695 |
87 |
21,257 |
106 |
|
7/23/07 |
5/12/08 |
294 |
|
- cash - |
|
5/12/08 |
5/26/08 |
14 |
 |
 |
 |
ArcelorMittal |
100 |
115 |
|
184.200 |
191.700 |
|
7.500 |
4 |
22,120 |
183 |
|
5/26/08 |
5/04/09 |
343 |
|
- cash - |
|
5/04/09 |
7/13/09 |
70 |
 |
 |
 |
Publicis |
100 |
925 |
|
23.900 |
20.470 |
|
-3.430 |
-14 |
18,947 |
-55 |
|
7/13/09 |
7/20/09 |
7 |
|
- cash - |
|
7/20/09 |
2/08/10 |
203 |
 |
 |
 |
Technip |
100 |
498 |
|
37.980 |
48.640 |
|
10.660 |
28 |
24,256 |
56 |
|
2/08/10 |
3/01/10 |
21 |
|
- cash - |
|
3/01/10 |
5/24/10 |
84 |
 |
 |
 |
Safran |
100 |
1,400 |
|
17.315 |
21.380 |
|
4.065 |
23 |
29,947 |
150 |
|
5/24/10 |
8/23/10 |
91 |
|
- cash - |
|
8/23/10 |
1/10/11 |
140 |
 |
 |
 |
Safran |
100 |
1,529 |
|
19.575 |
28.000 |
|
8.425 |
43 |
42,828 |
154 |
|
1/10/11 |
2/14/11 |
35 |
|
- cash - |
|
2/14/11 |
3/14/11 |
28 |
 |
 |
 |
Alcatel-Lucent |
100 |
13,049 |
|
3.282 |
3.584 |
|
0.302 |
9 |
46,769 |
215 |
|
3/14/11 |
1/02/12 |
294 |
|
- cash - |
|
1/02/12 |
1/09/12 |
7 |
 |
 |
 |
Airbus |
100 |
1,908 |
|
24.500 |
24.865 |
|
0.365 |
1 |
47,466 |
116 |
|
1/09/12 |
2/06/12 |
28 |
|
- cash - |
|
2/06/12 |
4/23/12 |
77 |
 |
 |
 |
Airbus |
100 |
1,743 |
|
27.230 |
29.250 |
|
2.020 |
7 |
50,986 |
40 |
|
4/23/12 |
8/06/12 |
105 |
|
- cash - |
|
8/06/12 |
10/29/12 |
84 |
 |
 |
 |
Sanofi |
100 |
761 |
|
66.960 |
67.650 |
|
0.690 |
1 |
51,512 |
5 |
|
10/29/12 |
12/24/12 |
56 |
|
- cash - |
|
12/24/12 |
4/08/13 |
105 |
 |
 |
 |
Credit Agricole |
100 |
8,444 |
|
6.100 |
6.118 |
|
0.018 |
0 |
51,664 |
1 |
|
4/08/13 |
5/06/13 |
28 |
|
- cash - |
|
5/06/13 |
6/10/13 |
35 |
 |
 |
 |
Credit Agricole |
100 |
7,173 |
|
7.202 |
7.007 |
|
-0.195 |
-3 |
50,265 |
-25 |
|
6/10/13 |
7/15/13 |
35 |
|
- cash - |
|
7/15/13 |
12/16/13 |
154 |
 |
 |
 |
Alcatel-Lucent |
100 |
36,450 |
|
1.379 |
3.271 |
|
1.892 |
137 |
119,228 |
675 |
|
12/16/13 |
4/28/14 |
133 |
|
- cash - |
|
4/28/14 |
6/30/14 |
63 |
 |
 |
 |
Valeo |
100 |
3,703 |
|
32.190 |
32.697 |
|
0.507 |
2 |
121,105 |
9 |
|
6/30/14 |
1/12/15 |
196 |
|
- cash - |
|
1/12/15 |
6/08/15 |
147 |
 |
 |
 |
Orange |
100 |
8,415 |
|
14.390 |
13.630 |
|
-0.760 |
-5 |
114,709 |
-13 |
|
6/08/15 |
11/23/15 |
168 |
|
- cash - |
|
11/23/15 |
1/04/16 |
42 |
 |
 |
 |
Veolia |
100 |
5,163 |
|
22.215 |
21.560 |
|
-0.655 |
-3 |
111,327 |
-23 |
|
1/04/16 |
4/18/16 |
105 |
|
- cash - |
|
4/18/16 |
6/13/16 |
56 |
 |
 |
 |
Vinci |
100 |
1,685 |
|
66.050 |
63.650 |
|
-2.400 |
-4 |
107,283 |
-21 |
|
6/13/16 |
8/15/16 |
63 |
|
- cash - |
|
8/15/16 |
8/29/16 |
14 |
 |
 |
 |
ArcelorMittal |
100 |
6,351 |
|
16.890 |
16.680 |
|
-0.210 |
-1 |
105,950 |
-28 |
|
8/29/16 |
9/05/16 |
7 |
|
- cash - |
|
9/05/16 |
7/24/17 |
322 |
 |
 |
 |
ArcelorMittal |
100 |
6,317 |
|
16.770 |
21.760 |
|
4.990 |
30 |
137,471 |
34 |
|
7/24/17 |
10/09/17 |
77 |
|
- cash - |
|
10/09/17 |
2/05/18 |
119 |
 |
 |
 |
Kering |
100 |
406 |
|
338.000 |
388.900 |
|
50.900 |
15 |
158,137 |
54 |
|
2/05/18 |
5/14/18 |
98 |
|
- cash - |
|
5/14/18 |
7/02/18 |
49 |
 |
 |
 |
Kering |
100 |
344 |
|
458.600 |
472.500 |
|
13.900 |
3 |
162,918 |
25 |
|
7/02/18 |
3/11/19 |
252 |
|
- cash - |
|
3/11/19 |
6/03/19 |
84 |
 |
 |
 |
Vivendi |
100 |
6,401 |
|
25.450 |
24.410 |
|
-1.040 |
-4 |
156,261 |
-17 |
|
6/03/19 |
9/09/19 |
98 |
|
- cash - |
|
9/09/19 |
10/07/19 |
28 |
 |
 |
 |
LVMH |
100 |
412 |
|
378.950 |
353.800 |
|
-25.150 |
-7 |
145,900 |
-59 |
|
10/07/19 |
11/04/19 |
28 |
|
- cash - |
|
11/04/19 |
2/03/20 |
91 |
 |
 |
 |
STMicroelectronics |
100 |
6,944 |
|
21.010 |
25.750 |
|
4.740 |
23 |
178,814 |
126 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
2/03/20 |
6/08/20 |
126 |
|
- cash - |
|
6/08/20 |
9/07/20 |
91 |
 |
 |
 |
STMicroelectronics |
100 |
7,466 |
|
23.950 |
24.110 |
|
0.160 |
1 |
180,009 |
3 |
|
9/07/20 |
11/09/20 |
63 |
|
- cash - |
|
11/09/20 |
3/05/21 |
116 |
 |
 |
 |
STMicroelectronics |
100 |
5,911 |
|
30.450 |
28.420 |
|
-2.030 |
-7 |
168,009 |
-20 |
|
accum | 1/16/06 |
3/05/21 | 2665 |
days out of 5542 invested (48%) |
1,580 |
168,009 |
47 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Alcatel-Lucent | long | 2/14/11 | 3/14/11 | 28 | 3.28 | 3.58 | | 0.30 | 9.20 | | | |
| | 7/15/13 | 12/16/13 | 154 | 1.38 | 3.27 | | 1.89 | 137.20 | | | 159.03 |
Alstom | | 1/16/06 | 5/22/06 | 126 | 28.50 | 32.50 | | 4.00 | 14.04 | | | |
| | 9/11/06 | 7/23/07 | 315 | 36.60 | 68.30 | | 31.70 | 86.60 | | | 112.79 |
Safran | | 3/01/10 | 5/24/10 | 84 | 17.32 | 21.38 | | 4.07 | 23.48 | | | |
| | 8/23/10 | 1/10/11 | 140 | 19.58 | 28.00 | | 8.43 | 43.04 | | | 76.62 |
ArcelorMittal | | 5/12/08 | 5/26/08 | 14 | 184.20 | 191.70 | | 7.50 | 4.07 | | | |
| | 8/15/16 | 8/29/16 | 14 | 16.89 | 16.68 | | -0.21 | -1.24 | | | |
| | 9/05/16 | 7/24/17 | 322 | 16.77 | 21.76 | | 4.99 | 29.76 | | | 33.36 |
Technip | | 7/20/09 | 2/08/10 | 203 | 37.98 | 48.64 | | 10.66 | 28.07 | | | 28.07 |
Kering | | 10/09/17 | 2/05/18 | 119 | 338.00 | 388.90 | | 50.90 | 15.06 | | | |
| | 5/14/18 | 7/02/18 | 49 | 458.60 | 472.50 | | 13.90 | 3.03 | | | 18.55 |
STMicroelectronics | | 11/04/19 | 2/03/20 | 91 | 21.01 | 25.75 | | 4.74 | 22.56 | | | |
| | 6/08/20 | 9/07/20 | 91 | 23.95 | 24.11 | | 0.16 | 0.67 | | | |
| | 11/09/20 | 3/05/21 | 116 | 30.45 | 28.42 | | -2.03 | -6.67 | | | 15.15 |
Airbus | | 1/02/12 | 1/09/12 | 7 | 24.50 | 24.87 | | 0.36 | 1.49 | | | |
| | 2/06/12 | 4/23/12 | 77 | 27.23 | 29.25 | | 2.02 | 7.42 | | | 9.02 |
Valeo | | 4/28/14 | 6/30/14 | 63 | 32.19 | 32.70 | | 0.51 | 1.57 | | | 1.57 |
Sanofi | | 8/06/12 | 10/29/12 | 84 | 66.96 | 67.65 | | 0.69 | 1.03 | | | 1.03 |
Credit Agricole | | 12/24/12 | 4/08/13 | 105 | 6.10 | 6.12 | | 0.02 | 0.30 | | | |
| | 5/06/13 | 6/10/13 | 35 | 7.20 | 7.01 | | -0.20 | -2.71 | | | -2.42 |
Veolia | | 11/23/15 | 1/04/16 | 42 | 22.22 | 21.56 | | -0.66 | -2.95 | | | -2.95 |
Vinci | | 4/18/16 | 6/13/16 | 56 | 66.05 | 63.65 | | -2.40 | -3.63 | | | -3.63 |
Vivendi | | 3/11/19 | 6/03/19 | 84 | 25.45 | 24.41 | | -1.04 | -4.09 | | | -4.09 |
Orange | | 1/12/15 | 6/08/15 | 147 | 14.39 | 13.63 | | -0.76 | -5.28 | | | -5.28 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
LVMH | | 9/09/19 | 10/07/19 | 28 | 378.95 | 353.80 | | -25.15 | -6.64 | | | -6.64 |
Publicis | | 5/04/09 | 7/13/09 | 70 | 23.90 | 20.47 | | -3.43 | -14.35 | | | -14.35 |
Annotations
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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