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

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

	CAC 40 RS = 13 - B/S = 72/52

1/02/17	scale up chart	3/01/21

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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