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

Assessment - Cotation Assistée en Continu - 7/01/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		CAC 40	7,250.670	8/12/24	-0.26	7,561.130	-4.11	8,205.810	-644.680	-7.86	0.61
		Schneider Electric	211.250	8/12/24	0.38	225.350	-6.26	209.650	15.700	7.49	25.49
		Renault	40.250	8/12/24	-0.72	48.250	-16.58	46.795	1.455	3.11	24.45
		UnibailRodaWestfield	66.600	8/12/24	-0.60	74.280	-10.34	74.500	-0.220	-0.30	20.47
		Safran	192.200	8/12/24	-0.18	202.100	-4.90	210.050	-7.950	-3.78	19.89
		Publicis	91.560	8/12/24	0.68	97.240	-5.84	101.050	-3.810	-3.77	19.21
		Michelin	34.340	8/12/24	0.41	36.100	-4.88	35.520	0.580	1.63	18.67
		Saint-Gobain	73.560	8/12/24	-0.41	74.500	-1.26	71.930	2.570	3.57	16.74
		EssilorLuxottica	207.300	8/12/24	-0.58	201.800	2.73	209.700	-7.900	-3.77	12.35
		Thales	147.050	8/12/24	-0.20	152.000	-3.26	158.050	-6.050	-3.83	7.22
		Hermes International	2,006.000	8/12/24	-0.50	2,102.000	-4.57	2,366.000	-264.000	-11.16	6.33
		L´Oreal	376.650	8/12/24	-1.59	412.250	-8.64	438.650	-26.400	-6.02	5.47
		Credit Agricole	13.205	8/12/24	0.57	13.100	0.80	13.816	-0.716	-5.18	4.62
		Vivendi	9.488	8/12/24	0.40	9.874	-3.91	10.100	-0.226	-2.24	4.40
	L	Alstom	17.090	8/12/24	0.12	16.115	6.05	14.130	1.985	14.05	4.14
		Airbus	133.760	8/12/24	-0.45	131.640	1.61	170.720	-39.080	-22.89	3.35
		Danone	60.140	8/12/24	0.07	57.700	4.23	59.890	-2.190	-3.66	2.97
		TotalEnergies	61.720	8/12/24	0.60	63.610	-2.97	63.470	0.140	0.22	2.12
		Legrand	93.280	8/12/24	0.09	93.140	0.15	98.220	-5.080	-5.17	1.53
		Axa	32.350	8/12/24	-0.77	31.260	3.49	34.815	-3.555	-10.21	0.60
	S	Cap Gemini	175.550	8/12/24	-0.40	189.700	-7.46	213.300	-23.600	-11.06	-1.68
		BNP Paribas	59.250	8/12/24		61.670	-3.92	65.860	-4.190	-6.36	-1.82
		Veolia	27.760	8/12/24	-0.14	28.460	-2.46	30.130	-1.670	-5.54	-3.32
	S	Stellantis	13.984	8/12/24	-0.61	18.636	-24.96	26.325	-7.689	-29.21	-3.33
		STMicroelectronics	26.855	8/12/24	0.47	36.245	-25.91	39.920	-3.675	-9.21	-4.02
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		Sanofi	95.670	8/12/24	-0.60	91.850	4.16	90.960	0.890	0.98	-4.86
	S	Eurofins Scientific	52.700	8/12/24	-0.26	45.950	14.69	59.080	-13.130	-22.22	-5.58
		Societe Generale	20.520	8/12/24	0.44	22.600	-9.20	24.810	-2.210	-8.91	-5.83
	S	LVMH	635.100	8/12/24	-0.14	712.000	-10.80	833.700	-121.700	-14.60	-6.25
	S	Air Liquide	162.300	8/12/24	-0.79	162.620	-0.20	192.840	-30.220	-15.67	-6.52
	S	Bouygues	31.120	8/12/24	-0.54	30.640	1.57	37.830	-7.190	-19.01	-7.94
		ArcelorMittal	20.120	8/12/24	0.30	21.300	-5.54	25.465	-4.165	-16.36	-9.15
	S	Vinci	102.650	8/12/24	-0.77	100.900	1.73	118.760	-17.860	-15.04	-10.60
	S	Dassault Systèmes	33.530	8/12/24	-0.03	34.500	-2.81	41.040	-6.540	-15.94	-10.98
		Carrefour	13.730	8/12/24	-0.36	13.395	2.50	15.875	-2.480	-15.62	-11.75
	S	Orange	10.115	8/12/24	-0.25	9.426	7.31	10.888	-1.462	-13.43	-12.71
	S	Engie	15.335	8/12/24	0.49	13.730	11.69	15.510	-1.780	-11.48	-12.95
	L	Teleperformance	101.450	8/12/24	-0.10	102.800	-1.31	90.080	12.720	14.12	-17.98
	S	Pernod Ricard	121.800	8/12/24	-0.33	126.950	-4.06	149.950	-23.000	-15.34	-18.73
	S	Edenred	35.890	8/12/24	-0.25	40.060	-10.41	49.460	-9.400	-19.01	-24.08
	S	Kering	249.850	8/12/24	-1.85	336.000	-25.64	366.350	-30.350	-8.28	-25.11
CAC 40 - 40 out of 40 instruments rated - 7/01/24 / 4/01/24 - 8 did rise, Market-Ratio(13) = 20.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

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

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	9/20/21	315		STMicroelectronics	100	5,911	30.450	38.240	7.790	26	226,055	30
9/20/21		10/18/21	28		- cash -
	10/18/21	11/29/21	42		Societe Generale	100	7,884	28.670	27.485	-1.185	-4	216,713	-31
11/29/21		1/03/22	35		- cash -
	1/03/22	1/24/22	21		Hermes International	100	140	1,542.500	1,308.500	-234.000	-15	183,953	-94
1/24/22		6/06/22	133		- cash -
	6/06/22	6/13/22	7		Thales	100	1,599	115.000	114.000	-1.000	-1	182,354	-37
6/13/22		11/28/22	168		- cash -
	11/28/22	5/15/23	168		Renault	100	5,461	33.390	33.410	0.020	0	182,463	0
5/15/23		12/11/23	210		- cash -
	12/11/23	6/10/24	182		Stellantis	100	8,684	21.010	20.265	-0.745	-4	175,994	-7
6/10/24		7/02/25	387		- cash -
accum	1/16/06	6/10/24	3283	days out of 7121 invested (46%)						1,660		175,994	38

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
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	9/20/21	315	30.45	38.24	7.79	25.58	54.94
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
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
Renault		11/28/22	5/15/23	168	33.39	33.41	0.02	0.06	0.06
Thales		6/06/22	6/13/22	7	115.00	114.00	-1.00	-0.87	-0.87
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
Stellantis		12/11/23	6/10/24	182	21.01	20.27	-0.75	-3.55	-3.55
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
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
Societe Generale		10/18/21	11/29/21	42	28.67	27.49	-1.19	-4.13	-4.13
Orange		1/12/15	6/08/15	147	14.39	13.63	-0.76	-5.28	-5.28
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
Hermes International		1/03/22	1/24/22	21	1,542.50	1,308.50	-234.00	-15.17	-15.17

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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