Assessment - Cotation Assistée en Continu in Renminbi yuán - 6/01/20 - RS = 13

 ⇐ 

								⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	3/02/20	prc diff	⇓ Δ13		⇓∅-RS
								CAC 40	38,372.655	12:55	1.62	37,760.749	1.62	41,431.850	-3,671.101	-8.86		-8.44
								UnibailRodaWestfield	469.197	12:25	11.53	420.676	11.53	824.206	-403.530	-48.96		-45.16
								Airbus	501.386	12:25	6.39	471.258	6.39	836.014	-364.756	-43.63		-39.05
								Safran	738.918	12:25	5.55	700.069	5.55	957.819	-257.750	-26.91		-22.11
								Societe Generale	114.881	12:25	4.85	109.569	4.85	194.360	-84.791	-43.63		-34.68
								Axa	136.731	12:25	4.52	130.817	4.52	160.996	-30.179	-18.75		-19.24
								Vivendi	171.965	12:25	4.48	164.592	4.48	181.465	-16.874	-9.30		-9.91
								STMicroelectronics	184.650	12:24	4.21	177.198	4.21	188.923	-11.725	-6.21		17.40
								Veolia	164.274	12:25	4.20	157.654	4.20	205.003	-47.349	-23.10		-7.93
								Sodexo	521.206	12:24	4.18	500.276	4.18	671.949	-171.674	-25.55		-27.75
								Valeo	187.108	12:23	4.06	179.814	4.06	169.424	10.389	6.13		-5.80
								Saint-Gobain	240.862	12:25	3.93	231.744	3.93	247.961	-16.217	-6.54		-5.15
								BNP Paribas	275.469	12:25	3.76	265.479	3.76	337.567	-72.088	-21.36		-14.36
								ArcelorMittal	74.082	12:24	3.58	71.521	3.58	99.930	-28.409	-28.43		-25.46
								Total	283.239	12:25	3.42	273.883	3.42	303.737	-29.853	-9.83		-15.94
								Publicis	226.115	12:24	3.33	218.821	3.33	263.808	-44.987	-17.05		-23.52
								Peugeot	109.609	12:25	3.21	106.200	3.21	130.156	-23.957	-18.41		-24.68
								Credit Agricole	65.551	12:25	3.14	63.553	3.14	81.333	-17.780	-21.86		-17.54
								TechnipFMC	57.068	12:25	2.98	55.419	2.98	101.686	-46.267	-45.50		-47.64
								Renault	174.700	12:25	2.70	170.102	2.70	199.177	-29.075	-14.60		-33.41
								Bouygues	227.304	12:24	2.65	221.437	2.65	272.664	-51.226	-18.79		-13.91
								Accor	212.558	12:24	2.56	207.246	2.56	256.972	-49.726	-19.35		-21.32
								Vinci	679.614	12:25	2.10	665.660	2.10	705.508	-39.848	-5.65		-4.58
								Engie	86.101	12:25	1.97	84.436	1.97	117.572	-33.135	-28.18		-16.08
								Kering	3,846.811	12:25	1.85	3,777.042	1.85	3,919.834	-142.792	-3.64		-1.16
								⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	3/02/20	prc diff	⇓ Δ13		⇓∅-RS
								Pernod Ricard	1,140.090	12:25	1.45	1,123.837	1.45	1,159.404	-35.567	-3.07		-6.30
								Schneider Electric	721.317	12:25	1.43	711.169	1.43	716.539	-5.370	-0.75		11.34
								EssilorLuxottica	947.035	12:24	1.40	933.954	1.40	945.390	-11.436	-1.21		-1.80
								Michelin	747.639	12:24	1.40	737.332	1.40	743.261	-5.929	-0.80		-4.12
								LVMH	3,038.521	12:25	1.15	3,004.033	1.15	2,921.620	82.413	2.82		4.10
								Hermes International	5,970.010	12:25	0.94	5,914.512	0.94	4,931.253	983.258	19.94		18.32
								Atos	534.843	12:25	0.66	531.355	0.66	516.275	15.080	2.92		-0.13
								L´Oreal	2,065.322	12:25	0.66	2,051.844	0.66	1,922.630	129.215	6.72		6.00
								Cap Gemini	737.808	12:25	0.52	734.002	0.52	742.018	-8.016	-1.08		-4.54
								Danone	492.506	12:25	0.36	490.762	0.36	490.173	0.588	0.12		-10.82
								Air Liquide	972.406	12:24	0.25	970.028	0.25	971.413	-1.386	-0.14		3.01
								Dassault Systèmes	1,193.209	12:25	0.17	1,191.227	0.17	1,095.316	95.911	8.76		11.86
								Legrand	483.468	12:25	0.03	483.309	0.03	533.365	-50.055	-9.38		-4.71
								Carrefour	110.283	12:23	-0.07	110.362	-0.07	126.544	-16.182	-12.79		-7.30
								Orange	87.330	12:25	1.61	87.528	-0.23	94.617	-7.088	-7.49		-12.73
								Sanofi	698.880	12:25	-0.61	703.161	-0.61	664.880	38.281	5.76		9.68
CAC 40 - 40 out of 40 instruments rated - 6/01/20 / 3/02/20 - 8 did rise, Market-Ratio(13) in CNY = 20.00 %
Stock Exchange Currency: EUR € Euro

 

Technical Chart

	CAC 40 RS = 13 - B/S = 72/52
1/04/16	scale up chart	6/01/20

 

Transactions Cotation Assistée en Continu in Renminbi yuán * 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	35		279.274	333.034		53.760	19	11,882	67
5/22/06		9/11/06	112				- cash -
	9/11/06	7/23/07	315				Alstom	100	32		368.675	714.851		346.175	94	22,959	115
7/23/07		5/12/08	294				- cash -
	5/12/08	5/26/08	14				ArcelorMittal	100	11		1,992.805	2,097.486		104.681	5	24,111	280
5/26/08		5/04/09	343				- cash -
	5/04/09	7/13/09	70				Publicis	100	111		216.290	194.936		-21.354	-10	21,740	-42
7/13/09		7/20/09	7				- cash -
	7/20/09	2/08/10	203				Technip	100	59		365.873	454.419		88.546	24	26,965	48
2/08/10		3/01/10	21				- cash -
	3/01/10	5/24/10	84				Safran	100	167		160.941	183.556		22.615	14	30,741	77
5/24/10		8/23/10	91				- cash -
	8/23/10	1/10/11	140				Safran	100	181		168.952	239.492		70.541	42	43,509	148
1/10/11		2/14/11	35				- cash -
	2/14/11	3/14/11	28				Alcatel-Lucent	100	1,484		29.301	32.784		3.483	12	48,678	332
3/14/11		1/02/12	294				- cash -
	1/02/12	1/09/12	7				Airbus	100	241		201.738	200.004		-1.734	-1	48,260	-36
1/09/12		2/06/12	28				- cash -
	2/06/12	4/23/12	77				Airbus	100	214		225.334	243.898		18.565	8	52,233	46
4/23/12		8/06/12	105				- cash -
	8/06/12	10/29/12	84				Sanofi	100	99		524.009	550.042		26.033	5	54,810	23
10/29/12		12/24/12	56				- cash -
	12/24/12	4/08/13	105				Credit Agricole	100	1,080		50.712	49.795		-0.917	-2	53,820	-6
4/08/13		5/06/13	28				- cash -
	5/06/13	6/10/13	35				Credit Agricole	100	918		58.618	57.142		-1.476	-3	52,465	-23
6/10/13		7/15/13	35				- cash -
	7/15/13	12/16/13	154				Alcatel-Lucent	100	4,711		11.135	27.332		16.198	145	128,773	740
12/16/13		4/28/14	133				- cash -
	4/28/14	6/30/14	63				Valeo	100	461		278.785	277.749		-1.036	0	128,296	-2
6/30/14		1/12/15	196				- cash -
	1/12/15	6/08/15	147				Orange	100	1,214		105.643	95.497		-10.146	-10	115,979	-22
6/08/15		11/23/15	168				- cash -
	11/23/15	1/04/16	42				Veolia	100	768		150.847	152.604		1.757	1	117,329	11
1/04/16		4/18/16	105				- cash -
	4/18/16	6/13/16	56				Vinci	100	242		483.770	473.429		-10.341	-2	114,826	-13
6/13/16		8/15/16	63				- cash -
	8/15/16	8/29/16	14				ArcelorMittal	100	915		125.403	124.698		-0.705	-1	114,181	-14
8/29/16		9/05/16	7				- cash -
	9/05/16	7/24/17	322				ArcelorMittal	100	914		124.890	170.940		46.050	37	156,271	43
7/24/17		10/09/17	77				- cash -
	10/09/17	2/05/18	119				Kering	100	59		2,639.104	3,033.634		394.530	15	179,548	53
2/05/18		5/14/18	98				- cash -
	5/14/18	7/02/18	49				Kering	100	51		3,469.424	3,665.466		196.042	6	189,546	51
7/02/18		3/11/19	252				- cash -
	3/11/19	6/03/19	84				Vivendi	100	980		193.336	189.422		-3.914	-2	185,710	-9
6/03/19		9/09/19	98				- cash -
	9/09/19	10/07/19	28				LVMH	100	62		2,982.374	2,780.125		-202.249	-7	173,171	-60
10/07/19		11/04/19	28				- cash -
	11/04/19	2/03/20	91				STMicroelectronics	100	1,052		164.531	199.946		35.415	22	210,427	119
2/03/20		6/02/20	120				- cash -
accum	1/16/06	2/03/20	2457	days out of 5265 invested (47%)										2,004		210,427	57

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	29.30	32.78		3.48	11.89
		7/15/13	12/16/13	154	11.13	27.33		16.20	145.47			174.65
Alstom		1/16/06	5/22/06	126	279.27	333.03		53.76	19.25
		9/11/06	7/23/07	315	368.68	714.85		346.18	93.90			131.22
Safran		3/01/10	5/24/10	84	160.94	183.56		22.61	14.05
		8/23/10	1/10/11	140	168.95	239.49		70.54	41.75			61.67
ArcelorMittal		5/12/08	5/26/08	14	1,992.80	2,097.49		104.68	5.25
		8/15/16	8/29/16	14	125.40	124.70		-0.71	-0.56
		9/05/16	7/24/17	322	124.89	170.94		46.05	36.87			43.25
Technip		7/20/09	2/08/10	203	365.87	454.42		88.55	24.20			24.20
STMicroelectronics		11/04/19	2/03/20	91	164.53	199.95		35.41	21.52			21.52
Kering		10/09/17	2/05/18	119	2,639.10	3,033.63		394.53	14.95
		5/14/18	7/02/18	49	3,469.42	3,665.47		196.04	5.65			21.44
Airbus		1/02/12	1/09/12	7	201.74	200.00		-1.73	-0.86
		2/06/12	4/23/12	77	225.33	243.90		18.56	8.24			7.31
Sanofi		8/06/12	10/29/12	84	524.01	550.04		26.03	4.97			4.97
Veolia		11/23/15	1/04/16	42	150.85	152.60		1.76	1.16			1.16
Valeo		4/28/14	6/30/14	63	278.78	277.75		-1.04	-0.37			-0.37
Vivendi		3/11/19	6/03/19	84	193.34	189.42		-3.91	-2.02			-2.02
Vinci		4/18/16	6/13/16	56	483.77	473.43		-10.34	-2.14			-2.14
Credit Agricole		12/24/12	4/08/13	105	50.71	49.80		-0.92	-1.81
		5/06/13	6/10/13	35	58.62	57.14		-1.48	-2.52			-4.28
LVMH		9/09/19	10/07/19	28	2,982.37	2,780.13		-202.25	-6.78			-6.78
Orange		1/12/15	6/08/15	147	105.64	95.50		-10.15	-9.60			-9.60
Publicis		5/04/09	7/13/09	70	216.29	194.94		-21.35	-9.87			-9.87

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
6/06/16	Valeo			stock split 1:3 (three for one)
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
3/23/15	Peugeot			returns to the CAC 40

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