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

Assessment - Cotation Assistée en Continu - 4/15/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ13	∅-RS
	L	CAC 40	8,023.260	Thu	0.52	8,045.110	-0.27	7,411.680	633.430	8.55	8.44
	L	UnibailRodaWestfield	74.880	Thu	1.30	73.860	1.38	67.380	6.480	9.62	37.42
	L	Renault	48.820	Thu	1.10	50.120	-2.59	34.645	15.475	44.67	36.58
	L	Stellantis	24.325	Thu	0.31	24.990	-2.66	20.150	4.840	24.02	35.70
	L	Safran	208.200	Thu	0.73	207.900	0.14	168.520	39.380	23.37	33.27
	L	Publicis	101.050	Thu	-0.35	102.500	-1.41	85.460	17.040	19.94	31.21
	L	Schneider Electric	215.350	Thu	2.79	212.100	1.53	175.840	36.260	20.62	25.83
	L	Saint-Gobain	71.200	Thu	0.17	72.060	-1.19	63.480	8.580	13.52	22.10
		Airbus	160.660	Thu	0.48	160.800	-0.09	148.020	12.780	8.63	18.34
	L	Hermes International	2,325.000	Thu	-0.73	2,303.000	0.96	1,833.400	469.600	25.61	17.73
	L	Axa	33.820	Thu	1.08	33.820		29.420	4.400	14.96	17.01
	L	Michelin	35.000	Thu	1.74	34.960	0.11	30.860	4.100	13.29	16.92
	L	Credit Agricole	13.905	Thu	1.79	13.820	0.62	13.216	0.604	4.57	16.55
	L	Thales	155.250	Thu	-1.18	160.050	-3.00	138.750	21.300	15.35	16.20
	L	TotalEnergies	67.420	Thu	-0.35	68.290	-1.27	59.940	8.350	13.93	15.90
		Cap Gemini	200.500	Thu	-0.94	205.400	-2.39	194.650	10.750	5.52	14.53
	L	EssilorLuxottica	204.700	Thu	1.74	203.800	0.44	177.240	26.560	14.99	13.78
	L	Air Liquide	186.720	Thu	0.12	188.300	-0.84	175.480	12.820	7.31	12.19
	L	BNP Paribas	65.460	Thu	2.04	65.770	-0.47	61.120	4.650	7.61	12.16
		Vivendi	9.850	Thu	0.82	9.930	-0.81	9.960	-0.030	-0.30	10.46
		Bouygues	36.090	Thu	-0.28	36.150	-0.17	35.470	0.680	1.92	9.32
	L	Eurofins Scientific	60.080	Thu	1.97	60.600	-0.86	57.140	3.460	6.06	7.55
	L	Societe Generale	24.710	Thu	2.28	24.980	-1.08	23.345	1.635	7.00	7.34
	L	Legrand	96.420	Thu	2.16	95.400	1.07	91.240	4.160	4.56	6.70
	L	ArcelorMittal	23.810	Thu	1.23	25.510	-6.66	24.430	1.080	4.42	5.36
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ13	∅-RS
		Engie	15.820	Thu	0.57	15.740	0.51	16.070	-0.330	-2.05	4.98
		Vinci	113.550	Thu	1.11	113.050	0.44	117.220	-4.170	-3.56	3.35
		LVMH	796.800	Thu	-0.90	794.800	0.25	669.200	125.600	18.77	1.98
		Danone	59.060	Thu	0.89	57.760	2.25	61.550	-3.790	-6.16	0.94
	S	Veolia	28.630	Thu	2.47	28.230	1.42	29.110	-0.880	-3.02	-0.67
	S	L´Oreal	423.600	Thu	1.28	415.450	1.96	424.200	-8.750	-2.06	-1.04
	S	Dassault Systèmes	38.430	Thu	0.31	38.960	-1.36	44.545	-5.585	-12.54	-2.25
		Orange	10.680	Thu	1.14	10.360	3.09	11.000	-0.640	-5.82	-4.29
		Carrefour	15.715	Thu	0.67	15.710	0.03	16.630	-0.920	-5.53	-6.64
		Sanofi	85.230	Thu	-1.10	87.450	-2.54	94.360	-6.910	-7.32	-6.68
	S	STMicroelectronics	37.575	Thu	-1.22	38.810	-3.18	39.630	-0.820	-2.07	-7.53
	L	Alstom	15.100	Thu	5.67	14.300	5.59	11.860	2.440	20.57	-11.79
	S	Pernod Ricard	143.650	Thu	1.30	140.850	1.99	146.800	-5.950	-4.05	-18.37
	S	Edenred	46.940	Thu	4.87	44.870	4.61	56.740	-11.870	-20.92	-18.70
	S	Kering	340.500	Thu	-0.15	350.200	-2.77	362.450	-12.250	-3.38	-20.91
	S	Teleperformance	87.080	Thu	0.76	88.160	-1.23	135.900	-47.740	-35.13	-31.32
CAC 40 - 40 out of 40 instruments rated - 4/15/24 / 1/15/24 - 25 did rise, Market-Ratio(13) = 62.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/06/20	scale up chart	4/15/24

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	4/18/24	129		Stellantis	100	8,684	21.010	24.325	3.315	16	211,251	51
accum	1/16/06	4/18/24	3231	days out of 6682 invested (48%)						2,013		211,251	41

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
Stellantis		12/11/23	4/18/24	129	21.01	24.33	3.32	15.78	15.78
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
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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