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

Assessment - Cotation Assistée en Continu - 8/10/20 - RS = 21

		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	3/16/20	prc diff	⇓ Δ21	∅-RS
	L	CAC 40	5,009.280	08:02	2.03	4,909.510	2.03	3,881.460	1,028.050	26.49	-5.80
	L	Schneider Electric	103.850	08:02	1.37	102.450	1.37	70.420	32.030	45.48	19.11
		STMicroelectronics	24.900	08:02	2.98	24.180	2.98	16.445	7.735	47.04	13.21
	L	Cap Gemini	112.600	08:02	1.85	110.550	1.85	62.660	47.890	76.43	12.73
	L	Air Liquide	139.950	08:02	0.79	138.850	0.79	99.220	39.630	39.94	12.71
		L´Oreal	279.200	08:02	1.16	276.000	1.16	207.600	68.400	32.95	8.49
	L	Saint-Gobain	34.400	08:02	2.08	33.700	2.08	19.360	14.340	74.07	8.16
		Dassault Systèmes	151.750	08:02	0.93	150.350	0.93	108.250	42.100	38.89	7.48
	L	Atos	74.760	08:03	2.41	73.000	2.41	47.630	25.370	53.26	6.33
	L	Legrand	70.280	08:02	1.12	69.500	1.12	50.820	18.680	36.76	5.29
		Hermes International	692.600	08:02	1.35	683.400	1.35	548.200	135.200	24.66	2.80
		Sanofi	87.940	08:02	1.41	86.720	1.41	76.600	10.120	13.21	1.44
	L	Vivendi	23.900	08:03	2.36	23.350	2.36	17.570	5.780	32.90	0.72
	L	Bouygues	33.240	08:02	2.53	32.420	2.53	24.240	8.180	33.75	-1.03
		LVMH	378.100	08:03	1.76	371.550	1.76	297.600	73.950	24.85	-1.17
		Kering	494.100	08:02	2.49	482.100	2.49	377.600	104.500	27.67	-2.01
	L	Valeo	24.420	08:03	5.30	23.190	5.30	12.110	11.080	91.49	-3.64
	L	Michelin	94.700	08:02	2.56	92.340	2.56	70.980	21.360	30.09	-4.27
	L	Pernod Ricard	146.300	08:02	1.70	143.850	1.70	122.050	21.800	17.86	-4.86
	L	Engie	12.030	08:03	2.08	11.785	2.08	9.978	1.807	18.11	-5.70
	L	Safran	104.450	08:02	3.67	100.750	3.67	74.540	26.210	35.16	-7.12
	L	BNP Paribas	36.570	08:03	2.11	35.815	2.11	27.440	8.375	30.52	-7.81
	L	Carrefour	13.590	08:02	1.46	13.395	1.46	12.870	0.525	4.08	-8.91
	L	Veolia	20.010	08:02	1.55	19.705	1.55	17.545	2.160	12.31	-9.00
		Vinci	82.560	08:03	3.02	80.140	3.02	59.040	21.100	35.74	-9.11
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	3/16/20	prc diff	⇓ Δ21	∅-RS
	L	Credit Agricole	8.866	08:03	2.95	8.612	2.95	6.078	2.534	41.69	-9.54
	L	ArcelorMittal	10.550	08:06	2.43	10.300	2.43	7.188	3.112	43.29	-9.93
	L	Publicis	30.810	08:03	3.25	29.840	3.25	22.910	6.930	30.25	-11.10
		EssilorLuxottica	110.550	08:02	1.61	108.800	1.61	95.900	12.900	13.45	-11.69
	L	Peugeot	15.305	08:03	3.83	14.740	3.83	11.035	3.705	33.57	-12.33
	L	Axa	17.758	08:02	2.39	17.344	2.39	13.444	3.900	29.01	-13.13
	L	Renault	24.935	08:03	3.55	24.080	3.55	14.550	9.530	65.50	-15.29
	L	Total	34.020	08:03	2.35	33.240	2.35	24.335	8.905	36.59	-15.51
	L	Airbus	74.270	08:09	3.07	72.060	3.07	69.000	3.060	4.43	-17.91
	S	Danone	56.180	08:02	2.52	54.800	2.52	53.960	0.840	1.56	-19.53
	S	Orange	9.962	08:03	1.61	9.804	1.61	9.402	0.402	4.28	-20.24
	L	Sodexo	63.640	08:02	2.94	61.820	2.94	56.480	5.340	9.45	-23.19
		Accor	24.770	08:02	4.56	23.690	4.56	24.160	-0.470	-1.95	-23.78
	L	Societe Generale	14.012	08:03	2.23	13.706	2.23	14.520	-0.814	-5.61	-30.63
	L	TechnipFMC	7.432	08:02	2.74	7.234	2.74	5.922	1.312	22.15	-33.10
		UnibailRodaWestfield	46.560	08:04	5.17	44.270	5.17	58.080	-13.810	-23.78	-45.48
CAC 40 - 40 out of 40 instruments rated - 8/10/20 / 3/16/20 - 37 did rise, Market-Ratio(21) = 92.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC 40 RS = 21 - B/S = 83/73

1/04/16	scale up chart	8/10/20

Transactions Cotation Assistée en Continu * A21 - 83/73 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		1/30/06	28		- cash -
long	1/30/06	5/22/06	112		Alstom	100	323	30.925	32.500		1.575	5	10,509	18
short	5/22/06	10/16/06	147		Orange	100	635	16.540	18.970	14.110	-2.430	-15	8,966	-33
long	10/16/06	3/19/07	154		Klépierre	100	228	39.300	44.876		5.576	14	10,237	37
short	3/19/07	4/09/07	21		Alcatel-Lucent	100	1,205	8.492	8.853	8.131	-0.361	-4	9,802	-53
long	4/09/07	6/11/07	63		Michelin	100	117	83.666	92.730		9.064	11	10,862	81
short	6/11/07	7/20/09	770		Credit Agricole	100	365	29.750	9.980	88.684	58.934	198	32,373	68
long	7/20/09	1/25/10	189		Technip	100	852	37.980	48.610		10.630	28	41,430	61
short	1/25/10	3/29/10	63		Orange	100	2,462	16.825	17.750	15.900	-0.925	-5	39,153	-28
long	3/29/10	4/19/10	21		Safran	100	2,013	19.445	18.895		-0.550	-3	38,046	-39
short	4/19/10	10/18/10	182		Alstom	100	804	47.310	36.100	62.001	14.691	31	49,857	72
long	10/18/10	11/15/10	28		Valeo	100	4,332	11.507	13.105		1.598	14	56,781	445
short	11/15/10	11/29/10	14		Alstom	100	1,681	33.760	30.945	36.831	3.071	9	61,943	868
long	11/29/10	12/27/10	28		Valeo	100	4,618	13.413	14.032		0.618	5	64,799	80
short	12/27/10	1/17/11	21		Alstom	100	1,800	35.980	39.475	32.485	-3.495	-10	58,508	-83
long	1/17/11	3/14/11	56		Valeo	100	3,862	15.148	13.523		-1.625	-11	52,232	-52
short	3/14/11	4/25/11	42		Carrefour	100	1,665	31.360	31.100	31.622	0.262	1	52,669	8
long	4/25/11	5/09/11	14		Alcatel-Lucent	100	12,817	4.109	4.144		0.035	1	53,118	25
short	5/09/11	2/06/12	273		Carrefour	100	1,732	30.665	18.345	51.259	20.594	67	88,786	99
long	2/06/12	4/09/12	63		Airbus	100	3,260	27.230	29.725		2.495	9	96,920	66
short	4/09/12	9/17/12	161		Peugeot	100	11,399	8.502	5.861	12.333	3.831	45	140,589	132
long	9/17/12	9/24/12	7		Credit Agricole	100	23,494	5.984	5.714		-0.270	-5	134,246	-91
short	9/24/12	12/10/12	77		Alcatel-Lucent	100	156,099	0.860	0.822	0.900	0.040	5	140,459	24
long	12/10/12	1/14/13	35		Societe Generale	100	4,874	28.815	34.140		5.325	18	166,413	486
short	1/14/13	1/28/13	14		Engie	100	10,785	15.430	15.390	15.470	0.040	0	166,845	7
long	1/28/13	2/11/13	14		Credit Agricole	100	21,495	7.762	7.414		-0.348	-4	159,365	-70
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/11/13	2/25/13	14		Orange	100	20,216	7.883	7.479	8.309	0.426	5	167,973	294
long	2/25/13	4/22/13	56		Credit Agricole	100	22,471	7.475	6.300		-1.175	-16	141,570	-67
short	4/22/13	8/05/13	105		ArcelorMittal	100	5,385	26.286	28.620	23.952	-2.334	-9	129,001	-28
long	8/05/13	12/16/13	133		Alcatel-Lucent	100	70,724	1.824	3.271		1.447	79	231,339	397
short	12/16/13	2/23/15	434		Technip	100	3,295	70.190	57.900	85.089	14.899	21	280,430	18
long	2/23/15	7/06/15	133		Peugeot	100	19,240	14.575	18.595		4.020	28	357,775	95
short	7/06/15	3/27/17	630		ArcelorMittal	100	14,180	25.230	22.800	27.919	2.689	11	395,905	6
long	3/27/17	7/31/17	126		ArcelorMittal	100	17,364	22.800	22.180		-0.620	-3	385,139	-8
short	7/31/17	1/22/18	175		Carrefour	100	18,967	20.305	18.465	22.328	2.023	10	423,517	22
long	1/22/18	2/05/18	14		Kering	100	1,034	409.300	388.900		-20.400	-5	402,423	-74
short	2/05/18	5/06/19	455		Sanofi	100	5,830	69.020	76.710	61.330	-7.690	-11	357,590	-9
long	5/06/19	6/03/19	28		LVMH	100	1,038	344.400	340.500		-3.900	-1	353,542	-14
short	6/03/19	10/28/19	147		ArcelorMittal	100	26,514	13.334	14.270	12.398	-0.936	-7	328,725	-17
long	10/28/19	12/02/19	35		STMicroelectronics	100	15,895	20.680	21.800		1.120	5	346,528	73
short	12/02/19	12/30/19	28		Renault	100	8,018	43.215	42.600	43.839	0.624	1	351,530	21
long	12/30/19	1/27/20	28		STMicroelectronics	100	14,659	23.980	26.140		2.160	9	383,193	208
short	1/27/20	8/10/20	196		Renault	100	10,917	35.100	24.080	51.163	16.063	46	558,555	102
long	8/10/20	8/11/20	1		Schneider Electric	100	5,451	102.450	103.850		1.400	1	566,187	14,074
accum	1/30/06	8/11/20	5307	days out of 5335 invested (99%)							5,562		566,187	32

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Credit Agricole	short	6/11/07	7/20/09	770	29.75	9.98	88.68	58.93	198.10
	long	9/17/12	9/24/12	7	5.98	5.71		-0.27	-4.51
	long	1/28/13	2/11/13	14	7.76	7.41		-0.35	-4.48
	long	2/25/13	4/22/13	56	7.48	6.30		-1.18	-15.72	129.15
Carrefour	short	3/14/11	4/25/11	42	31.36	31.10	31.62	0.26	0.84
	short	5/09/11	2/06/12	273	30.67	18.35	51.26	20.59	67.16
	short	7/31/17	1/22/18	175	20.31	18.47	22.33	2.02	9.97	85.35
Peugeot	short	4/09/12	9/17/12	161	8.50	5.86	12.33	3.83	45.06
	long	2/23/15	7/06/15	133	14.58	18.60		4.02	27.58	85.07
Alcatel-Lucent	short	3/19/07	4/09/07	21	8.49	8.85	8.13	-0.36	-4.25
	long	4/25/11	5/09/11	14	4.11	4.14		0.04	0.85
	short	9/24/12	12/10/12	77	0.86	0.82	0.90	0.04	4.63
	long	8/05/13	12/16/13	133	1.82	3.27		1.45	79.33	81.18
Technip	long	7/20/09	1/25/10	189	37.98	48.61		10.63	27.99
	short	12/16/13	2/23/15	434	70.19	57.90	85.09	14.90	21.23	55.16
Renault	short	12/02/19	12/30/19	28	43.22	42.60	43.84	0.62	1.44
	short	1/27/20	8/10/20	196	35.10	24.08	51.16	16.06	45.76	47.87
Alstom	long	1/30/06	5/22/06	112	30.93	32.50		1.58	5.09
	short	4/19/10	10/18/10	182	47.31	36.10	62.00	14.69	31.05
	short	11/15/10	11/29/10	14	33.76	30.95	36.83	3.07	9.10
	short	12/27/10	1/17/11	21	35.98	39.48	32.49	-3.50	-9.71	35.66
Societe Generale	long	12/10/12	1/14/13	35	28.82	34.14		5.33	18.48	18.48
STMicroelectronics	long	10/28/19	12/02/19	35	20.68	21.80		1.12	5.42
	long	12/30/19	1/27/20	28	23.98	26.14		2.16	9.01	14.91
Klépierre	long	10/16/06	3/19/07	154	39.30	44.88		5.58	14.19	14.19
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Michelin	long	4/09/07	6/11/07	63	83.67	92.73		9.06	10.83	10.83
Airbus	long	2/06/12	4/09/12	63	27.23	29.73		2.50	9.16	9.16
Valeo	long	10/18/10	11/15/10	28	11.51	13.11		1.60	13.89
	long	11/29/10	12/27/10	28	13.41	14.03		0.62	4.61
	long	1/17/11	3/14/11	56	15.15	13.52		-1.63	-10.73	6.36
Schneider Electric	long	8/10/20	8/11/20	1	102.45	103.85		1.40	1.37	1.37
Engie	short	1/14/13	1/28/13	14	15.43	15.39	15.47	0.04	0.26	0.26
LVMH	long	5/06/19	6/03/19	28	344.40	340.50		-3.90	-1.13	-1.13
Safran	long	3/29/10	4/19/10	21	19.45	18.90		-0.55	-2.83	-2.83
Kering	long	1/22/18	2/05/18	14	409.30	388.90		-20.40	-4.98	-4.98
ArcelorMittal	short	4/22/13	8/05/13	105	26.29	28.62	23.95	-2.33	-8.88
	short	7/06/15	3/27/17	630	25.23	22.80	27.92	2.69	10.66
	long	3/27/17	7/31/17	126	22.80	22.18		-0.62	-2.72
	short	6/03/19	10/28/19	147	13.33	14.27	12.40	-0.94	-7.02	-8.80
Sanofi	short	2/05/18	5/06/19	455	69.02	76.71	61.33	-7.69	-11.14	-11.14
Orange	short	5/22/06	10/16/06	147	16.54	18.97	14.11	-2.43	-14.69
	short	1/25/10	3/29/10	63	16.83	17.75	15.90	-0.92	-5.50
	short	2/11/13	2/25/13	14	7.88	7.48	8.31	0.43	5.40	-15.03

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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