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

Assessment - Cotation Assistée en Continu - 11/11/19 - RS = 21

		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	6/17/19	prc diff	⇓ Δ21	∅-RS
	L	CAC 40	5,919.750	17:05	0.44	5,893.820	0.44	5,390.950	502.870	9.33	11.43
	L	STMicroelectronics	22.080	16:38	2.13	21.620	2.13	14.065	7.555	53.71	45.66
	L	Valeo	35.510	16:35	1.28	35.060	1.28	24.480	10.580	43.22	28.34
		LVMH	403.400	16:38	0.04	403.250	0.04	358.300	44.950	12.55	26.25
	L	Schneider Electric	87.600	16:37	0.62	87.060	0.62	75.040	12.020	16.02	22.76
	L	Safran	148.700	16:36	1.47	146.550	1.47	124.900	21.650	17.33	20.04
		Airbus	134.680	16:35	1.37	132.860	1.37	125.000	7.860	6.29	19.43
	L	Legrand	71.580	16:35	1.04	70.840	1.04	62.840	8.000	12.73	19.27
	L	EssilorLuxottica	135.300	16:35	0.15	135.100	0.15	106.750	28.350	26.56	18.40
	L	Vinci	101.450	16:35	0.50	100.950	0.50	89.900	11.050	12.29	17.32
	L	BNP Paribas	50.870	16:35	0.69	50.520	0.69	40.755	9.765	23.96	16.99
	L	Bouygues	38.940	16:38	1.80	38.250	1.80	31.280	6.970	22.28	16.23
	L	Credit Agricole	12.730	16:35	2.54	12.415	2.54	10.370	2.045	19.72	15.47
	L	Axa	25.310	16:35	0.14	25.275	0.14	22.925	2.350	10.25	15.05
	L	Michelin	115.450	16:35	-0.04	115.500	-0.04	111.500	4.000	3.59	14.71
		L´Oreal	261.400	16:35	-0.61	263.000	-0.61	249.300	13.700	5.50	14.28
	L	Saint-Gobain	38.050	16:38	1.59	37.455	1.59	33.180	4.275	12.88	13.69
	L	Peugeot	24.310	16:38	1.25	24.010	1.25	20.830	3.180	15.27	12.79
	L	Kering	533.500	16:38	2.48	520.600	2.48	494.250	26.350	5.33	12.75
		Hermes International	641.800	16:35	-0.68	646.200	-0.68	611.600	34.600	5.66	12.74
	L	Societe Generale	28.760	16:35		28.760		21.130	7.630	36.11	12.13
	L	Dassault Systèmes	139.450	16:35	0.29	139.050	0.29	137.850	1.200	0.87	11.22
		Veolia	22.760	16:38	0.66	22.610	0.66	21.260	1.350	6.35	10.71
		Pernod Ricard	168.050	16:35	-0.68	169.200	-0.68	160.100	9.100	5.68	9.65
		Sodexo	106.000	16:35	-0.14	106.150	-0.14	104.900	1.250	1.19	8.48
		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	6/17/19	prc diff	⇓ Δ21	∅-RS
	L	Sanofi	83.840	16:35	0.81	83.170	0.81	75.470	7.700	10.20	8.25
		Engie	14.250	16:35	0.64	14.160	0.64	12.825	1.335	10.41	5.25
		Danone	74.080	16:38	0.03	74.060	0.03	72.840	1.220	1.67	5.17
		Vivendi	24.900	16:35	-0.40	25.000	-0.40	24.630	0.370	1.50	3.98
	L	UnibailRodaWestfield	143.950	16:35	-0.24	144.300	-0.24	134.600	9.700	7.21	3.94
		Air Liquide	118.600	16:35	-0.13	118.750	-0.13	118.350	0.400	0.34	3.62
	L	Total	49.445	16:38	0.07	49.410	0.07	47.150	2.260	4.79	3.10
	L	Accor	38.510	16:35	-0.21	38.590	-0.21	34.620	3.970	11.47	2.58
	L	Orange	14.520	16:38	1.47	14.310	1.47	13.785	0.525	3.81	2.41
		Cap Gemini	105.350	16:35	-0.24	105.600	-0.24	98.340	7.260	7.38	2.23
	L	Atos	73.600	16:35	1.10	72.800	1.10	71.460	1.340	1.88	-0.85
	L	ArcelorMittal	15.560	16:35	0.21	15.528	0.21	14.396	1.132	7.86	-4.85
	S	Carrefour	15.395	16:38	0.23	15.360	0.23	17.200	-1.840	-10.70	-6.87
	S	TechnipFMC	18.510	16:35	-0.03	18.515	-0.03	20.450	-1.935	-9.46	-10.91
	S	Publicis	40.150	16:35	-0.15	40.210	-0.15	50.180	-9.970	-19.87	-15.06
		Renault	45.690	16:37	-1.03	46.165	-1.03	56.190	-10.025	-17.84	-16.96
CAC 40 - 40 out of 40 instruments rated - 11/11/19 / 6/17/19 - 36 did rise, Market-Ratio(21) = 90.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/05/15	scale up chart	11/11/19

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	11/12/19	15		STMicroelectronics	100	15,895	20.680	22.080		1.400	7	350,978	392
accum	1/30/06	11/12/19	5034	days out of 5062 invested (99%)							3,410		350,978	29

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
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
Klépierre	long	10/16/06	3/19/07	154	39.30	44.88		5.58	14.19	14.19
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
STMicroelectronics	long	10/28/19	11/12/19	15	20.68	22.08		1.40	6.77	6.77
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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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