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

Assessment - Cotation Assistée en Continu - 1/23/23 - RS = 21

		⇓instrument	freshest		⇓ Δday	1/23/23	⇓ Δwk	8/29/22	prc diff	⇓ Δ21	∅-RS
	L	CAC 40	7,082.010	Mon	-0.21	7,032.020	0.71	6,222.280	809.740	13.01	10.03
	L	Renault	36.630	Mon	-4.14	37.290	-1.77	27.985	9.305	33.25	33.08
	L	Hermes International	1,706.000	Mon	0.50	1,643.000	3.83	1,320.500	322.500	24.42	31.40
	L	Safran	131.800	Mon	-0.30	131.380	0.32	103.400	27.980	27.06	25.31
	L	LVMH	798.800	Mon	-0.27	788.100	1.36	662.900	125.200	18.89	22.87
	L	BNP Paribas	62.110	Mon	0.13	60.200	3.17	45.760	14.440	31.56	19.57
	L	Alstom	27.650	Mon	-0.86	26.580	4.03	20.650	5.930	28.72	18.49
		TotalEnergies	57.910	Mon	-1.21	59.200	-2.18	54.400	4.800	8.82	15.48
	L	Publicis	65.100	Mon	0.99	62.240	4.60	48.870	13.370	27.36	14.87
	L	Axa	28.640	Mon		28.040	2.14	23.295	4.745	20.37	13.75
	L	Airbus	115.520	Mon	-0.94	119.220	-3.10	100.380	18.840	18.77	13.70
	L	Saint-Gobain	53.400	Mon	-1.46	53.480	-0.15	40.560	12.920	31.85	13.34
	L	ArcelorMittal	28.935	Mon	-1.65	28.515	1.47	24.235	4.280	17.66	13.11
	L	Vinci	103.920	Mon	-1.07	102.900	0.99	91.780	11.120	12.12	12.10
	L	L´Oreal	380.300	Mon	0.49	383.000	-0.70	346.850	36.150	10.42	11.82
	L	STMicroelectronics	43.575	Mon	-0.26	39.055	11.57	35.095	3.960	11.28	10.78
	L	Schneider Electric	147.180	Mon	-0.47	145.580	1.10	122.240	23.340	19.09	10.71
	L	EssilorLuxottica	166.400	Mon	0.15	174.100	-4.42	150.450	23.650	15.72	10.04
	L	Credit Agricole	10.942	Mon	-0.16	10.578	3.44	9.114	1.464	16.06	7.34
		Thales	123.200	Mon	1.57	121.500	1.40	121.900	-0.400	-0.33	7.27
	L	Veolia	27.390	Mon	-1.15	26.820	2.13	22.390	4.430	19.79	6.95
	L	UnibailRodaWestfield	59.590	Mon	0.18	58.370	2.09	52.090	6.280	12.06	5.16
	L	Pernod Ricard	186.100	Mon	1.03	195.050	-4.59	185.400	9.650	5.20	4.83
	L	Societe Generale	26.615	Mon	0.06	24.695	7.77	21.770	2.925	13.44	4.60
	L	Legrand	82.500	Mon	-0.55	81.680	1.00	72.460	9.220	12.72	4.43
		⇓instrument	freshest		⇓ Δday	1/23/23	⇓ Δwk	8/29/22	prc diff	⇓ Δ21	∅-RS
	L	Michelin	28.620	Mon	-1.00	28.830	-0.73	24.190	4.640	19.18	4.19
	L	Air Liquide	147.840	Mon	-0.28	143.640	2.92	128.240	15.400	12.01	3.66
	L	Kering	566.000	Mon	1.49	537.300	5.34	517.100	20.200	3.91	2.92
	L	Stellantis	14.016	Mon	-1.37	14.014	0.01	13.752	0.262	1.91	1.82
		Engie	12.972	Mon	-0.22	12.610	2.87	12.200	0.410	3.36	0.90
	L	Carrefour	17.540	Mon	0.17	17.340	1.15	16.915	0.425	2.51	0.68
	L	Bouygues	30.280	Mon	0.10	29.810	1.58	29.270	0.540	1.84	-0.63
	L	Sanofi	89.790	Mon	0.27	89.930	-0.16	81.410	8.520	10.47	-1.21
		Worldline	41.420	Mon	0.12	39.680	4.39	40.930	-1.250	-3.05	-1.48
	L	Vivendi	9.950	Mon	0.40	9.600	3.65	9.020	0.580	6.43	-1.68
	L	Cap Gemini	172.850	Mon	-0.09	173.550	-0.40	174.500	-0.950	-0.54	-1.70
	L	Danone	50.100	Mon	1.15	50.310	-0.42	52.370	-2.060	-3.93	-3.37
		Orange	9.616	Mon	0.69	9.587	0.30	10.200	-0.613	-6.01	-7.01
	L	Dassault Systèmes	33.525	Mon	-0.49	34.420	-2.60	38.615	-4.195	-10.86	-9.64
	L	Teleperformance	254.200	Mon	0.12	249.900	1.72	281.100	-31.200	-11.10	-12.18
	L	Eurofins Scientific	65.840	Mon	0.24	64.500	2.08	69.740	-5.240	-7.51	-14.52
CAC 40 - 40 out of 40 instruments rated - 1/23/23 / 8/29/22 - 32 did rise, Market-Ratio(21) = 80.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/07/19	scale up chart	1/23/23

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	468	20.917	23.183		2.266	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	9/21/20	42		Schneider Electric	100	5,451	102.450	101.050		-1.400	-1	550,924	-11
short	9/21/20	12/28/20	98		UnibailRodaWestfield	100	18,057	30.510	65.420	0.000	-30.510	-100	5	-100
long	12/28/20	7/19/21	203		ArcelorMittal	100	0	19.060	24.610		5.550	29	5	0
short	7/19/21	1/30/23	560		Atos	100	0	40.410	11.720	139.332	98.922	245	5	0
accum	1/30/06	1/30/23	6210	days out of 6238 invested (100%)							-100		5	-36

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Atos	short	7/19/21	1/30/23	560	40.41	11.72	139.33	98.92	244.80	244.80
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
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
	long	12/28/20	7/19/21	203	19.06	24.61		5.55	29.12	17.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
Michelin	long	4/09/07	6/11/07	63	20.92	23.18		2.27	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
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
Schneider Electric	long	8/10/20	9/21/20	42	102.45	101.05		-1.40	-1.37	-1.37
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
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
UnibailRodaWestfield	short	9/21/20	12/28/20	98	30.51	65.42	0.00	-30.51	-100.00	-100.00

Annotations

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


	is taking down something concerning