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

Assessment - Cotation Assistée en Continu - 2/22/21 - RS = 21

		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	9/28/20	prc diff	⇓ Δ21	∅-RS
	L	CAC 40	5,726.880	13:55	-0.99	5,767.440	-0.70	4,843.270	924.170	19.08	16.12
	L	ArcelorMittal	19.506	13:18	-3.34	19.690	-0.93	11.460	8.230	71.82	74.97
	L	Publicis	48.440	13:21	-0.62	48.500	-0.12	27.580	20.920	75.85	56.26
	L	Renault	36.825	13:25	-1.42	36.885	-0.16	23.100	13.785	59.68	55.94
	L	BNP Paribas	49.705	13:23	-1.20	49.300	0.82	31.820	17.480	54.93	40.54
	L	Credit Agricole	11.645	13:21	-1.31	11.455	1.66	7.578	3.877	51.16	37.91
	L	Societe Generale	20.425	13:25	-2.37	20.150	1.36	11.452	8.698	75.95	36.38
	L	Cap Gemini	133.100	13:23	-0.63	137.100	-2.92	112.650	24.450	21.70	35.17
	L	Airbus	96.380	13:23	-2.58	95.800	0.61	62.310	33.490	53.75	34.99
	L	Saint-Gobain	44.420	13:23	3.09	43.060	3.16	36.000	7.060	19.61	34.72
	L	LVMH	526.500	13:23	-0.85	542.900	-3.02	405.900	137.000	33.75	33.83
	L	STMicroelectronics	32.030	13:25	-1.17	33.830	-5.32	25.700	8.130	31.63	32.73
	L	Hermes International	927.000	13:18	-0.90	951.000	-2.52	733.400	217.600	29.67	28.10
	L	Vivendi	28.690	13:25	-0.97	29.630	-3.17	23.840	5.790	24.29	27.70
	L	Michelin	117.850	13:23	-0.30	120.050	-1.83	93.560	26.490	28.31	26.93
	L	Schneider Electric	124.050	13:23	-0.68	125.800	-1.39	106.700	19.100	17.90	26.33
	L	Safran	113.550	13:23	-2.41	114.800	-1.09	85.700	29.100	33.96	21.18
	L	Dassault Systèmes	172.150	13:23	-0.40	180.550	-4.65	160.300	20.250	12.63	20.27
	L	EssilorLuxottica	134.250	13:23	-0.48	136.950	-1.97	113.000	23.950	21.19	18.43
		Teleperformance	291.200	13:25	6.24	278.500	4.56	265.000	13.500	5.09	16.90
	L	Veolia	22.700	13:25	-2.78	22.800	-0.44	18.275	4.525	24.76	15.50
	L	Axa	20.730	13:23	-1.99	19.930	4.01	16.098	3.832	23.80	15.37
	L	Total	38.265	13:25	-3.02	37.470	2.12	28.800	8.670	30.10	13.70
		UnibailRodaWestfield	59.140	13:25	-3.27	56.900	3.94	31.570	25.330	80.23	13.51
	L	L´Oreal	305.100	13:23	-0.59	310.900	-1.87	278.600	32.300	11.59	13.18
		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	9/28/20	prc diff	⇓ Δ21	∅-RS
	L	Engie	12.230	13:23	-2.98	12.735	-3.97	11.410	1.325	11.61	11.19
	L	Pernod Ricard	158.250	13:18	-1.49	160.950	-1.68	135.950	25.000	18.39	11.14
	L	Thales	78.340	13:25	-1.14	78.100	0.31	63.980	14.120	22.07	9.88
		Legrand	72.160	13:23	-0.85	73.120	-1.31	66.860	6.260	9.36	9.08
	L	Vinci	87.020	13:25	-1.02	85.540	1.73	72.420	13.120	18.12	7.99
		Worldline	73.960	13:23	-0.32	74.900	-1.26	74.000	0.900	1.22	7.98
		Bouygues	33.730	13:23	-1.55	33.190	1.63	29.730	3.460	11.64	7.15
	L	Carrefour	14.505	13:23	-1.39	14.900	-2.65	13.975	0.925	6.62	6.75
		Air Liquide	125.150	13:23	-1.30	131.100	-4.54	137.200	-6.100	-4.45	1.42
		Kering	527.700	13:23	0.08	522.300	1.03	574.400	-52.100	-9.07	1.24
	L	Danone	57.020	13:23	-2.53	57.420	-0.70	55.660	1.760	3.16	0.78
	L	Orange	9.604	13:23	-1.94	9.744	-1.44	8.996	0.748	8.31	-4.87
		Alstom	41.440	13:23	-0.36	40.420	2.52	44.030	-3.610	-8.20	-5.25
	S	Atos	64.480	13:23	-1.26	63.860	0.97	70.620	-6.760	-9.57	-5.72
	S	Sanofi	76.390	13:23	0.98	76.300	0.12	87.320	-11.020	-12.62	-10.00
		Stellantis	13.430	13:25	-0.81	13.200	1.74				-na-
CAC 40 - 39 out of 40 instruments rated - 2/22/21 / 9/28/20 - 34 did rise, Market-Ratio(21) = 87.18 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	2/22/21

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	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	2/26/21	60		ArcelorMittal	100	0	19.060	19.506		0.446	2	5	0
accum	1/30/06	2/26/21	5506	days out of 5534 invested (99%)							-100		5	-40

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
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
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	2/26/21	60	19.06	19.51		0.45	2.34	-6.66
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

6/05/18	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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