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

Assessment - Cotation Assistée en Continu - 8/02/21 - RS = 21

		⇓instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ21	∅-RS
		CAC 40	6,723.810	16:05	0.72	6,675.900	0.72	5,902.990	772.910	13.09	18.43
		ArcelorMittal	29.295	15:35	1.44	28.880	1.44	20.890	7.990	38.25	70.65
	L	Hermes International	1,326.500	15:36	1.26	1,310.000	1.26	899.600	410.400	45.62	45.82
		Cap Gemini	187.500	15:39	1.30	185.100	1.30	139.500	45.600	32.69	42.48
		Societe Generale	26.450	15:36	6.37	24.865	6.37	22.335	2.530	11.33	41.84
		Saint-Gobain	61.550	15:39	2.21	60.220	2.21	48.480	11.740	24.22	40.17
	L	Dassault Systèmes	47.160	15:36	0.47	46.940	0.47	33.530	13.410	39.99	36.61
		LVMH	695.900	15:35	1.30	687.000	1.30	534.900	152.100	28.44	35.14
		Airbus	114.780	15:37	-1.71	116.780	-1.71	100.520	16.260	16.18	34.46
		UnibailRodaWestfield	71.230	15:38	-1.03	71.970	-1.03	70.580	1.390	1.97	32.76
		Publicis	53.440	15:36	0.15	53.360	0.15	49.390	3.970	8.04	31.00
	L	Veolia	27.730	15:35	-0.54	27.880	-0.54	22.840	5.040	22.07	29.55
	L	Kering	777.000	15:39	0.32	774.500	0.32	553.500	221.000	39.93	29.47
	L	EssilorLuxottica	166.160	15:35	1.32	164.000	1.32	137.150	26.850	19.58	28.11
		Michelin	139.000	15:36	0.25	138.650	0.25	127.350	11.300	8.87	24.73
	L	L´Oreal	393.850	15:39	0.29	392.700	0.29	308.800	83.900	27.17	24.65
	L	Legrand	95.280	15:35	0.49	94.820	0.49	75.040	19.780	26.36	24.37
		Teleperformance	357.000	15:35	-0.08	357.300	-0.08	297.900	59.400	19.94	23.18
		Schneider Electric	143.900	15:39	1.34	142.000	1.34	124.950	17.050	13.65	18.00
		STMicroelectronics	35.105	15:38	0.36	34.980	0.36	29.040	5.940	20.45	17.10
		Thales	87.640	15:35	-1.53	89.000	-1.53	81.180	7.820	9.63	17.10
	L	Pernod Ricard	185.450	15:35	-0.38	186.150	-0.38	157.100	29.050	18.49	17.09
		BNP Paribas	51.400	15:35	0.88	50.950	0.88	53.250	-2.300	-4.32	17.04
		Axa	23.095	15:35	1.27	22.805	1.27	22.565	0.240	1.06	16.84
		Credit Agricole	11.788	15:35	0.55	11.724	0.55	12.565	-0.841	-6.69	16.15
		⇓instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	3/08/21	prc diff	⇓ Δ21	∅-RS
	L	Danone	63.630	15:38	0.55	63.280	0.55	57.060	6.220	10.90	12.97
		Total	39.690	Mon		39.690		40.920	-1.230	-3.01	12.12
		Carrefour	16.340	15:36	1.71	16.065	1.71	14.310	1.755	12.26	8.79
		Vivendi	28.760	15:35	0.77	28.540	0.77	27.840	0.700	2.51	7.30
		Renault	32.300	15:36	-1.39	32.755	-1.39	40.075	-7.320	-18.27	6.71
		Worldline	78.580	15:36	-1.96	80.150	-1.96	72.560	7.590	10.46	6.69
		Vinci	89.550	15:35	-0.25	89.770	-0.25	88.500	1.270	1.44	6.38
		Air Liquide	145.680	15:35	0.43	145.060	0.43	130.850	14.210	10.86	4.97
		Sanofi	86.450	15:35	-0.35	86.750	-0.35	78.370	8.380	10.69	3.33
		Safran	109.500	15:39	-1.78	111.480	-1.78	125.550	-14.070	-11.21	1.22
	S	Bouygues	32.790	15:35	0.15	32.740	0.15	35.250	-2.510	-7.12	-0.93
	S	Orange	9.508	15:35	0.67	9.445	0.67	9.944	-0.499	-5.02	-4.63
	S	Engie	11.482	15:35	1.20	11.346	1.20	11.500	-0.154	-1.34	-6.35
	S	Alstom	34.670	15:35	-1.39	35.160	-1.39	43.280	-8.120	-18.76	-19.52
	S	Atos	39.420	15:35	-2.83	40.570	-2.83	63.540	-22.970	-36.15	-34.81
		Stellantis	17.046	15:35	4.10	16.374	4.10	14.474	1.900	13.13	-na-
CAC 40 - 40 out of 40 instruments rated - 8/02/21 / 3/08/21 - 30 did rise, Market-Ratio(21) = 75.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	8/02/21

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	7/19/21	203		ArcelorMittal	100	0	19.060	24.610		5.550	29	5	0
short	7/19/21	8/03/21	15		Atos	100	0	40.410	39.420	41.425	1.015	3	5	0
accum	1/30/06	8/03/21	5664	days out of 5692 invested (100%)							-100		5	-39

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
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	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
Atos	short	7/19/21	8/03/21	15	40.41	39.42	41.42	1.01	2.51	2.51
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

7/07/21	Dassault Systèmes	stock split 1:5 (five 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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