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

Assessment - Cotation Assistée en Continu - 16/05/22 - RS = 21

		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	20/12/21	prc diff	⇓ Δ21	∅-RS
	S	CAC 40	6,418.260	08:13	-0.19	6,347.770	1.11	6,870.100	-522.330	-7.60	-4.98
		Thales	114.650	08:15	-0.69	116.050	-1.21	71.620	44.430	62.04	32.31
	L	Carrefour	21.100	08:13	0.33	21.170	-0.33	15.625	5.545	35.49	25.80
		TotalEnergies	52.800	08:15	0.90	51.710	2.11	43.365	8.345	19.24	21.87
	L	Orange	11.732	08:14	0.05	11.722	0.09	9.260	2.462	26.59	17.42
	L	Sanofi	100.180	08:15	0.26	100.000	0.18	86.900	13.100	15.07	12.00
	L	Air Liquide	162.720	08:13	-0.17	159.760	1.85	149.660	10.100	6.75	7.30
	L	UnibailRodaWestfield	72.600	08:17	1.81	70.000	3.71	56.510	13.490	23.87	4.56
		STMicroelectronics	38.015	08:15	-0.34	37.145	2.34	41.360	-4.215	-10.19	1.21
		Vinci	92.910	08:15	-0.02	92.560	0.38	85.750	6.810	7.94	1.13
		Cap Gemini	186.000	08:13	-0.85	184.950	0.57	204.100	-19.150	-9.38	0.10
	S	Pernod Ricard	187.350	08:14	-0.87	191.250	-2.04	209.700	-18.450	-8.80	-0.03
	L	Danone	56.010	08:14	0.13	56.600	-1.04	53.140	3.460	6.51	-0.10
	S	ArcelorMittal	27.765	08:22	0.67	27.125	2.36	27.730	-0.605	-2.18	-0.98
	S	Publicis	56.060	08:13	0.14	55.260	1.45	56.200	-0.940	-1.67	-2.29
	L	Bouygues	32.190	08:13	0.44	31.690	1.58	30.230	1.460	4.83	-2.73
	S	Airbus	108.440	08:13	0.15	105.840	2.46	102.060	3.780	3.70	-3.23
		BNP Paribas	53.380	08:14	-0.22	52.310	2.05	56.420	-4.110	-7.28	-4.93
	S	Engie	12.570	08:14	2.60	11.632	8.06	12.758	-1.126	-8.83	-5.04
	S	Axa	23.530	08:13	-0.23	23.040	2.13	24.880	-1.840	-7.40	-5.44
		Veolia	26.580	08:15	1.33	25.820	2.94	31.310	-5.490	-17.53	-8.54
		Michelin	116.700	08:14	0.17	120.750	-3.35	136.000	-15.250	-11.21	-8.60
	S	Saint-Gobain	54.080	08:15	0.30	53.100	1.85	57.890	-4.790	-8.27	-8.62
	S	EssilorLuxottica	148.850	08:14	-1.29	149.300	-0.30	180.140	-30.840	-17.12	-8.99
	S	Teleperformance	310.100	08:15	-0.23	310.900	-0.26	373.500	-62.600	-16.76	-9.97
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	20/12/21	prc diff	⇓ Δ21	∅-RS
	S	Safran	98.420	08:15	-0.20	96.480	2.01	99.440	-2.960	-2.98	-11.96
	S	Schneider Electric	128.460	08:15	-0.36	127.620	0.66	164.660	-37.040	-22.49	-12.04
	S	LVMH	586.700	08:14	-0.58	575.000	2.03	697.800	-122.800	-17.60	-12.74
	S	L´Oreal	323.850	08:14	-1.34	327.800	-1.21	411.000	-83.200	-20.24	-12.99
	S	Societe Generale	24.075	08:15	0.10	23.210	3.73	28.365	-5.155	-18.17	-12.99
	S	Legrand	80.780	08:13	0.35	78.880	2.41	99.360	-20.480	-20.61	-13.30
	S	Credit Agricole	10.534	08:14		10.254	2.73	11.896	-1.642	-13.80	-13.97
	S	Eurofins Scientific	84.600	08:13	-0.47	84.660	-0.07	109.240	-24.580	-22.50	-14.05
	S	Stellantis	13.848	08:15	0.83	13.670	1.30	15.790	-2.120	-13.43	-14.81
	S	Dassault Systèmes	37.740	08:14	-1.05	37.925	-0.49	51.760	-13.835	-26.73	-15.07
		Hermes International	1,083.500	08:14	-0.64	1,065.000	1.74	1,543.500	-478.500	-31.00	-16.67
		Renault	24.410	08:15	0.66	23.590	3.48	28.170	-4.580	-16.26	-20.91
		Alstom	23.370	08:13	-0.34	22.840	2.32	28.740	-5.900	-20.53	-23.72
	L	Vivendi	10.970	08:13	-0.59	10.995	-0.23	11.240	-0.245	-2.18	-25.27
	S	Kering	465.000	08:14	-1.14	460.750	0.92	681.900	-221.150	-32.43	-29.39
		Worldline	36.720	08:15	-1.29	36.040	1.89	45.840	-9.800	-21.38	-32.79
CAC 40 - 40 out of 40 instruments rated - 16/05/22 / 20/12/21 - 11 did rise, Market-Ratio(21) = 27.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	16/05/22

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
2/01/06		30/01/06	28		- cash -
long	30/01/06	22/05/06	112		Alstom	100	323	30.925	32.500		1.575	5	10,509	18
short	22/05/06	16/10/06	147		Orange	100	635	16.540	18.970	14.110	-2.430	-15	8,966	-33
long	16/10/06	19/03/07	154		Klépierre	100	228	39.300	44.876		5.576	14	10,237	37
short	19/03/07	9/04/07	21		Alcatel-Lucent	100	1,205	8.492	8.853	8.131	-0.361	-4	9,802	-53
long	9/04/07	11/06/07	63		Michelin	100	117	83.666	92.730		9.064	11	10,862	81
short	11/06/07	20/07/09	770		Credit Agricole	100	365	29.750	9.980	88.684	58.934	198	32,373	68
long	20/07/09	25/01/10	189		Technip	100	852	37.980	48.610		10.630	28	41,430	61
short	25/01/10	29/03/10	63		Orange	100	2,462	16.825	17.750	15.900	-0.925	-5	39,153	-28
long	29/03/10	19/04/10	21		Safran	100	2,013	19.445	18.895		-0.550	-3	38,046	-39
short	19/04/10	18/10/10	182		Alstom	100	804	47.310	36.100	62.001	14.691	31	49,857	72
long	18/10/10	15/11/10	28		Valeo	100	4,332	11.507	13.105		1.598	14	56,781	445
short	15/11/10	29/11/10	14		Alstom	100	1,681	33.760	30.945	36.831	3.071	9	61,943	868
long	29/11/10	27/12/10	28		Valeo	100	4,618	13.413	14.032		0.618	5	64,799	80
short	27/12/10	17/01/11	21		Alstom	100	1,800	35.980	39.475	32.485	-3.495	-10	58,508	-83
long	17/01/11	14/03/11	56		Valeo	100	3,862	15.148	13.523		-1.625	-11	52,232	-52
short	14/03/11	25/04/11	42		Carrefour	100	1,665	31.360	31.100	31.622	0.262	1	52,669	8
long	25/04/11	9/05/11	14		Alcatel-Lucent	100	12,817	4.109	4.144		0.035	1	53,118	25
short	9/05/11	6/02/12	273		Carrefour	100	1,732	30.665	18.345	51.259	20.594	67	88,786	99
long	6/02/12	9/04/12	63		Airbus	100	3,260	27.230	29.725		2.495	9	96,920	66
short	9/04/12	17/09/12	161		Peugeot	100	11,399	8.502	5.861	12.333	3.831	45	140,589	132
long	17/09/12	24/09/12	7		Credit Agricole	100	23,494	5.984	5.714		-0.270	-5	134,246	-91
short	24/09/12	10/12/12	77		Alcatel-Lucent	100	156,099	0.860	0.822	0.900	0.040	5	140,459	24
long	10/12/12	14/01/13	35		Societe Generale	100	4,874	28.815	34.140		5.325	18	166,413	486
short	14/01/13	28/01/13	14		Engie	100	10,785	15.430	15.390	15.470	0.040	0	166,845	7
long	28/01/13	11/02/13	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	11/02/13	25/02/13	14		Orange	100	20,216	7.883	7.479	8.309	0.426	5	167,973	294
long	25/02/13	22/04/13	56		Credit Agricole	100	22,471	7.475	6.300		-1.175	-16	141,570	-67
short	22/04/13	5/08/13	105		ArcelorMittal	100	5,385	26.286	28.620	23.952	-2.334	-9	129,001	-28
long	5/08/13	16/12/13	133		Alcatel-Lucent	100	70,724	1.824	3.271		1.447	79	231,339	397
short	16/12/13	23/02/15	434		Technip	100	3,295	70.190	57.900	85.089	14.899	21	280,430	18
long	23/02/15	6/07/15	133		Peugeot	100	19,240	14.575	18.595		4.020	28	357,775	95
short	6/07/15	27/03/17	630		ArcelorMittal	100	14,180	25.230	22.800	27.919	2.689	11	395,905	6
long	27/03/17	31/07/17	126		ArcelorMittal	100	17,364	22.800	22.180		-0.620	-3	385,139	-8
short	31/07/17	22/01/18	175		Carrefour	100	18,967	20.305	18.465	22.328	2.023	10	423,517	22
long	22/01/18	5/02/18	14		Kering	100	1,034	409.300	388.900		-20.400	-5	402,423	-74
short	5/02/18	6/05/19	455		Sanofi	100	5,830	69.020	76.710	61.330	-7.690	-11	357,590	-9
long	6/05/19	3/06/19	28		LVMH	100	1,038	344.400	340.500		-3.900	-1	353,542	-14
short	3/06/19	28/10/19	147		ArcelorMittal	100	26,514	13.334	14.270	12.398	-0.936	-7	328,725	-17
long	28/10/19	2/12/19	35		STMicroelectronics	100	15,895	20.680	21.800		1.120	5	346,528	73
short	2/12/19	30/12/19	28		Renault	100	8,018	43.215	42.600	43.839	0.624	1	351,530	21
long	30/12/19	27/01/20	28		STMicroelectronics	100	14,659	23.980	26.140		2.160	9	383,193	208
short	27/01/20	10/08/20	196		Renault	100	10,917	35.100	24.080	51.163	16.063	46	558,555	102
long	10/08/20	21/09/20	42		Schneider Electric	100	5,451	102.450	101.050		-1.400	-1	550,924	-11
short	21/09/20	28/12/20	98		UnibailRodaWestfield	100	18,057	30.510	65.420	0.000	-30.510	-100	5	-100
long	28/12/20	19/07/21	203		ArcelorMittal	100	0	19.060	24.610		5.550	29	5	0
short	19/07/21	18/05/22	303		Atos	100	0	40.410	23.230	70.296	29.886	74	5	0
accum	30/01/06	18/05/22	5952	days out of 5980 invested (100%)							-100		5	-37

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Credit Agricole	short	11/06/07	20/07/09	770	29.75	9.98	88.68	58.93	198.10
	long	17/09/12	24/09/12	7	5.98	5.71		-0.27	-4.51
	long	28/01/13	11/02/13	14	7.76	7.41		-0.35	-4.48
	long	25/02/13	22/04/13	56	7.48	6.30		-1.18	-15.72	129.15
Carrefour	short	14/03/11	25/04/11	42	31.36	31.10	31.62	0.26	0.84
	short	9/05/11	6/02/12	273	30.67	18.35	51.26	20.59	67.16
	short	31/07/17	22/01/18	175	20.31	18.47	22.33	2.02	9.97	85.35
Peugeot	short	9/04/12	17/09/12	161	8.50	5.86	12.33	3.83	45.06
	long	23/02/15	6/07/15	133	14.58	18.60		4.02	27.58	85.07
Alcatel-Lucent	short	19/03/07	9/04/07	21	8.49	8.85	8.13	-0.36	-4.25
	long	25/04/11	9/05/11	14	4.11	4.14		0.04	0.85
	short	24/09/12	10/12/12	77	0.86	0.82	0.90	0.04	4.63
	long	5/08/13	16/12/13	133	1.82	3.27		1.45	79.33	81.18
Atos	short	19/07/21	18/05/22	303	40.41	23.23	70.30	29.89	73.96	73.96
Technip	long	20/07/09	25/01/10	189	37.98	48.61		10.63	27.99
	short	16/12/13	23/02/15	434	70.19	57.90	85.09	14.90	21.23	55.16
Renault	short	2/12/19	30/12/19	28	43.22	42.60	43.84	0.62	1.44
	short	27/01/20	10/08/20	196	35.10	24.08	51.16	16.06	45.76	47.87
Alstom	long	30/01/06	22/05/06	112	30.93	32.50		1.58	5.09
	short	19/04/10	18/10/10	182	47.31	36.10	62.00	14.69	31.05
	short	15/11/10	29/11/10	14	33.76	30.95	36.83	3.07	9.10
	short	27/12/10	17/01/11	21	35.98	39.48	32.49	-3.50	-9.71	35.66
Societe Generale	long	10/12/12	14/01/13	35	28.82	34.14		5.33	18.48	18.48
ArcelorMittal	short	22/04/13	5/08/13	105	26.29	28.62	23.95	-2.33	-8.88
	short	6/07/15	27/03/17	630	25.23	22.80	27.92	2.69	10.66
	long	27/03/17	31/07/17	126	22.80	22.18		-0.62	-2.72
	short	3/06/19	28/10/19	147	13.33	14.27	12.40	-0.94	-7.02
	long	28/12/20	19/07/21	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	28/10/19	2/12/19	35	20.68	21.80		1.12	5.42
	long	30/12/19	27/01/20	28	23.98	26.14		2.16	9.01	14.91
Klépierre	long	16/10/06	19/03/07	154	39.30	44.88		5.58	14.19	14.19
Michelin	long	9/04/07	11/06/07	63	83.67	92.73		9.06	10.83	10.83
Airbus	long	6/02/12	9/04/12	63	27.23	29.73		2.50	9.16	9.16
Valeo	long	18/10/10	15/11/10	28	11.51	13.11		1.60	13.89
	long	29/11/10	27/12/10	28	13.41	14.03		0.62	4.61
	long	17/01/11	14/03/11	56	15.15	13.52		-1.63	-10.73	6.36
Engie	short	14/01/13	28/01/13	14	15.43	15.39	15.47	0.04	0.26	0.26
LVMH	long	6/05/19	3/06/19	28	344.40	340.50		-3.90	-1.13	-1.13
Schneider Electric	long	10/08/20	21/09/20	42	102.45	101.05		-1.40	-1.37	-1.37
Safran	long	29/03/10	19/04/10	21	19.45	18.90		-0.55	-2.83	-2.83
Kering	long	22/01/18	5/02/18	14	409.30	388.90		-20.40	-4.98	-4.98
Sanofi	short	5/02/18	6/05/19	455	69.02	76.71	61.33	-7.69	-11.14	-11.14
Orange	short	22/05/06	16/10/06	147	16.54	18.97	14.11	-2.43	-14.69
	short	25/01/10	29/03/10	63	16.83	17.75	15.90	-0.92	-5.50
	short	11/02/13	25/02/13	14	7.88	7.48	8.31	0.43	5.40	-15.03
UnibailRodaWestfield	short	21/09/20	28/12/20	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)
19/11/20	Eurofins Scientific	stock split 1:10 (ten for one)
5/06/18	Unibail-Rodamco	ISIN change from FR0000124711 to FR0013326246 following Westfield acquisition
18/05/17	ArcelorMittal	reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
20/03/17	CAC 40	Atos replaces Klépierre
21/03/16	CAC 40	Sodexo replaces Alstom
14/01/16	CAC 40	Nokia replaces Alcatel-Lucent
6/01/16	CAC 40	complete analysis
21/12/15	CAC 40	Klépierre replaces EDF
23/08/15	CAC 40	complete analysis
24/04/15	GDF Suez	changes name to Engie


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