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

Assessment - Cotation Assistée en Continu in Swiss Franc - 11/18/19 - RS = 13

		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	8/19/19	prc diff	⇓ Δ13	∅-RS
	L	CAC 40	6,468.814	17:05	-0.35	6,491.519	-0.35	5,840.712	650.807	11.14	9.55
	L	STMicroelectronics	23.931	16:36	-0.91	24.150	-0.91	17.707	6.442	36.38	44.01
	L	Valeo	39.334	16:35	3.19	38.118	3.19	26.444	11.674	44.15	24.22
	L	LVMH	435.921	16:36	-1.01	440.355	-1.01	388.017	52.338	13.49	22.28
	L	Schneider Electric	95.548	16:39	-0.89	96.402	-0.89	79.441	16.961	21.35	20.87
	L	EssilorLuxottica	153.317	16:39	0.18	153.043	0.18	139.778	13.266	9.49	19.70
	L	Safran	162.732	16:35	-0.23	163.115	-0.23	138.038	25.077	18.17	18.93
	L	Legrand	78.645	16:35	-0.33	78.908	-0.33	67.654	11.254	16.63	18.25
		Airbus	148.117	16:39	0.67	147.132	0.67	135.678	11.453	8.44	17.54
	L	Vinci	110.841	16:35	-0.64	111.553	-0.64	105.972	5.581	5.27	15.40
	L	BNP Paribas	55.558	16:36	0.32	55.382	0.32	44.358	11.024	24.85	14.66
	L	Credit Agricole	13.750	16:37		13.750		11.178	2.572	23.01	14.31
	L	Kering	601.554	16:36	1.59	592.139	1.59	476.201	115.939	24.35	14.18
	L	Axa	27.511	16:36	-0.08	27.532	-0.08	23.617	3.915	16.58	11.92
	L	Bouygues	40.636	16:37	-1.41	41.217	-1.41	35.371	5.845	16.53	11.75
	L	Hermes International	724.273	16:35	0.76	718.800	0.76	666.757	52.043	7.81	11.59
	L	L´Oreal	285.506	16:39	-0.57	287.148	-0.57	258.352	28.796	11.15	11.13
		Veolia	25.026	16:36	-1.64	25.442	-1.64	23.965	1.477	6.16	11.03
	L	Dassault Systèmes	152.934	16:35	-1.10	154.631	-1.10	139.451	15.179	10.88	10.17
	L	Saint-Gobain	40.472	16:39	-0.24	40.571	-0.24	35.170	5.401	15.36	9.86
	L	Michelin	123.102	16:35	0.40	122.610	0.40	101.666	20.943	20.60	8.46
	L	Societe Generale	31.063	16:35	0.37	30.948	0.37	24.335	6.613	27.18	8.41
	L	Pernod Ricard	186.597	16:36	-0.32	187.199	-0.32	171.908	15.290	8.89	8.23
	L	Sanofi	90.983	16:39	-1.54	92.406	-1.54	83.986	8.420	10.03	7.59
		Sodexo	115.877	16:35	-1.03	117.081	-1.03	111.235	5.846	5.26	6.90
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	8/19/19	prc diff	⇓ Δ13	∅-RS
	L	Peugeot	24.850	16:35	-1.35	25.190	-1.35	21.056	4.133	19.63	5.66
		Air Liquide	132.845	16:38	-0.70	133.776	-0.70	134.232	-0.456	-0.34	4.25
		Engie	15.545	16:36	-0.98	15.698	-0.98	14.820	0.878	5.92	4.21
		Danone	81.711	16:35	-0.37	82.017	-0.37	87.574	-5.557	-6.35	3.96
	L	Orange	16.021	16:38	-0.91	16.169	-0.91	14.782	1.387	9.38	3.66
	L	UnibailRodaWestfield	157.367	16:39	-0.45	158.079	-0.45	132.873	25.206	18.97	2.26
		Cap Gemini	118.231	16:39	0.47	117.683	0.47	115.747	1.936	1.67	2.01
	L	Accor	43.570	16:38	2.21	42.629	2.21	41.939	0.690	1.65	1.50
		Vivendi	27.127	16:35	-0.48	27.259	-0.48	27.912	-0.653	-2.34	1.19
	L	Total	53.489	16:38	-0.34	53.669	-0.34	48.006	5.663	11.80	0.36
	L	Atos	79.368	16:35	-0.17	79.499	-0.17	73.221	6.278	8.57	-2.92
	S	Carrefour	16.706	16:39	-0.42	16.777	-0.42	16.924	-0.148	-0.87	-8.65
	L	ArcelorMittal	16.169	16:35	0.71	16.055	0.71	13.268	2.788	21.01	-11.15
	S	TechnipFMC	18.950	16:35	-2.31	19.399	-2.31	23.791	-4.392	-18.46	-16.14
	S	Publicis	43.253	16:36	0.89	42.870	0.89	46.419	-3.549	-7.65	-18.37
		Renault	48.234	16:39	1.23	47.648	1.23	53.492	-5.844	-10.92	-22.66
CAC 40 - 40 out of 40 instruments rated - 11/18/19 / 8/19/19 - 33 did rise, Market-Ratio(13) in CHF = 82.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC 40 RS = 13 - B/S = 48/48

1/05/15	scale up chart	11/18/19

Transactions Cotation Assistée en Continu in Swiss Franc * L13 - 48 ex 11 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	5/22/06	140		Axa	100	238	41.992	40.036	-1.956	-5	9,534	-12
5/22/06		8/21/06	91		- cash -
	8/21/06	4/30/07	252		UnibailRodaWestfield	100	44	215.312	295.291	79.979	37	13,053	58
	4/30/07	7/23/07	84		Michelin	100	87	149.186	168.033	18.847	13	14,693	68
7/23/07		10/29/07	98		- cash -
	10/29/07	11/12/07	14		ArcelorMittal	100	50	290.029	239.860	-50.170	-17	12,185	-99
11/12/07		12/10/07	28		- cash -
	12/10/07	12/24/07	14		ArcelorMittal	100	48	251.993	262.106	10.112	4	12,670	179
12/24/07		4/21/08	119		- cash -
	4/21/08	5/26/08	35		ArcelorMittal	100	46	271.789	309.826	38.037	14	14,420	292
5/26/08		6/02/08	7		- cash -
	6/02/08	6/23/08	21		Hermes International	100	82	174.176	158.769	-15.407	-9	13,156	-80
6/23/08		1/26/09	217		- cash -
	1/26/09	2/02/09	7		Sodexo	100	216	60.808	57.966	-2.842	-5	12,542	-92
2/02/09		4/20/09	77		- cash -
	4/20/09	2/08/10	294		Kering	100	144	86.642	122.253	35.612	41	17,671	53
2/08/10		2/22/10	14		- cash -
	2/22/10	5/24/10	91		Safran	100	792	22.303	30.886	8.583	38	24,468	269
5/24/10		6/14/10	21		- cash -
	6/14/10	6/28/10	14		Safran	100	756	32.350	31.520	-0.831	-3	23,840	-49
6/28/10		8/02/10	35		- cash -
	8/02/10	2/28/11	210		Safran	100	832	28.639	32.918	4.279	15	27,400	27
	2/28/11	3/14/11	14		Valeo	100	1,427	19.196	17.486	-1.710	-9	24,960	-91
3/14/11		4/04/11	21		- cash -
	4/04/11	4/18/11	14		Valeo	100	1,341	18.604	16.268	-2.336	-13	21,827	-97
4/18/11		4/25/11	7		- cash -
	4/25/11	5/16/11	21		Saint-Gobain	100	359	60.774	57.092	-3.683	-6	20,505	-66
5/16/11		6/13/11	28		- cash -
	6/13/11	6/27/11	14		Hermes International	100	90	226.860	234.175	7.314	3	21,163	129
6/27/11		7/04/11	7		- cash -
	7/04/11	7/11/11	7		Hermes International	100	83	252.478	253.836	1.358	1	21,276	32
7/11/11		11/07/11	119		- cash -
	11/07/11	11/14/11	7		Hermes International	100	69	306.701	311.196	4.496	1	21,586	114
11/14/11		12/05/11	21		- cash -
	12/05/11	12/19/11	14		Hermes International	100	78	275.182	260.888	-14.294	-5	20,471	-75
12/19/11		12/26/11	7		- cash -
	12/26/11	1/09/12	14		Hermes International	100	72	280.671	298.125	17.454	6	21,728	382
1/09/12		1/16/12	7		- cash -
	1/16/12	4/23/12	98		Hermes International	100	72	300.160	301.902	1.742	1	21,853	2
4/23/12		4/30/12	7		- cash -
	4/30/12	5/07/12	7		Atos	100	373	58.454	55.854	-2.600	-4	20,884	-91
5/07/12		7/30/12	84		- cash -
	7/30/12	12/17/12	140		Dassault Systèmes	100	433	48.134	50.867	2.733	6	22,067	15
	12/17/12	3/25/13	98		Societe Generale	100	617	35.748	31.501	-4.247	-12	19,446	-38
	3/25/13	4/22/13	28		Airbus	100	383	50.654	48.023	-2.631	-5	18,439	-50
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
4/22/13		4/29/13	7		- cash -
	4/29/13	6/24/13	56		Credit Agricole	100	2,130	8.656	7.781	-0.874	-10	16,576	-50
6/24/13		7/01/13	7		- cash -
	7/01/13	7/29/13	28		STMicroelectronics	100	1,940	8.544	7.842	-0.702	-8	15,215	-67
	7/29/13	1/27/14	182		Peugeot	100	1,721	8.840	11.415	2.575	29	19,646	67
1/27/14		2/10/14	14		- cash -
	2/10/14	7/14/14	154		Valeo	100	557	35.259	39.356	4.097	12	21,928	30
7/14/14		11/10/14	119		- cash -
	11/10/14	12/15/14	35		Orange	100	1,462	14.996	15.913	0.917	6	23,268	86
12/15/14		12/22/14	7		- cash -
	12/22/14	3/09/15	77		Orange	100	1,348	17.254	16.102	-1.152	-7	21,715	-28
	3/09/15	6/15/15	98		Peugeot	100	1,248	17.392	18.838	1.446	8	23,520	35
6/15/15		6/22/15	7		- cash -
	6/22/15	6/29/15	7		Peugeot	100	1,206	19.498	19.441	-0.057	0	23,451	-14
6/29/15		7/20/15	21		- cash -
	7/20/15	7/27/15	7		Peugeot	100	1,210	19.380	18.444	-0.935	-5	22,320	-92
7/27/15		8/03/15	7		- cash -
	8/03/15	8/17/15	14		Peugeot	100	1,169	19.086	18.337	-0.749	-4	21,444	-65
8/17/15		10/05/15	49		- cash -
	10/05/15	10/12/15	7		Veolia	100	958	22.372	21.440	-0.932	-4	20,551	-89
10/12/15		10/26/15	14		- cash -
	10/26/15	11/02/15	7		Veolia	100	882	23.278	23.212	-0.067	0	20,492	-14
11/02/15		11/23/15	21		- cash -
	11/23/15	1/11/16	49		Veolia	100	851	24.052	23.175	-0.878	-4	19,745	-24
1/11/16		3/14/16	63		- cash -
	3/14/16	3/21/16	7		Vinci	100	278	70.795	70.830	0.035	0	19,755	3
3/21/16		4/18/16	28		- cash -
	4/18/16	6/13/16	56		Vinci	100	274	72.054	69.296	-2.758	-4	18,999	-22
6/13/16		8/01/16	49		- cash -
	8/01/16	8/29/16	28		ArcelorMittal	100	1,016	18.685	18.258	-0.427	-2	18,566	-26
8/29/16		9/05/16	7		- cash -
	9/05/16	4/24/17	231		ArcelorMittal	100	1,013	18.320	23.854	5.534	30	24,172	52
	4/24/17	7/24/17	91		STMicroelectronics	100	1,584	15.253	15.701	0.447	3	24,880	12
7/24/17		9/11/17	49		- cash -
	9/11/17	9/18/17	7		STMicroelectronics	100	1,381	18.006	18.897	0.891	5	26,111	1,142
9/18/17		9/25/17	7		- cash -
	9/25/17	2/05/18	133		Kering	100	68	382.363	452.030	69.667	18	30,849	58
2/05/18		2/26/18	21		- cash -
	2/26/18	3/05/18	7		Airbus	100	270	114.218	111.032	-3.187	-3	29,988	-77
3/05/18		5/07/18	63		- cash -
	5/07/18	7/23/18	77		Kering	100	52	571.592	561.856	-9.736	-2	29,482	-8
7/23/18		9/24/18	63		- cash -
	9/24/18	10/08/18	14		Safran	100	217	135.269	129.937	-5.332	-4	28,325	-65
10/08/18		2/11/19	126		- cash -
	2/11/19	6/03/19	112		Airbus	100	224	125.957	130.871	4.914	4	29,426	13
6/03/19		6/17/19	14		- cash -
	6/17/19	7/22/19	35		LVMH	100	73	401.364	423.580	22.216	6	31,047	75
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
7/22/19		7/29/19	7		- cash -
	7/29/19	8/05/19	7		LVMH	100	74	418.511	374.342	-44.170	-11	27,779	-100
8/05/19		8/19/19	14		- cash -
	8/19/19	8/26/19	7		Danone	100	317	87.574	86.690	-0.885	-1	27,498	-41
8/26/19		9/02/19	7		- cash -
	9/02/19	10/07/19	35		Vinci	100	253	108.454	106.357	-2.097	-2	26,968	-18
10/07/19		10/14/19	7		- cash -
	10/14/19	11/19/19	36		STMicroelectronics	100	1,288	20.924	23.931	3.007	14	30,840	290
accum	1/02/06	11/19/19	3256	days out of 5069 invested (64%)						208		30,840	13

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Kering	long	4/20/09	2/08/10	294	86.64	122.25	35.61	41.10
		9/25/17	2/05/18	133	382.36	452.03	69.67	18.22
		5/07/18	7/23/18	77	571.59	561.86	-9.74	-1.70	63.97
Safran		2/22/10	5/24/10	91	22.30	30.89	8.58	38.48
		6/14/10	6/28/10	14	32.35	31.52	-0.83	-2.57
		8/02/10	2/28/11	210	28.64	32.92	4.28	14.94
		9/24/18	10/08/18	14	135.27	129.94	-5.33	-3.94	48.97
UnibailRodaWestfield		8/21/06	4/30/07	252	215.31	295.29	79.98	37.15	37.15
Peugeot		7/29/13	1/27/14	182	8.84	11.41	2.57	29.13
		3/09/15	6/15/15	98	17.39	18.84	1.45	8.32
		6/22/15	6/29/15	7	19.50	19.44	-0.06	-0.29
		7/20/15	7/27/15	7	19.38	18.44	-0.94	-4.83
		8/03/15	8/17/15	14	19.09	18.34	-0.75	-3.92	27.51
ArcelorMittal		10/29/07	11/12/07	14	290.03	239.86	-50.17	-17.30
		12/10/07	12/24/07	14	251.99	262.11	10.11	4.01
		4/21/08	5/26/08	35	271.79	309.83	38.04	13.99
		8/01/16	8/29/16	28	18.68	18.26	-0.43	-2.28
		9/05/16	4/24/17	231	18.32	23.85	5.53	30.21	24.76
STMicroelectronics		7/01/13	7/29/13	28	8.54	7.84	-0.70	-8.22
		4/24/17	7/24/17	91	15.25	15.70	0.45	2.93
		9/11/17	9/18/17	7	18.01	18.90	0.89	4.95
		10/14/19	11/19/19	36	20.92	23.93	3.01	14.37	13.40
Michelin		4/30/07	7/23/07	84	149.19	168.03	18.85	12.63	12.63
Dassault Systèmes		7/30/12	12/17/12	140	48.13	50.87	2.73	5.68	5.68
Orange		11/10/14	12/15/14	35	15.00	15.91	0.92	6.11
		12/22/14	3/09/15	77	17.25	16.10	-1.15	-6.68	-0.97
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Danone		8/19/19	8/26/19	7	87.57	86.69	-0.88	-1.01	-1.01
Hermes International		6/02/08	6/23/08	21	174.18	158.77	-15.41	-8.85
		6/13/11	6/27/11	14	226.86	234.17	7.31	3.22
		7/04/11	7/11/11	7	252.48	253.84	1.36	0.54
		11/07/11	11/14/11	7	306.70	311.20	4.50	1.47
		12/05/11	12/19/11	14	275.18	260.89	-14.29	-5.19
		12/26/11	1/09/12	14	280.67	298.12	17.45	6.22
		1/16/12	4/23/12	98	300.16	301.90	1.74	0.58	-2.78
Airbus		3/25/13	4/22/13	28	50.65	48.02	-2.63	-5.19
		2/26/18	3/05/18	7	114.22	111.03	-3.19	-2.79
		2/11/19	6/03/19	112	125.96	130.87	4.91	3.90	-4.24
Atos		4/30/12	5/07/12	7	58.45	55.85	-2.60	-4.45	-4.45
Axa		1/02/06	5/22/06	140	41.99	40.04	-1.96	-4.66	-4.66
Sodexo		1/26/09	2/02/09	7	60.81	57.97	-2.84	-4.67	-4.67
LVMH		6/17/19	7/22/19	35	401.36	423.58	22.22	5.54
		7/29/19	8/05/19	7	418.51	374.34	-44.17	-10.55	-5.60
Vinci		3/14/16	3/21/16	7	70.80	70.83	0.03	0.05
		4/18/16	6/13/16	56	72.05	69.30	-2.76	-3.83
		9/02/19	10/07/19	35	108.45	106.36	-2.10	-1.93	-5.64
Saint-Gobain		4/25/11	5/16/11	21	60.77	57.09	-3.68	-6.06	-6.06
Veolia		10/05/15	10/12/15	7	22.37	21.44	-0.93	-4.17
		10/26/15	11/02/15	7	23.28	23.21	-0.07	-0.29
		11/23/15	1/11/16	49	24.05	23.17	-0.88	-3.65	-7.93
Credit Agricole		4/29/13	6/24/13	56	8.66	7.78	-0.87	-10.10	-10.10
Valeo		2/28/11	3/14/11	14	19.20	17.49	-1.71	-8.91
		4/04/11	4/18/11	14	18.60	16.27	-2.34	-12.56
		2/10/14	7/14/14	154	35.26	39.36	4.10	11.62	-11.09
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Societe Generale		12/17/12	3/25/13	98	35.75	31.50	-4.25	-11.88	-11.88

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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