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

Assessment - Cotation Assistée en Continu - 2/22/21 - RS = 13

		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	11/23/20	prc diff	⇓ Δ13	∅-RS
	L	CAC 40	5,703.220	Fri	-1.39	5,767.440	-1.11	5,492.150	275.290	5.01	16.12
	L	ArcelorMittal	19.316	Fri	-4.28	19.690	-1.90	14.332	5.358	37.38	74.97
	L	Publicis	48.540	Fri	-0.41	48.500	0.08	38.040	10.460	27.50	56.26
	L	Renault	37.125	Fri	-0.62	36.885	0.65	32.170	4.715	14.66	55.94
	L	BNP Paribas	49.275	Fri	-2.06	49.300	-0.05	41.490	7.810	18.82	40.54
	L	Credit Agricole	11.615	Fri	-1.57	11.455	1.40	9.312	2.143	23.01	37.91
	L	Societe Generale	20.535	Fri	-1.84	20.150	1.91	16.554	3.596	21.72	36.38
	L	Cap Gemini	133.150	Fri	-0.60	137.100	-2.88	115.850	21.250	18.34	35.17
	L	Airbus	95.910	Fri	-3.05	95.800	0.11	90.140	5.660	6.28	34.99
	L	Saint-Gobain	44.420	Fri	3.09	43.060	3.16	39.660	3.400	8.57	34.72
	L	LVMH	525.000	Fri	-1.13	542.900	-3.30	492.500	50.400	10.23	33.83
	L	STMicroelectronics	31.970	Fri	-1.36	33.830	-5.50	31.310	2.520	8.05	32.73
	L	Hermes International	923.200	Fri	-1.30	951.000	-2.92	835.800	115.200	13.78	28.10
	L	Vivendi	28.570	Fri	-1.38	29.630	-3.58	25.290	4.340	17.16	27.70
	L	Michelin	119.750	Fri	1.31	120.050	-0.25	106.300	13.750	12.94	26.93
	L	Schneider Electric	122.850	Fri	-1.64	125.800	-2.34	119.750	6.050	5.05	26.33
	L	Safran	113.250	Fri	-2.66	114.800	-1.35	122.250	-7.450	-6.09	21.18
	L	Dassault Systèmes	171.900	Fri	-0.55	180.550	-4.79	153.800	26.750	17.39	20.27
	L	EssilorLuxottica	135.000	Fri	0.07	136.950	-1.42	116.500	20.450	17.55	18.43
		Teleperformance	293.100	Fri	6.93	278.500	5.24	279.800	-1.300	-0.46	16.90
	L	Veolia	22.350	Fri	-4.28	22.800	-1.97	18.575	4.225	22.75	15.50
	L	Axa	20.800	Fri	-1.65	19.930	4.37	18.966	0.964	5.08	15.37
	L	Total	38.375	Fri	-2.74	37.470	2.42	36.120	1.350	3.74	13.70
		UnibailRodaWestfield	60.820	Fri	-0.52	56.900	6.89	58.840	-1.940	-3.30	13.51
	L	L´Oreal	302.800	Fri	-1.34	310.900	-2.61	306.300	4.600	1.50	13.18
		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	11/23/20	prc diff	⇓ Δ13	∅-RS
	L	Engie	12.085	Fri	-4.13	12.735	-5.10	12.230	0.505	4.13	11.19
	L	Pernod Ricard	157.350	Fri	-2.05	160.950	-2.24	156.000	4.950	3.17	11.14
	L	Thales	78.440	Fri	-1.01	78.100	0.44	79.600	-1.500	-1.88	9.88
		Legrand	71.920	Fri	-1.18	73.120	-1.64	71.660	1.460	2.04	9.08
	L	Vinci	86.040	Fri	-2.14	85.540	0.58	86.560	-1.020	-1.18	7.99
		Worldline	73.800	Fri	-0.54	74.900	-1.47	74.760	0.140	0.19	7.98
		Bouygues	33.560	Fri	-2.04	33.190	1.11	33.390	-0.200	-0.60	7.15
	L	Carrefour	14.445	Fri	851.58	14.900	-3.05	13.515	1.385	10.25	6.75
		Air Liquide	124.700	Fri	-1.66	131.100	-4.88	136.650	-5.550	-4.06	1.42
		Kering	524.900	Fri	-0.46	522.300	0.50	610.000	-87.700	-14.38	1.24
	L	Danone	56.460	Fri	-3.49	57.420	-1.67	50.840	6.580	12.94	0.78
	L	Orange	9.548	Fri	-2.51	9.744	-2.01	10.280	-0.536	-5.21	-4.87
		Alstom	41.340	Fri	-0.60	40.420	2.28	41.310	-0.890	-2.15	-5.25
	S	Atos	64.620	Fri	-1.04	63.860	1.19	71.820	-7.960	-11.08	-5.72
	S	Sanofi	75.800	Fri	0.20	76.300	-0.66	84.090	-7.790	-9.26	-10.00
		Stellantis	13.424	Fri	-0.86	13.200	1.70				-na-
CAC 40 - 39 out of 40 instruments rated - 2/22/21 / 11/23/20 - 27 did rise, Market-Ratio(13) = 69.23 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

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

Transactions Cotation Assistée en Continu * 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		Alstom	100	410	24.365	32.500	8.135	33	13,335	112
5/22/06		8/21/06	91		- cash -
	8/21/06	7/23/07	336		Alstom	100	384	34.700	68.295	33.595	97	26,236	109
7/23/07		10/29/07	98		- cash -
	10/29/07	11/12/07	14		Alstom	100	317	82.570	72.460	-10.110	-12	23,031	-97
11/12/07		12/10/07	28		- cash -
	12/10/07	12/24/07	14		Alstom	100	292	78.665	73.250	-5.415	-7	21,450	-84
12/24/07		4/21/08	119		- cash -
	4/21/08	5/26/08	35		ArcelorMittal	100	127	168.750	191.700	22.950	14	24,364	278
5/26/08		6/02/08	7		- cash -
	6/02/08	6/23/08	21		Hermes International	100	226	107.450	98.230	-9.220	-9	22,281	-79
6/23/08		1/26/09	217		- cash -
	1/26/09	2/02/09	7		Sanofi	100	478	46.550	44.410	-2.140	-5	21,258	-91
2/02/09		2/16/09	14		- cash -
	2/16/09	2/23/09	7		Teleperformance	100	934	22.740	21.420	-1.320	-6	20,025	-96
2/23/09		4/20/09	56		- cash -
	4/20/09	2/08/10	294		Kering	100	351	56.990	83.330	26.340	46	29,270	60
2/08/10		2/22/10	14		- cash -
	2/22/10	5/24/10	91		Safran	100	1,921	15.230	21.380	6.150	40	41,084	290
5/24/10		8/09/10	77		- cash -
	8/09/10	8/30/10	21		Hermes International	100	300	136.700	146.950	10.250	7	44,159	251
8/30/10		9/06/10	7		- cash -
	9/06/10	9/20/10	14		Hermes International	100	294	150.200	159.600	9.400	6	46,923	387
9/20/10		9/27/10	7		- cash -
	9/27/10	2/21/11	147		Hermes International	100	288	162.550	146.950	-15.600	-10	42,430	-22
	2/21/11	3/14/11	21		STMicroelectronics	100	4,544	9.337	9.097	-0.240	-3	41,340	-36
3/14/11		3/21/11	7		- cash -
	3/21/11	4/18/11	28		STMicroelectronics	100	4,819	8.577	8.026	-0.551	-6	38,684	-58
4/18/11		4/25/11	7		- cash -
	4/25/11	5/09/11	14		Saint-Gobain	100	821	47.090	45.860	-1.230	-3	37,675	-50
5/09/11		6/13/11	35		- cash -
	6/13/11	6/20/11	7		Hermes International	100	200	187.550	187.650	0.100	0	37,695	3
6/20/11		7/04/11	14		- cash -
	7/04/11	7/11/11	7		Hermes International	100	183	204.950	212.700	7.750	4	39,113	593
7/11/11		11/07/11	119		- cash -
	11/07/11	11/14/11	7		Hermes International	100	155	251.250	251.350	0.100	0	39,128	2
11/14/11		12/05/11	21		- cash -
	12/05/11	12/19/11	14		Hermes International	100	175	223.000	213.650	-9.350	-4	37,492	-67
12/19/11		12/26/11	7		- cash -
	12/26/11	1/09/12	14		Hermes International	100	163	229.550	245.350	15.800	7	40,067	467
1/09/12		1/16/12	7		- cash -
	1/16/12	4/23/12	98		Hermes International	100	161	248.600	251.250	2.650	1	40,494	4
4/23/12		4/30/12	7		- cash -
	4/30/12	5/07/12	7		Atos	100	832	48.655	46.495	-2.160	-4	38,697	-91
5/07/12		7/30/12	84		- cash -
	7/30/12	12/17/12	140		Dassault Systèmes	100	965	40.075	42.105	2.030	5	40,656	14
	12/17/12	3/25/13	98		Societe Generale	100	1,373	29.590	25.780	-3.810	-13	35,425	-40
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
	3/25/13	4/22/13	28		Teleperformance	100	1,077	32.885	32.545	-0.340	-1	35,059	-13
4/22/13		4/29/13	7		- cash -
	4/29/13	6/24/13	56		Credit Agricole	100	4,974	7.047	6.346	-0.701	-10	31,572	-49
6/24/13		7/01/13	7		- cash -
	7/01/13	9/16/13	77		Teleperformance	100	830	38.015	37.100	-0.915	-2	30,812	-11
	9/16/13	11/25/13	70		Veolia	100	2,336	13.185	12.310	-0.875	-7	28,768	-30
	11/25/13	12/16/13	21		Societe Generale	100	693	41.490	40.185	-1.305	-3	27,864	-43
12/16/13		12/23/13	7		- cash -
	12/23/13	1/27/14	35		Airbus	100	498	55.910	52.760	-3.150	-6	26,295	-45
1/27/14		2/10/14	14		- cash -
	2/10/14	7/14/14	154		Credit Agricole	100	2,557	10.280	10.020	-0.260	-3	25,631	-6
7/14/14		11/10/14	119		- cash -
	11/10/14	12/15/14	35		Orange	100	2,055	12.470	13.250	0.780	6	27,233	88
12/15/14		12/22/14	7		- cash -
	12/22/14	3/16/15	84		Orange	100	1,899	14.340	15.370	1.030	7	29,189	35
	3/16/15	5/04/15	49		STMicroelectronics	100	3,185	9.162	7.004	-2.158	-24	22,316	-86
	5/04/15	6/15/15	42		Renault	100	238	93.500	92.450	-1.050	-1	22,066	-9
6/15/15		6/22/15	7		- cash -
	6/22/15	6/29/15	7		Renault	100	231	95.480	94.270	-1.210	-1	21,787	-49
6/29/15		7/20/15	21		- cash -
	7/20/15	7/27/15	7		Cap Gemini	100	243	89.370	86.900	-2.470	-3	21,187	-77
7/27/15		8/03/15	7		- cash -
	8/03/15	8/24/15	21		Cap Gemini	100	243	86.990	76.460	-10.530	-12	18,628	-89
8/24/15		10/05/15	42		- cash -
	10/05/15	10/12/15	7		Thales	100	289	64.390	60.110	-4.280	-7	17,391	-97
10/12/15		10/26/15	14		- cash -
	10/26/15	11/02/15	7		Thales	100	262	66.160	66.310	0.150	0	17,430	13
11/02/15		11/16/15	14		- cash -
	11/16/15	1/11/16	56		Worldline	100	741	23.500	21.900	-1.600	-7	16,245	-37
1/11/16		3/14/16	63		- cash -
	3/14/16	3/21/16	7		Thales	100	225	72.010	74.950	2.940	4	16,906	706
3/21/16		4/11/16	21		- cash -
	4/11/16	6/13/16	63		Thales	100	222	75.970	72.340	-3.630	-5	16,100	-25
6/13/16		7/25/16	42		- cash -
	7/25/16	10/31/16	98		Worldline	100	599	26.865	25.040	-1.825	-7	15,007	-23
	10/31/16	7/24/17	266		STMicroelectronics	100	1,726	8.690	14.250	5.560	64	24,604	97
7/24/17		9/11/17	49		- cash -
	9/11/17	2/05/18	147		STMicroelectronics	100	1,559	15.775	18.650	2.875	18	29,086	52
2/05/18		2/26/18	21		- cash -
	2/26/18	3/05/18	7		Airbus	100	293	98.940	95.750	-3.190	-3	28,151	-82
3/05/18		5/07/18	63		- cash -
	5/07/18	7/30/18	84		Kering	100	58	478.000	463.500	-14.500	-3	27,310	-13
7/30/18		9/24/18	56		- cash -
	9/24/18	10/08/18	14		Safran	100	228	119.500	114.000	-5.500	-5	26,056	-71
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
10/08/18		2/11/19	126		- cash -
	2/11/19	2/25/19	14		Worldline	100	490	53.100	49.420	-3.680	-7	24,253	-85
	2/25/19	4/15/19	49		Safran	100	202	119.800	121.250	1.450	1	24,546	9
	4/15/19	6/03/19	49		LVMH	100	71	342.950	340.500	-2.450	-1	24,372	-5
6/03/19		6/10/19	7		- cash -
	6/10/19	8/05/19	56		LVMH	100	68	357.050	343.250	-13.800	-4	23,433	-23
8/05/19		8/12/19	7		- cash -
	8/12/19	9/30/19	49		Worldline	100	387	60.550	57.900	-2.650	-4	22,408	-28
	9/30/19	10/07/19	7		STMicroelectronics	100	1,263	17.730	17.905	0.175	1	22,629	67
10/07/19		10/14/19	7		- cash -
	10/14/19	3/02/20	140		STMicroelectronics	100	1,189	19.030	24.320	5.290	28	28,919	90
3/02/20		6/08/20	98		- cash -
	6/08/20	9/07/20	91		STMicroelectronics	100	1,207	23.950	24.110	0.160	1	29,112	3
9/07/20		9/14/20	7		- cash -
	9/14/20	9/21/20	7		Teleperformance	100	112	259.100	253.500	-5.600	-2	28,485	-68
9/21/20		11/09/20	49		- cash -
	11/09/20	12/14/20	35		STMicroelectronics	100	935	30.450	28.950	-1.500	-5	27,082	-41
	12/14/20	2/26/21	74		ArcelorMittal	100	1,558	17.376	19.316	1.940	11	30,105	69
accum	1/02/06	2/26/21	3611	days out of 5536 invested (65%)						201		30,105	12

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Alstom	long	1/02/06	5/22/06	140	24.37	32.50	8.14	33.39
		8/21/06	7/23/07	336	34.70	68.30	33.60	96.82
		10/29/07	11/12/07	14	82.57	72.46	-10.11	-12.24
		12/10/07	12/24/07	14	78.67	73.25	-5.42	-6.88	114.53
STMicroelectronics		2/21/11	3/14/11	21	9.34	9.10	-0.24	-2.57
		3/21/11	4/18/11	28	8.58	8.03	-0.55	-6.42
		3/16/15	5/04/15	49	9.16	7.00	-2.16	-23.55
		10/31/16	7/24/17	266	8.69	14.25	5.56	63.98
		9/11/17	2/05/18	147	15.78	18.65	2.88	18.23
		9/30/19	10/07/19	7	17.73	17.91	0.18	0.99
		10/14/19	3/02/20	140	19.03	24.32	5.29	27.80
		6/08/20	9/07/20	91	23.95	24.11	0.16	0.67
		11/09/20	12/14/20	35	30.45	28.95	-1.50	-4.93	66.90
Kering		4/20/09	2/08/10	294	56.99	83.33	26.34	46.22
		5/07/18	7/30/18	84	478.00	463.50	-14.50	-3.03	41.78
Safran		2/22/10	5/24/10	91	15.23	21.38	6.15	40.38
		9/24/18	10/08/18	14	119.50	114.00	-5.50	-4.60
		2/25/19	4/15/19	49	119.80	121.25	1.45	1.21	35.54
ArcelorMittal		4/21/08	5/26/08	35	168.75	191.70	22.95	13.60
		12/14/20	2/26/21	74	17.38	19.32	1.94	11.16	26.28
Orange		11/10/14	12/15/14	35	12.47	13.25	0.78	6.26
		12/22/14	3/16/15	84	14.34	15.37	1.03	7.18	13.89
Dassault Systèmes		7/30/12	12/17/12	140	40.08	42.11	2.03	5.07	5.07
Hermes International		6/02/08	6/23/08	21	107.45	98.23	-9.22	-8.58
		8/09/10	8/30/10	21	136.70	146.95	10.25	7.50
		9/06/10	9/20/10	14	150.20	159.60	9.40	6.26
		9/27/10	2/21/11	147	162.55	146.95	-15.60	-9.60
		6/13/11	6/20/11	7	187.55	187.65	0.10	0.05
		7/04/11	7/11/11	7	204.95	212.70	7.75	3.78
		11/07/11	11/14/11	7	251.25	251.35	0.10	0.04
		12/05/11	12/19/11	14	223.00	213.65	-9.35	-4.19
		12/26/11	1/09/12	14	229.55	245.35	15.80	6.88
		1/16/12	4/23/12	98	248.60	251.25	2.65	1.07	1.49
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Renault		5/04/15	6/15/15	42	93.50	92.45	-1.05	-1.12
		6/22/15	6/29/15	7	95.48	94.27	-1.21	-1.27	-2.38
Saint-Gobain		4/25/11	5/09/11	14	47.09	45.86	-1.23	-2.61	-2.61
Atos		4/30/12	5/07/12	7	48.66	46.50	-2.16	-4.44	-4.44
LVMH		4/15/19	6/03/19	49	342.95	340.50	-2.45	-0.71
		6/10/19	8/05/19	56	357.05	343.25	-13.80	-3.87	-4.55
Sanofi		1/26/09	2/02/09	7	46.55	44.41	-2.14	-4.60	-4.60
Veolia		9/16/13	11/25/13	70	13.19	12.31	-0.88	-6.64	-6.64
Thales		10/05/15	10/12/15	7	64.39	60.11	-4.28	-6.65
		10/26/15	11/02/15	7	66.16	66.31	0.15	0.23
		3/14/16	3/21/16	7	72.01	74.95	2.94	4.08
		4/11/16	6/13/16	63	75.97	72.34	-3.63	-4.78	-7.27
Airbus		12/23/13	1/27/14	35	55.91	52.76	-3.15	-5.63
		2/26/18	3/05/18	7	98.94	95.75	-3.19	-3.22	-8.68
Teleperformance		2/16/09	2/23/09	7	22.74	21.42	-1.32	-5.80
		3/25/13	4/22/13	28	32.89	32.55	-0.34	-1.03
		7/01/13	9/16/13	77	38.02	37.10	-0.91	-2.41
		9/14/20	9/21/20	7	259.10	253.50	-5.60	-2.16	-10.99
Credit Agricole		4/29/13	6/24/13	56	7.05	6.35	-0.70	-9.95
		2/10/14	7/14/14	154	10.28	10.02	-0.26	-2.53	-12.23
Cap Gemini		7/20/15	7/27/15	7	89.37	86.90	-2.47	-2.76
		8/03/15	8/24/15	21	86.99	76.46	-10.53	-12.10	-14.53
Societe Generale		12/17/12	3/25/13	98	29.59	25.78	-3.81	-12.88
		11/25/13	12/16/13	21	41.49	40.19	-1.31	-3.15	-15.62
Worldline		11/16/15	1/11/16	56	23.50	21.90	-1.60	-6.81
		7/25/16	10/31/16	98	26.87	25.04	-1.83	-6.79
		2/11/19	2/25/19	14	53.10	49.42	-3.68	-6.93
		8/12/19	9/30/19	49	60.55	57.90	-2.65	-4.38	-22.70

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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