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

Assessment - Cotation Assistée en Continu - 8/03/20 - RS = 13

		⇓instrument	freshest		⇓ Δday	8/03/20	⇓ Δwk	5/04/20	prc diff	⇓ Δ13	∅-RS
	L	CAC 40	4,889.520	Fri	0.09	4,875.930	0.28	4,378.230	497.700	11.37	-6.58
	L	Schneider Electric	103.100	Fri	1.18	101.650	1.43	80.540	21.110	26.21	18.94
		STMicroelectronics	24.500	Fri	0.49	24.550	-0.20	22.400	2.150	9.60	16.14
	L	Air Liquide	140.050	Fri	0.47	142.600	-1.79	112.900	29.700	26.31	16.10
	L	Dassault Systèmes	152.150	Fri	1.16	156.150	-2.56	131.900	24.250	18.39	12.04
	L	Cap Gemini	111.300	Fri	-0.49	109.700	1.46	82.040	27.660	33.72	11.90
	L	L´Oreal	277.600	Fri	-0.50	278.100	-0.18	250.200	27.900	11.15	9.72
	L	Atos	73.660	Fri	-1.23	73.260	0.55	62.060	11.200	18.05	6.84
		Sanofi	87.380	Fri	1.13	90.260	-3.19	88.420	1.840	2.08	6.05
	L	Saint-Gobain	33.340	Fri	-0.03	32.660	2.08	23.100	9.560	41.39	4.84
		Hermes International	692.800	Fri	0.93	690.600	0.32	646.200	44.400	6.87	4.16
	L	Vivendi	23.420	Fri	-0.34	23.840	-1.76	19.490	4.350	22.32	2.83
	L	Legrand	69.700	Fri	1.07	66.620	4.62	58.100	8.520	14.66	1.08
	L	Kering	485.350	Fri	0.48	489.700	-0.89	450.950	38.750	8.59	-0.26
	L	Pernod Ricard	144.000	Fri	-0.35	150.050	-4.03	136.200	13.850	10.17	-0.80
		LVMH	374.000	Fri		372.300	0.46	338.550	33.750	9.97	-0.81
	L	Bouygues	31.800	Fri	-0.97	31.320	1.53	26.160	5.160	19.72	-4.39
	L	Engie	11.625	Fri	0.22	11.900	-2.31	9.444	2.456	26.01	-4.99
	L	Michelin	91.180	Fri	-0.26	90.460	0.80	83.820	6.640	7.92	-6.32
	L	Carrefour	13.390	Fri	-1.11	13.450	-0.45	13.135	0.315	2.40	-8.88
	L	BNP Paribas	35.480	Fri	-0.99	35.460	0.06	27.110	8.350	30.80	-8.96
		Valeo	22.750	Fri	0.49	21.850	4.12	21.120	0.730	3.46	-9.47
		EssilorLuxottica	109.300	Fri	0.41	110.500	-1.09	107.000	3.500	3.27	-10.47
		Veolia	19.410	Fri	0.99	19.235	0.91	18.595	0.640	3.44	-11.38
	L	Credit Agricole	8.454	Fri	0.14	8.372	0.98	6.902	1.470	21.30	-12.42
		⇓instrument	freshest		⇓ Δday	8/03/20	⇓ Δwk	5/04/20	prc diff	⇓ Δ13	∅-RS
	L	Axa	17.030	Fri		17.310	-1.62	15.418	1.892	12.27	-13.69
		Vinci	78.460	Fri	0.10	75.680	3.67	70.280	5.400	7.68	-14.46
	L	Publicis	28.950	Fri	-0.89	28.330	2.19	25.670	2.660	10.36	-16.24
	L	ArcelorMittal	9.817	Fri	-2.74	9.627	1.97	9.518	0.109	1.15	-16.29
		Danone	54.580	Fri	-1.80	56.820	-3.94	61.500	-4.680	-7.61	-17.05
	L	Peugeot	14.390	Fri	-0.14	13.935	3.27	12.570	1.365	10.86	-17.69
	L	Safran	97.720	Fri	-0.83	89.620	9.04	78.000	11.620	14.90	-17.91
		Total	32.795	Fri	-0.76	32.400	1.22	30.490	1.910	6.26	-18.15
	S	Orange	9.704	Fri	-0.35	10.000	-2.96	10.775	-0.775	-7.19	-19.12
	L	Renault	22.760	Fri	1.29	20.995	8.41	17.072	3.923	22.98	-27.26
	L	Sodexo	61.300	Fri	0.20	58.880	4.11	67.500	-8.620	-12.77	-27.63
	L	Airbus	69.300	Fri	1.42	63.730	8.74	55.000	8.730	15.87	-28.31
	S	Accor	22.690	Fri	0.40	21.460	5.73	23.700	-2.240	-9.45	-31.77
		Societe Generale	13.298	Fri	-0.03	12.900	3.09	13.150	-0.250	-1.90	-35.52
	L	TechnipFMC	6.906	Fri	-3.01	6.950	-0.63	7.192	-0.242	-3.36	-37.06
		UnibailRodaWestfield	42.440	Fri	0.50	41.730	1.70	48.690	-6.960	-14.29	-49.88
CAC 40 - 40 out of 40 instruments rated - 8/03/20 / 5/04/20 - 33 did rise, Market-Ratio(13) = 82.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/04/16	scale up chart	8/03/20

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		Axa	100	370	26.977	25.755	-1.222	-5	9,548	-11
5/22/06		8/21/06	91		- cash -
	8/21/06	4/30/07	252		UnibailRodaWestfield	100	70	136.127	179.432	43.305	32	12,579	49
	4/30/07	7/23/07	84		Michelin	100	138	90.652	101.194	10.542	12	14,034	61
7/23/07		10/29/07	98		- cash -
	10/29/07	11/12/07	14		ArcelorMittal	100	81	173.100	145.590	-27.510	-16	11,806	-99
11/12/07		12/10/07	28		- cash -
	12/10/07	12/24/07	14		ArcelorMittal	100	77	152.400	157.800	5.400	4	12,221	148
12/24/07		4/21/08	119		- cash -
	4/21/08	5/26/08	35		ArcelorMittal	100	72	168.750	191.700	22.950	14	13,874	278
5/26/08		6/02/08	7		- cash -
	6/02/08	6/23/08	21		Hermes International	100	129	107.450	98.230	-9.220	-9	12,685	-79
6/23/08		1/26/09	217		- cash -
	1/26/09	2/02/09	7		Sodexo	100	312	40.590	39.000	-1.590	-4	12,188	-88
2/02/09		4/20/09	77		- cash -
	4/20/09	2/08/10	294		Kering	100	213	56.990	83.330	26.340	46	17,799	60
2/08/10		2/22/10	14		- cash -
	2/22/10	5/24/10	91		Safran	100	1,168	15.230	21.380	6.150	40	24,982	290
5/24/10		6/14/10	21		- cash -
	6/14/10	6/28/10	14		Safran	100	1,074	23.250	23.315	0.065	0	25,052	8
6/28/10		8/02/10	35		- cash -
	8/02/10	2/28/11	210		Safran	100	1,188	21.080	25.780	4.700	22	30,635	42
	2/28/11	3/14/11	14		Valeo	100	2,037	15.033	13.523	-1.510	-10	27,560	-94
3/14/11		4/04/11	21		- cash -
	4/04/11	4/18/11	14		Valeo	100	1,948	14.143	12.633	-1.510	-11	24,618	-95
4/18/11		4/25/11	7		- cash -
	4/25/11	5/16/11	21		Saint-Gobain	100	522	47.090	45.300	-1.790	-4	23,684	-49
5/16/11		6/13/11	28		- cash -
	6/13/11	6/27/11	14		Hermes International	100	126	187.550	197.950	10.400	6	24,994	308
6/27/11		7/04/11	7		- cash -
	7/04/11	7/11/11	7		Hermes International	100	121	204.950	212.700	7.750	4	25,932	593
7/11/11		11/07/11	119		- cash -
	11/07/11	11/14/11	7		Hermes International	100	103	251.250	251.350	0.100	0	25,942	2
11/14/11		12/05/11	21		- cash -
	12/05/11	12/19/11	14		Hermes International	100	116	223.000	213.650	-9.350	-4	24,858	-67
12/19/11		12/26/11	7		- cash -
	12/26/11	1/09/12	14		Hermes International	100	108	229.550	245.350	15.800	7	26,564	467
1/09/12		1/16/12	7		- cash -
	1/16/12	4/23/12	98		Hermes International	100	106	248.600	251.250	2.650	1	26,845	4
4/23/12		4/30/12	7		- cash -
	4/30/12	5/07/12	7		Atos	100	551	48.655	46.495	-2.160	-4	25,655	-91
5/07/12		7/30/12	84		- cash -
	7/30/12	12/17/12	140		Dassault Systèmes	100	640	40.075	42.105	2.030	5	26,954	14
	12/17/12	3/25/13	98		Societe Generale	100	910	29.590	25.780	-3.810	-13	23,487	-40
	3/25/13	4/22/13	28		Airbus	100	566	41.455	39.395	-2.060	-5	22,321	-49
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	3,167	7.047	6.346	-0.701	-10	20,101	-49
6/24/13		7/01/13	7		- cash -
	7/01/13	7/29/13	28		STMicroelectronics	100	2,891	6.951	6.350	-0.601	-9	18,363	-69
	7/29/13	1/27/14	182		Peugeot	100	2,565	7.158	9.313	2.155	30	23,891	70
1/27/14		2/10/14	14		- cash -
	2/10/14	7/14/14	154		Valeo	100	829	28.813	32.400	3.587	12	26,864	32
7/14/14		11/10/14	119		- cash -
	11/10/14	12/15/14	35		Orange	100	2,154	12.470	13.250	0.780	6	28,544	88
12/15/14		12/22/14	7		- cash -
	12/22/14	3/09/15	77		Orange	100	1,990	14.340	15.040	0.700	5	29,937	25
	3/09/15	6/15/15	98		Peugeot	100	1,842	16.245	17.965	1.720	11	33,106	45
6/15/15		6/22/15	7		- cash -
	6/22/15	6/29/15	7		Peugeot	100	1,774	18.660	18.700	0.040	0	33,177	12
6/29/15		7/20/15	21		- cash -
	7/20/15	7/27/15	7		Peugeot	100	1,786	18.570	17.270	-1.300	-7	30,855	-98
7/27/15		8/03/15	7		- cash -
	8/03/15	8/17/15	14		Peugeot	100	1,716	17.980	16.930	-1.050	-6	29,053	-79
8/17/15		10/05/15	49		- cash -
	10/05/15	10/12/15	7		Veolia	100	1,417	20.495	19.605	-0.890	-4	27,792	-90
10/12/15		10/26/15	14		- cash -
	10/26/15	11/02/15	7		Veolia	100	1,297	21.425	21.350	-0.075	0	27,695	-17
11/02/15		11/23/15	21		- cash -
	11/23/15	1/11/16	49		Veolia	100	1,246	22.215	21.310	-0.905	-4	26,567	-27
1/11/16		3/14/16	63		- cash -
	3/14/16	3/21/16	7		Vinci	100	411	64.600	64.940	0.340	1	26,707	31
3/21/16		4/18/16	28		- cash -
	4/18/16	6/13/16	56		Vinci	100	404	66.050	63.650	-2.400	-4	25,737	-21
6/13/16		8/01/16	49		- cash -
	8/01/16	8/29/16	28		ArcelorMittal	100	1,489	17.280	16.680	-0.600	-3	24,844	-37
8/29/16		9/05/16	7		- cash -
	9/05/16	4/24/17	231		ArcelorMittal	100	1,481	16.770	22.050	5.280	31	32,663	54
	4/24/17	7/24/17	91		STMicroelectronics	100	2,316	14.100	14.250	0.150	1	33,011	4
7/24/17		9/11/17	49		- cash -
	9/11/17	9/18/17	7		STMicroelectronics	100	2,092	15.775	16.435	0.660	4	34,391	748
9/18/17		9/25/17	7		- cash -
	9/25/17	2/05/18	133		Kering	100	102	334.000	388.900	54.900	16	39,991	52
2/05/18		2/26/18	21		- cash -
	2/26/18	3/05/18	7		Airbus	100	404	98.940	95.750	-3.190	-3	38,703	-82
3/05/18		5/07/18	63		- cash -
	5/07/18	7/23/18	77		Kering	100	80	478.000	483.900	5.900	1	39,175	6
7/23/18		9/24/18	63		- cash -
	9/24/18	10/08/18	14		Safran	100	327	119.500	114.000	-5.500	-5	37,376	-71
10/08/18		2/11/19	126		- cash -
	2/11/19	6/03/19	112		Airbus	100	336	110.980	117.160	6.180	6	39,453	19
6/03/19		6/17/19	14		- cash -
	6/17/19	7/22/19	35		LVMH	100	110	358.300	384.800	26.500	7	42,368	110
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	111	378.750	343.250	-35.500	-9	38,427	-99
8/05/19		8/19/19	14		- cash -
	8/19/19	8/26/19	7		Danone	100	477	80.540	79.700	-0.840	-1	38,026	-42
8/26/19		9/02/19	7		- cash -
	9/02/19	10/07/19	35		Vinci	100	380	99.840	97.320	-2.520	-3	37,069	-23
10/07/19		10/14/19	7		- cash -
	10/14/19	2/03/20	112		STMicroelectronics	100	1,947	19.030	25.750	6.720	35	50,153	168
2/03/20		2/10/20	7		- cash -
	2/10/20	2/24/20	14		STMicroelectronics	100	1,819	27.570	26.310	-1.260	-5	47,861	-70
2/24/20		6/08/20	105		- cash -
	6/08/20	8/07/20	60		STMicroelectronics	100	1,998	23.950	24.500	0.550	2	48,960	15
accum	1/02/06	8/07/20	3408	days out of 5333 invested (64%)						390		48,960	19

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	56.99	83.33	26.34	46.22
		9/25/17	2/05/18	133	334.00	388.90	54.90	16.44
		5/07/18	7/23/18	77	478.00	483.90	5.90	1.23	72.35
Safran		2/22/10	5/24/10	91	15.23	21.38	6.15	40.38
		6/14/10	6/28/10	14	23.25	23.32	0.07	0.28
		8/02/10	2/28/11	210	21.08	25.78	4.70	22.30
		9/24/18	10/08/18	14	119.50	114.00	-5.50	-4.60	64.24
UnibailRodaWestfield		8/21/06	4/30/07	252	136.13	179.43	43.31	31.81	31.81
STMicroelectronics		7/01/13	7/29/13	28	6.95	6.35	-0.60	-8.65
		4/24/17	7/24/17	91	14.10	14.25	0.15	1.06
		9/11/17	9/18/17	7	15.78	16.44	0.66	4.18
		10/14/19	2/03/20	112	19.03	25.75	6.72	35.31
		2/10/20	2/24/20	14	27.57	26.31	-1.26	-4.57
		6/08/20	8/07/20	60	23.95	24.50	0.55	2.30	27.06
Peugeot		7/29/13	1/27/14	182	7.16	9.31	2.16	30.11
		3/09/15	6/15/15	98	16.25	17.97	1.72	10.59
		6/22/15	6/29/15	7	18.66	18.70	0.04	0.21
		7/20/15	7/27/15	7	18.57	17.27	-1.30	-7.00
		8/03/15	8/17/15	14	17.98	16.93	-1.05	-5.84	26.27
ArcelorMittal		10/29/07	11/12/07	14	173.10	145.59	-27.51	-15.89
		12/10/07	12/24/07	14	152.40	157.80	5.40	3.54
		4/21/08	5/26/08	35	168.75	191.70	22.95	13.60
		8/01/16	8/29/16	28	17.28	16.68	-0.60	-3.47
		9/05/16	4/24/17	231	16.77	22.05	5.28	31.48	25.56
Michelin		4/30/07	7/23/07	84	90.65	101.19	10.54	11.63	11.63
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Orange		11/10/14	12/15/14	35	12.47	13.25	0.78	6.26
		12/22/14	3/09/15	77	14.34	15.04	0.70	4.88	11.44
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
		6/13/11	6/27/11	14	187.55	197.95	10.40	5.55
		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	3.68
Danone		8/19/19	8/26/19	7	80.54	79.70	-0.84	-1.04	-1.04
LVMH		6/17/19	7/22/19	35	358.30	384.80	26.50	7.40
		7/29/19	8/05/19	7	378.75	343.25	-35.50	-9.37	-2.67
Airbus		3/25/13	4/22/13	28	41.46	39.40	-2.06	-4.97
		2/26/18	3/05/18	7	98.94	95.75	-3.19	-3.22
		2/11/19	6/03/19	112	110.98	117.16	6.18	5.57	-2.91
Saint-Gobain		4/25/11	5/16/11	21	47.09	45.30	-1.79	-3.80	-3.80
Sodexo		1/26/09	2/02/09	7	40.59	39.00	-1.59	-3.92	-3.92
Atos		4/30/12	5/07/12	7	48.66	46.50	-2.16	-4.44	-4.44
Axa		1/02/06	5/22/06	140	26.98	25.76	-1.22	-4.53	-4.53
Vinci		3/14/16	3/21/16	7	64.60	64.94	0.34	0.53
		4/18/16	6/13/16	56	66.05	63.65	-2.40	-3.63
		9/02/19	10/07/19	35	99.84	97.32	-2.52	-2.52	-5.57
Veolia		10/05/15	10/12/15	7	20.50	19.61	-0.89	-4.34
		10/26/15	11/02/15	7	21.43	21.35	-0.07	-0.35
		11/23/15	1/11/16	49	22.22	21.31	-0.91	-4.07	-8.56
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Valeo		2/28/11	3/14/11	14	15.03	13.52	-1.51	-10.04
		4/04/11	4/18/11	14	14.14	12.63	-1.51	-10.68
		2/10/14	7/14/14	154	28.81	32.40	3.59	12.45	-9.65
Credit Agricole		4/29/13	6/24/13	56	7.05	6.35	-0.70	-9.95	-9.95
Societe Generale		12/17/12	3/25/13	98	29.59	25.78	-3.81	-12.88	-12.88

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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