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

Assessment - Cotation Assistée en Continu in Swiss Franc - 2/24/20 - RS = 29

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/05/19	prc diff	⇓ Δ29	∅-RS
		CAC 40	5,639.804	17:05	-3.38	6,151.719	-8.32	5,716.330	435.389	7.62	-0.44
		STMicroelectronics	25.927	16:38	-1.61	27.945	-7.22	16.500	11.444	69.36	43.35
	L	Veolia	27.541	16:38	-3.28	29.633	-7.06	23.567	6.066	25.74	20.91
	L	Schneider Electric	96.123	16:38	-3.46	104.705	-8.20	79.329	25.376	31.99	19.42
		Societe Generale	27.180	16:36	-4.23	31.800	-14.53	24.429	7.371	30.17	11.13
	L	Engie	15.964	16:38	-6.09	17.095	-6.62	14.559	2.536	17.42	10.88
		Legrand	73.308	16:38	-3.87	80.085	-8.46	67.551	12.534	18.56	10.34
	L	Sanofi	89.145	16:38	-5.10	97.259	-8.34	78.903	18.356	23.26	10.02
		BNP Paribas	46.505	16:38	-3.53	54.381	-14.48	44.076	10.305	23.38	7.83
		Bouygues	37.684	16:38	-6.14	41.158	-8.44	34.233	6.924	20.23	7.71
	L	Air Liquide	130.536	16:36	-3.83	142.060	-8.11	131.688	10.372	7.88	6.67
		Credit Agricole	11.482	16:38	-4.80	13.489	-14.88	11.189	2.300	20.55	6.55
		EssilorLuxottica	130.748	16:39	-2.42	142.007	-7.93	131.415	10.592	8.06	6.12
		Dassault Systèmes	150.822	16:39	-1.83	159.957	-5.71	140.576	19.381	13.79	5.63
		Vinci	96.633	16:35	-4.77	106.850	-9.56	97.280	9.571	9.84	3.18
		Hermes International	669.142	16:35	-1.72	712.052	-6.03	657.838	54.214	8.24	2.54
		Kering	537.225	16:38	-1.15	568.346	-5.48	482.418	85.928	17.81	1.73
		LVMH	393.891	16:39	0.27	409.610	-3.84	374.342	35.269	9.42	1.44
		L´Oreal	255.973	16:36	-2.27	271.905	-5.86	251.161	20.745	8.26	-0.33
		Safran	131.810	16:35	-4.28	145.512	-9.42	134.850	10.662	7.91	-0.52
		Cap Gemini	105.385	16:37	-3.15	117.312	-10.17	117.401	-0.089	-0.08	-1.39
		Airbus	114.816	16:35	-6.00	132.108	-13.09	131.633	0.475	0.36	-3.49
	S	Axa	22.257	16:37	-4.12	24.795	-10.24	23.796	0.999	4.20	-3.82
		Saint-Gobain	33.563	16:37	-4.36	36.803	-8.80	35.182	1.621	4.61	-3.98
		Pernod Ricard	155.496	16:38	-3.62	169.250	-8.13	167.404	1.846	1.10	-4.56
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/05/19	prc diff	⇓ Δ29	∅-RS
		Vivendi	24.450	16:39	-4.60	26.447	-7.55	26.152	0.295	1.13	-4.56
		Michelin	102.219	16:35	-3.74	110.886	-7.82	103.867	7.020	6.76	-5.55
		Atos	71.481	16:38	-3.11	77.068	-7.25	74.770	2.298	3.07	-5.73
	L	Carrefour	16.617	16:39	-2.67	16.697	-0.48	17.853	-1.156	-6.48	-6.54
	S	Sodexo	92.129	16:35	-2.65	103.558	-11.04	108.142	-4.584	-4.24	-7.37
		Accor	34.700	16:35	-1.98	38.619	-10.15	40.548	-1.929	-4.76	-7.81
	S	Orange	12.947	16:38	-4.24	14.052	-7.86	14.483	-0.431	-2.98	-7.74
		ArcelorMittal	13.659	16:35	-2.65	14.844	-7.99	13.938	0.907	6.51	-11.62
		Danone	67.679	16:38	-2.57	71.736	-5.66	83.124	-11.388	-13.70	-11.87
	L	Publicis	37.153	16:36	-0.68	41.784	-11.08	46.284	-4.500	-9.72	-14.15
	S	Total	40.765	16:37	-3.28	44.785	-8.98	48.133	-3.348	-6.96	-15.21
	S	Valeo	24.195	16:38	-2.98	26.829	-9.82	27.733	-0.904	-3.26	-15.98
	S	UnibailRodaWestfield	115.772	16:39	-2.20	125.862	-8.02	134.305	-8.443	-6.29	-16.04
	S	Peugeot	18.593	16:36	-3.69	18.911	-1.68	21.703	-2.791	-12.86	-20.95
	S	TechnipFMC	14.158	16:38	-7.17	15.980	-11.40	24.407	-8.427	-34.53	-27.48
	S	Renault	28.141	16:39	-2.70	31.423	-10.44	54.273	-22.850	-42.10	-42.33
CAC 40 - 40 out of 40 instruments rated - 2/24/20 / 8/05/19 - 27 did rise, Market-Ratio(29) in CHF = 67.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC 40 RS = 29 - B/S = 55/55

1/04/16	scale up chart	2/24/20

Transactions Cotation Assistée en Continu in Swiss Franc * S29 - 55 ex 15 (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		7/17/06	196		- cash -
short	7/17/06	8/07/06	21		Airbus	100	316	31.576	37.222	25.929	-5.646	-18	8,216	-97
8/07/06		9/25/06	49		- cash -
	9/25/06	10/02/06	7		Airbus	100	231	35.552	35.502	35.603	0.051	0	8,227	8
10/02/06		11/27/06	56		- cash -
	11/27/06	12/04/06	7		Airbus	100	231	35.554	36.843	34.265	-1.289	-4	7,930	-85
12/04/06		8/06/07	245		- cash -
	8/06/07	10/08/07	63		Hermes International	100	68	115.496	147.731	83.261	-32.235	-28	5,738	-85
10/08/07		10/15/07	7		- cash -
	10/15/07	7/21/08	280		STMicroelectronics	100	293	19.569	11.684	32.774	13.206	67	9,607	96
	7/21/08	5/11/09	294		Veolia	100	180	53.331	33.116	85.886	32.555	61	15,467	81
	5/11/09	5/18/09	7		Engie	100	390	39.570	39.192	39.952	0.382	1	15,616	65
5/18/09		5/25/09	7		- cash -
	5/25/09	6/08/09	14		Engie	100	387	40.345	41.267	39.424	-0.921	-2	15,259	-45
6/08/09		6/07/10	364		- cash -
	6/07/10	6/14/10	7		Credit Agricole	100	1,337	11.413	12.912	9.913	-1.500	-13	13,254	-100
6/14/10		7/05/10	21		- cash -
	7/05/10	8/30/10	56		Credit Agricole	100	1,216	10.895	13.362	8.428	-2.467	-23	10,255	-81
8/30/10		11/01/10	63		- cash -
	11/01/10	11/08/10	7		ArcelorMittal	100	105	96.750	104.592	88.908	-7.842	-8	9,431	-99
11/08/10		11/15/10	7		- cash -
	11/15/10	11/22/10	7		Atos	100	220	42.705	42.979	42.430	-0.274	-1	9,371	-29
11/22/10		11/29/10	7		- cash -
	11/29/10	12/06/10	7		Axa	100	614	15.241	15.244	15.239	-0.003	0	9,369	-1
12/06/10		6/13/11	189		- cash -
	6/13/11	6/20/11	7		Carrefour	100	266	35.157	32.602	37.912	2.755	8	10,102	5,012
6/20/11		6/27/11	7		- cash -
	6/27/11	7/04/11	7		Carrefour	100	322	31.290	34.105	28.476	-2.815	-9	9,196	-99
7/04/11		7/11/11	7		- cash -
	7/11/11	2/27/12	231		Carrefour	100	341	26.965	21.583	33.688	6.723	25	11,488	42
2/27/12		5/14/12	77		- cash -
	5/14/12	6/11/12	28		Peugeot	100	1,372	8.370	7.778	9.007	0.637	8	12,363	160
6/11/12		6/25/12	14		- cash -
	6/25/12	7/02/12	7		Peugeot	100	1,717	7.197	7.402	6.992	-0.205	-3	12,010	-78
7/02/12		7/23/12	21		- cash -
	7/23/12	7/30/12	7		Peugeot	100	1,858	6.461	6.205	6.729	0.267	4	12,506	727
7/30/12		8/27/12	28		- cash -
	8/27/12	9/03/12	7		Peugeot	100	1,965	6.364	5.919	6.841	0.478	8	13,445	4,258
9/03/12		9/10/12	7		- cash -
	9/10/12	9/17/12	7		Peugeot	100	2,078	6.468	7.132	5.805	-0.663	-10	12,067	-100
9/17/12		9/24/12	7		- cash -
	9/24/12	10/29/12	35		Peugeot	100	1,837	6.565	4.917	8.767	2.201	34	16,111	1,940
10/29/12		8/11/14	651		- cash -
	8/11/14	8/18/14	7		Airbus	100	306	52.595	53.463	51.726	-0.869	-2	15,845	-58
8/18/14		9/15/14	28		- cash -
	9/15/14	12/01/14	77		Vinci	100	289	54.645	52.433	56.951	2.306	4	16,511	22
12/01/14		12/15/14	14		- cash -
	12/15/14	1/19/15	35		ArcelorMittal	100	535	30.827	25.413	37.395	6.568	21	20,025	649
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/19/15		8/24/15	217		- cash -
	8/24/15	3/14/16	203		ArcelorMittal	100	924	21.659	15.945	29.421	7.761	36	27,197	73
3/14/16		3/21/16	7		- cash -
	3/21/16	4/18/16	28		ArcelorMittal	100	2,136	12.728	16.265	9.192	-3.537	-28	19,642	-99
4/18/16		5/02/16	14		- cash -
	5/02/16	8/01/16	91		Vivendi	100	1,044	18.805	18.998	18.612	-0.193	-1	19,440	-4
8/01/16		8/22/16	21		- cash -
	8/22/16	8/29/16	7		Axa	100	1,016	19.122	19.703	18.542	-0.580	-3	18,850	-80
8/29/16		9/26/16	28		- cash -
	9/26/16	10/10/16	14		Renault	100	244	77.163	83.915	70.411	-6.752	-9	17,203	-91
10/10/16		11/14/16	35		- cash -
	11/14/16	11/21/16	7		EssilorLuxottica	100	154	111.268	109.119	113.459	2.191	2	17,540	176
11/21/16		11/13/17	357		- cash -
	11/13/17	12/11/17	28		Carrefour	100	884	19.837	20.826	18.847	-0.990	-5	16,666	-49
12/11/17		12/25/17	14		- cash -
	12/25/17	1/01/18	7		Carrefour	100	809	20.579	21.122	20.036	-0.543	-3	16,226	-75
1/01/18		2/12/18	42		- cash -
	2/12/18	2/19/18	7		Sanofi	100	219	74.015	74.196	73.834	-0.181	0	16,187	-12
2/19/18		3/26/18	35		- cash -
	3/26/18	4/23/18	28		Sanofi	100	217	74.429	78.468	70.390	-4.039	-5	15,310	-52
4/23/18		5/28/18	35		- cash -
	5/28/18	7/30/18	63		Sodexo	100	155	98.407	109.823	86.990	-11.416	-12	13,541	-51
	7/30/18	4/08/19	252		Valeo	100	271	49.831	32.885	75.510	25.679	52	20,500	83
4/08/19		4/15/19	7		- cash -
	4/15/19	4/22/19	7		Societe Generale	100	645	31.763	33.176	30.351	-1.413	-4	19,588	-91
4/22/19		5/27/19	35		- cash -
	5/27/19	6/17/19	21		ArcelorMittal	100	1,226	15.976	16.126	15.826	-0.150	-1	19,404	-15
6/17/19		2/28/20	256		- cash -
accum	7/17/06	6/17/19	1995	days out of 5170 invested (39%)							94		19,404	13

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
STMicroelectronics	short	10/15/07	7/21/08	280	19.57	11.68	32.77	13.21	67.48	67.48
Veolia		7/21/08	5/11/09	294	53.33	33.12	85.89	32.55	61.04	61.04
Valeo		7/30/18	4/08/19	252	49.83	32.89	75.51	25.68	51.53	51.53
Peugeot		5/14/12	6/11/12	28	8.37	7.78	9.01	0.64	7.61
		6/25/12	7/02/12	7	7.20	7.40	6.99	-0.21	-2.85
		7/23/12	7/30/12	7	6.46	6.20	6.73	0.27	4.13
		8/27/12	9/03/12	7	6.36	5.92	6.84	0.48	7.51
		9/10/12	9/17/12	7	6.47	7.13	5.81	-0.66	-10.25
		9/24/12	10/29/12	35	6.57	4.92	8.77	2.20	33.53	40.26
Carrefour		6/13/11	6/20/11	7	35.16	32.60	37.91	2.76	7.84
		6/27/11	7/04/11	7	31.29	34.11	28.48	-2.81	-9.00
		7/11/11	2/27/12	231	26.96	21.58	33.69	6.72	24.93
		11/13/17	12/11/17	28	19.84	20.83	18.85	-0.99	-4.99
		12/25/17	1/01/18	7	20.58	21.12	20.04	-0.54	-2.64	13.42
ArcelorMittal		11/01/10	11/08/10	7	96.75	104.59	88.91	-7.84	-8.11
		12/15/14	1/19/15	35	30.83	25.41	37.40	6.57	21.31
		8/24/15	3/14/16	203	21.66	15.95	29.42	7.76	35.83
		3/21/16	4/18/16	28	12.73	16.27	9.19	-3.54	-27.79
		5/27/19	6/17/19	21	15.98	16.13	15.83	-0.15	-0.94	8.31
Vinci		9/15/14	12/01/14	77	54.65	52.43	56.95	2.31	4.22	4.22
EssilorLuxottica		11/14/16	11/21/16	7	111.27	109.12	113.46	2.19	1.97	1.97
Atos		11/15/10	11/22/10	7	42.70	42.98	42.43	-0.27	-0.64	-0.64
Vivendi		5/02/16	8/01/16	91	18.81	19.00	18.61	-0.19	-1.03	-1.03
Engie		5/11/09	5/18/09	7	39.57	39.19	39.95	0.38	0.96
		5/25/09	6/08/09	14	40.35	41.27	39.42	-0.92	-2.28	-1.34
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Axa		11/29/10	12/06/10	7	15.24	15.24	15.24	-0.00	-0.02
		8/22/16	8/29/16	7	19.12	19.70	18.54	-0.58	-3.03	-3.05
Societe Generale		4/15/19	4/22/19	7	31.76	33.18	30.35	-1.41	-4.45	-4.45
Sanofi		2/12/18	2/19/18	7	74.02	74.20	73.83	-0.18	-0.24
		3/26/18	4/23/18	28	74.43	78.47	70.39	-4.04	-5.43	-5.66
Renault		9/26/16	10/10/16	14	77.16	83.92	70.41	-6.75	-8.75	-8.75
Sodexo		5/28/18	7/30/18	63	98.41	109.82	86.99	-11.42	-11.60	-11.60
Airbus		7/17/06	8/07/06	21	31.58	37.22	25.93	-5.65	-17.88
		9/25/06	10/02/06	7	35.55	35.50	35.60	0.05	0.14
		11/27/06	12/04/06	7	35.55	36.84	34.26	-1.29	-3.63
		8/11/14	8/18/14	7	52.59	53.46	51.73	-0.87	-1.65	-22.06
Hermes International		8/06/07	10/08/07	63	115.50	147.73	83.26	-32.24	-27.91	-27.91
Credit Agricole		6/07/10	6/14/10	7	11.41	12.91	9.91	-1.50	-13.14
		7/05/10	8/30/10	56	10.90	13.36	8.43	-2.47	-22.64	-32.81

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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