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

Assessment - Cotation Assistée en Continu - 9/16/19 - RS = 29

		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	2/25/19	prc diff	⇓ Δ29	∅-RS
	L	CAC 40	5,624.780	08:02	0.17	5,602.230	0.40	5,231.850	370.380	7.08	7.17
	L	STMicroelectronics	18.295	08:03	2.78	18.025	1.50	15.250	2.775	18.20	25.75
		LVMH	368.750	08:03	0.42	367.100	0.45	302.900	64.200	21.20	19.98
	L	Safran	142.550	08:02	0.32	140.200	1.68	119.800	20.400	17.03	18.64
	L	Schneider Electric	80.680	08:02	0.52	80.560	0.15	69.180	11.380	16.45	17.42
	L	Vinci	98.140	08:02	0.02	97.080	1.09	82.160	14.920	18.16	16.52
	L	Danone	79.980	08:03	-0.65	79.540	0.55	67.370	12.170	18.06	16.06
	L	EssilorLuxottica	130.600	08:03	-0.31	130.600		108.700	21.900	20.15	15.98
	L	Peugeot	23.650	08:03	0.34	23.950	-1.25	22.760	1.190	5.23	13.64
	L	Legrand	65.740	08:02	-0.12	66.000	-0.39	58.700	7.300	12.44	13.11
	L	Valeo	29.980	08:03	0.81	30.970	-3.20	28.800	2.170	7.53	13.08
		Hermes International	629.200	08:03	-0.22	625.000	0.67	556.600	68.400	12.29	12.32
		Airbus	122.240	08:08	0.23	121.240	0.82	113.340	7.900	6.97	12.13
	L	Air Liquide	127.800	08:02	-0.12	126.050	1.39	109.400	16.650	15.22	11.98
		Veolia	22.240	08:03	0.82	21.880	1.65	19.800	2.080	10.51	11.94
	L	TechnipFMC	22.220	08:02	-0.49	23.790	-6.60	20.320	3.470	17.08	11.51
		L´Oreal	246.700	08:03	0.20	242.100	1.90	224.100	18.000	8.03	9.04
	L	Bouygues	35.180	08:03	0.03	35.460	-0.79	32.870	2.590	7.88	8.76
		Pernod Ricard	166.500	08:02	0.06	162.300	2.59	150.700	11.600	7.70	8.49
	L	Saint-Gobain	34.575	08:03	0.12	35.470	-2.52	32.565	2.905	8.92	8.44
		Vivendi	25.110	08:02	0.40	25.080	0.12	24.270	0.810	3.34	6.67
		Dassault Systèmes	132.350	08:03	0.57	128.700	2.84	128.000	0.700	0.55	4.88
	L	Credit Agricole	11.050	08:03	-0.18	11.360	-2.73	10.754	0.606	5.64	4.83
	L	Sanofi	80.320	08:03	0.40	79.090	1.56	72.740	6.350	8.73	4.22
		Engie	13.985	08:03	0.25	13.615	2.72	14.070	-0.455	-3.23	4.18
		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	2/25/19	prc diff	⇓ Δ29	∅-RS
		Sodexo	100.800	08:03	-0.25	100.100	0.70	96.140	3.960	4.12	4.16
		Cap Gemini	109.300	08:02	-0.46	107.400	1.77	104.950	2.450	2.33	3.87
		Axa	22.645	08:02	0.42	22.590	0.24	21.800	0.790	3.62	3.37
		Michelin	102.800	08:02	0.93	103.000	-0.19	105.900	-2.900	-2.74	3.36
		Kering	463.800	08:03	0.57	463.250	0.12	483.600	-20.350	-4.21	2.67
	L	Accor	39.280	08:02	0.80	38.850	1.11	38.060	0.790	2.08	2.08
	L	BNP Paribas	43.995	08:03	0.27	44.590	-1.33	42.860	1.730	4.04	1.92
		Carrefour	16.470	08:02	-0.33	16.875	-2.40	17.795	-0.920	-5.17	1.55
		Orange	13.795	08:03	0.04	13.910	-0.83	13.530	0.380	2.81	0.31
	L	Renault	56.680	08:03	-0.32	57.110	-0.75	60.790	-3.680	-6.05	-1.77
		Total	47.845	08:03	-0.02	47.815	0.06	49.510	-1.695	-3.42	-2.02
	L	Societe Generale	25.370	08:03	0.46	25.720	-1.36	26.050	-0.330	-1.27	-3.98
		Publicis	45.570	08:03	1.15	45.630	-0.13	48.290	-2.660	-5.51	-7.15
		UnibailRodaWestfield	128.100	08:03	0.16	129.350	-0.97	142.840	-13.490	-9.44	-9.47
	L	ArcelorMittal	14.880	08:06	0.92	15.250	-2.43	20.830	-5.580	-26.79	-14.34
		Atos	65.760	08:03	-1.32	65.480	0.43	86.400	-20.920	-24.21	-15.21
CAC 40 - 40 out of 40 instruments rated - 9/16/19 / 2/25/19 - 29 did rise, Market-Ratio(29) = 72.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/05/15	scale up chart	9/16/19

Transactions Cotation Assistée en Continu * 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	494	20.220	23.630	16.810	-3.410	-17	8,315	-96
8/07/06		9/25/06	49		- cash -
	9/25/06	10/02/06	7		Airbus	100	369	22.500	22.400	22.600	0.100	0	8,353	26
10/02/06		11/27/06	56		- cash -
	11/27/06	12/04/06	7		Airbus	100	372	22.450	23.150	21.750	-0.700	-3	8,092	-81
12/04/06		8/06/07	245		- cash -
	8/06/07	10/08/07	63		Hermes International	100	114	70.420	88.690	52.150	-18.270	-26	6,009	-82
10/08/07		10/15/07	7		- cash -
	10/15/07	7/21/08	280		STMicroelectronics	100	515	11.650	7.210	18.824	7.174	62	9,704	87
	7/21/08	5/11/09	294		Veolia	100	294	32.910	21.960	49.320	16.410	50	14,529	65
	5/11/09	5/18/09	7		Engie	100	553	26.240	25.900	26.585	0.345	1	14,719	97
5/18/09		5/25/09	7		- cash -
	5/25/09	6/08/09	14		Engie	100	554	26.550	27.210	25.890	-0.660	-2	14,353	-48
6/08/09		6/07/10	364		- cash -
	6/07/10	6/14/10	7		Credit Agricole	100	1,748	8.207	9.280	7.134	-1.073	-13	12,478	-100
6/14/10		7/05/10	21		- cash -
	7/05/10	8/30/10	56		Credit Agricole	100	1,529	8.158	10.185	6.131	-2.027	-25	9,379	-84
8/30/10		11/01/10	63		- cash -
	11/01/10	11/08/10	7		ArcelorMittal	100	132	70.605	77.550	63.660	-6.945	-10	8,462	-100
11/08/10		11/15/10	7		- cash -
	11/15/10	11/22/10	7		Atos	100	266	31.805	31.665	31.946	0.141	0	8,499	26
11/22/10		11/29/10	7		- cash -
	11/29/10	12/06/10	7		Axa	100	740	11.470	11.675	11.265	-0.205	-2	8,348	-61
12/06/10		6/13/11	189		- cash -
	6/13/11	6/20/11	7		Carrefour	100	287	29.065	26.855	31.457	2.392	8	9,034	6,078
6/20/11		6/27/11	7		- cash -
	6/27/11	7/04/11	7		Carrefour	100	341	26.450	27.685	25.215	-1.235	-5	8,613	-92
7/04/11		7/11/11	7		- cash -
	7/11/11	2/27/12	231		Carrefour	100	381	22.595	17.910	28.506	5.911	26	10,865	44
2/27/12		5/14/12	77		- cash -
	5/14/12	6/11/12	28		Peugeot	100	1,559	6.968	6.475	7.499	0.531	8	11,692	160
6/11/12		6/25/12	14		- cash -
	6/25/12	7/02/12	7		Peugeot	100	1,950	5.993	6.162	5.824	-0.169	-3	11,362	-77
7/02/12		7/23/12	21		- cash -
	7/23/12	7/30/12	7		Peugeot	100	2,111	5.380	5.166	5.603	0.223	4	11,833	730
7/30/12		8/27/12	28		- cash -
	8/27/12	9/03/12	7		Peugeot	100	2,233	5.299	4.929	5.697	0.398	8	12,721	4,257
9/03/12		9/10/12	7		- cash -
	9/10/12	9/17/12	7		Peugeot	100	2,380	5.344	5.861	4.827	-0.517	-10	11,491	-100
9/17/12		9/24/12	7		- cash -
	9/24/12	10/29/12	35		Peugeot	100	2,120	5.420	4.065	7.227	1.807	33	15,321	1,909
10/29/12		8/11/14	651		- cash -
	8/11/14	8/18/14	7		Airbus	100	353	43.345	44.130	42.560	-0.785	-2	15,044	-61
8/18/14		9/15/14	28		- cash -
	9/15/14	12/01/14	77		Vinci	100	333	45.150	43.585	46.771	1.621	4	15,584	18
12/01/14		12/15/14	14		- cash -
	12/15/14	1/19/15	35		ArcelorMittal	100	607	25.668	24.900	26.460	0.792	3	16,064	37
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	801	20.040	14.550	27.602	7.562	38	22,121	78
3/14/16		3/21/16	7		- cash -
	3/21/16	4/18/16	28		ArcelorMittal	100	1,895	11.670	14.910	8.430	-3.240	-28	15,981	-99
4/18/16		5/02/16	14		- cash -
	5/02/16	8/01/16	91		Vivendi	100	935	17.080	17.570	16.590	-0.490	-3	15,523	-11
8/01/16		8/22/16	21		- cash -
	8/22/16	8/29/16	7		Axa	100	884	17.550	18.000	17.100	-0.450	-3	15,125	-74
8/29/16		9/26/16	28		- cash -
	9/26/16	10/10/16	14		Renault	100	213	70.740	76.670	64.810	-5.930	-8	13,862	-90
10/10/16		11/14/16	35		- cash -
	11/14/16	11/21/16	7		EssilorLuxottica	100	135	102.400	101.800	103.004	0.603	1	13,944	36
11/21/16		11/13/17	357		- cash -
	11/13/17	12/11/17	28		Carrefour	100	816	17.070	17.845	16.295	-0.775	-5	13,311	-45
12/11/17		12/25/17	14		- cash -
	12/25/17	1/01/18	7		Carrefour	100	758	17.540	18.040	17.040	-0.500	-3	12,932	-78
1/01/18		2/12/18	42		- cash -
	2/12/18	2/19/18	7		Sanofi	100	201	64.290	64.300	64.280	-0.010	0	12,930	-1
2/19/18		3/26/18	35		- cash -
	3/26/18	4/23/18	28		Sanofi	100	204	63.210	65.710	60.710	-2.500	-4	12,420	-41
4/23/18		5/28/18	35		- cash -
	5/28/18	7/30/18	63		Sodexo	100	145	85.160	94.900	75.420	-9.740	-11	11,008	-51
	7/30/18	4/08/19	252		Valeo	100	255	43.060	29.220	63.455	20.395	47	16,209	75
4/08/19		4/15/19	7		- cash -
	4/15/19	4/22/19	7		Societe Generale	100	579	27.985	29.015	26.955	-1.030	-4	15,612	-86
4/22/19		5/27/19	35		- cash -
	5/27/19	6/17/19	21		ArcelorMittal	100	1,097	14.222	14.396	14.048	-0.174	-1	15,421	-19
6/17/19		9/18/19	93		- cash -
accum	7/17/06	6/17/19	1995	days out of 5007 invested (40%)							54		15,421	8

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	11.65	7.21	18.82	7.17	61.58	61.58
Veolia		7/21/08	5/11/09	294	32.91	21.96	49.32	16.41	49.86	49.86
Valeo		7/30/18	4/08/19	252	43.06	29.22	63.46	20.40	47.36	47.36
Peugeot		5/14/12	6/11/12	28	6.97	6.48	7.50	0.53	7.61
		6/25/12	7/02/12	7	5.99	6.16	5.82	-0.17	-2.82
		7/23/12	7/30/12	7	5.38	5.17	5.60	0.22	4.14
		8/27/12	9/03/12	7	5.30	4.93	5.70	0.40	7.51
		9/10/12	9/17/12	7	5.34	5.86	4.83	-0.52	-9.67
		9/24/12	10/29/12	35	5.42	4.07	7.23	1.81	33.33	41.01
Carrefour		6/13/11	6/20/11	7	29.07	26.86	31.46	2.39	8.23
		6/27/11	7/04/11	7	26.45	27.69	25.22	-1.24	-4.67
		7/11/11	2/27/12	231	22.60	17.91	28.51	5.91	26.16
		11/13/17	12/11/17	28	17.07	17.85	16.30	-0.77	-4.54
		12/25/17	1/01/18	7	17.54	18.04	17.04	-0.50	-2.85	20.71
Vinci		9/15/14	12/01/14	77	45.15	43.59	46.77	1.62	3.59	3.59
EssilorLuxottica		11/14/16	11/21/16	7	102.40	101.80	103.00	0.60	0.59	0.59
Atos		11/15/10	11/22/10	7	31.81	31.67	31.95	0.14	0.44	0.44
Engie		5/11/09	5/18/09	7	26.24	25.90	26.58	0.34	1.31
		5/25/09	6/08/09	14	26.55	27.21	25.89	-0.66	-2.49	-1.21
Vivendi		5/02/16	8/01/16	91	17.08	17.57	16.59	-0.49	-2.87	-2.87
Societe Generale		4/15/19	4/22/19	7	27.99	29.02	26.96	-1.03	-3.68	-3.68
Sanofi		2/12/18	2/19/18	7	64.29	64.30	64.28	-0.01	-0.02
		3/26/18	4/23/18	28	63.21	65.71	60.71	-2.50	-3.96	-3.97
Axa		11/29/10	12/06/10	7	11.47	11.68	11.27	-0.21	-1.79
		8/22/16	8/29/16	7	17.55	18.00	17.10	-0.45	-2.56	-4.31
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Renault		9/26/16	10/10/16	14	70.74	76.67	64.81	-5.93	-8.38	-8.38
ArcelorMittal		11/01/10	11/08/10	7	70.61	77.55	63.66	-6.95	-9.84
		12/15/14	1/19/15	35	25.67	24.90	26.46	0.79	3.08
		8/24/15	3/14/16	203	20.04	14.55	27.60	7.56	37.73
		3/21/16	4/18/16	28	11.67	14.91	8.43	-3.24	-27.76
		5/27/19	6/17/19	21	14.22	14.40	14.05	-0.17	-1.22	-8.66
Sodexo		5/28/18	7/30/18	63	85.16	94.90	75.42	-9.74	-11.44	-11.44
Airbus		7/17/06	8/07/06	21	20.22	23.63	16.81	-3.41	-16.86
		9/25/06	10/02/06	7	22.50	22.40	22.60	0.10	0.45
		11/27/06	12/04/06	7	22.45	23.15	21.75	-0.70	-3.12
		8/11/14	8/18/14	7	43.35	44.13	42.56	-0.78	-1.81	-20.56
Hermes International		8/06/07	10/08/07	63	70.42	88.69	52.15	-18.27	-25.94	-25.94
Credit Agricole		6/07/10	6/14/10	7	8.21	9.28	7.13	-1.07	-13.07
		7/05/10	8/30/10	56	8.16	10.19	6.13	-2.03	-24.85	-34.67

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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