Share-o-matic - Portfolio

Mon, Aug 2nd, 2021, 1:59UTC

Assessment - Cotation Assistée en Continu - 7/26/21 - RS = 21

		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	3/01/21	prc diff	⇓ Δ21	∅-RS
		CAC 40	6,612.760	Fri	-0.32	6,578.600	0.52	5,830.060	748.540	12.84	17.34
		ArcelorMittal	29.365	Fri	-0.84	28.305	3.74	20.745	7.560	36.44	70.87
	L	Hermes International	1,289.000	Fri	0.16	1,280.500	0.66	928.000	352.500	37.98	43.91
		Societe Generale	24.725	Fri	-0.86	24.905	-0.72	21.480	3.425	15.95	43.54
		Saint-Gobain	60.250	Fri	3.11	59.200	1.77	46.270	12.930	27.94	39.30
		Publicis	53.220	Fri	-0.97	55.480	-4.07	49.250	6.230	12.65	37.95
		UnibailRodaWestfield	70.170	Fri	-3.78	74.020	-5.20	62.400	11.620	18.62	37.60
		Cap Gemini	182.250	Fri	0.36	172.600	5.59	138.850	33.750	24.31	34.15
		LVMH	673.900	Fri	-1.48	673.400	0.07	543.800	129.600	23.83	33.77
		Airbus	115.700	Fri	-0.26	112.000	3.30	100.460	11.540	11.49	30.51
	L	Dassault Systèmes	46.520	Fri	1.21	44.375	4.83	34.340	10.035	29.22	30.08
		Kering	756.200	Fri	-0.51	747.300	1.19	554.000	193.300	34.89	25.89
		Teleperformance	355.600	Fri	-0.78	356.700	-0.31	303.600	53.100	17.49	23.92
		Veolia	27.680	Fri	-0.90	26.510	4.41	22.230	4.280	19.25	23.86
	L	Legrand	94.920	Fri	2.09	93.240	1.80	72.380	20.860	28.82	22.92
		Michelin	137.700	Fri		135.250	1.81	125.100	10.150	8.11	22.53
	L	L´Oreal	385.900	Fri	0.26	383.500	0.63	307.600	75.900	24.67	22.39
	L	EssilorLuxottica	159.160	Fri	3.38	153.900	3.42	134.350	19.550	14.55	20.87
		Thales	88.500	Fri	-2.49	90.380	-2.08	81.620	8.760	10.73	19.67
		BNP Paribas	51.450	Fri	-1.19	51.710	-0.50	51.720	-0.010	-0.02	19.60
		Credit Agricole	11.760	Fri	-1.01	11.874	-0.96	12.270	-0.396	-3.23	18.33
		Schneider Electric	141.300	Fri	1.80	140.000	0.93	125.450	14.550	11.60	17.09
		Pernod Ricard	186.100	Fri	-0.75	184.750	0.73	157.000	27.750	17.68	16.75
	L	Worldline	78.910	Fri	-1.35	84.840	-6.99	73.240	11.600	15.84	13.22
		Axa	21.880	Fri	-0.16	21.900	-0.09	22.095	-0.195	-0.88	12.65
		⇓instrument	freshest		⇓ Δday	7/26/21	⇓ Δwk	3/01/21	prc diff	⇓ Δ21	∅-RS
		Total	39.690	Thu		39.690		39.310	0.380	0.97	12.55
		STMicroelectronics	34.540	Fri	-1.43	33.350	3.57	30.400	2.950	9.70	12.17
		Carrefour	15.660	Fri	-3.81	15.920	-1.63	14.260	1.660	11.64	8.22
	L	Air Liquide	146.580	Fri	0.66	149.160	-1.73	126.200	22.960	18.19	8.07
		Vivendi	28.500	Fri		28.330	0.60	29.250	-0.920	-3.15	7.02
		Vinci	89.210	Fri	-1.44	90.010	-0.89	87.820	2.190	2.49	6.93
		Safran	110.300	Fri	-2.39	116.220	-5.09	118.600	-2.380	-2.01	6.18
	L	Sanofi	86.880	Fri	0.42	87.580	-0.80	75.350	12.230	16.23	4.29
		Danone	62.060	Fri	1.97	58.020	6.96	55.320	2.700	4.88	3.53
		Renault	32.025	Fri	-3.35	31.540	1.54	39.370	-7.830	-19.89	3.23
	S	Bouygues	32.490	Fri	-0.70	32.430	0.19	34.310	-1.880	-5.48	-1.79
	S	Orange	9.395	Fri	0.88	9.623	-2.37	9.622	0.001	0.01	-2.98
	S	Engie	11.252	Fri	-3.00	11.486	-2.04	11.535	-0.049	-0.42	-5.08
	S	Alstom	34.960	Fri	-1.63	36.590	-4.45	43.840	-7.250	-16.54	-16.73
	S	Atos	40.320	Fri	-2.14	40.890	-1.39	63.520	-22.630	-35.63	-35.15
		Stellantis	16.190	Fri	-0.89	15.900	1.82	13.858	2.042	14.74	-na-
CAC 40 - 40 out of 40 instruments rated - 7/26/21 / 3/01/21 - 30 did rise, Market-Ratio(21) = 75.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC 40 RS = 21 - B/S = 83/73

1/02/17	scale up chart	7/26/21

Transactions Cotation Assistée en Continu * A21 - 83/73 (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		1/30/06	28		- cash -
long	1/30/06	5/22/06	112		Alstom	100	323	30.925	32.500		1.575	5	10,509	18
short	5/22/06	10/16/06	147		Orange	100	635	16.540	18.970	14.110	-2.430	-15	8,966	-33
long	10/16/06	3/19/07	154		Klépierre	100	228	39.300	44.876		5.576	14	10,237	37
short	3/19/07	4/09/07	21		Alcatel-Lucent	100	1,205	8.492	8.853	8.131	-0.361	-4	9,802	-53
long	4/09/07	6/11/07	63		Michelin	100	117	83.666	92.730		9.064	11	10,862	81
short	6/11/07	7/20/09	770		Credit Agricole	100	365	29.750	9.980	88.684	58.934	198	32,373	68
long	7/20/09	1/25/10	189		Technip	100	852	37.980	48.610		10.630	28	41,430	61
short	1/25/10	3/29/10	63		Orange	100	2,462	16.825	17.750	15.900	-0.925	-5	39,153	-28
long	3/29/10	4/19/10	21		Safran	100	2,013	19.445	18.895		-0.550	-3	38,046	-39
short	4/19/10	10/18/10	182		Alstom	100	804	47.310	36.100	62.001	14.691	31	49,857	72
long	10/18/10	11/15/10	28		Valeo	100	4,332	11.507	13.105		1.598	14	56,781	445
short	11/15/10	11/29/10	14		Alstom	100	1,681	33.760	30.945	36.831	3.071	9	61,943	868
long	11/29/10	12/27/10	28		Valeo	100	4,618	13.413	14.032		0.618	5	64,799	80
short	12/27/10	1/17/11	21		Alstom	100	1,800	35.980	39.475	32.485	-3.495	-10	58,508	-83
long	1/17/11	3/14/11	56		Valeo	100	3,862	15.148	13.523		-1.625	-11	52,232	-52
short	3/14/11	4/25/11	42		Carrefour	100	1,665	31.360	31.100	31.622	0.262	1	52,669	8
long	4/25/11	5/09/11	14		Alcatel-Lucent	100	12,817	4.109	4.144		0.035	1	53,118	25
short	5/09/11	2/06/12	273		Carrefour	100	1,732	30.665	18.345	51.259	20.594	67	88,786	99
long	2/06/12	4/09/12	63		Airbus	100	3,260	27.230	29.725		2.495	9	96,920	66
short	4/09/12	9/17/12	161		Peugeot	100	11,399	8.502	5.861	12.333	3.831	45	140,589	132
long	9/17/12	9/24/12	7		Credit Agricole	100	23,494	5.984	5.714		-0.270	-5	134,246	-91
short	9/24/12	12/10/12	77		Alcatel-Lucent	100	156,099	0.860	0.822	0.900	0.040	5	140,459	24
long	12/10/12	1/14/13	35		Societe Generale	100	4,874	28.815	34.140		5.325	18	166,413	486
short	1/14/13	1/28/13	14		Engie	100	10,785	15.430	15.390	15.470	0.040	0	166,845	7
long	1/28/13	2/11/13	14		Credit Agricole	100	21,495	7.762	7.414		-0.348	-4	159,365	-70
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/11/13	2/25/13	14		Orange	100	20,216	7.883	7.479	8.309	0.426	5	167,973	294
long	2/25/13	4/22/13	56		Credit Agricole	100	22,471	7.475	6.300		-1.175	-16	141,570	-67
short	4/22/13	8/05/13	105		ArcelorMittal	100	5,385	26.286	28.620	23.952	-2.334	-9	129,001	-28
long	8/05/13	12/16/13	133		Alcatel-Lucent	100	70,724	1.824	3.271		1.447	79	231,339	397
short	12/16/13	2/23/15	434		Technip	100	3,295	70.190	57.900	85.089	14.899	21	280,430	18
long	2/23/15	7/06/15	133		Peugeot	100	19,240	14.575	18.595		4.020	28	357,775	95
short	7/06/15	3/27/17	630		ArcelorMittal	100	14,180	25.230	22.800	27.919	2.689	11	395,905	6
long	3/27/17	7/31/17	126		ArcelorMittal	100	17,364	22.800	22.180		-0.620	-3	385,139	-8
short	7/31/17	1/22/18	175		Carrefour	100	18,967	20.305	18.465	22.328	2.023	10	423,517	22
long	1/22/18	2/05/18	14		Kering	100	1,034	409.300	388.900		-20.400	-5	402,423	-74
short	2/05/18	5/06/19	455		Sanofi	100	5,830	69.020	76.710	61.330	-7.690	-11	357,590	-9
long	5/06/19	6/03/19	28		LVMH	100	1,038	344.400	340.500		-3.900	-1	353,542	-14
short	6/03/19	10/28/19	147		ArcelorMittal	100	26,514	13.334	14.270	12.398	-0.936	-7	328,725	-17
long	10/28/19	12/02/19	35		STMicroelectronics	100	15,895	20.680	21.800		1.120	5	346,528	73
short	12/02/19	12/30/19	28		Renault	100	8,018	43.215	42.600	43.839	0.624	1	351,530	21
long	12/30/19	1/27/20	28		STMicroelectronics	100	14,659	23.980	26.140		2.160	9	383,193	208
short	1/27/20	8/10/20	196		Renault	100	10,917	35.100	24.080	51.163	16.063	46	558,555	102
long	8/10/20	9/21/20	42		Schneider Electric	100	5,451	102.450	101.050		-1.400	-1	550,924	-11
short	9/21/20	12/28/20	98		UnibailRodaWestfield	100	18,057	30.510	65.420	0.000	-30.510	-100	5	-100
long	12/28/20	7/19/21	203		ArcelorMittal	100	0	19.060	24.610		5.550	29	5	0
short	7/19/21	7/30/21	11		Atos	100	0	40.410	40.320	40.500	0.090	0	5	0
accum	1/30/06	7/30/21	5663	days out of 5691 invested (100%)							-100		5	-39

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Credit Agricole	short	6/11/07	7/20/09	770	29.75	9.98	88.68	58.93	198.10
	long	9/17/12	9/24/12	7	5.98	5.71		-0.27	-4.51
	long	1/28/13	2/11/13	14	7.76	7.41		-0.35	-4.48
	long	2/25/13	4/22/13	56	7.48	6.30		-1.18	-15.72	129.15
Carrefour	short	3/14/11	4/25/11	42	31.36	31.10	31.62	0.26	0.84
	short	5/09/11	2/06/12	273	30.67	18.35	51.26	20.59	67.16
	short	7/31/17	1/22/18	175	20.31	18.47	22.33	2.02	9.97	85.35
Peugeot	short	4/09/12	9/17/12	161	8.50	5.86	12.33	3.83	45.06
	long	2/23/15	7/06/15	133	14.58	18.60		4.02	27.58	85.07
Alcatel-Lucent	short	3/19/07	4/09/07	21	8.49	8.85	8.13	-0.36	-4.25
	long	4/25/11	5/09/11	14	4.11	4.14		0.04	0.85
	short	9/24/12	12/10/12	77	0.86	0.82	0.90	0.04	4.63
	long	8/05/13	12/16/13	133	1.82	3.27		1.45	79.33	81.18
Technip	long	7/20/09	1/25/10	189	37.98	48.61		10.63	27.99
	short	12/16/13	2/23/15	434	70.19	57.90	85.09	14.90	21.23	55.16
Renault	short	12/02/19	12/30/19	28	43.22	42.60	43.84	0.62	1.44
	short	1/27/20	8/10/20	196	35.10	24.08	51.16	16.06	45.76	47.87
Alstom	long	1/30/06	5/22/06	112	30.93	32.50		1.58	5.09
	short	4/19/10	10/18/10	182	47.31	36.10	62.00	14.69	31.05
	short	11/15/10	11/29/10	14	33.76	30.95	36.83	3.07	9.10
	short	12/27/10	1/17/11	21	35.98	39.48	32.49	-3.50	-9.71	35.66
Societe Generale	long	12/10/12	1/14/13	35	28.82	34.14		5.33	18.48	18.48
ArcelorMittal	short	4/22/13	8/05/13	105	26.29	28.62	23.95	-2.33	-8.88
	short	7/06/15	3/27/17	630	25.23	22.80	27.92	2.69	10.66
	long	3/27/17	7/31/17	126	22.80	22.18		-0.62	-2.72
	short	6/03/19	10/28/19	147	13.33	14.27	12.40	-0.94	-7.02
	long	12/28/20	7/19/21	203	19.06	24.61		5.55	29.12	17.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
STMicroelectronics	long	10/28/19	12/02/19	35	20.68	21.80		1.12	5.42
	long	12/30/19	1/27/20	28	23.98	26.14		2.16	9.01	14.91
Klépierre	long	10/16/06	3/19/07	154	39.30	44.88		5.58	14.19	14.19
Michelin	long	4/09/07	6/11/07	63	83.67	92.73		9.06	10.83	10.83
Airbus	long	2/06/12	4/09/12	63	27.23	29.73		2.50	9.16	9.16
Valeo	long	10/18/10	11/15/10	28	11.51	13.11		1.60	13.89
	long	11/29/10	12/27/10	28	13.41	14.03		0.62	4.61
	long	1/17/11	3/14/11	56	15.15	13.52		-1.63	-10.73	6.36
Engie	short	1/14/13	1/28/13	14	15.43	15.39	15.47	0.04	0.26	0.26
Atos	short	7/19/21	7/30/21	11	40.41	40.32	40.50	0.09	0.22	0.22
LVMH	long	5/06/19	6/03/19	28	344.40	340.50		-3.90	-1.13	-1.13
Schneider Electric	long	8/10/20	9/21/20	42	102.45	101.05		-1.40	-1.37	-1.37
Safran	long	3/29/10	4/19/10	21	19.45	18.90		-0.55	-2.83	-2.83
Kering	long	1/22/18	2/05/18	14	409.30	388.90		-20.40	-4.98	-4.98
Sanofi	short	2/05/18	5/06/19	455	69.02	76.71	61.33	-7.69	-11.14	-11.14
Orange	short	5/22/06	10/16/06	147	16.54	18.97	14.11	-2.43	-14.69
	short	1/25/10	3/29/10	63	16.83	17.75	15.90	-0.92	-5.50
	short	2/11/13	2/25/13	14	7.88	7.48	8.31	0.43	5.40	-15.03
UnibailRodaWestfield	short	9/21/20	12/28/20	98	30.51	65.42	0.00	-30.51	-100.00	-100.00

Annotations

7/07/21	Dassault Systèmes	stock split 1:5 (five for one)
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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