Share-o-matic - Portfolio

Sun, Oct 17th, 2021, 15:02UTC

Assessment - Cotation Assistée en Continu - 10/11/21 - RS = 21

		⇓instrument	freshest		⇓ Δday	10/11/21	⇓ Δwk	5/17/21	prc diff	⇓ Δ21	∅-RS
		CAC 40	6,727.520	Fri	0.63	6,570.540	2.39	6,367.350	203.190	3.19	9.89
		Societe Generale	28.790	Fri	1.77	28.340	1.59	26.195	2.145	8.19	39.93
		ArcelorMittal	27.700	Fri	0.97	26.230	5.60	26.995	-0.765	-2.83	25.45
		Saint-Gobain	61.600	Fri	0.31	60.020	2.63	54.700	5.320	9.73	25.35
		Cap Gemini	187.800	Fri	0.37	175.150	7.22	153.650	21.500	13.99	23.03
		Hermes International	1,289.500	Fri	0.31	1,226.000	5.18	1,065.500	160.500	15.06	22.23
		Publicis	59.280	Fri	1.37	57.100	3.82	55.040	2.060	3.74	21.59
	L	TotalEnergies	44.455	Fri	1.50	44.220	0.53	39.810	4.410	11.08	21.00
		BNP Paribas	57.750	Fri	1.98	57.330	0.73	56.980	0.350	0.61	20.71
		Pernod Ricard	197.600	Fri	-0.48	197.800	-0.10	176.750	21.050	11.91	18.23
		Airbus	114.900	Fri	1.36	113.820	0.95	96.900	16.920	17.46	18.10
		Dassault Systèmes	46.100	Fri	0.55	43.675	5.55	36.720	6.955	18.94	17.83
		Credit Agricole	12.848	Fri	2.07	12.812	0.28	13.342	-0.530	-3.97	17.66
	L	Axa	23.925	Fri	0.95	24.225	-1.24	22.815	1.410	6.18	16.30
		EssilorLuxottica	164.840	Fri	2.49	159.960	3.05	140.180	19.780	14.11	15.91
		Veolia	27.110	Fri	0.48	26.440	2.53	25.500	0.940	3.69	14.61
		LVMH	664.800	Fri	-0.36	631.700	5.24	624.000	7.700	1.23	12.21
		STMicroelectronics	36.540	Fri	0.37	35.945	1.66	29.030	6.915	23.82	11.60
		Legrand	92.840	Fri	0.93	89.680	3.52	86.520	3.160	3.65	10.78
		Michelin	134.100	Fri	1.67	130.950	2.41	124.200	6.750	5.43	9.25
		Teleperformance	353.700	Fri	0.65	336.200	5.21	312.900	23.300	7.45	8.89
		Schneider Electric	144.280	Fri	0.08	138.720	4.01	130.360	8.360	6.41	7.64
		Thales	83.340	Fri	-0.29	85.000	-1.95	85.220	-0.220	-0.26	6.15
		L´Oreal	369.550	Fri	-0.11	355.750	3.88	355.450	0.300	0.08	5.93
		Vinci	90.590	Fri	1.26	90.730	-0.15	93.680	-2.950	-3.15	4.34
		⇓instrument	freshest		⇓ Δday	10/11/21	⇓ Δwk	5/17/21	prc diff	⇓ Δ21	∅-RS
	L	Bouygues	33.890	Fri	0.98	34.870	-2.81	34.290	0.580	1.69	3.67
		Carrefour	15.495	Fri	1.01	15.565	-0.45	17.285	-1.720	-9.95	2.25
		Safran	115.980	Fri	1.81	115.740	0.21	121.880	-6.140	-5.04	1.98
		UnibailRodaWestfield	64.090	Fri	1.41	63.360	1.15	68.590	-5.230	-7.63	1.49
		Sanofi	83.840	Fri	-0.34	84.700	-1.02	87.640	-2.940	-3.35	1.17
		Kering	668.800	Fri	1.01	634.400	5.42	706.900	-72.500	-10.26	0.96
	S	Danone	57.540	Fri	-1.00	56.630	1.61	58.290	-1.660	-2.85	-0.57
	S	Air Liquide	143.300	Fri	0.59	138.360	3.57	139.560	-1.200	-0.86	-0.89
	S	Renault	33.215	Fri	3.49	32.510	2.17	33.685	-1.175	-3.49	-0.97
	S	Orange	9.512	Fri	0.39	9.448	0.68	10.684	-1.236	-11.57	-4.62
	S	Engie	11.654	Fri	0.95	11.570	0.73	12.716	-1.146	-9.01	-4.79
	S	Worldline	68.540	Fri	0.26	66.470	3.11	75.250	-8.780	-11.67	-11.03
		Atos	45.470	Fri	-1.49	45.080	0.87	54.540	-9.460	-17.35	-20.06
	S	Alstom	31.250	Fri	0.29	30.750	1.63	43.960	-13.210	-30.05	-24.99
	S	Vivendi	11.140	Fri	1.27	11.050	0.81	29.140	-18.090	-62.08	-58.00
		Stellantis	17.200	Fri	1.20	16.826	2.22	15.096	1.730	11.46	-na-
CAC 40 - 40 out of 40 instruments rated - 10/11/21 / 5/17/21 - 22 did rise, Market-Ratio(21) = 55.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	10/11/21

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	10/15/21	88		Atos	100	0	40.410	45.470	35.350	-5.060	-13	5	0
accum	1/30/06	10/15/21	5739	days out of 5767 invested (100%)							-100		5	-38

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
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
Atos	short	7/19/21	10/15/21	88	40.41	45.47	35.35	-5.06	-12.52	-12.52
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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