Share-o-matic - Portfolio

Thu, Jun 8th, 2023, 14:29UTC

Assessment - Cotation Assistée en Continu - 6/05/23 - RS = 21

		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	1/09/23	prc diff	⇓ Δ21	∅-RS
		CAC 40	7,224.300	13:06	0.30	7,200.910	0.32	6,907.360	293.550	4.25	8.67
		Hermes International	1,886.400	08:19	-0.26	1,918.800	-1.69	1,611.000	307.800	19.11	32.95
	L	Schneider Electric	163.120	08:19	-0.43	164.000	-0.54	144.820	19.180	13.24	21.07
		Publicis	72.680	08:18	-0.08	69.920	3.95	61.680	8.240	13.36	19.48
		Safran	134.020	08:19	-0.99	137.240	-2.35	122.140	15.100	12.36	19.22
	L	Saint-Gobain	56.330	08:19	0.50	54.420	3.51	52.990	1.430	2.70	16.87
		Alstom	27.660	08:18	1.73	26.950	2.63	24.630	2.320	9.42	16.18
	L	Airbus	125.900	08:18	-0.43	126.720	-0.65	117.500	9.220	7.85	15.54
		LVMH	815.500	08:19	0.34	814.000	0.18	759.600	54.400	7.16	15.16
	L	Air Liquide	156.980	08:18	0.05	158.240	-0.80	142.540	15.700	11.01	14.45
	L	Dassault Systèmes	40.695	08:18	-1.27	41.425	-1.76	34.985	6.440	18.41	12.94
	L	Legrand	89.060	08:18	-0.31	88.540	0.59	80.820	7.720	9.55	12.90
		L´Oreal	398.600	08:18	-0.46	405.050	-1.59	365.850	39.200	10.71	12.61
		Veolia	28.530	08:18	0.14	28.050	1.71	26.800	1.250	4.66	12.59
		STMicroelectronics	42.970	08:19	-0.26	41.600	3.29	37.275	4.325	11.60	12.05
		Vinci	107.700	08:16	0.02	106.940	0.71	99.750	7.190	7.21	10.77
		Credit Agricole	10.970	08:19	1.11	10.832	1.27	10.526	0.306	2.91	9.90
		BNP Paribas	57.360	08:18	1.06	55.920	2.58	59.020	-3.100	-5.25	7.51
		Engie	14.238	08:19	0.76	14.078	1.14	13.164	0.914	6.94	7.42
		Thales	128.150	08:18	-0.43	132.050	-2.95	114.600	17.450	15.23	6.94
		Danone	55.130	08:18	-0.33	55.950	-1.47	49.135	6.815	13.87	6.38
		Axa	27.300	08:19	0.55	27.175	0.46	27.405	-0.230	-0.84	6.20
		Sanofi	94.990	08:18	0.04	95.330	-0.36	90.440	4.890	5.41	5.27
		Orange	10.596	08:19	-0.88	10.802	-1.91	9.886	0.916	9.27	5.16
		Stellantis	15.106	08:19	1.04	14.802	2.05	14.554	0.248	1.70	4.90
		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	1/09/23	prc diff	⇓ Δ21	∅-RS
		Renault	32.905	08:19	1.22	33.320	-1.25	35.590	-2.270	-6.38	4.52
		Pernod Ricard	199.050	08:18	-0.47	199.200	-0.08	187.850	11.350	6.04	4.34
		EssilorLuxottica	166.740	08:17	-0.62	167.220	-0.29	175.850	-8.630	-4.91	3.06
		Carrefour	16.665	08:16	0.51	17.345	-3.92	16.720	0.625	3.74	2.14
		Bouygues	30.400	08:18	0.40	30.260	0.46	30.380	-0.120	-0.39	1.23
		Michelin	27.340	08:19	0.59	27.280	0.22	29.235	-1.955	-6.69	0.99
		TotalEnergies	55.380	08:19	1.08	54.850	0.97	58.320	-3.470	-5.95	0.49
	S	ArcelorMittal	25.510	08:16	1.84	24.775	2.97	27.315	-2.540	-9.30	-0.11
		Cap Gemini	166.600	08:18	-1.88	166.650	-0.03	166.800	-0.150	-0.09	-2.19
		Societe Generale	23.045	08:19	1.92	22.475	2.54	25.070	-2.595	-10.35	-2.24
	S	Kering	502.400	08:19	-0.48	501.900	0.10	526.500	-24.600	-4.67	-4.35
	S	Worldline	36.660	08:18	-1.21	36.510	0.41	39.350	-2.840	-7.22	-9.20
	L	Eurofins Scientific	61.460	08:19	-1.13	60.620	1.39	69.140	-8.520	-12.32	-9.71
	S	Vivendi	8.326	08:18	-0.29	8.280	0.56	9.476	-1.196	-12.62	-9.92
	S	UnibailRodaWestfield	45.780	08:19	-0.48	44.250	3.46	54.340	-10.090	-18.57	-13.55
	S	Teleperformance	141.850	08:19	-0.07	138.750	2.23	238.000	-99.250	-41.70	-42.46
CAC 40 - 40 out of 40 instruments rated - 6/05/23 / 1/09/23 - 24 did rise, Market-Ratio(21) = 60.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/07/19	scale up chart	6/05/23

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	468	20.917	23.183		2.266	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	2/13/23	574		Atos	100	0	40.410	11.995	136.137	95.727	237	5	0
long	2/13/23	6/05/23	112		Renault	100	0	41.535	33.320		-8.215	-20	5	0
short	6/05/23	6/08/23	3		Teleperformance	100	0	138.750	141.850	135.650	-3.100	-2	5	0
accum	1/30/06	6/08/23	6338	days out of 6366 invested (100%)							-100		5	-36

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Atos	short	7/19/21	2/13/23	574	40.41	12.00	136.14	95.73	236.89	236.89
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
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
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
	long	2/13/23	6/05/23	112	41.54	33.32		-8.22	-19.78	18.62
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	20.92	23.18		2.27	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
Teleperformance	short	6/05/23	6/08/23	3	138.75	141.85	135.65	-3.10	-2.23	-2.23
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

6/16/22	Michelin	stock split 1:4 (four for one)
7/07/21	Dassault Systèmes	stock split 1:5 (five for one)
11/19/20	Eurofins Scientific	stock split 1:10 (ten 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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