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

Assessment - Cotation Assistée en Continu - 11/18/19 - RS = 21

		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	6/24/19	prc diff	⇓ Δ21	∅-RS
	L	CAC 40	5,909.050	17:00	-0.35	5,929.790	-0.35	5,521.710	408.080	7.39	11.79
	L	STMicroelectronics	21.860	16:36	-0.91	22.060	-0.91	14.985	7.075	47.21	47.09
	L	Valeo	35.930	16:35	3.19	34.820	3.19	26.710	8.110	30.36	26.72
	L	LVMH	398.200	16:36	-1.01	402.250	-1.01	371.250	31.000	8.35	24.92
	L	Schneider Electric	87.280	16:39	-0.89	88.060	-0.89	78.280	9.780	12.49	23.42
	L	EssilorLuxottica	140.050	16:39	0.18	139.800	0.18	110.400	29.400	26.63	22.24
	L	Safran	148.650	16:35	-0.23	149.000	-0.23	131.450	17.550	13.35	21.44
	L	Legrand	71.840	16:35	-0.33	72.080	-0.33	64.200	7.880	12.27	20.74
		Airbus	135.300	16:39	0.67	134.400	0.67	123.260	11.140	9.04	20.02
	L	Vinci	101.250	16:35	-0.64	101.900	-0.64	91.700	10.200	11.12	17.85
	L	BNP Paribas	50.750	16:36	0.32	50.590	0.32	40.760	9.830	24.12	16.94
	L	Credit Agricole	12.560	16:37		12.560		10.335	2.225	21.53	16.60
	L	Kering	549.500	16:36	1.59	540.900	1.59	518.000	22.900	4.42	16.47
	L	Axa	25.130	16:36	-0.08	25.150	-0.08	23.300	1.850	7.94	14.20
	L	Bouygues	37.120	16:37	-1.41	37.650	-1.41	31.920	5.730	17.95	14.04
	L	Hermes International	661.600	16:35	0.76	656.600	0.76	630.000	26.600	4.22	13.93
	L	L´Oreal	260.800	16:39	-0.57	262.300	-0.57	255.400	6.900	2.70	13.43
		Veolia	22.860	16:36	-1.64	23.240	-1.64	21.650	1.590	7.34	13.36
	L	Dassault Systèmes	139.700	16:35	-1.10	141.250	-1.10	138.900	2.350	1.69	12.44
	L	Saint-Gobain	36.970	16:39	-0.24	37.060	-0.24	34.175	2.885	8.44	12.10
	L	Michelin	112.450	16:35	0.40	112.000	0.40	113.300	-1.300	-1.15	10.63
	L	Societe Generale	28.375	16:35	0.37	28.270	0.37	21.565	6.705	31.09	10.48
	L	Pernod Ricard	170.450	16:36	-0.32	171.000	-0.32	163.500	7.500	4.59	10.46
	L	Sanofi	83.110	16:39	-1.54	84.410	-1.54	77.120	7.290	9.45	9.78
		Sodexo	105.850	16:35	-1.03	106.950	-1.03	101.700	5.250	5.16	9.07
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	6/24/19	prc diff	⇓ Δ21	∅-RS
	L	Peugeot	22.700	16:35	-1.35	23.010	-1.35	21.390	1.620	7.57	7.78
		Air Liquide	121.350	16:38	-0.70	122.200	-0.70	121.950	0.250	0.21	6.41
		Engie	14.200	16:36	-0.98	14.340	-0.98	13.435	0.905	6.74	6.34
		Danone	74.640	16:35	-0.37	74.920	-0.37	75.200	-0.280	-0.37	6.15
	L	Orange	14.635	16:38	-0.91	14.770	-0.91	13.915	0.855	6.14	5.73
	L	UnibailRodaWestfield	143.750	16:39	-0.45	144.400	-0.45	129.250	15.150	11.72	4.20
		Cap Gemini	108.000	16:39	0.47	107.500	0.47	103.700	3.800	3.66	4.09
	L	Accor	39.800	16:38	2.21	38.940	2.21	36.760	2.180	5.93	3.55
		Vivendi	24.780	16:35	-0.48	24.900	-0.48	24.940	-0.040	-0.16	3.25
	L	Total	48.860	16:38	-0.34	49.025	-0.34	49.000	0.025	0.05	2.33
	L	Atos	72.500	16:35	-0.17	72.620	-0.17	71.840	0.780	1.09	-1.07
	S	Carrefour	15.260	16:39	-0.42	15.325	-0.42	17.035	-1.710	-10.04	-6.85
	L	ArcelorMittal	14.770	16:35	0.71	14.666	0.71	14.960	-0.294	-1.97	-9.61
	S	TechnipFMC	17.310	16:35	-2.31	17.720	-2.31	21.760	-4.040	-18.57	-14.43
	S	Publicis	39.510	16:36	0.89	39.160	0.89	47.350	-8.190	-17.30	-16.83
		Renault	44.060	16:39	1.23	43.525	1.23	55.590	-12.065	-21.70	-21.19
CAC 40 - 40 out of 40 instruments rated - 11/18/19 / 6/24/19 - 32 did rise, Market-Ratio(21) = 80.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/05/15	scale up chart	11/18/19

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	11/19/19	22		STMicroelectronics	100	15,895	20.680	21.860		1.180	6	347,481	151
accum	1/30/06	11/19/19	5041	days out of 5069 invested (99%)							3,375		347,481	29

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
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
STMicroelectronics	long	10/28/19	11/19/19	22	20.68	21.86		1.18	5.71	5.71
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
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
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	-8.80
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

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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