Assessment - Cotation Assistée en Continu in Renminbi yuán - 7/01/24 - RS = 21

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	Δ21		⇓∅-RS
								CAC 40	56,637.884	8/12/24	-0.26	59,063.011	-4.11	58,673.427	389.584	0.66		0.38
						L		Alstom	133.497	8/12/24	0.12	125.881	6.05	88.706	37.174	41.91		5.70
								Renault	314.409	8/12/24	-0.72	376.900	-16.58	277.483	99.417	35.83		22.75
								Schneider Electric	1,650.158	8/12/24	0.38	1,760.299	-6.26	1,453.315	306.984	21.12		25.98
								Michelin	268.243	8/12/24	0.41	281.992	-4.88	236.318	45.673	19.33		15.04
								Safran	1,501.351	8/12/24	-0.18	1,578.684	-4.90	1,356.840	221.844	16.35		20.34
								Saint-Gobain	574.607	8/12/24	-0.41	581.949	-1.26	505.645	76.304	15.09		18.05
								UnibailRodaWestfield	520.239	8/12/24	-0.60	580.231	-10.34	505.104	75.126	14.87		25.73
								Thales	1,148.666	8/12/24	-0.20	1,187.333	-3.26	1,043.217	144.115	13.81		6.89
								EssilorLuxottica	1,619.303	8/12/24	-0.58	1,576.341	2.73	1,401.831	174.510	12.45		9.52
								BNP Paribas	462.825	8/12/24		481.729	-3.92	433.675	48.054	11.08		2.27
								TotalEnergies	482.120	8/12/24	0.60	496.883	-2.97	457.794	39.089	8.54		4.40
								Sanofi	747.317	8/12/24	-0.60	717.477	4.16	675.637	41.840	6.19		-0.19
								Publicis	715.212	8/12/24	0.68	759.581	-5.84	716.608	42.972	6.00		16.54
								Hermes International	15,669.668	8/12/24	-0.50	16,419.563	-4.57	15,657.925	761.638	4.86		4.99
								Legrand	728.647	8/12/24	0.09	727.554	0.15	699.756	27.798	3.97		1.84
								Axa	252.699	8/12/24	-0.77	244.184	3.49	235.081	9.103	3.87		4.57
								Credit Agricole	103.150	8/12/24	0.57	102.329	0.80	100.928	1.401	1.39		5.12
								Societe Generale	160.290	8/12/24	0.44	176.538	-9.20	175.983	0.555	0.32		-4.95
						S		Air Liquide	1,267.790	8/12/24	-0.79	1,270.290	-0.20	1,297.625	-27.335	-2.11		-5.24
								Vivendi	74.115	8/12/24	0.40	77.130	-3.91	79.546	-2.416	-3.04		7.97
								Veolia	216.844	8/12/24	-0.14	222.312	-2.46	233.458	-11.146	-4.77		-0.62
								Danone	469.778	8/12/24	0.07	450.718	4.23	477.120	-26.403	-5.53		0.39
						S		Engie	119.788	8/12/24	0.49	107.251	11.69	113.714	-6.464	-5.68		-9.37
						S		Cap Gemini	1,371.291	8/12/24	-0.40	1,481.823	-7.46	1,577.775	-95.952	-6.08		1.93
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	Δ21		⇓∅-RS
						S		LVMH	4,961.020	8/12/24	-0.14	5,561.717	-10.80	6,035.123	-473.406	-7.84		-6.65
						S		Bouygues	243.091	8/12/24	-0.54	239.341	1.57	260.901	-21.560	-8.26		-9.48
								L´Oreal	2,942.164	8/12/24	-1.59	3,220.250	-8.64	3,523.130	-302.880	-8.60		-2.88
						S		Stellantis	109.235	8/12/24	-0.61	145.573	-24.96	162.880	-17.306	-10.63		-5.53
								Airbus	1,044.853	8/12/24	-0.45	1,028.293	1.61	1,152.293	-124.001	-10.76		-6.91
								STMicroelectronics	209.775	8/12/24	0.47	283.124	-25.91	318.492	-35.368	-11.10		-12.25
						S		Kering	1,951.678	8/12/24	-1.85	2,624.630	-25.64	2,969.633	-345.003	-11.62		-16.50
						S		Orange	79.012	8/12/24	-0.25	73.630	7.31	84.029	-10.399	-12.38		-11.79
						S		Eurofins Scientific	411.661	8/12/24	-0.26	358.934	14.69	413.731	-54.797	-13.24		-17.34
								ArcelorMittal	157.165	8/12/24	0.30	166.383	-5.54	193.067	-26.684	-13.82		-11.18
						S		Vinci	801.840	8/12/24	-0.77	788.170	1.73	914.506	-126.336	-13.81		-8.12
								Carrefour	107.251	8/12/24	-0.36	104.634	2.50	122.527	-17.893	-14.60		-18.52
						S		Dassault Systèmes	261.916	8/12/24	-0.03	269.493	-2.81	324.677	-55.184	-17.00		-12.93
						S		Pernod Ricard	951.429	8/12/24	-0.33	991.657	-4.06	1,201.304	-209.647	-17.45		-20.75
						L		Teleperformance	792.467	8/12/24	-0.10	803.012	-1.31	1,098.876	-295.864	-26.92		-12.01
						S		Edenred	280.351	8/12/24	-0.25	312.925	-10.41	429.037	-116.113	-27.06		-23.07
CAC 40 - 40 out of 40 instruments rated - 7/01/24 / 2/05/24 - 18 did rise, Market-Ratio(21) in CNY = 45.00 %
Stock Exchange Currency: EUR € Euro

 

Technical Chart

	CAC 40 RS = 21 - B/S = 83/73
1/03/22	scale up chart	7/01/24

 

Transactions Cotation Assistée en Continu in Renminbi yuán * 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	33		301.553	333.034		31.481	10	11,039	38
short	5/22/06	10/16/06	147				Orange	100	65		169.489	187.549	151.429	-18.060	-11	9,865	-24
long	10/16/06	3/19/07	154				Klépierre	100	25		388.543	462.322		73.778	19	11,709	51
short	3/19/07	4/09/07	21				Alcatel-Lucent	100	133		87.486	91.522	83.450	-4.036	-5	11,173	-56
long	4/09/07	6/11/07	63				Michelin	100	51		216.235	237.361		21.126	10	12,250	72
short	6/11/07	7/20/09	770				Credit Agricole	100	40		304.604	96.140	965.087	660.483	217	38,669	73
long	7/20/09	1/25/10	189				Technip	100	105		365.873	469.388		103.515	28	49,538	62
short	1/25/10	3/29/10	63				Orange	100	304		162.466	162.604	162.327	-0.139	0	49,496	0
long	3/29/10	4/19/10	21				Safran	100	277		178.132	172.657		-5.475	-3	47,980	-42
short	4/19/10	10/18/10	182				Alstom	100	110		432.305	335.131	557.655	125.350	29	61,768	67
long	10/18/10	11/15/10	28				Valeo	100	578		106.821	119.093		12.272	11	68,861	313
short	11/15/10	11/29/10	14				Alstom	100	224		306.797	273.322	344.373	37.576	12	77,278	1,933
long	11/29/10	12/27/10	28				Valeo	100	652		118.473	122.032		3.559	3	79,599	47
short	12/27/10	1/17/11	21				Alstom	100	254		312.914	348.150	277.679	-35.235	-11	70,649	-87
long	1/17/11	3/14/11	56				Valeo	100	528		133.600	123.703		-9.897	-7	65,423	-39
short	3/14/11	4/25/11	42				Carrefour	100	228		286.862	294.094	279.631	-7.232	-3	63,775	-20
long	4/25/11	5/09/11	14				Alcatel-Lucent	100	1,641		38.856	38.528		-0.329	-1	63,235	-20
short	5/09/11	2/06/12	273				Carrefour	100	221		285.099	151.809	535.419	250.321	88	118,556	132
long	2/06/12	4/09/12	63				Airbus	100	526		225.334	245.627		20.293	9	129,230	65
short	4/09/12	9/17/12	161				Peugeot	100	1,839		70.255	48.632	101.490	31.236	44	186,673	130
long	9/17/12	9/24/12	7				Credit Agricole	100	3,759		49.653	46.929		-2.724	-5	176,432	-95
short	9/24/12	12/10/12	77				Alcatel-Lucent	100	24,979		7.063	6.682	7.466	0.403	6	186,494	30
long	12/10/12	1/14/13	35				Societe Generale	100	796		234.237	285.608		51.371	22	227,385	691
short	1/14/13	1/28/13	14				Engie	100	1,761		129.084	130.279	127.889	-1.195	-1	225,281	-22
long	1/28/13	2/11/13	14				Credit Agricole	100	3,428		65.707	62.323		-3.384	-5	213,680	-75
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	3,224		66.265	62.029	70.791	4.525	7	228,269	460
long	2/25/13	4/22/13	56				Credit Agricole	100	3,681		61.996	51.291		-10.705	-17	188,863	-71
short	4/22/13	8/05/13	105				ArcelorMittal	100	882		214.005	233.777	194.233	-19.772	-9	171,424	-29
long	8/05/13	12/16/13	133				Alcatel-Lucent	100	11,505		14.899	27.332		12.433	83	314,472	429
short	12/16/13	2/23/15	434				Technip	100	536		586.508	410.748	837.474	250.967	43	448,990	35
long	2/23/15	7/06/15	133				Peugeot	100	4,342		103.397	127.634		24.238	23	554,230	78
short	7/06/15	3/27/17	630				ArcelorMittal	100	3,200		173.176	170.122	176.285	3.109	2	564,178	1
long	3/27/17	7/31/17	126				ArcelorMittal	100	3,316		170.122	176.577		6.455	4	585,583	11
short	7/31/17	1/22/18	175				Carrefour	100	3,622		161.650	144.936	180.292	18.642	12	653,103	26
long	1/22/18	2/05/18	14				Kering	100	203		3,212.690	3,033.634		-179.056	-6	616,754	-78
short	2/05/18	5/06/19	455				Sanofi	100	1,145		538.394	581.339	495.449	-42.945	-8	567,582	-6
long	5/06/19	6/03/19	28				LVMH	100	217		2,610.001	2,642.280		32.279	1	574,587	17
short	6/03/19	10/28/19	147				ArcelorMittal	100	5,553		103.472	111.863	95.081	-8.391	-8	527,993	-19
long	10/28/19	12/02/19	35				STMicroelectronics	100	3,256		162.111	169.962		7.851	5	553,556	64
short	12/02/19	12/30/19	28				Renault	100	1,642		336.921	333.349	340.532	3.610	1	559,485	15
long	12/30/19	1/27/20	28				STMicroelectronics	100	2,981		187.646	199.908		12.262	7	596,039	128
short	1/27/20	8/10/20	196				Renault	100	2,220		268.431	196.941	365.872	97.441	36	812,358	78
long	8/10/20	9/21/20	42				Schneider Electric	100	969		837.898	807.137		-30.761	-4	782,551	-28
short	9/21/20	12/28/20	98				UnibailRodaWestfield	100	3,211		243.699	521.973	0.000	-243.699	-100	35	-100
long	12/28/20	7/19/21	203				ArcelorMittal	100	0		152.076	188.429		36.353	24	35	0
short	7/19/21	2/13/23	574				Atos	100	0		309.403	87.641	1,092.295	782.892	253	35	0
long	2/13/23	6/05/23	112				Renault	100	0		303.475	253.562		-49.914	-16	35	0
short	6/05/23	3/18/24	287				Teleperformance	100	0		1,055.874	665.421	1,675.434	619.561	59	35	0
long	3/18/24	4/29/24	42				Stellantis	100	0		204.619	179.949		-24.669	-12	35	0
short	4/29/24	8/12/24	105				Teleperformance	100	0		693.902	792.467	595.338	-98.564	-14	35	0
accum	1/30/06	8/12/24	7354	days out of 7382 invested (100%)										-100		35	-25

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	309.40	87.64	1,092.30	782.89	253.03			253.03
Credit Agricole	short	6/11/07	7/20/09	770	304.60	96.14	965.09	660.48	216.83
	long	9/17/12	9/24/12	7	49.65	46.93		-2.72	-5.49
	long	1/28/13	2/11/13	14	65.71	62.32		-3.38	-5.15
	long	2/25/13	4/22/13	56	62.00	51.29		-10.71	-17.27			134.98
Carrefour	short	3/14/11	4/25/11	42	286.86	294.09	279.63	-7.23	-2.52
	short	5/09/11	2/06/12	273	285.10	151.81	535.42	250.32	87.80
	short	7/31/17	1/22/18	175	161.65	144.94	180.29	18.64	11.53			104.18
Alcatel-Lucent	short	3/19/07	4/09/07	21	87.49	91.52	83.45	-4.04	-4.61
	long	4/25/11	5/09/11	14	38.86	38.53		-0.33	-0.85
	short	9/24/12	12/10/12	77	7.06	6.68	7.47	0.40	5.70
	long	8/05/13	12/16/13	133	14.90	27.33		12.43	83.45			83.40
Technip	long	7/20/09	1/25/10	189	365.87	469.39		103.52	28.29
	short	12/16/13	2/23/15	434	586.51	410.75	837.47	250.97	42.79			83.19
Peugeot	short	4/09/12	9/17/12	161	70.25	48.63	101.49	31.24	44.46
	long	2/23/15	7/06/15	133	103.40	127.63		24.24	23.44			78.32
Alstom	long	1/30/06	5/22/06	112	301.55	333.03		31.48	10.44
	short	4/19/10	10/18/10	182	432.30	335.13	557.65	125.35	29.00
	short	11/15/10	11/29/10	14	306.80	273.32	344.37	37.58	12.25
	short	12/27/10	1/17/11	21	312.91	348.15	277.68	-35.24	-11.26			41.90
Teleperformance	short	6/05/23	3/18/24	287	1,055.87	665.42	1,675.43	619.56	58.68
	short	4/29/24	8/12/24	105	693.90	792.47	595.34	-98.56	-14.20			36.14
Societe Generale	long	12/10/12	1/14/13	35	234.24	285.61		51.37	21.93			21.93
Klépierre	long	10/16/06	3/19/07	154	388.54	462.32		73.78	18.99			18.99
Renault	short	12/02/19	12/30/19	28	336.92	333.35	340.53	3.61	1.07
	short	1/27/20	8/10/20	196	268.43	196.94	365.87	97.44	36.30
	long	2/13/23	6/05/23	112	303.48	253.56		-49.91	-16.45			15.10
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	162.11	169.96		7.85	4.84
	long	12/30/19	1/27/20	28	187.65	199.91		12.26	6.53			11.69
Michelin	long	4/09/07	6/11/07	63	216.23	237.36		21.13	9.77			9.77
ArcelorMittal	short	4/22/13	8/05/13	105	214.00	233.78	194.23	-19.77	-9.24
	short	7/06/15	3/27/17	630	173.18	170.12	176.29	3.11	1.80
	long	3/27/17	7/31/17	126	170.12	176.58		6.45	3.79
	short	6/03/19	10/28/19	147	103.47	111.86	95.08	-8.39	-8.11
	long	12/28/20	7/19/21	203	152.08	188.43		36.35	23.90			9.18
Airbus	long	2/06/12	4/09/12	63	225.33	245.63		20.29	9.01			9.01
Valeo	long	10/18/10	11/15/10	28	106.82	119.09		12.27	11.49
	long	11/29/10	12/27/10	28	118.47	122.03		3.56	3.00
	long	1/17/11	3/14/11	56	133.60	123.70		-9.90	-7.41			6.33
LVMH	long	5/06/19	6/03/19	28	2,610.00	2,642.28		32.28	1.24			1.24
Engie	short	1/14/13	1/28/13	14	129.08	130.28	127.89	-1.20	-0.93			-0.93
Safran	long	3/29/10	4/19/10	21	178.13	172.66		-5.47	-3.07			-3.07
Schneider Electric	long	8/10/20	9/21/20	42	837.90	807.14		-30.76	-3.67			-3.67
Orange	short	5/22/06	10/16/06	147	169.49	187.55	151.43	-18.06	-10.66
	short	1/25/10	3/29/10	63	162.47	162.60	162.33	-0.14	-0.09
	short	2/11/13	2/25/13	14	66.27	62.03	70.79	4.53	6.83			-4.64
Kering	long	1/22/18	2/05/18	14	3,212.69	3,033.63		-179.06	-5.57			-5.57
Sanofi	short	2/05/18	5/06/19	455	538.39	581.34	495.45	-42.95	-7.98			-7.98
Stellantis	long	3/18/24	4/29/24	42	204.62	179.95		-24.67	-12.06			-12.06
UnibailRodaWestfield	short	9/21/20	12/28/20	98	243.70	521.97	0.00	-243.70	-100.00			-100.00

Annotations

2/20/24	CAC 40			Component update: Edenred replaces Worldline
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

write an annotation