Share-o-matic - Portfolio

Fri, May 14th, 2021, 9:42UTC

Assessment - Cotation Assistée en Continu - 5/10/21 - RS = 21

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	12/14/20	prc diff	⇓ Δ21	∅-RS
	L	CAC 40	6,279.350	Thu	0.19	6,385.990	-1.67	5,527.840	858.150	15.52	20.95
	L	ArcelorMittal	26.665	Thu	-1.55	27.580	-3.32	17.376	10.204	58.72	106.61
	L	Societe Generale	25.775	Thu	2.08	25.635	0.55	16.992	8.643	50.87	63.94
	L	Publicis	54.940	Thu	-0.33	56.280	-2.38	40.920	15.360	37.54	61.16
	L	Saint-Gobain	54.980	Thu	0.18	56.020	-1.86	38.540	17.480	45.36	50.14
	L	UnibailRodaWestfield	68.930	Thu	-4.28	73.530	-6.26	60.860	12.670	20.82	45.12
	L	Credit Agricole	13.408	Thu	1.53	13.376	0.24	10.485	2.891	27.57	44.97
	L	BNP Paribas	56.600	Thu	1.43	55.820	1.40	44.150	11.670	26.43	42.30
	L	LVMH	610.200	Thu	-0.34	625.000	-2.37	509.200	115.800	22.74	38.60
		Cap Gemini	150.400	Thu	-0.56	154.650	-2.75	115.100	39.550	34.36	33.44
	L	Hermes International	1,043.000	Thu	-0.57	1,059.500	-1.56	844.600	214.900	25.44	30.35
	L	Kering	693.500	Thu	-0.01	704.400	-1.55	564.100	140.300	24.87	29.41
		Renault	32.655	Thu	-1.25	35.345	-7.61	35.735	-0.390	-1.09	28.80
		Airbus	96.000	Thu	-0.58	98.360	-2.40	92.050	6.310	6.85	27.65
	L	Veolia	25.430	Thu	1.15	25.710	-1.09	19.615	6.095	31.07	26.36
		Axa	22.695	Thu	0.55	23.045	-1.52	19.678	3.367	17.11	24.29
	L	Safran	121.420	Thu	-0.88	125.760	-3.45	119.300	6.460	5.41	22.76
		Michelin	122.800	Thu	-0.08	124.200	-1.13	106.700	17.500	16.40	21.01
	L	Vivendi	28.660	Thu	-2.52	30.020	-4.53	25.730	4.290	16.67	20.38
	L	L´Oreal	346.300	Thu	-0.03	352.400	-1.73	302.700	49.700	16.42	20.10
		Teleperformance	309.300	Thu	-1.15	317.800	-2.67	264.600	53.200	20.11	19.97
	L	Legrand	84.820	Thu	0.95	85.220	-0.47	70.880	14.340	20.23	19.89
	L	Carrefour	16.885	Thu	1.96	16.810	0.45	13.750	3.060	22.25	19.08
	L	Thales	84.660	Thu	-0.87	86.400	-2.01	76.640	9.760	12.73	18.73
		Schneider Electric	127.860	Thu	-0.90	130.920	-2.34	116.150	14.770	12.72	18.67
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	12/14/20	prc diff	⇓ Δ21	∅-RS
	L	Pernod Ricard	172.900	Thu	1.17	174.100	-0.69	160.650	13.450	8.37	15.89
	L	Vinci	94.170	Thu	1.54	94.800	-0.66	84.960	9.840	11.58	15.25
		EssilorLuxottica	137.960	Thu	0.04	139.860	-1.36	129.550	10.310	7.96	15.15
		Dassault Systèmes	181.950	Thu	-1.44	185.600	-1.97	156.300	29.300	18.75	15.02
		Total	39.300	Thu	2.29	39.340	-0.10	36.600	2.740	7.49	14.67
		Bouygues	35.000	Thu	0.57	35.410	-1.16	33.850	1.560	4.61	10.08
		STMicroelectronics	28.530	Thu	-2.23	30.150	-5.37	28.950	1.200	4.15	7.65
		Engie	12.246	Thu	0.51	12.650	-3.19	12.525	0.125	1.00	7.19
	L	Air Liquide	140.540	Thu	-0.41	143.300	-1.93	136.200	7.100	5.21	6.82
		Alstom	43.380	Thu	-4.09	46.550	-6.81	45.910	0.640	1.39	6.59
	L	Orange	10.484	Thu	1.26	10.600	-1.09	10.000	0.600	6.00	5.52
		Worldline	74.100	Thu	-1.82	76.820	-3.54	75.140	1.680	2.24	4.72
	L	Sanofi	86.000	Thu	1.00	86.370	-0.43	77.850	8.520	10.94	2.23
		Danone	56.760	Thu	1.39	57.580	-1.42	52.460	5.120	9.76	1.60
	S	Atos	54.700	Thu	-2.29	56.040	-2.39	73.180	-17.140	-23.42	-17.76
		Stellantis	14.724	Thu	0.53	15.100	-2.49				-na-
CAC 40 - 39 out of 40 instruments rated - 5/10/21 / 12/14/20 - 37 did rise, Market-Ratio(21) = 94.87 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	5/10/21

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	5/13/21	136		ArcelorMittal	100	0	19.060	26.665		7.605	40	5	0
accum	1/30/06	5/13/21	5583	days out of 5611 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
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	5/13/21	136	19.06	26.67		7.61	39.90	27.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Societe Generale	long	12/10/12	1/14/13	35	28.82	34.14		5.33	18.48	18.48
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
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

6/05/18	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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