Assessment - Cotation Assistée en Continu in Japanese yen - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								CAC 40	1,256,599.116	12/08/24	-0.26	1,310,404.318	-4.11	1,181,435.481	128,968.837	10.92		8.30
						S		Air Liquide	28,127.888	12/08/24	-0.79	28,183.347	-0.20	27,584.443	598.904	2.17		2.26
								Airbus	23,181.678	12/08/24	-0.45	22,814.265	1.61	21,892.763	921.502	4.21		0.51
						L		Alstom	2,961.834	12/08/24	0.12	2,792.858	6.05	1,907.668	885.190	46.40		13.64
								ArcelorMittal	3,486.957	12/08/24	0.30	3,691.460	-5.54	4,019.729	-328.269	-8.17		-4.30
								Axa	5,606.514	12/08/24	-0.77	5,417.608	3.49	4,618.812	798.796	17.29		12.92
								BNP Paribas	10,268.499	12/08/24		10,687.904	-3.92	9,803.034	884.871	9.03		10.35
						S		Bouygues	5,393.345	12/08/24	-0.54	5,310.157	1.57	5,343.977	-33.820	-0.63		-2.32
						S		Cap Gemini	30,424.219	12/08/24	-0.40	32,876.528	-7.46	29,562.591	3,313.936	11.21		10.07
								Carrefour	2,379.519	12/08/24	-0.36	2,321.461	2.50	2,594.460	-272.999	-10.52		-12.26
								Credit Agricole	2,288.532	12/08/24	0.57	2,270.335	0.80	2,012.919	257.416	12.79		13.57
								Danone	10,422.743	12/08/24	0.07	9,999.872	4.23	9,190.638	809.234	8.80		8.29
						S		Dassault Systèmes	5,811.017	12/08/24	-0.03	5,979.126	-2.81	6,928.218	-949.092	-13.70		-6.17
						S		Edenred	6,220.024	12/08/24	-0.25	6,942.718	-10.41	8,479.569	-1,536.851	-18.12		-17.30
						S		Engie	2,657.678	12/08/24	0.49	2,379.519	11.69	2,493.125	-113.606	-4.56		-2.30
								EssilorLuxottica	35,926.748	12/08/24	-0.58	34,973.554	2.73	28,442.737	6,530.818	22.96		18.25
						S		Eurofins Scientific	9,133.332	12/08/24	-0.26	7,963.503	14.69	9,237.625	-1,274.122	-13.79		-10.92
								Hermes International	347,655.848	12/08/24	-0.50	364,293.416	-4.57	300,528.212	63,765.204	21.22		13.37
						S		Kering	43,301.004	12/08/24	-1.85	58,231.488	-25.64	62,492.577	-4,261.089	-6.82		-10.31
								L´Oreal	65,276.458	12/08/24	-1.59	71,446.223	-8.64	70,582.155	864.068	1.22		4.76
								Legrand	16,166.170	12/08/24	0.09	16,141.907	0.15	14,738.224	1,403.683	9.52		9.86
						S		LVMH	110,067.911	12/08/24	-0.14	123,395.296	-10.80	114,898.633	8,496.663	7.39		0.59
								Michelin	5,951.397	12/08/24	0.41	6,256.419	-4.88	5,083.983	1,172.436	23.06		24.30
						S		Orange	1,753.010	12/08/24	-0.25	1,633.601	7.31	1,613.843	19.758	1.22		-4.92
						S		Pernod Ricard	21,108.914	12/08/24	-0.33	22,001.451	-4.06	25,020.524	-3,019.074	-12.07		-14.81
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Publicis	15,868.080	12/08/24	0.68	16,852.470	-5.84	13,156.332	3,696.138	28.09		26.04
								Renault	6,975.647	12/08/24	-0.72	8,362.111	-16.58	5,780.172	2,581.939	44.67		32.64
								Safran	33,309.798	12/08/24	-0.18	35,025.547	-4.90	24,975.104	10,050.443	40.24		30.19
								Saint-Gobain	12,748.536	12/08/24	-0.41	12,911.446	-1.26	10,440.489	2,470.957	23.67		27.57
								Sanofi	16,580.376	12/08/24	-0.60	15,918.340	4.16	14,058.480	1,859.859	13.23		7.50
								Schneider Electric	36,611.315	12/08/24	0.38	39,054.958	-6.26	28,470.929	10,584.029	37.17		36.22
								Societe Generale	3,556.280	12/08/24	0.44	3,916.761	-9.20	3,762.868	153.893	4.09		2.48
						S		Stellantis	2,423.539	12/08/24	-0.61	3,229.768	-24.96	3,311.793	-82.025	-2.48		2.08
								STMicroelectronics	4,654.186	12/08/24	0.47	6,281.548	-25.91	7,086.408	-804.859	-11.36		-5.54
						L		Teleperformance	17,582.097	12/08/24	-0.10	17,816.062	-1.31	20,682.067	-2,866.005	-13.86		-5.45
								Thales	25,484.941	12/08/24	-0.20	26,342.816	-3.26	20,979.651	5,363.165	25.56		15.42
								TotalEnergies	10,696.570	12/08/24	0.60	11,024.122	-2.97	9,647.977	1,376.145	14.26		12.72
								UnibailRodaWestfield	11,542.313	12/08/24	-0.60	12,873.318	-10.34	10,481.211	2,392.107	22.82		36.07
								Veolia	4,811.030	12/08/24	-0.14	4,932.346	-2.46	4,473.153	459.193	10.27		7.16
						S		Vinci	17,790.066	12/08/24	-0.77	17,486.777	1.73	17,808.035	-321.258	-1.80		-0.91
								Vivendi	1,644.346	12/08/24	0.40	1,711.243	-3.91	1,515.484	195.759	12.92		16.57
CAC 40 - 40 out of 40 instruments rated - 1/07/24 / 1/01/24 - 27 did rise, Market-Ratio(26) in JPY = 67.50 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Cotation Assistée en Continu in Japanese yen * Mixed Cut L13 - 72/52 (1) - S29 - 52/62 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		16/01/06	14				- cash -
long	16/01/06	22/05/06	126				Alstom	100	2		3,951.525	4,637.750		686.225	17	11,372	59
22/05/06		17/07/06	56				- cash -
short	17/07/06	14/08/06	28				Airbus	100	3		2,970.520	3,398.641	2,542.399	-428.121	-14	10,088	-87
14/08/06		11/09/06	28				- cash -
long	11/09/06	23/07/07	315				Alstom	100	1		5,424.120	11,452.389		6,028.269	111	16,116	138
23/07/07		13/08/07	21				- cash -
short	13/08/07	8/10/07	56				Alcatel-Lucent	100	12		1,250.671	1,107.747	1,412.035	161.365	13	18,053	121
8/10/07		15/10/07	7				- cash -
	15/10/07	18/05/09	581				Alcatel-Lucent	100	16		1,091.712	207.141	5,753.728	4,662.016	427	92,645	184
18/05/09		25/05/09	7				- cash -
	25/05/09	8/06/09	14				Engie	100	26		3,522.654	3,750.082	3,295.226	-227.428	-6	86,732	-82
8/06/09		20/07/09	42				- cash -
long	20/07/09	8/02/10	203				Technip	100	17		5,047.922	5,939.917		891.995	18	101,896	34
8/02/10		1/03/10	21				- cash -
	1/03/10	24/05/10	84				Safran	100	48		2,099.097	2,420.216		321.119	15	117,309	86
24/05/10		23/08/10	91				- cash -
	23/08/10	10/01/11	140				Safran	100	55		2,130.347	3,005.520		875.173	41	165,444	145
10/01/11		14/02/11	35				- cash -
	14/02/11	14/03/11	28				Alcatel-Lucent	100	445		370.997	408.110		37.113	10	181,959	247
14/03/11		13/06/11	91				- cash -
short	13/06/11	20/06/11	7				Carrefour	100	54		3,348.869	3,075.972	3,645.978	297.109	9	198,003	8,312
20/06/11		18/07/11	28				- cash -
	18/07/11	27/02/12	224				Carrefour	100	82		2,411.920	1,956.309	2,973.639	561.719	23	244,064	41
27/02/12		14/05/12	77				- cash -
	14/05/12	11/06/12	28				Peugeot	100	339		719.516	645.622	801.866	82.351	11	271,981	311
11/06/12		25/06/12	14				- cash -
	25/06/12	2/07/12	7				Peugeot	100	448		605.772	622.732	588.813	-16.959	-3	264,383	-77
2/07/12		23/07/12	21				- cash -
	23/07/12	30/07/12	7				Peugeot	100	515		513.198	499.346	527.435	14.237	3	271,715	317
30/07/12		6/08/12	7				- cash -
long	6/08/12	29/10/12	84				Sanofi	100	41		6,507.842	6,970.656		462.814	7	290,691	35
29/10/12		24/12/12	56				- cash -
	24/12/12	8/04/13	105				Credit Agricole	100	428		677.649	775.457		97.808	14	332,552	60
8/04/13		6/05/13	28				- cash -
	6/05/13	10/06/13	35				Credit Agricole	100	355		935.108	903.623		-31.485	-3	321,375	-30
10/06/13		24/06/13	14				- cash -
short	24/06/13	8/07/13	14				ArcelorMittal	100	99		3,244.900	3,429.195	3,060.604	-184.296	-6	303,130	-78
8/07/13		15/07/13	7				- cash -
long	15/07/13	16/12/13	154				Alcatel-Lucent	100	1,695		178.801	463.762		284.961	159	786,139	857
16/12/13		28/04/14	133				- cash -
	28/04/14	30/06/14	63				Valeo	100	172		4,568.888	4,539.021		-29.866	-1	781,002	-4
30/06/14		11/08/14	42				- cash -
short	11/08/14	18/08/14	7				Airbus	100	131		5,929.033	6,047.928	5,810.137	-118.896	-2	765,427	-65
18/08/14		15/09/14	28				- cash -
	15/09/14	26/01/15	133				Technip	100	84		9,079.969	6,958.677	11,847.918	2,767.949	30	997,934	108
26/01/15		24/08/15	210				- cash -
	24/08/15	14/03/16	203				ArcelorMittal	100	362		2,755.440	1,838.611	4,129.449	1,374.009	50	1,495,326	107
14/03/16		21/03/16	7				- cash -
	21/03/16	18/04/16	28				ArcelorMittal	100	1,018		1,468.144	1,835.421	1,100.868	-367.277	-25	1,121,438	-98
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	18/04/16	13/06/16	56				Vinci	100	137		8,130.755	7,635.963		-494.792	-6	1,053,651	-34
13/06/16		15/08/16	63				- cash -
	15/08/16	29/08/16	14				ArcelorMittal	100	550		1,913.215	1,902.954		-10.260	-1	1,048,008	-13
29/08/16		5/09/16	7				- cash -
	5/09/16	24/07/17	322				ArcelorMittal	100	542		1,933.464	2,814.612		881.149	46	1,525,591	53
24/07/17		9/10/17	77				- cash -
	9/10/17	5/02/18	119				Kering	100	34		44,707.260	53,131.518		8,424.258	19	1,812,016	70
5/02/18		12/02/18	7				- cash -
short	12/02/18	12/03/18	28				Sanofi	100	211		8,560.085	8,642.440	8,477.730	-82.355	-1	1,794,639	-12
12/03/18		26/03/18	14				- cash -
	26/03/18	30/04/18	35				Sanofi	100	216		8,294.732	8,688.096	7,901.369	-393.364	-5	1,709,672	-40
30/04/18		14/05/18	14				- cash -
long	14/05/18	2/07/18	49				Kering	100	28		60,037.619	60,977.543		939.923	2	1,735,990	12
2/07/18		11/03/19	252				- cash -
	11/03/19	3/06/19	84				Vivendi	100	538		3,220.799	2,966.938		-253.861	-8	1,599,413	-30
short	3/06/19	1/07/19	28				ArcelorMittal	100	986		1,620.694	1,951.509	1,289.880	-330.815	-20	1,273,230	-95
1/07/19		9/09/19	70				- cash -
long	9/09/19	7/10/19	28				LVMH	100	28		44,862.375	41,592.728		-3,269.647	-7	1,181,680	-63
7/10/19		4/11/19	28				- cash -
	4/11/19	3/02/20	91				STMicroelectronics	100	464		2,541.790	3,095.202		553.412	22	1,438,463	120
3/02/20		2/03/20	28				- cash -
short	2/03/20	5/10/20	217				Renault	100	465		3,089.415	2,714.572	3,516.018	426.603	14	1,636,833	24
5/10/20		9/11/20	35				- cash -
long	9/11/20	20/09/21	315				STMicroelectronics	100	431		3,795.318	4,903.898		1,108.579	29	2,114,631	35
20/09/21		18/10/21	28				- cash -
	18/10/21	29/11/21	42				Societe Generale	100	555		3,805.168	3,523.027		-282.141	-7	1,958,042	-49
29/11/21		3/01/22	35				- cash -
	3/01/22	24/01/22	21				Hermes International	100	9		200,836.585	168,600.225		-32,236.360	-16	1,667,915	-95
24/01/22		21/02/22	28				- cash -
short	21/02/22	9/01/23	322				Vivendi	100	1,131		1,474.606	1,342.247	1,620.016	145.411	10	1,832,374	11
9/01/23		4/09/23	238				- cash -
	4/09/23	11/12/23	98				Teleperformance	100	87		20,853.786	18,535.477	23,462.055	2,608.270	13	2,059,294	55
long	11/12/23	10/06/24	182				Stellantis	100	622		3,305.860	3,415.362		109.501	3	2,127,404	7
10/06/24		1/07/24	21				- cash -
short	1/07/24	12/08/24	42				Edenred	100	306		6,942.718	6,220.024	7,749.382	806.663	12	2,374,243	160
accum	16/01/06	12/08/24	5092	days out of 7122 invested (71%)										23,642		2,374,243	48

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Alcatel-Lucent	short	13/08/07	8/10/07	56	1,250.67	1,107.75	1,412.04	161.36	12.90
	short	15/10/07	18/05/09	581	1,091.71	207.14	5,753.73	4,662.02	427.04
	long	14/02/11	14/03/11	28	371.00	408.11		37.11	10.00
	long	15/07/13	16/12/13	154	178.80	463.76		284.96	159.37			1,597.76
Alstom	long	16/01/06	22/05/06	126	3,951.53	4,637.75		686.23	17.37
	long	11/09/06	23/07/07	315	5,424.12	11,452.39		6,028.27	111.14			147.80
Safran	long	1/03/10	24/05/10	84	2,099.10	2,420.22		321.12	15.30
	long	23/08/10	10/01/11	140	2,130.35	3,005.52		875.17	41.08			62.66
STMicroelectronics	long	4/11/19	3/02/20	91	2,541.79	3,095.20		553.41	21.77
	long	9/11/20	20/09/21	315	3,795.32	4,903.90		1,108.58	29.21			57.34
Technip	long	20/07/09	8/02/10	203	5,047.92	5,939.92		892.00	17.67
	short	15/09/14	26/01/15	133	9,079.97	6,958.68	11,847.92	2,767.95	30.48			53.54
Carrefour	short	13/06/11	20/06/11	7	3,348.87	3,075.97	3,645.98	297.11	8.87
	short	18/07/11	27/02/12	224	2,411.92	1,956.31	2,973.64	561.72	23.29			34.23
ArcelorMittal	short	24/06/13	8/07/13	14	3,244.90	3,429.20	3,060.60	-184.30	-5.68
	short	24/08/15	14/03/16	203	2,755.44	1,838.61	4,129.45	1,374.01	49.87
	short	21/03/16	18/04/16	28	1,468.14	1,835.42	1,100.87	-367.28	-25.02
	long	15/08/16	29/08/16	14	1,913.21	1,902.95		-10.26	-0.54
	long	5/09/16	24/07/17	322	1,933.46	2,814.61		881.15	45.57
	short	3/06/19	1/07/19	28	1,620.69	1,951.51	1,289.88	-330.81	-20.41			22.14
Kering	long	9/10/17	5/02/18	119	44,707.26	53,131.52		8,424.26	18.84
	long	14/05/18	2/07/18	49	60,037.62	60,977.54		939.92	1.57			20.70
Renault	short	2/03/20	5/10/20	217	3,089.41	2,714.57	3,516.02	426.60	13.81			13.81
Teleperformance	short	4/09/23	11/12/23	98	20,853.79	18,535.48	23,462.06	2,608.27	12.51			12.51
Edenred	short	1/07/24	12/08/24	42	6,942.72	6,220.02	7,749.38	806.66	11.62			11.62
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Peugeot	short	14/05/12	11/06/12	28	719.52	645.62	801.87	82.35	11.45
	short	25/06/12	2/07/12	7	605.77	622.73	588.81	-16.96	-2.80
	short	23/07/12	30/07/12	7	513.20	499.35	527.44	14.24	2.77			11.33
Credit Agricole	long	24/12/12	8/04/13	105	677.65	775.46		97.81	14.43
	long	6/05/13	10/06/13	35	935.11	903.62		-31.48	-3.37			10.58
Stellantis	long	11/12/23	10/06/24	182	3,305.86	3,415.36		109.50	3.31			3.31
Vivendi	long	11/03/19	3/06/19	84	3,220.80	2,966.94		-253.86	-7.88
	short	21/02/22	9/01/23	322	1,474.61	1,342.25	1,620.02	145.41	9.86			1.20
Sanofi	long	6/08/12	29/10/12	84	6,507.84	6,970.66		462.81	7.11
	short	12/02/18	12/03/18	28	8,560.08	8,642.44	8,477.73	-82.35	-0.96
	short	26/03/18	30/04/18	35	8,294.73	8,688.10	7,901.37	-393.36	-4.74			1.05
Valeo	long	28/04/14	30/06/14	63	4,568.89	4,539.02		-29.87	-0.65			-0.65
Vinci	long	18/04/16	13/06/16	56	8,130.76	7,635.96		-494.79	-6.09			-6.09
Engie	short	25/05/09	8/06/09	14	3,522.65	3,750.08	3,295.23	-227.43	-6.46			-6.46
LVMH	long	9/09/19	7/10/19	28	44,862.37	41,592.73		-3,269.65	-7.29			-7.29
Societe Generale	long	18/10/21	29/11/21	42	3,805.17	3,523.03		-282.14	-7.41			-7.41
Hermes International	long	3/01/22	24/01/22	21	200,836.59	168,600.23		-32,236.36	-16.05			-16.05
Airbus	short	17/07/06	14/08/06	28	2,970.52	3,398.64	2,542.40	-428.12	-14.41
	short	11/08/14	18/08/14	7	5,929.03	6,047.93	5,810.14	-118.90	-2.01			-16.13

Annotations

20/02/24	CAC 40			Component update: Edenred replaces Worldline
16/06/22	Michelin			stock split 1:4 (four for one)
7/07/21	Dassault Systèmes			stock split 1:5 (five for one)
19/11/20	Eurofins Scientific			stock split 1:10 (ten for one)
5/06/18	Unibail-Rodamco			ISIN change from FR0000124711 to FR0013326246 following Westfield acquisition
18/05/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
20/03/17	CAC 40			Atos replaces Klépierre
21/03/16	CAC 40			Sodexo replaces Alstom
14/01/16	CAC 40			Nokia replaces Alcatel-Lucent
6/01/16	CAC 40			complete analysis
21/12/15	CAC 40			Klépierre replaces EDF
23/08/15	CAC 40			complete analysis
24/04/15	GDF Suez			changes name to Engie

write an annotation