Assessment - Cotation Assistée en Continu - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								CAC 40	7,250.670	8/12/24	-0.26	7,561.130	-4.11	7,543.180	17.950	0.24		0.61
								Schneider Electric	211.250	8/12/24	0.38	225.350	-6.26	181.780	43.570	23.97		25.49
								Renault	40.250	8/12/24	-0.72	48.250	-16.58	36.905	11.345	30.74		24.45
								UnibailRodaWestfield	66.600	8/12/24	-0.60	74.280	-10.34	66.920	7.360	11.00		20.47
								Safran	192.200	8/12/24	-0.18	202.100	-4.90	159.460	42.640	26.74		19.89
								Publicis	91.560	8/12/24	0.68	97.240	-5.84	84.000	13.240	15.76		19.21
								Michelin	34.340	8/12/24	0.41	36.100	-4.88	32.460	3.640	11.21		18.67
								Saint-Gobain	73.560	8/12/24	-0.41	74.500	-1.26	66.660	7.840	11.76		16.74
								EssilorLuxottica	207.300	8/12/24	-0.58	201.800	2.73	181.600	20.200	11.12		12.35
								Thales	147.050	8/12/24	-0.20	152.000	-3.26	133.950	18.050	13.48		7.22
								Hermes International	2,006.000	8/12/24	-0.50	2,102.000	-4.57	1,918.800	183.200	9.55		6.33
								L´Oreal	376.650	8/12/24	-1.59	412.250	-8.64	450.650	-38.400	-8.52		5.47
								Credit Agricole	13.205	8/12/24	0.57	13.100	0.80	12.852	0.248	1.93		4.62
								Vivendi	9.488	8/12/24	0.40	9.874	-3.91	9.676	0.198	2.05		4.40
						L		Alstom	17.090	8/12/24	0.12	16.115	6.05	12.180	3.935	32.31		4.14
								Airbus	133.760	8/12/24	-0.45	131.640	1.61	139.780	-8.140	-5.82		3.35
								Danone	60.140	8/12/24	0.07	57.700	4.23	58.680	-0.980	-1.67		2.97
								TotalEnergies	61.720	8/12/24	0.60	63.610	-2.97	61.600	2.010	3.26		2.12
								Legrand	93.280	8/12/24	0.09	93.140	0.15	94.100	-0.960	-1.02		1.53
								Axa	32.350	8/12/24	-0.77	31.260	3.49	29.490	1.770	6.00		0.60
						S		Cap Gemini	175.550	8/12/24	-0.40	189.700	-7.46	188.750	0.950	0.50		-1.68
								BNP Paribas	59.250	8/12/24		61.670	-3.92	62.590	-0.920	-1.47		-1.82
								Veolia	27.760	8/12/24	-0.14	28.460	-2.46	28.560	-0.100	-0.35		-3.32
						S		Stellantis	13.984	8/12/24	-0.61	18.636	-24.96	21.145	-2.509	-11.87		-3.33
								STMicroelectronics	26.855	8/12/24	0.47	36.245	-25.91	45.245	-9.000	-19.89		-4.02
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Sanofi	95.670	8/12/24	-0.60	91.850	4.16	89.760	2.090	2.33		-4.86
						S		Eurofins Scientific	52.700	8/12/24	-0.26	45.950	14.69	58.980	-13.030	-22.09		-5.58
								Societe Generale	20.520	8/12/24	0.44	22.600	-9.20	24.025	-1.425	-5.93		-5.83
						S		LVMH	635.100	8/12/24	-0.14	712.000	-10.80	733.600	-21.600	-2.94		-6.25
						S		Air Liquide	162.300	8/12/24	-0.79	162.620	-0.20	176.120	-13.500	-7.67		-6.52
						S		Bouygues	31.120	8/12/24	-0.54	30.640	1.57	34.120	-3.480	-10.20		-7.94
								ArcelorMittal	20.120	8/12/24	0.30	21.300	-5.54	25.665	-4.365	-17.01		-9.15
						S		Vinci	102.650	8/12/24	-0.77	100.900	1.73	113.700	-12.800	-11.26		-10.60
						S		Dassault Systèmes	33.530	8/12/24	-0.03	34.500	-2.81	44.235	-9.735	-22.01		-10.98
								Carrefour	13.730	8/12/24	-0.36	13.395	2.50	16.565	-3.170	-19.14		-11.75
						S		Orange	10.115	8/12/24	-0.25	9.426	7.31	10.304	-0.878	-8.52		-12.71
						S		Engie	15.335	8/12/24	0.49	13.730	11.69	15.918	-2.188	-13.75		-12.95
						L		Teleperformance	101.450	8/12/24	-0.10	102.800	-1.31	132.050	-29.250	-22.15		-17.98
						S		Pernod Ricard	121.800	8/12/24	-0.33	126.950	-4.06	159.750	-32.800	-20.53		-18.73
						S		Edenred	35.890	8/12/24	-0.25	40.060	-10.41	54.140	-14.080	-26.01		-24.08
						S		Kering	249.850	8/12/24	-1.85	336.000	-25.64	399.000	-63.000	-15.79		-25.11
CAC 40 - 40 out of 40 instruments rated - 7/01/24 / 1/01/24 - 17 did rise, Market-Ratio(26) = 42.50 %
Stock Exchange Currency: EUR € Euro

 

 

Transactions Cotation Assistée en Continu * Mixed Straddles 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
1/02/06		1/16/06	14				- cash -
long	1/16/06	5/22/06	126				Alstom	100	350		28.500	32.500		4.000	14	11,400	46
5/22/06		7/17/06	56				- cash -
short	7/17/06	8/14/06	28				Airbus	100	563		20.220	22.970	17.470	-2.750	-14	9,852	-85
8/14/06		9/11/06	28				- cash -
long	9/11/06	7/23/07	315				Alstom	100	269		36.600	68.295		31.695	87	18,378	106
7/23/07		8/13/07	21				- cash -
short	8/13/07	10/08/07	56				Alcatel-Lucent	100	2,382		7.714	6.699	8.883	1.169	15	21,162	151
10/08/07		10/15/07	7				- cash -
	10/15/07	5/18/09	581				Alcatel-Lucent	100	3,232		6.547	1.613	26.574	20.027	306	85,888	141
long	5/12/08	5/26/08	14				ArcelorMittal	100	466		184.200	191.700		7.500	4	89,383	183
	5/04/09	7/13/09	70				Publicis	100	3,739		23.900	20.470		-3.430	-14	76,558	-55
short	5/25/09	6/08/09	14				Engie	100	2,883		26.550	27.210	25.890	-0.660	-2	74,655	-48
7/13/09		7/20/09	7				- cash -
long	7/20/09	2/08/10	203				Technip	100	1,965		37.980	48.640		10.660	28	95,602	56
2/08/10		3/01/10	21				- cash -
	3/01/10	5/24/10	84				Safran	100	5,521		17.315	21.380		4.065	23	118,045	150
short	5/10/10	9/06/10	119				Alstom	100	2,812		41.970	39.135	45.010	3.040	7	126,595	24
long	8/23/10	1/10/11	140				Safran	100	6,467		19.575	28.000		8.425	43	181,079	154
short	11/01/10	12/06/10	35				Alstom	100	4,980		36.360	32.615	40.535	4.175	11	201,871	211
1/10/11		2/14/11	35				- cash -
long	2/14/11	3/14/11	28				Alcatel-Lucent	100	61,508		3.282	3.584		0.302	9	220,446	215
3/14/11		6/13/11	91				- cash -
short	6/13/11	6/20/11	7				Carrefour	100	7,584		29.065	26.855	31.457	2.392	8	238,586	6,078
6/20/11		7/18/11	28				- cash -
	7/18/11	2/27/12	224				Carrefour	100	11,078		21.535	17.910	25.894	4.359	20	286,872	35
long	1/02/12	1/09/12	7				Airbus	100	11,709		24.500	24.865		0.365	1	291,146	116
	2/06/12	4/23/12	77				Airbus	100	10,692		27.230	29.250		2.020	7	312,743	40
4/23/12		5/14/12	21				- cash -
short	5/14/12	6/11/12	28				Peugeot	100	44,882		6.968	6.475	7.499	0.531	8	336,553	160
6/11/12		6/25/12	14				- cash -
	6/25/12	7/02/12	7				Peugeot	100	56,157		5.993	6.162	5.824	-0.169	-3	327,063	-77
7/02/12		7/23/12	21				- cash -
	7/23/12	7/30/12	7				Peugeot	100	60,792		5.380	5.166	5.603	0.223	4	340,613	730
7/30/12		8/06/12	7				- cash -
long	8/06/12	10/29/12	84				Sanofi	100	5,086		66.960	67.650		0.690	1	344,123	5
short	9/10/12	11/12/12	63				Peugeot	100	64,394		5.344	3.791	7.533	2.189	41	485,094	631
11/12/12		12/24/12	42				- cash -
long	12/24/12	4/08/13	105				Credit Agricole	100	79,523		6.100	6.118		0.018	0	486,525	1
4/08/13		5/06/13	28				- cash -
	5/06/13	6/10/13	35				Credit Agricole	100	67,554		7.202	7.007		-0.195	-3	473,352	-25
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/10/13		6/24/13	14				- cash -
short	6/24/13	7/08/13	14				ArcelorMittal	100	18,739		25.260	26.415	24.105	-1.155	-5	451,709	-70
7/08/13		7/15/13	7				- cash -
long	7/15/13	12/16/13	154				Alcatel-Lucent	100	327,562		1.379	3.271		1.892	137	1,071,456	675
12/16/13		4/28/14	133				- cash -
	4/28/14	6/30/14	63				Valeo	100	33,285		32.190	32.697		0.507	2	1,088,322	9
6/30/14		8/11/14	42				- cash -
short	8/11/14	8/18/14	7				Airbus	100	25,108		43.345	44.130	42.560	-0.785	-2	1,068,612	-61
8/18/14		9/15/14	28				- cash -
	9/15/14	1/26/15	133				Technip	100	16,322		65.470	52.280	81.988	16.518	25	1,338,215	85
long	1/12/15	6/08/15	147				Orange	100	92,996		14.390	13.630		-0.760	-5	1,267,538	-13
6/08/15		8/24/15	77				- cash -
short	8/24/15	3/14/16	203				ArcelorMittal	100	63,250		20.040	14.550	27.602	7.562	38	1,745,803	78
long	11/23/15	1/04/16	42				Veolia	100	78,586		22.215	21.560		-0.655	-3	1,694,330	-23
3/14/16		3/21/16	7				- cash -
short	3/21/16	4/18/16	28				ArcelorMittal	100	145,186		11.670	14.910	8.430	-3.240	-28	1,223,927	-99
long	4/18/16	6/13/16	56				Vinci	100	18,530		66.050	63.650		-2.400	-4	1,179,455	-21
short	5/02/16	8/08/16	98				Vivendi	100	69,054		17.080	17.660	16.500	-0.580	-3	1,139,404	-12
8/08/16		8/15/16	7				- cash -
long	8/15/16	8/29/16	14				ArcelorMittal	100	67,460		16.890	16.680		-0.210	-1	1,125,237	-28
8/29/16		9/05/16	7				- cash -
	9/05/16	7/24/17	322				ArcelorMittal	100	67,098		16.770	21.760		4.990	30	1,460,056	34
short	11/14/16	12/05/16	21				EssilorLuxottica	100	14,258		102.400	100.150	104.701	2.301	2	1,492,857	47
7/24/17		10/09/17	77				- cash -
long	10/09/17	2/05/18	119				Kering	100	4,416		338.000	388.900		50.900	15	1,717,631	54
short	11/27/17	1/08/18	42				Carrefour	100	102,088		16.825	17.940	15.710	-1.115	-7	1,603,803	-45
2/05/18		2/12/18	7				- cash -
	2/12/18	3/12/18	28				Sanofi	100	24,946		64.290	65.780	62.800	-1.490	-2	1,566,633	-26
3/12/18		3/26/18	14				- cash -
	3/26/18	4/30/18	35				Sanofi	100	24,784		63.210	65.790	60.630	-2.580	-4	1,502,691	-35
4/30/18		5/14/18	14				- cash -
long	5/14/18	7/02/18	49				Kering	100	3,276		458.600	472.500		13.900	3	1,548,227	25
short	5/28/18	4/22/19	329				Sodexo	100	24,987		61.960	74.830	49.090	-12.870	-21	1,226,644	-23
long	3/11/19	6/03/19	84				Vivendi	100	48,198		25.450	24.410		-1.040	-4	1,176,518	-17
short	6/03/19	7/01/19	28				ArcelorMittal	100	88,234		13.334	15.948	10.720	-2.614	-20	945,875	-94
7/01/19		9/09/19	70				- cash -
long	9/09/19	10/07/19	28				LVMH	100	2,496		378.950	353.800		-25.150	-7	883,100	-59
10/07/19		11/04/19	28				- cash -
	11/04/19	2/03/20	91				STMicroelectronics	100	42,032		21.010	25.750		4.740	23	1,082,332	126
2/03/20		3/02/20	28				- cash -
short	3/02/20	10/05/20	217				Renault	100	42,212		25.640	21.780	30.184	4.544	18	1,274,147	32
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	6/08/20	9/07/20	91				STMicroelectronics	100	53,200		23.950	24.110		0.160	1	1,282,659	3
10/05/20		11/09/20	35				- cash -
	11/09/20	9/20/21	315				STMicroelectronics	100	42,123		30.450	38.240		7.790	26	1,610,798	30
9/20/21		10/18/21	28				- cash -
	10/18/21	11/29/21	42				Societe Generale	100	56,184		28.670	27.485		-1.185	-4	1,544,220	-31
11/29/21		1/03/22	35				- cash -
	1/03/22	1/24/22	21				Hermes International	100	1,001		1,542.500	1,308.500		-234.000	-15	1,309,986	-94
1/24/22		2/21/22	28				- cash -
short	2/21/22	1/09/23	322				Vivendi	100	115,672		11.325	9.476	13.535	2.210	20	1,565,598	22
long	6/06/22	6/13/22	7				Thales	100	13,613		115.000	114.000		-1.000	-1	1,551,985	-37
	11/28/22	5/15/23	168				Renault	100	46,480		33.390	33.410		0.020	0	1,552,914	0
5/15/23		9/04/23	112				- cash -
short	9/04/23	12/11/23	98				Teleperformance	100	11,773		131.900	117.800	147.688	15.788	12	1,738,783	52
long	12/11/23	6/10/24	182				Stellantis	100	82,759		21.010	20.265		-0.745	-4	1,677,127	-7
6/10/24		7/01/24	21				- cash -
short	7/01/24	8/12/24	42				Edenred	100	41,865		40.060	35.890	44.715	4.655	12	1,871,988	160
accum	1/16/06	8/12/24	5771	days out of 7031 invested (82%)										18,620		1,871,988	39

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Alcatel-Lucent	short	8/13/07	10/08/07	56	7.71	6.70	8.88	1.17	15.15
	short	10/15/07	5/18/09	581	6.55	1.61	26.57	20.03	305.89
	long	2/14/11	3/14/11	28	3.28	3.58		0.30	9.20
	long	7/15/13	12/16/13	154	1.38	3.27		1.89	137.20			1,110.67
Alstom	long	1/16/06	5/22/06	126	28.50	32.50		4.00	14.04
	long	9/11/06	7/23/07	315	36.60	68.30		31.70	86.60
	short	5/10/10	9/06/10	119	41.97	39.14	45.01	3.04	7.24
	short	11/01/10	12/06/10	35	36.36	32.62	40.54	4.18	11.48			154.41
Safran	long	3/01/10	5/24/10	84	17.32	21.38		4.07	23.48
	long	8/23/10	1/10/11	140	19.58	28.00		8.43	43.04			76.62
Technip	long	7/20/09	2/08/10	203	37.98	48.64		10.66	28.07
	short	9/15/14	1/26/15	133	65.47	52.28	81.99	16.52	25.23			60.38
STMicroelectronics	long	11/04/19	2/03/20	91	21.01	25.75		4.74	22.56
	long	6/08/20	9/07/20	91	23.95	24.11		0.16	0.67
	long	11/09/20	9/20/21	315	30.45	38.24		7.79	25.58			54.94
Peugeot	short	5/14/12	6/11/12	28	6.97	6.48	7.50	0.53	7.61
	short	6/25/12	7/02/12	7	5.99	6.16	5.82	-0.17	-2.82
	short	7/23/12	7/30/12	7	5.38	5.17	5.60	0.22	4.14
	short	9/10/12	11/12/12	63	5.34	3.79	7.53	2.19	40.97			53.53
Carrefour	short	6/13/11	6/20/11	7	29.07	26.86	31.46	2.39	8.23
	short	7/18/11	2/27/12	224	21.54	17.91	25.89	4.36	20.24
	short	11/27/17	1/08/18	42	16.83	17.94	15.71	-1.12	-6.63			21.51
Kering	long	10/09/17	2/05/18	119	338.00	388.90		50.90	15.06
	long	5/14/18	7/02/18	49	458.60	472.50		13.90	3.03			18.55
Renault	short	3/02/20	10/05/20	217	25.64	21.78	30.18	4.54	17.72
	long	11/28/22	5/15/23	168	33.39	33.41		0.02	0.06			17.79
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Teleperformance	short	9/04/23	12/11/23	98	131.90	117.80	147.69	15.79	11.97			11.97
Edenred	short	7/01/24	8/12/24	42	40.06	35.89	44.71	4.65	11.62			11.62
Vivendi	short	5/02/16	8/08/16	98	17.08	17.66	16.50	-0.58	-3.40
	long	3/11/19	6/03/19	84	25.45	24.41		-1.04	-4.09
	short	2/21/22	1/09/23	322	11.33	9.48	13.53	2.21	19.51			10.74
EssilorLuxottica	short	11/14/16	12/05/16	21	102.40	100.15	104.70	2.30	2.25			2.25
ArcelorMittal	long	5/12/08	5/26/08	14	184.20	191.70		7.50	4.07
	short	6/24/13	7/08/13	14	25.26	26.42	24.11	-1.16	-4.57
	short	8/24/15	3/14/16	203	20.04	14.55	27.60	7.56	37.73
	short	3/21/16	4/18/16	28	11.67	14.91	8.43	-3.24	-27.76
	long	8/15/16	8/29/16	14	16.89	16.68		-0.21	-1.24
	long	9/05/16	7/24/17	322	16.77	21.76		4.99	29.76
	short	6/03/19	7/01/19	28	13.33	15.95	10.72	-2.61	-19.60			1.79
Valeo	long	4/28/14	6/30/14	63	32.19	32.70		0.51	1.57			1.57
Thales	long	6/06/22	6/13/22	7	115.00	114.00		-1.00	-0.87			-0.87
Credit Agricole	long	12/24/12	4/08/13	105	6.10	6.12		0.02	0.30
	long	5/06/13	6/10/13	35	7.20	7.01		-0.20	-2.71			-2.42
Engie	short	5/25/09	6/08/09	14	26.55	27.21	25.89	-0.66	-2.49			-2.49
Veolia	long	11/23/15	1/04/16	42	22.22	21.56		-0.66	-2.95			-2.95
Stellantis	long	12/11/23	6/10/24	182	21.01	20.27		-0.75	-3.55			-3.55
Vinci	long	4/18/16	6/13/16	56	66.05	63.65		-2.40	-3.63			-3.63
Societe Generale	long	10/18/21	11/29/21	42	28.67	27.49		-1.19	-4.13			-4.13
Orange	long	1/12/15	6/08/15	147	14.39	13.63		-0.76	-5.28			-5.28
Sanofi	long	8/06/12	10/29/12	84	66.96	67.65		0.69	1.03
	short	2/12/18	3/12/18	28	64.29	65.78	62.80	-1.49	-2.32
	short	3/26/18	4/30/18	35	63.21	65.79	60.63	-2.58	-4.08			-5.34
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
LVMH	long	9/09/19	10/07/19	28	378.95	353.80		-25.15	-6.64			-6.64
Airbus	short	7/17/06	8/14/06	28	20.22	22.97	17.47	-2.75	-13.60
	long	1/02/12	1/09/12	7	24.50	24.87		0.36	1.49
	long	2/06/12	4/23/12	77	27.23	29.25		2.02	7.42
	short	8/11/14	8/18/14	7	43.35	44.13	42.56	-0.78	-1.81			-7.51
Publicis	long	5/04/09	7/13/09	70	23.90	20.47		-3.43	-14.35			-14.35
Hermes International	long	1/03/22	1/24/22	21	1,542.50	1,308.50		-234.00	-15.17			-15.17
Sodexo	short	5/28/18	4/22/19	329	61.96	74.83	49.09	-12.87	-20.77			-20.77

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

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