Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 10:14UTC

Assessment - Cotation Assistée en Continu - 7/01/24 - RS = 29

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	∅-RS
		CAC 40	7,250.670	8/12	-0.26	7,561.130	-4.11	7,551.530	9.600	0.13	0.61
		Schneider Electric	211.250	8/12	0.38	225.350	-6.26	176.560	48.790	27.63	25.49
		Renault	40.250	8/12	-0.72	48.250	-16.58	38.000	10.250	26.97	24.45
		UnibailRodaWestfield	66.600	8/12	-0.60	74.280	-10.34	63.780	10.500	16.46	20.47
		Safran	192.200	8/12	-0.18	202.100	-4.90	165.480	36.620	22.13	19.89
		Publicis	91.560	8/12	0.68	97.240	-5.84	81.300	15.940	19.61	19.21
		Michelin	34.340	8/12	0.41	36.100	-4.88	32.200	3.900	12.11	18.67
		Saint-Gobain	73.560	8/12	-0.41	74.500	-1.26	62.470	12.030	19.26	16.74
		EssilorLuxottica	207.300	8/12	-0.58	201.800	2.73	183.220	18.580	10.14	12.35
		Thales	147.050	8/12	-0.20	152.000	-3.26	137.400	14.600	10.63	7.22
		Hermes International	2,006.000	8/12	-0.50	2,102.000	-4.57	1,997.800	104.200	5.22	6.33
		L´Oreal	376.650	8/12	-1.59	412.250	-8.64	443.850	-31.600	-7.12	5.47
		Credit Agricole	13.205	8/12	0.57	13.100	0.80	12.648	0.452	3.57	4.62
		Vivendi	9.488	8/12	0.40	9.874	-3.91	9.026	0.848	9.40	4.40
	L	Alstom	17.090	8/12	0.12	16.115	6.05	11.345	4.770	42.04	4.14
		Airbus	133.760	8/12	-0.45	131.640	1.61	142.300	-10.660	-7.49	3.35
		Danone	60.140	8/12	0.07	57.700	4.23	59.480	-1.780	-2.99	2.97
		TotalEnergies	61.720	8/12	0.60	63.610	-2.97	61.970	1.640	2.65	2.12
		Legrand	93.280	8/12	0.09	93.140	0.15	94.940	-1.800	-1.90	1.53
		Axa	32.350	8/12	-0.77	31.260	3.49	30.060	1.200	3.99	0.60
	S	Cap Gemini	175.550	8/12	-0.40	189.700	-7.46	192.900	-3.200	-1.66	-1.68
		BNP Paribas	59.250	8/12		61.670	-3.92	61.180	0.490	0.80	-1.82
		Veolia	27.760	8/12	-0.14	28.460	-2.46	29.390	-0.930	-3.16	-3.32
	S	Stellantis	13.984	8/12	-0.61	18.636	-24.96	21.010	-2.374	-11.30	-3.33
		STMicroelectronics	26.855	8/12	0.47	36.245	-25.91	44.500	-8.255	-18.55	-4.02
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	∅-RS
		Sanofi	95.670	8/12	-0.60	91.850	4.16	87.800	4.050	4.61	-4.86
	S	Eurofins Scientific	52.700	8/12	-0.26	45.950	14.69	54.720	-8.770	-16.03	-5.58
		Societe Generale	20.520	8/12	0.44	22.600	-9.20	23.820	-1.220	-5.12	-5.83
	S	LVMH	635.100	8/12	-0.14	712.000	-10.80	740.000	-28.000	-3.78	-6.25
	S	Air Liquide	162.300	8/12	-0.79	162.620	-0.20	176.620	-14.000	-7.93	-6.52
	S	Bouygues	31.120	8/12	-0.54	30.640	1.57	36.190	-5.550	-15.34	-7.94
		ArcelorMittal	20.120	8/12	0.30	21.300	-5.54	23.940	-2.640	-11.03	-9.15
	S	Vinci	102.650	8/12	-0.77	100.900	1.73	116.100	-15.200	-13.09	-10.60
	S	Dassault Systèmes	33.530	8/12	-0.03	34.500	-2.81	44.400	-9.900	-22.30	-10.98
		Carrefour	13.730	8/12	-0.36	13.395	2.50	17.300	-3.905	-22.57	-11.75
	S	Orange	10.115	8/12	-0.25	9.426	7.31	11.104	-1.678	-15.11	-12.71
	S	Engie	15.335	8/12	0.49	13.730	11.69	16.128	-2.398	-14.87	-12.95
	L	Teleperformance	101.450	8/12	-0.10	102.800	-1.31	117.800	-15.000	-12.73	-17.98
	S	Pernod Ricard	121.800	8/12	-0.33	126.950	-4.06	157.050	-30.100	-19.17	-18.73
	S	Edenred	35.890	8/12	-0.25	40.060	-10.41	53.460	-13.400	-25.07	-24.08
	S	Kering	249.850	8/12	-1.85	336.000	-25.64	409.500	-73.500	-17.95	-25.11
CAC 40 - 40 out of 40 instruments rated - 7/01/24 / 12/11/23 - 17 did rise, Market-Ratio(29) = 42.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	CAC 40 RS = 29 - B/S = 55/55

1/06/20	scale up chart	7/01/24

Transactions Cotation Assistée en Continu * S29 - 55 ex 15 (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		7/17/06	196		- cash -
short	7/17/06	7/24/06	7		Airbus	100	494	20.220	21.560	18.880	-1.340	-7	9,338	-97
7/24/06		9/25/06	63		- cash -
	9/25/06	10/02/06	7		Airbus	100	415	22.500	22.400	22.600	0.100	0	9,380	26
10/02/06		11/27/06	56		- cash -
	11/27/06	12/04/06	7		Airbus	100	417	22.450	23.150	21.750	-0.700	-3	9,088	-81
12/04/06		8/20/07	259		- cash -
	8/20/07	9/24/07	35		Airbus	100	449	20.230	20.450	20.010	-0.220	-1	8,989	-11
9/24/07		10/22/07	28		- cash -
	10/22/07	7/21/08	273		STMicroelectronics	100	806	11.150	7.210	17.243	6.093	55	13,900	79
	7/21/08	5/11/09	294		Veolia	100	422	32.910	21.960	49.320	16.410	50	20,825	65
	5/11/09	5/18/09	7		Engie	100	793	26.240	25.900	26.585	0.345	1	21,098	97
5/18/09		5/25/09	7		- cash -
	5/25/09	6/08/09	14		Engie	100	794	26.550	27.210	25.890	-0.660	-2	20,574	-48
6/08/09		5/10/10	336		- cash -
	5/10/10	5/17/10	7		Thales	100	741	27.760	28.220	27.300	-0.460	-2	20,233	-58
5/17/10		5/31/10	14		- cash -
	5/31/10	6/21/10	21		Credit Agricole	100	2,279	8.877	9.961	7.793	-1.084	-12	17,763	-90
6/21/10		6/28/10	7		- cash -
	6/28/10	8/30/10	63		Credit Agricole	100	1,958	9.070	10.185	7.955	-1.115	-12	15,580	-53
8/30/10		10/04/10	35		- cash -
	10/04/10	10/18/10	14		Alstom	100	427	36.450	36.100	36.803	0.353	1	15,731	29
10/18/10		10/25/10	7		- cash -
	10/25/10	11/22/10	28		Alstom	100	420	37.405	33.485	41.784	4.379	12	17,570	323
11/22/10		11/29/10	7		- cash -
	11/29/10	12/06/10	7		Alstom	100	567	30.945	32.615	29.275	-1.670	-5	16,623	-94
12/06/10		7/11/11	217		- cash -
	7/11/11	2/27/12	231		Carrefour	100	735	22.595	17.910	28.506	5.911	26	20,967	44
2/27/12		5/14/12	77		- cash -
	5/14/12	6/11/12	28		Credit Agricole	100	6,410	3.271	3.035	3.525	0.254	8	22,598	165
6/11/12		6/25/12	14		- cash -
	6/25/12	7/02/12	7		Credit Agricole	100	7,072	3.195	3.711	2.679	-0.516	-16	18,949	-100
7/02/12		7/23/12	21		- cash -
	7/23/12	7/30/12	7		Credit Agricole	100	6,237	3.038	3.578	2.498	-0.540	-18	15,581	-100
7/30/12		8/27/12	28		- cash -
	8/27/12	9/03/12	7		Veolia	100	1,807	8.618	8.420	8.821	0.203	2	15,947	236
9/03/12		9/10/12	7		- cash -
	9/10/12	9/17/12	7		Bouygues	100	779	20.455	20.690	20.220	-0.235	-1	15,764	-45
9/17/12		9/24/12	7		- cash -
	9/24/12	10/29/12	35		Orange	100	1,614	9.765	8.652	11.021	1.256	13	17,791	253
10/29/12		6/24/13	238		- cash -
	6/24/13	7/01/13	7		ArcelorMittal	100	704	25.260	26.076	24.444	-0.816	-3	17,217	-82
7/01/13		8/11/14	406		- cash -
	8/11/14	8/18/14	7		Airbus	100	397	43.345	44.130	42.560	-0.785	-2	16,905	-61
8/18/14		9/15/14	28		- cash -
	9/15/14	9/22/14	7		Edenred	100	804	21.015	20.495	21.548	0.533	3	17,334	269
9/22/14		9/29/14	7		- cash -
	9/29/14	10/20/14	21		Edenred	100	888	19.520	20.950	18.090	-1.430	-7	16,064	-73
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
	10/20/14	1/19/15	91		Saint-Gobain	100	496	32.335	33.975	30.695	-1.640	-5	15,251	-19
1/19/15		8/24/15	217		- cash -
	8/24/15	3/14/16	203		ArcelorMittal	100	761	20.040	14.550	27.602	7.562	38	21,005	78
3/14/16		3/21/16	7		- cash -
	3/21/16	4/18/16	28		ArcelorMittal	100	1,799	11.670	14.910	8.430	-3.240	-28	15,176	-99
4/18/16		5/02/16	14		- cash -
	5/02/16	8/01/16	91		Vivendi	100	888	17.080	17.570	16.590	-0.490	-3	14,741	-11
8/01/16		11/27/17	483		- cash -
	11/27/17	12/04/17	7		Carrefour	100	876	16.825	18.130	15.520	-1.305	-8	13,598	-99
12/04/17		6/25/18	203		- cash -
	6/25/18	8/27/18	63		Societe Generale	100	379	35.830	36.285	35.375	-0.455	-1	13,426	-7
8/27/18		9/10/18	14		- cash -
	9/10/18	9/24/18	14		Saint-Gobain	100	377	35.595	37.810	33.380	-2.215	-6	12,590	-81
9/24/18		10/08/18	14		- cash -
	10/08/18	4/01/19	175		STMicroelectronics	100	841	14.970	13.730	16.322	1.352	9	13,728	20
4/01/19		6/03/19	63		- cash -
	6/03/19	6/10/19	7		ArcelorMittal	100	1,029	13.334	13.478	13.190	-0.144	-1	13,579	-43
6/10/19		3/09/20	273		- cash -
	3/09/20	10/05/20	210		Renault	100	690	19.660	21.780	17.540	-2.120	-11	12,117	-18
10/05/20		2/14/22	497		- cash -
	2/14/22	11/28/22	287		Vivendi	100	1,034	11.715	8.654	15.859	4.144	35	16,401	47
11/28/22		12/05/22	7		- cash -
	12/05/22	1/09/23	35		Teleperformance	100	73	222.300	238.000	206.600	-15.700	-7	15,255	-53
1/09/23		8/28/23	231		- cash -
	8/28/23	10/09/23	42		Teleperformance	100	122	124.650	117.100	132.687	8.037	6	16,236	72
10/09/23		10/23/23	14		- cash -
	10/23/23	11/27/23	35		Alstom	100	1,329	12.210	12.215	12.205	-0.005	0	16,229	0
11/27/23		6/17/24	203		- cash -
	6/17/24	8/12/24	56		Kering	100	53	304.650	249.850	371.469	66.819	22	19,770	264
accum	7/17/06	8/12/24	2593	days out of 6898 invested (38%)							98		19,770	10

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
STMicroelectronics	short	10/22/07	7/21/08	273	11.15	7.21	17.24	6.09	54.65
		10/08/18	4/01/19	175	14.97	13.73	16.32	1.35	9.03	68.61
Veolia		7/21/08	5/11/09	294	32.91	21.96	49.32	16.41	49.86
		8/27/12	9/03/12	7	8.62	8.42	8.82	0.20	2.35	53.39
Vivendi		5/02/16	8/01/16	91	17.08	17.57	16.59	-0.49	-2.87
		2/14/22	11/28/22	287	11.72	8.65	15.86	4.14	35.37	31.49
Kering		6/17/24	8/12/24	56	304.65	249.85	371.47	66.82	21.93	21.93
Carrefour		7/11/11	2/27/12	231	22.60	17.91	28.51	5.91	26.16
		11/27/17	12/04/17	7	16.83	18.13	15.52	-1.31	-7.76	16.37
Orange		9/24/12	10/29/12	35	9.77	8.65	11.02	1.26	12.86	12.86
Alstom		10/04/10	10/18/10	14	36.45	36.10	36.80	0.35	0.97
		10/25/10	11/22/10	28	37.41	33.49	41.78	4.38	11.71
		11/29/10	12/06/10	7	30.95	32.62	29.28	-1.67	-5.40
		10/23/23	11/27/23	35	12.21	12.22	12.21	-0.01	-0.04	6.66
Teleperformance		12/05/22	1/09/23	35	222.30	238.00	206.60	-15.70	-7.06
		8/28/23	10/09/23	42	124.65	117.10	132.69	8.04	6.45	-1.07
Bouygues		9/10/12	9/17/12	7	20.46	20.69	20.22	-0.23	-1.15	-1.15
Engie		5/11/09	5/18/09	7	26.24	25.90	26.58	0.34	1.31
		5/25/09	6/08/09	14	26.55	27.21	25.89	-0.66	-2.49	-1.21
Societe Generale		6/25/18	8/27/18	63	35.83	36.29	35.38	-0.45	-1.27	-1.27
Thales		5/10/10	5/17/10	7	27.76	28.22	27.30	-0.46	-1.66	-1.66
ArcelorMittal		6/24/13	7/01/13	7	25.26	26.08	24.44	-0.82	-3.23
		8/24/15	3/14/16	203	20.04	14.55	27.60	7.56	37.73
		3/21/16	4/18/16	28	11.67	14.91	8.43	-3.24	-27.76
		6/03/19	6/10/19	7	13.33	13.48	13.19	-0.14	-1.08	-4.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Edenred		9/15/14	9/22/14	7	21.02	20.50	21.55	0.53	2.54
		9/29/14	10/20/14	21	19.52	20.95	18.09	-1.43	-7.33	-4.97
Renault		3/09/20	10/05/20	210	19.66	21.78	17.54	-2.12	-10.78	-10.78
Saint-Gobain		10/20/14	1/19/15	91	32.34	33.98	30.70	-1.64	-5.07
		9/10/18	9/24/18	14	35.60	37.81	33.38	-2.22	-6.22	-10.98
Airbus		7/17/06	7/24/06	7	20.22	21.56	18.88	-1.34	-6.63
		9/25/06	10/02/06	7	22.50	22.40	22.60	0.10	0.45
		11/27/06	12/04/06	7	22.45	23.15	21.75	-0.70	-3.12
		8/20/07	9/24/07	35	20.23	20.45	20.01	-0.22	-1.09
		8/11/14	8/18/14	7	43.35	44.13	42.56	-0.78	-1.81	-11.75
Credit Agricole		5/31/10	6/21/10	21	8.88	9.96	7.79	-1.08	-12.21
		6/28/10	8/30/10	63	9.07	10.19	7.96	-1.12	-12.29
		5/14/12	6/11/12	28	3.27	3.04	3.53	0.25	7.78
		6/25/12	7/02/12	7	3.20	3.71	2.68	-0.52	-16.15
		7/23/12	7/30/12	7	3.04	3.58	2.50	-0.54	-17.77	-42.79

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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