DATE LVMH Rt1 (Rt-R)^2 DANON Rt2 (Rt-R)^2 L'OREAL

11/3/2022 53.09 - - 44.78 - - 59.2

11/4/2022 56.86 7.10% 0.62% 45.52 1.65% 0.02% 61.92
11/5/2022 54.32 -4.47% 0.14% 43.91 -3.54% 0.13% 61.74
11/6/2022 49.64 -8.62% 0.61% 41.34 -5.85% 0.36% 60.09
11/7/2022 49.79 0.30% 0.01% 43.91 6.22% 0.37% 62.42
11/10/2022 49.3 -0.98% 0.00% 44.29 0.87% 0.01% 62.93
11/11/2022 43.76 -11.24% 1.09% 43.22 -2.42% 0.06% 60.17
11/12/2022 43.74 -0.05% 0.01% 43.24 0.05% 0.00% 59.92
11/13/2022 42.73 -2.31% 0.02% 42.91 -0.76% 0.01% 61.74
11/14/2022 41.33 -3.28% 0.06% 43.55 1.49% 0.02% 62.54
11/17/2022 40.89 -1.06% 0.00% 42.75 -1.84% 0.04% 62.24
11/18/2022 40.86 -0.07% 0.01% 43.92 2.74% 0.07% 62.52
11/19/2022 39.38 -3.62% 0.08% 43.94 0.05% 0.00% 62.35
11/20/2022 39.49 0.28% 0.01% 43.12 -1.87% 0.04% 60.11
11/21/2022 39.19 -0.76% 0.00% 41.25 -4.34% 0.20% 59.87
11/24/2022 44.06 12.43% 1.74% 44.8 8.61% 0.72% 65.99
11/25/2022 45.7 3.72% 0.20% 44.41 -0.87% 0.01% 65.94
11/26/2022 42.98 -5.95% 0.27% 43.76 -1.46% 0.02% 63.74
11/27/2022 44.82 4.28% 0.26% 43.9 0.32% 0.00% 64.91
11/28/2022 44.58 -0.54% 0.00% 45.27 3.12% 0.09% 63.66
-14.83% 5.14% 2.16% 2.17%

Rt(LVMH) -0.78% Rt(DANON) 0.11% Rt(L'OREAL)

VAR(LVMH) 0.29% VAR(DANON) 0.12% VAR(L'OREAL)
Etype(LVMH) Etype(DANON) Etype(L'OREAL)
-0.78% 0.11%
0.29% 0.12%
5.34% 3.47%
 Rt3 (Rt-R)^2 CAC40 Rt4 (Rt-R)^2
- - 3527.97 - - Chart Title
4.59% 0.17% 3691.09 4.62% 0.25%
-0.29% 0.01% 3618.11 -1.98% 0.03% 15.00%
0.2
-2.67% 0.10% 3387.25 -6.38% 0.36%
3.88% 0.12% 3469.12 2.42% 0.08% 0.15
10.00%
0.82% 0.00% 3505.75 1.06% 0.02% 0.1
-4.39% 0.23% 3336.41 -4.83% 0.20% 0.05
-0.42% 0.01% 3233.96 -3.07% 0.07% 5.00%
0
3.04% 0.07% 3269.46 1.10% 0.02% -0.05 022 022 022 022 022 022 022 022 022 022 022 022 022 022 02
1.30% 0.01% 3291.47 0.67% 0.01% 0.00% /2 /2 /2 /2 /2 /2 /2 /2 /2 /2 /2 /2 /2 /2 /2
/4 /5 /6 /7 /8 /9 10 11 12 13 14 15 16 17 18 19
-0.1
-0.48% 0.01% 3182.03 -3.32% 0.09% 11 11 211 211 211 211 121/ 121/ 121/ 211/ 211/ 211/ 211/ 211/ 211/ 211/ 2
-0.15 202 202 202 202 202 202 202 202 202 202 202 202 202 202 202
0.45% 0.00% 3217.4 1.11% 0.02% / / / / / / / / / / / / / / / /
-5.00%/4 /5 /6 /7 /8 /9 10 11 12 13 14 15 16 17 18 19
-0.27% 0.01% 3087.89 -4.03% 0.14% 11 11 11 11 11 11 11/ 11/ 11/ 11/ 11/ 11/ 11/ 11/ 11/ 11/ 1
-0.2
-3.59% 0.16% 2980.42 -3.48% 0.10%
-0.40% 0.01% 2881.26 -3.33% 0.09% -10.00%
10.22% 0.96% 3172.11 10.09% 1.09%
-0.08% 0.00% 3209.56 1.18% 0.02% -15.00%
-3.34% 0.14% 3169.85 -1.24% 0.01%
1.84% 0.02% 3250.39 2.54% 0.08%
-1.93% 0.06% 3262.68 0.38% 0.01%
8.28% 2.07% -6.48% 2.68% LVMH 53.09 Rt1 - DANON
L'OREAL 59.2
Rt1 - Rt3
Rt2- - CAC40
Rt3 - 3
0.44% Rt(CAC40) -0.34%
0.12% VAR(CAC40) 0.15%
Etype(CAC40)
0.44% -0.34%
0.12% 0.15%
3.39% 3.86%
 Chart Title
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121 211 211 211 211 211 211 211 2 11 2 11 2 11 2 11 2 11 2 11 2 11 2 112 112 2 11 11 11 11
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02 202 202 202 202 202 202 202 202 202 202 202 202 202 202 202 202 202 202 -0.1
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11 /12 /13 /14 /15 /16 /17 /18 /19 /20 /21 /22 /23 /24 /25 /26 /27 /28
11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 -0.15

-0.2

Chart Title
0.2
9 Rt1 - DANON 44.78 Rt2 -
9.2
t1 - Rt3
Rt2- - CAC40
Rt3 - 3527.97Rt4 - Rt4 - 0.15
0.1
0.05
0
2 22 22 22 22 22 22 22 22 22 22
-0.05 02
/ 2 / 20 / 20 / 20 / 20 / 20 / 20 / 20 / 20 / 20 / 20
4 /6 /8 0 2 4 6 8 0 2 4 6
1/
1-0.1 11 11 /1 /1 /1 /1 /1 /2 /2 /2 /2
11 11 11 11 11 11 11 11 11
-0.15
-0.2

LVMH 53.09 Rt1 - DANON 44.78

Rt2 - L'OREAL 59.2 Rt3 -
 2 22 22 22 22 22
02 20 20 20 20 20
/2 9/ 1/ 3/ 5/ 7/
/1 /2 /2 /2 /2
11 11 11 11 11

t Title

2 22 22 22 22 22 22
02 20 20 20 20 20 20
/2 8/ 0/ 2/ 4/ 6/ 8/
/1 /2 /2 /2 /2 /2
11 11 11 11 11 11

- DANON 44.78
REAL 59.2 Rt3 -
 ELEMENTS PROBABILITE E(Ra) E(Rb) E(RA)=Pi*E(Ra) E(RB)=Pi*E(Rb)
Hypothyse forte 25% 36% 10% 9.0% 2.5%
Hypothyse moyenne 50% 14% 8% 7.0% 4.0%
Hypothyse faible 25% 0% 4% 0.0% 1.0%
CUMUL 100% 50% 22% 16.0% 7.5%

E(RA) 16%
VAR(RA) 1.6600%
ETYPE(RA) 12.8841%

E(RB) 7.5%
VAR(RB) 0.0475%
ETYPE(RB) 2.1794%

COV(RA;RB) 0.2600%
CORREL(RA;RB) 92.59%
VAR(RA)=Pi(E(RAi)-E(RA))^2 VAR(RB)=Pi(E(RBi)-E(RB))^2 ECART TYPE(RA)
1.0000% 0.0156% -
0.0200% 0.0013% -
0.640% 0.0306% -
1.6600% 0.0475% 12.8841%
ECART TYPE(RB) E(RAi)-E(RA)*E(Rbi)-E(RB) *Pi
- 0.5000% 0.1250%
- -0.0100% -0.0050%
- 0.5600% 0.1400%
2.1794% 0.2600%