From: A wavelet approach of investing behaviors and their effects on risk exposures
D1 | D2 | D3 | D4 | D5 | D6 | |
---|---|---|---|---|---|---|
Accor | CAPM | MIXED | MIXED | FULL | MIXED | FULL |
Airbus | MIXED | CAPM | FULL | MIXED | MB | FULL |
Alcatel | MIXED | FF | FULL | MIXED | MIXED | FULL |
Air Liquide | MIXED | FF | MIXED | FULL | MIXED | FULL |
AXA | MIXED | MIXED | FULL | MIXED | FULL | FULL |
BNP | MIXED | MIXED | FULL | FULL | FULL | FULL |
Bouygues | MIXED | MIXED | MIXED | MIXED | FULL | FULL |
CA | MIXED | MIXED | MIXED | FULL | FULL | MIXED |
Carrefour | CAPM | CAPM | CAPM | FULL | MIXED | FULL |
Danone | FF | MIXED | MIXED | MIXED | FULL | FULL |
Essilor | CAPM | MIXED | MIXED | MIXED | MIXED | FULL |
GDF | MIXED | MIXED | FULL | FULL | FULL | FULL |
Gemini | CAPM | MIXED | MIXED | MIXED | FULL | FULL |
St-Gobain | MIXED | MIXED | MIXED | MIXED | FULL | FULL |
L’Oréal | MIXED | MIXED | FF | MIXED | MIXED | FULL |
LVMH | MB | MIXED | MIXED | MIXED | FULL | FULL |
Michelin | MIXED | MIXED | CAPM | FULL | MIXED | FULL |
Orange | MIXED | MIXED | MIXED | FULL | MIXED | FULL |
PSA | MB | MIXED | MIXED | MIXED | FULL | MIXED |
Publicis | MB | FULL | FF | MIXED | MIXED | FULL |
Renault | MIXED | MIXED | MIXED | MIXED | MIXED | FULL |
Ricard | FULL | FF | MIXED | MIXED | MIXED | FULL |
Schneider | CAPM | MIXED | MIXED | MIXED | MIXED | FULL |
SG | MIXED | MB | MIXED | FULL | FULL | MIXED |
Sodexo | MIXED | FF | MIXED | FULL | FULL | FULL |
Technip | MIXED | FULL | MIXED | FULL | FULL | FULL |
Total | FULL | FULL | MIXED | FULL | FULL | FULL |
Veolia | MIXED | MB | MIXED | MIXED | MIXED | MIXED |
Vinci | MIXED | MIXED | CAPM | FULL | MIXED | MIXED |
Vivendi | MIXED | MIXED | MIXED | MIXED | MIXED | FULL |