Share-o-matic - Assessment MIB (FTSE / Milano Italia Borsa)

Assessment - FTSE / Milano Italia Borsa in Pound sterling - 7/01/24 - RS = 28

		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	12/18/23	prc diff	⇓ Δ28	⇓∅-RS
		MIB 40	27,090.205	8/12/24	0.46	28,607.439	-5.30	26,067.077	2,540.362	9.75	8.95
		Banca MPS	4.387	8/12/24	2.17	3.970	10.49	2.569	1.401	54.52	47.03
		Azimut	17.733	8/12/24	1.41	18.989	-6.61	19.396	-0.407	-2.10	-2.47
		Generali	19.048	8/12/24	1.35	20.304	-6.18	16.402	3.902	23.79	16.18
	L	Amplifon	23.884	8/12/24	1.33	28.186	-15.26	24.622	3.564	14.47	7.76
		Banca Mediolanum	8.680	8/12/24	1.29	8.985	-3.40	7.178	1.808	25.19	16.62
		Leonardo	18.590	8/12/24	1.20	18.514	0.41	11.836	6.678	56.42	36.72
		Interpump	31.750	8/12/24	1.14	34.787	-8.73	38.604	-3.817	-9.89	-8.66
	S	Eni	12.265	8/12/24	1.09	12.330	-0.52	12.837	-0.507	-3.95	-1.67
		FinecoBank	12.248	8/12/24	0.94	12.036	1.76	11.660	0.376	3.22	7.54
		Mediobanca	11.904	8/12/24	0.94	11.955	-0.43	9.505	2.450	25.77	14.27
		A2A	1.680	8/12/24	0.92	1.603	4.82	1.670	-0.067	-4.01	5.54
		Banca Generali	32.310	8/12/24	0.74	32.072	0.74	28.837	3.235	11.22	9.27
	S	Tenaris	10.886	8/12/24	0.71	12.086	-9.93	13.288	-1.201	-9.04	-9.24
		Saipem	1.691	8/12/24	0.63	2.035	-16.91	1.205	0.830	68.91	47.32
		Snam	3.706	8/12/24	0.60	3.546	4.52	4.010	-0.465	-11.58	-8.53
	S	Inwit	8.756	8/12/24	0.58	8.222	6.50	9.805	-1.583	-16.15	-11.61
	L	Prysmian	50.111	8/12/24	0.58	48.108	4.16	33.241	14.868	44.73	35.65
		Telecom Italia	0.188	8/12/24	0.55	0.192	-2.17	0.226	-0.034	-14.99	-13.89
		Intesa Sanpaolo	2.945	8/12/24	0.54	3.039	-3.10	2.305	0.733	31.81	27.42
		Terna	6.431	8/12/24	0.53	6.197	3.78	6.468	-0.271	-4.19	-4.02
		Pirelli	4.451	8/12/24	0.50	4.765	-6.59	4.129	0.636	15.39	10.72
		STMicroel Italy	22.764	8/12/24	0.49	30.736	-25.94	38.133	-7.397	-19.40	-13.38
		DiaSorin	84.932	8/12/24	0.48	79.145	7.31	76.882	2.263	2.94	1.19
	S	Nexi	4.816	8/12/24	0.46	4.909	-1.90	6.369	-1.460	-22.92	-12.14
		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	12/18/23	prc diff	⇓ Δ28	⇓∅-RS
		Enel	5.462	8/12/24	0.44	5.606	-2.56	5.583	0.023	0.40	5.31
	L	Campari	6.771	8/12/24	0.38	7.368	-8.11	8.709	-1.340	-15.39	-17.02
		Unicredit	29.332	8/12/24	0.38	30.719	-4.52	21.675	9.044	41.72	35.56
		Hera	2.795	8/12/24	0.37	2.746	1.79	2.514	0.232	9.23	8.23
		Recordati	41.965	8/12/24	0.24	41.405	1.35	39.966	1.439	3.60	1.91
	S	Italgas	4.161	8/12/24	0.08	3.928	5.92	4.455	-0.527	-11.82	-10.92
	L	Unipol	7.615	8/12/24	0.06	8.005	-4.88	4.508	3.497	77.58	56.50
		ERG	19.752	8/12/24		19.888	-0.68	22.686	-2.798	-12.33	-7.91
		Ferrari	327.255	8/12/24		324.285	0.92	294.540	29.745	10.10	15.56
		Poste Italiane	10.088	8/12/24		10.377	-2.78	8.640	1.737	20.10	14.85
		Iveco	7.332	8/12/24	-0.21	9.023	-18.74	6.768	2.255	33.32	11.74
		BPER Banca	4.043	8/12/24	-0.27	4.239	-4.62	2.897	1.342	46.34	45.03
		Banco BPM	4.906	8/12/24	-0.31	5.274	-6.98	4.308	0.967	22.44	21.18
	S	Moncler	44.239	8/12/24	-0.50	48.770	-9.29	46.520	2.250	4.84	-3.97
	S	Stellantis	11.862	8/12/24	-0.57	15.810	-24.98	18.000	-2.189	-12.16	-6.67
		Brunello Cucinelli	70.253	8/12/24	-1.02	79.459	-11.59	72.307	7.152	9.89	9.20
MIB - 40 out of 40 instruments rated - 7/01/24 / 12/18/23 - 25 did rise, Market-Ratio(28) in GBP = 62.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	MIB RS = 28 - B/S = 75/50

1/04/21	scale up chart	7/01/24

Transactions FTSE / Milano Italia Borsa in Pound sterling * A28 - 75/50 (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		1/09/06	7		- cash -
long	1/09/06	9/18/06	252		Tenaris	100	1,425	7.017	9.285		2.268	32	13,232	50
short	9/18/06	11/27/06	70		MFE-MediaForEurope	100	467	28.291	30.262	26.321	-1.970	-7	12,312	-31
long	11/27/06	7/30/07	245		Fiat Chrysler	100	4,694	2.622	4.022		1.399	53	18,879	89
short	7/30/07	8/17/09	749		Telecom Italia	100	14,444	1.307	0.888	1.924	0.617	47	27,793	21
long	8/17/09	4/26/10	252		Banca Generali	100	4,867	5.710	7.234		1.524	27	35,212	41
short	4/26/10	12/20/10	238		Unipol	100	2,822	12.474	7.895	19.710	7.235	58	55,630	102
long	12/20/10	6/27/11	189		Exor	100	2,808	19.805	17.986		-1.818	-9	50,524	-17
short	6/27/11	11/05/12	497		UnipolSai	100	11,077	4.561	0.749	27.771	23.209	509	307,615	277
long	11/05/12	8/04/14	637		Azimut	100	41,266	7.454	14.696		7.242	97	606,449	48
short	8/04/14	1/26/15	175		YOOX Net-a-Porter	100	41,243	14.704	14.189	15.238	0.534	4	628,474	8
long	1/26/15	9/21/15	238		Fiat Chrysler	100	105,868	5.936	6.122		0.186	3	648,146	5
short	9/21/15	12/26/16	462		Saipem	100	1,855	349.364	207.887	587.122	237.758	68	1,089,187	51
long	12/26/16	11/27/17	336		STMicroel Italy	100	119,059	9.148	18.061		8.913	97	2,150,336	109
short	11/27/17	1/08/18	42		Leonardo	100	235,439	9.133	9.327	8.940	-0.193	-2	2,104,826	-17
long	1/08/18	2/12/18	35		Fiat Chrysler	100	131,675	15.985	15.686		-0.299	-2	2,065,430	-18
short	2/12/18	4/29/19	441		Leonardo	100	269,081	7.676	9.002	6.350	-1.326	-17	1,708,641	-15
long	4/29/19	3/02/20	308		Azimut	100	109,979	15.536	16.239		0.703	5	1,785,910	5
short	3/02/20	9/28/20	210		Juventus Football	100	220,125	8.113	7.840	8.396	0.282	3	1,848,082	6
long	9/28/20	2/01/21	126		DiaSorin	100	11,932	154.881	158.836		3.954	3	1,895,263	8
short	2/01/21	2/08/21	7		BPER Banca	100	1,401,044	1.353	1.674	1.031	-0.321	-24	1,445,037	-100
long	2/08/21	1/24/22	350		CNH Industrial	100	138,620	10.424	11.047		0.623	6	1,531,380	6
short	1/24/22	1/31/22	7		Nexi	100	140,656	10.887	10.780	10.996	0.109	1	1,546,657	68
long	1/31/22	2/07/22	7		Unicredit	100	132,400	11.682	12.494		0.812	7	1,654,207	3,229
short	2/07/22	2/06/23	364		Saipem	100	34,070	48.553	1.220	1,932.271	1,883.719	3,880	65,832,496	3,920
long	2/06/23	10/23/23	259		Unicredit	100	4,033,382	16.322	19.780		3.458	21	79,778,508	31
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/23/23	1/08/24	77		CNH Industrial	100	8,674,639	9.197	9.523	8.870	-0.327	-4	76,945,791	-16
long	1/08/24	8/12/24	217		Leonardo	100	5,468,778	14.070	18.590		4.520	32	102m	60
accum	1/09/06	8/12/24	7281	days out of 7288 invested (100%)							1,016,545		102m	59

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Saipem	short	9/21/15	12/26/16	462	349.36	207.89	587.12	237.76	68.05
	short	2/07/22	2/06/23	364	48.55	1.22	1,932.27	1,883.72	3,879.74	6,588.13
UnipolSai	short	6/27/11	11/05/12	497	4.56	0.75	27.77	23.21	508.86	508.86
Azimut	long	11/05/12	8/04/14	637	7.45	14.70		7.24	97.15
	long	4/29/19	3/02/20	308	15.54	16.24		0.70	4.52	106.06
STMicroel Italy	long	12/26/16	11/27/17	336	9.15	18.06		8.91	97.43	97.43
Unipol	short	4/26/10	12/20/10	238	12.47	7.89	19.71	7.24	58.00	58.00
Fiat Chrysler	long	11/27/06	7/30/07	245	2.62	4.02		1.40	53.35
	long	1/26/15	9/21/15	238	5.94	6.12		0.19	3.13
	long	1/08/18	2/12/18	35	15.98	15.69		-0.30	-1.87	55.19
Telecom Italia	short	7/30/07	8/17/09	749	1.31	0.89	1.92	0.62	47.22	47.22
Tenaris	long	1/09/06	9/18/06	252	7.02	9.28		2.27	32.32	32.32
Unicredit	long	1/31/22	2/07/22	7	11.68	12.49		0.81	6.95
	long	2/06/23	10/23/23	259	16.32	19.78		3.46	21.18	29.61
Banca Generali	long	8/17/09	4/26/10	252	5.71	7.23		1.52	26.70	26.70
Leonardo	short	11/27/17	1/08/18	42	9.13	9.33	8.94	-0.19	-2.12
	short	2/12/18	4/29/19	441	7.68	9.00	6.35	-1.33	-17.27
	long	1/08/24	8/12/24	217	14.07	18.59		4.52	32.12	6.99
YOOX Net-a-Porter	short	8/04/14	1/26/15	175	14.70	14.19	15.24	0.53	3.63	3.63
Juventus Football	short	3/02/20	9/28/20	210	8.11	7.84	8.40	0.28	3.48	3.48
DiaSorin	long	9/28/20	2/01/21	126	154.88	158.84		3.95	2.55	2.55
CNH Industrial	long	2/08/21	1/24/22	350	10.42	11.05		0.62	5.98
	short	10/23/23	1/08/24	77	9.20	9.52	8.87	-0.33	-3.55	2.21
Nexi	short	1/24/22	1/31/22	7	10.89	10.78	11.00	0.11	1.00	1.00
MFE-MediaForEurope	short	9/18/06	11/27/06	70	28.29	30.26	26.32	-1.97	-6.96	-6.96
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Exor	long	12/20/10	6/27/11	189	19.80	17.99		-1.82	-9.18	-9.18
BPER Banca	short	2/01/21	2/08/21	7	1.35	1.67	1.03	-0.32	-23.76	-23.76

Annotations

2/21/24	MIB	Component update: BMPS and Brunello Cucinelli replace Buzzi Unicem and CNH Industrial
6/13/22	Saipem	reverse split 10:1 (one for ten)
6/22/18	Pirelli	returns
6/15/18	YOOX Net-a-P	drops out due to acquisition by Richemont
5/22/17	Saipem	reverse stock split 10:1 (one for ten) ISIN changes from IT0000068525 to IT0005252140
5/08/17	Davide Campari	stock split 1:2 (two for one)
4/17/17	MIB	Machine Learning processed for all techniques. The exchanging short technique is biased by the recently slumping Banco BPM, but there was no "smoother" technique detected which performs almost as good.
4/12/17	MIB	The market needs to be re-learned, because the BMPS price development generated biased techniques.
3/20/17	MIB	Banca Generali replaces Banca Monte dei Paschi di Siena
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
1/01/17	MIB	result of merger of Popolare and Popolare di Milano
11/07/16	Snam	spin-off Italgas 5:1 (one new Italgas for five Snam)
10/06/16	MIB	Brembo replaces Italcementi (acquired by HeidelbergCement)
6/20/16	MIB	Recordati replaces Anima
5/06/16	Finmeccanica	got granted a really big name: Leonardo
4/05/16	MIB	EGP was replaced by FinecoBank
1/25/16	Saipem	ex capital increase: strike new shares EUR 0.362 - ratio 1:22
12/21/15	MIB	Poste Italiane replaces Ansaldo STS
11/18/15	MIB	complete analysis
11/02/15	Pirelli	drops out due to acquisition by CNCC
9/21/15	Unipol	re-joins the MIB as replacement for Autogrill
8/29/15	MIB	complete analysis
5/18/15	Banca MPS	reverse stock split 20:1 (one for twenty)


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