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

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

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/18/23	prc diff	⇓ Δ28	∅-RS
		MIB 40	34,246.933	8/12/24	0.46	36,164.992	-5.30	32,699.163	3,465.829	10.60	9.38
	L	Unipol	9.627	8/12/24	0.06	10.120	-4.88	5.655	4.465	78.96	57.14
		Banca MPS	5.545	8/12/24	2.17	5.019	10.49	3.223	1.796	55.72	47.69
		Leonardo	23.501	8/12/24	1.20	23.405	0.41	14.847	8.558	57.64	37.22
	L	Prysmian	63.349	8/12/24	0.58	60.818	4.16	41.698	19.120	45.85	36.22
		BPER Banca	5.111	8/12/24	-0.27	5.359	-4.62	3.634	1.725	47.48	45.61
		Unicredit	37.080	8/12/24	0.38	38.834	-4.52	27.190	11.645	42.83	36.10
		Saipem	2.137	8/12/24	0.63	2.572	-16.91	1.511	1.061	70.23	47.89
		Intesa Sanpaolo	3.723	8/12/24	0.54	3.842	-3.10	2.892	0.950	32.84	27.94
		Pirelli	5.627	8/12/24	0.50	6.024	-6.59	5.180	0.844	16.29	11.18
		Ferrari	413.710	8/12/24		409.955	0.92	369.478	40.477	10.96	16.02
		Poste Italiane	12.753	8/12/24		13.118	-2.78	10.838	2.280	21.04	15.32
		Banco BPM	6.202	8/12/24	-0.31	6.667	-6.98	5.404	1.264	23.39	21.62
		Banca Mediolanum	10.973	8/12/24	1.29	11.359	-3.40	9.004	2.355	26.16	17.11
		Iveco	9.270	8/12/24	-0.21	11.407	-18.74	8.490	2.917	34.36	12.21
	L	Amplifon	30.194	8/12/24	1.33	35.632	-15.26	30.887	4.746	15.37	8.24
		Generali	24.080	8/12/24	1.35	25.668	-6.18	20.575	5.093	24.75	16.62
		Mediobanca	15.049	8/12/24	0.94	15.113	-0.43	11.924	3.190	26.75	14.69
		Hera	3.533	8/12/24	0.37	3.471	1.79	3.153	0.318	10.08	8.68
		FinecoBank	15.483	8/12/24	0.94	15.215	1.76	14.627	0.589	4.02	8.04
		Banca Generali	40.845	8/12/24	0.74	40.545	0.74	36.174	4.371	12.08	9.69
		Brunello Cucinelli	88.813	8/12/24	-1.02	100.451	-11.59	90.704	9.747	10.75	9.67
		DiaSorin	107.369	8/12/24	0.48	100.054	7.31	96.443	3.611	3.74	1.60
		A2A	2.124	8/12/24	0.92	2.027	4.82	2.095	-0.068	-3.26	5.93
		Enel	6.906	8/12/24	0.44	7.087	-2.56	7.004	0.083	1.19	5.73
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/18/23	prc diff	⇓ Δ28	∅-RS
		Azimut	22.418	8/12/24	1.41	24.005	-6.61	24.331	-0.326	-1.34	-2.08
		Recordati	53.052	8/12/24	0.24	52.344	1.35	50.134	2.210	4.41	2.29
	S	Moncler	55.926	8/12/24	-0.50	61.654	-9.29	58.356	3.299	5.65	-3.55
		Terna	8.130	8/12/24	0.53	7.834	3.78	8.114	-0.279	-3.44	-3.65
	S	Stellantis	14.995	8/12/24	-0.57	19.987	-24.98	22.579	-2.592	-11.48	-6.32
		STMicroel Italy	28.778	8/12/24	0.49	38.856	-25.94	47.834	-8.979	-18.77	-13.02
		ERG	24.971	8/12/24		25.142	-0.68	28.458	-3.316	-11.65	-7.51
		Snam	4.685	8/12/24	0.60	4.482	4.52	5.031	-0.548	-10.90	-8.18
	S	Tenaris	13.762	8/12/24	0.71	15.279	-9.93	16.668	-1.389	-8.33	-8.93
	S	Eni	15.506	8/12/24	1.09	15.587	-0.52	16.103	-0.516	-3.20	-1.36
	S	Italgas	5.260	8/12/24	0.08	4.966	5.92	5.588	-0.622	-11.13	-10.57
		Interpump	40.137	8/12/24	1.14	43.977	-8.73	48.426	-4.448	-9.19	-8.28
	L	Campari	8.560	8/12/24	0.38	9.315	-8.11	10.924	-1.610	-14.73	-16.71
	S	Inwit	11.069	8/12/24	0.58	10.394	6.50	12.300	-1.906	-15.50	-11.28
		Telecom Italia	0.237	8/12/24	0.55	0.242	-2.17	0.283	-0.041	-14.33	-13.59
	S	Nexi	6.088	8/12/24	0.46	6.206	-1.90	7.989	-1.783	-22.32	-11.73
MIB - 40 out of 40 instruments rated - 7/01/24 / 12/18/23 - 25 did rise, Market-Ratio(28) in USD = 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 Dollar * 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	804	12.424	17.463		5.039	41	14,052	64
short	9/18/06	11/27/06	70		MFE-MediaForEurope	100	264	53.212	58.487	47.937	-5.275	-10	12,659	-42
long	11/27/06	7/30/07	245		Fiat Chrysler	100	2,497	5.068	8.139		3.071	61	20,327	103
short	7/30/07	8/17/09	749		Telecom Italia	100	7,684	2.645	1.468	4.765	2.120	80	36,614	33
long	8/17/09	4/26/10	252		Banca Generali	100	3,876	9.444	11.127		1.683	18	43,136	27
short	4/26/10	12/20/10	238		Unipol	100	2,248	19.187	12.264	30.019	10.831	56	67,486	99
long	12/20/10	6/27/11	189		Exor	100	2,193	30.765	28.704		-2.061	-7	62,966	-13
short	6/27/11	11/05/12	497		UnipolSai	100	8,650	7.279	1.200	44.143	36.864	506	381,841	276
long	11/05/12	8/04/14	637		Azimut	100	31,970	11.944	24.779		12.835	107	792,186	52
short	8/04/14	1/26/15	175		YOOX Net-a-Porter	100	31,952	24.792	21.401	28.721	3.929	16	917,716	36
long	1/26/15	9/21/15	238		Fiat Chrysler	100	102,492	8.954	9.496		0.542	6	973,318	9
short	9/21/15	12/26/16	462		Saipem	100	1,796	541.916	255.328	1,150.181	608.265	112	2,065,761	81
long	12/26/16	11/27/17	336		STMicroel Italy	100	183,853	11.236	24.051		12.815	114	4,421,839	129
short	11/27/17	1/08/18	42		Leonardo	100	363,568	12.162	12.654	11.671	-0.492	-4	4,243,032	-30
long	1/08/18	2/12/18	35		Fiat Chrysler	100	195,640	21.688	21.656		-0.032	0	4,236,744	-2
short	2/12/18	4/29/19	441		Leonardo	100	399,794	10.597	11.647	9.547	-1.050	-10	3,816,958	-8
long	4/29/19	3/02/20	308		Azimut	100	189,881	20.102	20.757		0.655	3	3,941,375	4
short	3/02/20	9/28/20	210		Juventus Football	100	380,048	10.371	10.082	10.668	0.297	3	4,054,400	5
long	9/28/20	2/01/21	126		DiaSorin	100	20,357	199.160	217.312		18.153	9	4,423,932	29
short	2/01/21	2/08/21	7		BPER Banca	100	2,390,312	1.851	2.301	1.400	-0.450	-24	3,347,394	-100
long	2/08/21	1/24/22	350		CNH Industrial	100	233,613	14.329	14.872		0.544	4	3,474,410	4
short	1/24/22	1/31/22	7		Nexi	100	237,045	14.657	14.488	14.829	0.171	1	3,515,048	83
long	1/31/22	2/07/22	7		Unicredit	100	223,892	15.700	16.915		1.216	8	3,787,198	4,784
short	2/07/22	2/06/23	364		Saipem	100	57,613	65.734	1.466	2,947.631	2,881.897	4,384	170m	4,431
long	2/06/23	10/23/23	259		Unicredit	100	8,659,056	19.612	24.205		4.593	23	210m	35
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	18,623,127	11.255	12.152	10.357	-0.897	-8	193m	-33
long	1/08/24	8/12/24	217		Leonardo	100	10,743,623	17.953	23.501		5.548	31	252m	57
accum	1/09/06	8/12/24	7125	days out of 7132 invested (100%)							2,524,770		252m	68

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	541.92	255.33	1,150.18	608.26	112.24
	short	2/07/22	2/06/23	364	65.73	1.47	2,947.63	2,881.90	4,384.16	9,417.33
UnipolSai	short	6/27/11	11/05/12	497	7.28	1.20	44.14	36.86	506.45	506.45
Azimut	long	11/05/12	8/04/14	637	11.94	24.78		12.84	107.47
	long	4/29/19	3/02/20	308	20.10	20.76		0.66	3.26	114.23
STMicroel Italy	long	12/26/16	11/27/17	336	11.24	24.05		12.82	114.05	114.05
Telecom Italia	short	7/30/07	8/17/09	749	2.65	1.47	4.76	2.12	80.13	80.13
Fiat Chrysler	long	11/27/06	7/30/07	245	5.07	8.14		3.07	60.59
	long	1/26/15	9/21/15	238	8.95	9.50		0.54	6.06
	long	1/08/18	2/12/18	35	21.69	21.66		-0.03	-0.15	70.06
Unipol	short	4/26/10	12/20/10	238	19.19	12.26	30.02	10.83	56.45	56.45
Tenaris	long	1/09/06	9/18/06	252	12.42	17.46		5.04	40.56	40.56
Unicredit	long	1/31/22	2/07/22	7	15.70	16.92		1.22	7.74
	long	2/06/23	10/23/23	259	19.61	24.21		4.59	23.42	32.98
Banca Generali	long	8/17/09	4/26/10	252	9.44	11.13		1.68	17.82	17.82
YOOX Net-a-Porter	short	8/04/14	1/26/15	175	24.79	21.40	28.72	3.93	15.85	15.85
Leonardo	short	11/27/17	1/08/18	42	12.16	12.65	11.67	-0.49	-4.04
	short	2/12/18	4/29/19	441	10.60	11.65	9.55	-1.05	-9.91
	long	1/08/24	8/12/24	217	17.95	23.50		5.55	30.90	13.16
DiaSorin	long	9/28/20	2/01/21	126	199.16	217.31		18.15	9.11	9.11
Juventus Football	short	3/02/20	9/28/20	210	10.37	10.08	10.67	0.30	2.87	2.87
Nexi	short	1/24/22	1/31/22	7	14.66	14.49	14.83	0.17	1.17	1.17
CNH Industrial	long	2/08/21	1/24/22	350	14.33	14.87		0.54	3.79
	short	10/23/23	1/08/24	77	11.25	12.15	10.36	-0.90	-7.97	-4.48
Exor	long	12/20/10	6/27/11	189	30.77	28.70		-2.06	-6.70	-6.70
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
MFE-MediaForEurope	short	9/18/06	11/27/06	70	53.21	58.49	47.94	-5.27	-9.91	-9.91
BPER Banca	short	2/01/21	2/08/21	7	1.85	2.30	1.40	-0.45	-24.33	-24.33

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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