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

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

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/18/23	prc diff	⇓ Δ28	∅-RS
		MIB 40	31,928.300	8/12	0.46	33,716.500	-5.30	30,426.600	3,289.900	10.81	8.06
	L	Unipol	8.975	8/12	0.06	9.435	-4.88	5.262	4.173	79.30	55.74
		Banca MPS	5.170	8/12	2.17	4.679	10.49	2.999	1.680	56.02	41.38
		Leonardo	21.910	8/12	1.20	21.820	0.41	13.815	8.005	57.94	40.38
	L	Prysmian	59.060	8/12	0.58	56.700	4.16	38.800	17.900	46.13	38.34
		BPER Banca	4.765	8/12	-0.27	4.996	-4.62	3.381	1.615	47.77	31.96
		Unicredit	34.570	8/12	0.38	36.205	-4.52	25.300	10.905	43.10	27.09
		Saipem	1.993	8/12	0.63	2.398	-16.91	1.406	0.992	70.55	26.87
		Intesa Sanpaolo	3.471	8/12	0.54	3.582	-3.10	2.691	0.891	33.09	22.08
		Pirelli	5.246	8/12	0.50	5.616	-6.59	4.820	0.796	16.51	19.13
		Ferrari	385.700	8/12		382.200	0.92	343.800	38.400	11.17	18.71
		Poste Italiane	11.890	8/12		12.230	-2.78	10.085	2.145	21.27	18.16
		Banco BPM	5.782	8/12	-0.31	6.216	-6.98	5.028	1.188	23.63	18.12
		Banca Mediolanum	10.230	8/12	1.29	10.590	-3.40	8.378	2.212	26.40	16.83
		Iveco	8.642	8/12	-0.21	10.635	-18.74	7.900	2.735	34.62	13.05
	L	Amplifon	28.150	8/12	1.33	33.220	-15.26	28.740	4.480	15.59	12.85
		Generali	22.450	8/12	1.35	23.930	-6.18	19.145	4.785	24.99	12.54
		Mediobanca	14.030	8/12	0.94	14.090	-0.43	11.095	2.995	26.99	12.29
		Hera	3.294	8/12	0.37	3.236	1.79	2.934	0.302	10.29	10.33
		FinecoBank	14.435	8/12	0.94	14.185	1.76	13.610	0.575	4.22	8.57
		Banca Generali	38.080	8/12	0.74	37.800	0.74	33.660	4.140	12.30	8.56
		Brunello Cucinelli	82.800	8/12	-1.02	93.650	-11.59	84.400	9.250	10.96	7.85
		DiaSorin	100.100	8/12	0.48	93.280	7.31	89.740	3.540	3.94	6.70
		A2A	1.981	8/12	0.92	1.890	4.82	1.950	-0.060	-3.08	4.14
		Enel	6.438	8/12	0.44	6.607	-2.56	6.517	0.090	1.38	2.05
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	12/18/23	prc diff	⇓ Δ28	∅-RS
		Azimut	20.900	8/12	1.41	22.380	-6.61	22.640	-0.260	-1.15	0.56
		Recordati	49.460	8/12	0.24	48.800	1.35	46.650	2.150	4.61	0.41
	S	Moncler	52.140	8/12	-0.50	57.480	-9.29	54.300	3.180	5.86	-0.10
		Terna	7.580	8/12	0.53	7.304	3.78	7.550	-0.246	-3.26	-0.60
	S	Stellantis	13.980	8/12	-0.57	18.634	-24.98	21.010	-2.376	-11.31	-3.30
		STMicroel Italy	26.830	8/12	0.49	36.225	-25.94	44.510	-8.285	-18.61	-3.97
		ERG	23.280	8/12		23.440	-0.68	26.480	-3.040	-11.48	-6.32
		Snam	4.368	8/12	0.60	4.179	4.52	4.681	-0.502	-10.72	-6.44
	S	Tenaris	12.830	8/12	0.71	14.245	-9.93	15.510	-1.265	-8.16	-6.88
	S	Eni	14.456	8/12	1.09	14.532	-0.52	14.984	-0.452	-3.02	-7.22
	S	Italgas	4.904	8/12	0.08	4.630	5.92	5.200	-0.570	-10.96	-7.48
		Interpump	37.420	8/12	1.14	41.000	-8.73	45.060	-4.060	-9.01	-8.09
	L	Campari	7.980	8/12	0.38	8.684	-8.11	10.165	-1.481	-14.57	-8.30
	S	Inwit	10.320	8/12	0.58	9.690	6.50	11.445	-1.755	-15.33	-11.06
		Telecom Italia	0.221	8/12	0.55	0.226	-2.17	0.263	-0.037	-14.17	-12.95
	S	Nexi	5.676	8/12	0.46	5.786	-1.90	7.434	-1.648	-22.17	-14.88
MIB - 40 out of 40 instruments rated - 7/01/24 / 12/18/23 - 25 did rise, Market-Ratio(28) = 62.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

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

Transactions FTSE / Milano Italia Borsa * 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	978	10.224	13.792		3.568	35	13,490	54
short	9/18/06	11/27/06	70		MFE-MediaForEurope	100	320	42.025	44.660	39.390	-2.635	-6	12,646	-29
long	11/27/06	7/30/07	245		Fiat Chrysler	100	3,267	3.870	5.969		2.099	54	19,504	91
short	7/30/07	8/17/09	749		Telecom Italia	100	10,053	1.940	1.034	3.640	1.700	88	36,592	36
long	8/17/09	4/26/10	252		Banca Generali	100	5,502	6.650	8.315		1.665	25	45,753	38
short	4/26/10	12/20/10	238		Unipol	100	3,191	14.338	9.300	22.105	7.767	54	70,538	94
long	12/20/10	6/27/11	189		Exor	100	3,023	23.330	20.230		-3.100	-13	61,167	-24
short	6/27/11	11/05/12	497		UnipolSai	100	11,923	5.130	0.935	28.146	23.016	449	335,591	249
long	11/05/12	8/04/14	637		Azimut	100	36,069	9.304	18.460		9.156	98	665,839	48
short	8/04/14	1/26/15	175		YOOX Net-a-Porter	100	36,049	18.470	19.040	17.900	-0.570	-3	645,291	-6
long	1/26/15	9/21/15	238		Fiat Chrysler	100	81,004	7.966	8.487		0.520	7	687,446	10
short	9/21/15	12/26/16	462		Saipem	100	1,419	484.286	244.286	960.075	475.789	98	1,362,591	72
long	12/26/16	11/27/17	336		STMicroel Italy	100	126,752	10.750	20.210		9.460	88	2,561,665	99
short	11/27/17	1/08/18	42		Leonardo	100	250,652	10.220	10.570	9.870	-0.350	-3	2,473,936	-26
long	1/08/18	2/12/18	35		Fiat Chrysler	100	136,560	18.116	17.656		-0.460	-3	2,411,119	-24
short	2/12/18	4/29/19	441		Leonardo	100	279,064	8.640	10.415	6.865	-1.775	-21	1,915,780	-17
long	4/29/19	3/02/20	308		Azimut	100	106,580	17.975	18.590		0.615	3	1,981,327	4
short	3/02/20	9/28/20	210		Juventus Football	100	213,321	9.288	8.646	9.978	0.690	7	2,128,454	13
long	9/28/20	2/01/21	126		DiaSorin	100	12,461	170.800	180.000		9.200	5	2,243,096	16
short	2/01/21	2/08/21	7		BPER Banca	100	1,463,206	1.533	1.910	1.157	-0.377	-25	1,692,198	-100
long	2/08/21	1/24/22	350		CNH Industrial	100	142,321	11.890	13.125		1.235	10	1,867,965	11
short	1/24/22	1/31/22	7		Nexi	100	144,411	12.935	12.910	12.960	0.025	0	1,871,575	11
long	1/31/22	2/07/22	7		Unicredit	100	133,779	13.990	14.784		0.794	6	1,977,796	1,679
short	2/07/22	2/06/23	364		Saipem	100	34,425	57.452	1.368	2,412.816	2,355.364	4,100	83,061,201	4,143
long	2/06/23	10/23/23	259		Unicredit	100	4,538,367	18.302	22.690		4.388	24	103m	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	9,760,716	10.550	11.080	10.020	-0.530	-5	97,802,376	-22
long	1/08/24	8/12/24	217		Leonardo	100	5,974,488	16.370	21.910		5.540	34	131m	63
accum	1/09/06	8/12/24	6891	days out of 6898 invested (100%)							1,308,910		131m	65

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	484.29	244.29	960.08	475.79	98.25
	short	2/07/22	2/06/23	364	57.45	1.37	2,412.82	2,355.36	4,099.71	8,225.73
UnipolSai	short	6/27/11	11/05/12	497	5.13	0.94	28.15	23.02	448.66	448.66
Azimut	long	11/05/12	8/04/14	637	9.30	18.46		9.16	98.41
	long	4/29/19	3/02/20	308	17.98	18.59		0.61	3.42	105.20
STMicroel Italy	long	12/26/16	11/27/17	336	10.75	20.21		9.46	88.00	88.00
Telecom Italia	short	7/30/07	8/17/09	749	1.94	1.03	3.64	1.70	87.62	87.62
Fiat Chrysler	long	11/27/06	7/30/07	245	3.87	5.97		2.10	54.24
	long	1/26/15	9/21/15	238	7.97	8.49		0.52	6.53
	long	1/08/18	2/12/18	35	18.12	17.66		-0.46	-2.54	60.14
Unipol	short	4/26/10	12/20/10	238	14.34	9.30	22.11	7.77	54.17	54.17
Tenaris	long	1/09/06	9/18/06	252	10.22	13.79		3.57	34.90	34.90
Unicredit	long	1/31/22	2/07/22	7	13.99	14.78		0.79	5.68
	long	2/06/23	10/23/23	259	18.30	22.69		4.39	23.98	31.01
Banca Generali	long	8/17/09	4/26/10	252	6.65	8.32		1.67	25.04	25.04
Juventus Football	short	3/02/20	9/28/20	210	9.29	8.65	9.98	0.69	7.43	7.43
DiaSorin	long	9/28/20	2/01/21	126	170.80	180.00		9.20	5.39	5.39
CNH Industrial	long	2/08/21	1/24/22	350	11.89	13.13		1.24	10.39
	short	10/23/23	1/08/24	77	10.55	11.08	10.02	-0.53	-5.02	4.84
Leonardo	short	11/27/17	1/08/18	42	10.22	10.57	9.87	-0.35	-3.42
	short	2/12/18	4/29/19	441	8.64	10.42	6.87	-1.78	-20.54
	long	1/08/24	8/12/24	217	16.37	21.91		5.54	33.84	2.70
Nexi	short	1/24/22	1/31/22	7	12.94	12.91	12.96	0.03	0.19	0.19
YOOX Net-a-Porter	short	8/04/14	1/26/15	175	18.47	19.04	17.90	-0.57	-3.09	-3.09
MFE-MediaForEurope	short	9/18/06	11/27/06	70	42.03	44.66	39.39	-2.64	-6.27	-6.27
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	23.33	20.23		-3.10	-13.29	-13.29
BPER Banca	short	2/01/21	2/08/21	7	1.53	1.91	1.16	-0.38	-24.56	-24.56

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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