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

Assessment - FTSE / Milano Italia Borsa - 2/22/21 - RS = 11

		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ11	∅-RS
	L	MIB 40	22,848.600	Fri	-0.93	23,009.200	-0.70	22,107.200	902.000	4.08	17.40
	L	CNH Industrial	12.240	Fri	-0.12	12.490	-2.00	9.156	3.334	36.41	78.13
	L	Banco BPM	2.124	Fri	-1.89	2.143	-0.89	1.835	0.309	16.82	46.78
	L	Moncler	51.300	Fri	0.31	51.900	-1.16	44.000	7.900	17.95	42.24
	L	Mediobanca	8.618	Fri	-1.73	9.070	-4.98	7.586	1.484	19.56	37.81
		Stellantis	13.434	Fri	-0.91	13.204	1.74	13.462	-0.258	-1.92	36.25
	L	STMicroel Italy	31.990	Fri	-1.36	33.830	-5.44	34.390	-0.560	-1.63	32.68
	L	Tenaris	8.646	Fri	-1.12	7.508	15.16	6.804	0.704	10.35	32.62
		Interpump	38.040	Fri	-1.65	39.440	-3.55	38.080	1.360	3.57	31.29
		Amplifon	33.000	Fri	-0.84	34.890	-5.42	32.480	2.410	7.42	29.99
	L	FinecoBank	14.570	Fri	-0.88	14.690	-0.82	13.140	1.550	11.80	29.00
	L	Saipem	2.318	Fri	-3.17	2.642	-12.26	2.153	0.489	22.71	28.83
		Pirelli	4.775	Fri	-0.10	4.895	-2.45	4.455	0.440	9.88	26.68
	L	Exor	66.500	Fri	-1.39	65.520	1.50	59.540	5.980	10.04	25.11
	L	Azimut	19.010	Fri	-1.04	19.730	-3.65	17.690	2.040	11.53	23.32
	L	Intesa Sanpaolo	2.134	Fri	-0.84	2.100	1.62	1.971	0.129	6.53	23.31
		Prysmian	26.690	Fri	0.11	26.520	0.64	26.710	-0.190	-0.71	21.41
	L	Poste Italiane	9.404	Fri	-2.12	9.644	-2.49	8.408	1.236	14.70	19.59
	L	Banca Mediolanum	7.225	Fri	-1.63	7.485	-3.47	7.335	0.150	2.04	18.50
	L	Unipol	4.304	Fri	-1.91	4.270	0.80	3.914	0.356	9.10	18.13
		Campari	9.378	Fri	-3.04	9.532	-1.62	9.500	0.032	0.34	17.14
	L	Generali	15.550	Fri	-1.80	15.540	0.06	14.500	1.040	7.17	17.14
	L	Banca Generali	28.220	Fri	-1.19	29.120	-3.09	27.400	1.720	6.28	15.88
	L	Eni	9.482	Fri	-2.05	9.356	1.35	8.767	0.589	6.72	14.93
	L	A2A	1.395	Fri	-0.85	1.434	-2.72	1.275	0.159	12.43	14.21
		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	12/07/20	prc diff	⇓ Δ11	∅-RS
	L	Leonardo	6.630	Fri	-2.44	6.586	0.67	6.484	0.102	1.57	12.90
	L	Atlantia	15.525	Fri	-0.74	15.750	-1.43	15.545	0.205	1.32	12.04
	L	Buzzi Unicem	20.950	Fri	-1.97	21.130	-0.85	19.600	1.530	7.81	10.62
		Enel	7.844	Fri	0.05	8.077	-2.88	8.181	-0.104	-1.27	9.15
	L	Unicredit	8.540	Fri	-2.22	8.331	2.51	8.034	0.297	3.70	7.03
	L	Telecom Italia	0.393	Fri	-2.51	0.381	3.26	0.394	-0.013	-3.38	4.20
		DiaSorin	162.400	Fri	-1.04	164.300	-1.16	170.000	-5.700	-3.35	3.86
		Ferrari	161.500	Fri	1.16	162.250	-0.46	174.050	-11.800	-6.78	3.41
		Nexi	14.885	Fri	-0.17	15.200	-2.07	16.150	-0.950	-5.88	3.17
		Snam	4.296	Fri	-1.74	4.332	-0.83	4.586	-0.254	-5.54	-0.04
	L	BPER Banca	1.815	Fri	-1.04	1.834	-1.06	1.465	0.370	25.23	-1.53
		Recordati	42.140	Fri	-1.54	42.320	-0.43	43.190	-0.870	-2.01	-1.59
		Italgas	4.882	Fri	-1.77	5.035	-3.04	5.345	-0.310	-5.80	-2.08
	S	Terna	5.768	Fri	-0.10	5.842	-1.27	6.122	-0.280	-4.57	-2.43
	L	Hera	2.954	Fri	-1.01	3.016	-2.06	2.978	0.038	1.28	-5.31
		Inwit	8.615	Fri	0.47	8.540	0.88	10.560	-2.020	-19.13	-8.68
MIB - 40 out of 40 instruments rated - 2/22/21 / 12/07/20 - 27 did rise, Market-Ratio(11) = 67.50 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	MIB RS = 11 - B/S = 89/57

1/02/17	scale up chart	2/22/21

Transactions FTSE / Milano Italia Borsa * L11 - 89/57 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
1/02/06		1/16/06	14		- cash -
long	1/16/06	5/15/06	119		Tenaris	100	938	10.657	15.129	4.472	42	14,195	193
5/15/06		9/04/06	112		- cash -
	9/04/06	4/30/07	238		Fiat Chrysler	100	4,474	3.172	6.047	2.875	91	27,057	169
4/30/07		5/21/07	21		- cash -
	5/21/07	6/25/07	35		Fiat Chrysler	100	4,564	5.928	6.039	0.111	2	27,564	21
6/25/07		5/18/09	693		- cash -
	5/18/09	7/13/09	56		Banca Generali	100	5,751	4.793	5.695	0.903	19	32,754	208
7/13/09		8/31/09	49		- cash -
	8/31/09	11/23/09	84		Banca Generali	100	4,706	6.960	8.320	1.360	20	39,155	117
11/23/09		2/07/11	441		- cash -
	2/07/11	4/18/11	70		Fiat Chrysler	100	8,156	4.800	4.120	-0.681	-14	33,604	-55
4/18/11		2/06/12	294		- cash -
	2/06/12	4/09/12	63		Luxottica	100	1,319	25.470	25.930	0.460	2	34,211	11
4/09/12		9/03/12	147		- cash -
	9/03/12	11/19/12	77		Azimut	100	4,266	8.019	9.083	1.064	13	38,750	81
11/19/12		1/14/13	56		- cash -
	1/14/13	3/18/13	63		Azimut	100	3,333	11.624	12.066	0.442	4	40,223	24
3/18/13		5/20/13	63		- cash -
	5/20/13	7/08/13	49		Mediaset	100	16,115	2.496	3.258	0.762	31	52,503	628
7/08/13		9/09/13	63		- cash -
	9/09/13	1/06/14	119		YOOX Net-a-Porter	100	2,142	24.500	34.300	9.800	40	73,494	181
1/06/14		2/24/14	49		- cash -
	2/24/14	5/12/14	77		UBI Banca	100	12,018	6.115	6.495	0.380	6	78,061	33
5/12/14		1/26/15	259		- cash -
	1/26/15	6/08/15	133		Fiat Chrysler	100	9,799	7.966	9.247	1.281	16	90,614	51
6/08/15		4/25/16	322		- cash -
	4/25/16	5/23/16	28		Brembo	100	9,600	9.438	10.260	0.822	9	98,505	197
5/23/16		1/02/17	224		- cash -
	1/02/17	3/06/17	63		STMicroel Italy	100	9,112	10.810	14.500	3.690	34	132,128	448
3/06/17		5/08/17	63		- cash -
	5/08/17	7/24/17	77		STMicroel Italy	100	8,785	15.040	14.240	-0.800	-5	125,100	-23
7/24/17		3/04/19	588		- cash -
	3/04/19	5/27/19	84		Juventus Football	100	101,213	1.236	1.448	0.212	17	146,557	99
5/27/19		12/23/19	210		- cash -
	12/23/19	1/20/20	28		STMicroel Italy	100	6,038	24.270	24.030	-0.240	-1	145,108	-12
1/20/20		6/01/20	133		- cash -
	6/01/20	8/24/20	84		DiaSorin	100	799	181.500	163.500	-18.000	-10	130,726	-36
8/24/20		1/11/21	140		- cash -
	1/11/21	2/26/21	46		CNH Industrial	100	11,841	11.040	12.240	1.200	11	144,935	127
accum	1/16/06	2/26/21	1595	days out of 5536 invested (29%)						1,349		144,935	84

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Fiat Chrysler	long	9/04/06	4/30/07	238	3.17	6.05	2.87	90.62
		5/21/07	6/25/07	35	5.93	6.04	0.11	1.88
		2/07/11	4/18/11	70	4.80	4.12	-0.68	-14.18
		1/26/15	6/08/15	133	7.97	9.25	1.28	16.08	93.47
Banca Generali		5/18/09	7/13/09	56	4.79	5.70	0.90	18.83
		8/31/09	11/23/09	84	6.96	8.32	1.36	19.54	42.05
Tenaris		1/16/06	5/15/06	119	10.66	15.13	4.47	41.96	41.96
YOOX Net-a-Porter		9/09/13	1/06/14	119	24.50	34.30	9.80	40.00	40.00
Mediaset		5/20/13	7/08/13	49	2.50	3.26	0.76	30.53	30.53
STMicroel Italy		1/02/17	3/06/17	63	10.81	14.50	3.69	34.14
		5/08/17	7/24/17	77	15.04	14.24	-0.80	-5.32
		12/23/19	1/20/20	28	24.27	24.03	-0.24	-0.99	25.74
Azimut		9/03/12	11/19/12	77	8.02	9.08	1.06	13.27
		1/14/13	3/18/13	63	11.62	12.07	0.44	3.80	17.58
Juventus Football		3/04/19	5/27/19	84	1.24	1.45	0.21	17.15	17.15
CNH Industrial		1/11/21	2/26/21	46	11.04	12.24	1.20	10.87	10.87
Brembo		4/25/16	5/23/16	28	9.44	10.26	0.82	8.71	8.71
UBI Banca		2/24/14	5/12/14	77	6.12	6.50	0.38	6.21	6.21
Luxottica		2/06/12	4/09/12	63	25.47	25.93	0.46	1.81	1.81
DiaSorin		6/01/20	8/24/20	84	181.50	163.50	-18.00	-9.92	-9.92

Annotations

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


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