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

Assessment - FTSE / Milano Italia Borsa - 8/02/21 - RS = 28

		instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	1/18/21	prc diff	⇓ Δ28	⇓∅-RS
		MIB 40	25,356.200	Tue	0.02	25,351.600	0.02	22,498.900	2,852.700	12.68	13.81
	L	A2A	1.807	Tue	-0.22	1.811	-0.22	1.327	0.484	36.49	29.33
	L	Amplifon	42.390	Tue	0.21	42.300	0.21	34.190	8.110	23.72	25.98
		Atlantia	14.945	Tue	-2.00	15.250	-2.00	13.650	1.600	11.72	2.31
		Azimut	22.170	Tue	0.14	22.140	0.14	18.495	3.645	19.71	21.16
		Banca Generali	34.970	Tue	0.17	34.910	0.17	27.240	7.670	28.16	20.31
		Banca Mediolanum	8.280	Tue	-0.53	8.324	-0.53	7.325	0.999	13.64	14.34
		Banco BPM	2.488	Tue	-1.43	2.524	-1.43	1.882	0.642	34.11	30.03
	S	BPER Banca	1.624	Tue	-1.37	1.646	-1.37	1.645	0.001	0.09	-3.18
		Buzzi Unicem	21.780	Tue	-2.51	22.340	-2.51	21.480	0.860	4.00	5.19
	L	Campari	11.905	Tue	-0.29	11.940	-0.29	8.850	3.090	34.92	24.19
		CNH Industrial	14.185	Tue	-0.14	14.205	-0.14	11.125	3.080	27.69	44.80
		DiaSorin	171.950	Tue	-2.55	176.450	-2.55	166.200	10.250	6.17	9.57
		Enel	7.694	Tue	-0.58	7.739	-0.58	8.585	-0.846	-9.85	-3.58
		Eni	10.136	Tue	1.64	9.972	1.64	8.856	1.116	12.60	14.81
		Exor	70.580	Tue	0.86	69.980	0.86	66.820	3.160	4.73	15.70
		Ferrari	175.650	Tue	-2.63	180.400	-2.63	176.300	4.100	2.33	6.30
		FinecoBank	14.915	Tue	0.78	14.800	0.78	13.840	0.960	6.94	10.50
		Generali	16.675	Tue	-1.04	16.850	-1.04	14.460	2.390	16.53	14.38
	L	Hera	3.567	Tue	-0.72	3.593	-0.72	3.096	0.497	16.05	12.92
	L	Interpump	53.500	Tue	0.38	53.300	0.38	41.040	12.260	29.87	37.69
		Intesa Sanpaolo	2.327	Tue	0.52	2.315	0.52	1.917	0.397	20.72	16.20
		Inwit	9.478	Tue	-1.46	9.618	-1.46	9.250	0.368	3.98	2.95
	L	Italgas	5.686	Tue	-0.73	5.728	-0.73	5.085	0.643	12.65	7.39
		Leonardo	6.636	Tue	-2.24	6.788	-2.24	5.848	0.940	16.07	11.82
		instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	1/18/21	prc diff	⇓ Δ28	⇓∅-RS
		Mediobanca	9.672	Tue	-1.47	9.816	-1.47	7.512	2.304	30.67	21.23
		Moncler	58.740	Tue	0.79	58.280	0.79	48.430	9.850	20.34	30.21
	L	Nexi	17.700	Tue	-2.26	18.110	-2.26	15.335	2.775	18.10	14.43
		Pirelli	5.062	Tue	-1.52	5.140	-1.52	4.430	0.710	16.03	17.30
		Poste Italiane	11.125	Tue	-1.37	11.280	-1.37	8.380	2.900	34.61	23.07
		Prysmian	30.300	Tue	-0.43	30.430	-0.43	28.130	2.300	8.18	13.92
	L	Recordati	52.600	Tue	-0.11	52.660	-0.11	43.710	8.950	20.48	15.49
		Saipem	1.957	Tue	0.20	1.953	0.20	2.333	-0.381	-16.31	-2.21
	L	Snam	5.120	Tue	0.31	5.104	0.31	4.447	0.657	14.77	11.44
		Stellantis	17.062	Tue	4.23	16.370	4.23	12.570	3.800	30.23	26.74
		STMicroel Italy	35.110	Tue	0.13	35.065	0.13	33.100	1.965	5.94	17.39
	S	Telecom Italia	0.373	Tue	-1.09	0.377	-1.09	0.366	0.011	3.00	-2.76
		Tenaris	8.704	Tue	0.65	8.648	0.65	6.826	1.822	26.69	30.00
	L	Terna	6.650	Tue	0.21	6.636	0.21	6.094	0.542	8.89	7.37
		Unicredit	9.880	Tue	-0.30	9.910	-0.30	7.771	2.139	27.53	17.94
		Unipol	4.477	Tue	-1.45	4.543	-1.45	3.898	0.645	16.55	9.52
MIB - 40 out of 40 instruments rated - 8/02/21 / 1/18/21 - 38 did rise, Market-Ratio(28) = 95.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/02/17	scale up chart	8/02/21

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		Mediaset	100	1,604	8.405	8.932	7.878	-0.527	-6	12,644	-29
long	11/27/06	7/30/07	245		Fiat Chrysler	100	3,267	3.870	5.969		2.099	54	19,502	91
short	7/30/07	8/17/09	749		Telecom Italia	100	10,052	1.940	1.034	3.640	1.700	88	36,588	36
long	8/17/09	4/26/10	252		Banca Generali	100	5,502	6.650	8.315		1.665	25	45,749	38
short	4/26/10	12/20/10	238		Unipol	100	3,190	14.338	9.300	22.105	7.767	54	70,527	94
long	12/20/10	6/27/11	189		Exor	100	3,023	23.330	20.230		-3.100	-13	61,155	-24
short	6/27/11	11/05/12	497		UnipolSai	100	11,921	5.130	0.935	28.146	23.016	449	335,534	249
long	11/05/12	8/04/14	637		Azimut	100	36,063	9.304	18.460		9.156	98	665,727	48
short	8/04/14	1/26/15	175		YOOX Net-a-Porter	100	36,043	18.470	19.040	17.900	-0.570	-3	645,182	-6
long	1/26/15	9/21/15	238		Fiat Chrysler	100	80,990	7.966	8.487		0.520	7	687,329	10
short	9/21/15	12/26/16	462		Saipem	100	67,584	10.170	5.130	20.162	9.992	98	1,362,602	72
long	12/26/16	11/27/17	336		STMicroel Italy	100	126,753	10.750	20.210		9.460	88	2,561,685	99
short	11/27/17	1/08/18	42		Leonardo	100	250,654	10.220	10.570	9.870	-0.350	-3	2,473,956	-26
long	1/08/18	2/12/18	35		Fiat Chrysler	100	136,561	18.116	17.656		-0.460	-3	2,411,138	-24
short	2/12/18	4/29/19	441		Leonardo	100	279,066	8.640	10.415	6.865	-1.775	-21	1,915,796	-17
long	4/29/19	3/02/20	308		Azimut	100	106,581	17.975	18.590		0.615	3	1,981,343	4
short	3/02/20	9/28/20	210		Juventus Football	100	2,133,229	0.929	0.865	0.998	0.069	7	2,128,536	13
long	9/28/20	2/01/21	126		DiaSorin	100	12,462	170.800	180.000		9.200	5	2,243,186	16
short	2/01/21	2/08/21	7		BPER Banca	100	1,463,265	1.533	1.910	1.157	-0.377	-25	1,692,267	-100
long	2/08/21	8/03/21	176		CNH Industrial	100	142,326	11.890	14.185		2.295	19	2,018,905	44
accum	1/09/06	8/03/21	5686	days out of 5693 invested (100%)							20,089		2,018,905	41

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
Saipem	short	9/21/15	12/26/16	462	10.17	5.13	20.16	9.99	98.25	98.25
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
Banca Generali	long	8/17/09	4/26/10	252	6.65	8.32		1.67	25.04	25.04
CNH Industrial	long	2/08/21	8/03/21	176	11.89	14.19		2.30	19.30	19.30
Juventus Football	short	3/02/20	9/28/20	210	0.93	0.86	1.00	0.07	7.43	7.43
DiaSorin	long	9/28/20	2/01/21	126	170.80	180.00		9.20	5.39	5.39
YOOX Net-a-Porter	short	8/04/14	1/26/15	175	18.47	19.04	17.90	-0.57	-3.09	-3.09
Mediaset	short	9/18/06	11/27/06	70	8.41	8.93	7.88	-0.53	-6.27	-6.27
Exor	long	12/20/10	6/27/11	189	23.33	20.23		-3.10	-13.29	-13.29
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	-23.27
BPER Banca	short	2/01/21	2/08/21	7	1.53	1.91	1.16	-0.38	-24.56	-24.56

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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