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

Assessment - FTSE / Milano Italia Borsa - 3/10/22 - RS = 28

		⇓instrument	freshest		⇓ Δday	3/10/22	⇓ Δwk	21/03/22	prc diff	⇓ Δ28	∅-RS
		MIB 40	21,690.700	Tue	3.42	20,972.600	3.42	24,294.700	-3,322.100	-13.67	-13.82
		Tenaris	14.445	Tue	1.87	14.180	1.87	13.415	0.765	5.70	19.98
		Atlantia	22.800	Tue	-0.04	22.810	-0.04	17.520	5.290	30.19	19.35
		Banco BPM	2.843	Tue	2.16	2.783	2.16	2.726	0.057	2.09	1.27
	L	Unicredit	11.050	Tue	3.19	10.708	3.19	9.668	1.040	10.76	0.79
		Prysmian	31.530	Tue	5.49	29.890	5.49	31.110	-1.220	-3.92	-1.58
		Ferrari	196.400	Tue	3.50	189.750	3.50	188.400	1.350	0.72	-4.31
		BPER Banca	1.675	Tue	3.94	1.612	3.94	1.570	0.041	2.64	-4.47
		Leonardo	7.504	Tue	1.57	7.388	1.57	9.018	-1.630	-18.07	-5.38
	L	FinecoBank	13.370	Tue	5.57	12.665	5.57	14.005	-1.340	-9.57	-6.77
	S	Inwit	9.198	Tue	2.11	9.008	2.11	9.900	-0.892	-9.01	-8.08
		Exor	62.100	Mon	0.68	62.100		69.080	-6.980	-10.10	-9.87
	S	Eni	11.516	08:07	-0.21	11.242	2.44	13.094	-1.852	-14.14	-10.00
	S	Terna	6.552	Tue	2.34	6.402	2.34	7.040	-0.638	-9.06	-10.19
		Mediobanca	8.462	Tue	2.10	8.288	2.10	9.086	-0.798	-8.78	-10.37
		CNH Industrial	12.355	Tue	4.09	11.870	4.09	14.630	-2.760	-18.87	-11.91
		STMicroel Italy	34.470	Tue	5.41	32.700	5.41	38.770	-6.070	-15.66	-11.97
	L	Banca Mediolanum	6.788	Tue	3.22	6.576	3.22	7.586	-1.010	-13.31	-12.01
	S	Unipol	4.167	Tue	3.48	4.027	3.48	4.660	-0.633	-13.58	-13.36
	S	Italgas	5.005	Tue	2.44	4.886	2.44	5.604	-0.718	-12.81	-13.53
		Stellantis	12.930	Tue	3.32	12.514	3.32	14.608	-2.094	-14.33	-14.58
	S	Snam	4.380	Tue	2.41	4.277	2.41	4.913	-0.636	-12.95	-14.67
	L	Banca Generali	28.380	Tue	3.35	27.460	3.35	32.780	-5.320	-16.23	-14.77
		Moncler	45.790	Tue	8.07	42.370	8.07	50.640	-8.270	-16.33	-16.00
	L	Intesa Sanpaolo	1.752	08:07	-2.04	1.734	1.01	2.067	-0.333	-16.09	-16.08
		⇓instrument	freshest		⇓ Δday	3/10/22	⇓ Δwk	21/03/22	prc diff	⇓ Δ28	∅-RS
	S	Campari	9.198	Tue	2.84	8.944	2.84	9.908	-0.964	-9.73	-16.87
	S	Buzzi Unicem	15.335	Tue	4.68	14.650	4.68	17.485	-2.835	-16.21	-17.93
		DiaSorin	118.750	Tue	4.17	114.000	4.17	132.350	-18.350	-13.86	-18.22
		Recordati	38.370	Tue	2.10	37.580	2.10	45.720	-8.140	-17.80	-18.35
		Generali	14.490	Tue	3.35	14.020	3.35	18.735	-4.715	-25.17	-18.39
		Poste Italiane	8.184	Tue	2.94	7.950	2.94	10.115	-2.165	-21.40	-19.55
	L	Nexi	8.900	Tue	6.43	8.362	6.43	10.880	-2.518	-23.14	-20.47
	S	Amplifon	27.580	Tue	4.47	26.400	4.47	37.350	-10.950	-29.32	-24.63
	S	Interpump	35.580	Tue	5.39	33.760	5.39	46.980	-13.220	-28.14	-25.24
	S	Azimut	15.600	Tue	4.38	14.945	4.38	20.880	-5.935	-28.42	-26.15
		Enel	4.403	08:06	-1.36	4.357	1.06	5.824	-1.467	-25.19	-26.60
		Pirelli	3.496	Tue	3.86	3.366	3.86	4.770	-1.404	-29.43	-29.20
	S	Hera	2.263	Tue	2.96	2.198	2.96	3.371	-1.173	-34.80	-30.99
	S	A2A	1.050	Tue	2.74	1.022	2.74	1.521	-0.499	-32.82	-31.20
	S	Telecom Italia	0.203	Tue	3.52	0.196	3.52	0.295	-0.099	-33.49	-33.20
		Saipem	0.675	Tue	6.40	0.635	6.40	50.714	-50.079	-98.75	-79.09
MIB - 40 out of 40 instruments rated - 3/10/22 / 21/03/22 - 6 did rise, Market-Ratio(28) = 15.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/01/18	scale up chart	3/10/22

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
2/01/06		9/01/06	7		- cash -
long	9/01/06	18/09/06	252		Tenaris	100	978	10.224	13.792		3.568	35	13,490	54
short	18/09/06	27/11/06	70		MFE-MediaForEurope	100	1,604	8.405	8.932	7.878	-0.527	-6	12,644	-29
long	27/11/06	30/07/07	245		Fiat Chrysler	100	3,267	3.870	5.969		2.099	54	19,502	91
short	30/07/07	17/08/09	749		Telecom Italia	100	10,052	1.940	1.034	3.640	1.700	88	36,588	36
long	17/08/09	26/04/10	252		Banca Generali	100	5,502	6.650	8.315		1.665	25	45,749	38
short	26/04/10	20/12/10	238		Unipol	100	3,190	14.338	9.300	22.105	7.767	54	70,527	94
long	20/12/10	27/06/11	189		Exor	100	3,023	23.330	20.230		-3.100	-13	61,155	-24
short	27/06/11	5/11/12	497		UnipolSai	100	11,921	5.130	0.935	28.146	23.016	449	335,534	249
long	5/11/12	4/08/14	637		Azimut	100	36,063	9.304	18.460		9.156	98	665,727	48
short	4/08/14	26/01/15	175		YOOX Net-a-Porter	100	36,043	18.470	19.040	17.900	-0.570	-3	645,182	-6
long	26/01/15	21/09/15	238		Fiat Chrysler	100	80,990	7.966	8.487		0.520	7	687,329	10
short	21/09/15	26/12/16	462		Saipem	100	1,419	484.286	244.286	960.075	475.789	98	1,362,474	72
long	26/12/16	27/11/17	336		STMicroel Italy	100	126,741	10.750	20.210		9.460	88	2,561,444	99
short	27/11/17	8/01/18	42		Leonardo	100	250,630	10.220	10.570	9.870	-0.350	-3	2,473,724	-26
long	8/01/18	12/02/18	35		Fiat Chrysler	100	136,549	18.116	17.656		-0.460	-3	2,410,911	-24
short	12/02/18	29/04/19	441		Leonardo	100	279,040	8.640	10.415	6.865	-1.775	-21	1,915,615	-17
long	29/04/19	2/03/20	308		Azimut	100	106,571	17.975	18.590		0.615	3	1,981,156	4
short	2/03/20	28/09/20	210		Juventus Football	100	2,133,027	0.929	0.865	0.998	0.069	7	2,128,335	13
long	28/09/20	1/02/21	126		DiaSorin	100	12,460	170.800	180.000		9.200	5	2,242,967	16
short	1/02/21	8/02/21	7		BPER Banca	100	1,463,122	1.533	1.910	1.157	-0.377	-25	1,692,102	-100
long	8/02/21	24/01/22	350		CNH Industrial	100	142,313	11.890	13.125		1.235	10	1,867,858	11
short	24/01/22	31/01/22	7		Nexi	100	144,403	12.935	12.910	12.960	0.025	0	1,871,468	11
long	31/01/22	7/02/22	7		Unicredit	100	133,771	13.990	14.784		0.794	6	1,977,682	1,679
short	7/02/22	4/10/22	239		Saipem	100	34,423	57.452	0.675	4,887.078	4,829.626	8,406	168m	88,432
accum	9/01/06	4/10/22	6113	days out of 6120 invested (100%)							1,682,179		168m	79

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Saipem	short	21/09/15	26/12/16	462	484.29	244.29	960.08	475.79	98.25
	short	7/02/22	4/10/22	239	57.45	0.68	4,887.08	4,829.63	8,406.37	16,763.49
UnipolSai	short	27/06/11	5/11/12	497	5.13	0.94	28.15	23.02	448.66	448.66
Azimut	long	5/11/12	4/08/14	637	9.30	18.46		9.16	98.41
	long	29/04/19	2/03/20	308	17.98	18.59		0.61	3.42	105.20
STMicroel Italy	long	26/12/16	27/11/17	336	10.75	20.21		9.46	88.00	88.00
Telecom Italia	short	30/07/07	17/08/09	749	1.94	1.03	3.64	1.70	87.62	87.62
Fiat Chrysler	long	27/11/06	30/07/07	245	3.87	5.97		2.10	54.24
	long	26/01/15	21/09/15	238	7.97	8.49		0.52	6.53
	long	8/01/18	12/02/18	35	18.12	17.66		-0.46	-2.54	60.14
Unipol	short	26/04/10	20/12/10	238	14.34	9.30	22.11	7.77	54.17	54.17
Tenaris	long	9/01/06	18/09/06	252	10.22	13.79		3.57	34.90	34.90
Banca Generali	long	17/08/09	26/04/10	252	6.65	8.32		1.67	25.04	25.04
CNH Industrial	long	8/02/21	24/01/22	350	11.89	13.13		1.24	10.39	10.39
Juventus Football	short	2/03/20	28/09/20	210	0.93	0.86	1.00	0.07	7.43	7.43
Unicredit	long	31/01/22	7/02/22	7	13.99	14.78		0.79	5.68	5.68
DiaSorin	long	28/09/20	1/02/21	126	170.80	180.00		9.20	5.39	5.39
Nexi	short	24/01/22	31/01/22	7	12.94	12.91	12.96	0.03	0.19	0.19
YOOX Net-a-Porter	short	4/08/14	26/01/15	175	18.47	19.04	17.90	-0.57	-3.09	-3.09
MFE-MediaForEurope	short	18/09/06	27/11/06	70	8.41	8.93	7.88	-0.53	-6.27	-6.27
Exor	long	20/12/10	27/06/11	189	23.33	20.23		-3.10	-13.29	-13.29
Leonardo	short	27/11/17	8/01/18	42	10.22	10.57	9.87	-0.35	-3.42
	short	12/02/18	29/04/19	441	8.64	10.42	6.87	-1.78	-20.54	-23.27
BPER Banca	short	1/02/21	8/02/21	7	1.53	1.91	1.16	-0.38	-24.56	-24.56

Annotations

13/06/22	Saipem	reverse split 10:1 (one for ten)
22/06/18	Pirelli	returns
15/06/18	YOOX Net-a-P	drops out due to acquisition by Richemont
22/05/17	Saipem	reverse stock split 10:1 (one for ten) ISIN changes from IT0000068525 to IT0005252140
8/05/17	Davide Campari	stock split 1:2 (two for one)
17/04/17	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.
12/04/17	MIB	The market needs to be re-learned, because the BMPS price development generated biased techniques.
20/03/17	MIB	Banca Generali replaces Banca Monte dei Paschi di Siena
23/01/17	Unicredit	reverse stock split 10:1 (one for ten)
1/01/17	MIB	result of merger of Popolare and Popolare di Milano
7/11/16	Snam	spin-off Italgas 5:1 (one new Italgas for five Snam)
6/10/16	MIB	Brembo replaces Italcementi (acquired by HeidelbergCement)
20/06/16	MIB	Recordati replaces Anima
6/05/16	Finmeccanica	got granted a really big name: Leonardo
5/04/16	MIB	EGP was replaced by FinecoBank
25/01/16	Saipem	ex capital increase: strike new shares EUR 0.362 - ratio 1:22
21/12/15	MIB	Poste Italiane replaces Ansaldo STS
18/11/15	MIB	complete analysis
2/11/15	Pirelli	drops out due to acquisition by CNCC
21/09/15	Unipol	re-joins the MIB as replacement for Autogrill
29/08/15	MIB	complete analysis


	is taking down something concerning