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

Assessment - FTSE / Milano Italia Borsa in Swiss Franc - 14/10/19 - RS = 14

		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	8/07/19	prc diff	⇓ Δ14	⇓∅-RS
	L	MIB 40	24,543.712	Fri	-0.24	24,297.525	1.01	24,480.824	-183.300	-0.75	6.14
		Banca Generali	31.205	Fri	0.50	29.094	7.26	29.387	-0.293	-1.00	15.46
	L	BPER Banca	4.306	Fri	2.22	4.044	6.47	4.302	-0.258	-6.00	2.66
	L	Unicredit	12.645	Fri	0.56	11.950	5.82	12.639	-0.689	-5.45	-2.32
	L	Banco BPM	2.362	Fri	-0.09	2.235	5.66	2.124	0.112	5.25	7.62
	L	Mediobanca	11.677	Fri	0.38	11.111	5.10	10.407	0.704	6.77	16.46
	L	FinecoBank	11.056	Fri	-0.05	10.551	4.78	11.480	-0.928	-8.09	-4.22
	L	UBI Banca	3.156	Fri	-0.10	3.019	4.52	2.871	0.149	5.18	8.08
		Azimut	19.159	Fri	1.04	18.362	4.34	19.155	-0.793	-4.14	20.59
	L	UnipolSai	2.768	Fri	1.78	2.667	3.75	2.586	0.082	3.17	7.56
	L	Intesa Sanpaolo	2.457	Fri	0.13	2.397	2.50	2.247	0.150	6.65	5.19
	L	Buzzi Unicem	24.146	Fri	0.73	23.574	2.43	20.943	2.631	12.56	19.14
	L	Unipol	5.504	Fri	0.66	5.380	2.31	4.997	0.383	7.66	16.20
		Atlantia	24.487	Fri	-0.76	24.080	1.69	25.922	-1.842	-7.11	2.16
	L	Poste Italiane	11.837	Fri	0.56	11.650	1.60	10.806	0.844	7.81	26.45
		Amplifon	24.432	Fri	0.18	24.058	1.55	22.747	1.310	5.76	20.17
	L	Generali	20.006	Fri	0.52	19.753	1.28	19.066	0.687	3.61	11.13
		Terna	6.397	Fri	0.97	6.318	1.25	6.428	-0.110	-1.71	5.19
	L	Prysmian	22.211	Fri	-1.03	21.963	1.13	20.570	1.394	6.78	11.41
		Exor	67.732	Fri	-0.68	67.226	0.75	71.183	-3.957	-5.56	6.71
	S	Saipem	4.564	Fri		4.540	0.53	4.976	-0.436	-8.76	-3.87
	L	Telecom Italia	0.589	Fri	-0.58	0.586	0.49	0.549	0.037	6.74	4.13
		Eni	15.152	Fri	0.26	15.112	0.26	16.324	-1.212	-7.43	-7.02
		DiaSorin	109.459	Fri	-0.45	109.459		115.743	-6.283	-5.43	9.05
	L	CNH Industrial	10.624	Fri	-0.37	10.626	-0.02	10.630	-0.004	-0.03	6.31
		⇓instrument	freshest		⇓ Δday	14/10/19	Δwk	8/07/19	prc diff	⇓ Δ14	⇓∅-RS
		Juventus Football	1.582	Fri	1.23	1.583	-0.03	1.727	-0.144	-8.33	6.93
	L	STMicroel Italy	20.891	Fri	-0.11	20.908	-0.08	17.450	3.457	19.81	28.99
		Ferrari	153.991	Fri	-1.86	154.210	-0.14	165.203	-10.993	-6.65	17.93
		Enel	7.442	Fri	-0.03	7.454	-0.16	7.141	0.313	4.39	20.86
		Recordati	41.068	Fri	-0.93	41.200	-0.32	42.610	-1.410	-3.31	7.66
		Brembo	9.786	Fri	-2.94	9.819	-0.34	11.730	-1.911	-16.29	-10.06
		Pirelli	5.944	Fri	-2.59	5.968	-0.41	6.085	-0.116	-1.91	-6.05
		Snam	4.999	Fri	-0.53	5.020	-0.44	5.016	0.004	0.08	4.70
	L	Fiat Chrysler	13.036	Fri	-2.37	13.124	-0.67	14.009	-0.885	-6.32	-9.59
		Tenaris	10.226	Fri	-0.53	10.314	-0.85	13.284	-2.971	-22.36	-17.87
		Italgas	6.243	Fri	0.07	6.311	-1.08	6.813	-0.502	-7.36	4.30
	L	A2A	1.842	Fri	-0.06	1.862	-1.09	1.761	0.101	5.73	7.22
	S	Salvatore Ferragamo	17.681	Fri	-0.34	17.912	-1.29	23.783	-5.872	-24.69	-15.85
		Leonardo	11.265	Fri	-3.26	11.430	-1.44	12.677	-1.247	-9.84	5.97
		Campari	8.895	Fri	-2.29	9.335	-4.71	9.831	-0.496	-5.04	2.45
		Moncler	35.372	Fri	-3.42	37.604	-5.94	42.911	-5.306	-12.37	0.27
MIB - 40 out of 40 instruments rated - 14/10/19 / 8/07/19 - 16 did rise, Market-Ratio(14) in CHF = 40.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	MIB RS = 14 - B/S = 45/45

5/01/15	scale up chart	14/10/19

Transactions FTSE / Milano Italia Borsa in Swiss Franc * L14 - 45 ex 7 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
2/01/06		9/01/06	7		- cash -
long	9/01/06	22/05/06	133		Tenaris	100	633	15.779	19.444	3.665	23	12,320	77
22/05/06		21/08/06	91		- cash -
	21/08/06	9/10/06	49		Juventus Football	100	10,904	1.130	0.995	-0.135	-12	10,847	-61
	9/10/06	16/07/07	280		Fiat Chrysler	100	1,916	5.660	10.738	5.078	90	20,576	130
16/07/07		5/11/07	112		- cash -
	5/11/07	12/11/07	7		Saipem	100	316	64.971	62.885	-2.086	-3	19,917	-82
12/11/07		28/04/08	168		- cash -
	28/04/08	26/05/08	28		Saipem	100	332	59.834	59.605	-0.229	0	19,841	-5
26/05/08		16/06/08	21		- cash -
	16/06/08	30/06/08	14		Tenaris	100	618	32.069	37.295	5.227	16	23,071	5,023
30/06/08		27/04/09	301		- cash -
	27/04/09	18/01/10	266		Amplifon	100	9,158	2.519	4.607	2.088	83	42,195	129
18/01/10		8/03/10	49		- cash -
	8/03/10	15/03/10	7		Amplifon	100	7,688	5.488	5.200	-0.287	-5	39,986	-94
15/03/10		22/03/10	7		- cash -
	22/03/10	12/04/10	21		Banca Generali	100	3,340	11.972	12.273	0.301	3	40,993	54
12/04/10		3/05/10	21		- cash -
	3/05/10	10/05/10	7		Amplifon	100	7,252	5.652	5.262	-0.391	-7	38,160	-98
10/05/10		16/08/10	98		- cash -
	16/08/10	11/10/10	56		DiaSorin	100	884	43.167	40.645	-2.522	-6	35,930	-32
	11/10/10	16/05/11	217		Brembo	100	17,336	2.073	2.314	0.241	12	40,115	20
16/05/11		30/05/11	14		- cash -
	30/05/11	6/06/11	7		Fiat Chrysler	100	6,784	5.913	6.029	0.117	2	40,905	177
6/06/11		5/12/11	182		- cash -
	5/12/11	9/01/12	35		Eni	100	2,052	19.929	19.745	-0.184	-1	40,528	-9
9/01/12		6/02/12	28		- cash -
	6/02/12	19/03/12	42		Brembo	100	19,085	2.123	2.251	0.128	6	42,965	66
	19/03/12	23/04/12	35		Azimut	100	4,597	9.345	8.047	-1.298	-14	36,999	-79
23/04/12		30/04/12	7		- cash -
	30/04/12	7/05/12	7		Azimut	100	4,409	8.391	8.254	-0.136	-2	36,398	-57
7/05/12		30/07/12	84		- cash -
	30/07/12	24/06/13	329		Azimut	100	4,138	8.796	15.687	6.891	78	64,913	90
24/06/13		1/07/13	7		- cash -
	1/07/13	27/01/14	210		Brembo	100	18,833	3.447	4.628	1.182	34	87,166	67
	27/01/14	26/05/14	119		Unipol	100	17,404	5.008	5.249	0.241	5	91,364	16
	26/05/14	7/07/14	42		UBI Banca	100	11,391	8.021	7.835	-0.186	-2	89,244	-18
7/07/14		25/08/14	49		- cash -
	25/08/14	1/09/14	7		Brembo	100	13,301	6.709	6.540	-0.170	-3	86,987	-74
1/09/14		17/11/14	77		- cash -
	17/11/14	15/12/14	28		Fiat Chrysler	100	10,874	7.999	7.308	-0.692	-9	79,464	-69
15/12/14		29/12/14	14		- cash -
	29/12/14	5/01/15	7		Fiat Chrysler	100	10,180	7.805	7.588	-0.218	-3	77,250	-77
5/01/15		19/01/15	14		- cash -
	19/01/15	6/07/15	168		Fiat Chrysler	100	10,733	7.197	8.816	1.619	22	94,623	55
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
6/07/15		13/07/15	7		- cash -
	13/07/15	24/08/15	42		Recordati	100	4,447	21.276	21.746	0.470	2	96,712	21
24/08/15		12/10/15	49		- cash -
	12/10/15	19/10/15	7		A2A	100	74,065	1.306	1.353	0.047	4	100,186	530
19/10/15		2/11/15	14		- cash -
	2/11/15	9/11/15	7		Recordati	100	4,031	24.853	23.895	-0.958	-4	96,325	-87
9/11/15		30/11/15	21		- cash -
	30/11/15	11/01/16	42		Recordati	100	3,766	25.577	25.361	-0.217	-1	95,509	-7
11/01/16		18/04/16	98		- cash -
	18/04/16	13/06/16	56		DiaSorin	100	1,718	55.581	57.973	2.392	4	99,618	32
13/06/16		20/06/16	7		- cash -
	20/06/16	27/06/16	7		Brembo	100	8,584	11.605	9.935	-1.669	-14	85,289	-100
27/06/16		15/08/16	49		- cash -
	15/08/16	22/08/16	7		DiaSorin	100	1,293	65.951	61.835	-4.116	-6	79,967	-97
22/08/16		29/08/16	7		- cash -
	29/08/16	5/09/16	7		Campari	100	14,916	5.361	5.443	0.082	2	81,191	121
5/09/16		19/09/16	14		- cash -
	19/09/16	26/09/16	7		STMicroel Italy	100	10,566	7.684	7.777	0.094	1	82,183	88
26/09/16		3/10/16	7		- cash -
	3/10/16	21/11/16	49		STMicroel Italy	100	10,481	7.841	9.636	1.796	23	101,004	365
21/11/16		28/11/16	7		- cash -
	28/11/16	21/08/17	266		STMicroel Italy	100	10,481	9.636	15.988	6.351	66	167,572	100
21/08/17		28/08/17	7		- cash -
	28/08/17	1/01/18	126		Juventus Football	100	207,495	0.808	0.886	0.078	10	183,791	31
1/01/18		8/01/18	7		- cash -
	8/01/18	12/02/18	35		Fiat Chrysler	100	8,671	21.194	20.327	-0.867	-4	176,272	-35
12/02/18		19/02/18	7		- cash -
	19/02/18	5/03/18	14		Fiat Chrysler	100	8,606	20.482	18.734	-1.747	-9	161,234	-90
5/03/18		12/03/18	7		- cash -
	12/03/18	4/06/18	84		Fiat Chrysler	100	8,028	20.083	20.640	0.557	3	165,706	13
4/06/18		11/06/18	7		- cash -
	11/06/18	18/06/18	7		Moncler	100	3,491	47.463	47.931	0.467	1	167,338	67
18/06/18		9/07/18	21		- cash -
	9/07/18	16/07/18	7		Moncler	100	3,819	43.807	44.951	1.143	3	171,704	283
16/07/18		10/09/18	56		- cash -
	10/09/18	24/09/18	14		Juventus Football	100	99,816	1.720	1.741	0.021	1	173,776	37
24/09/18		1/10/18	7		- cash -
	1/10/18	8/10/18	7		Juventus Football	100	104,124	1.669	1.299	-0.370	-22	135,297	-100
8/10/18		21/01/19	105		- cash -
	21/01/19	22/07/19	182		Juventus Football	100	80,425	1.682	1.657	-0.025	-1	133,283	-3
	22/07/19	5/08/19	14		Ferrari	100	810	164.346	153.608	-10.738	-7	124,585	-83
5/08/19		19/08/19	14		- cash -
	19/08/19	18/10/19	60		Amplifon	100	5,007	24.878	24.432	-0.447	-2	122,349	-10
accum	9/01/06	18/10/19	3171	days out of 5040 invested (63%)						1,123		122,349	33

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
STMicroel Italy	long	19/09/16	26/09/16	7	7.68	7.78	0.09	1.22
		3/10/16	21/11/16	49	7.84	9.64	1.80	22.90
		28/11/16	21/08/17	266	9.64	15.99	6.35	65.91	106.40
Fiat Chrysler		9/10/06	16/07/07	280	5.66	10.74	5.08	89.71
		30/05/11	6/06/11	7	5.91	6.03	0.12	1.97
		17/11/14	15/12/14	28	8.00	7.31	-0.69	-8.65
		29/12/14	5/01/15	7	7.81	7.59	-0.22	-2.79
		19/01/15	6/07/15	168	7.20	8.82	1.62	22.49
		8/01/18	12/02/18	35	21.19	20.33	-0.87	-4.09
		19/02/18	5/03/18	14	20.48	18.73	-1.75	-8.53
		12/03/18	4/06/18	84	20.08	20.64	0.56	2.77	89.73
Amplifon		27/04/09	18/01/10	266	2.52	4.61	2.09	82.90
		8/03/10	15/03/10	7	5.49	5.20	-0.29	-5.24
		3/05/10	10/05/10	7	5.65	5.26	-0.39	-6.91
		19/08/19	18/10/19	60	24.88	24.43	-0.45	-1.79	58.45
Azimut		19/03/12	23/04/12	35	9.34	8.05	-1.30	-13.89
		30/04/12	7/05/12	7	8.39	8.25	-0.14	-1.63
		30/07/12	24/06/13	329	8.80	15.69	6.89	78.35	51.08
Tenaris		9/01/06	22/05/06	133	15.78	19.44	3.66	23.23
		16/06/08	30/06/08	14	32.07	37.30	5.23	16.30	43.31
Brembo		11/10/10	16/05/11	217	2.07	2.31	0.24	11.65
		6/02/12	19/03/12	42	2.12	2.25	0.13	6.01
		1/07/13	27/01/14	210	3.45	4.63	1.18	34.28
		25/08/14	1/09/14	7	6.71	6.54	-0.17	-2.53
		20/06/16	27/06/16	7	11.60	9.94	-1.67	-14.38	32.63
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Unipol		27/01/14	26/05/14	119	5.01	5.25	0.24	4.82	4.82
Moncler		11/06/18	18/06/18	7	47.46	47.93	0.47	0.98
		9/07/18	16/07/18	7	43.81	44.95	1.14	2.61	3.62
A2A		12/10/15	19/10/15	7	1.31	1.35	0.05	3.59	3.59
Banca Generali		22/03/10	12/04/10	21	11.97	12.27	0.30	2.52	2.52
Campari		29/08/16	5/09/16	7	5.36	5.44	0.08	1.53	1.53
Eni		5/12/11	9/01/12	35	19.93	19.75	-0.18	-0.92	-0.92
UBI Banca		26/05/14	7/07/14	42	8.02	7.83	-0.19	-2.32	-2.32
Recordati		13/07/15	24/08/15	42	21.28	21.75	0.47	2.21
		2/11/15	9/11/15	7	24.85	23.90	-0.96	-3.85
		30/11/15	11/01/16	42	25.58	25.36	-0.22	-0.85	-2.56
Saipem		5/11/07	12/11/07	7	64.97	62.89	-2.09	-3.21
		28/04/08	26/05/08	28	59.83	59.61	-0.23	-0.38	-3.58
Ferrari		22/07/19	5/08/19	14	164.35	153.61	-10.74	-6.53	-6.53
DiaSorin		16/08/10	11/10/10	56	43.17	40.64	-2.52	-5.84
		18/04/16	13/06/16	56	55.58	57.97	2.39	4.30
		15/08/16	22/08/16	7	65.95	61.83	-4.12	-6.24	-7.92
Juventus Football		21/08/06	9/10/06	49	1.13	0.99	-0.14	-11.96
		28/08/17	1/01/18	126	0.81	0.89	0.08	9.68
		10/09/18	24/09/18	14	1.72	1.74	0.02	1.21
		1/10/18	8/10/18	7	1.67	1.30	-0.37	-22.14
		21/01/19	22/07/19	182	1.68	1.66	-0.03	-1.49	-25.04

Annotations

22/06/18	Pirelli	returns
15/06/18	YOOX Net-a-P	drops out due to acquisition by Richemont
24/05/17	Brembo	stock split 1:5 (five for one)
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
4/01/16	Fiat Chrysler	spin-off Ferrari
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


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