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

Assessment - FTSE / Milano Italia Borsa - 2/06/23 - RS = 14

		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	10/31/22	prc diff	⇓ Δ14	∅-RS
	L	MIB 40	27,160.700	Wed	0.15	27,022.300	0.51	22,652.100	4,370.200	19.29	15.63
	L	Unicredit	18.222	Wed	-0.21	18.302	-0.44	12.548	5.754	45.86	69.85
	L	BPER Banca	2.546	Wed	-1.39	2.540	0.24	1.873	0.668	35.65	49.31
	L	Banco BPM	4.209	Wed	-2.00	4.215	-0.14	3.061	1.154	37.70	44.71
		Iveco	7.482	Wed	-0.90	7.531	-0.65	5.470	2.061	37.68	28.84
	L	STMicroel Italy	45.215	Wed	-0.12	45.110	0.23	31.600	13.510	42.75	28.06
	L	Azimut	23.590	Wed	-0.21	23.650	-0.25	16.300	7.350	45.09	27.16
	L	Interpump	51.000	Wed	0.69	51.400	-0.78	39.180	12.220	31.19	26.52
	L	Banca Mediolanum	9.098	Wed	0.53	8.998	1.11	7.580	1.418	18.71	25.43
	L	FinecoBank	16.815	Wed	-0.56	16.635	1.08	13.640	2.995	21.96	25.37
	L	Intesa Sanpaolo	2.469	Wed	0.02	2.447	0.90	1.929	0.518	26.85	24.60
	L	Ferrari	247.300	Wed	0.61	243.800	1.44	199.500	44.300	22.21	24.53
	L	Moncler	56.620	Wed	-1.12	57.440	-1.43	43.690	13.750	31.47	22.61
	L	Prysmian	36.930	Wed	-1.41	37.750	-2.17	32.990	4.760	14.43	22.52
	L	Buzzi Unicem	20.990	Wed	1.01	20.960	0.14	16.795	4.165	24.80	21.28
	L	Telecom Italia	0.305	Wed	1.91	0.293	4.21	0.198	0.094	47.65	20.41
	L	Mediobanca	10.205	Wed	0.34	10.145	0.59	9.172	0.973	10.61	13.73
	L	Banca Generali	34.090	Wed	-0.76	34.100	-0.03	30.260	3.840	12.69	12.50
	L	Leonardo	9.634	Wed	1.73	9.482	1.60	8.132	1.350	16.60	12.20
		Pirelli	4.655	Wed	0.02	4.759	-2.19	3.818	0.941	24.65	12.00
		CNH Industrial	14.790	Wed	-0.67	14.895	-0.70	13.105	1.790	13.66	11.99
	L	Poste Italiane	10.190	Wed	0.89	10.090	0.99	8.820	1.270	14.40	10.91
	L	Stellantis	15.122	Wed	0.21	15.080	0.28	13.660	1.420	10.40	10.28
	L	Generali	18.155	Wed	0.30	18.110	0.25	15.190	2.920	19.22	10.20
	L	Unipol	4.897	Wed	-0.31	4.936	-0.79	4.356	0.580	13.31	8.99
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	10/31/22	prc diff	⇓ Δ14	∅-RS
		Tenaris	15.535	Wed	1.87	15.135	2.64	15.705	-0.570	-3.63	7.38
		Eni	14.160	Wed	1.80	13.696	3.39	13.254	0.442	3.33	6.88
	L	A2A	1.406	Wed	-0.39	1.398	0.57	1.122	0.276	24.60	6.40
	L	Inwit	10.410	Wed	2.06	10.170	2.36	8.932	1.238	13.86	5.82
	L	Campari	10.155	Wed	0.15	10.270	-1.12	9.094	1.176	12.93	3.89
	L	Terna	7.458	Wed	-0.03	7.366	1.25	6.708	0.658	9.81	1.76
	L	Enel	5.374	08:06	0.45	5.379	-0.09	4.519	0.860	19.03	1.34
	L	Italgas	5.650	Wed	0.36	5.560	1.62	5.215	0.345	6.62	0.98
	L	Recordati	41.260	Wed	0.83	40.620	1.58	38.030	2.590	6.81	-2.04
	L	Snam	4.799	Wed	0.17	4.750	1.03	4.502	0.248	5.51	-2.37
		DiaSorin	121.050	Wed	-0.74	121.900	-0.70	132.300	-10.400	-7.86	-4.64
	L	Hera	2.718	Wed	-0.26	2.678	1.49	2.412	0.266	11.03	-4.90
	L	Amplifon	28.000	Wed	0.72	28.500	-1.75	25.140	3.360	13.37	-4.96
	S	ERG	28.600	Wed	0.35	28.440	0.56	31.740	-3.300	-10.40	-5.37
	L	Nexi	8.350	Wed	-0.48	8.360	-0.12	8.770	-0.410	-4.68	-5.69
	L	Saipem	1.525	Wed	5.98	1.368	11.48	0.984	0.384	39.02	-6.58
MIB - 40 out of 40 instruments rated - 2/06/23 / 10/31/22 - 36 did rise, Market-Ratio(14) = 90.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

1/07/19	scale up chart	2/06/23

Transactions FTSE / Milano Italia Borsa * L14 - 45 ex 7 (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	5/22/06	126		Tenaris	100	938	10.657	12.508	1.851	17	11,736	59
5/22/06		5/29/06	7		- cash -
	5/29/06	6/05/06	7		Tenaris	100	785	14.933	14.431	-0.502	-3	11,342	-83
6/05/06		8/28/06	84		- cash -
	8/28/06	7/09/07	315		Stellantis	100	3,613	3.139	6.639	3.500	112	23,989	138
7/09/07		4/28/08	294		- cash -
	4/28/08	5/26/08	28		Saipem	100	13	1,762.380	1,756.190	-6.190	0	23,909	-4
5/26/08		6/16/08	21		- cash -
	6/16/08	6/30/08	14		Tenaris	100	1,200	19.921	23.185	3.264	16	27,825	5,124
6/30/08		4/27/09	301		- cash -
	4/27/09	1/18/10	266		Amplifon	100	16,661	1.670	3.123	1.453	87	52,025	136
1/18/10		3/08/10	49		- cash -
	3/08/10	4/19/10	42		Amplifon	100	13,873	3.750	3.955	0.205	5	54,869	59
4/19/10		5/03/10	14		- cash -
	5/03/10	5/10/10	7		Amplifon	100	13,908	3.945	3.723	-0.223	-6	51,775	-95
5/10/10		8/23/10	105		- cash -
	8/23/10	10/25/10	63		DiaSorin	100	1,657	31.240	29.520	-1.720	-6	48,925	-28
	10/25/10	5/16/11	203		Stellantis	100	14,376	3.403	4.720	1.317	39	67,862	80
5/16/11		11/14/11	182		- cash -
	11/14/11	11/21/11	7		Campari	100	25,559	2.655	2.535	-0.120	-5	64,795	-91
11/21/11		12/05/11	14		- cash -
	12/05/11	1/09/12	35		Eni	100	4,012	16.150	16.250	0.100	1	65,196	7
1/09/12		2/06/12	28		- cash -
	2/06/12	4/23/12	77		Interpump	100	10,994	5.930	6.315	0.385	6	69,428	35
4/23/12		4/30/12	7		- cash -
	4/30/12	5/07/12	7		Interpump	100	10,300	6.740	6.275	-0.465	-7	64,639	-98
5/07/12		7/30/12	84		- cash -
	7/30/12	4/14/14	623		Azimut	100	8,826	7.323	21.826	14.503	198	192,642	90
	4/14/14	6/30/14	77		Banco BPM	100	13,122	14.680	12.030	-2.650	-18	157,869	-61
6/30/14		8/25/14	56		- cash -
	8/25/14	9/01/14	7		Leonardo	100	22,126	7.135	7.160	0.025	0	158,422	20
9/01/14		11/17/14	77		- cash -
	11/17/14	12/15/14	28		Stellantis	100	23,792	6.658	6.085	-0.574	-9	144,771	-69
12/15/14		12/29/14	14		- cash -
	12/29/14	1/05/15	7		Stellantis	100	22,312	6.488	6.315	-0.173	-3	140,901	-76
1/05/15		1/19/15	14		- cash -
	1/19/15	7/06/15	168		Stellantis	100	19,979	7.052	8.460	1.408	20	169,026	49
7/06/15		7/13/15	7		- cash -
	7/13/15	8/24/15	42		Recordati	100	8,305	20.350	20.120	-0.230	-1	167,116	-9
8/24/15		10/12/15	49		- cash -
	10/12/15	10/19/15	7		A2A	100	139,963	1.194	1.249	0.055	5	174,814	947
10/19/15		11/02/15	14		- cash -
	11/02/15	11/09/15	7		Recordati	100	7,647	22.860	22.150	-0.710	-3	169,385	-81
11/09/15		11/30/15	21		- cash -
	11/30/15	1/18/16	49		Recordati	100	7,198	23.530	21.830	-1.700	-7	157,148	-43
1/18/16		4/18/16	91		- cash -
	4/18/16	6/13/16	56		DiaSorin	100	3,084	50.950	53.250	2.300	5	164,241	33
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
6/13/16		6/20/16	7		- cash -
	6/20/16	6/27/16	7		Recordati	100	6,266	26.210	25.690	-0.520	-2	160,983	-65
6/27/16		8/15/16	49		- cash -
	8/15/16	8/22/16	7		DiaSorin	100	2,656	60.600	56.750	-3.850	-6	150,757	-97
8/22/16		8/29/16	7		- cash -
	8/29/16	9/05/16	7		Campari	100	30,782	4.898	4.983	0.085	2	153,374	145
9/05/16		9/19/16	14		- cash -
	9/19/16	9/26/16	7		STMicroel Italy	100	21,863	7.015	7.130	0.115	2	155,888	133
9/26/16		10/03/16	7		- cash -
	10/03/16	11/21/16	49		STMicroel Italy	100	21,681	7.190	8.990	1.800	25	194,914	428
11/21/16		12/05/16	14		- cash -
	12/05/16	2/12/18	434		STMicroel Italy	100	20,135	9.680	17.470	7.790	80	351,766	64
2/12/18		2/19/18	7		- cash -
	2/19/18	3/05/18	14		Stellantis	100	19,817	17.750	16.156	-1.594	-9	320,177	-91
3/05/18		3/12/18	7		- cash -
	3/12/18	6/04/18	84		ERG	100	16,615	19.270	17.810	-1.460	-8	295,919	-29
6/04/18		6/11/18	7		- cash -
	6/11/18	6/18/18	7		Moncler	100	7,240	40.870	41.470	0.600	1	300,263	114
6/18/18		9/10/18	84		- cash -
	9/10/18	10/08/18	28		Amplifon	100	15,695	19.130	17.470	-1.660	-9	274,210	-69
10/08/18		1/21/19	105		- cash -
	1/21/19	6/03/19	133		Campari	100	34,578	7.930	8.740	0.810	10	302,218	31
	6/03/19	6/17/19	14		Recordati	100	8,054	37.520	35.970	-1.550	-4	289,734	-67
	6/17/19	8/05/19	49		Azimut	100	17,884	16.200	16.365	0.165	1	292,685	8
8/05/19		8/12/19	7		- cash -
	8/12/19	10/21/19	70		Inwit	100	31,830	9.195	9.270	0.075	1	295,072	4
	10/21/19	2/24/20	126		Azimut	100	16,212	18.200	20.720	2.520	14	335,927	46
2/24/20		6/15/20	112		- cash -
	6/15/20	9/07/20	84		DiaSorin	100	1,977	169.900	144.500	-25.400	-15	285,711	-51
	9/07/20	10/19/20	42		Nexi	100	18,790	15.205	15.200	-0.005	0	285,617	0
10/19/20		11/09/20	21		- cash -
	11/09/20	1/11/21	63		Amplifon	100	8,400	34.000	33.680	-0.320	-1	282,929	-5
	1/11/21	9/20/21	252		CNH Industrial	100	25,627	11.040	13.850	2.810	25	354,941	39
9/20/21		9/27/21	7		- cash -
	9/27/21	11/29/21	63		Interpump	100	6,135	57.850	59.800	1.950	3	366,904	21
11/29/21		12/06/21	7		- cash -
	12/06/21	1/17/22	42		Ferrari	100	1,591	230.500	213.500	-17.000	-7	339,857	-49
	1/17/22	1/24/22	7		Unicredit	100	24,930	13.632	12.848	-0.784	-6	320,312	-95
1/24/22		5/02/22	98		- cash -
	5/02/22	5/09/22	7		Tenaris	100	22,493	14.240	13.980	-0.260	-2	314,464	-62
5/09/22		8/15/22	98		- cash -
	8/15/22	8/22/22	7		ERG	100	9,057	34.720	34.000	-0.720	-2	307,943	-66
8/22/22		10/24/22	63		- cash -
	10/24/22	1/16/23	84		Tenaris	100	20,312	15.160	16.025	0.865	6	325,512	27
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
	1/16/23	2/08/23	23		Unicredit	100	22,011	14.788	18.222	3.434	23	401,098	2,649
accum	1/16/06	2/08/23	3979	days out of 6247 invested (64%)						3,911		401,098	40

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Azimut	long	7/30/12	4/14/14	623	7.32	21.83	14.50	198.05
		6/17/19	8/05/19	49	16.20	16.37	0.16	1.02
		10/21/19	2/24/20	126	18.20	20.72	2.52	13.85	242.77
Stellantis		8/28/06	7/09/07	315	3.14	6.64	3.50	111.51
		10/25/10	5/16/11	203	3.40	4.72	1.32	38.71
		11/17/14	12/15/14	28	6.66	6.08	-0.57	-8.62
		12/29/14	1/05/15	7	6.49	6.31	-0.17	-2.67
		1/19/15	7/06/15	168	7.05	8.46	1.41	19.96
		2/19/18	3/05/18	14	17.75	16.16	-1.59	-8.98	184.92
STMicroel Italy		9/19/16	9/26/16	7	7.02	7.13	0.12	1.64
		10/03/16	11/21/16	49	7.19	8.99	1.80	25.03
		12/05/16	2/12/18	434	9.68	17.47	7.79	80.48	129.36
Amplifon		4/27/09	1/18/10	266	1.67	3.12	1.45	86.98
		3/08/10	4/19/10	42	3.75	3.96	0.21	5.47
		5/03/10	5/10/10	7	3.95	3.72	-0.22	-5.64
		9/10/18	10/08/18	28	19.13	17.47	-1.66	-8.68
		11/09/20	1/11/21	63	34.00	33.68	-0.32	-0.94	68.33
Tenaris		1/16/06	5/22/06	126	10.66	12.51	1.85	17.37
		5/29/06	6/05/06	7	14.93	14.43	-0.50	-3.36
		6/16/08	6/30/08	14	19.92	23.19	3.26	16.38
		5/02/22	5/09/22	7	14.24	13.98	-0.26	-1.83
		10/24/22	1/16/23	84	15.16	16.03	0.86	5.71	36.99
CNH Industrial		1/11/21	9/20/21	252	11.04	13.85	2.81	25.45	25.45
Unicredit		1/17/22	1/24/22	7	13.63	12.85	-0.78	-5.75
		1/16/23	2/08/23	23	14.79	18.22	3.43	23.22	16.13
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Campari		11/14/11	11/21/11	7	2.66	2.54	-0.12	-4.52
		8/29/16	9/05/16	7	4.90	4.98	0.09	1.74
		1/21/19	6/03/19	133	7.93	8.74	0.81	10.21	7.06
A2A		10/12/15	10/19/15	7	1.19	1.25	0.06	4.61	4.61
Interpump		2/06/12	4/23/12	77	5.93	6.32	0.39	6.49
		4/30/12	5/07/12	7	6.74	6.28	-0.47	-6.90
		9/27/21	11/29/21	63	57.85	59.80	1.95	3.37	2.49
Moncler		6/11/18	6/18/18	7	40.87	41.47	0.60	1.47	1.47
Inwit		8/12/19	10/21/19	70	9.20	9.27	0.07	0.82	0.82
Eni		12/05/11	1/09/12	35	16.15	16.25	0.10	0.62	0.62
Leonardo		8/25/14	9/01/14	7	7.14	7.16	0.03	0.35	0.35
Nexi		9/07/20	10/19/20	42	15.21	15.20	-0.01	-0.03	-0.03
Saipem		4/28/08	5/26/08	28	1,762.38	1,756.19	-6.19	-0.35	-0.35
Ferrari		12/06/21	1/17/22	42	230.50	213.50	-17.00	-7.38	-7.38
ERG		3/12/18	6/04/18	84	19.27	17.81	-1.46	-7.58
		8/15/22	8/22/22	7	34.72	34.00	-0.72	-2.07	-9.49
Recordati		7/13/15	8/24/15	42	20.35	20.12	-0.23	-1.13
		11/02/15	11/09/15	7	22.86	22.15	-0.71	-3.11
		11/30/15	1/18/16	49	23.53	21.83	-1.70	-7.22
		6/20/16	6/27/16	7	26.21	25.69	-0.52	-1.98
		6/03/19	6/17/19	14	37.52	35.97	-1.55	-4.13	-16.48
Banco BPM		4/14/14	6/30/14	77	14.68	12.03	-2.65	-18.05	-18.05
DiaSorin		8/23/10	10/25/10	63	31.24	29.52	-1.72	-5.51
		4/18/16	6/13/16	56	50.95	53.25	2.30	4.51
		8/15/16	8/22/16	7	60.60	56.75	-3.85	-6.35
		6/15/20	9/07/20	84	169.90	144.50	-25.40	-14.95	-21.34

Annotations

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


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