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

Assessment - FTSE / Milano Italia Borsa - 4/15/24 - RS = 35

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	8/14/23	prc diff	⇓ Δ35	∅-RS
	L	MIB 40	33,922.200	Fri	0.12	33,954.300	-0.09	28,435.500	5,518.800	19.41	15.98
	L	Leonardo	21.680	Fri	-1.32	22.630	-4.20	13.085	9.545	72.95	64.86
	L	Saipem	2.240	Fri	-2.10	2.397	-6.55	1.520	0.878	57.75	63.61
	L	Unipol	8.240	Fri	1.35	8.060	2.23	5.190	2.870	55.30	49.18
	L	Banca MPS	4.163	Fri	-0.88	4.024	3.45	2.794	1.230	44.02	47.08
	L	Unicredit	35.275	Fri	0.56	34.350	2.69	22.320	12.030	53.90	46.75
	L	Iveco	12.360	Fri	-1.51	12.600	-1.90	8.932	3.668	41.07	44.53
	L	BPER Banca	4.411	Fri	-0.11	4.268	3.35	2.713	1.555	57.32	39.80
	L	Stellantis	24.230	Fri	-0.49	25.000	-3.08	16.898	8.102	47.95	35.74
	L	Banco BPM	6.390	Fri	0.63	6.160	3.73	4.382	1.778	40.58	33.28
	L	Prysmian	50.400	Fri	0.36	50.700	-0.59	36.000	14.700	40.83	31.90
	L	Intesa Sanpaolo	3.377	Fri	0.82	3.327	1.52	2.445	0.882	36.05	28.67
	L	Ferrari	387.200	Fri	-1.12	389.900	-0.69	288.100	101.800	35.33	27.89
	L	Tenaris	17.700	Fri	-0.95	18.150	-2.48	15.385	2.765	17.97	22.66
		Pirelli	5.816	Fri	-0.92	5.850	-0.58	4.544	1.306	28.74	22.10
		Brunello Cucinelli	97.150	Fri	-0.87	100.400	-3.24	74.100	26.300	35.49	21.10
	L	Mediobanca	13.495	Fri	-0.63	13.680	-1.35	11.825	1.855	15.69	19.49
	L	Banca Mediolanum	10.170	Fri	-0.10	10.090	0.79	8.350	1.740	20.84	17.62
	L	Generali	22.670	Fri	0.62	22.660	0.04	18.640	4.020	21.57	16.22
	L	Poste Italiane	11.650	Fri		11.660	-0.09	10.160	1.500	14.76	15.77
		Azimut	24.010	Fri	-0.62	24.380	-1.52	21.010	3.370	16.04	12.08
		Hera	3.214	Fri	0.44	3.164	1.58	2.672	0.492	18.41	10.57
	L	FinecoBank	14.140	Fri	1.43	14.090	0.35	13.015	1.075	8.26	10.45
	L	Moncler	65.440	Fri	-0.30	64.900	0.83	64.060	0.840	1.31	9.01
		Recordati	49.860	Fri	0.24	49.980	-0.24	45.450	4.530	9.97	8.66
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	8/14/23	prc diff	⇓ Δ35	∅-RS
		Eni	15.258	Fri	0.18	15.530	-1.75	14.014	1.516	10.82	8.43
		Banca Generali	35.340	Fri	-0.90	35.440	-0.28	32.850	2.590	7.88	8.16
		Amplifon	31.340	Fri	1.06	30.840	1.62	30.110	0.730	2.42	0.68
	S	A2A	1.730	Fri	1.38	1.685	2.64	1.720	-0.035	-2.03	-1.80
	S	Terna	7.426	Fri	2.15	7.380	0.62	7.368	0.012	0.16	-2.37
		Italgas	5.070	Fri	0.80	5.080	-0.20	5.185	-0.105	-2.03	-3.10
		DiaSorin	91.180	Fri	1.79	87.540	4.16	91.280	-3.740	-4.10	-4.35
	S	Enel	5.955	Fri	1.45	5.850	1.79	6.054	-0.204	-3.37	-4.44
	S	ERG	24.300	Fri	1.00	23.840	1.93	24.460	-0.620	-2.53	-6.46
	S	STMicroel Italy	36.710	Fri	-2.29	38.810	-5.41	43.550	-4.740	-10.88	-7.52
	S	Interpump	40.760	Fri	-0.88	42.300	-3.64	46.230	-3.930	-8.50	-7.85
	S	Snam	4.284	Fri	0.80	4.255	0.68	4.602	-0.347	-7.54	-8.08
	S	Inwit	9.945	Fri	0.96	9.930	0.15	11.295	-1.365	-12.08	-11.55
	S	Telecom Italia	0.222	Fri	1.28	0.226	-1.90	0.282	-0.056	-19.79	-15.00
	S	Campari	9.476	Fri	1.02	8.930	6.11	12.115	-3.185	-26.29	-17.68
	S	Nexi	5.408	Fri	-0.77	5.480	-1.31	7.026	-1.546	-22.00	-19.70
MIB - 40 out of 40 instruments rated - 4/15/24 / 8/14/23 - 28 did rise, Market-Ratio(35) = 70.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	MIB RS = 35 - B/S = 46/46

1/06/20	scale up chart	4/15/24

Transactions FTSE / Milano Italia Borsa * S35 - 46 ex 3 (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		8/06/07	581		- cash -
short	8/06/07	8/27/07	21		Telecom Italia	100	5,216	1.917	2.075	1.759	-0.158	-8	9,176	-78
	8/27/07	11/05/07	70		Banca Mediolanum	100	1,744	5.259	4.945	5.593	0.334	6	9,758	38
11/05/07		11/12/07	7		- cash -
	11/12/07	8/18/08	280		Amplifon	100	2,270	4.298	2.140	8.630	4.333	101	19,593	148
	8/18/08	9/29/08	42		Telecom Italia	100	17,022	1.151	1.079	1.228	0.077	7	20,900	75
	9/29/08	10/06/08	7		Unicredit	100	251	83.185	81.479	84.927	1.742	2	21,338	195
	10/06/08	10/20/08	14		Stellantis	100	9,764	2.185	2.002	2.386	0.200	9	23,293	884
	10/20/08	10/27/08	7		Saipem	100	29	780.000	744.762	816.905	36.905	5	24,364	1,014
	10/27/08	11/10/08	14		Tenaris	100	3,866	6.301	8.471	4.131	-2.170	-34	15,974	-100
	11/10/08	1/19/09	70		Amplifon	100	14,508	1.101	0.767	1.580	0.479	44	22,929	558
	1/19/09	4/20/09	91		Banco BPM	100	961	23.840	24.435	23.245	-0.595	-2	22,358	-10
	4/20/09	6/01/09	42		Interpump	100	7,546	2.963	3.563	2.363	-0.600	-20	17,830	-86
	6/01/09	6/08/09	7		Unipol	100	1,095	16.281	14.994	17.679	1.398	9	19,360	7,226
6/08/09		6/22/09	14		- cash -
	6/22/09	6/29/09	7		Unipol	100	1,410	13.726	14.462	12.990	-0.736	-5	18,323	-94
6/29/09		7/06/09	7		- cash -
	7/06/09	7/20/09	14		Unipol	100	1,298	14.116	14.169	14.063	-0.053	0	18,254	-9
7/20/09		5/17/10	301		- cash -
	5/17/10	6/28/10	42		Banca MPS	100	0	190,370.000	211,650.000	169,090.000	-21,280.000	-11	18,254	0
	6/28/10	8/02/10	35		Unipol	100	1,583	11.530	11.720	11.340	-0.190	-2	17,953	-16
8/02/10		8/09/10	7		- cash -
	8/09/10	10/25/10	77		Unipol	100	1,504	11.930	11.370	12.518	0.588	5	18,837	26
10/25/10		11/08/10	14		- cash -
	11/08/10	1/10/11	63		Banco BPM	100	929	20.255	17.455	23.504	3.249	16	21,855	137
1/10/11		6/20/11	161		- cash -
	6/20/11	7/04/11	14		Banco BPM	100	1,780	12.273	12.598	11.948	-0.325	-3	21,277	-50
7/04/11		7/11/11	7		- cash -
	7/11/11	9/19/11	70		Banco BPM	100	2,051	10.372	9.138	11.773	1.401	14	24,149	94
	9/19/11	11/21/11	63		Unicredit	100	1,029	23.467	24.127	22.807	-0.660	-3	23,470	-15
	11/21/11	1/23/12	63		Leonardo	100	7,818	3.002	3.524	2.480	-0.522	-17	19,389	-67
	1/23/12	5/07/12	105		Unicredit	100	1,057	18.341	14.282	23.554	5.213	28	24,899	139
5/07/12		5/21/12	14		- cash -
	5/21/12	7/02/12	42		Unicredit	100	2,005	12.417	14.723	10.111	-2.306	-19	20,275	-83
	7/02/12	7/30/12	28		A2A	100	48,274	0.420	0.348	0.507	0.087	21	24,470	1,061
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
7/30/12		8/06/12	7		- cash -
	8/06/12	8/13/12	7		Unipol	100	13,291	1.841	2.010	1.672	-0.169	-9	22,224	-99
8/13/12		10/08/12	56		- cash -
	10/08/12	12/10/12	63		Unipol	100	12,577	1.767	1.417	2.204	0.437	25	27,714	259
12/10/12		10/13/14	672		- cash -
	10/13/14	11/10/14	28		Prysmian	100	2,109	13.140	14.660	11.620	-1.520	-12	24,508	-80
	11/10/14	1/26/15	77		Banca MPS	100	0	27,100.000	19,840.000	37,016.633	9,916.633	37	24,508	0
1/26/15		2/09/15	14		- cash -
	2/09/15	2/16/15	7		Banca MPS	100	1	17,530.000	20,730.000	14,330.000	-3,200.000	-18	21,308	-100
2/16/15		12/07/15	294		- cash -
	12/07/15	4/25/16	140		Banca MPS	100	1	13,450.000	6,620.000	27,326.662	13,876.662	103	35,185	535
4/25/16		5/09/16	14		- cash -
	5/09/16	5/16/16	7		Banco BPM	100	7,042	4.996	4.604	5.421	0.425	9	38,181	6,988
5/16/16		5/23/16	7		- cash -
	5/23/16	5/30/16	7		Banco BPM	100	8,817	4.330	4.800	3.860	-0.470	-11	34,037	-100
5/30/16		6/06/16	7		- cash -
	6/06/16	10/10/16	126		Banco BPM	100	11,050	3.080	2.360	4.020	0.940	31	44,420	116
10/10/16		11/07/16	28		- cash -
	11/07/16	12/05/16	28		Banca MPS	100	18	2,431.000	1,890.000	3,126.858	695.858	29	56,946	2,561
12/05/16		5/28/18	539		- cash -
	5/28/18	6/04/18	7		Banca MPS	100	1,120	50.842	55.552	46.133	-4.709	-9	51,672	-99
6/04/18		6/11/18	7		- cash -
	6/11/18	6/18/18	7		Banca MPS	100	892	57.927	57.406	58.453	0.526	1	52,140	60
6/18/18		7/02/18	14		- cash -
	7/02/18	2/18/19	231		Banca MPS	100	1,013	51.426	27.849	94.964	43.538	85	96,244	164
2/18/19		2/25/19	7		- cash -
	2/25/19	3/04/19	7		Banca MPS	100	3,569	26.963	28.026	25.900	-1.063	-4	92,451	-88
3/04/19		5/13/19	70		- cash -
	5/13/19	6/10/19	28		Banca MPS	100	3,744	24.692	21.525	28.325	3.633	15	106,055	499
6/10/19		3/09/20	273		- cash -
	3/09/20	3/23/20	14		Saipem	100	1,001	105.905	104.619	107.207	1.302	1	107,358	38
	3/23/20	3/30/20	7		Leonardo	100	23,389	4.590	5.964	3.216	-1.374	-30	75,222	-100
	3/30/20	4/13/20	14		Stellantis	100	11,921	6.310	7.479	5.141	-1.169	-19	61,286	-100
	4/13/20	5/18/20	35		Saipem	100	534	114.762	113.333	116.209	1.447	1	62,059	14
	5/18/20	7/13/20	56		BPER Banca	100	30,331	2.046	2.360	1.732	-0.314	-15	52,535	-66
	7/13/20	11/09/20	119		Saipem	100	530	99.048	89.048	110.171	11.123	11	58,430	39
11/09/20		2/14/22	462		- cash -
	2/14/22	3/21/22	35		Saipem	100	1,076	54.286	50.714	58.110	3.824	7	62,544	103
3/21/22		3/28/22	7		- cash -
	3/28/22	11/07/22	224		Saipem	100	1,151	54.310	0.955	3,087.915	3,033.605	5,586	3,554,223	72,237
11/07/22		11/21/22	14		- cash -
	11/21/22	1/09/23	49		Banca MPS	100	1,974,787	1.800	2.218	1.382	-0.418	-23	2,728,367	-86
1/09/23		10/23/23	287		- cash -
	10/23/23	11/13/23	21		DiaSorin	100	32,604	83.680	85.140	82.220	-1.460	-2	2,680,765	-26
11/13/23		4/20/24	159		- cash -
accum	8/06/07	11/13/23	2632	days out of 6683 invested (39%)							26,708		2,680,765	117

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Saipem	short	10/20/08	10/27/08	7	780.00	744.76	816.91	36.91	4.73
		3/09/20	3/23/20	14	105.91	104.62	107.21	1.30	1.23
		4/13/20	5/18/20	35	114.76	113.33	116.21	1.45	1.26
		7/13/20	11/09/20	119	99.05	89.05	110.17	11.12	11.23
		2/14/22	3/21/22	35	54.29	50.71	58.11	3.82	7.04
		3/28/22	11/07/22	224	54.31	0.96	3,087.91	3,033.60	5,585.72	7,167.61
Banca MPS		5/17/10	6/28/10	42	190,370.00	211,650.00	169,090.00	-21,280.00	-11.18
		11/10/14	1/26/15	77	27,100.00	19,840.00	37,016.63	9,916.63	36.59
		2/09/15	2/16/15	7	17,530.00	20,730.00	14,330.00	-3,200.00	-18.25
		12/07/15	4/25/16	140	13,450.00	6,620.00	27,326.66	13,876.66	103.17
		11/07/16	12/05/16	28	2,431.00	1,890.00	3,126.86	695.86	28.62
		5/28/18	6/04/18	7	50.84	55.55	46.13	-4.71	-9.26
		6/11/18	6/18/18	7	57.93	57.41	58.45	0.53	0.91
		7/02/18	2/18/19	231	51.43	27.85	94.96	43.54	84.66
		2/25/19	3/04/19	7	26.96	28.03	25.90	-1.06	-3.94
		5/13/19	6/10/19	28	24.69	21.52	28.33	3.63	14.71
		11/21/22	1/09/23	49	1.80	2.22	1.38	-0.42	-23.24	270.68
Amplifon		11/12/07	8/18/08	280	4.30	2.14	8.63	4.33	100.82
		11/10/08	1/19/09	70	1.10	0.77	1.58	0.48	43.54	188.26
Banco BPM		1/19/09	4/20/09	91	23.84	24.44	23.25	-0.59	-2.50
		11/08/10	1/10/11	63	20.26	17.46	23.50	3.25	16.04
		6/20/11	7/04/11	14	12.27	12.60	11.95	-0.32	-2.65
		7/11/11	9/19/11	70	10.37	9.14	11.77	1.40	13.50
		5/09/16	5/16/16	7	5.00	4.60	5.42	0.43	8.51
		5/23/16	5/30/16	7	4.33	4.80	3.86	-0.47	-10.85
		6/06/16	10/10/16	126	3.08	2.36	4.02	0.94	30.51	57.84
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
A2A		7/02/12	7/30/12	28	0.42	0.35	0.51	0.09	20.69	20.69
Unipol		6/01/09	6/08/09	7	16.28	14.99	17.68	1.40	8.58
		6/22/09	6/29/09	7	13.73	14.46	12.99	-0.74	-5.36
		7/06/09	7/20/09	14	14.12	14.17	14.06	-0.05	-0.38
		6/28/10	8/02/10	35	11.53	11.72	11.34	-0.19	-1.65
		8/09/10	10/25/10	77	11.93	11.37	12.52	0.59	4.93
		8/06/12	8/13/12	7	1.84	2.01	1.67	-0.17	-9.18
		10/08/12	12/10/12	63	1.77	1.42	2.20	0.44	24.70	19.65
Banca Mediolanum		8/27/07	11/05/07	70	5.26	4.95	5.59	0.33	6.35	6.35
Unicredit		9/29/08	10/06/08	7	83.19	81.48	84.93	1.74	2.09
		9/19/11	11/21/11	63	23.47	24.13	22.81	-0.66	-2.81
		1/23/12	5/07/12	105	18.34	14.28	23.55	5.21	28.42
		5/21/12	7/02/12	42	12.42	14.72	10.11	-2.31	-18.57	3.76
DiaSorin		10/23/23	11/13/23	21	83.68	85.14	82.22	-1.46	-1.74	-1.74
Telecom Italia		8/06/07	8/27/07	21	1.92	2.08	1.76	-0.16	-8.24
		8/18/08	9/29/08	42	1.15	1.08	1.23	0.08	6.67	-2.12
Stellantis		10/06/08	10/20/08	14	2.19	2.00	2.39	0.20	9.17
		3/30/20	4/13/20	14	6.31	7.48	5.14	-1.17	-18.53	-11.06
Prysmian		10/13/14	11/10/14	28	13.14	14.66	11.62	-1.52	-11.57	-11.57
BPER Banca		5/18/20	7/13/20	56	2.05	2.36	1.73	-0.31	-15.35	-15.35
Interpump		4/20/09	6/01/09	42	2.96	3.56	2.36	-0.60	-20.25	-20.25
Tenaris		10/27/08	11/10/08	14	6.30	8.47	4.13	-2.17	-34.44	-34.44
Leonardo		11/21/11	1/23/12	63	3.00	3.52	2.48	-0.52	-17.39
		3/23/20	3/30/20	7	4.59	5.96	3.22	-1.37	-29.93	-42.12

Annotations

2/21/24	MIB	Component update: BMPS and Brunello Cucinelli replace Buzzi Unicem and CNH Industrial
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
5/18/15	Banca MPS	reverse stock split 20:1 (one for twenty)


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