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

Assessment - FTSE / Milano Italia Borsa - 22/02/21 - RS = 28

		⇓instrument	freshest		Δday	22/02/21	⇓ Δwk	10/08/20	prc diff	⇓ Δ28	⇓∅-RS
	L	MIB 40	22,848.600	Fri	-0.93	23,009.200	-0.70	19,651.600	3,357.600	17.09	17.40
		Ferrari	161.500	Fri	1.16	162.250	-0.46	156.150	6.100	3.91	3.41
		Inwit	8.615	Fri	0.47	8.540	0.88	8.580	-0.040	-0.47	-8.68
	L	Moncler	51.300	Fri	0.31	51.900	-1.16	31.970	19.930	62.34	42.24
		Prysmian	26.690	Fri	0.11	26.520	0.64	22.350	4.170	18.66	21.41
		Enel	7.844	Fri	0.05	8.077	-2.88	7.865	0.212	2.70	9.15
		Pirelli	4.775	Fri	-0.10	4.895	-2.45	3.500	1.395	39.86	26.68
	S	Terna	5.768	Fri	-0.10	5.842	-1.27	6.190	-0.348	-5.62	-2.43
	L	CNH Industrial	12.240	Fri	-0.12	12.490	-2.00	6.490	6.000	92.45	78.13
		Nexi	14.885	Fri	-0.17	15.200	-2.07	15.150	0.050	0.33	3.17
	L	Atlantia	15.525	Fri	-0.74	15.750	-1.43	13.910	1.840	13.23	12.04
		Amplifon	33.000	Fri	-0.84	34.890	-5.42	28.290	6.600	23.33	29.99
	L	Intesa Sanpaolo	2.134	Fri	-0.84	2.100	1.62	1.814	0.286	15.77	23.31
	L	A2A	1.395	Fri	-0.85	1.434	-2.72	1.264	0.170	13.45	14.21
	L	FinecoBank	14.570	Fri	-0.88	14.690	-0.82	12.575	2.115	16.82	29.00
		Stellantis	13.434	Fri	-0.91	13.204	1.74	9.445	3.759	39.80	36.25
	L	Hera	2.954	Fri	-1.01	3.016	-2.06	3.250	-0.234	-7.20	-5.31
	L	Azimut	19.010	Fri	-1.04	19.730	-3.65	16.630	3.100	18.64	23.32
	L	BPER Banca	1.815	Fri	-1.04	1.834	-1.06	2.225	-0.391	-17.57	-1.53
		DiaSorin	162.400	Fri	-1.04	164.300	-1.16	152.800	11.500	7.53	3.86
	L	Tenaris	8.646	Fri	-1.12	7.508	15.16	5.176	2.332	45.05	32.62
	L	Banca Generali	28.220	Fri	-1.19	29.120	-3.09	25.080	4.040	16.11	15.88
	L	STMicroel Italy	31.990	Fri	-1.36	33.830	-5.44	24.170	9.660	39.97	32.68
	L	Exor	66.500	Fri	-1.39	65.520	1.50	50.960	14.560	28.57	25.11
		Recordati	42.140	Fri	-1.54	42.320	-0.43	44.540	-2.220	-4.98	-1.59
		⇓instrument	freshest		Δday	22/02/21	⇓ Δwk	10/08/20	prc diff	⇓ Δ28	⇓∅-RS
	L	Banca Mediolanum	7.225	Fri	-1.63	7.485	-3.47	6.625	0.860	12.98	18.50
		Interpump	38.040	Fri	-1.65	39.440	-3.55	28.180	11.260	39.96	31.29
	L	Mediobanca	8.618	Fri	-1.73	9.070	-4.98	6.826	2.244	32.87	37.81
		Snam	4.296	Fri	-1.74	4.332	-0.83	4.391	-0.059	-1.34	-0.04
		Italgas	4.882	Fri	-1.77	5.035	-3.04	5.555	-0.520	-9.36	-2.08
	L	Generali	15.550	Fri	-1.80	15.540	0.06	12.775	2.765	21.64	17.14
	L	Banco BPM	2.124	Fri	-1.89	2.143	-0.89	1.307	0.836	63.96	46.78
	L	Unipol	4.304	Fri	-1.91	4.270	0.80	4.068	0.202	4.97	18.13
	L	Buzzi Unicem	20.950	Fri	-1.97	21.130	-0.85	20.830	0.300	1.44	10.62
	L	Eni	9.482	Fri	-2.05	9.356	1.35	7.986	1.370	17.16	14.93
	L	Poste Italiane	9.404	Fri	-2.12	9.644	-2.49	8.024	1.620	20.19	19.59
	L	Unicredit	8.540	Fri	-2.22	8.331	2.51	7.868	0.463	5.88	7.03
	L	Leonardo	6.630	Fri	-2.44	6.586	0.67	6.054	0.532	8.79	12.90
	L	Telecom Italia	0.393	Fri	-2.51	0.381	3.26	0.382	-0.002	-0.39	4.20
		Campari	9.378	Fri	-3.04	9.532	-1.62	8.510	1.022	12.01	17.14
	L	Saipem	2.318	Fri	-3.17	2.642	-12.26	1.980	0.663	33.47	28.83
MIB - 40 out of 40 instruments rated - 22/02/21 / 10/08/20 - 32 did rise, Market-Ratio(28) = 80.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

2/01/17	scale up chart	22/02/21

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
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		Mediaset	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	67,584	10.170	5.130	20.162	9.992	98	1,362,602	72
long	26/12/16	27/11/17	336		STMicroel Italy	100	126,753	10.750	20.210		9.460	88	2,561,685	99
short	27/11/17	8/01/18	42		Leonardo	100	250,654	10.220	10.570	9.870	-0.350	-3	2,473,956	-26
long	8/01/18	12/02/18	35		Fiat Chrysler	100	136,561	18.116	17.656		-0.460	-3	2,411,138	-24
short	12/02/18	29/04/19	441		Leonardo	100	279,066	8.640	10.415	6.865	-1.775	-21	1,915,796	-17
long	29/04/19	2/03/20	308		Azimut	100	106,581	17.975	18.590		0.615	3	1,981,343	4
short	2/03/20	28/09/20	210		Juventus Football	100	2,133,229	0.929	0.865	0.998	0.069	7	2,128,536	13
long	28/09/20	1/02/21	126		DiaSorin	100	12,462	170.800	180.000		9.200	5	2,243,186	16
short	1/02/21	8/02/21	7		BPER Banca	100	1,463,265	1.533	1.910	1.157	-0.377	-25	1,692,267	-100
long	8/02/21	26/02/21	18		CNH Industrial	100	142,326	11.890	12.240		0.350	3	1,742,081	80
accum	9/01/06	26/02/21	5530	days out of 5537 invested (100%)							17,321		1,742,081	41

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
Saipem	short	21/09/15	26/12/16	462	10.17	5.13	20.16	9.99	98.25	98.25
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
Juventus Football	short	2/03/20	28/09/20	210	0.93	0.86	1.00	0.07	7.43	7.43
DiaSorin	long	28/09/20	1/02/21	126	170.80	180.00		9.20	5.39	5.39
CNH Industrial	long	8/02/21	26/02/21	18	11.89	12.24		0.35	2.94	2.94
YOOX Net-a-Porter	short	4/08/14	26/01/15	175	18.47	19.04	17.90	-0.57	-3.09	-3.09
Mediaset	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

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