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

Assessment - FTSE / Milano Italia Borsa in Euro - 13/03/23 - RS = 28

		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	29/08/22	prc diff	⇓ Δ28	∅-RS
	L	MIB 40	25,899.600	Mon	1.59	26,183.500	-1.08	21,841.900	4,341.600	19.88	11.19
	L	Unicredit	16.286	Mon	2.43	16.942	-3.87	9.264	7.678	82.88	52.53
		Iveco	8.522	Mon	0.38	8.509	0.15	5.179	3.330	64.30	44.10
	L	BPER Banca	2.269	Mon	1.43	2.435	-6.82	1.481	0.955	64.47	38.75
	L	STMicroel Italy	46.250	Mon		46.250		35.065	11.185	31.90	29.16
	L	Telecom Italia	0.288	Mon	1.73	0.302	-4.73	0.212	0.090	42.59	25.75
	L	Leonardo	10.535	Mon	0.91	11.035	-4.53	8.270	2.765	33.43	25.58
		Banco BPM	3.668	Mon	3.85	3.692	-0.65	2.436	1.256	51.56	23.47
	L	Moncler	59.660	Mon	0.13	58.180	2.54	44.670	13.510	30.24	23.26
	L	Ferrari	243.900	Mon	0.79	242.300	0.66	198.550	43.750	22.03	20.81
	L	Interpump	49.660	Mon	1.72	49.160	1.02	35.680	13.480	37.78	20.10
	L	Buzzi Unicem	21.550	Mon	2.77	21.000	2.62	16.765	4.235	25.26	19.59
	L	Intesa Sanpaolo	2.275	Mon	3.74	2.331	-2.38	1.701	0.629	36.98	18.22
	L	Stellantis	15.846	Mon	0.80	16.204	-2.21	13.756	2.448	17.80	18.11
		Prysmian	36.040	Mon	1.38	36.690	-1.77	30.820	5.870	19.05	16.12
		Banca Mediolanum	8.158	Mon	3.79	8.296	-1.66	6.268	2.028	32.35	13.97
	L	Inwit	11.365	Mon	2.48	11.090	2.48	9.464	1.626	17.18	13.59
	L	Generali	17.615	Mon	2.29	17.800	-1.04	14.645	3.155	21.54	7.93
		Pirelli	4.454	Mon	1.55	4.503	-1.09	3.666	0.837	22.83	6.72
		Azimut	19.530	Mon	2.84	19.895	-1.83	15.950	3.945	24.73	6.60
		Poste Italiane	9.106	Mon	1.07	9.584	-4.99	7.766	1.818	23.41	5.44
	L	Campari	10.885	Mon	1.07	10.445	4.21	10.070	0.375	3.72	5.23
		Unipol	4.552	Mon	2.52	4.780	-4.77	4.085	0.695	17.01	4.67
		CNH Industrial	13.190	Mon	1.31	14.000	-5.79	12.500	1.500	12.00	3.73
		FinecoBank	13.225	Mon	3.64	13.855	-4.55	10.715	3.140	29.30	3.47
		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	29/08/22	prc diff	⇓ Δ28	∅-RS
		Mediobanca	8.956	Mon	1.20	9.290	-3.60	7.912	1.378	17.42	3.37
	L	A2A	1.453	Mon	5.71	1.337	8.68	1.158	0.179	15.46	2.71
		Eni	12.206	Mon	0.38	12.924	-5.56	12.500	0.424	3.39	0.51
	S	Tenaris	13.255	Mon	0.26	14.540	-8.84	14.570	-0.030	-0.21	-0.05
		Enel	5.388	Mon	1.85	5.227	3.08	4.804	0.424	8.82	-0.22
	S	Terna	7.390	Mon	2.35	7.210	2.50	7.480	-0.270	-3.61	-1.00
	L	Amplifon	29.860	Mon	0.10	29.020	2.89	25.840	3.180	12.31	-1.02
		Banca Generali	28.820	Mon	2.97	29.290	-1.60	26.010	3.280	12.61	-3.39
	S	Italgas	5.575	Mon	3.43	5.295	5.29	5.280	0.015	0.28	-3.68
	S	Snam	4.750	Mon	1.71	4.626	2.68	4.945	-0.319	-6.45	-4.80
	L	Saipem	1.235	Mon	2.41	1.259	-1.91	0.725	0.534	73.59	-5.87
		Recordati	38.540	Mon	0.68	38.640	-0.26	41.080	-2.440	-5.94	-5.96
		Hera	2.474	Mon	3.38	2.383	3.82	2.596	-0.213	-8.20	-13.33
	S	ERG	27.320	Mon	1.56	26.120	4.59	34.460	-8.340	-24.20	-13.94
	S	Nexi	7.090	Mon	0.85	7.324	-3.19	7.924	-0.600	-7.57	-14.29
		DiaSorin	101.200	Mon	-4.26	108.000	-6.30	131.000	-23.000	-17.56	-14.94
MIB - 40 out of 40 instruments rated - 13/03/23 / 29/08/22 - 32 did rise, Market-Ratio(28) in EUR = 80.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

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

7/01/19	scale up chart	13/03/23

Transactions FTSE / Milano Italia Borsa in Euro * 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	6/02/23	364		Saipem	100	34,423	57.452	1.368	2,412.816	2,355.364	4,100	83,056,377	4,143
long	6/02/23	20/03/23	42		Unicredit	100	4,538,103	18.302	16.286		-2.016	-11	73,907,562	-64
accum	9/01/06	20/03/23	6280	days out of 6287 invested (100%)							738,976		73,907,562	68

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	6/02/23	364	57.45	1.37	2,412.82	2,355.36	4,099.71	8,225.73
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
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
Unicredit	long	31/01/22	7/02/22	7	13.99	14.78		0.79	5.68
	long	6/02/23	20/03/23	42	18.30	16.29		-2.02	-11.02	-5.96
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


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