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

Assessment - FTSE / Milano Italia Borsa - 7/01/24 - RS = 11

		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	4/15/24	prc diff	⇓ Δ11	⇓∅-RS
		MIB 40	31,928.300	8/12/24	0.46	33,716.500	-5.30	33,954.300	-237.800	-0.70	8.06
		Banca MPS	5.170	8/12/24	2.17	4.679	10.49	4.024	0.655	16.28	41.38
		Azimut	20.900	8/12/24	1.41	22.380	-6.61	24.380	-2.000	-8.20	0.56
		Generali	22.450	8/12/24	1.35	23.930	-6.18	22.660	1.270	5.60	12.54
	L	Amplifon	28.150	8/12/24	1.33	33.220	-15.26	30.840	2.380	7.72	12.85
		Banca Mediolanum	10.230	8/12/24	1.29	10.590	-3.40	10.090	0.500	4.96	16.83
		Leonardo	21.910	8/12/24	1.20	21.820	0.41	22.630	-0.810	-3.58	40.38
		Interpump	37.420	8/12/24	1.14	41.000	-8.73	42.300	-1.300	-3.07	-8.09
	S	Eni	14.456	8/12/24	1.09	14.532	-0.52	15.530	-0.998	-6.43	-7.22
		FinecoBank	14.435	8/12/24	0.94	14.185	1.76	14.090	0.095	0.67	8.57
		Mediobanca	14.030	8/12/24	0.94	14.090	-0.43	13.680	0.410	3.00	12.29
		A2A	1.981	8/12/24	0.92	1.890	4.82	1.685	0.205	12.14	4.14
		Banca Generali	38.080	8/12/24	0.74	37.800	0.74	35.440	2.360	6.66	8.56
	S	Tenaris	12.830	8/12/24	0.71	14.245	-9.93	18.150	-3.905	-21.52	-6.88
		Saipem	1.993	8/12/24	0.63	2.398	-16.91	2.397	0.001	0.04	26.87
		Snam	4.368	8/12/24	0.60	4.179	4.52	4.255	-0.076	-1.79	-6.44
	S	Inwit	10.320	8/12/24	0.58	9.690	6.50	9.930	-0.240	-2.42	-11.06
	L	Prysmian	59.060	8/12/24	0.58	56.700	4.16	50.700	6.000	11.83	38.34
		Telecom Italia	0.221	8/12/24	0.55	0.226	-2.17	0.226	-0.000	-0.04	-12.95
		Intesa Sanpaolo	3.471	8/12/24	0.54	3.582	-3.10	3.327	0.255	7.67	22.08
		Terna	7.580	8/12/24	0.53	7.304	3.78	7.380	-0.076	-1.03	-0.60
		Pirelli	5.246	8/12/24	0.50	5.616	-6.59	5.850	-0.234	-4.00	19.13
		STMicroel Italy	26.830	8/12/24	0.49	36.225	-25.94	38.810	-2.585	-6.66	-3.97
		DiaSorin	100.100	8/12/24	0.48	93.280	7.31	87.540	5.740	6.56	6.70
	S	Nexi	5.676	8/12/24	0.46	5.786	-1.90	5.480	0.306	5.58	-14.88
		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	4/15/24	prc diff	⇓ Δ11	⇓∅-RS
		Enel	6.438	8/12/24	0.44	6.607	-2.56	5.850	0.757	12.94	2.05
	L	Campari	7.980	8/12/24	0.38	8.684	-8.11	8.930	-0.246	-2.75	-8.30
		Unicredit	34.570	8/12/24	0.38	36.205	-4.52	34.350	1.855	5.40	27.09
		Hera	3.294	8/12/24	0.37	3.236	1.79	3.164	0.072	2.28	10.33
		Recordati	49.460	8/12/24	0.24	48.800	1.35	49.980	-1.180	-2.36	0.41
	S	Italgas	4.904	8/12/24	0.08	4.630	5.92	5.080	-0.450	-8.86	-7.48
	L	Unipol	8.975	8/12/24	0.06	9.435	-4.88	8.060	1.375	17.06	55.74
		ERG	23.280	8/12/24		23.440	-0.68	23.840	-0.400	-1.68	-6.32
		Ferrari	385.700	8/12/24		382.200	0.92	389.900	-7.700	-1.97	18.71
		Poste Italiane	11.890	8/12/24		12.230	-2.78	11.660	0.570	4.89	18.16
		Iveco	8.642	8/12/24	-0.21	10.635	-18.74	12.600	-1.965	-15.60	13.05
		BPER Banca	4.765	8/12/24	-0.27	4.996	-4.62	4.268	0.728	17.06	31.96
		Banco BPM	5.782	8/12/24	-0.31	6.216	-6.98	6.160	0.056	0.91	18.12
	S	Moncler	52.140	8/12/24	-0.50	57.480	-9.29	64.900	-7.420	-11.43	-0.10
	S	Stellantis	13.980	8/12/24	-0.57	18.634	-24.98	25.000	-6.366	-25.46	-3.30
		Brunello Cucinelli	82.800	8/12/24	-1.02	93.650	-11.59	100.400	-6.750	-6.72	7.85
MIB - 40 out of 40 instruments rated - 7/01/24 / 4/15/24 - 20 did rise, Market-Ratio(11) = 50.00 %
Stock Exchange Currency: EUR € Euro

Technical Chart

	MIB RS = 11 - B/S = 89/57

1/04/21	scale up chart	7/01/24

Transactions FTSE / Milano Italia Borsa * L11 - 89/57 (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	5/15/06	119		Tenaris	100	938	10.657	15.129	4.472	42	14,195	193
5/15/06		9/04/06	112		- cash -
	9/04/06	4/30/07	238		Fiat Chrysler	100	4,474	3.172	6.047	2.875	91	27,057	169
4/30/07		5/21/07	21		- cash -
	5/21/07	6/25/07	35		Fiat Chrysler	100	4,564	5.928	6.039	0.111	2	27,564	21
6/25/07		5/18/09	693		- cash -
	5/18/09	7/13/09	56		Banca Generali	100	5,751	4.793	5.695	0.903	19	32,754	208
7/13/09		8/31/09	49		- cash -
	8/31/09	11/23/09	84		Banca Generali	100	4,706	6.960	8.320	1.360	20	39,155	117
11/23/09		2/07/11	441		- cash -
	2/07/11	4/18/11	70		Fiat Chrysler	100	8,156	4.800	4.120	-0.681	-14	33,604	-55
4/18/11		2/06/12	294		- cash -
	2/06/12	4/09/12	63		Luxottica	100	1,319	25.470	25.930	0.460	2	34,211	11
4/09/12		9/03/12	147		- cash -
	9/03/12	11/19/12	77		Azimut	100	4,266	8.019	9.083	1.064	13	38,750	81
11/19/12		1/14/13	56		- cash -
	1/14/13	3/18/13	63		Azimut	100	3,333	11.624	12.066	0.442	4	40,223	24
3/18/13		5/20/13	63		- cash -
	5/20/13	7/08/13	49		MFE-MediaForEurope	100	3,223	12.480	16.290	3.810	31	52,503	628
7/08/13		9/09/13	63		- cash -
	9/09/13	1/06/14	119		YOOX Net-a-Porter	100	2,142	24.500	34.300	9.800	40	73,494	181
1/06/14		2/24/14	49		- cash -
	2/24/14	5/12/14	77		UBI Banca	100	12,018	6.115	6.495	0.380	6	78,061	33
5/12/14		1/26/15	259		- cash -
	1/26/15	6/08/15	133		Fiat Chrysler	100	9,799	7.966	9.247	1.281	16	90,614	51
6/08/15		4/25/16	322		- cash -
	4/25/16	5/23/16	28		Brembo	100	9,600	9.438	10.260	0.822	9	98,505	197
5/23/16		1/02/17	224		- cash -
	1/02/17	3/06/17	63		STMicroel Italy	100	9,112	10.810	14.500	3.690	34	132,128	448
3/06/17		5/08/17	63		- cash -
	5/08/17	7/24/17	77		STMicroel Italy	100	8,785	15.040	14.240	-0.800	-5	125,100	-23
7/24/17		3/04/19	588		- cash -
	3/04/19	5/27/19	84		Juventus Football	100	10,121	12.360	14.480	2.120	17	146,557	99
5/27/19		12/23/19	210		- cash -
	12/23/19	1/20/20	28		STMicroel Italy	100	6,038	24.270	24.030	-0.240	-1	145,108	-12
1/20/20		6/01/20	133		- cash -
	6/01/20	8/24/20	84		DiaSorin	100	799	181.500	163.500	-18.000	-10	130,726	-36
8/24/20		1/11/21	140		- cash -
	1/11/21	7/19/21	189		CNH Industrial	100	11,841	11.040	12.920	1.880	17	152,987	35
7/19/21		11/21/22	490		- cash -
	11/21/22	4/03/23	133		Unicredit	100	11,533	13.264	17.930	4.666	35	206,800	129
4/03/23		12/25/23	266		- cash -
	12/25/23	6/17/24	175		Leonardo	100	14,020	14.750	21.790	7.040	48	305,500	126
6/17/24		10/11/25	481		- cash -
accum	1/16/06	6/17/24	2044	days out of 7222 invested (28%)						2,955		305,500	84

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Fiat Chrysler	long	9/04/06	4/30/07	238	3.17	6.05	2.87	90.62
		5/21/07	6/25/07	35	5.93	6.04	0.11	1.88
		2/07/11	4/18/11	70	4.80	4.12	-0.68	-14.18
		1/26/15	6/08/15	133	7.97	9.25	1.28	16.08	93.47
Leonardo		12/25/23	6/17/24	175	14.75	21.79	7.04	47.73	47.73
Banca Generali		5/18/09	7/13/09	56	4.79	5.70	0.90	18.83
		8/31/09	11/23/09	84	6.96	8.32	1.36	19.54	42.05
Tenaris		1/16/06	5/15/06	119	10.66	15.13	4.47	41.96	41.96
YOOX Net-a-Porter		9/09/13	1/06/14	119	24.50	34.30	9.80	40.00	40.00
Unicredit		11/21/22	4/03/23	133	13.26	17.93	4.67	35.18	35.18
MFE-MediaForEurope		5/20/13	7/08/13	49	12.48	16.29	3.81	30.53	30.53
STMicroel Italy		1/02/17	3/06/17	63	10.81	14.50	3.69	34.14
		5/08/17	7/24/17	77	15.04	14.24	-0.80	-5.32
		12/23/19	1/20/20	28	24.27	24.03	-0.24	-0.99	25.74
Azimut		9/03/12	11/19/12	77	8.02	9.08	1.06	13.27
		1/14/13	3/18/13	63	11.62	12.07	0.44	3.80	17.58
Juventus Football		3/04/19	5/27/19	84	12.36	14.48	2.12	17.15	17.15
CNH Industrial		1/11/21	7/19/21	189	11.04	12.92	1.88	17.03	17.03
Brembo		4/25/16	5/23/16	28	9.44	10.26	0.82	8.71	8.71
UBI Banca		2/24/14	5/12/14	77	6.12	6.50	0.38	6.21	6.21
Luxottica		2/06/12	4/09/12	63	25.47	25.93	0.46	1.81	1.81
DiaSorin		6/01/20	8/24/20	84	181.50	163.50	-18.00	-9.92	-9.92

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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