Assessment - FTSE / Milano Italia Borsa - 5/06/24 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ28
∅-RS
MIB 40
34,657.400
Fri
0.93
33,986.900
1.97
27,558.800
6,428.100
23.33
14.71
L
Banca MPS
4.734
Fri
1.11
4.613
2.62
2.405
2.208
91.81
62.35
Leonardo
22.760
Fri
2.99
22.460
1.34
13.675
8.785
64.24
57.92
L
BPER Banca
4.742
Fri
-0.38
4.840
-2.02
2.981
1.859
62.36
53.97
L
Unipol
8.575
Fri
0.18
8.415
1.90
5.106
3.309
64.81
52.07
L
Saipem
2.157
Fri
0.42
2.179
-1.01
1.428
0.751
52.59
45.27
Unicredit
36.025
Fri
0.10
34.840
3.40
22.690
12.150
53.55
43.86
L
Intesa Sanpaolo
3.601
Fri
0.59
3.563
1.05
2.406
1.157
48.09
35.40
L
Prysmian
56.000
Fri
2.15
52.040
7.61
34.810
17.230
49.50
33.29
L
Banco BPM
6.228
Fri
1.43
6.222
0.10
4.740
1.482
31.27
31.33
Iveco
11.745
Fri
0.21
11.505
2.09
7.842
3.663
46.71
29.36
Ferrari
374.500
Fri
-0.85
397.600
-5.81
286.100
111.500
38.97
27.29
Pirelli
6.234
Fri
2.70
6.142
1.50
4.160
1.982
47.64
26.64
L
Hera
3.500
Fri
0.92
3.456
1.27
2.542
0.914
35.96
19.53
L
Banca Mediolanum
10.790
Fri
2.57
10.280
4.96
7.724
2.556
33.09
18.69
L
Poste Italiane
12.305
Fri
0.29
12.090
1.78
9.166
2.924
31.90
18.61
L
Generali
24.400
Fri
1.33
23.340
4.54
18.255
5.085
27.86
18.50
L
Mediobanca
14.450
Fri
2.41
13.680
5.63
11.160
2.520
22.58
17.15
Brunello Cucinelli
95.150
Fri
-0.94
96.600
-1.50
76.100
20.500
26.94
15.89
Azimut
25.620
Fri
0.31
25.250
1.47
19.535
5.715
29.26
14.84
L
FinecoBank
15.150
Fri
1.07
14.590
3.84
10.970
3.620
33.00
14.32
L
Banca Generali
39.960
Fri
2.94
37.160
7.53
30.690
6.470
21.08
12.25
A2A
1.925
Fri
0.31
1.880
2.39
1.698
0.182
10.72
8.77
Recordati
50.800
Fri
0.89
50.350
0.89
44.030
6.320
14.35
8.22
Moncler
63.440
Fri
64.280
-1.31
52.740
11.540
21.88
8.10
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ28
∅-RS
L
Amplifon
34.470
Fri
1.92
33.000
4.45
27.060
5.940
21.95
8.04
Stellantis
20.280
Fri
0.25
20.230
0.25
18.022
2.208
12.25
7.26
Tenaris
15.960
Fri
-0.06
15.870
0.57
15.395
0.475
3.09
5.67
Enel
6.755
Fri
3.76
6.325
6.80
5.691
0.634
11.14
3.26
Eni
15.180
Fri
1.00
14.854
2.19
15.436
-0.582
-3.77
3.07
DiaSorin
98.540
Fri
5.59
92.980
5.98
83.680
9.300
11.11
1.91
ERG
26.880
Fri
1.13
25.760
4.35
22.460
3.300
14.69
1.75
L
Italgas
5.320
Fri
0.95
5.290
0.57
4.776
0.514
10.76
1.69
Terna
7.872
Fri
1.97
7.460
5.52
7.206
0.254
3.52
-1.10
Snam
4.426
Fri
0.09
4.344
1.89
4.367
-0.023
-0.53
-5.31
S
Inwit
10.370
Fri
0.58
10.170
1.97
10.100
0.070
0.69
-8.28
S
Interpump
43.100
Fri
1.60
41.480
3.91
40.220
1.260
3.13
-8.68
S
STMicroel Italy
37.665
Fri
0.17
37.240
1.14
37.820
-0.580
-1.53
-10.70
L
Campari
9.822
Fri
-0.89
9.436
4.09
10.960
-1.524
-13.91
-11.81
S
Telecom Italia
0.226
Fri
0.49
0.226
0.13
0.251
-0.025
-9.82
-13.96
S
Nexi
6.224
Fri
2.54
5.642
10.32
6.430
-0.788
-12.26
-15.71
MIB - 40 out of 40 instruments rated - 5/06/24 / 10/23/23 - 34 did rise, Market-Ratio(28) = 85.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
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
1/02/06
1/09/06
7
- cash -
long
1/09/06
9/18/06
252
Tenaris
100
978
10.224
13.792
3.568
35
13,490
54
short
9/18/06
11/27/06
70
MFE-MediaForEurope
100
320
42.025
44.660
39.390
-2.635
-6
12,646
-29
long
11/27/06
7/30/07
245
Fiat Chrysler
100
3,267
3.870
5.969
2.099
54
19,504
91
short
7/30/07
8/17/09
749
Telecom Italia
100
10,053
1.940
1.034
3.640
1.700
88
36,592
36
long
8/17/09
4/26/10
252
Banca Generali
100
5,502
6.650
8.315
1.665
25
45,753
38
short
4/26/10
12/20/10
238
Unipol
100
3,191
14.338
9.300
22.105
7.767
54
70,538
94
long
12/20/10
6/27/11
189
Exor
100
3,023
23.330
20.230
-3.100
-13
61,167
-24
short
6/27/11
11/05/12
497
UnipolSai
100
11,923
5.130
0.935
28.146
23.016
449
335,591
249
long
11/05/12
8/04/14
637
Azimut
100
36,069
9.304
18.460
9.156
98
665,839
48
short
8/04/14
1/26/15
175
YOOX Net-a-Porter
100
36,049
18.470
19.040
17.900
-0.570
-3
645,291
-6
long
1/26/15
9/21/15
238
Fiat Chrysler
100
81,004
7.966
8.487
0.520
7
687,446
10
short
9/21/15
12/26/16
462
Saipem
100
1,419
484.286
244.286
960.075
475.789
98
1,362,591
72
long
12/26/16
11/27/17
336
STMicroel Italy
100
126,752
10.750
20.210
9.460
88
2,561,665
99
short
11/27/17
1/08/18
42
Leonardo
100
250,652
10.220
10.570
9.870
-0.350
-3
2,473,936
-26
long
1/08/18
2/12/18
35
Fiat Chrysler
100
136,560
18.116
17.656
-0.460
-3
2,411,119
-24
short
2/12/18
4/29/19
441
Leonardo
100
279,064
8.640
10.415
6.865
-1.775
-21
1,915,780
-17
long
4/29/19
3/02/20
308
Azimut
100
106,580
17.975
18.590
0.615
3
1,981,327
4
short
3/02/20
9/28/20
210
Juventus Football
100
213,321
9.288
8.646
9.978
0.690
7
2,128,454
13
long
9/28/20
2/01/21
126
DiaSorin
100
12,461
170.800
180.000
9.200
5
2,243,096
16
short
2/01/21
2/08/21
7
BPER Banca
100
1,463,206
1.533
1.910
1.157
-0.377
-25
1,692,198
-100
long
2/08/21
1/24/22
350
CNH Industrial
100
142,321
11.890
13.125
1.235
10
1,867,965
11
short
1/24/22
1/31/22
7
Nexi
100
144,411
12.935
12.910
12.960
0.025
0
1,871,575
11
long
1/31/22
2/07/22
7
Unicredit
100
133,779
13.990
14.784
0.794
6
1,977,796
1,679
short
2/07/22
2/06/23
364
Saipem
100
34,425
57.452
1.368
2,412.816
2,355.364
4,100
83,061,201
4,143
long
2/06/23
10/23/23
259
Unicredit
100
4,538,367
18.302
22.690
4.388
24
103m
35
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
10/23/23
1/08/24
77
CNH Industrial
100
9,760,716
10.550
11.080
10.020
-0.530
-5
97,802,376
-22
long
1/08/24
5/10/24
123
Leonardo
100
5,974,488
16.370
22.760
6.390
39
136m
166
accum 1/09/06
5/10/24 6698
days out of 6705 invested (100%)
1,359,694
136m
68
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Saipem short 9/21/15 12/26/16 462 484.29 244.29 960.08 475.79 98.25
short 2/07/22 2/06/23 364 57.45 1.37 2,412.82 2,355.36 4,099.71 8,225.73
UnipolSai short 6/27/11 11/05/12 497 5.13 0.94 28.15 23.02 448.66 448.66
Azimut long 11/05/12 8/04/14 637 9.30 18.46 9.16 98.41
long 4/29/19 3/02/20 308 17.98 18.59 0.61 3.42 105.20
STMicroel Italy long 12/26/16 11/27/17 336 10.75 20.21 9.46 88.00 88.00
Telecom Italia short 7/30/07 8/17/09 749 1.94 1.03 3.64 1.70 87.62 87.62
Fiat Chrysler long 11/27/06 7/30/07 245 3.87 5.97 2.10 54.24
long 1/26/15 9/21/15 238 7.97 8.49 0.52 6.53
long 1/08/18 2/12/18 35 18.12 17.66 -0.46 -2.54 60.14
Unipol short 4/26/10 12/20/10 238 14.34 9.30 22.11 7.77 54.17 54.17
Tenaris long 1/09/06 9/18/06 252 10.22 13.79 3.57 34.90 34.90
Unicredit long 1/31/22 2/07/22 7 13.99 14.78 0.79 5.68
long 2/06/23 10/23/23 259 18.30 22.69 4.39 23.98 31.01
Banca Generali long 8/17/09 4/26/10 252 6.65 8.32 1.67 25.04 25.04
Juventus Football short 3/02/20 9/28/20 210 9.29 8.65 9.98 0.69 7.43 7.43
Leonardo short 11/27/17 1/08/18 42 10.22 10.57 9.87 -0.35 -3.42
short 2/12/18 4/29/19 441 8.64 10.42 6.87 -1.78 -20.54
long 1/08/24 5/10/24 123 16.37 22.76 6.39 39.03 6.69
DiaSorin long 9/28/20 2/01/21 126 170.80 180.00 9.20 5.39 5.39
CNH Industrial long 2/08/21 1/24/22 350 11.89 13.13 1.24 10.39
short 10/23/23 1/08/24 77 10.55 11.08 10.02 -0.53 -5.02 4.84
Nexi short 1/24/22 1/31/22 7 12.94 12.91 12.96 0.03 0.19 0.19
YOOX Net-a-Porter short 8/04/14 1/26/15 175 18.47 19.04 17.90 -0.57 -3.09 -3.09
MFE-MediaForEurope short 9/18/06 11/27/06 70 42.03 44.66 39.39 -2.64 -6.27 -6.27
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Exor long 12/20/10 6/27/11 189 23.33 20.23 -3.10 -13.29 -13.29
BPER Banca short 2/01/21 2/08/21 7 1.53 1.91 1.16 -0.38 -24.56 -24.56
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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