Assessment - FTSE / Milano Italia Borsa - 5/06/24 - RS = 14
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/29/24
prc diff
⇓ Δ14
∅-RS
MIB 40
34,657.400
Fri
0.93
33,986.900
1.97
30,233.600
3,753.300
12.41
14.71
L
Banca MPS
4.734
Fri
1.11
4.613
2.62
3.191
1.422
44.56
62.35
Leonardo
22.760
Fri
2.99
22.460
1.34
16.200
6.260
38.64
57.92
L
BPER Banca
4.742
Fri
-0.38
4.840
-2.02
3.229
1.611
49.89
53.97
L
Unipol
8.575
Fri
0.18
8.415
1.90
5.598
2.817
50.32
52.07
L
Saipem
2.157
Fri
0.42
2.179
-1.01
1.518
0.662
43.59
45.27
Unicredit
36.025
Fri
0.10
34.840
3.40
26.675
8.165
30.61
43.86
L
Intesa Sanpaolo
3.601
Fri
0.59
3.563
1.05
2.782
0.781
28.07
35.40
L
Prysmian
56.000
Fri
2.15
52.040
7.61
40.200
11.840
29.45
33.29
L
Banco BPM
6.228
Fri
1.43
6.222
0.10
4.787
1.435
29.98
31.33
Iveco
11.745
Fri
0.21
11.505
2.09
9.750
1.755
18.00
29.36
Ferrari
374.500
Fri
-0.85
397.600
-5.81
315.900
81.700
25.86
27.29
Pirelli
6.234
Fri
2.70
6.142
1.50
5.170
0.972
18.80
26.64
L
Hera
3.500
Fri
0.92
3.456
1.27
3.224
0.232
7.20
19.53
L
Banca Mediolanum
10.790
Fri
2.57
10.280
4.96
9.352
0.928
9.92
18.69
L
Poste Italiane
12.305
Fri
0.29
12.090
1.78
10.055
2.035
20.24
18.61
L
Generali
24.400
Fri
1.33
23.340
4.54
20.520
2.820
13.74
18.50
L
Mediobanca
14.450
Fri
2.41
13.680
5.63
12.125
1.555
12.82
17.15
Brunello Cucinelli
95.150
Fri
-0.94
96.600
-1.50
91.250
5.350
5.86
15.89
Azimut
25.620
Fri
0.31
25.250
1.47
25.470
-0.220
-0.86
14.84
L
FinecoBank
15.150
Fri
1.07
14.590
3.84
13.360
1.230
9.21
14.32
L
Banca Generali
39.960
Fri
2.94
37.160
7.53
34.850
2.310
6.63
12.25
A2A
1.925
Fri
0.31
1.880
2.39
1.788
0.092
5.15
8.77
Recordati
50.800
Fri
0.89
50.350
0.89
50.640
-0.290
-0.57
8.22
Moncler
63.440
Fri
64.280
-1.31
57.280
7.000
12.22
8.10
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/29/24
prc diff
⇓ Δ14
∅-RS
L
Amplifon
34.470
Fri
1.92
33.000
4.45
30.080
2.920
9.71
8.04
Stellantis
20.280
Fri
0.25
20.230
0.25
19.474
0.756
3.88
7.26
Tenaris
15.960
Fri
-0.06
15.870
0.57
14.985
0.885
5.91
5.67
Enel
6.755
Fri
3.76
6.325
6.80
6.223
0.102
1.64
3.26
Eni
15.180
Fri
1.00
14.854
2.19
14.920
-0.066
-0.44
3.07
DiaSorin
98.540
Fri
5.59
92.980
5.98
86.400
6.580
7.62
1.91
ERG
26.880
Fri
1.13
25.760
4.35
26.960
-1.200
-4.45
1.75
L
Italgas
5.320
Fri
0.95
5.290
0.57
5.180
0.110
2.12
1.69
Terna
7.872
Fri
1.97
7.460
5.52
7.628
-0.168
-2.20
-1.10
Snam
4.426
Fri
0.09
4.344
1.89
4.448
-0.104
-2.34
-5.31
S
Inwit
10.370
Fri
0.58
10.170
1.97
11.200
-1.030
-9.20
-8.28
S
Interpump
43.100
Fri
1.60
41.480
3.91
46.190
-4.710
-10.20
-8.68
S
STMicroel Italy
37.665
Fri
0.17
37.240
1.14
40.945
-3.705
-9.05
-10.70
L
Campari
9.822
Fri
-0.89
9.436
4.09
9.250
0.186
2.01
-11.81
S
Telecom Italia
0.226
Fri
0.49
0.226
0.13
0.279
-0.053
-18.97
-13.96
S
Nexi
6.224
Fri
2.54
5.642
10.32
7.182
-1.540
-21.44
-15.71
MIB - 40 out of 40 instruments rated - 5/06/24 / 1/29/24 - 29 did rise, Market-Ratio(14) = 72.50 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * L14 - 45 ex 7 (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
5/22/06
126
Tenaris
100
938
10.657
12.508
1.851
17
11,736
59
5/22/06
5/29/06
7
- cash -
5/29/06
6/05/06
7
Tenaris
100
785
14.933
14.431
-0.502
-3
11,342
-83
6/05/06
8/28/06
84
- cash -
8/28/06
6/04/07
280
Stellantis
100
3,613
3.139
5.883
2.744
87
21,257
127
6/04/07
6/11/07
7
- cash -
6/11/07
7/09/07
28
Stellantis
100
3,764
5.647
6.639
0.993
18
24,993
726
7/09/07
4/28/08
294
- cash -
4/28/08
5/12/08
14
Saipem
100
14
1,762.380
1,767.140
4.760
0
25,059
7
5/12/08
5/19/08
7
- cash -
5/19/08
5/26/08
7
Tenaris
100
1,325
18.907
18.658
-0.249
-1
24,729
-50
5/26/08
6/16/08
21
- cash -
6/16/08
6/23/08
7
Tenaris
100
1,241
19.921
21.675
1.754
9
26,906
8,046
6/23/08
4/27/09
308
- cash -
4/27/09
1/18/10
266
Amplifon
100
16,111
1.670
3.123
1.453
87
50,307
136
1/18/10
3/08/10
49
- cash -
3/08/10
4/19/10
42
Amplifon
100
13,415
3.750
3.955
0.205
5
53,058
59
4/19/10
5/03/10
14
- cash -
5/03/10
5/10/10
7
Amplifon
100
13,449
3.945
3.723
-0.223
-6
50,065
-95
5/10/10
8/23/10
105
- cash -
8/23/10
10/25/10
63
DiaSorin
100
1,602
31.240
29.520
-1.720
-6
47,310
-28
10/25/10
5/16/11
203
Stellantis
100
13,902
3.403
4.720
1.317
39
65,622
80
5/16/11
11/14/11
182
- cash -
11/14/11
11/21/11
7
Campari
100
24,716
2.655
2.535
-0.120
-5
62,656
-91
11/21/11
12/05/11
14
- cash -
12/05/11
1/09/12
35
Eni
100
3,879
16.150
16.250
0.100
1
63,044
7
1/09/12
2/06/12
28
- cash -
2/06/12
4/23/12
77
Interpump
100
10,631
5.930
6.315
0.385
6
67,137
35
4/23/12
4/30/12
7
- cash -
4/30/12
5/07/12
7
Interpump
100
9,960
6.740
6.275
-0.465
-7
62,506
-98
5/07/12
7/30/12
84
- cash -
7/30/12
8/06/12
7
Azimut
100
8,535
7.323
7.384
0.061
1
63,026
54
8/06/12
8/13/12
7
- cash -
8/13/12
10/08/12
56
Tenaris
100
3,812
16.530
15.780
-0.750
-5
60,167
-26
10/08/12
4/14/14
553
Azimut
100
6,814
8.829
21.826
12.997
147
148,729
82
4/14/14
6/30/14
77
Banco BPM
100
10,131
14.680
12.030
-2.650
-18
121,882
-61
6/30/14
8/25/14
56
- cash -
8/25/14
9/01/14
7
Leonardo
100
17,082
7.135
7.160
0.025
0
122,309
20
9/01/14
11/17/14
77
- cash -
11/17/14
12/15/14
28
Stellantis
100
18,368
6.658
6.085
-0.574
-9
111,770
-69
12/15/14
12/29/14
14
- cash -
12/29/14
1/05/15
7
Stellantis
100
17,226
6.488
6.315
-0.173
-3
108,781
-76
1/05/15
1/19/15
14
- cash -
1/19/15
7/06/15
168
Stellantis
100
15,425
7.052
8.460
1.408
20
130,496
49
7/06/15
7/13/15
7
- cash -
7/13/15
7/27/15
14
Recordati
100
6,412
20.350
20.800
0.450
2
133,382
77
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
7/27/15
8/03/15
7
- cash -
8/03/15
8/24/15
21
Recordati
100
5,637
23.660
20.120
-3.540
-15
113,427
-94
8/24/15
10/12/15
49
- cash -
10/12/15
10/19/15
7
A2A
100
94,997
1.194
1.249
0.055
5
118,651
947
10/19/15
11/02/15
14
- cash -
11/02/15
11/09/15
7
Recordati
100
5,190
22.860
22.150
-0.710
-3
114,967
-81
11/09/15
11/30/15
21
- cash -
11/30/15
1/18/16
49
Recordati
100
4,885
23.530
21.830
-1.700
-7
106,662
-43
1/18/16
4/18/16
91
- cash -
4/18/16
6/13/16
56
DiaSorin
100
2,093
50.950
53.250
2.300
5
111,476
33
6/13/16
9/19/16
98
- cash -
9/19/16
9/26/16
7
STMicroel Italy
100
15,891
7.015
7.130
0.115
2
113,303
133
9/26/16
10/03/16
7
- cash -
10/03/16
11/21/16
49
STMicroel Italy
100
15,758
7.190
8.990
1.800
25
141,668
428
11/21/16
12/05/16
14
- cash -
12/05/16
2/12/18
434
STMicroel Italy
100
14,635
9.680
17.470
7.790
80
255,674
64
2/12/18
2/19/18
7
- cash -
2/19/18
3/05/18
14
Stellantis
100
14,404
17.750
16.156
-1.594
-9
232,714
-91
3/05/18
3/12/18
7
- cash -
3/12/18
5/28/18
77
ERG
100
12,076
19.270
17.530
-1.740
-9
211,702
-36
5/28/18
6/04/18
7
Moncler
100
5,362
39.480
39.840
0.360
1
213,633
61
6/04/18
6/11/18
7
- cash -
6/11/18
6/25/18
14
Moncler
100
5,227
40.870
38.830
-2.040
-5
202,969
-74
6/25/18
9/10/18
77
- cash -
9/10/18
9/24/18
14
Amplifon
100
10,610
19.130
19.540
0.410
2
207,320
74
9/24/18
10/01/18
7
- cash -
10/01/18
10/08/18
7
Saipem
100
806
257.048
240.286
-16.762
-7
193,809
-97
10/08/18
1/21/19
105
- cash -
1/21/19
6/03/19
133
Campari
100
24,440
7.930
8.740
0.810
10
213,606
31
6/03/19
6/17/19
14
Recordati
100
5,693
37.520
35.970
-1.550
-4
204,782
-67
6/17/19
8/05/19
49
Azimut
100
12,640
16.200
16.365
0.165
1
206,867
8
8/05/19
8/12/19
7
- cash -
8/12/19
10/21/19
70
Inwit
100
22,497
9.195
9.270
0.075
1
208,555
4
10/21/19
2/24/20
126
Azimut
100
11,459
18.200
20.720
2.520
14
237,431
46
2/24/20
3/02/20
7
STMicroel Italy
100
9,031
26.290
24.310
-1.980
-8
219,550
-98
3/02/20
6/15/20
105
- cash -
6/15/20
9/07/20
84
DiaSorin
100
1,292
169.900
144.500
-25.400
-15
186,733
-51
9/07/20
9/14/20
7
Nexi
100
12,281
15.205
16.355
1.150
8
200,856
4,378
9/14/20
9/21/20
7
- cash -
9/21/20
9/28/20
7
Nexi
100
11,881
16.905
16.840
-0.065
0
200,084
-18
9/28/20
10/05/20
7
- cash -
10/05/20
10/19/20
14
DiaSorin
100
1,087
184.000
193.600
9.600
5
210,519
277
10/19/20
11/09/20
21
- cash -
11/09/20
2/22/21
105
Amplifon
100
6,191
34.000
34.890
0.890
3
216,029
9
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/22/21
9/20/21
210
Banco BPM
100
100,806
2.143
2.548
0.405
19
256,856
35
9/20/21
11/29/21
70
Interpump
100
4,478
57.350
59.800
2.450
4
267,827
24
11/29/21
12/06/21
7
- cash -
12/06/21
1/24/22
49
Brunello Cucinelli
100
4,706
56.900
52.250
-4.650
-8
245,944
-47
1/24/22
8/15/22
203
- cash -
8/15/22
8/22/22
7
ERG
100
7,083
34.720
34.000
-0.720
-2
240,844
-66
8/22/22
10/24/22
63
- cash -
10/24/22
1/16/23
84
Tenaris
100
15,886
15.160
16.025
0.865
6
254,585
27
1/16/23
5/22/23
126
Unicredit
100
17,215
14.788
19.102
4.314
29
328,851
110
5/22/23
6/19/23
28
- cash -
6/19/23
10/09/23
112
Unicredit
100
16,696
19.696
22.140
2.444
12
369,656
46
10/09/23
10/16/23
7
- cash -
10/16/23
10/23/23
7
Leonardo
100
25,904
14.270
13.675
-0.595
-4
354,243
-89
10/23/23
11/13/23
21
- cash -
11/13/23
12/25/23
42
BPER Banca
100
100,380
3.529
3.045
-0.484
-14
305,659
-72
12/25/23
5/10/24
137
Banca MPS
100
97,999
3.119
4.734
1.615
52
463,927
204
accum 1/16/06
5/10/24 4318
days out of 6705 invested (64%)
4,539
463,927
38
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Stellantis long 8/28/06 6/04/07 280 3.14 5.88 2.74 87.42
6/11/07 7/09/07 28 5.65 6.64 0.99 17.58
10/25/10 5/16/11 203 3.40 4.72 1.32 38.71
11/17/14 12/15/14 28 6.66 6.08 -0.57 -8.62
12/29/14 1/05/15 7 6.49 6.31 -0.17 -2.67
1/19/15 7/06/15 168 7.05 8.46 1.41 19.96
2/19/18 3/05/18 14 17.75 16.16 -1.59 -8.98 196.84
Azimut 7/30/12 8/06/12 7 7.32 7.38 0.06 0.83
10/08/12 4/14/14 553 8.83 21.83 13.00 147.21
6/17/19 8/05/19 49 16.20 16.37 0.16 1.02
10/21/19 2/24/20 126 18.20 20.72 2.52 13.85 186.67
STMicroel Italy 9/19/16 9/26/16 7 7.02 7.13 0.12 1.64
10/03/16 11/21/16 49 7.19 8.99 1.80 25.03
12/05/16 2/12/18 434 9.68 17.47 7.79 80.48
2/24/20 3/02/20 7 26.29 24.31 -1.98 -7.53 112.08
Amplifon 4/27/09 1/18/10 266 1.67 3.12 1.45 86.98
3/08/10 4/19/10 42 3.75 3.96 0.21 5.47
5/03/10 5/10/10 7 3.95 3.72 -0.22 -5.64
9/10/18 9/24/18 14 19.13 19.54 0.41 2.14
11/09/20 2/22/21 105 34.00 34.89 0.89 2.62 95.04
Banca MPS 12/25/23 5/10/24 137 3.12 4.73 1.62 51.78 51.78
Unicredit 1/16/23 5/22/23 126 14.79 19.10 4.31 29.17
6/19/23 10/09/23 112 19.70 22.14 2.44 12.41 45.20
Tenaris 1/16/06 5/22/06 126 10.66 12.51 1.85 17.37
5/29/06 6/05/06 7 14.93 14.43 -0.50 -3.36
5/19/08 5/26/08 7 18.91 18.66 -0.25 -1.32
6/16/08 6/23/08 7 19.92 21.68 1.75 8.80
8/13/12 10/08/12 56 16.53 15.78 -0.75 -4.54
10/24/22 1/16/23 84 15.16 16.03 0.86 5.71 22.89
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Nexi 9/07/20 9/14/20 7 15.21 16.36 1.15 7.56
9/21/20 9/28/20 7 16.91 16.84 -0.07 -0.38 7.15
Campari 11/14/11 11/21/11 7 2.66 2.54 -0.12 -4.52
1/21/19 6/03/19 133 7.93 8.74 0.81 10.21 5.23
A2A 10/12/15 10/19/15 7 1.19 1.25 0.06 4.61 4.61
Interpump 2/06/12 4/23/12 77 5.93 6.32 0.39 6.49
4/30/12 5/07/12 7 6.74 6.28 -0.47 -6.90
9/20/21 11/29/21 70 57.35 59.80 2.45 4.27 3.38
Inwit 8/12/19 10/21/19 70 9.20 9.27 0.07 0.82 0.82
Eni 12/05/11 1/09/12 35 16.15 16.25 0.10 0.62 0.62
Banco BPM 4/14/14 6/30/14 77 14.68 12.03 -2.65 -18.05
2/22/21 9/20/21 210 2.14 2.55 0.41 18.90 -2.56
Leonardo 8/25/14 9/01/14 7 7.14 7.16 0.03 0.35
10/16/23 10/23/23 7 14.27 13.68 -0.59 -4.17 -3.83
Moncler 5/28/18 6/04/18 7 39.48 39.84 0.36 0.91
6/11/18 6/25/18 14 40.87 38.83 -2.04 -4.99 -4.13
Saipem 4/28/08 5/12/08 14 1,762.38 1,767.14 4.76 0.27
10/01/18 10/08/18 7 257.05 240.29 -16.76 -6.52 -6.27
Brunello Cucinelli 12/06/21 1/24/22 49 56.90 52.25 -4.65 -8.17 -8.17
ERG 3/12/18 5/28/18 77 19.27 17.53 -1.74 -9.03
8/15/22 8/22/22 7 34.72 34.00 -0.72 -2.07 -10.92
DiaSorin 8/23/10 10/25/10 63 31.24 29.52 -1.72 -5.51
4/18/16 6/13/16 56 50.95 53.25 2.30 4.51
6/15/20 9/07/20 84 169.90 144.50 -25.40 -14.95
10/05/20 10/19/20 14 184.00 193.60 9.60 5.22 -11.62
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
BPER Banca 11/13/23 12/25/23 42 3.53 3.05 -0.48 -13.71 -13.71
Recordati 7/13/15 7/27/15 14 20.35 20.80 0.45 2.21
8/03/15 8/24/15 21 23.66 20.12 -3.54 -14.96
11/02/15 11/09/15 7 22.86 22.15 -0.71 -3.11
11/30/15 1/18/16 49 23.53 21.83 -1.70 -7.22
6/03/19 6/17/19 14 37.52 35.97 -1.55 -4.13 -25.09
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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