Assessment - FTSE / Milano Italia Borsa in Japanese yen - 7/01/24 - RS = 35
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
10/30/23
prc diff
⇓ Δ35
∅-RS
MIB 40
5,533,429.816
8/12/24
0.46
5,843,339.182
-5.30
4,323,723.165
1,519,616.017
35.15
19.10
L
Unipol
1,555.439
8/12/24
0.06
1,635.161
-4.88
802.438
832.723
103.77
71.71
Banca MPS
896.002
8/12/24
2.17
810.908
10.49
394.893
416.015
105.35
61.36
Leonardo
3,797.178
8/12/24
1.20
3,781.581
0.41
2,241.734
1,539.847
68.69
50.06
L
Prysmian
10,235.570
8/12/24
0.58
9,826.564
4.16
5,429.187
4,397.377
81.00
48.60
BPER Banca
825.813
8/12/24
-0.27
865.847
-4.62
468.115
397.732
84.96
59.00
Unicredit
5,991.258
8/12/24
0.38
6,274.616
-4.52
3,714.873
2,559.743
68.91
48.59
Saipem
345.316
8/12/24
0.63
415.593
-16.91
226.467
189.126
83.51
61.42
Intesa Sanpaolo
601.465
8/12/24
0.54
620.703
-3.10
380.502
240.201
63.13
39.52
Pirelli
909.174
8/12/24
0.50
973.298
-6.59
652.831
320.467
49.09
21.15
Ferrari
66,844.896
8/12/24
66,238.318
0.92
44,565.825
21,672.493
48.63
26.47
Poste Italiane
2,060.632
8/12/24
2,119.557
-2.78
1,454.636
664.921
45.71
25.59
Banco BPM
1,002.067
8/12/24
-0.31
1,077.283
-6.98
746.928
330.354
44.23
32.66
Banca Mediolanum
1,772.941
8/12/24
1.29
1,835.332
-3.40
1,209.192
626.140
51.78
27.58
Iveco
1,497.728
8/12/24
-0.21
1,843.131
-18.74
1,272.767
570.364
44.81
22.38
L
Amplifon
4,878.620
8/12/24
1.33
5,757.292
-15.26
4,013.771
1,743.521
43.44
17.73
Generali
3,890.765
8/12/24
1.35
4,147.260
-6.18
2,932.836
1,214.424
41.41
27.05
Mediobanca
2,431.511
8/12/24
0.94
2,441.910
-0.43
1,747.524
694.385
39.74
24.94
Hera
570.877
8/12/24
0.37
560.825
1.79
407.703
153.122
37.56
18.35
FinecoBank
2,501.701
8/12/24
0.94
2,458.374
1.76
1,748.315
710.059
40.61
17.53
Banca Generali
6,599.569
8/12/24
0.74
6,551.042
0.74
4,815.576
1,735.466
36.04
19.41
Brunello Cucinelli
14,349.902
8/12/24
-1.02
16,230.294
-11.59
11,781.952
4,448.343
37.76
19.46
DiaSorin
17,348.131
8/12/24
0.48
16,166.170
7.31
12,980.706
3,185.464
24.54
10.48
A2A
343.236
8/12/24
0.92
327.465
4.82
277.943
49.522
17.82
15.21
Enel
1,115.757
8/12/24
0.44
1,145.046
-2.56
930.853
214.193
23.01
14.95
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
10/30/23
prc diff
⇓ Δ35
∅-RS
Azimut
3,622.137
8/12/24
1.41
3,878.633
-6.61
3,094.937
783.696
25.32
6.61
Recordati
8,571.814
8/12/24
0.24
8,457.430
1.35
6,836.695
1,620.736
23.71
11.31
S
Moncler
9,036.279
8/12/24
-0.50
9,961.744
-9.29
7,711.248
2,250.496
29.18
4.89
Terna
1,313.675
8/12/24
0.53
1,265.842
3.78
1,146.882
118.960
10.37
4.75
S
Stellantis
2,422.846
8/12/24
-0.57
3,229.421
-24.98
2,694.825
534.596
19.84
2.05
STMicroel Italy
4,649.854
8/12/24
0.49
6,278.082
-25.94
5,575.472
702.610
12.60
-5.59
ERG
4,034.610
8/12/24
4,062.340
-0.68
3,710.129
352.211
9.49
0.46
Snam
757.009
8/12/24
0.60
724.254
4.52
680.190
44.064
6.48
-0.26
S
Tenaris
2,223.542
8/12/24
0.71
2,468.772
-9.93
2,363.507
105.266
4.45
-0.91
S
Eni
2,505.340
8/12/24
1.09
2,518.512
-0.52
2,429.771
88.741
3.65
7.28
S
Italgas
849.902
8/12/24
0.08
802.416
5.92
749.617
52.799
7.04
-2.82
Interpump
6,485.185
8/12/24
1.14
7,105.628
-8.73
6,134.522
971.106
15.83
-0.41
L
Campari
1,382.998
8/12/24
0.38
1,505.007
-8.11
1,642.357
-137.350
-8.36
-9.65
S
Inwit
1,788.539
8/12/24
0.58
1,679.355
6.50
1,599.657
79.698
4.98
-3.70
Telecom Italia
38.318
8/12/24
0.55
39.168
-2.17
38.224
0.943
2.47
-6.20
S
Nexi
983.696
8/12/24
0.46
1,002.760
-1.90
856.208
146.552
17.12
-4.26
MIB - 40 out of 40 instruments rated - 7/01/24 / 10/30/23 - 39 did rise, Market-Ratio(35) in JPY = 97.50 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Japanese yen * S35 - 46 ex 3 (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
8/06/07
581
- cash -
short
8/06/07
8/27/07
21
Telecom Italia
100
32
311.685
330.444
292.926
-18.759
-6
9,400
-66
8/27/07
11/05/07
70
Banca Mediolanum
100
11
837.496
823.639
851.585
14.090
2
9,555
9
11/05/07
11/12/07
7
- cash -
11/12/07
8/18/08
280
Amplifon
100
13
698.172
347.322
1,403.435
705.263
101
18,723
148
8/18/08
9/29/08
42
Telecom Italia
100
100
186.807
167.159
208.766
21.958
12
20,919
163
9/29/08
10/06/08
7
Unicredit
100
1
12,887.020
11,809.566
14,062.776
1,175.756
9
22,095
9,388
10/06/08
10/20/08
14
Stellantis
100
69
316.739
272.947
367.557
50.818
16
25,601
4,740
10/20/08
10/27/08
7
Saipem
100
0
106,353.000
88,574.545
127,699.901
21,346.901
20
25,601
0
10/27/08
11/10/08
14
Tenaris
100
34
749.378
1,059.044
439.711
-309.667
-41
15,072
-100
11/10/08
1/19/09
70
Amplifon
100
109
137.647
92.416
205.016
67.369
49
22,416
698
1/19/09
4/20/09
91
Banco BPM
100
7
2,872.482
3,160.912
2,584.052
-288.430
-10
20,397
-35
4/20/09
6/01/09
42
Interpump
100
53
383.229
480.510
285.948
-97.281
-25
15,241
-92
6/01/09
6/08/09
7
Unipol
100
6
2,195.981
2,066.473
2,333.606
137.625
6
16,067
2,280
6/08/09
6/22/09
14
- cash -
6/22/09
6/29/09
7
Unipol
100
8
1,841.892
1,935.305
1,748.479
-93.413
-5
15,319
-93
6/29/09
7/06/09
7
- cash -
7/06/09
7/20/09
14
Unipol
100
8
1,895.214
1,883.202
1,907.303
12.089
1
15,416
18
7/20/09
5/17/10
301
- cash -
5/17/10
6/28/10
42
Banca MPS
100
0
21,747,868.800
23,359,810.500
20,135,927.100
-1,611,941.700
-7
15,416
0
6/28/10
8/02/10
35
Unipol
100
12
1,272.566
1,322.719
1,222.413
-50.153
-4
14,814
-34
8/02/10
8/09/10
7
- cash -
8/09/10
10/25/10
77
Unipol
100
10
1,354.771
1,291.064
1,421.622
66.851
5
15,483
26
10/25/10
11/08/10
14
- cash -
11/08/10
1/10/11
63
Banco BPM
100
6
2,309.880
1,873.620
2,847.721
537.841
23
18,710
236
1/10/11
6/20/11
161
- cash -
6/20/11
7/04/11
14
Banco BPM
100
13
1,405.749
1,479.257
1,332.242
-73.508
-5
17,754
-75
7/04/11
7/11/11
7
- cash -
7/11/11
9/19/11
70
Banco BPM
100
14
1,192.676
968.080
1,469.380
276.703
23
21,628
197
9/19/11
11/21/11
63
Unicredit
100
8
2,486.094
2,508.967
2,463.221
-22.873
-1
21,445
-5
11/21/11
1/23/12
63
Leonardo
100
68
312.178
350.849
273.507
-38.671
-12
18,815
-54
1/23/12
5/07/12
105
Unicredit
100
10
1,826.030
1,491.612
2,235.424
409.394
22
22,909
102
5/07/12
5/21/12
14
- cash -
5/21/12
7/02/12
42
Unicredit
100
18
1,253.496
1,487.906
1,019.086
-234.410
-19
18,690
-83
7/02/12
7/30/12
28
A2A
100
440
42.445
33.638
53.559
11.114
26
23,580
1,973
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
7/30/12
8/06/12
7
- cash -
8/06/12
8/13/12
7
Unipol
100
131
178.927
193.362
164.492
-14.435
-8
21,689
-99
8/13/12
10/08/12
56
- cash -
10/08/12
12/10/12
63
Unipol
100
119
181.294
151.137
217.469
36.174
20
25,994
187
12/10/12
10/13/14
672
- cash -
10/13/14
11/10/14
28
Prysmian
100
14
1,790.916
2,091.176
1,490.657
-300.259
-17
21,790
-91
11/10/14
1/26/15
77
Banca MPS
100
0
3,865,679.500
2,640,783.360
5,658,729.233
1,793,049.733
46
21,790
0
1/26/15
2/09/15
14
- cash -
2/09/15
2/16/15
7
Banca MPS
100
0
2,354,103.700
2,786,485.140
1,921,722.260
-432,381.440
-18
21,790
0
2/16/15
12/07/15
294
- cash -
12/07/15
4/25/16
140
Banca MPS
100
0
1,798,776.100
829,750.800
3,899,478.564
2,100,702.464
117
21,790
0
4/25/16
5/09/16
14
- cash -
5/09/16
5/16/16
7
Banco BPM
100
35
615.972
568.327
667.611
51.639
8
23,597
6,553
5/16/16
5/23/16
7
- cash -
5/23/16
5/30/16
7
Banco BPM
100
44
530.706
594.264
467.149
-63.558
-12
20,801
-100
5/30/16
6/06/16
7
- cash -
6/06/16
10/10/16
126
Banco BPM
100
55
376.130
272.361
519.435
143.305
38
28,683
155
10/10/16
11/07/16
28
- cash -
11/07/16
12/05/16
28
Banca MPS
100
0
280,022.028
230,920.200
339,564.647
59,542.619
21
28,683
0
12/05/16
5/28/18
539
- cash -
5/28/18
6/04/18
7
Banca MPS
100
4
6,465.564
7,136.979
5,794.150
-671.415
-10
25,997
-100
6/04/18
6/11/18
7
- cash -
6/11/18
6/18/18
7
Banca MPS
100
3
7,514.567
7,369.151
7,662.853
148.286
2
26,442
177
6/18/18
7/02/18
14
- cash -
7/02/18
2/18/19
231
Banca MPS
100
3
6,636.654
3,484.262
12,641.176
6,004.523
90
44,455
177
2/18/19
2/25/19
7
- cash -
2/25/19
3/04/19
7
Banca MPS
100
13
3,401.907
3,546.777
3,257.038
-144.870
-4
42,572
-90
3/04/19
5/13/19
70
- cash -
5/13/19
6/10/19
28
Banca MPS
100
14
3,030.289
2,641.843
3,475.850
445.561
15
48,810
498
6/10/19
3/09/20
273
- cash -
3/09/20
3/23/20
14
Saipem
100
3
12,399.463
12,505.528
12,293.399
-106.064
-1
48,492
-20
3/23/20
3/30/20
7
Leonardo
100
88
548.661
709.179
388.143
-160.518
-29
34,366
-100
3/30/20
4/13/20
14
Stellantis
100
45
750.322
878.222
622.423
-127.900
-17
28,611
-99
4/13/20
5/18/20
35
Saipem
100
2
13,475.928
13,253.161
13,702.439
226.511
2
29,064
19
5/18/20
7/13/20
56
BPER Banca
100
121
239.259
287.552
190.967
-48.293
-20
23,220
-77
7/13/20
11/09/20
119
Saipem
100
1
12,068.405
11,099.032
13,122.441
1,054.036
9
24,274
29
11/09/20
2/14/22
462
- cash -
2/14/22
3/21/22
35
Saipem
100
3
7,098.817
6,675.535
7,548.940
450.122
6
25,625
90
3/21/22
3/28/22
7
- cash -
3/28/22
11/07/22
224
Saipem
100
3
7,365.088
140.263
386,733.010
379,367.922
5,151
1,163,728
63,442
11/07/22
11/21/22
14
- cash -
11/21/22
1/09/23
49
Banca MPS
100
4,446
261.705
314.173
209.238
-52.468
-20
930,457
-81
1/09/23
10/23/23
287
- cash -
10/23/23
11/13/23
21
DiaSorin
100
69
13,361.520
13,809.197
12,913.844
-447.677
-3
899,567
-45
11/13/23
9/23/26
1045
- cash -
accum 8/06/07
11/13/23 2632
days out of 7569 invested (35%)
8,896
899,567
87
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Saipem short 10/20/08 10/27/08 7 106,353.00 88,574.54 127,699.90 21,346.90 20.07
3/09/20 3/23/20 14 12,399.46 12,505.53 12,293.40 -106.06 -0.86
4/13/20 5/18/20 35 13,475.93 13,253.16 13,702.44 226.51 1.68
7/13/20 11/09/20 119 12,068.40 11,099.03 13,122.44 1,054.04 8.73
2/14/22 3/21/22 35 7,098.82 6,675.53 7,548.94 450.12 6.34
3/28/22 11/07/22 224 7,365.09 140.26 386,733.01 379,367.92 5,150.89 7,249.32
Banca MPS 5/17/10 6/28/10 42 21,747,868.80 23,359,810.50 20,135,927.10 -1,611,941.70 -7.41
11/10/14 1/26/15 77 3,865,679.50 2,640,783.36 5,658,729.23 1,793,049.73 46.38
2/09/15 2/16/15 7 2,354,103.70 2,786,485.14 1,921,722.26 -432,381.44 -18.37
12/07/15 4/25/16 140 1,798,776.10 829,750.80 3,899,478.56 2,100,702.46 116.79
11/07/16 12/05/16 28 280,022.03 230,920.20 339,564.65 59,542.62 21.26
5/28/18 6/04/18 7 6,465.56 7,136.98 5,794.15 -671.41 -10.38
6/11/18 6/18/18 7 7,514.57 7,369.15 7,662.85 148.29 1.97
7/02/18 2/18/19 231 6,636.65 3,484.26 12,641.18 6,004.52 90.48
2/25/19 3/04/19 7 3,401.91 3,546.78 3,257.04 -144.87 -4.26
5/13/19 6/10/19 28 3,030.29 2,641.84 3,475.85 445.56 14.70
11/21/22 1/09/23 49 261.71 314.17 209.24 -52.47 -20.05 344.51
Amplifon 11/12/07 8/18/08 280 698.17 347.32 1,403.44 705.26 101.02
11/10/08 1/19/09 70 137.65 92.42 205.02 67.37 48.94 199.40
Banco BPM 1/19/09 4/20/09 91 2,872.48 3,160.91 2,584.05 -288.43 -10.04
11/08/10 1/10/11 63 2,309.88 1,873.62 2,847.72 537.84 23.28
6/20/11 7/04/11 14 1,405.75 1,479.26 1,332.24 -73.51 -5.23
7/11/11 9/19/11 70 1,192.68 968.08 1,469.38 276.70 23.20
5/09/16 5/16/16 7 615.97 568.33 667.61 51.64 8.38
5/23/16 5/30/16 7 530.71 594.26 467.15 -63.56 -11.98
6/06/16 10/10/16 126 376.13 272.36 519.43 143.31 38.10 70.61
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
A2A 7/02/12 7/30/12 28 42.45 33.64 53.56 11.11 26.18 26.18
Unipol 6/01/09 6/08/09 7 2,195.98 2,066.47 2,333.61 137.62 6.27
6/22/09 6/29/09 7 1,841.89 1,935.30 1,748.48 -93.41 -5.07
7/06/09 7/20/09 14 1,895.21 1,883.20 1,907.30 12.09 0.64
6/28/10 8/02/10 35 1,272.57 1,322.72 1,222.41 -50.15 -3.94
8/09/10 10/25/10 77 1,354.77 1,291.06 1,421.62 66.85 4.93
8/06/12 8/13/12 7 178.93 193.36 164.49 -14.44 -8.07
10/08/12 12/10/12 63 181.29 151.14 217.47 36.17 19.95 12.85
Unicredit 9/29/08 10/06/08 7 12,887.02 11,809.57 14,062.78 1,175.76 9.12
9/19/11 11/21/11 63 2,486.09 2,508.97 2,463.22 -22.87 -0.92
1/23/12 5/07/12 105 1,826.03 1,491.61 2,235.42 409.39 22.42
5/21/12 7/02/12 42 1,253.50 1,487.91 1,019.09 -234.41 -18.70 7.61
Telecom Italia 8/06/07 8/27/07 21 311.69 330.44 292.93 -18.76 -6.02
8/18/08 9/29/08 42 186.81 167.16 208.77 21.96 11.75 5.03
Banca Mediolanum 8/27/07 11/05/07 70 837.50 823.64 851.59 14.09 1.68 1.68
DiaSorin 10/23/23 11/13/23 21 13,361.52 13,809.20 12,913.84 -447.68 -3.35 -3.35
Stellantis 10/06/08 10/20/08 14 316.74 272.95 367.56 50.82 16.04
3/30/20 4/13/20 14 750.32 878.22 622.42 -127.90 -17.05 -3.74
Prysmian 10/13/14 11/10/14 28 1,790.92 2,091.18 1,490.66 -300.26 -16.77 -16.77
BPER Banca 5/18/20 7/13/20 56 239.26 287.55 190.97 -48.29 -20.18 -20.18
Interpump 4/20/09 6/01/09 42 383.23 480.51 285.95 -97.28 -25.38 -25.38
Leonardo 11/21/11 1/23/12 63 312.18 350.85 273.51 -38.67 -12.39
3/23/20 3/30/20 7 548.66 709.18 388.14 -160.52 -29.26 -38.02
Tenaris 10/27/08 11/10/08 14 749.38 1,059.04 439.71 -309.67 -41.32 -41.32
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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