Assessment - FTSE / Milano Italia Borsa - 4/22/24 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
10/09/23
prc diff
⇓ Δ28
∅-RS
L
MIB 40
33,939.800
15:35
-0.97
33,724.800
0.64
27,682.100
6,042.700
21.83
14.76
L
Leonardo
21.420
15:35
-2.55
21.750
-1.52
13.560
8.190
60.40
56.75
L
Banca MPS
4.332
15:38
0.56
4.290
0.98
2.446
1.844
75.39
54.96
L
Unipol
8.310
15:35
-0.72
8.265
0.54
5.062
3.203
63.28
51.81
L
Saipem
2.143
15:38
-1.74
2.222
-3.56
1.444
0.778
53.88
50.45
L
BPER Banca
4.723
15:35
1.92
4.514
4.63
2.779
1.735
62.43
46.45
L
Unicredit
34.785
15:37
-0.59
34.130
1.92
22.140
11.990
54.16
44.27
Iveco
11.570
15:35
-3.10
11.875
-2.57
8.526
3.349
39.28
35.26
L
Intesa Sanpaolo
3.503
15:35
-0.40
3.429
2.17
2.377
1.052
44.27
31.90
L
Prysmian
49.440
15:35
-2.72
49.580
-0.28
36.670
12.910
35.21
28.33
L
Banco BPM
6.102
15:37
-0.13
5.892
3.56
4.624
1.268
27.42
26.44
Stellantis
22.890
15:35
-1.63
23.135
-1.06
17.998
5.137
28.54
24.77
Ferrari
386.200
15:36
-1.83
382.800
0.89
283.000
99.800
35.27
24.56
Pirelli
5.942
15:35
-0.64
5.940
0.03
4.440
1.500
33.78
23.51
L
Tenaris
17.350
15:35
-0.57
17.665
-1.78
15.205
2.460
16.18
18.71
L
Mediobanca
13.400
15:36
-1.83
13.615
-1.58
12.060
1.555
12.89
18.09
L
Generali
22.760
15:35
-1.17
22.770
-0.04
18.570
4.200
22.62
16.38
L
Poste Italiane
11.730
15:35
-0.59
11.730
9.542
2.188
22.93
16.00
Brunello Cucinelli
94.600
15:35
-2.02
95.900
-1.36
70.800
25.100
35.45
15.46
Hera
3.396
15:35
0.83
3.262
4.11
2.546
0.716
28.12
13.61
Banca Mediolanum
9.915
15:35
-1.15
9.770
1.48
7.920
1.850
23.36
13.55
Azimut
24.200
15:35
-1.43
24.260
-0.25
20.370
3.890
19.10
11.12
L
FinecoBank
13.990
15:37
-1.41
14.170
-1.27
10.655
3.515
32.99
11.09
Recordati
48.800
15:35
-2.36
51.100
-4.50
44.640
6.460
14.47
10.65
L
Moncler
64.760
15:37
-3.05
65.260
-0.77
54.340
10.920
20.10
9.61
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
10/09/23
prc diff
⇓ Δ28
∅-RS
Banca Generali
36.020
15:35
-0.50
35.620
1.12
32.720
2.900
8.86
8.32
Eni
15.254
15:39
0.09
15.340
-0.56
14.972
0.368
2.46
6.87
DiaSorin
93.660
15:35
-2.46
94.940
-1.35
85.820
9.120
10.63
3.93
Amplifon
31.020
15:35
-0.99
31.570
-1.74
26.150
5.420
20.73
3.15
A2A
1.792
15:35
-1.32
1.752
2.25
1.680
0.072
4.29
1.90
S
Terna
7.446
15:35
-1.64
7.518
-0.96
7.156
0.362
5.06
-0.47
S
Enel
6.060
15:37
-0.49
6.049
0.18
5.604
0.445
7.94
-1.24
Italgas
5.120
15:35
-0.78
5.135
-0.29
4.878
0.257
5.27
-1.76
S
ERG
24.440
15:35
0.83
24.040
1.66
21.960
2.080
9.47
-5.38
S
Snam
4.273
15:35
-1.52
4.306
-0.77
4.446
-0.140
-3.15
-6.68
S
Interpump
40.460
15:35
-1.94
41.020
-1.37
41.780
-0.760
-1.82
-10.37
S
Inwit
9.890
15:35
-0.60
9.985
-0.95
10.595
-0.610
-5.76
-10.69
Campari
9.380
15:35
-1.16
9.534
-1.62
11.270
-1.736
-15.40
-11.65
S
STMicroel Italy
39.620
15:37
0.97
36.700
7.96
41.570
-4.870
-11.72
-12.27
S
Telecom Italia
0.222
15:35
-1.33
0.224
-0.71
0.261
-0.037
-14.08
-15.28
S
Nexi
5.406
15:35
-2.94
5.474
-1.24
5.482
-0.008
-0.15
-19.24
MIB - 40 out of 40 instruments rated - 4/22/24 / 10/09/23 - 33 did rise, Market-Ratio(28) = 82.50 %
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
4/25/24
108
Leonardo
100
5,974,488
16.370
21.420
5.050
31
128m
148
accum 1/09/06
4/25/24 6681
days out of 6688 invested (100%)
1,279,635
128m
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
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
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 4/25/24 108 16.37 21.42 5.05 30.85 0.41
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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