Assessment - FTSE / Milano Italia Borsa - 11/21/16 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
11/21/16
⇓ Δwk
5/09/16
prc diff
⇓ Δ28
∅-RS
MIB 40
34,339.300
Thu
0.55
16,297.300
17,685.800
-1,388.500
-7.85
-8.25
S
STMicroel Italy
37.600
Thu
0.35
8.990
4.714
4.276
90.71
54.02
Tenaris
15.970
Thu
1.98
14.730
11.130
3.600
32.35
28.62
Leonardo
22.100
Thu
0.23
11.950
10.260
1.690
16.47
12.54
L
Amplifon
33.820
Thu
1.38
9.140
8.270
0.870
10.52
11.71
L
Prysmian
54.820
Thu
3.75
22.350
20.410
1.940
9.51
9.56
Stellantis
20.230
Thu
2.17
7.070
6.615
0.455
6.88
9.36
Brunello Cucinelli
96.050
Thu
-0.41
17.940
17.250
0.690
4.00
7.59
S
Interpump
42.420
Thu
-0.61
14.690
12.090
2.600
21.51
7.50
Moncler
63.440
Thu
0.35
15.040
14.610
0.430
2.94
3.66
L
Campari
9.910
Thu
0.41
4.435
4.383
0.052
1.20
3.58
Recordati
50.350
Thu
-1.66
25.320
23.710
1.610
6.79
2.84
DiaSorin
93.320
Thu
1.21
51.800
52.700
-0.900
-1.71
-0.28
L
Mediobanca
14.110
Thu
0.79
6.340
6.245
0.095
1.52
-4.29
L
Saipem
2.148
Thu
1.66
191.905
177.714
14.191
7.99
-5.77
Enel
6.508
Thu
0.90
3.650
3.890
-0.240
-6.17
-6.10
Eni
15.032
Thu
0.62
12.570
13.380
-0.810
-6.05
-6.25
L
Unipol
8.555
Thu
-0.98
2.780
3.462
-0.682
-19.70
-8.78
S
Inwit
10.310
Thu
1.58
4.044
4.368
-0.324
-7.42
-8.83
L
Banca Generali
38.820
Thu
1.68
19.870
23.810
-3.940
-16.55
-9.14
A2A
1.919
Thu
0.37
1.080
1.214
-0.134
-11.04
-9.17
L
Intesa Sanpaolo
3.580
Thu
-0.39
2.010
2.240
-0.230
-10.27
-10.47
L
Generali
24.080
Thu
0.75
11.230
12.930
-1.700
-13.15
-11.21
L
Poste Italiane
12.265
Thu
-0.37
5.650
6.650
-1.000
-15.04
-11.72
L
Banca Mediolanum
10.520
Thu
0.38
5.760
7.315
-1.555
-21.26
-12.46
⇓ instrument
freshest
⇓ Δday
11/21/16
⇓ Δwk
5/09/16
prc diff
⇓ Δ28
∅-RS
L
BPER Banca
4.760
Thu
-2.98
3.730
4.402
-0.672
-15.27
-13.28
Azimut
25.540
Thu
-0.82
14.750
19.220
-4.470
-23.26
-14.30
Snam
4.422
Thu
-0.11
3.528
4.438
-0.910
-20.50
-15.12
ERG
26.580
Thu
0.45
9.220
11.180
-1.960
-17.53
-15.28
Terna
7.724
Thu
0.18
3.900
4.898
-0.998
-20.38
-17.51
S
Telecom Italia
0.225
Thu
1.26
0.685
0.850
-0.165
-19.41
-20.17
L
Hera
3.468
Thu
-0.12
1.927
2.610
-0.683
-26.17
-21.49
L
FinecoBank
14.990
Thu
2.60
4.720
6.375
-1.655
-25.96
-23.35
Unicredit
35.995
Thu
0.07
9.832
14.993
-5.161
-34.42
-29.18
L
Banca MPS
4.682
Thu
0.71
2,250.000
5,990.000
-3,740.000
-62.44
-41.46
L
Banco BPM
6.138
Thu
-1.48
1.860
4.996
-3.136
-62.77
-50.38
Ferrari
377.700
Thu
-0.18
50.450
37.710
12.740
33.78
-na-
L
Italgas
5.270
Thu
-0.19
3.100
-na-
Iveco
11.720
Thu
0.60
-na-
S
Nexi
6.066
Thu
6.42
-na-
Pirelli
6.068
Thu
0.80
-na-
MIB - 36 out of 40 instruments rated - 11/21/16 / 5/09/16 - 14 did rise, Market-Ratio(28) = 38.89 %
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
5/09/24
122
Leonardo
100
5,974,488
16.370
22.100
5.730
35
132m
145
accum 1/09/06
5/09/24 6696
days out of 6703 invested (100%)
1,320,262
132m
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 5/09/24 122 16.37 22.10 5.73 35.00 3.59
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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