Assessment - FTSE / Milano Italia Borsa - 12/24/18 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
12/24/18
⇓ Δwk
6/11/18
prc diff
⇓ Δ28
∅-RS
L
MIB 40
34,249.800
Fri
0.91
18,397.200
22,086.200
-3,689.000
-16.70
-14.34
Campari
9.388
Fri
0.09
7.470
6.605
0.865
13.10
10.65
S
Enel
6.130
Fri
1.16
5.190
4.760
0.430
9.03
8.87
S
Terna
7.474
Fri
0.32
5.080
4.615
0.465
10.08
7.70
Italgas
5.195
Fri
1.46
5.090
4.726
0.364
7.70
6.20
A2A
1.791
Fri
-0.06
1.601
1.436
0.165
11.49
5.56
S
Snam
4.309
Fri
0.84
3.940
3.578
0.362
10.12
5.13
L
Poste Italiane
11.800
Fri
0.60
6.910
7.358
-0.448
-6.09
-1.49
Recordati
49.100
Fri
0.61
30.300
32.770
-2.470
-7.54
-2.10
Hera
3.364
Fri
-0.94
2.690
2.702
-0.012
-0.44
-2.18
L
Generali
22.800
Fri
0.18
14.530
14.585
-0.055
-0.38
-3.43
S
ERG
25.000
Fri
2.29
16.640
19.160
-2.520
-13.15
-6.00
S
Interpump
41.280
Fri
2.03
25.420
28.460
-3.040
-10.68
-6.28
S
Inwit
9.985
Fri
0.96
5.910
6.365
-0.455
-7.15
-7.29
Brunello Cucinelli
97.100
Fri
2.64
28.000
35.750
-7.750
-21.68
-7.72
Eni
15.260
Fri
0.07
13.770
15.630
-1.860
-11.90
-9.11
L
FinecoBank
14.200
Fri
1.50
8.720
8.982
-0.262
-2.92
-10.30
DiaSorin
94.900
Fri
1.32
72.450
88.950
-16.500
-18.55
-10.77
L
Unipol
8.375
Fri
0.78
3.377
3.637
-0.260
-7.15
-11.35
Amplifon
31.510
Fri
1.58
13.850
17.050
-3.200
-18.77
-12.00
L
Moncler
64.920
Fri
0.25
27.790
40.870
-13.080
-32.00
-14.73
Ferrari
394.500
Fri
2.15
88.180
118.150
-29.970
-25.37
-15.30
L
Mediobanca
13.405
Fri
0.04
7.360
8.210
-0.850
-10.35
-15.73
L
Saipem
2.187
Fri
2.05
154.190
186.905
-32.715
-17.50
-16.61
L
Leonardo
21.760
Fri
1.59
7.740
8.968
-1.228
-13.69
-17.66
⇓ instrument
freshest
⇓ Δday
12/24/18
⇓ Δwk
6/11/18
prc diff
⇓ Δ28
∅-RS
Banca Mediolanum
10.030
Fri
1.21
5.100
6.025
-0.925
-15.35
-17.89
Stellantis
23.045
Fri
0.68
13.120
18.114
-4.994
-27.57
-18.99
L
Banco BPM
6.216
Fri
1.90
1.936
2.444
-0.508
-20.78
-19.36
Pirelli
5.982
Fri
0.71
5.620
7.524
-1.904
-25.31
-20.04
L
BPER Banca
4.784
Fri
1.29
3.324
4.293
-0.969
-22.57
-21.39
Banca Generali
36.320
Fri
0.83
18.000
22.380
-4.380
-19.57
-22.27
S
Telecom Italia
0.223
Fri
0.09
0.500
0.687
-0.187
-27.18
-22.53
L
Prysmian
51.180
Fri
3.52
17.010
24.740
-7.730
-31.24
-23.06
L
Intesa Sanpaolo
3.550
Fri
1.34
1.912
2.586
-0.674
-26.06
-23.81
S
STMicroel Italy
38.675
Fri
-2.39
11.970
21.370
-9.400
-43.99
-29.86
L
Unicredit
35.480
Fri
2.01
9.820
14.442
-4.622
-32.00
-31.55
Azimut
24.610
Fri
1.69
9.620
13.800
-4.180
-30.29
-32.76
L
Tenaris
15.980
Fri
-7.90
9.250
15.665
-6.415
-40.95
-34.36
L
Banca MPS
4.507
Fri
4.04
30.933
57.927
-26.994
-46.60
-37.69
Iveco
11.885
Fri
2.72
-na-
S
Nexi
5.486
Fri
1.40
-na-
MIB - 38 out of 40 instruments rated - 12/24/18 / 6/11/18 - 6 did rise, Market-Ratio(28) = 15.79 %
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
4/26/24
109
Leonardo
100
5,974,488
16.370
21.760
5.390
33
130m
159
accum 1/09/06
4/26/24 6684
days out of 6691 invested (100%)
1,299,949
130m
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 4/26/24 109 16.37 21.76 5.39 32.93 2.00
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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