Assessment - FTSE / Milano Italia Borsa in Japanese yen - 2/24/20 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
2/24/20
⇓ Δwk
8/12/19
prc diff
⇓ Δ28
∅-RS
MIB 40
3,834,461.117
8/12/24
0.46
2,813,513.011
2,469,903.823
343,609.188
13.91
5.44
STMicroel Italy
3,222.176
8/12/24
0.49
3,157.324
1,798.332
1,358.992
75.57
47.40
Banca MPS
620.896
8/12/24
2.17
4,534.429
2,982.889
1,551.539
52.01
29.98
L
Amplifon
3,380.702
8/12/24
1.33
3,266.611
2,544.417
722.194
28.38
25.80
Enel
773.178
8/12/24
0.44
964.371
728.131
236.240
32.44
24.99
ERG
2,795.835
8/12/24
2,637.308
2,039.101
598.207
29.34
19.61
S
Inwit
1,239.391
8/12/24
0.58
1,229.783
1,093.267
136.516
12.49
17.45
Hera
395.596
8/12/24
0.37
503.202
403.540
99.662
24.70
17.19
Azimut
2,510.006
8/12/24
1.41
2,488.389
1,945.766
542.623
27.89
17.14
L
Prysmian
7,092.870
8/12/24
0.58
2,648.117
2,228.743
419.374
18.82
15.53
Banco BPM
694.395
8/12/24
-0.31
266.853
201.116
65.737
32.69
15.23
Banca Generali
4,573.256
8/12/24
0.74
3,557.244
3,117.506
439.738
14.11
10.95
Terna
910.328
8/12/24
0.53
765.492
662.262
103.230
15.59
10.20
Banca Mediolanum
1,228.582
8/12/24
1.29
943.354
781.160
162.194
20.76
9.94
Intesa Sanpaolo
416.793
8/12/24
0.54
285.408
233.967
51.441
21.99
9.40
Ferrari
46,321.027
8/12/24
18,170.525
16,746.783
1,423.742
8.50
8.82
Unicredit
4,151.719
8/12/24
0.38
1,518.013
1,232.259
285.755
23.19
8.64
Poste Italiane
1,427.941
8/12/24
1,260.408
1,128.104
132.303
11.73
7.60
DiaSorin
12,021.610
8/12/24
0.48
13,282.618
12,353.502
929.115
7.52
7.16
Interpump
4,493.992
8/12/24
1.14
3,607.684
2,946.292
661.391
22.45
7.07
A2A
237.850
8/12/24
0.92
208.427
189.523
18.903
9.97
6.25
L
Unipol
1,077.862
8/12/24
0.06
591.473
536.587
54.886
10.23
4.89
Brunello Cucinelli
9,943.949
8/12/24
-1.02
3,862.287
3,319.632
542.655
16.35
4.00
Snam
524.579
8/12/24
0.60
575.260
528.977
46.283
8.75
3.82
Recordati
5,939.948
8/12/24
0.24
4,622.495
4,616.809
5.686
0.12
2.03
⇓ instrument
freshest
⇓ Δday
2/24/20
⇓ Δwk
8/12/19
prc diff
⇓ Δ28
∅-RS
S
Italgas
588.951
8/12/24
0.08
704.723
691.511
13.213
1.91
1.76
Generali
2,696.155
8/12/24
1.35
2,093.874
1,954.683
139.191
7.12
-0.00
Telecom Italia
26.553
8/12/24
0.55
61.609
58.058
3.551
6.12
-0.39
BPER Banca
572.257
8/12/24
-0.27
460.688
411.149
49.539
12.05
-1.05
Leonardo
2,631.303
8/12/24
1.20
1,235.788
1,239.512
-3.724
-0.30
-3.38
FinecoBank
1,733.586
8/12/24
0.94
1,208.166
1,035.126
173.040
16.72
-3.66
S
Moncler
6,261.805
8/12/24
-0.50
4,222.575
4,091.280
131.295
3.21
-4.63
L
Campari
958.366
8/12/24
0.38
970.376
966.641
3.735
0.39
-5.96
Mediobanca
1,684.947
8/12/24
0.94
1,062.609
1,050.583
12.027
1.14
-6.76
S
Stellantis
1,678.942
8/12/24
-0.57
1,361.889
1,387.777
-25.889
-1.87
-11.09
S
Eni
1,736.108
8/12/24
1.09
1,461.328
1,602.745
-141.417
-8.82
-15.02
S
Tenaris
1,540.832
8/12/24
0.71
1,068.854
1,244.862
-176.008
-14.14
-17.27
Pirelli
630.024
8/12/24
0.50
535.508
576.655
-41.147
-7.14
-17.53
Saipem
239.291
8/12/24
0.63
19,827.249
23,422.906
-3,595.657
-15.35
-20.03
Iveco
1,037.870
8/12/24
-0.21
-na-
S
Nexi
681.665
8/12/24
0.46
1,772.137
1,172.215
599.921
51.18
-na-
MIB - 39 out of 40 instruments rated - 2/24/20 / 8/12/19 - 33 did rise, Market-Ratio(28) in JPY = 84.62 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Japanese yen * 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
7
1,422.261
2,051.836
629.575
44
14,407
70
short
9/18/06
11/27/06
70
MFE-MediaForEurope
100
2
6,252.059
6,778.048
5,726.070
-525.989
-8
13,355
-37
long
11/27/06
7/30/07
245
Fiat Chrysler
100
22
587.374
965.292
377.918
64
21,669
110
short
7/30/07
8/17/09
749
Telecom Italia
100
69
313.717
139.394
706.049
392.331
125
48,740
48
long
8/17/09
4/26/10
252
Banca Generali
100
54
896.487
1,045.528
149.042
17
56,788
25
short
4/26/10
12/20/10
238
Unipol
100
31
1,802.860
1,029.882
3,155.997
1,353.137
75
98,736
136
long
12/20/10
6/27/11
189
Exor
100
38
2,583.564
2,308.850
-274.714
-11
88,296
-20
short
6/27/11
11/05/12
497
UnipolSai
100
150
585.487
96.548
3,550.509
2,965.022
506
533,050
276
long
11/05/12
8/04/14
637
Azimut
100
554
960.731
2,541.204
1,580.473
165
1,408,632
75
short
8/04/14
1/26/15
175
YOOX Net-a-Porter
100
554
2,542.580
2,534.300
2,550.887
8.307
0
1,413,234
1
long
1/26/15
9/21/15
238
Fiat Chrysler
100
1,332
1,060.328
1,144.964
84.636
8
1,525,970
12
short
9/21/15
12/26/16
462
Saipem
100
23
65,337.446
29,908.424
142,735.099
77,397.654
118
3,306,116
85
long
12/26/16
11/27/17
336
STMicroel Italy
100
2,511
1,316.144
2,671.135
1,354.991
103
6,708,499
116
short
11/27/17
1/08/18
42
Leonardo
100
4,966
1,350.767
1,430.882
1,270.652
-80.115
-6
6,310,649
-41
long
1/08/18
2/12/18
35
Fiat Chrysler
100
2,573
2,452.399
2,350.861
-101.538
-4
6,049,391
-36
short
2/12/18
4/29/19
441
Leonardo
100
5,258
1,150.399
1,302.594
998.204
-152.195
-13
5,249,150
-11
long
4/29/19
3/02/20
308
Azimut
100
2,334
2,248.115
2,239.946
-8.169
0
5,230,084
0
short
3/02/20
9/28/20
210
Juventus Football
100
4,673
1,119.130
1,063.752
1,177.390
58.261
5
5,502,336
9
long
9/28/20
2/01/21
126
DiaSorin
100
261
21,014.207
22,805.280
1,791.073
9
5,969,806
27
short
2/01/21
2/08/21
7
BPER Banca
100
30,736
194.225
241.983
146.467
-47.758
-25
4,501,905
-100
long
2/08/21
1/24/22
350
CNH Industrial
100
2,987
1,506.772
1,691.156
184.384
12
5,052,660
13
short
1/24/22
1/31/22
7
Nexi
100
3,031
1,666.675
1,667.417
1,665.933
-0.742
0
5,050,410
-2
long
1/31/22
2/07/22
7
Unicredit
100
2,795
1,806.906
1,945.737
138.831
8
5,438,442
4,646
short
2/07/22
2/06/23
364
Saipem
100
719
7,561.315
194.557
293,865.031
286,303.716
3,786
211m
3,826
long
2/06/23
10/23/23
259
Unicredit
100
81,174
2,602.910
3,623.003
1,020.093
39
294m
59
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
174,583
1,684.561
1,748.779
1,620.343
-64.218
-4
283m
-17
long
1/08/24
8/12/24
217
Leonardo
100
109,487
2,583.710
3,797.178
1,213.468
47
416m
91
accum 1/09/06
8/12/24 7562
days out of 7569 invested (100%)
4,157,335
416m
67
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 65,337.45 29,908.42 142,735.10 77,397.65 118.46
short 2/07/22 2/06/23 364 7,561.32 194.56 293,865.03 286,303.72 3,786.43 8,390.22
UnipolSai short 6/27/11 11/05/12 497 585.49 96.55 3,550.51 2,965.02 506.42 506.42
Azimut long 11/05/12 8/04/14 637 960.73 2,541.20 1,580.47 164.51
long 4/29/19 3/02/20 308 2,248.12 2,239.95 -8.17 -0.36 163.55
Telecom Italia short 7/30/07 8/17/09 749 313.72 139.39 706.05 392.33 125.06 125.06
STMicroel Italy long 12/26/16 11/27/17 336 1,316.14 2,671.14 1,354.99 102.95 102.95
Unipol short 4/26/10 12/20/10 238 1,802.86 1,029.88 3,156.00 1,353.14 75.06 75.06
Fiat Chrysler long 11/27/06 7/30/07 245 587.37 965.29 377.92 64.34
long 1/26/15 9/21/15 238 1,060.33 1,144.96 84.64 7.98
long 1/08/18 2/12/18 35 2,452.40 2,350.86 -101.54 -4.14 70.11
Unicredit long 1/31/22 2/07/22 7 1,806.91 1,945.74 138.83 7.68
long 2/06/23 10/23/23 259 2,602.91 3,623.00 1,020.09 39.19 49.88
Tenaris long 1/09/06 9/18/06 252 1,422.26 2,051.84 629.58 44.27 44.27
Leonardo short 11/27/17 1/08/18 42 1,350.77 1,430.88 1,270.65 -80.11 -5.93
short 2/12/18 4/29/19 441 1,150.40 1,302.59 998.20 -152.19 -13.23
long 1/08/24 8/12/24 217 2,583.71 3,797.18 1,213.47 46.97 19.96
Banca Generali long 8/17/09 4/26/10 252 896.49 1,045.53 149.04 16.63 16.63
DiaSorin long 9/28/20 2/01/21 126 21,014.21 22,805.28 1,791.07 8.52 8.52
CNH Industrial long 2/08/21 1/24/22 350 1,506.77 1,691.16 184.38 12.24
short 10/23/23 1/08/24 77 1,684.56 1,748.78 1,620.34 -64.22 -3.81 7.96
Juventus Football short 3/02/20 9/28/20 210 1,119.13 1,063.75 1,177.39 58.26 5.21 5.21
YOOX Net-a-Porter short 8/04/14 1/26/15 175 2,542.58 2,534.30 2,550.89 8.31 0.33 0.33
Nexi short 1/24/22 1/31/22 7 1,666.67 1,667.42 1,665.93 -0.74 -0.04 -0.04
MFE-MediaForEurope short 9/18/06 11/27/06 70 6,252.06 6,778.05 5,726.07 -525.99 -8.41 -8.41
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 2,583.56 2,308.85 -274.71 -10.63 -10.63
BPER Banca short 2/01/21 2/08/21 7 194.22 241.98 146.47 -47.76 -24.59 -24.59
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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