Assessment - FTSE / Milano Italia Borsa in Japanese yen - 2/15/21 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
2/15/21
⇓ Δwk
8/03/20
prc diff
⇓ Δ28
∅-RS
MIB 40
4,079,351.178
8/12/24
0.46
3,015,826.994
2,415,750.209
600,076.784
24.84
25.94
Banco BPM
738.743
8/12/24
-0.31
279.552
155.567
123.985
79.70
57.02
S
Moncler
6,661.719
8/12/24
-0.50
6,669.385
4,067.427
2,601.958
63.97
50.55
STMicroel Italy
3,427.962
8/12/24
0.49
4,543.359
3,062.724
1,480.635
48.34
46.73
L
Amplifon
3,596.613
8/12/24
1.33
4,756.728
3,684.743
1,071.986
29.09
46.15
S
Stellantis
1,786.169
8/12/24
-0.57
1,712.575
1,126.240
586.336
52.06
45.37
Mediobanca
1,792.557
8/12/24
0.94
1,155.005
808.998
346.007
42.77
43.83
Interpump
4,781.004
8/12/24
1.14
5,246.072
3,460.367
1,785.705
51.60
43.89
FinecoBank
1,844.302
8/12/24
0.94
1,940.127
1,583.716
356.410
22.50
40.59
S
Tenaris
1,639.238
8/12/24
0.71
962.078
643.957
318.121
49.40
38.42
L
Prysmian
7,545.860
8/12/24
0.58
3,611.945
2,822.144
789.801
27.99
36.21
ERG
2,974.392
8/12/24
3,301.473
2,632.671
668.802
25.40
34.44
Saipem
254.574
8/12/24
0.63
15,879.525
10,815.144
5,064.381
46.83
32.04
Azimut
2,670.309
8/12/24
1.41
2,584.706
2,052.412
532.295
25.94
32.04
Brunello Cucinelli
10,579.025
8/12/24
-1.02
4,558.691
3,133.776
1,424.914
45.47
31.14
Intesa Sanpaolo
443.412
8/12/24
0.54
270.545
212.932
57.612
27.06
29.84
Pirelli
670.260
8/12/24
0.50
606.250
431.798
174.452
40.40
28.48
L
Unipol
1,146.700
8/12/24
0.06
567.792
446.756
121.036
27.09
28.38
L
Campari
1,019.573
8/12/24
0.38
1,258.495
1,068.899
189.596
17.74
27.07
Banca Mediolanum
1,307.046
8/12/24
1.29
979.326
802.765
176.561
21.99
26.88
Poste Italiane
1,519.138
8/12/24
1,248.274
984.260
264.014
26.82
26.39
Generali
2,868.347
8/12/24
1.35
2,021.897
1,587.456
434.441
27.37
24.36
A2A
253.041
8/12/24
0.92
191.010
153.323
37.687
24.58
24.06
DiaSorin
12,789.377
8/12/24
0.48
23,675.040
20,879.378
2,795.662
13.39
23.79
Banca Generali
4,865.329
8/12/24
0.74
3,735.878
3,176.158
559.719
17.62
21.59
⇓ instrument
freshest
⇓ Δday
2/15/21
⇓ Δwk
8/03/20
prc diff
⇓ Δ28
∅-RS
Enel
822.558
8/12/24
0.44
1,081.539
979.274
102.265
10.44
19.83
S
Nexi
725.200
8/12/24
0.46
2,106.861
1,928.382
178.479
9.26
17.20
S
Eni
1,846.985
8/12/24
1.09
1,165.609
939.136
226.474
24.12
16.36
Unicredit
4,416.871
8/12/24
0.38
1,084.478
966.310
118.168
12.23
13.16
Ferrari
49,279.346
8/12/24
21,503.018
19,595.452
1,907.566
9.73
12.35
Telecom Italia
28.249
8/12/24
0.55
49.752
43.491
6.261
14.40
10.90
Leonardo
2,799.353
8/12/24
1.20
793.171
690.328
102.843
14.90
10.11
Recordati
6,319.306
8/12/24
0.24
5,729.027
5,710.354
18.674
0.33
9.26
Snam
558.082
8/12/24
0.60
577.375
561.562
15.813
2.82
8.84
Terna
968.466
8/12/24
0.53
786.783
782.821
3.962
0.51
7.41
Banca MPS
660.550
8/12/24
2.17
3,402.370
3,748.041
-345.671
-9.22
6.62
S
Inwit
1,318.545
8/12/24
0.58
1,208.028
1,067.653
140.375
13.15
5.39
S
Italgas
626.564
8/12/24
0.08
661.828
678.112
-16.284
-2.40
5.00
BPER Banca
608.805
8/12/24
-0.27
240.583
258.904
-18.321
-7.08
3.94
Hera
420.861
8/12/24
0.37
402.974
393.654
9.320
2.37
2.77
Iveco
1,104.154
8/12/24
-0.21
-na-
MIB - 39 out of 40 instruments rated - 2/15/21 / 8/03/20 - 36 did rise, Market-Ratio(28) in JPY = 92.31 %
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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