Assessment - FTSE / Milano Italia Borsa in Japanese yen - 4/05/21 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
9/21/20
prc diff
Δ28
⇓ ∅-RS
MIB 40
4,154,127.256
8/12/24
0.46
3,214,968.680
2,310,993.308
903,975.372
39.12
29.01
S
Tenaris
1,669.286
8/12/24
0.71
1,257.364
534.177
723.186
135.38
73.26
Banco BPM
752.284
8/12/24
-0.31
317.724
160.966
156.757
97.39
68.96
Saipem
259.240
8/12/24
0.63
14,510.165
8,991.370
5,518.794
61.38
20.45
S
Stellantis
1,818.910
8/12/24
-0.57
1,969.315
1,221.943
747.372
61.16
55.09
S
Eni
1,880.841
8/12/24
1.09
1,375.242
854.635
520.607
60.92
34.51
Brunello Cucinelli
10,772.942
8/12/24
-1.02
5,074.212
3,199.653
1,874.559
58.59
40.48
Poste Italiane
1,546.984
8/12/24
1,419.478
921.284
498.195
54.08
39.27
Interpump
4,868.641
8/12/24
1.14
5,659.698
3,701.367
1,958.331
52.91
43.06
Generali
2,920.925
8/12/24
1.35
2,215.739
1,456.568
759.171
52.12
32.26
Intesa Sanpaolo
451.540
8/12/24
0.54
301.590
201.128
100.462
49.95
39.74
S
Moncler
6,783.831
8/12/24
-0.50
6,466.368
4,312.523
2,153.845
49.94
36.62
Mediobanca
1,825.415
8/12/24
0.94
1,231.342
826.106
405.236
49.05
44.30
Leonardo
2,850.666
8/12/24
1.20
913.098
630.831
282.267
44.75
25.77
Telecom Italia
28.767
8/12/24
0.55
59.772
42.154
17.618
41.79
31.69
Pirelli
682.547
8/12/24
0.50
649.759
461.995
187.765
40.64
32.06
STMicroel Italy
3,490.798
8/12/24
0.49
4,304.623
3,102.508
1,202.115
38.75
29.73
A2A
257.679
8/12/24
0.92
201.537
148.362
53.175
35.84
27.86
Banca Mediolanum
1,331.005
8/12/24
1.29
1,043.987
774.705
269.282
34.76
29.18
Unicredit
4,497.834
8/12/24
0.38
1,172.924
872.711
300.213
34.40
21.48
L
Unipol
1,167.719
8/12/24
0.06
619.314
467.774
151.540
32.40
34.64
Azimut
2,719.257
8/12/24
1.41
2,527.348
1,940.451
586.897
30.25
23.59
FinecoBank
1,878.109
8/12/24
0.94
1,815.657
1,403.691
411.966
29.35
20.91
ERG
3,028.914
8/12/24
3,283.926
2,592.187
691.739
26.69
26.73
Enel
837.635
8/12/24
0.44
1,097.461
892.632
204.829
22.95
17.49
⇓ instrument
freshest
⇓ Δday
4/05/21
⇓ Δwk
9/21/20
prc diff
Δ28
⇓ ∅-RS
L
Prysmian
7,684.178
8/12/24
0.58
3,645.626
2,972.161
673.465
22.66
28.78
Ferrari
50,182.656
8/12/24
23,165.729
18,992.562
4,173.167
21.97
16.46
Banca Generali
4,954.513
8/12/24
0.74
3,912.348
3,248.841
663.507
20.42
21.26
Snam
568.312
8/12/24
0.60
618.403
515.978
102.425
19.85
14.31
L
Amplifon
3,662.540
8/12/24
1.33
4,215.499
3,551.345
664.154
18.70
20.99
Terna
986.219
8/12/24
0.53
834.513
722.566
111.947
15.49
11.76
Recordati
6,435.142
8/12/24
0.24
6,099.463
5,454.905
644.558
11.82
12.17
L
Campari
1,038.262
8/12/24
0.38
1,243.572
1,127.257
116.315
10.32
18.94
S
Italgas
638.050
8/12/24
0.08
718.717
655.425
63.292
9.66
12.42
S
Inwit
1,342.715
8/12/24
0.58
1,227.439
1,131.315
96.124
8.50
6.55
Hera
428.576
8/12/24
0.37
422.851
394.485
28.366
7.19
8.72
Iveco
1,124.393
8/12/24
-0.21
-na-
BPER Banca
619.965
8/12/24
-0.27
247.400
247.906
-0.505
-0.20
11.37
Banca MPS
672.658
8/12/24
2.17
3,216.673
3,305.382
-88.709
-2.68
0.78
S
Nexi
738.493
8/12/24
0.46
1,934.055
2,078.791
-144.736
-6.96
3.54
DiaSorin
13,023.811
8/12/24
0.48
18,182.593
20,830.949
-2,648.356
-12.71
-11.32
MIB - 39 out of 40 instruments rated - 4/05/21 / 9/21/20 - 35 did rise, Market-Ratio(28) in JPY = 89.74 %
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 7314
days out of 7321 invested (100%)
4,157,335
416m
70
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)
write an annotation