Assessment - FTSE / Milano Italia Borsa in Japanese yen - 8/02/21 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
1/18/21
prc diff
Δ28
⇓ ∅-RS
MIB 40
4,140,174.589
8/12/24
0.46
3,287,367.324
2,817,222.262
470,145.061
16.69
15.89
Brunello Cucinelli
10,736.759
8/12/24
-1.02
7,319.928
4,375.047
2,944.881
67.31
67.74
A2A
256.813
8/12/24
0.92
234.769
166.099
68.670
41.34
31.82
L
Campari
1,034.775
8/12/24
0.38
1,548.272
1,108.162
440.110
39.72
26.35
Poste Italiane
1,541.788
8/12/24
1,462.689
1,049.310
413.379
39.40
25.49
Banco BPM
749.758
8/12/24
-0.31
327.290
235.657
91.633
38.88
32.82
Mediobanca
1,819.284
8/12/24
0.94
1,272.851
940.623
332.228
35.32
23.60
S
Stellantis
1,812.801
8/12/24
-0.57
2,122.714
1,573.965
548.749
34.86
29.23
Interpump
4,852.289
8/12/24
1.14
6,911.464
5,138.865
1,772.600
34.49
40.38
Banca Generali
4,937.872
8/12/24
0.74
4,526.815
3,410.884
1,115.931
32.72
22.50
Unicredit
4,482.726
8/12/24
0.38
1,285.040
973.054
311.986
32.06
20.14
S
Tenaris
1,663.679
8/12/24
0.71
1,121.395
854.724
266.670
31.20
32.94
L
Amplifon
3,650.239
8/12/24
1.33
5,485.083
4,281.135
1,203.948
28.12
28.19
Intesa Sanpaolo
450.023
8/12/24
0.54
300.124
240.064
60.059
25.02
18.45
Recordati
6,413.528
8/12/24
0.24
6,828.475
5,473.191
1,355.284
24.76
17.37
S
Moncler
6,761.046
8/12/24
-0.50
7,557.226
6,064.211
1,493.015
24.62
32.81
Azimut
2,710.124
8/12/24
1.41
2,870.916
2,315.870
555.046
23.97
23.37
S
Nexi
736.013
8/12/24
0.46
2,348.342
1,920.187
428.154
22.30
16.33
L
Unipol
1,163.797
8/12/24
0.06
589.095
488.092
101.003
20.69
11.52
Generali
2,911.114
8/12/24
1.35
2,184.956
1,810.623
374.333
20.67
16.56
Leonardo
2,841.092
8/12/24
1.20
880.207
732.263
147.944
20.20
13.94
Hera
427.136
8/12/24
0.37
465.908
387.669
78.239
20.18
14.86
Pirelli
680.254
8/12/24
0.50
666.509
554.707
111.802
20.16
19.46
Snam
566.403
8/12/24
0.60
661.841
556.836
105.005
18.86
13.31
Banca Mediolanum
1,326.534
8/12/24
1.29
1,079.381
917.207
162.174
17.68
16.39
⇓ instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
1/18/21
prc diff
Δ28
⇓ ∅-RS
S
Italgas
635.907
8/12/24
0.08
742.755
636.723
106.032
16.65
9.15
S
Eni
1,874.524
8/12/24
1.09
1,293.079
1,108.913
184.166
16.61
17.05
Terna
982.906
8/12/24
0.53
860.497
763.066
97.430
12.77
9.12
L
Prysmian
7,658.369
8/12/24
0.58
3,945.889
3,522.326
423.562
12.03
15.88
FinecoBank
1,871.801
8/12/24
0.94
1,919.131
1,732.989
186.141
10.74
12.43
Banca MPS
670.399
8/12/24
2.17
3,109.951
2,823.082
286.869
10.16
-2.41
DiaSorin
12,980.067
8/12/24
0.48
22,880.448
20,810.899
2,069.549
9.94
11.13
STMicroel Italy
3,479.073
8/12/24
0.49
4,546.914
4,144.650
402.264
9.71
19.39
ERG
3,018.741
8/12/24
3,387.007
3,137.913
249.094
7.94
13.69
S
Inwit
1,338.205
8/12/24
0.58
1,247.176
1,158.248
88.928
7.68
4.60
Telecom Italia
28.670
8/12/24
0.55
48.899
45.842
3.057
6.67
-1.00
Ferrari
50,014.105
8/12/24
23,392.648
22,075.581
1,317.068
5.97
8.04
BPER Banca
617.882
8/12/24
-0.27
213.438
205.918
7.521
3.65
-1.38
Iveco
1,120.617
8/12/24
-0.21
-na-
Enel
834.822
8/12/24
0.44
1,003.524
1,074.979
-71.455
-6.65
-1.99
Saipem
258.369
8/12/24
0.63
12,056.291
13,910.872
-1,854.581
-13.33
-0.43
MIB - 39 out of 40 instruments rated - 8/02/21 / 1/18/21 - 37 did rise, Market-Ratio(28) in JPY = 94.87 %
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 7313
days out of 7320 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)
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