Assessment - FTSE / Milano Italia Borsa - 3/25/24 - RS = 26
⇐
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
9/25/23
prc diff
⇓ Δ26
∅-RS
L
MIB 40
34,750.400
Thu
-0.03
34,639.400
0.32
28,382.200
6,257.200
22.05
19.98
L
Leonardo
23.280
Thu
1.39
22.970
1.35
13.625
9.345
68.59
73.63
L
Iveco
13.800
Thu
-2.06
13.925
-0.90
9.194
4.731
51.46
63.62
L
Banca MPS
4.200
Thu
0.02
4.209
-0.21
2.675
1.534
57.35
60.64
L
Unicredit
35.175
Thu
2.19
34.080
3.21
23.115
10.965
47.44
51.19
L
Stellantis
26.345
Thu
-1.26
27.155
-2.98
18.068
9.087
50.29
51.00
L
Saipem
2.262
Thu
3.10
2.148
5.31
1.463
0.686
46.87
49.96
L
BPER Banca
4.380
Thu
0.92
4.322
1.34
2.961
1.361
45.96
46.74
L
Unipol
7.766
Thu
0.73
7.714
0.67
5.196
2.518
48.46
46.43
L
Ferrari
404.000
Thu
-0.54
406.000
-0.49
272.700
133.300
48.88
36.76
L
Banco BPM
6.168
Thu
0.62
6.122
0.75
4.724
1.398
29.59
36.64
L
Prysmian
48.390
Thu
-0.60
49.780
-2.79
36.910
12.870
34.87
31.37
L
Intesa Sanpaolo
3.363
Thu
0.45
3.322
1.25
2.460
0.862
35.05
30.98
L
Tenaris
18.315
Thu
-0.46
18.285
0.16
14.710
3.575
24.30
25.88
L
Brunello Cucinelli
106.000
Thu
2.51
101.300
4.64
70.000
31.300
44.71
23.14
L
Banca Mediolanum
10.180
Thu
-0.68
10.350
-1.64
8.238
2.112
25.64
21.98
L
Generali
23.460
Thu
-0.89
23.460
19.505
3.955
20.28
21.94
L
Mediobanca
13.810
Thu
0.22
13.565
1.81
12.255
1.310
10.69
21.25
Pirelli
5.676
Thu
0.11
5.654
0.39
4.713
0.941
19.97
19.55
L
Hera
3.266
Thu
-0.67
3.320
-1.63
2.686
0.634
23.60
17.46
Azimut
25.180
Thu
0.20
24.920
1.04
20.870
4.050
19.41
16.16
L
Poste Italiane
11.605
Thu
0.39
11.455
1.31
10.015
1.440
14.38
15.13
L
Moncler
69.180
Thu
0.96
68.160
1.50
56.280
11.880
21.11
14.97
Recordati
51.240
Thu
-0.97
52.000
-1.46
44.790
7.210
16.10
14.76
L
Banca Generali
36.820
Thu
-0.32
36.930
-0.30
33.470
3.460
10.34
14.21
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
9/25/23
prc diff
⇓ Δ26
∅-RS
L
FinecoBank
13.885
Thu
0.04
13.960
-0.54
11.675
2.285
19.57
9.50
L
Amplifon
33.800
Thu
-0.73
33.150
1.96
28.000
5.150
18.39
8.48
Terna
7.660
Thu
-0.91
7.778
-1.52
7.300
0.478
6.55
2.85
Eni
14.648
Thu
0.54
14.554
0.65
15.218
-0.664
-4.36
2.40
L
Italgas
5.400
Thu
5.335
1.22
5.060
0.275
5.43
1.37
Enel
6.119
Thu
-0.83
6.067
0.86
5.975
0.092
1.54
-0.49
S
A2A
1.674
Thu
0.21
1.639
2.14
1.735
-0.097
-5.56
-3.82
Interpump
45.190
Thu
1.23
44.190
2.26
43.220
0.970
2.24
-4.25
DiaSorin
89.500
Thu
0.67
87.700
2.05
86.000
1.700
1.98
-4.75
S
Snam
4.376
Thu
-0.84
4.410
-0.77
4.557
-0.147
-3.23
-5.45
S
STMicroel Italy
39.935
Thu
-1.27
39.880
0.14
40.345
-0.465
-1.15
-5.85
S
Inwit
10.530
Thu
-0.66
10.565
-0.33
11.340
-0.775
-6.83
-6.80
S
ERG
23.280
Thu
-0.68
23.340
-0.26
23.420
-0.080
-0.34
-9.33
S
Nexi
5.874
Thu
-0.44
5.958
-1.41
5.878
0.080
1.36
-13.89
S
Campari
9.314
Thu
0.80
9.126
2.06
11.215
-2.089
-18.63
-16.97
S
Telecom Italia
0.225
Thu
0.27
0.224
0.40
0.314
-0.090
-28.69
-17.11
MIB - 40 out of 40 instruments rated - 3/25/24 / 9/25/23 - 32 did rise, Market-Ratio(26) = 80.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * 26 - 60/40 (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
7/17/06
196
- cash -
short
7/17/06
7/24/06
7
STMicroel Italy
100
857
11.660
12.086
11.234
-0.426
-4
9,635
-86
long
7/24/06
8/28/06
35
Fiat Chrysler
100
3,229
2.983
3.139
0.156
5
10,138
70
short
8/28/06
10/16/06
49
Recordati
100
1,860
5.450
5.640
5.260
-0.190
-3
9,784
-23
long
10/16/06
7/30/07
287
Fiat Chrysler
100
2,702
3.620
5.969
2.349
65
16,132
89
short
7/30/07
5/18/09
658
Telecom Italia
100
8,315
1.940
1.018
3.697
1.757
91
30,742
43
long
5/18/09
4/19/10
336
Banca Generali
100
6,414
4.793
8.405
3.613
75
53,913
84
short
4/19/10
11/15/10
210
Unipol
100
3,725
14.471
10.600
19.756
5.285
37
73,598
72
long
11/15/10
6/20/11
217
Exor
100
3,553
20.710
21.090
0.380
2
74,948
3
short
6/20/11
2/13/12
238
UBI Banca
100
19,775
3.790
3.750
3.830
0.040
1
75,747
2
long
2/13/12
4/09/12
56
Luxottica
100
3,021
25.070
25.930
0.860
3
78,345
25
short
4/09/12
10/08/12
182
Unicredit
100
5,142
15.234
17.128
13.340
-1.894
-12
68,606
-23
long
10/08/12
8/11/14
672
Azimut
100
7,770
8.829
17.430
8.601
97
135,436
45
short
8/11/14
1/26/15
168
YOOX Net-a-Porter
100
7,421
18.250
19.040
17.460
-0.790
-4
129,574
-9
long
1/26/15
9/14/15
231
Fiat Chrysler
100
16,265
7.966
8.473
0.507
6
137,821
10
short
9/14/15
8/08/16
329
Saipem
100
300
458.571
187.619
1,120.821
662.250
144
336,496
170
long
8/08/16
9/12/16
35
Brembo
100
32,324
10.410
10.380
-0.030
0
335,526
-3
short
9/12/16
12/12/16
91
Banco BPM
100
147,419
2.276
2.234
2.319
0.043
2
341,836
8
long
12/12/16
3/26/18
469
STMicroel Italy
100
34,598
9.880
18.605
8.725
88
643,703
64
short
3/26/18
4/23/18
28
Leonardo
100
68,948
9.336
9.984
8.688
-0.648
-7
599,025
-61
long
4/23/18
6/04/18
42
Fiat Chrysler
100
30,438
19.680
17.850
-1.830
-9
543,323
-57
short
6/04/18
4/08/19
308
Leonardo
100
61,545
8.828
10.500
7.156
-1.672
-19
440,420
-22
long
4/08/19
3/02/20
329
Juventus Football
100
27,431
16.055
9.288
-6.767
-42
254,795
-46
short
3/02/20
9/07/20
189
Juventus Football
100
27,432
9.288
8.944
9.645
0.357
4
264,593
8
long
9/07/20
2/07/22
518
Amplifon
100
9,187
28.800
36.070
7.270
25
331,383
17
short
2/07/22
12/12/22
308
Saipem
100
5,767
57.452
1.010
3,269.670
3,212.218
5,591
18,856,246
11,923
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
12/12/22
10/23/23
315
Unicredit
100
1,484,510
12.702
22.690
9.988
79
33,683,532
96
short
10/23/23
12/04/23
42
CNH Industrial
100
3,192,751
10.550
10.060
11.064
0.514
5
35,324,287
51
long
12/04/23
3/28/24
115
Unicredit
100
1,395,665
25.310
35.175
9.865
39
49,092,522
184
accum 7/17/06
3/28/24 6465
days out of 6661 invested (97%)
490,825
49,092,522
62
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Saipem short 9/14/15 8/08/16 329 458.57 187.62 1,120.82 662.25 144.42
short 2/07/22 12/12/22 308 57.45 1.01 3,269.67 3,212.22 5,591.13 13,810.05
Unicredit short 4/09/12 10/08/12 182 15.23 17.13 13.34 -1.89 -12.43
long 12/12/22 10/23/23 315 12.70 22.69 9.99 78.63
long 12/04/23 3/28/24 115 25.31 35.18 9.87 38.98 117.39
Azimut long 10/08/12 8/11/14 672 8.83 17.43 8.60 97.42 97.42
Telecom Italia short 7/30/07 5/18/09 658 1.94 1.02 3.70 1.76 90.57 90.57
STMicroel Italy short 7/17/06 7/24/06 7 11.66 12.09 11.23 -0.43 -3.65
long 12/12/16 3/26/18 469 9.88 18.61 8.73 88.31 81.43
Banca Generali long 5/18/09 4/19/10 336 4.79 8.41 3.61 75.38 75.38
Fiat Chrysler long 7/24/06 8/28/06 35 2.98 3.14 0.16 5.22
long 10/16/06 7/30/07 287 3.62 5.97 2.35 64.90
long 1/26/15 9/14/15 231 7.97 8.47 0.51 6.37
long 4/23/18 6/04/18 42 19.68 17.85 -1.83 -9.30 67.39
Unipol short 4/19/10 11/15/10 210 14.47 10.60 19.76 5.28 36.52 36.52
Amplifon long 9/07/20 2/07/22 518 28.80 36.07 7.27 25.24 25.24
CNH Industrial short 10/23/23 12/04/23 42 10.55 10.06 11.06 0.51 4.87 4.87
Luxottica long 2/13/12 4/09/12 56 25.07 25.93 0.86 3.43 3.43
Banco BPM short 9/12/16 12/12/16 91 2.28 2.23 2.32 0.04 1.88 1.88
Exor long 11/15/10 6/20/11 217 20.71 21.09 0.38 1.83 1.83
UBI Banca short 6/20/11 2/13/12 238 3.79 3.75 3.83 0.04 1.07 1.07
Brembo long 8/08/16 9/12/16 35 10.41 10.38 -0.03 -0.29 -0.29
Recordati short 8/28/06 10/16/06 49 5.45 5.64 5.26 -0.19 -3.49 -3.49
YOOX Net-a-Porter short 8/11/14 1/26/15 168 18.25 19.04 17.46 -0.79 -4.33 -4.33
Leonardo short 3/26/18 4/23/18 28 9.34 9.98 8.69 -0.65 -6.94
short 6/04/18 4/08/19 308 8.83 10.50 7.16 -1.67 -18.94 -24.57
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Juventus Football long 4/08/19 3/02/20 329 16.06 9.29 -6.77 -42.15
short 3/02/20 9/07/20 189 9.29 8.94 9.65 0.36 3.85 -39.92
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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