Assessment - FTSE / Milano Italia Borsa - 3/27/23 - RS = 11
⇐
instrument
freshest
⇓ Δday
3/27/23
⇓ Δwk
1/09/23
prc diff
⇓ Δ11
⇓ ∅-RS
MIB 40
27,113.900
Fri
0.34
26,206.700
3.46
25,385.100
821.600
3.24
10.93
L
A2A
1.470
Fri
1.14
1.438
2.23
1.323
0.115
8.69
10.80
L
Amplifon
31.940
Fri
-0.22
30.660
4.17
27.840
2.820
10.13
5.39
Azimut
19.700
Fri
-0.20
19.335
1.89
21.800
-2.465
-11.31
3.74
S
Banca Generali
29.380
Fri
0.07
28.840
1.87
33.620
-4.780
-14.22
-4.51
Banca Mediolanum
8.358
Fri
-0.14
8.156
2.48
8.284
-0.128
-1.55
11.60
Banco BPM
3.605
Fri
-1.37
3.438
4.86
3.622
-0.184
-5.08
13.63
BPER Banca
2.273
Fri
-0.74
2.236
1.65
2.093
0.143
6.83
25.42
L
Buzzi Unicem
22.360
Fri
-1.80
21.880
2.19
19.515
2.365
12.12
23.80
L
Campari
11.250
Fri
1.35
11.090
1.44
9.990
1.100
11.01
11.27
CNH Industrial
14.080
Fri
0.43
13.615
3.42
15.695
-2.080
-13.25
1.09
DiaSorin
97.060
Fri
-1.40
98.000
-0.96
127.600
-29.600
-23.20
-22.12
L
Enel
5.627
Fri
0.30
5.464
2.98
5.599
-0.135
-2.41
4.65
S
Eni
12.906
Fri
0.12
12.308
4.86
13.944
-1.636
-11.73
-4.14
S
ERG
27.960
Fri
2.19
26.940
3.79
27.600
-0.660
-2.39
-10.94
L
Ferrari
249.300
Fri
1.18
247.000
0.93
216.000
31.000
14.35
21.87
FinecoBank
14.140
Fri
-1.87
13.790
2.54
16.635
-2.845
-17.10
3.09
L
Generali
18.380
Fri
0.44
17.840
3.03
17.180
0.660
3.84
8.27
Hera
2.602
Fri
0.62
2.521
3.21
2.640
-0.119
-4.51
-7.21
L
Interpump
51.650
Fri
0.49
49.620
4.09
47.620
2.000
4.20
20.87
Intesa Sanpaolo
2.368
Fri
0.11
2.272
4.23
2.229
0.043
1.93
14.71
L
Inwit
12.120
Fri
-0.16
11.990
1.08
9.784
2.206
22.55
22.14
Italgas
5.625
Fri
0.27
5.550
1.35
5.365
0.185
3.45
1.07
Iveco
8.725
Fri
-0.51
8.853
-1.45
6.176
2.677
43.35
48.81
L
Leonardo
10.820
Fri
-0.55
10.975
-1.41
8.078
2.897
35.86
24.12
instrument
freshest
⇓ Δday
3/27/23
⇓ Δwk
1/09/23
prc diff
⇓ Δ11
⇓ ∅-RS
Mediobanca
9.268
Fri
0.09
8.950
3.55
9.356
-0.406
-4.34
-0.56
L
Moncler
63.540
Fri
1.79
60.700
4.68
52.680
8.020
15.22
27.82
S
Nexi
7.486
Fri
2.69
7.100
5.44
7.862
-0.762
-9.69
-15.72
Pirelli
4.622
Fri
1.38
4.394
5.19
4.552
-0.158
-3.47
4.33
Poste Italiane
9.412
Fri
0.02
9.354
0.62
9.588
-0.234
-2.44
3.17
Prysmian
38.700
Fri
0.81
36.560
5.85
35.010
1.550
4.43
14.97
L
Recordati
38.960
Fri
-0.76
39.960
-2.50
39.340
0.620
1.58
-2.16
L
Saipem
1.383
Fri
1.39
1.290
7.25
1.261
0.029
2.30
0.32
Snam
4.889
Fri
-0.43
4.819
1.45
4.797
0.022
0.46
-0.65
L
Stellantis
16.736
Fri
0.94
16.230
3.12
14.554
1.676
11.52
17.83
L
STMicroel Italy
48.950
Fri
0.74
45.835
6.80
37.295
8.540
22.90
26.99
L
Telecom Italia
0.304
Fri
0.80
0.288
5.52
0.249
0.040
15.92
19.98
S
Tenaris
13.100
Fri
0.23
12.945
1.20
15.835
-2.890
-18.25
-11.25
Terna
7.566
Fri
-0.58
7.596
-0.39
7.234
0.362
5.00
4.15
Unicredit
17.410
Fri
-0.29
16.430
5.96
14.612
1.818
12.44
45.15
Unipol
4.741
Fri
-0.57
4.643
2.11
4.746
-0.103
-2.17
1.56
MIB - 40 out of 40 instruments rated - 3/27/23 / 1/09/23 - 23 did rise, Market-Ratio(11) = 57.50 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * L11 - 89/57 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
1/16/06
14
- cash -
long
1/16/06
5/15/06
119
Tenaris
100
938
10.657
15.129
4.472
42
14,195
193
5/15/06
9/04/06
112
- cash -
9/04/06
4/30/07
238
Fiat Chrysler
100
4,474
3.172
6.047
2.875
91
27,057
169
4/30/07
5/21/07
21
- cash -
5/21/07
6/25/07
35
Fiat Chrysler
100
4,564
5.928
6.039
0.111
2
27,564
21
6/25/07
5/18/09
693
- cash -
5/18/09
7/13/09
56
Banca Generali
100
5,751
4.793
5.695
0.903
19
32,754
208
7/13/09
8/31/09
49
- cash -
8/31/09
11/23/09
84
Banca Generali
100
4,706
6.960
8.320
1.360
20
39,155
117
11/23/09
2/07/11
441
- cash -
2/07/11
4/18/11
70
Fiat Chrysler
100
8,156
4.800
4.120
-0.681
-14
33,604
-55
4/18/11
2/06/12
294
- cash -
2/06/12
4/09/12
63
Luxottica
100
1,319
25.470
25.930
0.460
2
34,211
11
4/09/12
9/03/12
147
- cash -
9/03/12
11/19/12
77
Azimut
100
4,266
8.019
9.083
1.064
13
38,750
81
11/19/12
1/14/13
56
- cash -
1/14/13
3/18/13
63
Azimut
100
3,333
11.624
12.066
0.442
4
40,223
24
3/18/13
5/20/13
63
- cash -
5/20/13
7/08/13
49
MFE-MediaForEurope
100
16,115
2.496
3.258
0.762
31
52,503
628
7/08/13
9/09/13
63
- cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
2,142
24.500
34.300
9.800
40
73,494
181
1/06/14
2/24/14
49
- cash -
2/24/14
5/12/14
77
UBI Banca
100
12,018
6.115
6.495
0.380
6
78,061
33
5/12/14
1/26/15
259
- cash -
1/26/15
6/08/15
133
Fiat Chrysler
100
9,799
7.966
9.247
1.281
16
90,614
51
6/08/15
4/25/16
322
- cash -
4/25/16
5/23/16
28
Brembo
100
9,600
9.438
10.260
0.822
9
98,505
197
5/23/16
1/02/17
224
- cash -
1/02/17
3/06/17
63
STMicroel Italy
100
9,112
10.810
14.500
3.690
34
132,128
448
3/06/17
5/08/17
63
- cash -
5/08/17
7/24/17
77
STMicroel Italy
100
8,785
15.040
14.240
-0.800
-5
125,100
-23
7/24/17
3/04/19
588
- cash -
3/04/19
5/27/19
84
Juventus Football
100
101,213
1.236
1.448
0.212
17
146,557
99
5/27/19
12/23/19
210
- cash -
12/23/19
1/20/20
28
STMicroel Italy
100
6,038
24.270
24.030
-0.240
-1
145,108
-12
1/20/20
6/01/20
133
- cash -
6/01/20
8/24/20
84
DiaSorin
100
799
181.500
163.500
-18.000
-10
130,726
-36
8/24/20
1/11/21
140
- cash -
1/11/21
7/19/21
189
CNH Industrial
100
11,841
11.040
12.920
1.880
17
152,987
35
7/19/21
11/21/22
490
- cash -
11/21/22
3/31/23
130
Unicredit
100
11,534
13.264
17.410
4.146
31
200,807
115
accum 1/16/06
3/31/23 1868
days out of 6299 invested (30%)
1,908
200,807
80
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Fiat Chrysler long 9/04/06 4/30/07 238 3.17 6.05 2.87 90.62
5/21/07 6/25/07 35 5.93 6.04 0.11 1.88
2/07/11 4/18/11 70 4.80 4.12 -0.68 -14.18
1/26/15 6/08/15 133 7.97 9.25 1.28 16.08 93.47
Banca Generali 5/18/09 7/13/09 56 4.79 5.70 0.90 18.83
8/31/09 11/23/09 84 6.96 8.32 1.36 19.54 42.05
Tenaris 1/16/06 5/15/06 119 10.66 15.13 4.47 41.96 41.96
YOOX Net-a-Porter 9/09/13 1/06/14 119 24.50 34.30 9.80 40.00 40.00
Unicredit 11/21/22 3/31/23 130 13.26 17.41 4.15 31.26 31.26
MFE-MediaForEurope 5/20/13 7/08/13 49 2.50 3.26 0.76 30.53 30.53
STMicroel Italy 1/02/17 3/06/17 63 10.81 14.50 3.69 34.14
5/08/17 7/24/17 77 15.04 14.24 -0.80 -5.32
12/23/19 1/20/20 28 24.27 24.03 -0.24 -0.99 25.74
Azimut 9/03/12 11/19/12 77 8.02 9.08 1.06 13.27
1/14/13 3/18/13 63 11.62 12.07 0.44 3.80 17.58
Juventus Football 3/04/19 5/27/19 84 1.24 1.45 0.21 17.15 17.15
CNH Industrial 1/11/21 7/19/21 189 11.04 12.92 1.88 17.03 17.03
Brembo 4/25/16 5/23/16 28 9.44 10.26 0.82 8.71 8.71
UBI Banca 2/24/14 5/12/14 77 6.12 6.50 0.38 6.21 6.21
Luxottica 2/06/12 4/09/12 63 25.47 25.93 0.46 1.81 1.81
DiaSorin 6/01/20 8/24/20 84 181.50 163.50 -18.00 -9.92 -9.92
Annotations
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
write an annotation