Assessment - FTSE / Milano Italia Borsa in Swiss Franc - 5/10/21 - RS = 11
⇐
⇓ freshest
⇓ 5/10/21
⇓ 2/22/21
prc diff
⇓
∅-RS
MIB 40
26,753.918
Thu
0.23
27,136.853
-1.41
25,061.621
2,075.232
8.28
20.15
L
CNH Industrial
14.858
Thu
0.82
15.345
-3.17
13.604
1.741
12.79
76.29
L
Tenaris
10.812
Thu
3.37
10.713
0.92
8.178
2.536
31.01
63.08
L
Banco BPM
2.826
Thu
1.14
2.767
2.14
2.334
0.433
18.54
56.50
Stellantis
16.107
Thu
0.41
16.521
-2.50
14.382
2.139
14.87
38.21
L
Poste Italiane
12.073
Thu
-1.25
12.281
-1.69
10.504
1.777
16.92
33.88
Mediobanca
10.523
Thu
-0.58
10.562
-0.37
9.879
0.683
6.92
33.37
Interpump
46.543
Thu
-0.89
48.294
-3.62
42.958
5.336
12.42
32.10
L
Intesa Sanpaolo
2.607
Thu
0.08
2.614
-0.29
2.287
0.327
14.30
31.85
L
A2A
1.828
Thu
0.45
1.855
-1.45
1.561
0.294
18.81
31.41
Moncler
55.733
Thu
0.79
56.609
-1.55
56.529
0.079
0.14
31.46
L
Unipol
5.382
Thu
0.57
5.367
0.29
4.651
0.716
15.39
28.02
L
Generali
19.125
Thu
0.40
19.212
-0.46
16.926
2.286
13.51
27.62
L
Eni
11.442
Thu
2.07
11.387
0.48
10.191
1.197
11.74
25.69
L
Unicredit
11.160
Thu
2.93
10.781
3.51
9.074
1.707
18.81
24.99
Exor
74.136
Thu
0.74
75.668
-2.02
71.364
4.304
6.03
24.75
L
Banca Generali
35.558
Thu
-1.10
36.127
-1.57
31.718
4.410
13.90
23.22
Azimut
22.254
Thu
0.15
22.363
-0.49
21.490
0.873
4.06
20.82
Banca Mediolanum
8.622
Thu
-2.43
8.871
-2.81
8.153
0.718
8.81
20.01
L
Leonardo
7.508
Thu
0.76
7.626
-1.55
7.173
0.452
6.31
19.50
Amplifon
36.554
Thu
-1.12
38.556
-5.19
38.002
0.554
1.46
19.07
L
Campari
11.116
Thu
0.94
11.204
-0.78
10.382
0.821
7.91
17.63
L
Buzzi Unicem
25.285
Thu
0.52
25.460
-0.69
23.015
2.445
10.62
15.89
Telecom Italia
0.475
Thu
1.45
0.468
1.54
0.414
0.053
12.80
15.51
L
BPER Banca
2.177
Thu
-1.29
2.186
-0.40
1.998
0.188
9.43
14.88
⇓ freshest
⇓ 5/10/21
⇓ 2/22/21
prc diff
⇓
∅-RS
Pirelli
5.027
Thu
0.31
5.093
-1.29
5.332
-0.239
-4.48
13.98
FinecoBank
15.372
Thu
1.04
15.492
-0.78
16.000
-0.508
-3.17
12.54
Atlantia
17.467
Thu
-1.02
17.670
-1.15
17.155
0.515
3.00
12.12
Prysmian
29.311
Thu
1.71
29.497
-0.63
28.886
0.611
2.12
11.89
L
Hera
3.695
Thu
0.06
3.782
-2.31
3.285
0.497
15.14
11.11
L
Snam
5.209
Thu
-0.50
5.270
-1.16
4.718
0.552
11.70
9.41
STMicroel Italy
31.215
Thu
-2.04
32.976
-5.34
36.848
-3.871
-10.51
9.02
L
Italgas
6.026
Thu
0.44
6.088
-1.01
5.484
0.603
11.00
7.68
Enel
8.744
Thu
-0.89
9.053
-3.41
8.797
0.255
2.90
6.99
L
Inwit
10.455
Thu
1.01
10.409
0.44
9.302
1.107
11.91
3.88
Terna
6.670
Thu
-0.52
6.766
-1.42
6.363
0.403
6.33
2.36
Saipem
2.232
Thu
0.10
2.243
-0.49
2.878
-0.635
-22.06
1.85
Nexi
16.587
Thu
-1.21
16.849
-1.56
16.556
0.293
1.77
1.64
Ferrari
179.104
Thu
0.74
180.800
-0.94
176.723
4.077
2.31
1.53
Recordati
47.801
Thu
-0.21
49.016
-2.48
46.095
2.921
6.34
1.13
DiaSorin
147.704
Thu
-2.35
156.073
-5.36
178.956
-22.882
-12.79
-13.28
MIB - 40 out of 40 instruments rated - 5/10/21 / 2/22/21 - 35 did rise, Market-Ratio(11) in CHF = 87.50 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Swiss Franc * 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
605
16.522
23.423
6.901
42
14,175
192
5/15/06 9/04/06 112 - cash -
9/04/06
4/30/07
238
Fiat Chrysler
100
2,829
5.010
9.952
4.942
99
28,156
187
4/30/07 5/21/07 21 - cash -
5/21/07
6/25/07
35
Fiat Chrysler
100
2,865
9.827
9.999
0.172
2
28,648
20
6/25/07 5/18/09 693 - cash -
5/18/09
7/13/09
56
Banca Generali
100
3,950
7.252
8.624
1.372
19
34,067
209
7/13/09 8/31/09 49 - cash -
8/31/09
11/23/09
84
Banca Generali
100
3,229
10.549
12.588
2.039
19
40,651
116
11/23/09 2/07/11 441 - cash -
2/07/11
4/18/11
70
Fiat Chrysler
100
6,527
6.228
5.305
-0.922
-15
34,630
-57
4/18/11 2/06/12 294 - cash -
2/06/12
4/09/12
63
Luxottica
100
1,125
30.765
31.139
0.374
1
35,051
7
4/09/12 9/03/12 147 - cash -
9/03/12
11/19/12
77
Azimut
100
3,639
9.630
10.943
1.313
14
39,830
83
11/19/12 1/14/13 56 - cash -
1/14/13
3/18/13
63
Azimut
100
2,811
14.168
14.809
0.640
5
41,629
29
3/18/13 5/20/13 63 - cash -
5/20/13
7/08/13
49
Mediaset
100
13,358
3.116
4.029
0.913
29
53,824
578
7/08/13 9/09/13 63 - cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
1,777
30.275
42.261
11.986
40
75,124
178
1/06/14 2/24/14 49 - cash -
2/24/14
5/12/14
77
UBI Banca
100
10,064
7.465
7.934
0.470
6
79,851
34
5/12/14 1/26/15 259 - cash -
1/26/15
6/08/15
133
Fiat Chrysler
100
9,884
8.078
9.685
1.607
20
95,734
65
6/08/15 4/25/16 322 - cash -
4/25/16
5/23/16
28
Brembo
100
9,233
10.369
11.390
1.021
10
105,162
240
5/23/16 1/02/17 224 - cash -
1/02/17
3/06/17
63
STMicroel Italy
100
9,084
11.576
15.492
3.915
34
140,729
441
3/06/17 5/08/17 63 - cash -
5/08/17
7/24/17
77
STMicroel Italy
100
8,580
16.401
15.690
-0.711
-4
134,624
-19
7/24/17 3/04/19 588 - cash -
3/04/19
5/27/19
84
Juventus Football
100
96,141
1.400
1.627
0.226
16
156,381
92
5/27/19 12/23/19 210 - cash -
12/23/19
1/20/20
28
STMicroel Italy
100
5,923
26.398
26.053
-0.346
-1
154,334
-16
1/20/20 6/01/20 133 - cash -
6/01/20
8/24/20
84
DiaSorin
100
795
194.114
175.712
-18.402
-9
139,704
-35
8/24/20 1/11/21 140 - cash -
1/11/21
5/13/21
122
CNH Industrial
100
11,696
11.944
14.858
2.914
24
173,789
92
accum 1/16/06
5/13/21 1670
days out of 5611 invested (30%)
1,638
173,789
87
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 5.01 9.95 4.94 98.65 5/21/07 6/25/07 35 9.83 10.00 0.17 1.75 2/07/11 4/18/11 70 6.23 5.31 -0.92 -14.81 1/26/15 6/08/15 133 8.08 9.69 1.61 19.89 106.43 Banca Generali 5/18/09 7/13/09 56 7.25 8.62 1.37 18.92 8/31/09 11/23/09 84 10.55 12.59 2.04 19.33 41.90 Tenaris 1/16/06 5/15/06 119 16.52 23.42 6.90 41.77 41.77 YOOX Net-a-Porter 9/09/13 1/06/14 119 30.27 42.26 11.99 39.59 39.59 Mediaset 5/20/13 7/08/13 49 3.12 4.03 0.91 29.30 29.30 STMicroel Italy 1/02/17 3/06/17 63 11.58 15.49 3.92 33.82 5/08/17 7/24/17 77 16.40 15.69 -0.71 -4.34 12/23/19 1/20/20 28 26.40 26.05 -0.35 -1.31 26.34 CNH Industrial 1/11/21 5/13/21 122 11.94 14.86 2.91 24.40 24.40 Azimut 9/03/12 11/19/12 77 9.63 10.94 1.31 13.64 1/14/13 3/18/13 63 14.17 14.81 0.64 4.52 18.77 Juventus Football 3/04/19 5/27/19 84 1.40 1.63 0.23 16.16 16.16 Brembo 4/25/16 5/23/16 28 10.37 11.39 1.02 9.85 9.85 UBI Banca 2/24/14 5/12/14 77 7.46 7.93 0.47 6.29 6.29 Luxottica 2/06/12 4/09/12 63 30.77 31.14 0.37 1.22 1.22 DiaSorin 6/01/20 8/24/20 84 194.11 175.71 -18.40 -9.48 -9.48
Annotations
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) 5/08/17 Davide Campari stock split 1:2 (two for one) 4/17/17 MIB Machine Learning processed for all techniques. 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
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