Assessment - FTSE / Milano Italia Borsa - 1/23/23 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
1/23/23
⇓ Δwk
7/11/22
prc diff
⇓ Δ28
∅-RS
L
MIB 40
26,336.000
Mon
-0.38
25,821.400
1.99
21,567.700
4,253.700
19.72
10.41
L
Unicredit
15.926
Mon
0.23
15.030
5.96
9.278
5.752
62.00
39.95
L
BPER Banca
2.430
Mon
-0.04
2.307
5.33
1.442
0.866
60.04
36.63
L
Banco BPM
4.020
Mon
-0.37
3.860
4.15
2.501
1.359
54.34
34.19
Iveco
7.453
Mon
-1.55
7.270
2.52
5.036
2.234
44.36
23.46
L
Azimut
22.920
Mon
-0.61
22.980
-0.26
16.765
6.215
37.07
23.44
L
FinecoBank
16.335
Mon
-0.52
16.230
0.65
11.850
4.380
36.96
22.67
L
Prysmian
37.130
Mon
-0.99
37.170
-0.11
26.400
10.770
40.80
21.62
L
Interpump
47.660
Mon
-2.22
49.400
-3.52
38.000
11.400
30.00
21.29
L
Moncler
57.320
Mon
-0.80
56.220
1.96
40.830
15.390
37.69
20.02
L
CNH Industrial
16.270
Mon
0.62
15.785
3.07
11.055
4.730
42.79
19.42
L
Banca Mediolanum
8.768
Mon
0.78
8.536
2.72
6.258
2.278
36.40
19.03
Tenaris
16.215
Mon
-1.55
16.245
-0.18
12.755
3.490
27.36
17.49
L
Ferrari
232.400
Mon
-0.13
224.100
3.70
191.000
33.100
17.33
14.92
L
Intesa Sanpaolo
2.344
Mon
-0.30
2.240
4.67
1.732
0.508
29.30
13.58
L
Buzzi Unicem
20.580
Mon
0.44
19.570
5.16
16.885
2.685
15.90
13.51
L
Eni
14.170
Mon
-0.84
14.400
-1.60
11.200
3.200
28.57
12.79
L
Banca Generali
34.000
Mon
34.060
-0.18
26.110
7.950
30.45
12.26
L
STMicroel Italy
43.595
Mon
-0.15
39.060
11.61
30.765
8.295
26.96
10.80
L
Leonardo
9.616
Mon
0.69
9.218
4.32
10.005
-0.787
-7.87
10.70
L
Generali
18.010
Mon
0.39
17.840
0.95
15.170
2.670
17.60
8.48
L
Mediobanca
9.938
Mon
0.38
9.624
3.26
8.344
1.280
15.34
7.76
Pirelli
4.550
Mon
-0.74
4.603
-1.15
4.065
0.538
13.23
7.36
L
Inwit
10.115
Mon
0.95
10.150
-0.34
9.948
0.202
2.03
5.96
L
Unipol
4.840
Mon
-0.33
4.793
0.98
4.175
0.618
14.80
5.79
⇓ instrument
freshest
⇓ Δday
1/23/23
⇓ Δwk
7/11/22
prc diff
⇓ Δ28
∅-RS
L
Telecom Italia
0.266
Mon
4.64
0.260
2.31
0.260
-0.000
-0.04
5.57
L
Poste Italiane
9.744
Mon
-0.37
9.628
1.20
8.524
1.104
12.95
5.22
L
A2A
1.388
Mon
-1.35
1.373
1.09
1.242
0.131
10.55
3.87
L
Enel
5.433
Mon
-1.04
5.466
-0.60
5.242
0.224
4.27
2.26
L
Stellantis
14.024
Mon
-1.24
14.016
0.06
12.200
1.816
14.89
1.85
L
Terna
7.306
Mon
0.22
7.334
-0.38
7.476
-0.142
-1.90
1.57
L
Campari
9.664
Mon
0.15
9.976
-3.13
10.405
-0.429
-4.12
0.52
L
Italgas
5.410
Mon
-1.46
5.495
-1.55
5.455
0.040
0.73
-0.42
L
Recordati
41.250
Mon
1.20
41.430
-0.43
43.810
-2.380
-5.43
-0.75
DiaSorin
120.500
Mon
-3.17
125.300
-3.83
136.200
-10.900
-8.00
-2.28
L
Snam
4.710
Mon
-0.63
4.753
-0.90
5.010
-0.257
-5.13
-2.46
L
Hera
2.653
Mon
-2.07
2.684
-1.15
2.800
-0.116
-4.14
-5.62
S
ERG
27.600
Mon
-0.93
27.660
-0.22
30.980
-3.320
-10.72
-7.61
L
Saipem
1.408
Mon
1.15
1.387
1.55
3.789
-2.403
-63.41
-9.09
L
Nexi
8.056
Mon
-0.91
8.148
-1.13
8.112
0.036
0.44
-9.51
L
Amplifon
25.540
Mon
-0.78
25.860
-1.24
31.320
-5.460
-17.43
-14.95
MIB - 40 out of 40 instruments rated - 1/23/23 / 7/11/22 - 29 did rise, Market-Ratio(28) = 72.50 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * 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
978
10.224
13.792
3.568
35
13,490
54
short
9/18/06
11/27/06
70
MFE-MediaForEurope
100
1,604
8.405
8.932
7.878
-0.527
-6
12,644
-29
long
11/27/06
7/30/07
245
Fiat Chrysler
100
3,267
3.870
5.969
2.099
54
19,502
91
short
7/30/07
8/17/09
749
Telecom Italia
100
10,052
1.940
1.034
3.640
1.700
88
36,588
36
long
8/17/09
4/26/10
252
Banca Generali
100
5,502
6.650
8.315
1.665
25
45,749
38
short
4/26/10
12/20/10
238
Unipol
100
3,190
14.338
9.300
22.105
7.767
54
70,527
94
long
12/20/10
6/27/11
189
Exor
100
3,023
23.330
20.230
-3.100
-13
61,155
-24
short
6/27/11
11/05/12
497
UnipolSai
100
11,921
5.130
0.935
28.146
23.016
449
335,534
249
long
11/05/12
8/04/14
637
Azimut
100
36,063
9.304
18.460
9.156
98
665,727
48
short
8/04/14
1/26/15
175
YOOX Net-a-Porter
100
36,043
18.470
19.040
17.900
-0.570
-3
645,182
-6
long
1/26/15
9/21/15
238
Fiat Chrysler
100
80,990
7.966
8.487
0.520
7
687,329
10
short
9/21/15
12/26/16
462
Saipem
100
1,419
484.286
244.286
960.075
475.789
98
1,362,474
72
long
12/26/16
11/27/17
336
STMicroel Italy
100
126,741
10.750
20.210
9.460
88
2,561,444
99
short
11/27/17
1/08/18
42
Leonardo
100
250,630
10.220
10.570
9.870
-0.350
-3
2,473,724
-26
long
1/08/18
2/12/18
35
Fiat Chrysler
100
136,549
18.116
17.656
-0.460
-3
2,410,911
-24
short
2/12/18
4/29/19
441
Leonardo
100
279,040
8.640
10.415
6.865
-1.775
-21
1,915,615
-17
long
4/29/19
3/02/20
308
Azimut
100
106,571
17.975
18.590
0.615
3
1,981,156
4
short
3/02/20
9/28/20
210
Juventus Football
100
2,133,027
0.929
0.865
0.998
0.069
7
2,128,335
13
long
9/28/20
2/01/21
126
DiaSorin
100
12,460
170.800
180.000
9.200
5
2,242,967
16
short
2/01/21
2/08/21
7
BPER Banca
100
1,463,122
1.533
1.910
1.157
-0.377
-25
1,692,102
-100
long
2/08/21
1/24/22
350
CNH Industrial
100
142,313
11.890
13.125
1.235
10
1,867,858
11
short
1/24/22
1/31/22
7
Nexi
100
144,403
12.935
12.910
12.960
0.025
0
1,871,468
11
long
1/31/22
2/07/22
7
Unicredit
100
133,771
13.990
14.784
0.794
6
1,977,682
1,679
short
2/07/22
1/30/23
357
Saipem
100
34,423
57.452
1.408
2,344.270
2,286.818
3,980
80,696,822
4,334
accum 1/09/06
1/30/23 6231
days out of 6238 invested (100%)
806,868
80,696,822
69
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 12/26/16 462 484.29 244.29 960.08 475.79 98.25
short 2/07/22 1/30/23 357 57.45 1.41 2,344.27 2,286.82 3,980.40 7,989.20
UnipolSai short 6/27/11 11/05/12 497 5.13 0.94 28.15 23.02 448.66 448.66
Azimut long 11/05/12 8/04/14 637 9.30 18.46 9.16 98.41
long 4/29/19 3/02/20 308 17.98 18.59 0.61 3.42 105.20
STMicroel Italy long 12/26/16 11/27/17 336 10.75 20.21 9.46 88.00 88.00
Telecom Italia short 7/30/07 8/17/09 749 1.94 1.03 3.64 1.70 87.62 87.62
Fiat Chrysler long 11/27/06 7/30/07 245 3.87 5.97 2.10 54.24
long 1/26/15 9/21/15 238 7.97 8.49 0.52 6.53
long 1/08/18 2/12/18 35 18.12 17.66 -0.46 -2.54 60.14
Unipol short 4/26/10 12/20/10 238 14.34 9.30 22.11 7.77 54.17 54.17
Tenaris long 1/09/06 9/18/06 252 10.22 13.79 3.57 34.90 34.90
Banca Generali long 8/17/09 4/26/10 252 6.65 8.32 1.67 25.04 25.04
CNH Industrial long 2/08/21 1/24/22 350 11.89 13.13 1.24 10.39 10.39
Juventus Football short 3/02/20 9/28/20 210 0.93 0.86 1.00 0.07 7.43 7.43
Unicredit long 1/31/22 2/07/22 7 13.99 14.78 0.79 5.68 5.68
DiaSorin long 9/28/20 2/01/21 126 170.80 180.00 9.20 5.39 5.39
Nexi short 1/24/22 1/31/22 7 12.94 12.91 12.96 0.03 0.19 0.19
YOOX Net-a-Porter short 8/04/14 1/26/15 175 18.47 19.04 17.90 -0.57 -3.09 -3.09
MFE-MediaForEurope short 9/18/06 11/27/06 70 8.41 8.93 7.88 -0.53 -6.27 -6.27
Exor long 12/20/10 6/27/11 189 23.33 20.23 -3.10 -13.29 -13.29
Leonardo short 11/27/17 1/08/18 42 10.22 10.57 9.87 -0.35 -3.42
short 2/12/18 4/29/19 441 8.64 10.42 6.87 -1.78 -20.54 -23.27
BPER Banca short 2/01/21 2/08/21 7 1.53 1.91 1.16 -0.38 -24.56 -24.56
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
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