Assessment - FTSE / Milano Italia Borsa - 3/01/21 - RS = 28
⇐
⇓ freshest
⇓ 3/01/21
⇓ 8/17/20
prc diff
⇓
∅-RS
L
MIB 40
23,014.200
09:05
-0.14
23,046.800
-0.14
19,950.300
3,096.500
15.52
17.63
L
CNH Industrial
12.400
09:06
-0.68
12.485
-0.68
6.506
5.979
91.90
77.01
L
Tenaris
8.976
09:04
0.07
8.970
0.07
5.160
3.810
73.84
58.80
L
Banco BPM
2.196
09:06
-0.68
2.211
-0.68
1.390
0.822
59.12
51.51
L
Stellantis
13.724
09:06
-1.04
13.868
-1.04
9.650
4.218
43.71
42.77
L
Moncler
51.040
09:06
-1.28
51.700
-1.28
32.950
18.750
56.90
40.77
L
Mediobanca
9.004
09:06
0.60
8.950
0.60
7.014
1.936
27.60
35.94
L
Exor
68.400
09:05
-0.61
68.820
-0.61
51.860
16.960
32.70
31.47
Interpump
39.200
09:06
0.05
39.180
0.05
29.080
10.100
34.73
29.82
L
Intesa Sanpaolo
2.193
09:06
-0.48
2.203
-0.48
1.824
0.379
20.75
29.59
L
FinecoBank
14.305
09:06
-1.41
14.510
-1.41
12.780
1.730
13.54
26.55
Pirelli
4.801
09:06
-1.62
4.880
-1.62
3.719
1.161
31.22
26.11
L
Unipol
4.512
09:06
-0.18
4.520
-0.18
3.988
0.532
13.34
25.32
Prysmian
26.900
09:06
-0.66
27.080
-0.66
22.570
4.510
19.98
23.58
L
Poste Italiane
9.920
09:06
-0.30
9.950
-0.30
7.884
2.066
26.20
23.55
L
Azimut
19.505
09:05
-0.38
19.580
-0.38
16.770
2.810
16.76
22.47
L
Generali
16.005
09:06
-0.16
16.030
-0.16
12.910
3.120
24.17
21.04
L
Eni
9.670
09:06
0.10
9.660
0.10
8.100
1.560
19.26
19.12
L
Banca Mediolanum
7.490
09:04
-0.20
7.505
-0.20
6.645
0.860
12.94
18.91
STMicroel Italy
29.670
09:06
-2.27
30.360
-2.27
25.100
5.260
20.96
18.57
L
Leonardo
6.838
09:05
-0.18
6.850
-0.18
5.840
1.010
17.29
18.14
L
Unicredit
8.951
09:06
-0.95
9.037
-0.95
8.135
0.902
11.09
16.81
Amplifon
31.540
09:06
0.48
31.390
0.48
28.570
2.820
9.87
16.46
L
Banca Generali
29.060
09:04
-0.07
29.080
-0.07
25.540
3.540
13.86
15.75
Campari
9.394
09:05
0.26
9.370
0.26
8.602
0.768
8.93
14.81
⇓ freshest
⇓ 3/01/21
⇓ 8/17/20
prc diff
⇓
∅-RS
L
Buzzi Unicem
21.700
09:04
-0.64
21.840
-0.64
21.250
0.590
2.78
14.28
L
Atlantia
15.515
09:05
-0.58
15.605
-0.58
14.040
1.565
11.15
11.50
L
A2A
1.394
09:06
0.40
1.389
0.40
1.280
0.109
8.48
10.95
L
Saipem
2.219
09:06
0.68
2.204
0.68
1.910
0.294
15.39
7.85
L
Telecom Italia
0.398
09:06
2.65
0.388
2.65
0.370
0.018
4.98
6.77
Enel
7.799
09:06
2.27
7.626
2.27
7.808
-0.182
-2.33
3.04
Ferrari
158.450
09:06
-1.43
160.750
-1.43
166.850
-6.100
-3.66
2.32
Nexi
14.795
09:06
-1.56
15.030
-1.56
15.045
-0.015
-0.10
1.96
DiaSorin
161.400
09:05
-0.25
161.800
-0.25
162.800
-1.000
-0.61
1.36
L
BPER Banca
1.860
09:06
-0.16
1.863
-0.16
2.316
-0.454
-19.58
1.02
Recordati
43.000
09:06
-0.02
43.010
-0.02
45.890
-2.880
-6.28
-0.18
S
Snam
4.278
09:06
1.42
4.218
1.42
4.421
-0.203
-4.59
-2.49
S
Italgas
4.956
09:05
1.64
4.876
1.64
5.655
-0.779
-13.78
-4.91
S
Terna
5.712
09:06
0.92
5.660
0.92
6.330
-0.670
-10.58
-5.32
L
Hera
2.934
09:05
0.82
2.910
0.82
3.326
-0.416
-12.51
-8.12
Inwit
8.460
09:06
0.89
8.385
0.89
8.450
-0.065
-0.77
-10.03
MIB - 40 out of 40 instruments rated - 3/01/21 / 8/17/20 - 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
Mediaset
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
67,584
10.170
5.130
20.162
9.992
98
1,362,602
72
long
12/26/16
11/27/17
336
STMicroel Italy
100
126,753
10.750
20.210
9.460
88
2,561,685
99
short
11/27/17
1/08/18
42
Leonardo
100
250,654
10.220
10.570
9.870
-0.350
-3
2,473,956
-26
long
1/08/18
2/12/18
35
Fiat Chrysler
100
136,561
18.116
17.656
-0.460
-3
2,411,138
-24
short
2/12/18
4/29/19
441
Leonardo
100
279,066
8.640
10.415
6.865
-1.775
-21
1,915,796
-17
long
4/29/19
3/02/20
308
Azimut
100
106,581
17.975
18.590
0.615
3
1,981,343
4
short
3/02/20
9/28/20
210
Juventus Football
100
2,133,229
0.929
0.865
0.998
0.069
7
2,128,536
13
long
9/28/20
2/01/21
126
DiaSorin
100
12,462
170.800
180.000
9.200
5
2,243,186
16
short
2/01/21
2/08/21
7
BPER Banca
100
1,463,265
1.533
1.910
1.157
-0.377
-25
1,692,267
-100
long
2/08/21
3/04/21
24
CNH Industrial
100
142,326
11.890
12.400
0.510
4
1,764,853
89
accum 1/09/06
3/04/21 5533
days out of 5540 invested (100%)
17,549
1,764,853
41
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total 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 Saipem short 9/21/15 12/26/16 462 10.17 5.13 20.16 9.99 98.25 98.25 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 Juventus Football short 3/02/20 9/28/20 210 0.93 0.86 1.00 0.07 7.43 7.43 DiaSorin long 9/28/20 2/01/21 126 170.80 180.00 9.20 5.39 5.39 CNH Industrial long 2/08/21 3/04/21 24 11.89 12.40 0.51 4.29 4.29 YOOX Net-a-Porter short 8/04/14 1/26/15 175 18.47 19.04 17.90 -0.57 -3.09 -3.09 Mediaset 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
6/22/18 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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