Assessment - FTSE / Milano Italia Borsa - 22/11/21 - RS = 28
⇐
⇓ freshest
⇓ 22/11/21
⇓ 10/05/21
prc diff
⇓
∅-RS
MIB 40
25,853.000
Fri
-4.60
27,382.900
-5.59
24,802.900
2,580.000
10.40
12.02
L
Ferrari
231.400
Fri
-3.10
246.300
-6.05
165.250
81.050
49.05
37.69
L
STMicroel Italy
41.915
Fri
-3.68
45.710
-8.30
30.140
15.570
51.66
36.89
Interpump
59.000
Fri
-2.88
62.250
-5.22
44.140
18.110
41.03
32.86
Moncler
62.720
Fri
-6.39
68.760
-8.78
51.740
17.020
32.90
29.77
L
Azimut
24.210
Fri
-4.87
26.540
-8.78
20.440
6.100
29.84
29.02
L
Campari
12.855
Fri
-3.31
13.465
-4.53
10.240
3.225
31.49
28.23
CNH Industrial
15.005
Fri
-6.92
16.240
-7.60
14.025
2.215
15.79
27.61
Eni
11.530
Fri
-6.23
12.328
-6.47
10.408
1.920
18.45
23.41
L
Exor
78.040
Fri
-5.08
83.500
-6.54
69.160
14.340
20.73
21.20
Banca Generali
35.860
Fri
-2.82
39.170
-8.45
33.020
6.150
18.63
20.90
L
Prysmian
32.960
Fri
-3.91
35.000
-5.83
26.960
8.040
29.82
20.62
Pirelli
5.462
Fri
-4.91
5.860
-6.79
4.655
1.205
25.89
20.21
L
Recordati
54.760
Fri
-2.21
56.280
-2.70
44.800
11.480
25.63
17.90
Unicredit
10.494
Fri
-6.90
11.052
-5.05
9.854
1.198
12.16
17.47
Amplifon
42.200
Fri
-2.54
43.800
-3.65
35.240
8.560
24.29
17.46
Telecom Italia
0.481
Fri
-0.72
0.451
6.47
0.427
0.024
5.62
16.18
A2A
1.710
Fri
-4.76
1.831
-6.58
1.696
0.135
7.96
15.18
FinecoBank
15.515
Fri
-2.73
16.705
-7.12
14.160
2.545
17.97
14.86
Stellantis
15.566
Fri
-6.84
17.458
-10.84
15.100
2.358
15.62
14.19
Tenaris
8.842
Fri
-7.08
9.586
-7.76
9.792
-0.206
-2.10
14.19
Poste Italiane
11.075
Fri
-4.11
11.855
-6.58
11.225
0.630
5.61
13.39
Generali
17.660
Fri
-3.60
18.400
-4.02
17.560
0.840
4.78
11.41
Banco BPM
2.430
Fri
-5.81
2.645
-8.13
2.529
0.116
4.59
11.14
Mediobanca
9.582
Fri
-4.66
10.160
-5.69
9.654
0.506
5.24
11.06
⇓ freshest
⇓ 22/11/21
⇓ 10/05/21
prc diff
⇓
∅-RS
DiaSorin
187.300
Fri
5.55
183.650
1.99
142.650
41.000
28.74
10.99
Unipol
4.600
Fri
-4.66
4.992
-7.85
4.905
0.087
1.77
10.53
L
Inwit
10.300
Fri
-0.77
10.560
-2.46
9.514
1.046
10.99
10.21
Banca Mediolanum
8.324
Fri
-4.50
8.742
-4.78
8.108
0.634
7.82
8.94
Hera
3.370
Fri
-4.64
3.575
-5.73
3.457
0.118
3.41
7.57
Atlantia
16.070
Fri
-5.66
16.555
-2.93
16.150
0.405
2.51
6.21
Snam
4.945
Fri
-1.57
5.034
-1.77
4.817
0.217
4.50
5.88
Terna
6.460
Fri
-1.40
6.612
-2.30
6.184
0.428
6.92
4.54
Intesa Sanpaolo
2.157
Fri
-5.75
2.327
-7.33
2.390
-0.063
-2.62
4.19
Italgas
5.506
Fri
-2.62
5.628
-2.17
5.564
0.064
1.15
3.76
BPER Banca
1.697
Fri
-4.31
1.808
-6.11
1.998
-0.191
-9.53
1.09
Leonardo
6.064
Fri
-4.53
6.210
-2.35
6.970
-0.760
-10.90
-6.04
S
Buzzi Unicem
18.810
Fri
-4.81
19.825
-5.12
23.270
-3.445
-14.80
-7.31
S
Saipem
1.779
Fri
-4.99
1.901
-6.42
2.050
-0.149
-7.27
-11.12
Enel
6.816
Fri
-4.66
6.952
-1.96
8.274
-1.322
-15.98
-12.14
S
Nexi
13.725
Fri
-2.73
13.840
-0.83
15.400
-1.560
-10.13
-15.10
MIB - 40 out of 40 instruments rated - 22/11/21 / 10/05/21 - 32 did rise, Market-Ratio(28) = 80.00 % 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
2/01/06 9/01/06 7 - cash -
long
9/01/06
18/09/06
252
Tenaris
100
978
10.224
13.792
3.568
35
13,490
54
short
18/09/06
27/11/06
70
Mediaset
100
1,604
8.405
8.932
7.878
-0.527
-6
12,644
-29
long
27/11/06
30/07/07
245
Fiat Chrysler
100
3,267
3.870
5.969
2.099
54
19,502
91
short
30/07/07
17/08/09
749
Telecom Italia
100
10,052
1.940
1.034
3.640
1.700
88
36,588
36
long
17/08/09
26/04/10
252
Banca Generali
100
5,502
6.650
8.315
1.665
25
45,749
38
short
26/04/10
20/12/10
238
Unipol
100
3,190
14.338
9.300
22.105
7.767
54
70,527
94
long
20/12/10
27/06/11
189
Exor
100
3,023
23.330
20.230
-3.100
-13
61,155
-24
short
27/06/11
5/11/12
497
UnipolSai
100
11,921
5.130
0.935
28.146
23.016
449
335,534
249
long
5/11/12
4/08/14
637
Azimut
100
36,063
9.304
18.460
9.156
98
665,727
48
short
4/08/14
26/01/15
175
YOOX Net-a-Porter
100
36,043
18.470
19.040
17.900
-0.570
-3
645,182
-6
long
26/01/15
21/09/15
238
Fiat Chrysler
100
80,990
7.966
8.487
0.520
7
687,329
10
short
21/09/15
26/12/16
462
Saipem
100
67,584
10.170
5.130
20.162
9.992
98
1,362,602
72
long
26/12/16
27/11/17
336
STMicroel Italy
100
126,753
10.750
20.210
9.460
88
2,561,685
99
short
27/11/17
8/01/18
42
Leonardo
100
250,654
10.220
10.570
9.870
-0.350
-3
2,473,956
-26
long
8/01/18
12/02/18
35
Fiat Chrysler
100
136,561
18.116
17.656
-0.460
-3
2,411,138
-24
short
12/02/18
29/04/19
441
Leonardo
100
279,066
8.640
10.415
6.865
-1.775
-21
1,915,796
-17
long
29/04/19
2/03/20
308
Azimut
100
106,581
17.975
18.590
0.615
3
1,981,343
4
short
2/03/20
28/09/20
210
Juventus Football
100
2,133,229
0.929
0.865
0.998
0.069
7
2,128,536
13
long
28/09/20
1/02/21
126
DiaSorin
100
12,462
170.800
180.000
9.200
5
2,243,186
16
short
1/02/21
8/02/21
7
BPER Banca
100
1,463,265
1.533
1.910
1.157
-0.377
-25
1,692,267
-100
long
8/02/21
26/11/21
291
CNH Industrial
100
142,326
11.890
15.005
3.115
26
2,135,613
34
accum 9/01/06
26/11/21 5801
days out of 5808 invested (100%)
21,256
2,135,613
40
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total UnipolSai short 27/06/11 5/11/12 497 5.13 0.94 28.15 23.02 448.66 448.66 Azimut long 5/11/12 4/08/14 637 9.30 18.46 9.16 98.41 long 29/04/19 2/03/20 308 17.98 18.59 0.61 3.42 105.20 Saipem short 21/09/15 26/12/16 462 10.17 5.13 20.16 9.99 98.25 98.25 STMicroel Italy long 26/12/16 27/11/17 336 10.75 20.21 9.46 88.00 88.00 Telecom Italia short 30/07/07 17/08/09 749 1.94 1.03 3.64 1.70 87.62 87.62 Fiat Chrysler long 27/11/06 30/07/07 245 3.87 5.97 2.10 54.24 long 26/01/15 21/09/15 238 7.97 8.49 0.52 6.53 long 8/01/18 12/02/18 35 18.12 17.66 -0.46 -2.54 60.14 Unipol short 26/04/10 20/12/10 238 14.34 9.30 22.11 7.77 54.17 54.17 Tenaris long 9/01/06 18/09/06 252 10.22 13.79 3.57 34.90 34.90 CNH Industrial long 8/02/21 26/11/21 291 11.89 15.01 3.12 26.20 26.20 Banca Generali long 17/08/09 26/04/10 252 6.65 8.32 1.67 25.04 25.04 Juventus Football short 2/03/20 28/09/20 210 0.93 0.86 1.00 0.07 7.43 7.43 DiaSorin long 28/09/20 1/02/21 126 170.80 180.00 9.20 5.39 5.39 YOOX Net-a-Porter short 4/08/14 26/01/15 175 18.47 19.04 17.90 -0.57 -3.09 -3.09 Mediaset short 18/09/06 27/11/06 70 8.41 8.93 7.88 -0.53 -6.27 -6.27 Exor long 20/12/10 27/06/11 189 23.33 20.23 -3.10 -13.29 -13.29 Leonardo short 27/11/17 8/01/18 42 10.22 10.57 9.87 -0.35 -3.42 short 12/02/18 29/04/19 441 8.64 10.42 6.87 -1.78 -20.54 -23.27 BPER Banca short 1/02/21 8/02/21 7 1.53 1.91 1.16 -0.38 -24.56 -24.56
Annotations
22/06/18 Pirelli returns 15/06/18 YOOX Net-a-P drops out due to acquisition by Richemont 22/05/17 Saipem reverse stock split 10:1 (one for ten) 8/05/17 Davide Campari stock split 1:2 (two for one) 17/04/17 MIB Machine Learning processed for all techniques. 12/04/17 MIB The market needs to be re-learned, because the BMPS price development generated biased techniques. 20/03/17 MIB Banca Generali replaces Banca Monte dei Paschi di Siena 23/01/17 Unicredit reverse stock split 10:1 (one for ten) 1/01/17 MIB result of merger of Popolare and Popolare di Milano 7/11/16 Snam spin-off Italgas 5:1 (one new Italgas for five Snam) 6/10/16 MIB Brembo replaces Italcementi (acquired by HeidelbergCement) 20/06/16 MIB Recordati replaces Anima 6/05/16 Finmeccanica got granted a really big name: Leonardo 5/04/16 MIB EGP was replaced by FinecoBank 25/01/16 Saipem ex capital increase: strike new shares EUR 0.362 - ratio 1:22 21/12/15 MIB Poste Italiane replaces Ansaldo STS 18/11/15 MIB complete analysis 2/11/15 Pirelli drops out due to acquisition by CNCC 21/09/15 Unipol re-joins the MIB as replacement for Autogrill 29/08/15 MIB complete analysis
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