Assessment - FTSE / Milano Italia Borsa - 3/01/21 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
3/01/21
⇓ Δwk
8/17/20
prc diff
⇓ Δ28
∅-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
⇓ instrument
freshest
⇓ Δday
3/01/21
⇓ Δwk
8/17/20
prc diff
⇓ Δ28
∅-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)
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