Assessment - FTSE / Milano Italia Borsa - 2/06/23 - RS = 14
⇐
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
10/31/22
prc diff
⇓ Δ14
∅-RS
L
MIB 40
27,160.700
Wed
0.15
27,022.300
0.51
22,652.100
4,370.200
19.29
15.63
L
Unicredit
18.222
Wed
-0.21
18.302
-0.44
12.548
5.754
45.86
69.85
L
BPER Banca
2.546
Wed
-1.39
2.540
0.24
1.873
0.668
35.65
49.31
L
Banco BPM
4.209
Wed
-2.00
4.215
-0.14
3.061
1.154
37.70
44.71
Iveco
7.482
Wed
-0.90
7.531
-0.65
5.470
2.061
37.68
28.84
L
STMicroel Italy
45.215
Wed
-0.12
45.110
0.23
31.600
13.510
42.75
28.06
L
Azimut
23.590
Wed
-0.21
23.650
-0.25
16.300
7.350
45.09
27.16
L
Interpump
51.000
Wed
0.69
51.400
-0.78
39.180
12.220
31.19
26.52
L
Banca Mediolanum
9.098
Wed
0.53
8.998
1.11
7.580
1.418
18.71
25.43
L
FinecoBank
16.815
Wed
-0.56
16.635
1.08
13.640
2.995
21.96
25.37
L
Intesa Sanpaolo
2.469
Wed
0.02
2.447
0.90
1.929
0.518
26.85
24.60
L
Ferrari
247.300
Wed
0.61
243.800
1.44
199.500
44.300
22.21
24.53
L
Moncler
56.620
Wed
-1.12
57.440
-1.43
43.690
13.750
31.47
22.61
L
Prysmian
36.930
Wed
-1.41
37.750
-2.17
32.990
4.760
14.43
22.52
L
Buzzi Unicem
20.990
Wed
1.01
20.960
0.14
16.795
4.165
24.80
21.28
L
Telecom Italia
0.305
Wed
1.91
0.293
4.21
0.198
0.094
47.65
20.41
L
Mediobanca
10.205
Wed
0.34
10.145
0.59
9.172
0.973
10.61
13.73
L
Banca Generali
34.090
Wed
-0.76
34.100
-0.03
30.260
3.840
12.69
12.50
L
Leonardo
9.634
Wed
1.73
9.482
1.60
8.132
1.350
16.60
12.20
Pirelli
4.655
Wed
0.02
4.759
-2.19
3.818
0.941
24.65
12.00
CNH Industrial
14.790
Wed
-0.67
14.895
-0.70
13.105
1.790
13.66
11.99
L
Poste Italiane
10.190
Wed
0.89
10.090
0.99
8.820
1.270
14.40
10.91
L
Stellantis
15.122
Wed
0.21
15.080
0.28
13.660
1.420
10.40
10.28
L
Generali
18.155
Wed
0.30
18.110
0.25
15.190
2.920
19.22
10.20
L
Unipol
4.897
Wed
-0.31
4.936
-0.79
4.356
0.580
13.31
8.99
⇓ instrument
freshest
⇓ Δday
2/06/23
⇓ Δwk
10/31/22
prc diff
⇓ Δ14
∅-RS
Tenaris
15.535
Wed
1.87
15.135
2.64
15.705
-0.570
-3.63
7.38
Eni
14.160
Wed
1.80
13.696
3.39
13.254
0.442
3.33
6.88
L
A2A
1.406
Wed
-0.39
1.398
0.57
1.122
0.276
24.60
6.40
L
Inwit
10.410
Wed
2.06
10.170
2.36
8.932
1.238
13.86
5.82
L
Campari
10.155
Wed
0.15
10.270
-1.12
9.094
1.176
12.93
3.89
L
Terna
7.458
Wed
-0.03
7.366
1.25
6.708
0.658
9.81
1.76
L
Enel
5.374
08:06
0.45
5.379
-0.09
4.519
0.860
19.03
1.34
L
Italgas
5.650
Wed
0.36
5.560
1.62
5.215
0.345
6.62
0.98
L
Recordati
41.260
Wed
0.83
40.620
1.58
38.030
2.590
6.81
-2.04
L
Snam
4.799
Wed
0.17
4.750
1.03
4.502
0.248
5.51
-2.37
DiaSorin
121.050
Wed
-0.74
121.900
-0.70
132.300
-10.400
-7.86
-4.64
L
Hera
2.718
Wed
-0.26
2.678
1.49
2.412
0.266
11.03
-4.90
L
Amplifon
28.000
Wed
0.72
28.500
-1.75
25.140
3.360
13.37
-4.96
S
ERG
28.600
Wed
0.35
28.440
0.56
31.740
-3.300
-10.40
-5.37
L
Nexi
8.350
Wed
-0.48
8.360
-0.12
8.770
-0.410
-4.68
-5.69
L
Saipem
1.525
Wed
5.98
1.368
11.48
0.984
0.384
39.02
-6.58
MIB - 40 out of 40 instruments rated - 2/06/23 / 10/31/22 - 36 did rise, Market-Ratio(14) = 90.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * L14 - 45 ex 7 (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
5/22/06
126
Tenaris
100
938
10.657
12.508
1.851
17
11,736
59
5/22/06
5/29/06
7
- cash -
5/29/06
6/05/06
7
Tenaris
100
785
14.933
14.431
-0.502
-3
11,342
-83
6/05/06
8/28/06
84
- cash -
8/28/06
7/09/07
315
Stellantis
100
3,613
3.139
6.639
3.500
112
23,989
138
7/09/07
4/28/08
294
- cash -
4/28/08
5/26/08
28
Saipem
100
13
1,762.380
1,756.190
-6.190
0
23,909
-4
5/26/08
6/16/08
21
- cash -
6/16/08
6/30/08
14
Tenaris
100
1,200
19.921
23.185
3.264
16
27,825
5,124
6/30/08
4/27/09
301
- cash -
4/27/09
1/18/10
266
Amplifon
100
16,661
1.670
3.123
1.453
87
52,025
136
1/18/10
3/08/10
49
- cash -
3/08/10
4/19/10
42
Amplifon
100
13,873
3.750
3.955
0.205
5
54,869
59
4/19/10
5/03/10
14
- cash -
5/03/10
5/10/10
7
Amplifon
100
13,908
3.945
3.723
-0.223
-6
51,775
-95
5/10/10
8/23/10
105
- cash -
8/23/10
10/25/10
63
DiaSorin
100
1,657
31.240
29.520
-1.720
-6
48,925
-28
10/25/10
5/16/11
203
Stellantis
100
14,376
3.403
4.720
1.317
39
67,862
80
5/16/11
11/14/11
182
- cash -
11/14/11
11/21/11
7
Campari
100
25,559
2.655
2.535
-0.120
-5
64,795
-91
11/21/11
12/05/11
14
- cash -
12/05/11
1/09/12
35
Eni
100
4,012
16.150
16.250
0.100
1
65,196
7
1/09/12
2/06/12
28
- cash -
2/06/12
4/23/12
77
Interpump
100
10,994
5.930
6.315
0.385
6
69,428
35
4/23/12
4/30/12
7
- cash -
4/30/12
5/07/12
7
Interpump
100
10,300
6.740
6.275
-0.465
-7
64,639
-98
5/07/12
7/30/12
84
- cash -
7/30/12
4/14/14
623
Azimut
100
8,826
7.323
21.826
14.503
198
192,642
90
4/14/14
6/30/14
77
Banco BPM
100
13,122
14.680
12.030
-2.650
-18
157,869
-61
6/30/14
8/25/14
56
- cash -
8/25/14
9/01/14
7
Leonardo
100
22,126
7.135
7.160
0.025
0
158,422
20
9/01/14
11/17/14
77
- cash -
11/17/14
12/15/14
28
Stellantis
100
23,792
6.658
6.085
-0.574
-9
144,771
-69
12/15/14
12/29/14
14
- cash -
12/29/14
1/05/15
7
Stellantis
100
22,312
6.488
6.315
-0.173
-3
140,901
-76
1/05/15
1/19/15
14
- cash -
1/19/15
7/06/15
168
Stellantis
100
19,979
7.052
8.460
1.408
20
169,026
49
7/06/15
7/13/15
7
- cash -
7/13/15
8/24/15
42
Recordati
100
8,305
20.350
20.120
-0.230
-1
167,116
-9
8/24/15
10/12/15
49
- cash -
10/12/15
10/19/15
7
A2A
100
139,963
1.194
1.249
0.055
5
174,814
947
10/19/15
11/02/15
14
- cash -
11/02/15
11/09/15
7
Recordati
100
7,647
22.860
22.150
-0.710
-3
169,385
-81
11/09/15
11/30/15
21
- cash -
11/30/15
1/18/16
49
Recordati
100
7,198
23.530
21.830
-1.700
-7
157,148
-43
1/18/16
4/18/16
91
- cash -
4/18/16
6/13/16
56
DiaSorin
100
3,084
50.950
53.250
2.300
5
164,241
33
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
6/13/16
6/20/16
7
- cash -
6/20/16
6/27/16
7
Recordati
100
6,266
26.210
25.690
-0.520
-2
160,983
-65
6/27/16
8/15/16
49
- cash -
8/15/16
8/22/16
7
DiaSorin
100
2,656
60.600
56.750
-3.850
-6
150,757
-97
8/22/16
8/29/16
7
- cash -
8/29/16
9/05/16
7
Campari
100
30,782
4.898
4.983
0.085
2
153,374
145
9/05/16
9/19/16
14
- cash -
9/19/16
9/26/16
7
STMicroel Italy
100
21,863
7.015
7.130
0.115
2
155,888
133
9/26/16
10/03/16
7
- cash -
10/03/16
11/21/16
49
STMicroel Italy
100
21,681
7.190
8.990
1.800
25
194,914
428
11/21/16
12/05/16
14
- cash -
12/05/16
2/12/18
434
STMicroel Italy
100
20,135
9.680
17.470
7.790
80
351,766
64
2/12/18
2/19/18
7
- cash -
2/19/18
3/05/18
14
Stellantis
100
19,817
17.750
16.156
-1.594
-9
320,177
-91
3/05/18
3/12/18
7
- cash -
3/12/18
6/04/18
84
ERG
100
16,615
19.270
17.810
-1.460
-8
295,919
-29
6/04/18
6/11/18
7
- cash -
6/11/18
6/18/18
7
Moncler
100
7,240
40.870
41.470
0.600
1
300,263
114
6/18/18
9/10/18
84
- cash -
9/10/18
10/08/18
28
Amplifon
100
15,695
19.130
17.470
-1.660
-9
274,210
-69
10/08/18
1/21/19
105
- cash -
1/21/19
6/03/19
133
Campari
100
34,578
7.930
8.740
0.810
10
302,218
31
6/03/19
6/17/19
14
Recordati
100
8,054
37.520
35.970
-1.550
-4
289,734
-67
6/17/19
8/05/19
49
Azimut
100
17,884
16.200
16.365
0.165
1
292,685
8
8/05/19
8/12/19
7
- cash -
8/12/19
10/21/19
70
Inwit
100
31,830
9.195
9.270
0.075
1
295,072
4
10/21/19
2/24/20
126
Azimut
100
16,212
18.200
20.720
2.520
14
335,927
46
2/24/20
6/15/20
112
- cash -
6/15/20
9/07/20
84
DiaSorin
100
1,977
169.900
144.500
-25.400
-15
285,711
-51
9/07/20
10/19/20
42
Nexi
100
18,790
15.205
15.200
-0.005
0
285,617
0
10/19/20
11/09/20
21
- cash -
11/09/20
1/11/21
63
Amplifon
100
8,400
34.000
33.680
-0.320
-1
282,929
-5
1/11/21
9/20/21
252
CNH Industrial
100
25,627
11.040
13.850
2.810
25
354,941
39
9/20/21
9/27/21
7
- cash -
9/27/21
11/29/21
63
Interpump
100
6,135
57.850
59.800
1.950
3
366,904
21
11/29/21
12/06/21
7
- cash -
12/06/21
1/17/22
42
Ferrari
100
1,591
230.500
213.500
-17.000
-7
339,857
-49
1/17/22
1/24/22
7
Unicredit
100
24,930
13.632
12.848
-0.784
-6
320,312
-95
1/24/22
5/02/22
98
- cash -
5/02/22
5/09/22
7
Tenaris
100
22,493
14.240
13.980
-0.260
-2
314,464
-62
5/09/22
8/15/22
98
- cash -
8/15/22
8/22/22
7
ERG
100
9,057
34.720
34.000
-0.720
-2
307,943
-66
8/22/22
10/24/22
63
- cash -
10/24/22
1/16/23
84
Tenaris
100
20,312
15.160
16.025
0.865
6
325,512
27
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/16/23
2/08/23
23
Unicredit
100
22,011
14.788
18.222
3.434
23
401,098
2,649
accum 1/16/06
2/08/23 3979
days out of 6247 invested (64%)
3,911
401,098
40
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Azimut long 7/30/12 4/14/14 623 7.32 21.83 14.50 198.05
6/17/19 8/05/19 49 16.20 16.37 0.16 1.02
10/21/19 2/24/20 126 18.20 20.72 2.52 13.85 242.77
Stellantis 8/28/06 7/09/07 315 3.14 6.64 3.50 111.51
10/25/10 5/16/11 203 3.40 4.72 1.32 38.71
11/17/14 12/15/14 28 6.66 6.08 -0.57 -8.62
12/29/14 1/05/15 7 6.49 6.31 -0.17 -2.67
1/19/15 7/06/15 168 7.05 8.46 1.41 19.96
2/19/18 3/05/18 14 17.75 16.16 -1.59 -8.98 184.92
STMicroel Italy 9/19/16 9/26/16 7 7.02 7.13 0.12 1.64
10/03/16 11/21/16 49 7.19 8.99 1.80 25.03
12/05/16 2/12/18 434 9.68 17.47 7.79 80.48 129.36
Amplifon 4/27/09 1/18/10 266 1.67 3.12 1.45 86.98
3/08/10 4/19/10 42 3.75 3.96 0.21 5.47
5/03/10 5/10/10 7 3.95 3.72 -0.22 -5.64
9/10/18 10/08/18 28 19.13 17.47 -1.66 -8.68
11/09/20 1/11/21 63 34.00 33.68 -0.32 -0.94 68.33
Tenaris 1/16/06 5/22/06 126 10.66 12.51 1.85 17.37
5/29/06 6/05/06 7 14.93 14.43 -0.50 -3.36
6/16/08 6/30/08 14 19.92 23.19 3.26 16.38
5/02/22 5/09/22 7 14.24 13.98 -0.26 -1.83
10/24/22 1/16/23 84 15.16 16.03 0.86 5.71 36.99
CNH Industrial 1/11/21 9/20/21 252 11.04 13.85 2.81 25.45 25.45
Unicredit 1/17/22 1/24/22 7 13.63 12.85 -0.78 -5.75
1/16/23 2/08/23 23 14.79 18.22 3.43 23.22 16.13
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Campari 11/14/11 11/21/11 7 2.66 2.54 -0.12 -4.52
8/29/16 9/05/16 7 4.90 4.98 0.09 1.74
1/21/19 6/03/19 133 7.93 8.74 0.81 10.21 7.06
A2A 10/12/15 10/19/15 7 1.19 1.25 0.06 4.61 4.61
Interpump 2/06/12 4/23/12 77 5.93 6.32 0.39 6.49
4/30/12 5/07/12 7 6.74 6.28 -0.47 -6.90
9/27/21 11/29/21 63 57.85 59.80 1.95 3.37 2.49
Moncler 6/11/18 6/18/18 7 40.87 41.47 0.60 1.47 1.47
Inwit 8/12/19 10/21/19 70 9.20 9.27 0.07 0.82 0.82
Eni 12/05/11 1/09/12 35 16.15 16.25 0.10 0.62 0.62
Leonardo 8/25/14 9/01/14 7 7.14 7.16 0.03 0.35 0.35
Nexi 9/07/20 10/19/20 42 15.21 15.20 -0.01 -0.03 -0.03
Saipem 4/28/08 5/26/08 28 1,762.38 1,756.19 -6.19 -0.35 -0.35
Ferrari 12/06/21 1/17/22 42 230.50 213.50 -17.00 -7.38 -7.38
ERG 3/12/18 6/04/18 84 19.27 17.81 -1.46 -7.58
8/15/22 8/22/22 7 34.72 34.00 -0.72 -2.07 -9.49
Recordati 7/13/15 8/24/15 42 20.35 20.12 -0.23 -1.13
11/02/15 11/09/15 7 22.86 22.15 -0.71 -3.11
11/30/15 1/18/16 49 23.53 21.83 -1.70 -7.22
6/20/16 6/27/16 7 26.21 25.69 -0.52 -1.98
6/03/19 6/17/19 14 37.52 35.97 -1.55 -4.13 -16.48
Banco BPM 4/14/14 6/30/14 77 14.68 12.03 -2.65 -18.05 -18.05
DiaSorin 8/23/10 10/25/10 63 31.24 29.52 -1.72 -5.51
4/18/16 6/13/16 56 50.95 53.25 2.30 4.51
8/15/16 8/22/16 7 60.60 56.75 -3.85 -6.35
6/15/20 9/07/20 84 169.90 144.50 -25.40 -14.95 -21.34
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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