Assessment - FTSE / Milano Italia Borsa - 5/16/22 - RS = 14
⇐
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
2/07/22
prc diff
⇓ Δ14
∅-RS
S
MIB 40
24,095.000
Fri
0.12
24,033.100
0.26
26,328.900
-2,295.800
-8.72
-6.32
L
Tenaris
15.295
Fri
1.32
15.385
-0.58
11.430
3.955
34.60
53.25
L
Leonardo
9.860
Fri
0.10
9.766
0.96
6.082
3.684
60.57
38.64
L
Atlantia
22.940
Fri
0.31
22.920
0.09
16.020
6.900
43.07
37.31
Eni
13.890
Fri
0.75
13.826
0.46
13.186
0.640
4.85
18.01
L
Terna
7.978
Fri
-1.21
7.972
0.08
6.602
1.370
20.75
17.57
L
Italgas
6.390
Fri
2.16
6.300
1.43
5.582
0.718
12.86
10.53
L
Snam
5.432
Fri
-0.77
5.386
0.85
4.677
0.709
15.16
7.81
Banco BPM
2.980
Fri
-1.32
2.892
3.04
2.918
-0.026
-0.89
4.35
L
Inwit
10.265
Fri
3.69
10.070
1.94
9.024
1.046
11.59
3.21
L
Unipol
5.024
Fri
-0.08
4.907
2.38
4.809
0.098
2.04
2.60
STMicroel Italy
36.745
Fri
-1.57
37.160
-1.12
38.935
-1.775
-4.56
1.23
Mediobanca
9.500
Fri
-0.75
9.900
-4.04
10.060
-0.160
-1.59
1.02
Hera
3.482
Fri
1.34
3.515
-0.94
3.468
0.047
1.36
-0.23
S
Generali
17.995
Fri
-0.58
17.815
1.01
18.190
-0.375
-2.06
-0.71
A2A
1.666
Fri
1.03
1.671
-0.33
1.609
0.063
3.89
-2.44
S
CNH Industrial
13.045
Fri
-6.25
13.805
-5.51
12.875
0.930
7.22
-2.89
BPER Banca
1.747
Fri
-1.22
1.726
1.19
1.955
-0.229
-11.71
-3.37
S
Ferrari
179.400
Fri
1.30
180.400
-0.55
197.250
-16.850
-8.54
-6.56
Exor
66.620
Fri
1.65
65.020
2.46
70.280
-5.260
-7.48
-8.64
S
Banca Generali
32.450
Fri
-0.49
32.350
0.31
35.870
-3.520
-9.81
-9.15
Pirelli
4.514
Fri
-0.70
4.706
-4.08
6.044
-1.338
-22.14
-9.47
Campari
9.586
Fri
-0.37
10.245
-6.43
10.840
-0.595
-5.49
-9.65
S
Azimut
20.270
Fri
1.20
20.220
0.25
23.360
-3.140
-13.44
-9.80
S
Prysmian
28.880
Fri
-0.86
27.710
4.22
27.700
0.010
0.04
-10.01
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
2/07/22
prc diff
⇓ Δ14
∅-RS
Buzzi Unicem
17.670
Fri
-0.28
17.680
-0.06
18.800
-1.120
-5.96
-10.45
S
Unicredit
9.940
Fri
-1.58
9.668
2.81
14.784
-5.116
-34.60
-10.90
S
Banca Mediolanum
7.042
Fri
-0.96
7.138
-1.34
8.416
-1.278
-15.19
-13.39
Enel
6.123
Fri
3.15
5.987
2.27
6.431
-0.444
-6.90
-13.92
S
Poste Italiane
9.504
Fri
-0.29
9.534
-0.31
10.890
-1.356
-12.45
-14.06
S
Stellantis
13.540
Fri
0.50
13.682
-1.04
16.302
-2.620
-16.07
-14.75
S
Intesa Sanpaolo
1.983
Fri
-0.25
1.954
1.46
2.715
-0.761
-28.01
-15.07
S
Amplifon
31.930
Fri
1.11
34.260
-6.80
36.070
-1.810
-5.02
-15.20
S
Recordati
42.560
Fri
2.53
41.830
1.75
46.910
-5.080
-10.83
-16.14
S
FinecoBank
12.580
Fri
-1.72
12.395
1.49
15.010
-2.615
-17.42
-16.84
S
Moncler
42.260
Fri
-1.95
44.380
-4.78
57.620
-13.240
-22.98
-20.97
S
Interpump
41.020
Fri
0.84
40.620
0.98
51.500
-10.880
-21.13
-21.30
DiaSorin
119.150
Fri
0.89
120.000
-0.71
125.900
-5.900
-4.69
-22.35
S
Telecom Italia
0.272
Fri
-0.22
0.272
0.418
-0.146
-34.88
-26.13
Saipem
1.079
Fri
-4.00
1.158
-6.82
1.207
-0.049
-4.02
-28.07
S
Nexi
9.064
Fri
4.45
8.600
5.40
13.065
-4.465
-34.18
-38.44
MIB - 40 out of 40 instruments rated - 5/16/22 / 2/07/22 - 13 did rise, Market-Ratio(14) = 32.50 %
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
11/05/07
119
- cash -
11/05/07
11/19/07
14
Saipem
100
618
38.800
33.660
-5.140
-13
20,813
-98
11/19/07
4/28/08
161
- cash -
4/28/08
5/12/08
14
Saipem
100
562
37.010
37.110
0.100
0
20,869
7
5/12/08
5/19/08
7
- cash -
5/19/08
5/26/08
7
Tenaris
100
1,103
18.907
18.658
-0.249
-1
20,594
-50
5/26/08
6/16/08
21
- cash -
6/16/08
6/30/08
14
Tenaris
100
1,033
19.921
23.185
3.264
16
23,966
5,124
6/30/08
4/27/09
301
- cash -
4/27/09
1/18/10
266
Amplifon
100
14,350
1.670
3.123
1.453
87
44,809
136
1/18/10
2/01/10
14
- cash -
2/01/10
2/15/10
14
Amplifon
100
12,622
3.550
3.510
-0.040
-1
44,304
-26
2/15/10
3/08/10
21
- cash -
3/08/10
4/19/10
42
Amplifon
100
11,814
3.750
3.955
0.205
5
46,726
59
4/19/10
5/03/10
14
- cash -
5/03/10
5/10/10
7
Amplifon
100
11,844
3.945
3.723
-0.223
-6
44,091
-95
5/10/10
8/16/10
98
- cash -
8/16/10
10/11/10
56
DiaSorin
100
1,369
32.200
30.280
-1.920
-6
41,462
-33
10/11/10
5/16/11
217
Exor
100
2,369
17.500
24.320
6.820
39
57,619
74
5/16/11
12/05/11
203
- cash -
12/05/11
1/09/12
35
Eni
100
3,567
16.150
16.250
0.100
1
57,976
7
1/09/12
2/06/12
28
- cash -
2/06/12
4/23/12
77
Interpump
100
9,776
5.930
6.315
0.385
6
61,739
35
4/23/12
7/30/12
98
- cash -
7/30/12
4/14/14
623
Azimut
100
8,430
7.323
21.826
14.503
198
184,000
90
4/14/14
6/30/14
77
Banco BPM
100
12,534
14.680
12.030
-2.650
-18
150,785
-61
6/30/14
8/25/14
56
- cash -
8/25/14
9/01/14
7
Leonardo
100
21,133
7.135
7.160
0.025
0
151,313
20
9/01/14
11/17/14
77
- cash -
11/17/14
12/15/14
28
Stellantis
100
22,724
6.658
6.085
-0.574
-9
138,275
-69
12/15/14
12/22/14
7
- cash -
12/22/14
1/05/15
14
Stellantis
100
22,071
6.265
6.315
0.050
1
139,379
23
1/05/15
1/12/15
7
- cash -
1/12/15
7/06/15
175
Stellantis
100
20,541
6.785
8.460
1.675
25
173,778
58
7/06/15
7/13/15
7
- cash -
7/13/15
8/24/15
42
Recordati
100
8,539
20.350
20.120
-0.230
-1
171,814
-9
8/24/15
10/12/15
49
- cash -
10/12/15
10/19/15
7
A2A
100
143,897
1.194
1.249
0.055
5
179,728
947
10/19/15
11/02/15
14
- cash -
11/02/15
11/09/15
7
Recordati
100
7,862
22.860
22.150
-0.710
-3
174,146
-81
11/09/15
11/30/15
21
- cash -
11/30/15
1/18/16
49
Recordati
100
7,401
23.530
21.830
-1.700
-7
161,564
-43
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/18/16
4/18/16
91
- cash -
4/18/16
6/27/16
70
DiaSorin
100
3,171
50.950
50.400
-0.550
-1
159,820
-6
6/27/16
8/01/16
35
- cash -
8/01/16
8/08/16
7
Recordati
100
5,443
29.360
28.160
-1.200
-4
153,289
-89
8/08/16
8/15/16
7
- cash -
8/15/16
8/22/16
7
DiaSorin
100
2,529
60.600
56.750
-3.850
-6
143,552
-97
8/22/16
8/29/16
7
- cash -
8/29/16
9/05/16
7
Campari
100
29,311
4.898
4.983
0.085
2
146,043
145
9/05/16
9/19/16
14
- cash -
9/19/16
9/26/16
7
STMicroel Italy
100
20,818
7.015
7.130
0.115
2
148,437
133
9/26/16
10/03/16
7
- cash -
10/03/16
11/21/16
49
STMicroel Italy
100
20,644
7.190
8.990
1.800
25
185,597
428
11/21/16
11/28/16
7
- cash -
11/28/16
8/21/17
266
STMicroel Italy
100
20,644
8.990
14.070
5.080
57
290,468
85
8/21/17
8/28/17
7
- cash -
8/28/17
1/01/18
126
Ferrari
100
3,046
95.350
87.450
-7.900
-8
266,405
-22
1/01/18
2/12/18
42
Stellantis
100
17,695
15.055
17.656
2.601
17
312,429
299
2/12/18
2/19/18
7
- cash -
2/19/18
3/05/18
14
Stellantis
100
17,601
17.750
16.156
-1.594
-9
284,373
-91
3/05/18
3/12/18
7
- cash -
3/12/18
6/04/18
84
Stellantis
100
16,548
17.184
17.850
0.666
4
295,394
18
6/04/18
6/11/18
7
- cash -
6/11/18
6/18/18
7
Moncler
100
7,227
40.870
41.470
0.600
1
299,731
114
6/18/18
9/10/18
84
- cash -
9/10/18
10/08/18
28
Amplifon
100
15,668
19.130
17.470
-1.660
-9
273,722
-69
10/08/18
1/21/19
105
- cash -
1/21/19
6/03/19
133
Campari
100
34,517
7.930
8.740
0.810
10
301,681
31
6/03/19
6/17/19
14
Recordati
100
8,040
37.520
35.970
-1.550
-4
289,219
-67
6/17/19
8/05/19
49
Azimut
100
17,852
16.200
16.365
0.165
1
292,164
8
8/05/19
8/12/19
7
- cash -
8/12/19
10/21/19
70
Inwit
100
31,774
9.195
9.270
0.075
1
294,547
4
10/21/19
2/24/20
126
Azimut
100
16,183
18.200
20.720
2.520
14
335,328
46
2/24/20
6/15/20
112
- cash -
6/15/20
9/14/20
91
DiaSorin
100
1,973
169.900
155.400
-14.500
-9
306,720
-30
9/14/20
9/21/20
7
- cash -
9/21/20
10/19/20
28
Nexi
100
18,143
16.905
15.200
-1.705
-10
275,786
-75
10/19/20
11/09/20
21
- cash -
11/09/20
1/11/21
63
Amplifon
100
8,111
34.000
33.680
-0.320
-1
273,190
-5
1/11/21
10/11/21
273
CNH Industrial
100
24,745
11.040
14.115
3.075
28
349,281
39
10/11/21
10/25/21
14
Unicredit
100
29,341
11.904
11.334
-0.570
-5
332,557
-72
10/25/21
11/29/21
35
Interpump
100
5,447
61.050
59.800
-1.250
-2
325,748
-19
11/29/21
12/06/21
7
- cash -
12/06/21
1/17/22
42
Ferrari
100
1,413
230.500
213.500
-17.000
-7
301,727
-49
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/17/22
1/24/22
7
Unicredit
100
22,133
13.632
12.848
-0.784
-6
284,375
-95
1/24/22
5/02/22
98
- cash -
5/02/22
5/09/22
7
Tenaris
100
19,970
14.240
13.980
-0.260
-2
279,183
-62
5/09/22
5/23/22
14
- cash -
accum 1/16/06
5/09/22 3906
days out of 5985 invested (65%)
2,692
279,183
36
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
11/17/14 12/15/14 28 6.66 6.08 -0.57 -8.62
12/22/14 1/05/15 14 6.26 6.31 0.05 0.80
1/12/15 7/06/15 175 6.79 8.46 1.67 24.68
1/01/18 2/12/18 42 15.06 17.66 2.60 17.28
2/19/18 3/05/18 14 17.75 16.16 -1.59 -8.98
3/12/18 6/04/18 84 17.18 17.85 0.67 3.88 169.35
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
11/28/16 8/21/17 266 8.99 14.07 5.08 56.51 98.90
Amplifon 4/27/09 1/18/10 266 1.67 3.12 1.45 86.98
2/01/10 2/15/10 14 3.55 3.51 -0.04 -1.13
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 66.43
Exor 10/11/10 5/16/11 217 17.50 24.32 6.82 38.97 38.97
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
5/19/08 5/26/08 7 18.91 18.66 -0.25 -1.32
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 27.89
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
CNH Industrial 1/11/21 10/11/21 273 11.04 14.12 3.08 27.85 27.85
Campari 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 12.13
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
10/25/21 11/29/21 35 61.05 59.80 -1.25 -2.05 4.31
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 9/21/20 10/19/20 28 16.91 15.20 -1.71 -10.09 -10.09
Unicredit 10/11/21 10/25/21 14 11.90 11.33 -0.57 -4.79
1/17/22 1/24/22 7 13.63 12.85 -0.78 -5.75 -10.26
Saipem 11/05/07 11/19/07 14 38.80 33.66 -5.14 -13.25
4/28/08 5/12/08 14 37.01 37.11 0.10 0.27 -13.01
Ferrari 8/28/17 1/01/18 126 95.35 87.45 -7.90 -8.29
12/06/21 1/17/22 42 230.50 213.50 -17.00 -7.38 -15.05
Banco BPM 4/14/14 6/30/14 77 14.68 12.03 -2.65 -18.05 -18.05
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
8/01/16 8/08/16 7 29.36 28.16 -1.20 -4.09
6/03/19 6/17/19 14 37.52 35.97 -1.55 -4.13 -18.28
DiaSorin 8/16/10 10/11/10 56 32.20 30.28 -1.92 -5.96
4/18/16 6/27/16 70 50.95 50.40 -0.55 -1.08
8/15/16 8/22/16 7 60.60 56.75 -3.85 -6.35
6/15/20 9/14/20 91 169.90 155.40 -14.50 -8.53 -20.32
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
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