Assessment - FTSE / Milano Italia Borsa - 16/05/22 - RS = 35
⇐
⇓ instrument
freshest
⇓ Δday
16/05/22
⇓ Δwk
13/09/21
prc diff
⇓ Δ35
∅-RS
S
MIB 40
24,095.000
Fri
0.12
24,033.100
0.26
25,925.700
-1,892.600
-7.30
-6.32
L
Tenaris
15.295
Fri
1.32
15.385
-0.58
8.588
6.797
79.15
53.25
L
Leonardo
9.860
Fri
0.10
9.766
0.96
6.872
2.894
42.11
38.64
L
Atlantia
22.940
Fri
0.31
22.920
0.09
15.570
7.350
47.21
37.31
Eni
13.890
Fri
0.75
13.826
0.46
10.806
3.020
27.95
18.01
L
Terna
7.978
Fri
-1.21
7.972
0.08
6.632
1.340
20.21
17.57
L
Italgas
6.390
Fri
2.16
6.300
1.43
5.584
0.716
12.82
10.53
L
Snam
5.432
Fri
-0.77
5.386
0.85
4.946
0.440
8.90
7.81
Banco BPM
2.980
Fri
-1.32
2.892
3.04
2.740
0.152
5.55
4.35
L
Inwit
10.265
Fri
3.69
10.070
1.94
9.750
0.320
3.28
3.21
L
Unipol
5.024
Fri
-0.08
4.907
2.38
4.896
0.011
0.22
2.60
STMicroel Italy
36.745
Fri
-1.57
37.160
-1.12
38.120
-0.960
-2.52
1.23
Mediobanca
9.500
Fri
-0.75
9.900
-4.04
9.734
0.166
1.71
1.02
Hera
3.482
Fri
1.34
3.515
-0.94
3.627
-0.112
-3.09
-0.23
S
Generali
17.995
Fri
-0.58
17.815
1.01
17.650
0.165
0.93
-0.71
A2A
1.666
Fri
1.03
1.671
-0.33
1.830
-0.159
-8.66
-2.44
S
CNH Industrial
13.045
Fri
-6.25
13.805
-5.51
13.660
0.145
1.06
-2.89
BPER Banca
1.747
Fri
-1.22
1.726
1.19
1.832
-0.106
-5.76
-3.37
S
Ferrari
179.400
Fri
1.30
180.400
-0.55
184.400
-4.000
-2.17
-6.56
Exor
66.620
Fri
1.65
65.020
2.46
69.440
-4.420
-6.37
-8.64
S
Banca Generali
32.450
Fri
-0.49
32.350
0.31
38.850
-6.500
-16.73
-9.15
Pirelli
4.514
Fri
-0.70
4.706
-4.08
5.252
-0.546
-10.40
-9.47
Campari
9.586
Fri
-0.37
10.245
-6.43
11.855
-1.610
-13.58
-9.65
S
Azimut
20.270
Fri
1.20
20.220
0.25
23.880
-3.660
-15.33
-9.80
S
Prysmian
28.880
Fri
-0.86
27.710
4.22
32.550
-4.840
-14.87
-10.01
⇓ instrument
freshest
⇓ Δday
16/05/22
⇓ Δwk
13/09/21
prc diff
⇓ Δ35
∅-RS
Buzzi Unicem
17.670
Fri
-0.28
17.680
-0.06
20.930
-3.250
-15.53
-10.45
S
Unicredit
9.940
Fri
-1.58
9.668
2.81
10.894
-1.226
-11.25
-10.90
S
Banca Mediolanum
7.042
Fri
-0.96
7.138
-1.34
8.920
-1.782
-19.98
-13.39
Enel
6.123
Fri
3.15
5.987
2.27
7.499
-1.512
-20.16
-13.92
S
Poste Italiane
9.504
Fri
-0.29
9.534
-0.31
11.540
-2.006
-17.38
-14.06
S
Stellantis
13.540
Fri
0.50
13.682
-1.04
16.828
-3.146
-18.70
-14.75
S
Intesa Sanpaolo
1.983
Fri
-0.25
1.954
1.46
2.394
-0.440
-18.36
-15.07
S
Amplifon
31.930
Fri
1.11
34.260
-6.80
41.340
-7.080
-17.13
-15.20
S
Recordati
42.560
Fri
2.53
41.830
1.75
52.560
-10.730
-20.41
-16.14
S
FinecoBank
12.580
Fri
-1.72
12.395
1.49
15.265
-2.870
-18.80
-16.84
S
Moncler
42.260
Fri
-1.95
44.380
-4.78
54.640
-10.260
-18.78
-20.97
S
Interpump
41.020
Fri
0.84
40.620
0.98
59.250
-18.630
-31.44
-21.30
DiaSorin
119.150
Fri
0.89
120.000
-0.71
196.700
-76.700
-38.99
-22.35
S
Telecom Italia
0.272
Fri
-0.22
0.272
0.364
-0.092
-25.22
-26.13
Saipem
1.079
Fri
-4.00
1.158
-6.82
2.069
-0.911
-44.03
-28.07
S
Nexi
9.064
Fri
4.45
8.600
5.40
17.985
-9.385
-52.18
-38.44
MIB - 40 out of 40 instruments rated - 16/05/22 / 13/09/21 - 13 did rise, Market-Ratio(35) = 32.50 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * S35 - 46 ex 3 (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
20/08/07
595
- cash -
short
20/08/07
3/09/07
14
Unipol
100
240
41.656
45.782
37.530
-4.126
-10
9,010
-93
3/09/07
5/11/07
63
Banca Mediolanum
100
1,659
5.430
4.945
5.963
0.533
10
9,893
72
5/11/07
12/11/07
7
- cash -
12/11/07
18/08/08
280
Amplifon
100
2,302
4.298
2.140
8.630
4.333
101
19,867
148
18/08/08
29/09/08
42
Telecom Italia
100
17,260
1.151
1.079
1.228
0.077
7
21,193
75
29/09/08
6/10/08
7
Unicredit
100
254
83.185
81.479
84.927
1.742
2
21,635
195
6/10/08
20/10/08
14
Stellantis
100
9,900
2.185
2.002
2.386
0.200
9
23,618
884
20/10/08
27/10/08
7
Saipem
100
1,441
16.380
15.640
17.155
0.775
5
24,735
1,014
27/10/08
10/11/08
14
Tenaris
100
3,925
6.301
8.471
4.131
-2.170
-34
16,217
-100
10/11/08
19/01/09
70
Amplifon
100
14,729
1.101
0.767
1.580
0.479
44
23,278
558
19/01/09
20/04/09
91
Banco BPM
100
976
23.840
24.435
23.245
-0.595
-2
22,698
-10
20/04/09
1/06/09
42
Interpump
100
7,661
2.963
3.563
2.363
-0.600
-20
18,101
-86
1/06/09
8/06/09
7
Unipol
100
1,111
16.281
14.994
17.679
1.398
9
19,654
7,226
8/06/09
22/06/09
14
- cash -
22/06/09
29/06/09
7
Unipol
100
1,431
13.726
14.462
12.990
-0.736
-5
18,601
-94
29/06/09
13/07/09
14
- cash -
13/07/09
20/07/09
7
Unipol
100
1,376
13.513
14.169
12.857
-0.656
-5
17,698
-93
20/07/09
10/05/10
294
- cash -
10/05/10
2/08/10
84
Unipol
100
1,366
12.954
11.720
14.318
1.364
11
19,561
54
2/08/10
9/08/10
7
- cash -
9/08/10
1/11/10
84
Unipol
100
1,639
11.930
11.030
12.903
0.973
8
21,156
41
1/11/10
8/11/10
7
- cash -
8/11/10
10/01/11
63
Banco BPM
100
1,044
20.255
17.455
23.504
3.249
16
24,549
137
10/01/11
20/06/11
161
- cash -
20/06/11
4/07/11
14
Banco BPM
100
2,000
12.273
12.598
11.948
-0.325
-3
23,899
-50
4/07/11
11/07/11
7
- cash -
11/07/11
3/10/11
84
Banco BPM
100
2,304
10.372
9.540
11.277
0.905
9
25,983
44
3/10/11
5/12/11
63
Unicredit
100
1,012
25.661
27.592
23.730
-1.931
-8
24,029
-36
5/12/11
2/04/12
119
Leonardo
100
6,745
3.562
4.016
3.108
-0.454
-13
20,966
-34
2/04/12
23/04/12
21
Unicredit
100
1,130
18.551
14.021
24.545
5.994
32
27,739
12,882
23/04/12
21/05/12
28
- cash -
21/05/12
9/07/12
49
Unicredit
100
2,233
12.417
13.700
11.134
-1.283
-10
24,874
-56
9/07/12
16/07/12
7
A2A
100
64,608
0.385
0.368
0.403
0.018
5
26,024
956
16/07/12
23/07/12
7
- cash -
23/07/12
30/07/12
7
A2A
100
83,678
0.311
0.348
0.274
-0.037
-12
22,928
-100
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
30/07/12
29/10/12
91
- cash -
29/10/12
3/12/12
35
Unipol
100
13,518
1.696
1.536
1.873
0.177
10
25,317
181
3/12/12
13/10/14
679
- cash -
13/10/14
10/11/14
28
Prysmian
100
1,926
13.140
14.660
11.620
-1.520
-12
22,389
-80
10/11/14
26/01/15
77
Saipem
100
1,409
15.890
9.960
25.351
9.461
60
35,719
815
26/01/15
9/02/15
14
- cash -
9/02/15
16/02/15
7
Saipem
100
3,155
11.320
11.000
11.649
0.329
3
36,758
346
16/02/15
7/12/15
294
- cash -
7/12/15
25/04/16
140
Saipem
100
3,857
9.530
3.740
24.284
14.754
155
93,663
1,046
25/04/16
9/05/16
14
- cash -
9/05/16
16/05/16
7
Banco BPM
100
18,747
4.996
4.604
5.421
0.425
9
101,638
6,988
16/05/16
23/05/16
7
- cash -
23/05/16
30/05/16
7
Banco BPM
100
23,473
4.330
4.800
3.860
-0.470
-11
90,606
-100
30/05/16
6/06/16
7
- cash -
6/06/16
19/09/16
105
Banco BPM
100
29,417
3.080
2.094
4.530
1.450
47
133,269
282
19/09/16
26/09/16
7
- cash -
26/09/16
10/10/16
14
Banco BPM
100
66,369
2.008
2.360
1.656
-0.352
-18
109,907
-99
10/10/16
7/11/16
28
- cash -
7/11/16
5/12/16
28
Banco BPM
100
41,885
2.624
2.006
3.432
0.808
31
143,767
3,214
5/12/16
28/05/18
539
- cash -
28/05/18
18/06/18
21
Leonardo
100
16,355
8.790
8.862
8.718
-0.072
-1
142,590
-13
18/06/18
25/06/18
7
- cash -
25/06/18
16/07/18
21
Leonardo
100
16,720
8.528
9.126
7.930
-0.598
-7
132,591
-72
16/07/18
6/08/18
21
Azimut
100
10,191
13.010
14.110
11.910
-1.100
-8
121,381
-78
6/08/18
17/09/18
42
Banco BPM
100
51,552
2.355
2.300
2.410
0.056
2
124,258
23
17/09/18
29/10/18
42
Atlantia
100
6,795
18.285
17.745
18.841
0.556
3
128,038
30
29/10/18
19/11/18
21
Banco BPM
100
78,358
1.634
1.803
1.465
-0.169
-10
114,812
-85
19/11/18
3/12/18
14
STMicroel Italy
100
9,414
12.195
13.730
10.660
-1.535
-13
100,361
-97
3/12/18
17/12/18
14
Prysmian
100
5,905
16.995
16.550
17.452
0.457
3
103,060
100
17/12/18
14/01/19
28
Tenaris
100
10,441
9.870
10.290
9.450
-0.420
-4
98,674
-43
14/01/19
21/01/19
7
STMicroel Italy
100
8,121
12.150
12.910
11.390
-0.760
-6
92,502
-97
21/01/19
28/01/19
7
Azimut
100
9,195
10.060
11.090
9.030
-1.030
-10
83,032
-100
28/01/19
4/02/19
7
Telecom Italia
100
180,896
0.459
0.493
0.425
-0.034
-7
76,863
-98
4/02/19
11/02/19
7
Banco BPM
100
46,736
1.645
1.950
1.339
-0.305
-19
62,590
-100
11/02/19
18/02/19
7
Stellantis
100
4,803
13.030
13.000
13.060
0.030
0
62,734
13
18/02/19
27/05/19
98
- cash -
27/05/19
3/06/19
7
Telecom Italia
100
143,985
0.436
0.438
0.433
-0.003
-1
62,360
-27
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
3/06/19
9/03/20
280
- cash -
9/03/20
16/03/20
7
Saipem
100
28,039
2.224
1.972
2.508
0.284
13
70,329
52,779
16/03/20
23/03/20
7
Tenaris
100
15,670
4.488
5.144
3.832
-0.656
-15
60,049
-100
23/03/20
30/03/20
7
Leonardo
100
13,082
4.590
5.964
3.216
-1.374
-30
42,075
-100
30/03/20
6/04/20
7
Atlantia
100
3,948
10.655
13.240
8.070
-2.585
-24
31,869
-100
6/04/20
13/04/20
7
Stellantis
100
4,816
6.616
7.479
5.753
-0.863
-13
27,713
-100
13/04/20
11/05/20
28
Saipem
100
11,499
2.410
2.297
2.529
0.119
5
29,077
87
11/05/20
13/07/20
63
BPER Banca
100
13,754
2.114
2.360
1.868
-0.246
-12
25,693
-51
13/07/20
20/07/20
7
Atlantia
100
2,261
11.360
14.555
8.165
-3.195
-28
18,469
-100
20/07/20
9/11/20
112
Saipem
100
8,372
2.206
1.870
2.602
0.396
18
21,788
71
9/11/20
14/02/22
462
- cash -
14/02/22
21/03/22
35
Saipem
100
19,112
1.140
1.065
1.220
0.080
7
23,323
103
21/03/22
28/03/22
7
- cash -
28/03/22
20/05/22
53
Saipem
100
20,449
1.141
1.079
1.206
0.065
6
24,652
46
accum 20/08/07
20/05/22 2308
days out of 5983 invested (39%)
147
24,652
15
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Saipem short 20/10/08 27/10/08 7 16.38 15.64 17.16 0.78 4.73
10/11/14 26/01/15 77 15.89 9.96 25.35 9.46 59.54
9/02/15 16/02/15 7 11.32 11.00 11.65 0.33 2.91
7/12/15 25/04/16 140 9.53 3.74 24.28 14.75 154.81
9/03/20 16/03/20 7 2.22 1.97 2.51 0.28 12.78
13/04/20 11/05/20 28 2.41 2.30 2.53 0.12 4.92
20/07/20 9/11/20 112 2.21 1.87 2.60 0.40 17.97
14/02/22 21/03/22 35 1.14 1.07 1.22 0.08 7.04
28/03/22 20/05/22 53 1.14 1.08 1.21 0.07 5.70 592.00
Amplifon 12/11/07 18/08/08 280 4.30 2.14 8.63 4.33 100.82
10/11/08 19/01/09 70 1.10 0.77 1.58 0.48 43.54 188.26
Banco BPM 19/01/09 20/04/09 91 23.84 24.44 23.25 -0.59 -2.50
8/11/10 10/01/11 63 20.26 17.46 23.50 3.25 16.04
20/06/11 4/07/11 14 12.27 12.60 11.95 -0.32 -2.65
11/07/11 3/10/11 84 10.37 9.54 11.28 0.90 8.72
9/05/16 16/05/16 7 5.00 4.60 5.42 0.43 8.51
23/05/16 30/05/16 7 4.33 4.80 3.86 -0.47 -10.85
6/06/16 19/09/16 105 3.08 2.09 4.53 1.45 47.09
26/09/16 10/10/16 14 2.01 2.36 1.66 -0.35 -17.53
7/11/16 5/12/16 28 2.62 2.01 3.43 0.81 30.81
6/08/18 17/09/18 42 2.35 2.30 2.41 0.06 2.37
29/10/18 19/11/18 21 1.63 1.80 1.47 -0.17 -10.33
4/02/19 11/02/19 7 1.64 1.95 1.34 -0.31 -18.57 37.40
Unipol 20/08/07 3/09/07 14 41.66 45.78 37.53 -4.13 -9.90
1/06/09 8/06/09 7 16.28 14.99 17.68 1.40 8.58
22/06/09 29/06/09 7 13.73 14.46 12.99 -0.74 -5.36
13/07/09 20/07/09 7 13.51 14.17 12.86 -0.66 -4.85
10/05/10 2/08/10 84 12.95 11.72 14.32 1.36 10.53
9/08/10 1/11/10 84 11.93 11.03 12.90 0.97 8.16
29/10/12 3/12/12 35 1.70 1.54 1.87 0.18 10.42 16.28
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Unicredit 29/09/08 6/10/08 7 83.19 81.48 84.93 1.74 2.09
3/10/11 5/12/11 63 25.66 27.59 23.73 -1.93 -7.53
2/04/12 23/04/12 21 18.55 14.02 24.54 5.99 32.31
21/05/12 9/07/12 49 12.42 13.70 11.13 -1.28 -10.33 12.01
Banca Mediolanum 3/09/07 5/11/07 63 5.43 4.95 5.96 0.53 9.81 9.81
Telecom Italia 18/08/08 29/09/08 42 1.15 1.08 1.23 0.08 6.67
28/01/19 4/02/19 7 0.46 0.49 0.42 -0.03 -7.43
27/05/19 3/06/19 7 0.44 0.44 0.43 -0.00 -0.60 -1.84
Stellantis 6/10/08 20/10/08 14 2.19 2.00 2.39 0.20 9.17
11/02/19 18/02/19 7 13.03 13.00 13.06 0.03 0.23
6/04/20 13/04/20 7 6.62 7.48 5.75 -0.86 -13.04 -4.86
A2A 9/07/12 16/07/12 7 0.39 0.37 0.40 0.02 4.62
23/07/12 30/07/12 7 0.31 0.35 0.27 -0.04 -11.90 -7.82
Prysmian 13/10/14 10/11/14 28 13.14 14.66 11.62 -1.52 -11.57
3/12/18 17/12/18 14 17.00 16.55 17.45 0.46 2.69 -9.19
BPER Banca 11/05/20 13/07/20 63 2.11 2.36 1.87 -0.25 -11.64 -11.64
Azimut 16/07/18 6/08/18 21 13.01 14.11 11.91 -1.10 -8.46
21/01/19 28/01/19 7 10.06 11.09 9.03 -1.03 -10.24 -17.83
STMicroel Italy 19/11/18 3/12/18 14 12.20 13.73 10.66 -1.54 -12.59
14/01/19 21/01/19 7 12.15 12.91 11.39 -0.76 -6.26 -18.05
Interpump 20/04/09 1/06/09 42 2.96 3.56 2.36 -0.60 -20.25 -20.25
Leonardo 5/12/11 2/04/12 119 3.56 4.02 3.11 -0.45 -12.75
28/05/18 18/06/18 21 8.79 8.86 8.72 -0.07 -0.82
25/06/18 16/07/18 21 8.53 9.13 7.93 -0.60 -7.01
23/03/20 30/03/20 7 4.59 5.96 3.22 -1.37 -29.93 -43.62
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Atlantia 17/09/18 29/10/18 42 18.29 17.75 18.84 0.56 3.04
30/03/20 6/04/20 7 10.66 13.24 8.07 -2.59 -24.26
13/07/20 20/07/20 7 11.36 14.56 8.17 -3.20 -28.13 -43.91
Tenaris 27/10/08 10/11/08 14 6.30 8.47 4.13 -2.17 -34.44
17/12/18 14/01/19 28 9.87 10.29 9.45 -0.42 -4.26
16/03/20 23/03/20 7 4.49 5.14 3.83 -0.66 -14.62 -46.40
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)
ISIN changes from IT0000068525 to IT0005252140
8/05/17 Davide Campari stock split 1:2 (two for one)
17/04/17 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.
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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