Assessment - FTSE / Milano Italia Borsa - 22/02/21 - RS = 28
⇐
⇓ instrument
freshest
Δday
22/02/21
⇓ Δwk
10/08/20
prc diff
⇓ Δ28
⇓ ∅-RS
L
MIB 40
22,848.600
Fri
-0.93
23,009.200
-0.70
19,651.600
3,357.600
17.09
17.40
Ferrari
161.500
Fri
1.16
162.250
-0.46
156.150
6.100
3.91
3.41
Inwit
8.615
Fri
0.47
8.540
0.88
8.580
-0.040
-0.47
-8.68
L
Moncler
51.300
Fri
0.31
51.900
-1.16
31.970
19.930
62.34
42.24
Prysmian
26.690
Fri
0.11
26.520
0.64
22.350
4.170
18.66
21.41
Enel
7.844
Fri
0.05
8.077
-2.88
7.865
0.212
2.70
9.15
Pirelli
4.775
Fri
-0.10
4.895
-2.45
3.500
1.395
39.86
26.68
S
Terna
5.768
Fri
-0.10
5.842
-1.27
6.190
-0.348
-5.62
-2.43
L
CNH Industrial
12.240
Fri
-0.12
12.490
-2.00
6.490
6.000
92.45
78.13
Nexi
14.885
Fri
-0.17
15.200
-2.07
15.150
0.050
0.33
3.17
L
Atlantia
15.525
Fri
-0.74
15.750
-1.43
13.910
1.840
13.23
12.04
Amplifon
33.000
Fri
-0.84
34.890
-5.42
28.290
6.600
23.33
29.99
L
Intesa Sanpaolo
2.134
Fri
-0.84
2.100
1.62
1.814
0.286
15.77
23.31
L
A2A
1.395
Fri
-0.85
1.434
-2.72
1.264
0.170
13.45
14.21
L
FinecoBank
14.570
Fri
-0.88
14.690
-0.82
12.575
2.115
16.82
29.00
Stellantis
13.434
Fri
-0.91
13.204
1.74
9.445
3.759
39.80
36.25
L
Hera
2.954
Fri
-1.01
3.016
-2.06
3.250
-0.234
-7.20
-5.31
L
Azimut
19.010
Fri
-1.04
19.730
-3.65
16.630
3.100
18.64
23.32
L
BPER Banca
1.815
Fri
-1.04
1.834
-1.06
2.225
-0.391
-17.57
-1.53
DiaSorin
162.400
Fri
-1.04
164.300
-1.16
152.800
11.500
7.53
3.86
L
Tenaris
8.646
Fri
-1.12
7.508
15.16
5.176
2.332
45.05
32.62
L
Banca Generali
28.220
Fri
-1.19
29.120
-3.09
25.080
4.040
16.11
15.88
L
STMicroel Italy
31.990
Fri
-1.36
33.830
-5.44
24.170
9.660
39.97
32.68
L
Exor
66.500
Fri
-1.39
65.520
1.50
50.960
14.560
28.57
25.11
Recordati
42.140
Fri
-1.54
42.320
-0.43
44.540
-2.220
-4.98
-1.59
⇓ instrument
freshest
Δday
22/02/21
⇓ Δwk
10/08/20
prc diff
⇓ Δ28
⇓ ∅-RS
L
Banca Mediolanum
7.225
Fri
-1.63
7.485
-3.47
6.625
0.860
12.98
18.50
Interpump
38.040
Fri
-1.65
39.440
-3.55
28.180
11.260
39.96
31.29
L
Mediobanca
8.618
Fri
-1.73
9.070
-4.98
6.826
2.244
32.87
37.81
Snam
4.296
Fri
-1.74
4.332
-0.83
4.391
-0.059
-1.34
-0.04
Italgas
4.882
Fri
-1.77
5.035
-3.04
5.555
-0.520
-9.36
-2.08
L
Generali
15.550
Fri
-1.80
15.540
0.06
12.775
2.765
21.64
17.14
L
Banco BPM
2.124
Fri
-1.89
2.143
-0.89
1.307
0.836
63.96
46.78
L
Unipol
4.304
Fri
-1.91
4.270
0.80
4.068
0.202
4.97
18.13
L
Buzzi Unicem
20.950
Fri
-1.97
21.130
-0.85
20.830
0.300
1.44
10.62
L
Eni
9.482
Fri
-2.05
9.356
1.35
7.986
1.370
17.16
14.93
L
Poste Italiane
9.404
Fri
-2.12
9.644
-2.49
8.024
1.620
20.19
19.59
L
Unicredit
8.540
Fri
-2.22
8.331
2.51
7.868
0.463
5.88
7.03
L
Leonardo
6.630
Fri
-2.44
6.586
0.67
6.054
0.532
8.79
12.90
L
Telecom Italia
0.393
Fri
-2.51
0.381
3.26
0.382
-0.002
-0.39
4.20
Campari
9.378
Fri
-3.04
9.532
-1.62
8.510
1.022
12.01
17.14
L
Saipem
2.318
Fri
-3.17
2.642
-12.26
1.980
0.663
33.47
28.83
MIB - 40 out of 40 instruments rated - 22/02/21 / 10/08/20 - 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
26/02/21
18
CNH Industrial
100
142,326
11.890
12.240
0.350
3
1,742,081
80
accum 9/01/06
26/02/21 5530
days out of 5537 invested (100%)
17,321
1,742,081
41
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
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
CNH Industrial long 8/02/21 26/02/21 18 11.89 12.24 0.35 2.94 2.94
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)
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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