Assessment - FTSE / Milano Italia Borsa - 3/18/24 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
3/18/24
⇓ Δwk
9/04/23
prc diff
⇓ Δ28
∅-RS
L
MIB 40
33,941.000
Mon
33,941.000
28,647.300
5,293.700
18.48
18.16
L
Leonardo
21.760
Mon
2.26
21.760
13.375
8.385
62.69
66.53
L
Banca MPS
4.256
Mon
1.82
4.256
2.442
1.814
74.28
64.76
L
Iveco
13.065
Mon
-2.50
13.065
9.052
4.013
44.33
54.54
L
Unicredit
33.170
Mon
0.82
33.170
22.430
10.740
47.88
49.15
L
Saipem
2.112
Mon
0.33
2.112
1.467
0.646
44.02
48.81
L
Stellantis
26.150
Mon
0.46
26.150
16.816
9.334
55.51
46.66
L
Unipol
7.534
Mon
-1.00
7.534
5.106
2.428
47.55
44.27
L
BPER Banca
4.099
Mon
1.99
4.099
2.741
1.358
49.54
40.72
L
Ferrari
393.600
Mon
1.39
393.600
283.500
110.100
38.84
33.77
L
Banco BPM
5.802
Mon
1.79
5.802
4.320
1.482
34.31
30.62
L
Brunello Cucinelli
105.000
Mon
-2.33
105.000
74.700
30.300
40.56
28.25
L
Intesa Sanpaolo
3.229
Mon
0.05
3.229
2.455
0.775
31.55
28.14
L
Prysmian
47.960
Mon
0.74
47.960
37.310
10.650
28.54
27.21
L
Tenaris
17.680
Mon
-0.34
17.680
14.840
2.840
19.14
22.35
L
Poste Italiane
11.780
Mon
0.51
11.780
10.155
1.625
16.00
18.96
L
Generali
22.750
Mon
0.09
22.750
19.010
3.740
19.67
18.81
L
Banca Mediolanum
10.035
Mon
-1.13
10.035
8.440
1.595
18.90
18.71
L
Mediobanca
13.100
Mon
13.100
12.080
1.020
8.44
17.98
L
Hera
3.310
Mon
-1.90
3.310
2.772
0.538
19.41
17.75
Pirelli
5.530
Mon
-0.18
5.530
4.645
0.885
19.05
17.40
L
Moncler
69.220
Mon
-0.06
69.220
62.640
6.580
10.50
17.07
Azimut
24.830
Mon
-0.72
24.830
21.350
3.480
16.30
16.26
L
Recordati
51.860
Mon
-1.85
51.860
45.570
6.290
13.80
15.11
L
Banca Generali
36.140
Mon
0.14
36.140
33.470
2.670
7.98
12.25
⇓ instrument
freshest
⇓ Δday
3/18/24
⇓ Δwk
9/04/23
prc diff
⇓ Δ28
∅-RS
L
Amplifon
31.720
Mon
-2.07
31.720
29.360
2.360
8.04
3.92
L
FinecoBank
13.155
Mon
-1.24
13.155
12.820
0.335
2.61
3.17
DiaSorin
93.480
Mon
1.92
93.480
96.360
-2.880
-2.99
1.38
Eni
14.216
Mon
-0.38
14.216
14.602
-0.386
-2.64
0.34
L
Italgas
5.285
Mon
-0.84
5.285
5.230
0.055
1.05
0.32
Terna
7.580
Mon
1.47
7.580
7.580
0.000
0.00
0.29
Enel
6.009
08:06
-1.00
6.074
-1.07
6.149
-0.075
-1.22
-0.13
A2A
1.652
Mon
-1.23
1.652
1.734
-0.082
-4.73
-2.80
S
STMicroel Italy
41.235
Mon
-0.33
41.235
43.490
-2.255
-5.19
-2.86
Interpump
43.460
Mon
-1.36
43.460
47.020
-3.560
-7.57
-6.08
S
ERG
24.060
Mon
-0.41
24.060
24.880
-0.820
-3.30
-6.77
S
Snam
4.329
Mon
-0.76
4.329
4.743
-0.414
-8.73
-7.36
S
Inwit
10.370
Mon
-0.96
10.370
11.495
-1.125
-9.79
-8.69
S
Nexi
6.076
Mon
-3.25
6.076
6.612
-0.536
-8.11
-12.46
S
Campari
9.450
Mon
-1.05
9.450
12.075
-2.625
-21.74
-14.27
S
Telecom Italia
0.219
Mon
0.14
0.219
0.305
-0.086
-28.27
-19.68
MIB - 40 out of 40 instruments rated - 3/18/24 / 9/04/23 - 27 did rise, Market-Ratio(28) = 67.50 %
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
MFE-MediaForEurope
100
320
42.025
44.660
39.390
-2.635
-6
12,646
-29
long
11/27/06
7/30/07
245
Fiat Chrysler
100
3,267
3.870
5.969
2.099
54
19,504
91
short
7/30/07
8/17/09
749
Telecom Italia
100
10,053
1.940
1.034
3.640
1.700
88
36,592
36
long
8/17/09
4/26/10
252
Banca Generali
100
5,502
6.650
8.315
1.665
25
45,753
38
short
4/26/10
12/20/10
238
Unipol
100
3,191
14.338
9.300
22.105
7.767
54
70,538
94
long
12/20/10
6/27/11
189
Exor
100
3,023
23.330
20.230
-3.100
-13
61,167
-24
short
6/27/11
11/05/12
497
UnipolSai
100
11,923
5.130
0.935
28.146
23.016
449
335,591
249
long
11/05/12
8/04/14
637
Azimut
100
36,069
9.304
18.460
9.156
98
665,839
48
short
8/04/14
1/26/15
175
YOOX Net-a-Porter
100
36,049
18.470
19.040
17.900
-0.570
-3
645,291
-6
long
1/26/15
9/21/15
238
Fiat Chrysler
100
81,004
7.966
8.487
0.520
7
687,446
10
short
9/21/15
12/26/16
462
Saipem
100
1,419
484.286
244.286
960.075
475.789
98
1,362,591
72
long
12/26/16
11/27/17
336
STMicroel Italy
100
126,752
10.750
20.210
9.460
88
2,561,665
99
short
11/27/17
1/08/18
42
Leonardo
100
250,652
10.220
10.570
9.870
-0.350
-3
2,473,936
-26
long
1/08/18
2/12/18
35
Fiat Chrysler
100
136,560
18.116
17.656
-0.460
-3
2,411,119
-24
short
2/12/18
4/29/19
441
Leonardo
100
279,064
8.640
10.415
6.865
-1.775
-21
1,915,780
-17
long
4/29/19
3/02/20
308
Azimut
100
106,580
17.975
18.590
0.615
3
1,981,327
4
short
3/02/20
9/28/20
210
Juventus Football
100
213,321
9.288
8.646
9.978
0.690
7
2,128,454
13
long
9/28/20
2/01/21
126
DiaSorin
100
12,461
170.800
180.000
9.200
5
2,243,096
16
short
2/01/21
2/08/21
7
BPER Banca
100
1,463,206
1.533
1.910
1.157
-0.377
-25
1,692,198
-100
long
2/08/21
1/24/22
350
CNH Industrial
100
142,321
11.890
13.125
1.235
10
1,867,965
11
short
1/24/22
1/31/22
7
Nexi
100
144,411
12.935
12.910
12.960
0.025
0
1,871,575
11
long
1/31/22
2/07/22
7
Unicredit
100
133,779
13.990
14.784
0.794
6
1,977,796
1,679
short
2/07/22
2/06/23
364
Saipem
100
34,425
57.452
1.368
2,412.816
2,355.364
4,100
83,061,201
4,143
long
2/06/23
10/23/23
259
Unicredit
100
4,538,367
18.302
22.690
4.388
24
103m
35
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
10/23/23
1/08/24
77
CNH Industrial
100
9,760,716
10.550
11.080
10.020
-0.530
-5
97,802,376
-22
long
1/08/24
3/18/24
70
Leonardo
100
5,974,488
16.370
21.760
5.390
33
130m
341
accum 1/09/06
3/18/24 6644
days out of 6651 invested (100%)
1,299,949
130m
68
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Saipem short 9/21/15 12/26/16 462 484.29 244.29 960.08 475.79 98.25
short 2/07/22 2/06/23 364 57.45 1.37 2,412.82 2,355.36 4,099.71 8,225.73
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
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
Unicredit long 1/31/22 2/07/22 7 13.99 14.78 0.79 5.68
long 2/06/23 10/23/23 259 18.30 22.69 4.39 23.98 31.01
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 9.29 8.65 9.98 0.69 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 1/24/22 350 11.89 13.13 1.24 10.39
short 10/23/23 1/08/24 77 10.55 11.08 10.02 -0.53 -5.02 4.84
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
long 1/08/24 3/18/24 70 16.37 21.76 5.39 32.93 2.00
Nexi short 1/24/22 1/31/22 7 12.94 12.91 12.96 0.03 0.19 0.19
YOOX Net-a-Porter short 8/04/14 1/26/15 175 18.47 19.04 17.90 -0.57 -3.09 -3.09
MFE-MediaForEurope short 9/18/06 11/27/06 70 42.03 44.66 39.39 -2.64 -6.27 -6.27
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Exor long 12/20/10 6/27/11 189 23.33 20.23 -3.10 -13.29 -13.29
BPER Banca short 2/01/21 2/08/21 7 1.53 1.91 1.16 -0.38 -24.56 -24.56
Annotations
2/21/24 MIB Component update: BMPS and Brunello Cucinelli replace Buzzi Unicem and CNH Industrial
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
5/18/15 Banca MPS reverse stock split 20:1 (one for twenty)
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