Assessment - FTSE / Milano Italia Borsa in Euro - 13/03/23 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
13/03/23
⇓ Δwk
29/08/22
prc diff
⇓ Δ28
∅-RS
L
MIB 40
25,899.600
Mon
1.59
26,183.500
-1.08
21,841.900
4,341.600
19.88
11.19
L
Unicredit
16.286
Mon
2.43
16.942
-3.87
9.264
7.678
82.88
52.53
Iveco
8.522
Mon
0.38
8.509
0.15
5.179
3.330
64.30
44.10
L
BPER Banca
2.269
Mon
1.43
2.435
-6.82
1.481
0.955
64.47
38.75
L
STMicroel Italy
46.250
Mon
46.250
35.065
11.185
31.90
29.16
L
Telecom Italia
0.288
Mon
1.73
0.302
-4.73
0.212
0.090
42.59
25.75
L
Leonardo
10.535
Mon
0.91
11.035
-4.53
8.270
2.765
33.43
25.58
Banco BPM
3.668
Mon
3.85
3.692
-0.65
2.436
1.256
51.56
23.47
L
Moncler
59.660
Mon
0.13
58.180
2.54
44.670
13.510
30.24
23.26
L
Ferrari
243.900
Mon
0.79
242.300
0.66
198.550
43.750
22.03
20.81
L
Interpump
49.660
Mon
1.72
49.160
1.02
35.680
13.480
37.78
20.10
L
Buzzi Unicem
21.550
Mon
2.77
21.000
2.62
16.765
4.235
25.26
19.59
L
Intesa Sanpaolo
2.275
Mon
3.74
2.331
-2.38
1.701
0.629
36.98
18.22
L
Stellantis
15.846
Mon
0.80
16.204
-2.21
13.756
2.448
17.80
18.11
Prysmian
36.040
Mon
1.38
36.690
-1.77
30.820
5.870
19.05
16.12
Banca Mediolanum
8.158
Mon
3.79
8.296
-1.66
6.268
2.028
32.35
13.97
L
Inwit
11.365
Mon
2.48
11.090
2.48
9.464
1.626
17.18
13.59
L
Generali
17.615
Mon
2.29
17.800
-1.04
14.645
3.155
21.54
7.93
Pirelli
4.454
Mon
1.55
4.503
-1.09
3.666
0.837
22.83
6.72
Azimut
19.530
Mon
2.84
19.895
-1.83
15.950
3.945
24.73
6.60
Poste Italiane
9.106
Mon
1.07
9.584
-4.99
7.766
1.818
23.41
5.44
L
Campari
10.885
Mon
1.07
10.445
4.21
10.070
0.375
3.72
5.23
Unipol
4.552
Mon
2.52
4.780
-4.77
4.085
0.695
17.01
4.67
CNH Industrial
13.190
Mon
1.31
14.000
-5.79
12.500
1.500
12.00
3.73
FinecoBank
13.225
Mon
3.64
13.855
-4.55
10.715
3.140
29.30
3.47
⇓ instrument
freshest
⇓ Δday
13/03/23
⇓ Δwk
29/08/22
prc diff
⇓ Δ28
∅-RS
Mediobanca
8.956
Mon
1.20
9.290
-3.60
7.912
1.378
17.42
3.37
L
A2A
1.453
Mon
5.71
1.337
8.68
1.158
0.179
15.46
2.71
Eni
12.206
Mon
0.38
12.924
-5.56
12.500
0.424
3.39
0.51
S
Tenaris
13.255
Mon
0.26
14.540
-8.84
14.570
-0.030
-0.21
-0.05
Enel
5.388
Mon
1.85
5.227
3.08
4.804
0.424
8.82
-0.22
S
Terna
7.390
Mon
2.35
7.210
2.50
7.480
-0.270
-3.61
-1.00
L
Amplifon
29.860
Mon
0.10
29.020
2.89
25.840
3.180
12.31
-1.02
Banca Generali
28.820
Mon
2.97
29.290
-1.60
26.010
3.280
12.61
-3.39
S
Italgas
5.575
Mon
3.43
5.295
5.29
5.280
0.015
0.28
-3.68
S
Snam
4.750
Mon
1.71
4.626
2.68
4.945
-0.319
-6.45
-4.80
L
Saipem
1.235
Mon
2.41
1.259
-1.91
0.725
0.534
73.59
-5.87
Recordati
38.540
Mon
0.68
38.640
-0.26
41.080
-2.440
-5.94
-5.96
Hera
2.474
Mon
3.38
2.383
3.82
2.596
-0.213
-8.20
-13.33
S
ERG
27.320
Mon
1.56
26.120
4.59
34.460
-8.340
-24.20
-13.94
S
Nexi
7.090
Mon
0.85
7.324
-3.19
7.924
-0.600
-7.57
-14.29
DiaSorin
101.200
Mon
-4.26
108.000
-6.30
131.000
-23.000
-17.56
-14.94
MIB - 40 out of 40 instruments rated - 13/03/23 / 29/08/22 - 32 did rise, Market-Ratio(28) in EUR = 80.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Euro * 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
MFE-MediaForEurope
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
1,419
484.286
244.286
960.075
475.789
98
1,362,474
72
long
26/12/16
27/11/17
336
STMicroel Italy
100
126,741
10.750
20.210
9.460
88
2,561,444
99
short
27/11/17
8/01/18
42
Leonardo
100
250,630
10.220
10.570
9.870
-0.350
-3
2,473,724
-26
long
8/01/18
12/02/18
35
Fiat Chrysler
100
136,549
18.116
17.656
-0.460
-3
2,410,911
-24
short
12/02/18
29/04/19
441
Leonardo
100
279,040
8.640
10.415
6.865
-1.775
-21
1,915,615
-17
long
29/04/19
2/03/20
308
Azimut
100
106,571
17.975
18.590
0.615
3
1,981,156
4
short
2/03/20
28/09/20
210
Juventus Football
100
2,133,027
0.929
0.865
0.998
0.069
7
2,128,335
13
long
28/09/20
1/02/21
126
DiaSorin
100
12,460
170.800
180.000
9.200
5
2,242,967
16
short
1/02/21
8/02/21
7
BPER Banca
100
1,463,122
1.533
1.910
1.157
-0.377
-25
1,692,102
-100
long
8/02/21
24/01/22
350
CNH Industrial
100
142,313
11.890
13.125
1.235
10
1,867,858
11
short
24/01/22
31/01/22
7
Nexi
100
144,403
12.935
12.910
12.960
0.025
0
1,871,468
11
long
31/01/22
7/02/22
7
Unicredit
100
133,771
13.990
14.784
0.794
6
1,977,682
1,679
short
7/02/22
6/02/23
364
Saipem
100
34,423
57.452
1.368
2,412.816
2,355.364
4,100
83,056,377
4,143
long
6/02/23
20/03/23
42
Unicredit
100
4,538,103
18.302
16.286
-2.016
-11
73,907,562
-64
accum 9/01/06
20/03/23 6280
days out of 6287 invested (100%)
738,976
73,907,562
68
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Saipem short 21/09/15 26/12/16 462 484.29 244.29 960.08 475.79 98.25
short 7/02/22 6/02/23 364 57.45 1.37 2,412.82 2,355.36 4,099.71 8,225.73
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
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
CNH Industrial long 8/02/21 24/01/22 350 11.89 13.13 1.24 10.39 10.39
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
Nexi short 24/01/22 31/01/22 7 12.94 12.91 12.96 0.03 0.19 0.19
YOOX Net-a-Porter short 4/08/14 26/01/15 175 18.47 19.04 17.90 -0.57 -3.09 -3.09
Unicredit long 31/01/22 7/02/22 7 13.99 14.78 0.79 5.68
long 6/02/23 20/03/23 42 18.30 16.29 -2.02 -11.02 -5.96
MFE-MediaForEurope 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
13/06/22 Saipem reverse split 10:1 (one for ten)
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
write an annotation