Assessment - FTSE / Milano Italia Borsa in Renminbi yuán - 7/01/24 - RS = 28
⇐
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
12/18/23
prc diff
⇓ Δ28
⇓ ∅-RS
MIB 40
249,404.723
8/12/24
0.46
263,373.068
-5.30
234,549.531
28,823.537
12.29
10.30
A2A
15.470
8/12/24
0.92
14.760
4.82
15.028
-0.268
-1.79
6.82
L
Amplifon
219.891
8/12/24
1.33
259.495
-15.26
221.548
37.947
17.13
9.14
Azimut
163.258
8/12/24
1.41
174.819
-6.61
174.525
0.294
0.17
-1.27
Banca Generali
297.458
8/12/24
0.74
295.271
0.74
259.475
35.796
13.80
10.62
Banca Mediolanum
79.911
8/12/24
1.29
82.723
-3.40
64.583
18.139
28.09
18.10
Banca MPS
40.385
8/12/24
2.17
36.550
10.49
23.118
13.431
58.10
48.87
Banco BPM
45.166
8/12/24
-0.31
48.556
-6.98
38.759
9.796
25.27
22.65
BPER Banca
37.221
8/12/24
-0.27
39.026
-4.62
26.063
12.963
49.74
46.82
Brunello Cucinelli
646.784
8/12/24
-1.02
731.538
-11.59
650.614
80.923
12.44
10.57
L
Campari
62.335
8/12/24
0.38
67.834
-8.11
78.359
-10.525
-13.43
-15.98
DiaSorin
781.921
8/12/24
0.48
728.647
7.31
691.779
36.869
5.33
2.47
Enel
50.290
8/12/24
0.44
51.610
-2.56
50.238
1.372
2.73
6.62
S
Eni
112.922
8/12/24
1.09
113.515
-0.52
115.507
-1.992
-1.72
-0.52
ERG
181.849
8/12/24
183.099
-0.68
204.126
-21.027
-10.30
-6.76
Ferrari
3,012.857
8/12/24
2,985.517
0.92
2,650.251
335.266
12.65
16.98
FinecoBank
112.758
8/12/24
0.94
110.805
1.76
104.915
5.889
5.61
8.92
Generali
175.366
8/12/24
1.35
186.927
-6.18
147.583
39.344
26.66
17.62
Hera
25.731
8/12/24
0.37
25.278
1.79
22.617
2.660
11.76
9.58
Interpump
292.303
8/12/24
1.14
320.267
-8.73
347.354
-27.087
-7.80
-7.51
Intesa Sanpaolo
27.109
8/12/24
0.54
27.977
-3.10
20.744
7.232
34.86
29.01
S
Inwit
80.614
8/12/24
0.58
75.692
6.50
88.226
-12.534
-14.21
-10.53
S
Italgas
38.307
8/12/24
0.08
36.167
5.92
40.085
-3.918
-9.78
-9.81
Iveco
67.506
8/12/24
-0.21
83.074
-18.74
60.899
22.176
36.41
13.17
Leonardo
171.148
8/12/24
1.20
170.445
0.41
106.496
63.949
60.05
38.38
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
12/18/23
prc diff
⇓ Δ28
⇓ ∅-RS
Mediobanca
109.594
8/12/24
0.94
110.063
-0.43
85.528
24.535
28.69
15.69
S
Moncler
407.286
8/12/24
-0.50
448.999
-9.29
418.582
30.417
7.27
-2.73
S
Nexi
44.338
8/12/24
0.46
45.197
-1.90
57.306
-12.110
-21.13
-11.02
Pirelli
40.979
8/12/24
0.50
43.869
-6.59
37.156
6.713
18.07
12.11
Poste Italiane
92.878
8/12/24
95.533
-2.78
77.742
17.791
22.88
16.30
L
Prysmian
461.341
8/12/24
0.58
442.906
4.16
299.098
143.809
48.08
37.37
Recordati
386.352
8/12/24
0.24
381.196
1.35
359.611
21.585
6.00
3.15
Saipem
15.564
8/12/24
0.63
18.732
-16.91
10.838
7.893
72.83
49.18
Snam
34.120
8/12/24
0.60
32.644
4.52
36.084
-3.441
-9.53
-7.40
S
Stellantis
109.203
8/12/24
-0.57
145.558
-24.98
161.960
-16.402
-10.13
-5.55
STMicroel Italy
209.580
8/12/24
0.49
282.968
-25.94
343.114
-60.146
-17.53
-12.30
Telecom Italia
1.727
8/12/24
0.55
1.765
-2.17
2.030
-0.264
-13.02
-12.85
S
Tenaris
100.220
8/12/24
0.71
111.273
-9.93
119.562
-8.289
-6.93
-8.15
Terna
59.210
8/12/24
0.53
57.054
3.78
58.201
-1.146
-1.97
-2.83
Unicredit
270.040
8/12/24
0.38
282.812
-4.52
195.030
87.782
45.01
37.23
L
Unipol
70.107
8/12/24
0.06
73.701
-4.88
40.563
33.137
81.69
58.48
MIB - 40 out of 40 instruments rated - 7/01/24 / 12/18/23 - 26 did rise, Market-Ratio(28) in CNY = 65.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Renminbi yuán * 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
99
100.204
138.734
38.529
38
13,814
60
short
9/18/06
11/27/06
70
MFE-MediaForEurope
100
32
422.729
459.422
386.037
-36.692
-9
12,640
-38
long
11/27/06
7/30/07
245
Fiat Chrysler
100
317
39.813
61.531
21.718
55
19,525
91
short
7/30/07
8/17/09
749
Telecom Italia
100
976
19.997
10.036
39.848
19.850
99
38,899
40
long
8/17/09
4/26/10
252
Banca Generali
100
602
64.542
75.979
11.437
18
45,784
27
short
4/26/10
12/20/10
238
Unipol
100
349
131.015
81.628
210.282
79.267
61
73,448
107
long
12/20/10
6/27/11
189
Exor
100
358
204.772
185.833
-18.939
-9
66,668
-17
short
6/27/11
11/05/12
497
UnipolSai
100
1,414
47.124
7.552
294.057
246.933
524
415,830
284
long
11/05/12
8/04/14
637
Azimut
100
5,533
75.147
153.091
77.943
104
847,090
50
short
8/04/14
1/26/15
175
YOOX Net-a-Porter
100
5,530
153.174
133.844
175.295
22.122
14
969,423
32
long
1/26/15
9/21/15
238
Fiat Chrysler
100
17,311
55.999
60.475
4.476
8
1,046,912
13
short
9/21/15
12/26/16
462
Saipem
100
303
3,451.022
1,774.518
6,711.430
3,260.408
94
2,034,816
69
long
12/26/16
11/27/17
336
STMicroel Italy
100
26,057
78.089
158.654
80.565
103
4,134,105
116
short
11/27/17
1/08/18
42
Leonardo
100
51,528
80.230
82.213
78.247
-1.983
-2
4,031,942
-20
long
1/08/18
2/12/18
35
Fiat Chrysler
100
28,614
140.905
137.005
-3.900
-3
3,920,341
-25
short
2/12/18
4/29/19
441
Leonardo
100
58,474
67.043
78.421
55.666
-11.377
-17
3,255,061
-14
long
4/29/19
3/02/20
308
Azimut
100
24,050
135.345
144.411
9.066
7
3,473,105
8
short
3/02/20
9/28/20
210
Juventus Football
100
48,136
72.151
68.630
75.853
3.701
5
3,651,278
9
long
9/28/20
2/01/21
126
DiaSorin
100
2,693
1,355.776
1,404.774
48.998
4
3,783,229
11
short
2/01/21
2/08/21
7
BPER Banca
100
316,217
11.964
14.830
9.098
-2.866
-24
2,877,017
-100
long
2/08/21
1/24/22
350
CNH Industrial
100
31,156
92.341
94.112
1.770
2
2,932,169
2
short
1/24/22
1/31/22
7
Nexi
100
31,613
92.749
92.121
93.382
0.633
1
2,952,173
43
long
1/31/22
2/07/22
7
Unicredit
100
29,572
99.827
107.548
7.721
8
3,180,488
4,764
short
2/07/22
2/06/23
364
Saipem
100
7,609
417.940
9.960
17,537.325
17,119.384
4,096
133m
4,139
long
2/06/23
10/23/23
259
Unicredit
100
1,001,415
133.253
176.973
43.720
33
177m
49
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
2,153,755
82.286
86.899
77.672
-4.614
-6
167m
-24
long
1/08/24
8/12/24
217
Leonardo
100
1,302,976
128.388
171.148
42.760
33
223m
62
accum 1/09/06
8/12/24 7115
days out of 7122 invested (100%)
2,229,916
223m
67
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 3,451.02 1,774.52 6,711.43 3,260.41 94.48
short 2/07/22 2/06/23 364 417.94 9.96 17,537.32 17,119.38 4,096.13 8,060.49
UnipolSai short 6/27/11 11/05/12 497 47.12 7.55 294.06 246.93 524.00 524.00
Azimut long 11/05/12 8/04/14 637 75.15 153.09 77.94 103.72
long 4/29/19 3/02/20 308 135.34 144.41 9.07 6.70 117.37
STMicroel Italy long 12/26/16 11/27/17 336 78.09 158.65 80.57 103.17 103.17
Telecom Italia short 7/30/07 8/17/09 749 20.00 10.04 39.85 19.85 99.26 99.26
Fiat Chrysler long 11/27/06 7/30/07 245 39.81 61.53 21.72 54.55
long 1/26/15 9/21/15 238 56.00 60.48 4.48 7.99
long 1/08/18 2/12/18 35 140.90 137.00 -3.90 -2.77 62.28
Unipol short 4/26/10 12/20/10 238 131.01 81.63 210.28 79.27 60.50 60.50
Unicredit long 1/31/22 2/07/22 7 99.83 107.55 7.72 7.73
long 2/06/23 10/23/23 259 133.25 176.97 43.72 32.81 43.08
Tenaris long 1/09/06 9/18/06 252 100.20 138.73 38.53 38.45 38.45
Banca Generali long 8/17/09 4/26/10 252 64.54 75.98 11.44 17.72 17.72
YOOX Net-a-Porter short 8/04/14 1/26/15 175 153.17 133.84 175.30 22.12 14.44 14.44
Leonardo short 11/27/17 1/08/18 42 80.23 82.21 78.25 -1.98 -2.47
short 2/12/18 4/29/19 441 67.04 78.42 55.67 -11.38 -16.97
long 1/08/24 8/12/24 217 128.39 171.15 42.76 33.30 7.95
Juventus Football short 3/02/20 9/28/20 210 72.15 68.63 75.85 3.70 5.13 5.13
DiaSorin long 9/28/20 2/01/21 126 1,355.78 1,404.77 49.00 3.61 3.61
Nexi short 1/24/22 1/31/22 7 92.75 92.12 93.38 0.63 0.68 0.68
CNH Industrial long 2/08/21 1/24/22 350 92.34 94.11 1.77 1.92
short 10/23/23 1/08/24 77 82.29 86.90 77.67 -4.61 -5.61 -3.80
MFE-MediaForEurope short 9/18/06 11/27/06 70 422.73 459.42 386.04 -36.69 -8.68 -8.68
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Exor long 12/20/10 6/27/11 189 204.77 185.83 -18.94 -9.25 -9.25
BPER Banca short 2/01/21 2/08/21 7 11.96 14.83 9.10 -2.87 -23.95 -23.95
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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