Assessment - FTSE / Milano Italia Borsa in Swiss Franc - 7/01/24 - RS = 11
⇐
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
4/15/24
prc diff
⇓ Δ11
⇓ ∅-RS
MIB 40
30,946.505
8/12/24
0.46
32,679.718
-5.30
32,877.949
-198.231
-0.60
11.47
Banca MPS
5.011
8/12/24
2.17
4.535
10.49
3.896
0.639
16.39
50.59
Azimut
20.257
8/12/24
1.41
21.692
-6.61
23.607
-1.915
-8.11
-0.26
Generali
21.760
8/12/24
1.35
23.194
-6.18
21.942
1.252
5.71
18.90
L
Amplifon
27.284
8/12/24
1.33
32.198
-15.26
29.862
2.336
7.82
10.26
Banca Mediolanum
9.915
8/12/24
1.29
10.264
-3.40
9.770
0.494
5.06
19.36
Leonardo
21.236
8/12/24
1.20
21.149
0.41
21.913
-0.764
-3.48
40.01
Interpump
36.269
8/12/24
1.14
39.739
-8.73
40.959
-1.220
-2.98
-6.62
S
Eni
14.011
8/12/24
1.09
14.085
-0.52
15.038
-0.953
-6.33
0.50
FinecoBank
13.991
8/12/24
0.94
13.749
1.76
13.643
0.105
0.77
10.03
Mediobanca
13.599
8/12/24
0.94
13.657
-0.43
13.246
0.410
3.10
16.96
A2A
1.920
8/12/24
0.92
1.831
4.82
1.632
0.200
12.25
7.90
Banca Generali
36.909
8/12/24
0.74
36.638
0.74
34.317
2.321
6.76
11.79
S
Tenaris
12.435
8/12/24
0.71
13.807
-9.93
17.575
-3.768
-21.44
-7.19
Saipem
1.931
8/12/24
0.63
2.324
-16.91
2.321
0.003
0.14
50.94
Snam
4.234
8/12/24
0.60
4.050
4.52
4.120
-0.070
-1.69
-6.50
S
Inwit
10.003
8/12/24
0.58
9.392
6.50
9.615
-0.223
-2.32
-9.68
L
Prysmian
57.244
8/12/24
0.58
54.956
4.16
49.093
5.864
11.94
38.92
Telecom Italia
0.214
8/12/24
0.55
0.219
-2.17
0.219
0.000
0.05
-12.05
Intesa Sanpaolo
3.364
8/12/24
0.54
3.471
-3.10
3.221
0.250
7.77
30.45
Terna
7.347
8/12/24
0.53
7.079
3.78
7.146
-0.067
-0.93
-1.85
Pirelli
5.085
8/12/24
0.50
5.443
-6.59
5.665
-0.221
-3.91
13.33
STMicroel Italy
26.005
8/12/24
0.49
35.111
-25.94
37.580
-2.469
-6.57
-11.47
DiaSorin
97.022
8/12/24
0.48
90.412
7.31
84.765
5.647
6.66
3.51
S
Nexi
5.501
8/12/24
0.46
5.608
-1.90
5.306
0.302
5.69
-10.24
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
4/15/24
prc diff
⇓ Δ11
⇓ ∅-RS
Enel
6.240
8/12/24
0.44
6.404
-2.56
5.665
0.739
13.05
7.68
L
Campari
7.735
8/12/24
0.38
8.417
-8.11
8.647
-0.230
-2.66
-15.17
Unicredit
33.507
8/12/24
0.38
35.092
-4.52
33.261
1.831
5.50
38.81
Hera
3.193
8/12/24
0.37
3.136
1.79
3.064
0.073
2.38
10.74
Recordati
47.939
8/12/24
0.24
47.299
1.35
48.396
-1.096
-2.27
4.21
S
Italgas
4.753
8/12/24
0.08
4.488
5.92
4.919
-0.431
-8.77
-8.91
L
Unipol
8.699
8/12/24
0.06
9.145
-4.88
7.804
1.340
17.17
60.38
ERG
22.564
8/12/24
22.719
-0.68
23.084
-0.365
-1.58
-5.87
Ferrari
373.840
8/12/24
370.447
0.92
377.540
-7.093
-1.88
18.28
Poste Italiane
11.524
8/12/24
11.854
-2.78
11.290
0.564
4.99
17.55
Iveco
8.376
8/12/24
-0.21
10.308
-18.74
12.201
-1.893
-15.51
14.46
BPER Banca
4.618
8/12/24
-0.27
4.842
-4.62
4.133
0.710
17.17
48.55
Banco BPM
5.604
8/12/24
-0.31
6.025
-6.98
5.965
0.060
1.01
24.04
S
Moncler
50.537
8/12/24
-0.50
55.712
-9.29
62.843
-7.130
-11.35
-1.71
S
Stellantis
13.550
8/12/24
-0.57
18.061
-24.98
24.208
-6.146
-25.39
-4.54
Brunello Cucinelli
80.254
8/12/24
-1.02
90.770
-11.59
97.217
-6.447
-6.63
11.74
MIB - 40 out of 40 instruments rated - 7/01/24 / 4/15/24 - 21 did rise, Market-Ratio(11) in CHF = 52.50 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Swiss Franc * L11 - 89/57 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
1/16/06
14
- cash -
long
1/16/06
5/15/06
119
Tenaris
100
605
16.522
23.423
6.901
42
14,175
192
5/15/06
9/04/06
112
- cash -
9/04/06
4/30/07
238
Fiat Chrysler
100
2,829
5.010
9.952
4.942
99
28,156
187
4/30/07
5/21/07
21
- cash -
5/21/07
6/25/07
35
Fiat Chrysler
100
2,865
9.827
9.999
0.172
2
28,648
20
6/25/07
5/18/09
693
- cash -
5/18/09
7/13/09
56
Banca Generali
100
3,950
7.252
8.624
1.372
19
34,067
209
7/13/09
8/31/09
49
- cash -
8/31/09
11/23/09
84
Banca Generali
100
3,229
10.549
12.588
2.039
19
40,651
116
11/23/09
2/07/11
441
- cash -
2/07/11
4/18/11
70
Fiat Chrysler
100
6,527
6.228
5.305
-0.922
-15
34,630
-57
4/18/11
2/06/12
294
- cash -
2/06/12
4/09/12
63
Luxottica
100
1,125
30.765
31.139
0.374
1
35,051
7
4/09/12
9/03/12
147
- cash -
9/03/12
11/19/12
77
Azimut
100
3,639
9.630
10.943
1.313
14
39,830
83
11/19/12
1/14/13
56
- cash -
1/14/13
3/18/13
63
Azimut
100
2,811
14.168
14.809
0.640
5
41,629
29
3/18/13
5/20/13
63
- cash -
5/20/13
7/08/13
49
MFE-MediaForEurope
100
2,671
15.581
20.146
4.565
29
53,821
578
7/08/13
9/09/13
63
- cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
1,777
30.275
42.261
11.986
40
75,121
178
1/06/14
2/24/14
49
- cash -
2/24/14
5/12/14
77
UBI Banca
100
10,063
7.465
7.934
0.470
6
79,848
34
5/12/14
1/26/15
259
- cash -
1/26/15
6/08/15
133
Fiat Chrysler
100
9,883
8.078
9.685
1.607
20
95,729
65
6/08/15
4/25/16
322
- cash -
4/25/16
5/23/16
28
Brembo
100
9,232
10.369
11.390
1.021
10
105,156
240
5/23/16
1/02/17
224
- cash -
1/02/17
3/06/17
63
STMicroel Italy
100
9,083
11.576
15.492
3.915
34
140,719
441
3/06/17
5/08/17
63
- cash -
5/08/17
7/24/17
77
STMicroel Italy
100
8,579
16.401
15.690
-0.711
-4
134,615
-19
7/24/17
3/04/19
588
- cash -
3/04/19
5/27/19
84
Juventus Football
100
9,613
14.003
16.266
2.263
16
156,370
92
5/27/19
12/23/19
210
- cash -
12/23/19
1/20/20
28
STMicroel Italy
100
5,923
26.398
26.053
-0.346
-1
154,322
-16
1/20/20
6/01/20
133
- cash -
6/01/20
8/24/20
84
DiaSorin
100
795
194.114
175.712
-18.402
-9
139,693
-35
8/24/20
1/11/21
140
- cash -
1/11/21
7/19/21
189
CNH Industrial
100
11,695
11.944
13.991
2.047
17
163,637
36
7/19/21
11/21/22
490
- cash -
11/21/22
4/03/23
133
Unicredit
100
12,573
13.015
17.831
4.817
37
224,196
137
4/03/23
12/25/23
266
- cash -
12/25/23
6/17/24
175
Leonardo
100
16,091
13.933
20.823
6.890
49
335,060
131
6/17/24
2/02/26
595
- cash -
accum 1/16/06
6/17/24 2044
days out of 7336 invested (28%)
3,251
335,060
87
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Fiat Chrysler long 9/04/06 4/30/07 238 5.01 9.95 4.94 98.65
5/21/07 6/25/07 35 9.83 10.00 0.17 1.75
2/07/11 4/18/11 70 6.23 5.31 -0.92 -14.81
1/26/15 6/08/15 133 8.08 9.69 1.61 19.89 106.43
Leonardo 12/25/23 6/17/24 175 13.93 20.82 6.89 49.45 49.45
Banca Generali 5/18/09 7/13/09 56 7.25 8.62 1.37 18.92
8/31/09 11/23/09 84 10.55 12.59 2.04 19.33 41.90
Tenaris 1/16/06 5/15/06 119 16.52 23.42 6.90 41.77 41.77
YOOX Net-a-Porter 9/09/13 1/06/14 119 30.27 42.26 11.99 39.59 39.59
Unicredit 11/21/22 4/03/23 133 13.01 17.83 4.82 37.01 37.01
MFE-MediaForEurope 5/20/13 7/08/13 49 15.58 20.15 4.56 29.30 29.30
STMicroel Italy 1/02/17 3/06/17 63 11.58 15.49 3.92 33.82
5/08/17 7/24/17 77 16.40 15.69 -0.71 -4.34
12/23/19 1/20/20 28 26.40 26.05 -0.35 -1.31 26.34
Azimut 9/03/12 11/19/12 77 9.63 10.94 1.31 13.64
1/14/13 3/18/13 63 14.17 14.81 0.64 4.52 18.77
CNH Industrial 1/11/21 7/19/21 189 11.94 13.99 2.05 17.14 17.14
Juventus Football 3/04/19 5/27/19 84 14.00 16.27 2.26 16.16 16.16
Brembo 4/25/16 5/23/16 28 10.37 11.39 1.02 9.85 9.85
UBI Banca 2/24/14 5/12/14 77 7.46 7.93 0.47 6.29 6.29
Luxottica 2/06/12 4/09/12 63 30.77 31.14 0.37 1.22 1.22
DiaSorin 6/01/20 8/24/20 84 194.11 175.71 -18.40 -9.48 -9.48
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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