Assessment - FTSE / Milano Italia Borsa - 4/22/24 - RS = 14
⇐
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ14
∅-RS
L
MIB 40
33,939.800
Thu
-0.97
33,724.800
0.64
30,327.700
3,397.100
11.20
14.76
L
Leonardo
21.420
Thu
-2.55
21.750
-1.52
17.040
4.710
27.64
56.75
L
Banca MPS
4.332
Thu
0.56
4.290
0.98
3.091
1.199
38.79
54.96
L
Unipol
8.310
Thu
-0.72
8.265
0.54
5.362
2.903
54.14
51.81
L
Saipem
2.143
Thu
-1.74
2.222
-3.56
1.416
0.806
56.92
50.45
L
BPER Banca
4.723
Thu
1.92
4.514
4.63
3.175
1.339
42.17
46.45
L
Unicredit
34.785
Thu
-0.59
34.130
1.92
25.600
8.530
33.32
44.27
Iveco
11.570
Thu
-3.10
11.875
-2.57
9.442
2.433
25.77
35.26
L
Intesa Sanpaolo
3.503
Thu
-0.40
3.429
2.17
2.723
0.706
25.91
31.90
L
Prysmian
49.440
Thu
-2.72
49.580
-0.28
40.840
8.740
21.40
28.33
L
Banco BPM
6.102
Thu
-0.13
5.892
3.56
4.746
1.146
24.15
26.44
Stellantis
22.890
Thu
-1.63
23.135
-1.06
20.135
3.000
14.90
24.77
Ferrari
386.200
Thu
-1.83
382.800
0.89
313.300
69.500
22.18
24.56
Pirelli
5.942
Thu
-0.64
5.940
0.03
5.198
0.742
14.27
23.51
L
Tenaris
17.350
Thu
-0.57
17.665
-1.78
14.565
3.100
21.28
18.71
L
Mediobanca
13.400
Thu
-1.83
13.615
-1.58
11.270
2.345
20.81
18.09
L
Generali
22.760
Thu
-1.17
22.770
-0.04
19.800
2.970
15.00
16.38
L
Poste Italiane
11.730
Thu
-0.59
11.730
10.150
1.580
15.57
16.00
Brunello Cucinelli
94.600
Thu
-2.02
95.900
-1.36
85.750
10.150
11.84
15.46
Hera
3.396
Thu
0.83
3.262
4.11
3.030
0.232
7.66
13.61
Banca Mediolanum
9.915
Thu
-1.15
9.770
1.48
9.102
0.668
7.34
13.55
Azimut
24.200
Thu
-1.43
24.260
-0.25
24.730
-0.470
-1.90
11.12
L
FinecoBank
13.990
Thu
-1.41
14.170
-1.27
14.000
0.170
1.21
11.09
Recordati
48.800
Thu
-2.36
51.100
-4.50
49.990
1.110
2.22
10.65
L
Moncler
64.760
Thu
-3.05
65.260
-0.77
53.500
11.760
21.98
9.61
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
1/15/24
prc diff
⇓ Δ14
∅-RS
Banca Generali
36.020
Thu
-0.50
35.620
1.12
34.410
1.210
3.52
8.32
Eni
15.254
Thu
0.09
15.340
-0.56
14.996
0.344
2.29
6.87
DiaSorin
93.660
Thu
-2.46
94.940
-1.35
88.000
6.940
7.89
3.93
Amplifon
31.020
Thu
-0.99
31.570
-1.74
31.480
0.090
0.29
3.15
A2A
1.792
Thu
-1.32
1.752
2.25
1.855
-0.103
-5.55
1.90
S
Terna
7.446
Thu
-1.64
7.518
-0.96
7.782
-0.264
-3.39
-0.47
S
Enel
6.060
Thu
-0.49
6.049
0.18
6.807
-0.758
-11.14
-1.24
Italgas
5.120
Thu
-0.78
5.135
-0.29
5.345
-0.210
-3.93
-1.76
S
ERG
24.440
Thu
0.83
24.040
1.66
27.320
-3.280
-12.01
-5.38
S
Snam
4.273
Thu
-1.52
4.306
-0.77
4.893
-0.587
-12.00
-6.68
S
Interpump
40.460
Thu
-1.94
41.020
-1.37
46.370
-5.350
-11.54
-10.37
S
Inwit
9.890
Thu
-0.60
9.985
-0.95
11.505
-1.520
-13.21
-10.69
Campari
9.380
Thu
-1.16
9.534
-1.62
9.176
0.358
3.90
-11.65
S
STMicroel Italy
39.620
Thu
0.97
36.700
7.96
39.645
-2.945
-7.43
-12.27
S
Telecom Italia
0.222
Thu
-1.33
0.224
-0.71
0.282
-0.058
-20.45
-15.28
S
Nexi
5.406
Thu
-2.94
5.474
-1.24
7.106
-1.632
-22.97
-19.24
MIB - 40 out of 40 instruments rated - 4/22/24 / 1/15/24 - 28 did rise, Market-Ratio(14) = 70.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * L14 - 45 ex 7 (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
5/22/06
126
Tenaris
100
938
10.657
12.508
1.851
17
11,736
59
5/22/06
5/29/06
7
- cash -
5/29/06
6/05/06
7
Tenaris
100
785
14.933
14.431
-0.502
-3
11,342
-83
6/05/06
8/28/06
84
- cash -
8/28/06
6/04/07
280
Stellantis
100
3,613
3.139
5.883
2.744
87
21,257
127
6/04/07
6/11/07
7
- cash -
6/11/07
7/09/07
28
Stellantis
100
3,764
5.647
6.639
0.993
18
24,993
726
7/09/07
4/28/08
294
- cash -
4/28/08
5/12/08
14
Saipem
100
14
1,762.380
1,767.140
4.760
0
25,059
7
5/12/08
5/19/08
7
- cash -
5/19/08
5/26/08
7
Tenaris
100
1,325
18.907
18.658
-0.249
-1
24,729
-50
5/26/08
6/16/08
21
- cash -
6/16/08
6/23/08
7
Tenaris
100
1,241
19.921
21.675
1.754
9
26,906
8,046
6/23/08
4/27/09
308
- cash -
4/27/09
1/18/10
266
Amplifon
100
16,111
1.670
3.123
1.453
87
50,307
136
1/18/10
3/08/10
49
- cash -
3/08/10
4/19/10
42
Amplifon
100
13,415
3.750
3.955
0.205
5
53,058
59
4/19/10
5/03/10
14
- cash -
5/03/10
5/10/10
7
Amplifon
100
13,449
3.945
3.723
-0.223
-6
50,065
-95
5/10/10
8/23/10
105
- cash -
8/23/10
10/25/10
63
DiaSorin
100
1,602
31.240
29.520
-1.720
-6
47,310
-28
10/25/10
5/16/11
203
Stellantis
100
13,902
3.403
4.720
1.317
39
65,622
80
5/16/11
11/14/11
182
- cash -
11/14/11
11/21/11
7
Campari
100
24,716
2.655
2.535
-0.120
-5
62,656
-91
11/21/11
12/05/11
14
- cash -
12/05/11
1/09/12
35
Eni
100
3,879
16.150
16.250
0.100
1
63,044
7
1/09/12
2/06/12
28
- cash -
2/06/12
4/23/12
77
Interpump
100
10,631
5.930
6.315
0.385
6
67,137
35
4/23/12
4/30/12
7
- cash -
4/30/12
5/07/12
7
Interpump
100
9,960
6.740
6.275
-0.465
-7
62,506
-98
5/07/12
7/30/12
84
- cash -
7/30/12
8/06/12
7
Azimut
100
8,535
7.323
7.384
0.061
1
63,026
54
8/06/12
8/13/12
7
- cash -
8/13/12
10/08/12
56
Tenaris
100
3,812
16.530
15.780
-0.750
-5
60,167
-26
10/08/12
4/14/14
553
Azimut
100
6,814
8.829
21.826
12.997
147
148,729
82
4/14/14
6/30/14
77
Banco BPM
100
10,131
14.680
12.030
-2.650
-18
121,882
-61
6/30/14
8/25/14
56
- cash -
8/25/14
9/01/14
7
Leonardo
100
17,082
7.135
7.160
0.025
0
122,309
20
9/01/14
11/17/14
77
- cash -
11/17/14
12/15/14
28
Stellantis
100
18,368
6.658
6.085
-0.574
-9
111,770
-69
12/15/14
12/29/14
14
- cash -
12/29/14
1/05/15
7
Stellantis
100
17,226
6.488
6.315
-0.173
-3
108,781
-76
1/05/15
1/19/15
14
- cash -
1/19/15
7/06/15
168
Stellantis
100
15,425
7.052
8.460
1.408
20
130,496
49
7/06/15
7/13/15
7
- cash -
7/13/15
7/27/15
14
Recordati
100
6,412
20.350
20.800
0.450
2
133,382
77
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
7/27/15
8/03/15
7
- cash -
8/03/15
8/24/15
21
Recordati
100
5,637
23.660
20.120
-3.540
-15
113,427
-94
8/24/15
10/12/15
49
- cash -
10/12/15
10/19/15
7
A2A
100
94,997
1.194
1.249
0.055
5
118,651
947
10/19/15
11/02/15
14
- cash -
11/02/15
11/09/15
7
Recordati
100
5,190
22.860
22.150
-0.710
-3
114,967
-81
11/09/15
11/30/15
21
- cash -
11/30/15
1/18/16
49
Recordati
100
4,885
23.530
21.830
-1.700
-7
106,662
-43
1/18/16
4/18/16
91
- cash -
4/18/16
6/13/16
56
DiaSorin
100
2,093
50.950
53.250
2.300
5
111,476
33
6/13/16
9/19/16
98
- cash -
9/19/16
9/26/16
7
STMicroel Italy
100
15,891
7.015
7.130
0.115
2
113,303
133
9/26/16
10/03/16
7
- cash -
10/03/16
11/21/16
49
STMicroel Italy
100
15,758
7.190
8.990
1.800
25
141,668
428
11/21/16
12/05/16
14
- cash -
12/05/16
2/12/18
434
STMicroel Italy
100
14,635
9.680
17.470
7.790
80
255,674
64
2/12/18
2/19/18
7
- cash -
2/19/18
3/05/18
14
Stellantis
100
14,404
17.750
16.156
-1.594
-9
232,714
-91
3/05/18
3/12/18
7
- cash -
3/12/18
5/28/18
77
ERG
100
12,076
19.270
17.530
-1.740
-9
211,702
-36
5/28/18
6/04/18
7
Moncler
100
5,362
39.480
39.840
0.360
1
213,633
61
6/04/18
6/11/18
7
- cash -
6/11/18
6/25/18
14
Moncler
100
5,227
40.870
38.830
-2.040
-5
202,969
-74
6/25/18
9/10/18
77
- cash -
9/10/18
9/24/18
14
Amplifon
100
10,610
19.130
19.540
0.410
2
207,320
74
9/24/18
10/01/18
7
- cash -
10/01/18
10/08/18
7
Saipem
100
806
257.048
240.286
-16.762
-7
193,809
-97
10/08/18
1/21/19
105
- cash -
1/21/19
6/03/19
133
Campari
100
24,440
7.930
8.740
0.810
10
213,606
31
6/03/19
6/17/19
14
Recordati
100
5,693
37.520
35.970
-1.550
-4
204,782
-67
6/17/19
8/05/19
49
Azimut
100
12,640
16.200
16.365
0.165
1
206,867
8
8/05/19
8/12/19
7
- cash -
8/12/19
10/21/19
70
Inwit
100
22,497
9.195
9.270
0.075
1
208,555
4
10/21/19
2/24/20
126
Azimut
100
11,459
18.200
20.720
2.520
14
237,431
46
2/24/20
3/02/20
7
STMicroel Italy
100
9,031
26.290
24.310
-1.980
-8
219,550
-98
3/02/20
6/15/20
105
- cash -
6/15/20
9/07/20
84
DiaSorin
100
1,292
169.900
144.500
-25.400
-15
186,733
-51
9/07/20
9/14/20
7
Nexi
100
12,281
15.205
16.355
1.150
8
200,856
4,378
9/14/20
9/21/20
7
- cash -
9/21/20
9/28/20
7
Nexi
100
11,881
16.905
16.840
-0.065
0
200,084
-18
9/28/20
10/05/20
7
- cash -
10/05/20
10/19/20
14
DiaSorin
100
1,087
184.000
193.600
9.600
5
210,519
277
10/19/20
11/09/20
21
- cash -
11/09/20
2/22/21
105
Amplifon
100
6,191
34.000
34.890
0.890
3
216,029
9
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/22/21
9/20/21
210
Banco BPM
100
100,806
2.143
2.548
0.405
19
256,856
35
9/20/21
11/29/21
70
Interpump
100
4,478
57.350
59.800
2.450
4
267,827
24
11/29/21
12/06/21
7
- cash -
12/06/21
1/24/22
49
Brunello Cucinelli
100
4,706
56.900
52.250
-4.650
-8
245,944
-47
1/24/22
8/15/22
203
- cash -
8/15/22
8/22/22
7
ERG
100
7,083
34.720
34.000
-0.720
-2
240,844
-66
8/22/22
10/24/22
63
- cash -
10/24/22
1/16/23
84
Tenaris
100
15,886
15.160
16.025
0.865
6
254,585
27
1/16/23
5/22/23
126
Unicredit
100
17,215
14.788
19.102
4.314
29
328,851
110
5/22/23
6/19/23
28
- cash -
6/19/23
10/09/23
112
Unicredit
100
16,696
19.696
22.140
2.444
12
369,656
46
10/09/23
10/16/23
7
- cash -
10/16/23
10/23/23
7
Leonardo
100
25,904
14.270
13.675
-0.595
-4
354,243
-89
10/23/23
11/13/23
21
- cash -
11/13/23
12/25/23
42
BPER Banca
100
100,380
3.529
3.045
-0.484
-14
305,659
-72
12/25/23
4/25/24
122
Banca MPS
100
97,999
3.119
4.332
1.213
39
424,532
167
accum 1/16/06
4/25/24 4302
days out of 6689 invested (64%)
4,145
424,532
37
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Stellantis long 8/28/06 6/04/07 280 3.14 5.88 2.74 87.42
6/11/07 7/09/07 28 5.65 6.64 0.99 17.58
10/25/10 5/16/11 203 3.40 4.72 1.32 38.71
11/17/14 12/15/14 28 6.66 6.08 -0.57 -8.62
12/29/14 1/05/15 7 6.49 6.31 -0.17 -2.67
1/19/15 7/06/15 168 7.05 8.46 1.41 19.96
2/19/18 3/05/18 14 17.75 16.16 -1.59 -8.98 196.84
Azimut 7/30/12 8/06/12 7 7.32 7.38 0.06 0.83
10/08/12 4/14/14 553 8.83 21.83 13.00 147.21
6/17/19 8/05/19 49 16.20 16.37 0.16 1.02
10/21/19 2/24/20 126 18.20 20.72 2.52 13.85 186.67
STMicroel Italy 9/19/16 9/26/16 7 7.02 7.13 0.12 1.64
10/03/16 11/21/16 49 7.19 8.99 1.80 25.03
12/05/16 2/12/18 434 9.68 17.47 7.79 80.48
2/24/20 3/02/20 7 26.29 24.31 -1.98 -7.53 112.08
Amplifon 4/27/09 1/18/10 266 1.67 3.12 1.45 86.98
3/08/10 4/19/10 42 3.75 3.96 0.21 5.47
5/03/10 5/10/10 7 3.95 3.72 -0.22 -5.64
9/10/18 9/24/18 14 19.13 19.54 0.41 2.14
11/09/20 2/22/21 105 34.00 34.89 0.89 2.62 95.04
Unicredit 1/16/23 5/22/23 126 14.79 19.10 4.31 29.17
6/19/23 10/09/23 112 19.70 22.14 2.44 12.41 45.20
Banca MPS 12/25/23 4/25/24 122 3.12 4.33 1.21 38.89 38.89
Tenaris 1/16/06 5/22/06 126 10.66 12.51 1.85 17.37
5/29/06 6/05/06 7 14.93 14.43 -0.50 -3.36
5/19/08 5/26/08 7 18.91 18.66 -0.25 -1.32
6/16/08 6/23/08 7 19.92 21.68 1.75 8.80
8/13/12 10/08/12 56 16.53 15.78 -0.75 -4.54
10/24/22 1/16/23 84 15.16 16.03 0.86 5.71 22.89
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Nexi 9/07/20 9/14/20 7 15.21 16.36 1.15 7.56
9/21/20 9/28/20 7 16.91 16.84 -0.07 -0.38 7.15
Campari 11/14/11 11/21/11 7 2.66 2.54 -0.12 -4.52
1/21/19 6/03/19 133 7.93 8.74 0.81 10.21 5.23
A2A 10/12/15 10/19/15 7 1.19 1.25 0.06 4.61 4.61
Interpump 2/06/12 4/23/12 77 5.93 6.32 0.39 6.49
4/30/12 5/07/12 7 6.74 6.28 -0.47 -6.90
9/20/21 11/29/21 70 57.35 59.80 2.45 4.27 3.38
Inwit 8/12/19 10/21/19 70 9.20 9.27 0.07 0.82 0.82
Eni 12/05/11 1/09/12 35 16.15 16.25 0.10 0.62 0.62
Banco BPM 4/14/14 6/30/14 77 14.68 12.03 -2.65 -18.05
2/22/21 9/20/21 210 2.14 2.55 0.41 18.90 -2.56
Leonardo 8/25/14 9/01/14 7 7.14 7.16 0.03 0.35
10/16/23 10/23/23 7 14.27 13.68 -0.59 -4.17 -3.83
Moncler 5/28/18 6/04/18 7 39.48 39.84 0.36 0.91
6/11/18 6/25/18 14 40.87 38.83 -2.04 -4.99 -4.13
Saipem 4/28/08 5/12/08 14 1,762.38 1,767.14 4.76 0.27
10/01/18 10/08/18 7 257.05 240.29 -16.76 -6.52 -6.27
Brunello Cucinelli 12/06/21 1/24/22 49 56.90 52.25 -4.65 -8.17 -8.17
ERG 3/12/18 5/28/18 77 19.27 17.53 -1.74 -9.03
8/15/22 8/22/22 7 34.72 34.00 -0.72 -2.07 -10.92
DiaSorin 8/23/10 10/25/10 63 31.24 29.52 -1.72 -5.51
4/18/16 6/13/16 56 50.95 53.25 2.30 4.51
6/15/20 9/07/20 84 169.90 144.50 -25.40 -14.95
10/05/20 10/19/20 14 184.00 193.60 9.60 5.22 -11.62
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
BPER Banca 11/13/23 12/25/23 42 3.53 3.05 -0.48 -13.71 -13.71
Recordati 7/13/15 7/27/15 14 20.35 20.80 0.45 2.21
8/03/15 8/24/15 21 23.66 20.12 -3.54 -14.96
11/02/15 11/09/15 7 22.86 22.15 -0.71 -3.11
11/30/15 1/18/16 49 23.53 21.83 -1.70 -7.22
6/03/19 6/17/19 14 37.52 35.97 -1.55 -4.13 -25.09
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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