Assessment - FTSE / Milano Italia Borsa in Swiss Franc - 7/01/24 - RS = 14
⇐
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
3/25/24
prc diff
⇓ Δ14
⇓ ∅-RS
MIB 40
30,946.505
8/12/24
0.46
32,679.718
-5.30
33,741.200
-1,061.483
-3.15
11.47
Banca MPS
5.011
8/12/24
2.17
4.535
10.49
4.100
0.435
10.62
50.59
Azimut
20.257
8/12/24
1.41
21.692
-6.61
24.274
-2.582
-10.64
-0.26
Generali
21.760
8/12/24
1.35
23.194
-6.18
22.852
0.342
1.50
18.90
L
Amplifon
27.284
8/12/24
1.33
32.198
-15.26
32.290
-0.092
-0.28
10.26
Banca Mediolanum
9.915
8/12/24
1.29
10.264
-3.40
10.082
0.183
1.81
19.36
Leonardo
21.236
8/12/24
1.20
21.149
0.41
22.374
-1.225
-5.48
40.01
Interpump
36.269
8/12/24
1.14
39.739
-8.73
43.044
-3.305
-7.68
-6.62
S
Eni
14.011
8/12/24
1.09
14.085
-0.52
14.177
-0.091
-0.65
0.50
FinecoBank
13.991
8/12/24
0.94
13.749
1.76
13.598
0.151
1.11
10.03
Mediobanca
13.599
8/12/24
0.94
13.657
-0.43
13.213
0.443
3.36
16.96
A2A
1.920
8/12/24
0.92
1.831
4.82
1.596
0.235
14.75
7.90
Banca Generali
36.909
8/12/24
0.74
36.638
0.74
35.972
0.665
1.85
11.79
S
Tenaris
12.435
8/12/24
0.71
13.807
-9.93
17.811
-4.004
-22.48
-7.19
Saipem
1.931
8/12/24
0.63
2.324
-16.91
2.092
0.232
11.09
50.94
Snam
4.234
8/12/24
0.60
4.050
4.52
4.296
-0.245
-5.71
-6.50
S
Inwit
10.003
8/12/24
0.58
9.392
6.50
10.291
-0.899
-8.74
-9.68
L
Prysmian
57.244
8/12/24
0.58
54.956
4.16
48.489
6.467
13.34
38.92
Telecom Italia
0.214
8/12/24
0.55
0.219
-2.17
0.218
0.001
0.30
-12.05
Intesa Sanpaolo
3.364
8/12/24
0.54
3.471
-3.10
3.235
0.236
7.29
30.45
Terna
7.347
8/12/24
0.53
7.079
3.78
7.576
-0.497
-6.56
-1.85
Pirelli
5.085
8/12/24
0.50
5.443
-6.59
5.507
-0.064
-1.16
13.33
STMicroel Italy
26.005
8/12/24
0.49
35.111
-25.94
38.846
-3.735
-9.61
-11.47
DiaSorin
97.022
8/12/24
0.48
90.412
7.31
85.426
4.986
5.84
3.51
S
Nexi
5.501
8/12/24
0.46
5.608
-1.90
5.804
-0.195
-3.37
-10.24
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
3/25/24
prc diff
⇓ Δ14
⇓ ∅-RS
Enel
6.240
8/12/24
0.44
6.404
-2.56
5.910
0.494
8.36
7.68
L
Campari
7.735
8/12/24
0.38
8.417
-8.11
8.889
-0.472
-5.31
-15.17
Unicredit
33.507
8/12/24
0.38
35.092
-4.52
33.196
1.895
5.71
38.81
Hera
3.193
8/12/24
0.37
3.136
1.79
3.234
-0.097
-3.01
10.74
Recordati
47.939
8/12/24
0.24
47.299
1.35
50.652
-3.352
-6.62
4.21
S
Italgas
4.753
8/12/24
0.08
4.488
5.92
5.197
-0.709
-13.64
-8.91
L
Unipol
8.699
8/12/24
0.06
9.145
-4.88
7.514
1.631
21.70
60.38
ERG
22.564
8/12/24
22.719
-0.68
22.735
-0.016
-0.07
-5.87
Ferrari
373.840
8/12/24
370.447
0.92
395.472
-25.025
-6.33
18.28
Poste Italiane
11.524
8/12/24
11.854
-2.78
11.158
0.696
6.24
17.55
Iveco
8.376
8/12/24
-0.21
10.308
-18.74
13.564
-3.256
-24.00
14.46
BPER Banca
4.618
8/12/24
-0.27
4.842
-4.62
4.210
0.632
15.02
48.55
Banco BPM
5.604
8/12/24
-0.31
6.025
-6.98
5.963
0.062
1.03
24.04
S
Moncler
50.537
8/12/24
-0.50
55.712
-9.29
66.393
-10.680
-16.09
-1.71
S
Stellantis
13.550
8/12/24
-0.57
18.061
-24.98
26.451
-8.390
-31.72
-4.54
Brunello Cucinelli
80.254
8/12/24
-1.02
90.770
-11.59
98.673
-7.903
-8.01
11.74
MIB - 40 out of 40 instruments rated - 7/01/24 / 3/25/24 - 18 did rise, Market-Ratio(14) in CHF = 45.00 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Swiss Franc * 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
605
16.522
19.444
2.922
18
11,768
60
5/22/06
5/29/06
7
- cash -
5/29/06
6/05/06
7
Tenaris
100
504
23.312
22.524
-0.788
-3
11,371
-83
6/05/06
8/28/06
84
- cash -
8/28/06
6/04/07
280
Stellantis
100
2,291
4.963
9.729
4.766
96
22,291
140
6/04/07
6/11/07
7
- cash -
6/11/07
7/09/07
28
Stellantis
100
2,389
9.327
11.019
1.693
18
26,334
779
7/09/07
4/28/08
294
- cash -
4/28/08
5/12/08
14
Saipem
100
9
2,849.240
2,848.100
-1.140
0
26,324
-1
5/12/08
5/19/08
7
- cash -
5/19/08
5/26/08
7
Tenaris
100
853
30.858
30.155
-0.703
-2
25,724
-70
5/26/08
6/16/08
21
- cash -
6/16/08
6/23/08
7
Tenaris
100
802
32.069
35.033
2.964
9
28,102
9,950
6/23/08
4/27/09
308
- cash -
4/27/09
1/18/10
266
Amplifon
100
11,155
2.519
4.607
2.088
83
51,396
129
1/18/10
3/08/10
49
- cash -
3/08/10
4/19/10
42
Amplifon
100
9,365
5.488
5.668
0.181
3
53,087
32
4/19/10
5/03/10
14
- cash -
5/03/10
5/10/10
7
Amplifon
100
9,391
5.652
5.262
-0.391
-7
49,418
-98
5/10/10
8/23/10
105
- cash -
8/23/10
10/25/10
63
DiaSorin
100
1,203
41.062
40.245
-0.817
-2
48,435
-11
10/25/10
5/16/11
203
Stellantis
100
10,439
4.639
5.949
1.310
28
62,106
56
5/16/11
11/14/11
182
- cash -
11/14/11
11/21/11
7
Campari
100
18,893
3.287
3.143
-0.145
-4
59,376
-90
11/21/11
12/05/11
14
- cash -
12/05/11
1/09/12
35
Eni
100
2,979
19.929
19.745
-0.184
-1
58,828
-9
1/09/12
2/06/12
28
- cash -
2/06/12
4/23/12
77
Interpump
100
8,213
7.163
7.588
0.425
6
62,321
31
4/23/12
4/30/12
7
- cash -
4/30/12
5/07/12
7
Interpump
100
7,696
8.097
7.538
-0.559
-7
58,017
-98
5/07/12
7/30/12
84
- cash -
7/30/12
8/06/12
7
Azimut
100
6,596
8.796
8.873
0.078
1
58,529
58
8/06/12
8/13/12
7
- cash -
8/13/12
10/08/12
56
Tenaris
100
2,948
19.853
19.116
-0.737
-4
56,358
-22
10/08/12
4/14/14
553
Azimut
100
5,269
10.695
26.543
15.847
148
139,856
82
4/14/14
6/30/14
77
Banco BPM
100
7,834
17.852
14.608
-3.244
-18
114,440
-61
6/30/14
8/25/14
56
- cash -
8/25/14
9/01/14
7
Leonardo
100
13,277
8.619
8.642
0.023
0
114,746
15
9/01/14
11/17/14
77
- cash -
11/17/14
12/15/14
28
Stellantis
100
14,344
7.999
7.308
-0.692
-9
104,824
-69
12/15/14
12/29/14
14
- cash -
12/29/14
1/05/15
7
Stellantis
100
13,429
7.805
7.588
-0.218
-3
101,903
-77
1/05/15
1/19/15
14
- cash -
1/19/15
7/06/15
168
Stellantis
100
14,158
7.197
8.816
1.619
22
124,819
55
7/06/15
7/13/15
7
- cash -
7/13/15
7/27/15
14
Recordati
100
5,866
21.276
22.214
0.938
4
130,324
208
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
5,189
25.115
21.746
-3.369
-13
112,841
-92
8/24/15
10/12/15
49
- cash -
10/12/15
10/19/15
7
A2A
100
86,417
1.306
1.353
0.047
4
116,894
530
10/19/15
11/02/15
14
- cash -
11/02/15
11/09/15
7
Recordati
100
4,703
24.853
23.895
-0.958
-4
112,389
-87
11/09/15
11/30/15
21
- cash -
11/30/15
1/18/16
49
Recordati
100
4,394
25.577
23.904
-1.673
-7
105,037
-40
1/18/16
4/18/16
91
- cash -
4/18/16
6/13/16
56
DiaSorin
100
1,889
55.581
57.973
2.392
4
109,555
32
6/13/16
9/19/16
98
- cash -
9/19/16
9/26/16
7
STMicroel Italy
100
14,258
7.684
7.777
0.094
1
110,894
88
9/26/16
10/03/16
7
- cash -
10/03/16
11/21/16
49
STMicroel Italy
100
14,143
7.841
9.636
1.796
23
136,290
365
11/21/16
12/05/16
14
- cash -
12/05/16
2/12/18
434
STMicroel Italy
100
13,005
10.480
20.113
9.633
92
261,569
73
2/12/18
2/19/18
7
- cash -
2/19/18
3/05/18
14
Stellantis
100
12,770
20.482
18.734
-1.747
-9
239,254
-90
3/05/18
3/12/18
7
- cash -
3/12/18
5/28/18
77
ERG
100
10,623
22.521
20.257
-2.264
-10
215,203
-39
5/28/18
6/04/18
7
Moncler
100
4,717
45.621
46.067
0.446
1
217,306
66
6/04/18
6/11/18
7
- cash -
6/11/18
6/25/18
14
Moncler
100
4,578
47.463
44.811
-2.652
-6
205,167
-78
6/25/18
9/10/18
77
- cash -
9/10/18
9/24/18
14
Amplifon
100
9,489
21.621
22.118
0.497
2
209,886
81
9/24/18
10/01/18
7
- cash -
10/01/18
10/08/18
7
Saipem
100
716
292.829
273.878
-18.951
-6
196,317
-97
10/08/18
1/21/19
105
- cash -
1/21/19
6/03/19
133
Campari
100
21,838
8.989
9.763
0.773
9
213,207
25
6/03/19
6/17/19
14
Recordati
100
5,087
41.911
40.293
-1.618
-4
204,977
-64
6/17/19
8/05/19
49
Azimut
100
11,295
18.147
17.847
-0.300
-2
201,592
-12
8/05/19
8/12/19
7
- cash -
8/12/19
10/21/19
70
Inwit
100
20,103
10.028
10.191
0.164
2
204,880
9
10/21/19
2/24/20
126
Azimut
100
10,239
20.009
22.007
1.998
10
225,340
32
2/24/20
3/02/20
7
STMicroel Italy
100
8,069
27.923
25.971
-1.953
-7
209,585
-98
3/02/20
6/15/20
105
- cash -
6/15/20
9/07/20
84
DiaSorin
100
1,152
181.883
156.450
-25.433
-14
180,286
-48
9/07/20
9/14/20
7
Nexi
100
10,951
16.462
17.611
1.149
7
192,866
3,269
9/14/20
9/21/20
7
- cash -
9/21/20
9/28/20
7
Nexi
100
10,608
18.181
18.147
-0.034
0
192,507
-9
9/28/20
10/05/20
7
- cash -
10/05/20
10/19/20
14
DiaSorin
100
969
198.554
207.450
8.896
4
201,127
214
10/19/20
11/09/20
21
- cash -
11/09/20
2/22/21
105
Amplifon
100
5,488
36.645
38.002
1.357
4
208,574
13
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
89,357
2.334
2.771
0.437
19
247,582
35
9/20/21
11/29/21
70
Interpump
100
3,970
62.362
62.276
-0.087
0
247,238
-1
11/29/21
12/06/21
7
- cash -
12/06/21
1/24/22
49
Brunello Cucinelli
100
4,160
59.429
54.042
-5.386
-9
224,830
-51
1/24/22
8/15/22
203
- cash -
8/15/22
8/22/22
7
ERG
100
6,731
33.399
32.565
-0.834
-2
219,216
-73
8/22/22
10/24/22
63
- cash -
10/24/22
1/16/23
84
Tenaris
100
14,620
14.994
16.047
1.053
7
234,606
34
1/16/23
5/22/23
126
Unicredit
100
15,843
14.808
18.546
3.738
25
293,830
92
5/22/23
6/19/23
28
- cash -
6/19/23
10/09/23
112
Unicredit
100
15,248
19.270
21.187
1.918
10
323,068
36
10/09/23
10/16/23
7
- cash -
10/16/23
10/23/23
7
Leonardo
100
23,833
13.556
13.002
-0.554
-4
309,871
-89
10/23/23
11/13/23
21
- cash -
11/13/23
12/25/23
42
BPER Banca
100
91,017
3.405
2.876
-0.528
-16
261,791
-77
12/25/23
8/12/24
231
Banca MPS
100
88,857
2.946
5.011
2.065
70
445,267
131
accum 1/16/06
8/12/24 4949
days out of 7336 invested (67%)
4,353
445,267
32
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 4.96 9.73 4.77 96.04
6/11/07 7/09/07 28 9.33 11.02 1.69 18.15
10/25/10 5/16/11 203 4.64 5.95 1.31 28.23
11/17/14 12/15/14 28 8.00 7.31 -0.69 -8.65
12/29/14 1/05/15 7 7.81 7.59 -0.22 -2.79
1/19/15 7/06/15 168 7.20 8.82 1.62 22.49
2/19/18 3/05/18 14 20.48 18.73 -1.75 -8.53 195.51
Azimut 7/30/12 8/06/12 7 8.80 8.87 0.08 0.88
10/08/12 4/14/14 553 10.70 26.54 15.85 148.17
6/17/19 8/05/19 49 18.15 17.85 -0.30 -1.65
10/21/19 2/24/20 126 20.01 22.01 2.00 9.99 170.81
STMicroel Italy 9/19/16 9/26/16 7 7.68 7.78 0.09 1.22
10/03/16 11/21/16 49 7.84 9.64 1.80 22.90
12/05/16 2/12/18 434 10.48 20.11 9.63 91.92
2/24/20 3/02/20 7 27.92 25.97 -1.95 -6.99 122.06
Amplifon 4/27/09 1/18/10 266 2.52 4.61 2.09 82.90
3/08/10 4/19/10 42 5.49 5.67 0.18 3.29
5/03/10 5/10/10 7 5.65 5.26 -0.39 -6.91
9/10/18 9/24/18 14 21.62 22.12 0.50 2.30
11/09/20 2/22/21 105 36.65 38.00 1.36 3.70 86.57
Banca MPS 12/25/23 8/12/24 231 2.95 5.01 2.06 70.09 70.09
Unicredit 1/16/23 5/22/23 126 14.81 18.55 3.74 25.24
6/19/23 10/09/23 112 19.27 21.19 1.92 9.95 37.71
Tenaris 1/16/06 5/22/06 126 16.52 19.44 2.92 17.69
5/29/06 6/05/06 7 23.31 22.52 -0.79 -3.38
5/19/08 5/26/08 7 30.86 30.16 -0.70 -2.28
6/16/08 6/23/08 7 32.07 35.03 2.96 9.24
8/13/12 10/08/12 56 19.85 19.12 -0.74 -3.71
10/24/22 1/16/23 84 14.99 16.05 1.05 7.02 25.09
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Nexi 9/07/20 9/14/20 7 16.46 17.61 1.15 6.98
9/21/20 9/28/20 7 18.18 18.15 -0.03 -0.19 6.78
Campari 11/14/11 11/21/11 7 3.29 3.14 -0.14 -4.40
1/21/19 6/03/19 133 8.99 9.76 0.77 8.60 3.83
A2A 10/12/15 10/19/15 7 1.31 1.35 0.05 3.59 3.59
Inwit 8/12/19 10/21/19 70 10.03 10.19 0.16 1.63 1.63
Eni 12/05/11 1/09/12 35 19.93 19.75 -0.18 -0.92 -0.92
Interpump 2/06/12 4/23/12 77 7.16 7.59 0.43 5.94
4/30/12 5/07/12 7 8.10 7.54 -0.56 -6.91
9/20/21 11/29/21 70 62.36 62.28 -0.09 -0.14 -1.52
Banco BPM 4/14/14 6/30/14 77 17.85 14.61 -3.24 -18.17
2/22/21 9/20/21 210 2.33 2.77 0.44 18.70 -2.87
Leonardo 8/25/14 9/01/14 7 8.62 8.64 0.02 0.27
10/16/23 10/23/23 7 13.56 13.00 -0.55 -4.08 -3.83
Moncler 5/28/18 6/04/18 7 45.62 46.07 0.45 0.98
6/11/18 6/25/18 14 47.46 44.81 -2.65 -5.59 -4.66
Saipem 4/28/08 5/12/08 14 2,849.24 2,848.10 -1.14 -0.04
10/01/18 10/08/18 7 292.83 273.88 -18.95 -6.47 -6.51
DiaSorin 8/23/10 10/25/10 63 41.06 40.24 -0.82 -1.99
4/18/16 6/13/16 56 55.58 57.97 2.39 4.30
6/15/20 9/07/20 84 181.88 156.45 -25.43 -13.98
10/05/20 10/19/20 14 198.55 207.45 8.90 4.48 -8.13
Brunello Cucinelli 12/06/21 1/24/22 49 59.43 54.04 -5.39 -9.06 -9.06
ERG 3/12/18 5/28/18 77 22.52 20.26 -2.26 -10.05
8/15/22 8/22/22 7 33.40 32.56 -0.83 -2.50 -12.30
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 3.40 2.88 -0.53 -15.52 -15.52
Recordati 7/13/15 7/27/15 14 21.28 22.21 0.94 4.41
8/03/15 8/24/15 21 25.12 21.75 -3.37 -13.42
11/02/15 11/09/15 7 24.85 23.90 -0.96 -3.85
11/30/15 1/18/16 49 25.58 23.90 -1.67 -6.54
6/03/19 6/17/19 14 41.91 40.29 -1.62 -3.86 -21.90
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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