Assessment - FTSE / Milano Italia Borsa in Swiss Franc - 7/01/24 - RS = 35
⇐
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
10/30/23
prc diff
⇓ Δ35
⇓ ∅-RS
MIB 40
30,946.505
8/12/24
0.46
32,679.718
-5.30
26,177.407
6,502.310
24.84
11.47
Banca MPS
5.011
8/12/24
2.17
4.535
10.49
2.391
2.144
89.69
50.59
Azimut
20.257
8/12/24
1.41
21.692
-6.61
18.738
2.954
15.76
-0.26
Generali
21.760
8/12/24
1.35
23.194
-6.18
17.756
5.438
30.62
18.90
L
Amplifon
27.284
8/12/24
1.33
32.198
-15.26
24.301
7.898
32.50
10.26
Banca Mediolanum
9.915
8/12/24
1.29
10.264
-3.40
7.321
2.943
40.21
19.36
Leonardo
21.236
8/12/24
1.20
21.149
0.41
13.572
7.577
55.83
40.01
Interpump
36.269
8/12/24
1.14
39.739
-8.73
37.141
2.599
7.00
-6.62
S
Eni
14.011
8/12/24
1.09
14.085
-0.52
14.711
-0.626
-4.25
0.50
FinecoBank
13.991
8/12/24
0.94
13.749
1.76
10.585
3.164
29.89
10.03
Mediobanca
13.599
8/12/24
0.94
13.657
-0.43
10.580
3.077
29.08
16.96
A2A
1.920
8/12/24
0.92
1.831
4.82
1.683
0.149
8.83
7.90
Banca Generali
36.909
8/12/24
0.74
36.638
0.74
29.155
7.482
25.66
11.79
S
Tenaris
12.435
8/12/24
0.71
13.807
-9.93
14.310
-0.503
-3.51
-7.19
Saipem
1.931
8/12/24
0.63
2.324
-16.91
1.371
0.953
69.52
50.94
Snam
4.234
8/12/24
0.60
4.050
4.52
4.118
-0.068
-1.64
-6.50
S
Inwit
10.003
8/12/24
0.58
9.392
6.50
9.685
-0.293
-3.02
-9.68
L
Prysmian
57.244
8/12/24
0.58
54.956
4.16
32.870
22.086
67.19
38.92
Telecom Italia
0.214
8/12/24
0.55
0.219
-2.17
0.231
-0.012
-5.35
-12.05
Intesa Sanpaolo
3.364
8/12/24
0.54
3.471
-3.10
2.304
1.168
50.69
30.45
Terna
7.347
8/12/24
0.53
7.079
3.78
6.944
0.136
1.96
-1.85
Pirelli
5.085
8/12/24
0.50
5.443
-6.59
3.952
1.491
37.72
13.33
STMicroel Italy
26.005
8/12/24
0.49
35.111
-25.94
33.756
1.355
4.01
-11.47
DiaSorin
97.022
8/12/24
0.48
90.412
7.31
78.590
11.822
15.04
3.51
S
Nexi
5.501
8/12/24
0.46
5.608
-1.90
5.184
0.424
8.18
-10.24
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
10/30/23
prc diff
⇓ Δ35
⇓ ∅-RS
Enel
6.240
8/12/24
0.44
6.404
-2.56
5.636
0.768
13.63
7.68
L
Campari
7.735
8/12/24
0.38
8.417
-8.11
9.943
-1.526
-15.35
-15.17
Unicredit
33.507
8/12/24
0.38
35.092
-4.52
22.491
12.600
56.02
38.81
Hera
3.193
8/12/24
0.37
3.136
1.79
2.468
0.668
27.07
10.74
Recordati
47.939
8/12/24
0.24
47.299
1.35
41.392
5.908
14.27
4.21
S
Italgas
4.753
8/12/24
0.08
4.488
5.92
4.538
-0.051
-1.12
-8.91
L
Unipol
8.699
8/12/24
0.06
9.145
-4.88
4.858
4.287
88.23
60.38
ERG
22.564
8/12/24
22.719
-0.68
22.462
0.257
1.14
-5.87
Ferrari
373.840
8/12/24
370.447
0.92
269.818
100.629
37.30
18.28
Poste Italiane
11.524
8/12/24
11.854
-2.78
8.807
3.047
34.60
17.55
Iveco
8.376
8/12/24
-0.21
10.308
-18.74
7.706
2.602
33.77
14.46
BPER Banca
4.618
8/12/24
-0.27
4.842
-4.62
2.834
2.008
70.86
48.55
Banco BPM
5.604
8/12/24
-0.31
6.025
-6.98
4.522
1.503
33.23
24.04
S
Moncler
50.537
8/12/24
-0.50
55.712
-9.29
46.687
9.026
19.33
-1.71
S
Stellantis
13.550
8/12/24
-0.57
18.061
-24.98
16.315
1.746
10.70
-4.54
Brunello Cucinelli
80.254
8/12/24
-1.02
90.770
-11.59
71.332
19.438
27.25
11.74
MIB - 40 out of 40 instruments rated - 7/01/24 / 10/30/23 - 33 did rise, Market-Ratio(35) in CHF = 82.50 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Swiss Franc * S35 - 46 ex 3 (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
8/06/07
581
- cash -
short
8/06/07
8/27/07
21
Telecom Italia
100
3,180
3.144
3.407
2.881
-0.263
-8
9,164
-78
8/27/07
11/05/07
70
Banca Mediolanum
100
1,061
8.635
8.280
9.004
0.370
4
9,556
24
11/05/07
11/12/07
7
- cash -
11/12/07
8/18/08
280
Amplifon
100
1,349
7.080
3.445
14.549
7.469
105
19,632
156
8/18/08
9/29/08
42
Telecom Italia
100
10,594
1.853
1.719
1.997
0.144
8
21,157
92
9/29/08
10/06/08
7
Unicredit
100
159
132.564
126.700
138.699
6.135
5
22,133
958
10/06/08
10/20/08
14
Stellantis
100
6,513
3.398
3.053
3.783
0.384
11
24,637
1,535
10/20/08
10/27/08
7
Saipem
100
20
1,189.500
1,097.034
1,289.759
100.259
8
26,642
6,700
10/27/08
11/10/08
14
Tenaris
100
2,870
9.281
12.699
5.864
-3.417
-37
16,834
-100
11/10/08
1/19/09
70
Amplifon
100
10,199
1.651
1.139
2.392
0.741
45
24,395
592
1/19/09
4/20/09
91
Banco BPM
100
689
35.400
37.149
33.652
-1.749
-5
23,191
-18
4/20/09
6/01/09
42
Interpump
100
5,149
4.504
5.378
3.630
-0.874
-19
18,690
-85
6/01/09
6/08/09
7
Unipol
100
760
24.578
22.740
26.564
1.986
8
20,200
5,655
6/08/09
6/22/09
14
- cash -
6/22/09
6/29/09
7
Unipol
100
976
20.686
22.026
19.347
-1.339
-6
18,893
-97
6/29/09
7/06/09
7
- cash -
7/06/09
7/20/09
14
Unipol
100
881
21.444
21.516
21.372
-0.072
0
18,829
-8
7/20/09
5/17/10
301
- cash -
5/17/10
6/28/10
42
Banca MPS
100
0
266,765.481
286,129.635
247,401.327
-19,364.154
-7
18,829
0
6/28/10
8/02/10
35
Unipol
100
1,207
15.587
15.923
15.252
-0.335
-2
18,424
-20
8/02/10
8/09/10
7
- cash -
8/09/10
10/25/10
77
Unipol
100
1,119
16.461
15.501
17.481
1.020
6
19,565
33
10/25/10
11/08/10
14
- cash -
11/08/10
1/10/11
63
Banco BPM
100
716
27.318
21.789
34.250
6.932
25
24,529
271
1/10/11
6/20/11
161
- cash -
6/20/11
7/04/11
14
Banco BPM
100
1,646
14.899
15.519
14.279
-0.620
-4
23,508
-67
7/04/11
7/11/11
7
- cash -
7/11/11
9/19/11
70
Banco BPM
100
1,899
12.378
11.041
13.876
1.498
12
26,353
81
9/19/11
11/21/11
63
Unicredit
100
929
28.355
29.910
26.800
-1.555
-5
24,909
-28
11/21/11
1/23/12
63
Leonardo
100
6,693
3.722
4.258
3.185
-0.537
-14
21,316
-59
1/23/12
5/07/12
105
Unicredit
100
961
22.163
17.157
28.630
6.467
29
27,531
144
5/07/12
5/21/12
14
- cash -
5/21/12
7/02/12
42
Unicredit
100
1,845
14.914
17.687
12.141
-2.773
-19
22,415
-83
7/02/12
7/30/12
28
A2A
100
44,426
0.505
0.418
0.609
0.104
21
27,056
1,062
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
7/30/12
8/06/12
7
- cash -
8/06/12
8/13/12
7
Unipol
100
12,229
2.212
2.414
2.011
-0.202
-9
24,589
-99
8/13/12
10/08/12
56
- cash -
10/08/12
12/10/12
63
Unipol
100
11,487
2.141
1.712
2.677
0.536
25
30,746
265
12/10/12
10/13/14
672
- cash -
10/13/14
11/10/14
28
Prysmian
100
1,935
15.882
17.630
14.135
-1.748
-11
27,364
-78
11/10/14
1/26/15
77
Banca MPS
100
0
32,590.460
20,119.744
52,790.835
20,200.375
62
27,364
0
1/26/15
2/09/15
14
- cash -
2/09/15
2/16/15
7
Banca MPS
100
1
18,353.910
21,919.902
14,787.918
-3,565.992
-19
23,798
-100
2/16/15
12/07/15
294
- cash -
12/07/15
4/25/16
140
Banca MPS
100
1
14,582.490
7,272.732
29,239.221
14,656.731
101
38,455
513
4/25/16
5/09/16
14
- cash -
5/09/16
5/16/16
7
Banco BPM
100
6,963
5.522
5.096
5.984
0.462
8
41,672
6,501
5/16/16
5/23/16
7
- cash -
5/23/16
5/30/16
7
Banco BPM
100
8,669
4.807
5.305
4.309
-0.498
-10
37,353
-100
5/30/16
6/06/16
7
- cash -
6/06/16
10/10/16
126
Banco BPM
100
11,009
3.393
2.583
4.457
1.064
31
49,065
120
10/10/16
11/07/16
28
- cash -
11/07/16
12/05/16
28
Banca MPS
100
18
2,641.525
2,046.114
3,410.197
768.673
29
62,901
2,692
12/05/16
5/28/18
539
- cash -
5/28/18
6/04/18
7
Banca MPS
100
1,070
58.751
64.234
53.267
-5.483
-9
57,034
-99
6/04/18
6/11/18
7
- cash -
6/11/18
6/18/18
7
Banca MPS
100
847
67.272
66.349
68.207
0.935
1
57,826
105
6/18/18
7/02/18
14
- cash -
7/02/18
2/18/19
231
Banca MPS
100
972
59.448
31.629
111.735
52.287
88
108,649
171
2/18/19
2/25/19
7
- cash -
2/25/19
3/04/19
7
Banca MPS
100
3,547
30.627
31.750
29.503
-1.124
-4
104,663
-86
3/04/19
5/13/19
70
- cash -
5/13/19
6/10/19
28
Banca MPS
100
3,751
27.897
24.101
32.291
4.394
16
121,145
573
6/10/19
3/09/20
273
- cash -
3/09/20
3/23/20
14
Saipem
100
1,078
112.358
110.512
114.234
1.876
2
123,168
54
3/23/20
3/30/20
7
Leonardo
100
25,403
4.849
6.310
3.387
-1.462
-30
86,035
-100
3/30/20
4/13/20
14
Stellantis
100
12,886
6.676
7.892
5.461
-1.215
-18
70,376
-99
4/13/20
5/18/20
35
Saipem
100
581
121.095
119.843
122.359
1.265
1
71,111
11
5/18/20
7/13/20
56
BPER Banca
100
32,868
2.164
2.523
1.804
-0.359
-17
59,307
-69
7/13/20
11/09/20
119
Saipem
100
560
105.874
95.976
116.794
10.919
10
65,422
35
11/09/20
2/14/22
462
- cash -
2/14/22
3/21/22
35
Saipem
100
1,151
56.822
52.131
61.935
5.113
9
71,307
146
3/21/22
3/28/22
7
- cash -
3/28/22
11/07/22
224
Saipem
100
1,278
55.786
0.947
3,287.743
3,231.957
5,793
4,201,748
76,593
11/07/22
11/21/22
14
- cash -
11/21/22
1/09/23
49
Banca MPS
100
2,379,294
1.766
2.193
1.339
-0.427
-24
3,186,589
-87
1/09/23
10/23/23
287
- cash -
10/23/23
11/13/23
21
DiaSorin
100
40,052
79.560
82.137
76.984
-2.577
-3
3,083,390
-44
11/13/23
2/02/26
812
- cash -
accum 8/06/07
11/13/23 2632
days out of 7336 invested (36%)
30,734
3,083,390
121
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Saipem short 10/20/08 10/27/08 7 1,189.50 1,097.03 1,289.76 100.26 8.43
3/09/20 3/23/20 14 112.36 110.51 114.23 1.88 1.67
4/13/20 5/18/20 35 121.09 119.84 122.36 1.26 1.04
7/13/20 11/09/20 119 105.87 95.98 116.79 10.92 10.31
2/14/22 3/21/22 35 56.82 52.13 61.93 5.11 9.00
3/28/22 11/07/22 224 55.79 0.95 3,287.74 3,231.96 5,793.48 7,793.48
Banca MPS 5/17/10 6/28/10 42 266,765.48 286,129.64 247,401.33 -19,364.15 -7.26
11/10/14 1/26/15 77 32,590.46 20,119.74 52,790.83 20,200.37 61.98
2/09/15 2/16/15 7 18,353.91 21,919.90 14,787.92 -3,565.99 -19.43
12/07/15 4/25/16 140 14,582.49 7,272.73 29,239.22 14,656.73 100.51
11/07/16 12/05/16 28 2,641.52 2,046.11 3,410.20 768.67 29.10
5/28/18 6/04/18 7 58.75 64.23 53.27 -5.48 -9.33
6/11/18 6/18/18 7 67.27 66.35 68.21 0.94 1.39
7/02/18 2/18/19 231 59.45 31.63 111.74 52.29 87.95
2/25/19 3/04/19 7 30.63 31.75 29.50 -1.12 -3.67
5/13/19 6/10/19 28 27.90 24.10 32.29 4.39 15.75
11/21/22 1/09/23 49 1.77 2.19 1.34 -0.43 -24.16 357.78
Amplifon 11/12/07 8/18/08 280 7.08 3.45 14.55 7.47 105.49
11/10/08 1/19/09 70 1.65 1.14 2.39 0.74 44.92 197.80
Banco BPM 1/19/09 4/20/09 91 35.40 37.15 33.65 -1.75 -4.94
11/08/10 1/10/11 63 27.32 21.79 34.25 6.93 25.37
6/20/11 7/04/11 14 14.90 15.52 14.28 -0.62 -4.16
7/11/11 9/19/11 70 12.38 11.04 13.88 1.50 12.10
5/09/16 5/16/16 7 5.52 5.10 5.98 0.46 8.37
5/23/16 5/30/16 7 4.81 5.30 4.31 -0.50 -10.37
6/06/16 10/10/16 126 3.39 2.58 4.46 1.06 31.36 63.38
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
A2A 7/02/12 7/30/12 28 0.50 0.42 0.61 0.10 20.70 20.70
Unipol 6/01/09 6/08/09 7 24.58 22.74 26.56 1.99 8.08
6/22/09 6/29/09 7 20.69 22.03 19.35 -1.34 -6.47
7/06/09 7/20/09 14 21.44 21.52 21.37 -0.07 -0.34
6/28/10 8/02/10 35 15.59 15.92 15.25 -0.34 -2.15
8/09/10 10/25/10 77 16.46 15.50 17.48 1.02 6.20
8/06/12 8/13/12 7 2.21 2.41 2.01 -0.20 -9.12
10/08/12 12/10/12 63 2.14 1.71 2.68 0.54 25.04 18.97
Banca Mediolanum 8/27/07 11/05/07 70 8.63 8.28 9.00 0.37 4.28 4.28
Unicredit 9/29/08 10/06/08 7 132.56 126.70 138.70 6.14 4.63
9/19/11 11/21/11 63 28.36 29.91 26.80 -1.56 -5.48
1/23/12 5/07/12 105 22.16 17.16 28.63 6.47 29.18
5/21/12 7/02/12 42 14.91 17.69 12.14 -2.77 -18.59 4.00
Telecom Italia 8/06/07 8/27/07 21 3.14 3.41 2.88 -0.26 -8.36
8/18/08 9/29/08 42 1.85 1.72 2.00 0.14 7.77 -1.24
DiaSorin 10/23/23 11/13/23 21 79.56 82.14 76.98 -2.58 -3.24 -3.24
Stellantis 10/06/08 10/20/08 14 3.40 3.05 3.78 0.38 11.31
3/30/20 4/13/20 14 6.68 7.89 5.46 -1.22 -18.20 -8.95
Prysmian 10/13/14 11/10/14 28 15.88 17.63 14.13 -1.75 -11.00 -11.00
BPER Banca 5/18/20 7/13/20 56 2.16 2.52 1.80 -0.36 -16.60 -16.60
Interpump 4/20/09 6/01/09 42 4.50 5.38 3.63 -0.87 -19.41 -19.41
Tenaris 10/27/08 11/10/08 14 9.28 12.70 5.86 -3.42 -36.82 -36.82
Leonardo 11/21/11 1/23/12 63 3.72 4.26 3.18 -0.54 -14.42
3/23/20 3/30/20 7 4.85 6.31 3.39 -1.46 -30.15 -40.22
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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