Assessment - FTSE / Milano Italia Borsa in Euro - 5/16/22 - RS = 28
⇐
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
11/01/21
prc diff
⇓ Δ28
∅-RS
S
MIB 40
24,085.800
15:35
-0.89
24,033.100
0.22
27,206.000
-3,172.900
-11.66
-6.32
L
Tenaris
15.495
15:40
-0.61
15.385
0.71
9.890
5.495
55.56
53.25
L
Leonardo
9.854
15:39
-0.10
9.766
0.90
6.434
3.332
51.79
38.64
L
Atlantia
22.880
15:35
-0.04
22.920
-0.17
16.955
5.965
35.18
37.31
Eni
13.832
15:37
-0.72
13.826
0.04
12.746
1.080
8.47
18.01
L
Terna
8.096
15:35
1.61
7.972
1.56
6.556
1.416
21.60
17.57
L
Italgas
6.320
15:35
6.300
0.32
5.558
0.742
13.35
10.53
L
Snam
5.460
15:35
1.26
5.386
1.37
5.000
0.386
7.72
7.81
Banco BPM
2.956
15:36
-0.81
2.892
2.21
2.694
0.198
7.35
4.35
L
Inwit
10.020
15:35
-1.38
10.070
-0.50
9.732
0.338
3.47
3.21
L
Unipol
5.030
15:35
-0.79
4.907
2.51
5.032
-0.125
-2.48
2.60
STMicroel Italy
37.320
15:37
-2.18
37.160
0.43
41.135
-3.975
-9.66
1.23
Mediobanca
9.672
15:35
-2.42
9.900
-2.30
10.480
-0.580
-5.53
1.02
Hera
3.485
15:35
0.81
3.515
-0.85
3.555
-0.040
-1.13
-0.23
S
Generali
18.000
15:35
-0.55
17.815
1.04
18.960
-1.145
-6.04
-0.71
A2A
1.656
15:38
-0.93
1.671
-0.93
1.831
-0.160
-8.71
-2.44
S
CNH Industrial
14.185
15:35
0.25
13.805
2.75
15.265
-1.460
-9.56
-2.89
BPER Banca
1.757
15:35
-0.48
1.726
1.80
1.884
-0.158
-8.36
-3.37
S
Ferrari
177.050
15:41
-3.15
180.400
-1.86
210.600
-30.200
-14.34
-6.56
Exor
65.640
15:37
-0.88
65.020
0.95
81.400
-16.380
-20.12
-8.64
S
Banca Generali
32.370
15:35
-0.28
32.350
0.06
40.900
-8.550
-20.90
-9.15
Pirelli
4.575
15:35
-2.39
4.706
-2.78
5.326
-0.620
-11.64
-9.47
Campari
9.828
15:35
-3.17
10.245
-4.07
12.435
-2.190
-17.61
-9.65
S
Azimut
20.280
15:35
-0.15
20.220
0.30
25.340
-5.120
-20.21
-9.80
S
Prysmian
28.550
15:35
0.92
27.710
3.03
32.870
-5.160
-15.70
-10.01
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
11/01/21
prc diff
⇓ Δ28
∅-RS
Buzzi Unicem
17.920
15:35
-0.39
17.680
1.36
20.190
-2.510
-12.43
-10.45
S
Unicredit
9.965
15:35
2.05
9.668
3.07
11.368
-1.700
-14.95
-10.90
S
Banca Mediolanum
7.074
15:35
-1.28
7.138
-0.90
8.808
-1.670
-18.96
-13.39
Enel
5.938
15:35
-1.20
5.987
-0.82
7.285
-1.298
-17.82
-13.92
S
Poste Italiane
9.566
15:35
-0.60
9.534
0.34
12.445
-2.911
-23.39
-14.06
S
Stellantis
13.508
15:38
-1.60
13.682
-1.27
17.450
-3.768
-21.59
-14.75
S
Intesa Sanpaolo
1.990
15:35
0.02
1.954
1.84
2.495
-0.541
-21.67
-15.07
S
Amplifon
32.550
15:37
-5.13
34.260
-4.99
44.700
-10.440
-23.36
-15.20
S
Recordati
41.360
15:35
-1.22
41.830
-1.12
55.080
-13.250
-24.06
-16.14
S
FinecoBank
12.620
15:36
-0.24
12.395
1.82
16.885
-4.490
-26.59
-16.84
S
Moncler
43.700
15:35
-3.47
44.380
-1.53
63.900
-19.520
-30.55
-20.97
S
Interpump
40.880
15:35
-0.54
40.620
0.64
64.850
-24.230
-37.36
-21.30
DiaSorin
115.500
15:35
-2.53
120.000
-3.75
197.150
-77.150
-39.13
-22.35
S
Telecom Italia
0.270
15:35
-2.95
0.272
-0.92
0.310
-0.038
-12.25
-26.13
Saipem
1.100
15:40
-5.13
1.158
-5.01
1.926
-0.768
-39.88
-28.07
S
Nexi
8.590
15:35
-4.13
8.600
-0.12
14.620
-6.020
-41.18
-38.44
MIB - 40 out of 40 instruments rated - 5/16/22 / 11/01/21 - 9 did rise, Market-Ratio(28) in EUR = 22.50 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Euro * 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
978
10.224
13.792
3.568
35
13,490
54
short
9/18/06
11/27/06
70
MFE-MediaForEurope
100
1,604
8.405
8.932
7.878
-0.527
-6
12,644
-29
long
11/27/06
7/30/07
245
Fiat Chrysler
100
3,267
3.870
5.969
2.099
54
19,502
91
short
7/30/07
8/17/09
749
Telecom Italia
100
10,052
1.940
1.034
3.640
1.700
88
36,588
36
long
8/17/09
4/26/10
252
Banca Generali
100
5,502
6.650
8.315
1.665
25
45,749
38
short
4/26/10
12/20/10
238
Unipol
100
3,190
14.338
9.300
22.105
7.767
54
70,527
94
long
12/20/10
6/27/11
189
Exor
100
3,023
23.330
20.230
-3.100
-13
61,155
-24
short
6/27/11
11/05/12
497
UnipolSai
100
11,921
5.130
0.935
28.146
23.016
449
335,534
249
long
11/05/12
8/04/14
637
Azimut
100
36,063
9.304
18.460
9.156
98
665,727
48
short
8/04/14
1/26/15
175
YOOX Net-a-Porter
100
36,043
18.470
19.040
17.900
-0.570
-3
645,182
-6
long
1/26/15
9/21/15
238
Fiat Chrysler
100
80,990
7.966
8.487
0.520
7
687,329
10
short
9/21/15
12/26/16
462
Saipem
100
67,584
10.170
5.130
20.162
9.992
98
1,362,602
72
long
12/26/16
11/27/17
336
STMicroel Italy
100
126,753
10.750
20.210
9.460
88
2,561,685
99
short
11/27/17
1/08/18
42
Leonardo
100
250,654
10.220
10.570
9.870
-0.350
-3
2,473,956
-26
long
1/08/18
2/12/18
35
Fiat Chrysler
100
136,561
18.116
17.656
-0.460
-3
2,411,138
-24
short
2/12/18
4/29/19
441
Leonardo
100
279,066
8.640
10.415
6.865
-1.775
-21
1,915,796
-17
long
4/29/19
3/02/20
308
Azimut
100
106,581
17.975
18.590
0.615
3
1,981,343
4
short
3/02/20
9/28/20
210
Juventus Football
100
2,133,229
0.929
0.865
0.998
0.069
7
2,128,536
13
long
9/28/20
2/01/21
126
DiaSorin
100
12,462
170.800
180.000
9.200
5
2,243,186
16
short
2/01/21
2/08/21
7
BPER Banca
100
1,463,265
1.533
1.910
1.157
-0.377
-25
1,692,267
-100
long
2/08/21
1/24/22
350
CNH Industrial
100
142,326
11.890
13.125
1.235
10
1,868,040
11
short
1/24/22
1/31/22
7
Nexi
100
144,417
12.935
12.910
12.960
0.025
0
1,871,650
11
long
1/31/22
2/07/22
7
Unicredit
100
133,784
13.990
14.784
0.794
6
1,977,875
1,679
short
2/07/22
5/18/22
100
Saipem
100
1,639,349
1.207
1.100
1.323
0.117
10
2,169,351
40
accum 1/09/06
5/18/22 5973
days out of 5980 invested (100%)
21,594
2,169,351
39
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
UnipolSai short 6/27/11 11/05/12 497 5.13 0.94 28.15 23.02 448.66 448.66
Saipem short 9/21/15 12/26/16 462 10.17 5.13 20.16 9.99 98.25
short 2/07/22 5/18/22 100 1.21 1.10 1.32 0.12 9.68 117.44
Azimut long 11/05/12 8/04/14 637 9.30 18.46 9.16 98.41
long 4/29/19 3/02/20 308 17.98 18.59 0.61 3.42 105.20
STMicroel Italy long 12/26/16 11/27/17 336 10.75 20.21 9.46 88.00 88.00
Telecom Italia short 7/30/07 8/17/09 749 1.94 1.03 3.64 1.70 87.62 87.62
Fiat Chrysler long 11/27/06 7/30/07 245 3.87 5.97 2.10 54.24
long 1/26/15 9/21/15 238 7.97 8.49 0.52 6.53
long 1/08/18 2/12/18 35 18.12 17.66 -0.46 -2.54 60.14
Unipol short 4/26/10 12/20/10 238 14.34 9.30 22.11 7.77 54.17 54.17
Tenaris long 1/09/06 9/18/06 252 10.22 13.79 3.57 34.90 34.90
Banca Generali long 8/17/09 4/26/10 252 6.65 8.32 1.67 25.04 25.04
CNH Industrial long 2/08/21 1/24/22 350 11.89 13.13 1.24 10.39 10.39
Juventus Football short 3/02/20 9/28/20 210 0.93 0.86 1.00 0.07 7.43 7.43
Unicredit long 1/31/22 2/07/22 7 13.99 14.78 0.79 5.68 5.68
DiaSorin long 9/28/20 2/01/21 126 170.80 180.00 9.20 5.39 5.39
Nexi short 1/24/22 1/31/22 7 12.94 12.91 12.96 0.03 0.19 0.19
YOOX Net-a-Porter short 8/04/14 1/26/15 175 18.47 19.04 17.90 -0.57 -3.09 -3.09
MFE-MediaForEurope short 9/18/06 11/27/06 70 8.41 8.93 7.88 -0.53 -6.27 -6.27
Exor long 12/20/10 6/27/11 189 23.33 20.23 -3.10 -13.29 -13.29
Leonardo short 11/27/17 1/08/18 42 10.22 10.57 9.87 -0.35 -3.42
short 2/12/18 4/29/19 441 8.64 10.42 6.87 -1.78 -20.54 -23.27
BPER Banca short 2/01/21 2/08/21 7 1.53 1.91 1.16 -0.38 -24.56 -24.56
Annotations
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
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