Assessment - FTSE / Milano Italia Borsa in Japanese yen - 4/24/06 - RS = 35
⇐
⇓ instrument
freshest
⇓ Δday
4/24/06
⇓ Δwk
8/22/05
prc diff
⇓ Δ35
∅-RS
MIB 40
4,593,205.238
8/12/24
0.46
5,472,002.820
4,530,004.570
941,998.250
20.79
15.55
S
Tenaris
1,845.724
8/12/24
0.71
2,625.157
1,071.500
1,553.657
145.00
123.74
Saipem
286.641
8/12/24
0.63
182,085.041
104,234.555
77,850.486
74.69
67.96
S
Stellantis
2,011.163
8/12/24
-0.57
445.969
270.503
175.466
64.87
63.07
Azimut
3,006.674
8/12/24
1.41
1,326.101
812.186
513.916
63.28
59.73
ERG
3,349.061
8/12/24
3,625.272
2,440.049
1,185.223
48.57
44.32
Banca MPS
743.756
8/12/24
2.17
118,254,358.600
75,199,714.200
43,054,644.400
57.25
39.11
L
Amplifon
4,049.659
8/12/24
1.33
1,064.420
731.612
332.808
45.49
36.70
Interpump
5,383.241
8/12/24
1.14
1,035.792
765.453
270.339
35.32
35.59
L
Campari
1,148.003
8/12/24
0.38
270.385
218.490
51.895
23.75
25.56
Leonardo
3,151.973
8/12/24
1.20
2,507.624
1,785.654
721.970
40.43
25.20
Unicredit
4,973.240
8/12/24
0.38
23,515.643
17,317.770
6,197.874
35.79
22.94
Intesa Sanpaolo
499.266
8/12/24
0.54
635.430
491.367
144.063
29.32
19.50
Hera
473.875
8/12/24
0.37
369.749
305.026
64.723
21.22
18.82
Banca Mediolanum
1,471.688
8/12/24
1.29
910.058
707.708
202.350
28.59
18.32
BPER Banca
685.493
8/12/24
-0.27
2,052.451
1,673.253
379.197
22.66
17.22
Generali
3,229.657
8/12/24
1.35
3,936.441
3,196.102
740.339
23.16
16.58
STMicroel Italy
3,859.764
8/12/24
0.49
2,240.332
1,858.171
382.161
20.57
16.06
Mediobanca
2,018.356
8/12/24
0.94
2,338.157
1,981.180
356.976
18.02
15.16
S
Eni
2,079.640
8/12/24
1.09
3,569.167
3,220.274
348.892
10.83
13.14
Terna
1,090.459
8/12/24
0.53
316.492
282.009
34.483
12.23
8.47
Recordati
7,115.316
8/12/24
0.24
891.213
843.341
47.872
5.68
7.68
A2A
284.915
8/12/24
0.92
241.397
220.907
20.490
9.28
7.14
Snam
628.380
8/12/24
0.60
354.730
317.488
37.242
11.73
6.27
Enel
926.171
8/12/24
0.44
875.532
805.337
70.195
8.72
4.85
⇓ instrument
freshest
⇓ Δday
4/24/06
⇓ Δwk
8/22/05
prc diff
⇓ Δ35
∅-RS
L
Unipol
1,291.144
8/12/24
0.06
6,892.476
7,196.467
-303.990
-4.22
1.86
Telecom Italia
31.807
8/12/24
0.55
324.548
353.720
-29.172
-8.25
-5.80
Banca Generali
5,478.189
8/12/24
0.74
-na-
Banco BPM
831.799
8/12/24
-0.31
-na-
Brunello Cucinelli
11,911.608
8/12/24
-1.02
-na-
DiaSorin
14,400.386
8/12/24
0.48
-na-
Ferrari
55,486.802
8/12/24
-na-
FinecoBank
2,076.619
8/12/24
0.94
-na-
S
Inwit
1,484.635
8/12/24
0.58
-na-
S
Italgas
705.489
8/12/24
0.08
-na-
Iveco
1,243.238
8/12/24
-0.21
-na-
S
Moncler
7,500.860
8/12/24
-0.50
-na-
S
Nexi
816.549
8/12/24
0.46
-na-
Pirelli
754.690
8/12/24
0.50
-na-
Poste Italiane
1,710.495
8/12/24
-na-
L
Prysmian
8,496.372
8/12/24
0.58
-na-
MIB - 26 out of 40 instruments rated - 4/24/06 / 8/22/05 - 24 did rise, Market-Ratio(35) in JPY = 92.31 %
Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Japanese yen * 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
32
311.685
330.444
292.926
-18.759
-6
9,400
-66
8/27/07
11/05/07
70
Banca Mediolanum
100
11
837.496
823.639
851.585
14.090
2
9,555
9
11/05/07
11/12/07
7
- cash -
11/12/07
8/18/08
280
Amplifon
100
13
698.172
347.322
1,403.435
705.263
101
18,723
148
8/18/08
9/29/08
42
Telecom Italia
100
100
186.807
167.159
208.766
21.958
12
20,919
163
9/29/08
10/06/08
7
Unicredit
100
1
12,887.020
11,809.566
14,062.776
1,175.756
9
22,095
9,388
10/06/08
10/20/08
14
Stellantis
100
69
316.739
272.947
367.557
50.818
16
25,601
4,740
10/20/08
10/27/08
7
Saipem
100
0
106,353.000
88,574.545
127,699.901
21,346.901
20
25,601
0
10/27/08
11/10/08
14
Tenaris
100
34
749.378
1,059.044
439.711
-309.667
-41
15,072
-100
11/10/08
1/19/09
70
Amplifon
100
109
137.647
92.416
205.016
67.369
49
22,416
698
1/19/09
4/20/09
91
Banco BPM
100
7
2,872.482
3,160.912
2,584.052
-288.430
-10
20,397
-35
4/20/09
6/01/09
42
Interpump
100
53
383.229
480.510
285.948
-97.281
-25
15,241
-92
6/01/09
6/08/09
7
Unipol
100
6
2,195.981
2,066.473
2,333.606
137.625
6
16,067
2,280
6/08/09
6/22/09
14
- cash -
6/22/09
6/29/09
7
Unipol
100
8
1,841.892
1,935.305
1,748.479
-93.413
-5
15,319
-93
6/29/09
7/06/09
7
- cash -
7/06/09
7/20/09
14
Unipol
100
8
1,895.214
1,883.202
1,907.303
12.089
1
15,416
18
7/20/09
5/17/10
301
- cash -
5/17/10
6/28/10
42
Banca MPS
100
0
21,747,868.800
23,359,810.500
20,135,927.100
-1,611,941.700
-7
15,416
0
6/28/10
8/02/10
35
Unipol
100
12
1,272.566
1,322.719
1,222.413
-50.153
-4
14,814
-34
8/02/10
8/09/10
7
- cash -
8/09/10
10/25/10
77
Unipol
100
10
1,354.771
1,291.064
1,421.622
66.851
5
15,483
26
10/25/10
11/08/10
14
- cash -
11/08/10
1/10/11
63
Banco BPM
100
6
2,309.880
1,873.620
2,847.721
537.841
23
18,710
236
1/10/11
6/20/11
161
- cash -
6/20/11
7/04/11
14
Banco BPM
100
13
1,405.749
1,479.257
1,332.242
-73.508
-5
17,754
-75
7/04/11
7/11/11
7
- cash -
7/11/11
9/19/11
70
Banco BPM
100
14
1,192.676
968.080
1,469.380
276.703
23
21,628
197
9/19/11
11/21/11
63
Unicredit
100
8
2,486.094
2,508.967
2,463.221
-22.873
-1
21,445
-5
11/21/11
1/23/12
63
Leonardo
100
68
312.178
350.849
273.507
-38.671
-12
18,815
-54
1/23/12
5/07/12
105
Unicredit
100
10
1,826.030
1,491.612
2,235.424
409.394
22
22,909
102
5/07/12
5/21/12
14
- cash -
5/21/12
7/02/12
42
Unicredit
100
18
1,253.496
1,487.906
1,019.086
-234.410
-19
18,690
-83
7/02/12
7/30/12
28
A2A
100
440
42.445
33.638
53.559
11.114
26
23,580
1,973
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
131
178.927
193.362
164.492
-14.435
-8
21,689
-99
8/13/12
10/08/12
56
- cash -
10/08/12
12/10/12
63
Unipol
100
119
181.294
151.137
217.469
36.174
20
25,994
187
12/10/12
10/13/14
672
- cash -
10/13/14
11/10/14
28
Prysmian
100
14
1,790.916
2,091.176
1,490.657
-300.259
-17
21,790
-91
11/10/14
1/26/15
77
Banca MPS
100
0
3,865,679.500
2,640,783.360
5,658,729.233
1,793,049.733
46
21,790
0
1/26/15
2/09/15
14
- cash -
2/09/15
2/16/15
7
Banca MPS
100
0
2,354,103.700
2,786,485.140
1,921,722.260
-432,381.440
-18
21,790
0
2/16/15
12/07/15
294
- cash -
12/07/15
4/25/16
140
Banca MPS
100
0
1,798,776.100
829,750.800
3,899,478.564
2,100,702.464
117
21,790
0
4/25/16
5/09/16
14
- cash -
5/09/16
5/16/16
7
Banco BPM
100
35
615.972
568.327
667.611
51.639
8
23,597
6,553
5/16/16
5/23/16
7
- cash -
5/23/16
5/30/16
7
Banco BPM
100
44
530.706
594.264
467.149
-63.558
-12
20,801
-100
5/30/16
6/06/16
7
- cash -
6/06/16
10/10/16
126
Banco BPM
100
55
376.130
272.361
519.435
143.305
38
28,683
155
10/10/16
11/07/16
28
- cash -
11/07/16
12/05/16
28
Banca MPS
100
0
280,022.028
230,920.200
339,564.647
59,542.619
21
28,683
0
12/05/16
5/28/18
539
- cash -
5/28/18
6/04/18
7
Banca MPS
100
4
6,465.564
7,136.979
5,794.150
-671.415
-10
25,997
-100
6/04/18
6/11/18
7
- cash -
6/11/18
6/18/18
7
Banca MPS
100
3
7,514.567
7,369.151
7,662.853
148.286
2
26,442
177
6/18/18
7/02/18
14
- cash -
7/02/18
2/18/19
231
Banca MPS
100
3
6,636.654
3,484.262
12,641.176
6,004.523
90
44,455
177
2/18/19
2/25/19
7
- cash -
2/25/19
3/04/19
7
Banca MPS
100
13
3,401.907
3,546.777
3,257.038
-144.870
-4
42,572
-90
3/04/19
5/13/19
70
- cash -
5/13/19
6/10/19
28
Banca MPS
100
14
3,030.289
2,641.843
3,475.850
445.561
15
48,810
498
6/10/19
3/09/20
273
- cash -
3/09/20
3/23/20
14
Saipem
100
3
12,399.463
12,505.528
12,293.399
-106.064
-1
48,492
-20
3/23/20
3/30/20
7
Leonardo
100
88
548.661
709.179
388.143
-160.518
-29
34,366
-100
3/30/20
4/13/20
14
Stellantis
100
45
750.322
878.222
622.423
-127.900
-17
28,611
-99
4/13/20
5/18/20
35
Saipem
100
2
13,475.928
13,253.161
13,702.439
226.511
2
29,064
19
5/18/20
7/13/20
56
BPER Banca
100
121
239.259
287.552
190.967
-48.293
-20
23,220
-77
7/13/20
11/09/20
119
Saipem
100
1
12,068.405
11,099.032
13,122.441
1,054.036
9
24,274
29
11/09/20
2/14/22
462
- cash -
2/14/22
3/21/22
35
Saipem
100
3
7,098.817
6,675.535
7,548.940
450.122
6
25,625
90
3/21/22
3/28/22
7
- cash -
3/28/22
11/07/22
224
Saipem
100
3
7,365.088
140.263
386,733.010
379,367.922
5,151
1,163,728
63,442
11/07/22
11/21/22
14
- cash -
11/21/22
1/09/23
49
Banca MPS
100
4,446
261.705
314.173
209.238
-52.468
-20
930,457
-81
1/09/23
10/23/23
287
- cash -
10/23/23
11/13/23
21
DiaSorin
100
69
13,361.520
13,809.197
12,913.844
-447.677
-3
899,567
-45
11/13/23
12/06/25
754
- cash -
accum 8/06/07
11/13/23 2632
days out of 7278 invested (36%)
8,896
899,567
87
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 7 106,353.00 88,574.54 127,699.90 21,346.90 20.07
3/09/20 3/23/20 14 12,399.46 12,505.53 12,293.40 -106.06 -0.86
4/13/20 5/18/20 35 13,475.93 13,253.16 13,702.44 226.51 1.68
7/13/20 11/09/20 119 12,068.40 11,099.03 13,122.44 1,054.04 8.73
2/14/22 3/21/22 35 7,098.82 6,675.53 7,548.94 450.12 6.34
3/28/22 11/07/22 224 7,365.09 140.26 386,733.01 379,367.92 5,150.89 7,249.32
Banca MPS 5/17/10 6/28/10 42 21,747,868.80 23,359,810.50 20,135,927.10 -1,611,941.70 -7.41
11/10/14 1/26/15 77 3,865,679.50 2,640,783.36 5,658,729.23 1,793,049.73 46.38
2/09/15 2/16/15 7 2,354,103.70 2,786,485.14 1,921,722.26 -432,381.44 -18.37
12/07/15 4/25/16 140 1,798,776.10 829,750.80 3,899,478.56 2,100,702.46 116.79
11/07/16 12/05/16 28 280,022.03 230,920.20 339,564.65 59,542.62 21.26
5/28/18 6/04/18 7 6,465.56 7,136.98 5,794.15 -671.41 -10.38
6/11/18 6/18/18 7 7,514.57 7,369.15 7,662.85 148.29 1.97
7/02/18 2/18/19 231 6,636.65 3,484.26 12,641.18 6,004.52 90.48
2/25/19 3/04/19 7 3,401.91 3,546.78 3,257.04 -144.87 -4.26
5/13/19 6/10/19 28 3,030.29 2,641.84 3,475.85 445.56 14.70
11/21/22 1/09/23 49 261.71 314.17 209.24 -52.47 -20.05 344.51
Amplifon 11/12/07 8/18/08 280 698.17 347.32 1,403.44 705.26 101.02
11/10/08 1/19/09 70 137.65 92.42 205.02 67.37 48.94 199.40
Banco BPM 1/19/09 4/20/09 91 2,872.48 3,160.91 2,584.05 -288.43 -10.04
11/08/10 1/10/11 63 2,309.88 1,873.62 2,847.72 537.84 23.28
6/20/11 7/04/11 14 1,405.75 1,479.26 1,332.24 -73.51 -5.23
7/11/11 9/19/11 70 1,192.68 968.08 1,469.38 276.70 23.20
5/09/16 5/16/16 7 615.97 568.33 667.61 51.64 8.38
5/23/16 5/30/16 7 530.71 594.26 467.15 -63.56 -11.98
6/06/16 10/10/16 126 376.13 272.36 519.43 143.31 38.10 70.61
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 42.45 33.64 53.56 11.11 26.18 26.18
Unipol 6/01/09 6/08/09 7 2,195.98 2,066.47 2,333.61 137.62 6.27
6/22/09 6/29/09 7 1,841.89 1,935.30 1,748.48 -93.41 -5.07
7/06/09 7/20/09 14 1,895.21 1,883.20 1,907.30 12.09 0.64
6/28/10 8/02/10 35 1,272.57 1,322.72 1,222.41 -50.15 -3.94
8/09/10 10/25/10 77 1,354.77 1,291.06 1,421.62 66.85 4.93
8/06/12 8/13/12 7 178.93 193.36 164.49 -14.44 -8.07
10/08/12 12/10/12 63 181.29 151.14 217.47 36.17 19.95 12.85
Unicredit 9/29/08 10/06/08 7 12,887.02 11,809.57 14,062.78 1,175.76 9.12
9/19/11 11/21/11 63 2,486.09 2,508.97 2,463.22 -22.87 -0.92
1/23/12 5/07/12 105 1,826.03 1,491.61 2,235.42 409.39 22.42
5/21/12 7/02/12 42 1,253.50 1,487.91 1,019.09 -234.41 -18.70 7.61
Telecom Italia 8/06/07 8/27/07 21 311.69 330.44 292.93 -18.76 -6.02
8/18/08 9/29/08 42 186.81 167.16 208.77 21.96 11.75 5.03
Banca Mediolanum 8/27/07 11/05/07 70 837.50 823.64 851.59 14.09 1.68 1.68
DiaSorin 10/23/23 11/13/23 21 13,361.52 13,809.20 12,913.84 -447.68 -3.35 -3.35
Stellantis 10/06/08 10/20/08 14 316.74 272.95 367.56 50.82 16.04
3/30/20 4/13/20 14 750.32 878.22 622.42 -127.90 -17.05 -3.74
Prysmian 10/13/14 11/10/14 28 1,790.92 2,091.18 1,490.66 -300.26 -16.77 -16.77
BPER Banca 5/18/20 7/13/20 56 239.26 287.55 190.97 -48.29 -20.18 -20.18
Interpump 4/20/09 6/01/09 42 383.23 480.51 285.95 -97.28 -25.38 -25.38
Leonardo 11/21/11 1/23/12 63 312.18 350.85 273.51 -38.67 -12.39
3/23/20 3/30/20 7 548.66 709.18 388.14 -160.52 -29.26 -38.02
Tenaris 10/27/08 11/10/08 14 749.38 1,059.04 439.71 -309.67 -41.32 -41.32
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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