Assessment - FTSE / Milano Italia Borsa - 5/06/24 - RS = 26
⇐
⇓ freshest
⇓ 5/06/24
⇓ 11/06/23
prc diff
⇓
∅-RS
MIB 40
34,657.400
Fri
0.93
33,986.900
1.97
28,592.600
5,394.300
18.87
14.71
L
Banca MPS
4.734
Fri
1.11
4.613
2.62
2.628
1.985
75.53
62.35
Leonardo
22.760
Fri
2.99
22.460
1.34
14.205
8.255
58.11
57.92
L
BPER Banca
4.742
Fri
-0.38
4.840
-2.02
3.193
1.647
51.58
53.97
L
Unipol
8.575
Fri
0.18
8.415
1.90
5.106
3.309
64.81
52.07
L
Saipem
2.157
Fri
0.42
2.179
-1.01
1.466
0.713
48.64
45.27
Unicredit
36.025
Fri
0.10
34.840
3.40
23.435
11.405
48.67
43.86
L
Intesa Sanpaolo
3.601
Fri
0.59
3.563
1.05
2.566
0.997
38.85
35.40
L
Prysmian
56.000
Fri
2.15
52.040
7.61
36.090
15.950
44.20
33.29
L
Banco BPM
6.228
Fri
1.43
6.222
0.10
4.904
1.318
26.88
31.33
Iveco
11.745
Fri
0.21
11.505
2.09
6.998
4.507
64.40
29.36
Ferrari
374.500
Fri
-0.85
397.600
-5.81
311.900
85.700
27.48
27.29
Pirelli
6.234
Fri
2.70
6.142
1.50
4.408
1.734
39.34
26.64
L
Hera
3.500
Fri
0.92
3.456
1.27
2.720
0.736
27.06
19.53
L
Banca Mediolanum
10.790
Fri
2.57
10.280
4.96
7.962
2.318
29.11
18.69
L
Poste Italiane
12.305
Fri
0.29
12.090
1.78
9.582
2.508
26.17
18.61
L
Generali
24.400
Fri
1.33
23.340
4.54
18.890
4.450
23.56
18.50
L
Mediobanca
14.450
Fri
2.41
13.680
5.63
11.500
2.180
18.96
17.15
Brunello Cucinelli
95.150
Fri
-0.94
96.600
-1.50
80.500
16.100
20.00
15.89
Azimut
25.620
Fri
0.31
25.250
1.47
20.460
4.790
23.41
14.84
L
FinecoBank
15.150
Fri
1.07
14.590
3.84
11.675
2.915
24.97
14.32
L
Banca Generali
39.960
Fri
2.94
37.160
7.53
31.370
5.790
18.46
12.25
A2A
1.925
Fri
0.31
1.880
2.39
1.790
0.090
5.03
8.77
Recordati
50.800
Fri
0.89
50.350
0.89
44.100
6.250
14.17
8.22
Moncler
63.440
Fri
64.280
-1.31
50.800
13.480
26.54
8.10
⇓ freshest
⇓ 5/06/24
⇓ 11/06/23
prc diff
⇓
∅-RS
L
Amplifon
34.470
Fri
1.92
33.000
4.45
27.760
5.240
18.88
8.04
Stellantis
20.280
Fri
0.25
20.230
0.25
18.326
1.904
10.39
7.26
Tenaris
15.960
Fri
-0.06
15.870
0.57
16.706
-0.836
-5.00
5.67
Enel
6.755
Fri
3.76
6.325
6.80
6.146
0.179
2.91
3.26
Eni
15.180
Fri
1.00
14.854
2.19
15.404
-0.550
-3.57
3.07
DiaSorin
98.540
Fri
5.59
92.980
5.98
86.800
6.180
7.12
1.91
ERG
26.880
Fri
1.13
25.760
4.35
23.640
2.120
8.97
1.75
L
Italgas
5.320
Fri
0.95
5.290
0.57
4.928
0.362
7.35
1.69
Terna
7.872
Fri
1.97
7.460
5.52
7.368
0.092
1.25
-1.10
Snam
4.426
Fri
0.09
4.344
1.89
4.395
-0.051
-1.16
-5.31
S
Inwit
10.370
Fri
0.58
10.170
1.97
10.755
-0.585
-5.44
-8.28
S
Interpump
43.100
Fri
1.60
41.480
3.91
40.860
0.620
1.52
-8.68
S
STMicroel Italy
37.665
Fri
0.17
37.240
1.14
38.090
-0.850
-2.23
-10.70
L
Campari
9.822
Fri
-0.89
9.436
4.09
10.735
-1.299
-12.10
-11.81
S
Telecom Italia
0.226
Fri
0.49
0.226
0.13
0.251
-0.025
-10.00
-13.96
S
Nexi
6.224
Fri
2.54
5.642
10.32
5.952
-0.310
-5.21
-15.71
MIB - 40 out of 40 instruments rated - 5/06/24 / 11/06/23 - 32 did rise, Market-Ratio(26) = 80.00 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * 26 - 60/40 (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 7/17/06 196 - cash -
short
7/17/06
7/24/06
7
STMicroel Italy
100
857
11.660
12.086
11.234
-0.426
-4
9,635
-86
long
7/24/06
8/28/06
35
Fiat Chrysler
100
3,229
2.983
3.139
0.156
5
10,138
70
short
8/28/06
10/16/06
49
Recordati
100
1,860
5.450
5.640
5.260
-0.190
-3
9,784
-23
long
10/16/06
7/30/07
287
Fiat Chrysler
100
2,702
3.620
5.969
2.349
65
16,132
89
short
7/30/07
5/18/09
658
Telecom Italia
100
8,315
1.940
1.018
3.697
1.757
91
30,742
43
long
5/18/09
4/19/10
336
Banca Generali
100
6,414
4.793
8.405
3.613
75
53,913
84
short
4/19/10
11/15/10
210
Unipol
100
3,725
14.471
10.600
19.756
5.285
37
73,598
72
long
11/15/10
6/20/11
217
Exor
100
3,553
20.710
21.090
0.380
2
74,948
3
short
6/20/11
2/13/12
238
UBI Banca
100
19,775
3.790
3.750
3.830
0.040
1
75,747
2
long
2/13/12
4/09/12
56
Luxottica
100
3,021
25.070
25.930
0.860
3
78,345
25
short
4/09/12
10/08/12
182
Unicredit
100
5,142
15.234
17.128
13.340
-1.894
-12
68,606
-23
long
10/08/12
8/11/14
672
Azimut
100
7,770
8.829
17.430
8.601
97
135,436
45
short
8/11/14
1/26/15
168
YOOX Net-a-Porter
100
7,421
18.250
19.040
17.460
-0.790
-4
129,574
-9
long
1/26/15
9/14/15
231
Fiat Chrysler
100
16,265
7.966
8.473
0.507
6
137,821
10
short
9/14/15
8/08/16
329
Saipem
100
300
458.571
187.619
1,120.821
662.250
144
336,496
170
long
8/08/16
9/12/16
35
Brembo
100
32,324
10.410
10.380
-0.030
0
335,526
-3
short
9/12/16
12/12/16
91
Banco BPM
100
147,419
2.276
2.234
2.319
0.043
2
341,836
8
long
12/12/16
3/26/18
469
STMicroel Italy
100
34,598
9.880
18.605
8.725
88
643,703
64
short
3/26/18
4/23/18
28
Leonardo
100
68,948
9.336
9.984
8.688
-0.648
-7
599,025
-61
long
4/23/18
6/04/18
42
Fiat Chrysler
100
30,438
19.680
17.850
-1.830
-9
543,323
-57
short
6/04/18
4/08/19
308
Leonardo
100
61,545
8.828
10.500
7.156
-1.672
-19
440,420
-22
long
4/08/19
3/02/20
329
Juventus Football
100
27,431
16.055
9.288
-6.767
-42
254,795
-46
short
3/02/20
9/07/20
189
Juventus Football
100
27,432
9.288
8.944
9.645
0.357
4
264,593
8
long
9/07/20
2/07/22
518
Amplifon
100
9,187
28.800
36.070
7.270
25
331,383
17
short
2/07/22
12/12/22
308
Saipem
100
5,767
57.452
1.010
3,269.670
3,212.218
5,591
18,856,246
11,923
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
12/12/22
10/23/23
315
Unicredit
100
1,484,510
12.702
22.690
9.988
79
33,683,532
96
short
10/23/23
12/04/23
42
CNH Industrial
100
3,192,751
10.550
10.060
11.064
0.514
5
35,324,287
51
long
12/04/23
5/10/24
158
Unicredit
100
1,395,665
25.310
36.025
10.715
42
50,278,837
126
accum 7/17/06
5/10/24 6508
days out of 6704 invested (97%)
502,688
50,278,837
61
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Saipem short 9/14/15 8/08/16 329 458.57 187.62 1,120.82 662.25 144.42 short 2/07/22 12/12/22 308 57.45 1.01 3,269.67 3,212.22 5,591.13 13,810.05 Unicredit short 4/09/12 10/08/12 182 15.23 17.13 13.34 -1.89 -12.43 long 12/12/22 10/23/23 315 12.70 22.69 9.99 78.63 long 12/04/23 5/10/24 158 25.31 36.03 10.72 42.34 122.65 Azimut long 10/08/12 8/11/14 672 8.83 17.43 8.60 97.42 97.42 Telecom Italia short 7/30/07 5/18/09 658 1.94 1.02 3.70 1.76 90.57 90.57 STMicroel Italy short 7/17/06 7/24/06 7 11.66 12.09 11.23 -0.43 -3.65 long 12/12/16 3/26/18 469 9.88 18.61 8.73 88.31 81.43 Banca Generali long 5/18/09 4/19/10 336 4.79 8.41 3.61 75.38 75.38 Fiat Chrysler long 7/24/06 8/28/06 35 2.98 3.14 0.16 5.22 long 10/16/06 7/30/07 287 3.62 5.97 2.35 64.90 long 1/26/15 9/14/15 231 7.97 8.47 0.51 6.37 long 4/23/18 6/04/18 42 19.68 17.85 -1.83 -9.30 67.39 Unipol short 4/19/10 11/15/10 210 14.47 10.60 19.76 5.28 36.52 36.52 Amplifon long 9/07/20 2/07/22 518 28.80 36.07 7.27 25.24 25.24 CNH Industrial short 10/23/23 12/04/23 42 10.55 10.06 11.06 0.51 4.87 4.87 Luxottica long 2/13/12 4/09/12 56 25.07 25.93 0.86 3.43 3.43 Banco BPM short 9/12/16 12/12/16 91 2.28 2.23 2.32 0.04 1.88 1.88 Exor long 11/15/10 6/20/11 217 20.71 21.09 0.38 1.83 1.83 UBI Banca short 6/20/11 2/13/12 238 3.79 3.75 3.83 0.04 1.07 1.07 Brembo long 8/08/16 9/12/16 35 10.41 10.38 -0.03 -0.29 -0.29 Recordati short 8/28/06 10/16/06 49 5.45 5.64 5.26 -0.19 -3.49 -3.49 YOOX Net-a-Porter short 8/11/14 1/26/15 168 18.25 19.04 17.46 -0.79 -4.33 -4.33 Leonardo short 3/26/18 4/23/18 28 9.34 9.98 8.69 -0.65 -6.94 short 6/04/18 4/08/19 308 8.83 10.50 7.16 -1.67 -18.94 -24.57 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Juventus Football long 4/08/19 3/02/20 329 16.06 9.29 -6.77 -42.15 short 3/02/20 9/07/20 189 9.29 8.94 9.65 0.36 3.85 -39.92
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) 5/08/17 Davide Campari stock split 1:2 (two for one) 4/17/17 MIB Machine Learning processed for all techniques. 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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