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 (2)
⇐ 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
50
428
11.660
12.086
11.234
-0.426
-4
9,818
-86
Telecom Italia
50
2,422
2.068
2.155
1.981
-0.087
-4
9,607
-89
100
-4
-88
long
7/24/06
8/28/06
35
Fiat Chrysler
50
1,610
2.983
3.139
0.156
5
9,858
70
Tenaris
50
334
14.342
14.471
0.129
1
9,901
10
100
3
37
short
8/28/06
10/16/06
49
STMicroel Italy
50
389
12.701
13.999
11.403
-1.298
-10
9,396
-55
Recordati
50
910
5.450
5.640
5.260
-0.190
-3
9,223
-23
100
-7
-41
long
10/16/06
7/30/07
287
Buzzi Unicem
50
225
20.410
22.490
2.080
10
9,691
13
Fiat Chrysler
50
1,279
3.620
5.969
2.349
65
12,696
89
100
38
50
short
7/30/07
5/18/09
658
Mediobanca
50
448
14.145
7.582
26.389
12.244
87
18,181
41
Telecom Italia
50
3,277
1.940
1.018
3.697
1.757
91
23,939
43
100
89
42
long
5/18/09
4/19/10
336
Azimut
50
2,143
5.585
8.537
2.952
53
30,265
59
Banca Generali
50
2,497
4.793
8.405
3.613
75
39,286
84
100
64
71
short
4/19/10
11/15/10
210
Mediobanca
50
2,571
7.640
7.460
7.824
0.184
2
39,759
4
Unipol
50
1,357
14.471
10.600
19.756
5.285
37
46,931
72
100
19
36
long
11/15/10
6/20/11
217
Exor
50
1,133
20.710
21.090
0.380
2
47,361
3
Brembo
50
14,458
1.623
1.789
0.166
10
49,761
18
100
6
10
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
6/20/11
2/13/12
238
UBI Banca
50
6,564
3.790
3.750
3.830
0.040
1
50,026
2
Banco BPM
50
2,027
12.273
10.425
14.449
2.176
18
54,436
28
100
9
15
long
2/13/12
4/09/12
56
Luxottica
50
1,085
25.070
25.930
0.860
3
55,369
25
Azimut
50
4,202
6.480
6.984
0.504
8
57,487
63
100
6
43
short
4/09/12
10/08/12
182
A2A
50
56,249
0.511
0.396
0.659
0.148
29
65,835
67
Unicredit
50
1,886
15.234
17.128
13.340
-1.894
-12
62,262
-23
100
8
17
long
10/08/12
8/11/14
672
Azimut
50
3,526
8.829
17.430
8.601
97
92,590
45
Banca Generali
50
2,840
10.960
20.160
9.200
84
118,718
39
100
91
42
short
8/11/14
1/26/15
168
CNH Industrial
50
9,369
6.335
6.765
5.905
-0.430
-7
114,689
-14
YOOX Net-a-Porter
50
3,252
18.250
19.040
17.460
-0.790
-4
112,120
-9
100
-6
-12
long
1/26/15
9/14/15
231
Fiat Chrysler
50
7,037
7.966
8.473
0.507
6
115,688
10
Leonardo
50
6,113
9.170
12.420
3.250
35
135,555
62
100
21
35
short
9/14/15
8/08/16
329
Saipem
50
147
458.571
187.619
1,120.821
662.250
144
232,906
170
Tenaris
50
6,223
10.950
12.550
9.350
-1.600
-15
222,949
-16
100
64
74
long
8/08/16
9/12/16
35
Brembo
50
10,708
10.410
10.380
-0.030
0
222,628
-3
Recordati
50
3,958
28.160
26.670
-1.490
-5
216,731
-43
100
-3
-26
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
9/12/16
12/12/16
91
UBI Banca
50
44,890
2.414
2.420
2.408
-0.006
0
216,461
-1
Banco BPM
50
47,612
2.276
2.234
2.319
0.043
2
218,499
8
100
1
3
long
12/12/16
3/26/18
469
STMicroel Italy
50
11,057
9.880
18.605
8.725
88
314,971
64
Tenaris
50
6,569
16.630
13.650
-2.980
-18
295,396
-14
100
35
26
short
3/26/18
4/23/18
28
Leonardo
50
15,820
9.336
9.984
8.688
-0.648
-7
285,144
-61
Recordati
50
5,367
27.520
29.660
25.380
-2.140
-8
273,659
-65
100
-7
-63
long
4/23/18
6/04/18
42
Fiat Chrysler
50
6,952
19.680
17.850
-1.830
-9
260,937
-57
Moncler
50
3,882
35.250
39.840
4.590
13
278,755
190
100
2
17
short
6/04/18
4/08/19
308
Leonardo
50
15,788
8.828
10.500
7.156
-1.672
-19
252,358
-22
Banca Generali
50
6,482
21.500
23.540
19.460
-2.040
-9
239,134
-11
100
-14
-17
long
4/08/19
3/02/20
329
Azimut
50
7,496
15.950
18.590
2.640
17
258,924
19
Juventus Football
50
7,447
16.055
9.288
-6.767
-42
208,530
-46
100
-13
-14
short
3/02/20
9/07/20
189
Salvatore Ferragamo
50
7,574
13.765
12.080
15.685
1.920
14
223,072
29
Juventus Football
50
11,226
9.288
8.944
9.645
0.357
4
227,082
8
100
9
18
long
9/07/20
2/07/22
518
FinecoBank
50
9,025
12.580
15.010
2.430
19
249,013
13
Amplifon
50
3,942
28.800
36.070
7.270
25
277,671
17
100
22
15
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
2/07/22
12/12/22
308
Saipem
50
2,416
57.452
1.010
3,269.670
3,212.218
5,591
8,038,391
11,923
DiaSorin
50
1,102
125.900
134.100
117.700
-8.200
-7
8,029,354
-8
100
2,793
5,292
long
12/12/22
10/23/23
315
Unicredit
50
316,066
12.702
22.690
9.988
79
11,186,222
96
FinecoBank
50
257,516
15.590
10.970
-4.620
-30
9,996,498
-33
100
24
29
short
10/23/23
12/04/23
42
DiaSorin
50
59,730
83.680
85.320
82.040
-1.640
-2
9,898,540
-16
CNH Industrial
50
473,771
10.550
10.060
11.064
0.514
5
10,142,011
51
100
1
13
long
12/04/23
5/10/24
158
Unicredit
50
200,355
25.310
36.025
10.715
42
12,288,815
126
BPER Banca
50
1,474,135
3.440
4.742
1.302
38
14,208,139
110
100
40
118 accum 7/17/06
5/10/24 6509
days out of 6705 invested (97%)
141,981
14,208,139
50
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Saipem short 9/14/15 8/08/16 329 458.57 187.62 1,120.82 662.25 144.42 50 72.21 short 2/07/22 12/12/22 308 57.45 1.01 3,269.67 3,212.22 5,591.13 2,795.57 4,886.40 Azimut long 5/18/09 4/19/10 336 5.59 8.54 2.95 52.86 26.43 long 2/13/12 4/09/12 56 6.48 6.98 0.50 7.78 3.89 long 10/08/12 8/11/14 672 8.83 17.43 8.60 97.42 48.71 long 4/08/19 3/02/20 329 15.95 18.59 2.64 16.55 8.28 111.49 Banca Generali long 5/18/09 4/19/10 336 4.79 8.41 3.61 75.38 37.69 long 10/08/12 8/11/14 672 10.96 20.16 9.20 83.94 41.97 short 6/04/18 4/08/19 308 21.50 23.54 19.46 -2.04 -9.49 -4.74 86.20 Unicredit short 4/09/12 10/08/12 182 15.23 17.13 13.34 -1.89 -12.43 -6.22 long 12/12/22 10/23/23 315 12.70 22.69 9.99 78.63 39.32 long 12/04/23 5/10/24 158 25.31 36.03 10.72 42.34 21.17 58.31 Mediobanca short 7/30/07 5/18/09 658 14.15 7.58 26.39 12.24 86.56 43.28 short 4/19/10 11/15/10 210 7.64 7.46 7.82 0.18 2.41 1.21 45.01 Telecom Italia short 7/17/06 7/24/06 7 2.07 2.16 1.98 -0.09 -4.21 -2.10 short 7/30/07 5/18/09 658 1.94 1.02 3.70 1.76 90.57 45.29 42.23 STMicroel Italy short 7/17/06 7/24/06 7 11.66 12.09 11.23 -0.43 -3.65 -1.83 short 8/28/06 10/16/06 49 12.70 14.00 11.40 -1.30 -10.22 -5.11 long 12/12/16 3/26/18 469 9.88 18.61 8.73 88.31 44.15 34.29 Fiat Chrysler long 7/24/06 8/28/06 35 2.98 3.14 0.16 5.22 2.61 long 10/16/06 7/30/07 287 3.62 5.97 2.35 64.90 32.45 long 1/26/15 9/14/15 231 7.97 8.47 0.51 6.37 3.18 long 4/23/18 6/04/18 42 19.68 17.85 -1.83 -9.30 -4.65 33.71 BPER Banca long 12/04/23 5/10/24 158 3.44 4.74 1.30 37.85 18.92 18.92 Unipol short 4/19/10 11/15/10 210 14.47 10.60 19.76 5.28 36.52 18.26 18.26 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total A2A short 4/09/12 10/08/12 182 0.51 0.40 0.66 0.15 29.04 14.52 14.52 Amplifon long 9/07/20 2/07/22 518 28.80 36.07 7.27 25.24 12.62 12.62 Banco BPM short 6/20/11 2/13/12 238 12.27 10.43 14.45 2.18 17.73 8.86 short 9/12/16 12/12/16 91 2.28 2.23 2.32 0.04 1.88 0.94 9.89 Salvatore Ferragamo short 3/02/20 9/07/20 189 13.77 12.08 15.69 1.92 13.95 6.97 6.97 Moncler long 4/23/18 6/04/18 42 35.25 39.84 4.59 13.02 6.51 6.51 Buzzi Unicem long 10/16/06 7/30/07 287 20.41 22.49 2.08 10.19 5.10 5.10 Brembo long 11/15/10 6/20/11 217 1.62 1.79 0.17 10.23 5.11 long 8/08/16 9/12/16 35 10.41 10.38 -0.03 -0.29 -0.14 4.96 Leonardo long 1/26/15 9/14/15 231 9.17 12.42 3.25 35.44 17.72 short 3/26/18 4/23/18 28 9.34 9.98 8.69 -0.65 -6.94 -3.47 short 6/04/18 4/08/19 308 8.83 10.50 7.16 -1.67 -18.94 -9.47 2.87 Luxottica long 2/13/12 4/09/12 56 25.07 25.93 0.86 3.43 1.72 1.72 Exor long 11/15/10 6/20/11 217 20.71 21.09 0.38 1.83 0.92 0.92 UBI Banca short 6/20/11 2/13/12 238 3.79 3.75 3.83 0.04 1.07 0.53 short 9/12/16 12/12/16 91 2.41 2.42 2.41 -0.01 -0.25 -0.12 0.41 CNH Industrial short 8/11/14 1/26/15 168 6.34 6.77 5.91 -0.43 -6.79 -3.39 short 10/23/23 12/04/23 42 10.55 10.06 11.06 0.51 4.87 2.44 -1.04 YOOX Net-a-Porter short 8/11/14 1/26/15 168 18.25 19.04 17.46 -0.79 -4.33 -2.16 -2.16 DiaSorin short 2/07/22 12/12/22 308 125.90 134.10 117.70 -8.20 -6.51 -3.26 short 10/23/23 12/04/23 42 83.68 85.32 82.04 -1.64 -1.96 -0.98 -4.20 FinecoBank long 9/07/20 2/07/22 518 12.58 15.01 2.43 19.32 9.66 long 12/12/22 10/23/23 315 15.59 10.97 -4.62 -29.63 -14.82 -6.59 Recordati short 8/28/06 10/16/06 49 5.45 5.64 5.26 -0.19 -3.49 -1.74 long 8/08/16 9/12/16 35 28.16 26.67 -1.49 -5.29 -2.65 short 3/26/18 4/23/18 28 27.52 29.66 25.38 -2.14 -7.78 -3.89 -8.06 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Tenaris long 7/24/06 8/28/06 35 14.34 14.47 0.13 0.90 0.45 short 9/14/15 8/08/16 329 10.95 12.55 9.35 -1.60 -14.61 -7.31 long 12/12/16 3/26/18 469 16.63 13.65 -2.98 -17.92 -8.96 -15.23 Juventus Football long 4/08/19 3/02/20 329 16.06 9.29 -6.77 -42.15 -21.07 short 3/02/20 9/07/20 189 9.29 8.94 9.65 0.36 3.85 1.92 -19.56
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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