Assessment - FTSE / Milano Italia Borsa - 5/06/24 - RS = 11
⇐
⇓ freshest
⇓ 5/06/24
⇓ 2/19/24
prc diff
⇓
∅-RS
MIB 40
34,657.400
Fri
0.93
33,986.900
1.97
31,676.100
2,310.800
7.30
14.71
L
Banca MPS
4.734
Fri
1.11
4.613
2.62
3.485
1.128
32.37
62.35
Leonardo
22.760
Fri
2.99
22.460
1.34
19.190
3.270
17.04
57.92
L
BPER Banca
4.742
Fri
-0.38
4.840
-2.02
3.516
1.324
37.66
53.97
L
Unipol
8.575
Fri
0.18
8.415
1.90
7.000
1.415
20.21
52.07
L
Saipem
2.157
Fri
0.42
2.179
-1.01
1.391
0.789
56.71
45.27
Unicredit
36.025
Fri
0.10
34.840
3.40
29.810
5.030
16.87
43.86
L
Intesa Sanpaolo
3.601
Fri
0.59
3.563
1.05
2.839
0.724
25.50
35.40
L
Prysmian
56.000
Fri
2.15
52.040
7.61
43.240
8.800
20.35
33.29
L
Banco BPM
6.228
Fri
1.43
6.222
0.10
4.920
1.302
26.46
31.33
Iveco
11.745
Fri
0.21
11.505
2.09
10.935
0.570
5.21
29.36
Ferrari
374.500
Fri
-0.85
397.600
-5.81
361.600
36.000
9.96
27.29
Pirelli
6.234
Fri
2.70
6.142
1.50
5.318
0.824
15.49
26.64
L
Hera
3.500
Fri
0.92
3.456
1.27
3.170
0.286
9.02
19.53
L
Banca Mediolanum
10.790
Fri
2.57
10.280
4.96
9.696
0.584
6.02
18.69
L
Poste Italiane
12.305
Fri
0.29
12.090
1.78
10.100
1.990
19.70
18.61
L
Generali
24.400
Fri
1.33
23.340
4.54
20.800
2.540
12.21
18.50
L
Mediobanca
14.450
Fri
2.41
13.680
5.63
11.780
1.900
16.13
17.15
Brunello Cucinelli
95.150
Fri
-0.94
96.600
-1.50
105.700
-9.100
-8.61
15.89
Azimut
25.620
Fri
0.31
25.250
1.47
26.240
-0.990
-3.77
14.84
L
FinecoBank
15.150
Fri
1.07
14.590
3.84
13.010
1.580
12.14
14.32
L
Banca Generali
39.960
Fri
2.94
37.160
7.53
33.770
3.390
10.04
12.25
A2A
1.925
Fri
0.31
1.880
2.39
1.677
0.203
12.08
8.77
Recordati
50.800
Fri
0.89
50.350
0.89
51.240
-0.890
-1.74
8.22
Moncler
63.440
Fri
64.280
-1.31
62.560
1.720
2.75
8.10
⇓ freshest
⇓ 5/06/24
⇓ 2/19/24
prc diff
⇓
∅-RS
L
Amplifon
34.470
Fri
1.92
33.000
4.45
31.480
1.520
4.83
8.04
Stellantis
20.280
Fri
0.25
20.230
0.25
23.615
-3.385
-14.33
7.26
Tenaris
15.960
Fri
-0.06
15.870
0.57
14.925
0.945
6.33
5.67
Enel
6.755
Fri
3.76
6.325
6.80
5.861
0.464
7.92
3.26
Eni
15.180
Fri
1.00
14.854
2.19
14.170
0.684
4.83
3.07
DiaSorin
98.540
Fri
5.59
92.980
5.98
89.440
3.540
3.96
1.91
ERG
26.880
Fri
1.13
25.760
4.35
25.140
0.620
2.47
1.75
L
Italgas
5.320
Fri
0.95
5.290
0.57
5.150
0.140
2.72
1.69
Terna
7.872
Fri
1.97
7.460
5.52
7.456
0.004
0.05
-1.10
Snam
4.426
Fri
0.09
4.344
1.89
4.428
-0.084
-1.90
-5.31
S
Inwit
10.370
Fri
0.58
10.170
1.97
10.725
-0.555
-5.17
-8.28
S
Interpump
43.100
Fri
1.60
41.480
3.91
44.000
-2.520
-5.73
-8.68
S
STMicroel Italy
37.665
Fri
0.17
37.240
1.14
41.725
-4.485
-10.75
-10.70
L
Campari
9.822
Fri
-0.89
9.436
4.09
9.820
-0.384
-3.91
-11.81
S
Telecom Italia
0.226
Fri
0.49
0.226
0.13
0.295
-0.069
-23.29
-13.96
S
Nexi
6.224
Fri
2.54
5.642
10.32
7.116
-1.474
-20.71
-15.71
MIB - 40 out of 40 instruments rated - 5/06/24 / 2/19/24 - 29 did rise, Market-Ratio(11) = 72.50 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * L11 - 89/57 (1)
⇐ L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06 1/16/06 14 - cash -
long
1/16/06
5/15/06
119
Tenaris
100
938
10.657
15.129
4.472
42
14,195
193
5/15/06 9/04/06 112 - cash -
9/04/06
4/30/07
238
Fiat Chrysler
100
4,474
3.172
6.047
2.875
91
27,057
169
4/30/07 5/21/07 21 - cash -
5/21/07
6/25/07
35
Fiat Chrysler
100
4,564
5.928
6.039
0.111
2
27,564
21
6/25/07 5/18/09 693 - cash -
5/18/09
7/13/09
56
Banca Generali
100
5,751
4.793
5.695
0.903
19
32,754
208
7/13/09 8/31/09 49 - cash -
8/31/09
11/23/09
84
Banca Generali
100
4,706
6.960
8.320
1.360
20
39,155
117
11/23/09 2/07/11 441 - cash -
2/07/11
4/18/11
70
Fiat Chrysler
100
8,156
4.800
4.120
-0.681
-14
33,604
-55
4/18/11 2/06/12 294 - cash -
2/06/12
4/09/12
63
Luxottica
100
1,319
25.470
25.930
0.460
2
34,211
11
4/09/12 9/03/12 147 - cash -
9/03/12
11/19/12
77
Azimut
100
4,266
8.019
9.083
1.064
13
38,750
81
11/19/12 1/14/13 56 - cash -
1/14/13
3/18/13
63
Azimut
100
3,333
11.624
12.066
0.442
4
40,223
24
3/18/13 5/20/13 63 - cash -
5/20/13
7/08/13
49
MFE-MediaForEurope
100
3,223
12.480
16.290
3.810
31
52,503
628
7/08/13 9/09/13 63 - cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
2,142
24.500
34.300
9.800
40
73,494
181
1/06/14 2/24/14 49 - cash -
2/24/14
5/12/14
77
UBI Banca
100
12,018
6.115
6.495
0.380
6
78,061
33
5/12/14 1/26/15 259 - cash -
1/26/15
6/08/15
133
Fiat Chrysler
100
9,799
7.966
9.247
1.281
16
90,614
51
6/08/15 4/25/16 322 - cash -
4/25/16
5/23/16
28
Brembo
100
9,600
9.438
10.260
0.822
9
98,505
197
5/23/16 1/02/17 224 - cash -
1/02/17
3/06/17
63
STMicroel Italy
100
9,112
10.810
14.500
3.690
34
132,128
448
3/06/17 5/08/17 63 - cash -
5/08/17
7/24/17
77
STMicroel Italy
100
8,785
15.040
14.240
-0.800
-5
125,100
-23
7/24/17 3/04/19 588 - cash -
3/04/19
5/27/19
84
Juventus Football
100
10,121
12.360
14.480
2.120
17
146,557
99
5/27/19 12/23/19 210 - cash -
12/23/19
1/20/20
28
STMicroel Italy
100
6,038
24.270
24.030
-0.240
-1
145,108
-12
1/20/20 6/01/20 133 - cash -
6/01/20
8/24/20
84
DiaSorin
100
799
181.500
163.500
-18.000
-10
130,726
-36
8/24/20 1/11/21 140 - cash -
1/11/21
7/19/21
189
CNH Industrial
100
11,841
11.040
12.920
1.880
17
152,987
35
7/19/21 11/21/22 490 - cash -
11/21/22
4/03/23
133
Unicredit
100
11,533
13.264
17.930
4.666
35
206,800
129
4/03/23 12/25/23 266 - cash -
12/25/23
5/10/24
137
Leonardo
100
14,020
14.750
22.760
8.010
54
319,100
218
accum 1/16/06
5/10/24 2007
days out of 6704 invested (30%)
3,091
319,100
88
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total Fiat Chrysler long 9/04/06 4/30/07 238 3.17 6.05 2.87 90.62 5/21/07 6/25/07 35 5.93 6.04 0.11 1.88 2/07/11 4/18/11 70 4.80 4.12 -0.68 -14.18 1/26/15 6/08/15 133 7.97 9.25 1.28 16.08 93.47 Leonardo 12/25/23 5/10/24 137 14.75 22.76 8.01 54.31 54.31 Banca Generali 5/18/09 7/13/09 56 4.79 5.70 0.90 18.83 8/31/09 11/23/09 84 6.96 8.32 1.36 19.54 42.05 Tenaris 1/16/06 5/15/06 119 10.66 15.13 4.47 41.96 41.96 YOOX Net-a-Porter 9/09/13 1/06/14 119 24.50 34.30 9.80 40.00 40.00 Unicredit 11/21/22 4/03/23 133 13.26 17.93 4.67 35.18 35.18 MFE-MediaForEurope 5/20/13 7/08/13 49 12.48 16.29 3.81 30.53 30.53 STMicroel Italy 1/02/17 3/06/17 63 10.81 14.50 3.69 34.14 5/08/17 7/24/17 77 15.04 14.24 -0.80 -5.32 12/23/19 1/20/20 28 24.27 24.03 -0.24 -0.99 25.74 Azimut 9/03/12 11/19/12 77 8.02 9.08 1.06 13.27 1/14/13 3/18/13 63 11.62 12.07 0.44 3.80 17.58 Juventus Football 3/04/19 5/27/19 84 12.36 14.48 2.12 17.15 17.15 CNH Industrial 1/11/21 7/19/21 189 11.04 12.92 1.88 17.03 17.03 Brembo 4/25/16 5/23/16 28 9.44 10.26 0.82 8.71 8.71 UBI Banca 2/24/14 5/12/14 77 6.12 6.50 0.38 6.21 6.21 Luxottica 2/06/12 4/09/12 63 25.47 25.93 0.46 1.81 1.81 DiaSorin 6/01/20 8/24/20 84 181.50 163.50 -18.00 -9.92 -9.92
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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