Assessment - FTSE / Milano Italia Borsa - 5/06/24 - RS = 36
⇐
⇓ freshest
⇓ 5/06/24
⇓ 8/28/23
prc diff
⇓
∅-RS
MIB 40
34,657.400
Fri
0.93
33,986.900
1.97
28,544.600
5,442.300
19.07
14.71
L
Banca MPS
4.734
Fri
1.11
4.613
2.62
2.539
2.074
81.69
62.35
Leonardo
22.760
Fri
2.99
22.460
1.34
13.070
9.390
71.84
57.92
L
BPER Banca
4.742
Fri
-0.38
4.840
-2.02
2.778
2.062
74.23
53.97
L
Unipol
8.575
Fri
0.18
8.415
1.90
5.032
3.383
67.23
52.07
L
Saipem
2.157
Fri
0.42
2.179
-1.01
1.518
0.662
43.59
45.27
Unicredit
36.025
Fri
0.10
34.840
3.40
22.170
12.670
57.15
43.86
L
Intesa Sanpaolo
3.601
Fri
0.59
3.563
1.05
2.477
1.086
43.84
35.40
L
Prysmian
56.000
Fri
2.15
52.040
7.61
37.630
14.410
38.29
33.29
L
Banco BPM
6.228
Fri
1.43
6.222
0.10
4.403
1.819
41.31
31.33
Iveco
11.745
Fri
0.21
11.505
2.09
8.820
2.685
30.44
29.36
Ferrari
374.500
Fri
-0.85
397.600
-5.81
289.000
108.600
37.58
27.29
Pirelli
6.234
Fri
2.70
6.142
1.50
4.534
1.608
35.47
26.64
L
Hera
3.500
Fri
0.92
3.456
1.27
2.760
0.696
25.22
19.53
L
Banca Mediolanum
10.790
Fri
2.57
10.280
4.96
8.320
1.960
23.56
18.69
L
Poste Italiane
12.305
Fri
0.29
12.090
1.78
10.240
1.850
18.07
18.61
L
Generali
24.400
Fri
1.33
23.340
4.54
18.770
4.570
24.35
18.50
L
Mediobanca
14.450
Fri
2.41
13.680
5.63
11.940
1.740
14.57
17.15
Brunello Cucinelli
95.150
Fri
-0.94
96.600
-1.50
70.500
26.100
37.02
15.89
Azimut
25.620
Fri
0.31
25.250
1.47
20.980
4.270
20.35
14.84
L
FinecoBank
15.150
Fri
1.07
14.590
3.84
12.735
1.855
14.57
14.32
L
Banca Generali
39.960
Fri
2.94
37.160
7.53
33.260
3.900
11.73
12.25
A2A
1.925
Fri
0.31
1.880
2.39
1.741
0.139
7.96
8.77
Recordati
50.800
Fri
0.89
50.350
0.89
46.190
4.160
9.01
8.22
Moncler
63.440
Fri
64.280
-1.31
63.100
1.180
1.87
8.10
⇓ freshest
⇓ 5/06/24
⇓ 8/28/23
prc diff
⇓
∅-RS
L
Amplifon
34.470
Fri
1.92
33.000
4.45
30.210
2.790
9.24
8.04
Stellantis
20.280
Fri
0.25
20.230
0.25
16.932
3.298
19.48
7.26
Tenaris
15.960
Fri
-0.06
15.870
0.57
15.155
0.715
4.72
5.67
Enel
6.755
Fri
3.76
6.325
6.80
6.130
0.195
3.18
3.26
Eni
15.180
Fri
1.00
14.854
2.19
14.298
0.556
3.89
3.07
DiaSorin
98.540
Fri
5.59
92.980
5.98
94.740
-1.760
-1.86
1.91
ERG
26.880
Fri
1.13
25.760
4.35
24.880
0.880
3.54
1.75
L
Italgas
5.320
Fri
0.95
5.290
0.57
5.225
0.065
1.24
1.69
Terna
7.872
Fri
1.97
7.460
5.52
7.500
-0.040
-0.53
-1.10
Snam
4.426
Fri
0.09
4.344
1.89
4.684
-0.340
-7.26
-5.31
S
Inwit
10.370
Fri
0.58
10.170
1.97
11.345
-1.175
-10.36
-8.28
S
Interpump
43.100
Fri
1.60
41.480
3.91
45.830
-4.350
-9.49
-8.68
S
STMicroel Italy
37.665
Fri
0.17
37.240
1.14
43.180
-5.940
-13.76
-10.70
L
Campari
9.822
Fri
-0.89
9.436
4.09
11.960
-2.524
-21.10
-11.81
S
Telecom Italia
0.226
Fri
0.49
0.226
0.13
0.284
-0.058
-20.37
-13.96
S
Nexi
6.224
Fri
2.54
5.642
10.32
6.642
-1.000
-15.06
-15.71
MIB - 40 out of 40 instruments rated - 5/06/24 / 8/28/23 - 31 did rise, Market-Ratio(36) = 77.50 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * S36 - 37/45 (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 8/20/07 595 - cash -
short
8/20/07
7/06/09
686
Unipol
100
240
41.656
14.116
122.926
81.270
195
29,505
78
7/06/09 5/24/10 322 - cash -
5/24/10
8/09/10
77
UnipolSai
100
2,597
11.358
11.885
10.831
-0.527
-5
28,136
-20
8/09/10 8/23/10 14 - cash -
8/23/10
10/25/10
63
UnipolSai
100
2,658
10.585
11.259
9.911
-0.674
-6
26,345
-32
10/25/10 11/15/10 21 - cash -
11/15/10
1/10/11
56
UnipolSai
100
2,751
9.574
8.155
11.240
1.666
17
30,928
185
1/10/11 7/18/11 189 - cash -
7/18/11
4/16/12
273
UnipolSai
100
7,103
4.354
2.015
9.408
5.054
116
66,827
180
4/16/12 6/25/12 70 - cash -
6/25/12
7/30/12
35
A2A
100
162,201
0.412
0.348
0.488
0.076
18
79,122
482
7/30/12 11/12/12 105 - cash -
11/12/12
12/03/12
21
Unipol
100
47,663
1.660
1.536
1.794
0.134
8
85,509
285
12/03/12 10/20/14 686 - cash -
10/20/14
1/26/15
98
YOOX Net-a-Porter
100
5,460
15.660
19.040
12.280
-3.380
-22
67,054
-60
1/26/15 12/14/15 322 - cash -
12/14/15
5/02/16
140
Saipem
100
152
439.048
188.571
1,022.231
583.183
133
155,698
806
5/02/16 5/09/16 7 - cash -
5/09/16
10/17/16
161
Banco BPM
100
31,164
4.996
2.570
9.712
4.716
94
302,670
351
10/17/16 11/21/16 35 - cash -
11/21/16
12/05/16
14
Banco BPM
100
162,725
1.860
2.006
1.714
-0.146
-8
278,912
-88
12/05/16 3/26/18 476 - cash -
3/26/18
4/02/18
7
Leonardo
100
29,874
9.336
9.378
9.294
-0.042
0
277,658
-21
4/02/18 6/11/18 70 - cash -
6/11/18
3/11/19
273
Leonardo
100
30,960
8.968
8.700
9.244
0.276
3
286,212
4
3/11/19 3/09/20 364 - cash -
3/09/20
11/09/20
245
Juventus Football
100
40,782
7.018
7.576
6.460
-0.558
-8
263,455
-12
11/09/20 3/07/22 483 - cash -
3/07/22
3/28/22
21
Saipem
100
6,001
43.895
54.310
33.480
-10.415
-24
200,955
-99
3/28/22 4/11/22 14 - cash -
4/11/22
11/14/22
217
Nexi
100
22,034
9.120
9.760
8.480
-0.640
-7
186,853
-12
11/14/22 12/12/22 28 - cash -
12/12/22
1/02/23
21
Saipem
100
185,094
1.010
1.184
0.835
-0.175
-17
154,554
-96
1/02/23 10/30/23 301 - cash -
10/30/23
11/06/23
7
Nexi
100
28,547
5.414
5.952
4.876
-0.538
-10
139,196
-100
11/06/23 5/13/24 189 - cash -
accum 8/20/07
11/06/23 2415
days out of 6706 invested (36%)
1,292
139,196
49
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Unipol short 8/20/07 7/06/09 686 41.66 14.12 122.93 81.27 195.10 11/12/12 12/03/12 21 1.66 1.54 1.79 0.13 8.07 218.92 UnipolSai 5/24/10 8/09/10 77 11.36 11.89 10.83 -0.53 -4.64 8/23/10 10/25/10 63 10.59 11.26 9.91 -0.67 -6.37 11/15/10 1/10/11 56 9.57 8.16 11.24 1.67 17.40 7/18/11 4/16/12 273 4.35 2.02 9.41 5.05 116.08 126.50 Banco BPM 5/09/16 10/17/16 161 5.00 2.57 9.71 4.72 94.40 11/21/16 12/05/16 14 1.86 2.01 1.71 -0.15 -7.85 79.14 Saipem 12/14/15 5/02/16 140 439.05 188.57 1,022.23 583.18 132.83 3/07/22 3/28/22 21 43.90 54.31 33.48 -10.42 -23.73 12/12/22 1/02/23 21 1.01 1.18 0.84 -0.17 -17.29 46.89 A2A 6/25/12 7/30/12 35 0.41 0.35 0.49 0.08 18.40 18.40 Leonardo 3/26/18 4/02/18 7 9.34 9.38 9.29 -0.04 -0.45 6/11/18 3/11/19 273 8.97 8.70 9.24 0.28 3.08 2.62 Juventus Football 3/09/20 11/09/20 245 7.02 7.58 6.46 -0.56 -7.95 -7.95 Nexi 4/11/22 11/14/22 217 9.12 9.76 8.48 -0.64 -7.02 10/30/23 11/06/23 7 5.41 5.95 4.88 -0.54 -9.94 -16.26 YOOX Net-a-Porter 10/20/14 1/26/15 98 15.66 19.04 12.28 -3.38 -21.58 -21.58
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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