Assessment - FTSE / Milano Italia Borsa in Japanese yen - 7/01/24 - RS = 11
⇐
⇓ freshest
⇓ 7/01/24
⇓ 4/15/24
prc diff
⇓
∅-RS
MIB 40
5,533,429.816
8/12/24
0.46
5,843,339.182
-5.30
5,563,412.055
279,927.127
5.03
19.10
L
Unipol
1,555.439
8/12/24
0.06
1,635.161
-4.88
1,320.631
314.530
23.82
71.71
Banca MPS
896.002
8/12/24
2.17
810.908
10.49
659.332
151.576
22.99
61.36
Leonardo
3,797.178
8/12/24
1.20
3,781.581
0.41
3,707.926
73.655
1.99
50.06
L
Prysmian
10,235.570
8/12/24
0.58
9,826.564
4.16
8,307.195
1,519.369
18.29
48.60
BPER Banca
825.813
8/12/24
-0.27
865.847
-4.62
699.312
166.535
23.81
59.00
Unicredit
5,991.258
8/12/24
0.38
6,274.616
-4.52
5,628.248
646.369
11.48
48.59
Saipem
345.316
8/12/24
0.63
415.593
-16.91
392.748
22.844
5.82
61.42
Intesa Sanpaolo
601.465
8/12/24
0.54
620.703
-3.10
545.047
75.656
13.88
39.52
Pirelli
909.174
8/12/24
0.50
973.298
-6.59
958.523
14.775
1.54
21.15
Ferrari
66,844.896
8/12/24
66,238.318
0.92
63,885.115
2,353.203
3.68
26.47
Poste Italiane
2,060.632
8/12/24
2,119.557
-2.78
1,910.491
209.066
10.94
25.59
Banco BPM
1,002.067
8/12/24
-0.31
1,077.283
-6.98
1,009.316
67.967
6.73
32.66
Banca Mediolanum
1,772.941
8/12/24
1.29
1,835.332
-3.40
1,653.247
182.085
11.01
27.58
Iveco
1,497.728
8/12/24
-0.21
1,843.131
-18.74
2,064.510
-221.379
-10.72
22.38
L
Amplifon
4,878.620
8/12/24
1.33
5,757.292
-15.26
5,053.134
704.158
13.94
17.73
Generali
3,890.765
8/12/24
1.35
4,147.260
-6.18
3,712.841
434.419
11.70
27.05
Mediobanca
2,431.511
8/12/24
0.94
2,441.910
-0.43
2,241.468
200.442
8.94
24.94
Hera
570.877
8/12/24
0.37
560.825
1.79
518.421
42.403
8.18
18.35
FinecoBank
2,501.701
8/12/24
0.94
2,458.374
1.76
2,308.647
149.727
6.49
17.53
Banca Generali
6,599.569
8/12/24
0.74
6,551.042
0.74
5,806.844
744.198
12.82
19.41
Brunello Cucinelli
14,349.902
8/12/24
-1.02
16,230.294
-11.59
16,450.540
-220.246
-1.34
19.46
DiaSorin
17,348.131
8/12/24
0.48
16,166.170
7.31
14,343.429
1,822.741
12.71
10.48
A2A
343.236
8/12/24
0.92
327.465
4.82
276.087
51.378
18.61
15.21
Enel
1,115.757
8/12/24
0.44
1,145.046
-2.56
958.523
186.523
19.46
14.95
⇓ freshest
⇓ 7/01/24
⇓ 4/15/24
prc diff
⇓
∅-RS
Azimut
3,622.137
8/12/24
1.41
3,878.633
-6.61
3,994.663
-116.030
-2.90
6.61
Recordati
8,571.814
8/12/24
0.24
8,457.430
1.35
8,189.223
268.207
3.28
11.31
S
Moncler
9,036.279
8/12/24
-0.50
9,961.744
-9.29
10,633.865
-672.121
-6.32
4.89
Terna
1,313.675
8/12/24
0.53
1,265.842
3.78
1,209.213
56.629
4.68
4.75
S
Stellantis
2,422.846
8/12/24
-0.57
3,229.421
-24.98
4,096.250
-866.829
-21.16
2.05
STMicroel Italy
4,649.854
8/12/24
0.49
6,278.082
-25.94
6,359.019
-80.936
-1.27
-5.59
ERG
4,034.610
8/12/24
4,062.340
-0.68
3,906.184
156.156
4.00
0.46
Snam
757.009
8/12/24
0.60
724.254
4.52
697.182
27.072
3.88
-0.26
S
Tenaris
2,223.542
8/12/24
0.71
2,468.772
-9.93
2,973.878
-505.105
-16.98
-0.91
S
Eni
2,505.340
8/12/24
1.09
2,518.512
-0.52
2,544.591
-26.079
-1.02
7.28
S
Italgas
849.902
8/12/24
0.08
802.416
5.92
832.358
-29.942
-3.60
-2.82
Interpump
6,485.185
8/12/24
1.14
7,105.628
-8.73
6,930.855
174.773
2.52
-0.41
L
Campari
1,382.998
8/12/24
0.38
1,505.007
-8.11
1,463.181
41.826
2.86
-9.65
S
Inwit
1,788.539
8/12/24
0.58
1,679.355
6.50
1,627.031
52.324
3.22
-3.70
Telecom Italia
38.318
8/12/24
0.55
39.168
-2.17
37.046
2.121
5.73
-6.20
S
Nexi
983.696
8/12/24
0.46
1,002.760
-1.90
897.898
104.862
11.68
-4.26
MIB - 40 out of 40 instruments rated - 7/01/24 / 4/15/24 - 31 did rise, Market-Ratio(11) in JPY = 77.50 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Japanese yen * 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
6
1,477.593
2,151.949
674.356
46
14,046
217
5/15/06 9/04/06 112 - cash -
9/04/06
4/30/07
238
Fiat Chrysler
100
29
476.798
987.434
510.636
107
28,855
205
4/30/07 5/21/07 21 - cash -
5/21/07
6/25/07
35
Fiat Chrysler
100
29
969.869
1,007.631
37.762
4
29,950
49
6/25/07 5/18/09 693 - cash -
5/18/09
7/13/09
56
Banca Generali
100
48
615.453
734.712
119.259
19
35,674
217
7/13/09 8/31/09 49 - cash -
8/31/09
11/23/09
84
Banca Generali
100
38
931.666
1,099.072
167.406
18
42,036
105
11/23/09 2/07/11 441 - cash -
2/07/11
4/18/11
70
Fiat Chrysler
100
78
535.770
494.217
-41.553
-8
38,794
-34
4/18/11 2/06/12 294 - cash -
2/06/12
4/09/12
63
Luxottica
100
15
2,565.593
2,771.917
206.324
8
41,889
57
4/09/12 9/03/12 147 - cash -
9/03/12
11/19/12
77
Azimut
100
53
790.353
940.999
150.646
19
49,874
129
11/19/12 1/14/13 56 - cash -
1/14/13
3/18/13
63
Azimut
100
36
1,383.372
1,503.182
119.810
9
54,187
62
3/18/13 5/20/13 63 - cash -
5/20/13
7/08/13
49
MFE-MediaForEurope
100
32
1,653.725
2,114.768
461.043
28
68,940
525
7/08/13 9/09/13 63 - cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
21
3,235.054
4,872.212
1,637.159
51
103,320
251
1/06/14 2/24/14 49 - cash -
2/24/14
5/12/14
77
UBI Banca
100
120
860.839
912.827
51.988
6
109,559
32
5/12/14 1/26/15 259 - cash -
1/26/15
6/08/15
133
Fiat Chrysler
100
103
1,060.328
1,300.112
239.785
23
134,257
75
6/08/15 4/25/16 322 - cash -
4/25/16
5/23/16
28
Brembo
100
113
1,182.959
1,257.517
74.558
6
142,682
122
5/23/16 1/02/17 224 - cash -
1/02/17
3/06/17
63
STMicroel Italy
100
107
1,326.409
1,731.721
405.312
31
186,050
369
3/06/17 5/08/17 63 - cash -
5/08/17
7/24/17
77
STMicroel Italy
100
99
1,860.779
1,841.916
-18.863
-1
184,183
-5
7/24/17 3/04/19 588 - cash -
3/04/19
5/27/19
84
Juventus Football
100
117
1,564.207
1,774.683
210.476
13
208,808
73
5/27/19 12/23/19 210 - cash -
12/23/19
1/20/20
28
STMicroel Italy
100
70
2,942.738
2,914.190
-28.547
-1
206,810
-12
1/20/20 6/01/20 133 - cash -
6/01/20
8/24/20
84
DiaSorin
100
9
21,727.365
20,430.306
-1,297.059
-6
195,136
-23
8/24/20 1/11/21 140 - cash -
1/11/21
7/19/21
189
CNH Industrial
100
139
1,399.320
1,667.584
268.264
19
232,425
40
7/19/21 11/21/22 490 - cash -
11/21/22
4/03/23
133
Unicredit
100
120
1,928.692
2,585.255
656.563
34
311,213
123
4/03/23 12/25/23 266 - cash -
12/25/23
6/17/24
175
Leonardo
100
134
2,312.712
3,683.730
1,371.019
59
494,929
164
6/17/24 9/23/26 828 - cash -
accum 1/16/06
6/17/24 2044
days out of 7569 invested (27%)
4,849
494,929
101
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 4/30/07 238 476.80 987.43 510.64 107.10 5/21/07 6/25/07 35 969.87 1,007.63 37.76 3.89 2/07/11 4/18/11 70 535.77 494.22 -41.55 -7.76 1/26/15 6/08/15 133 1,060.33 1,300.11 239.78 22.61 143.36 Leonardo 12/25/23 6/17/24 175 2,312.71 3,683.73 1,371.02 59.28 59.28 YOOX Net-a-Porter 9/09/13 1/06/14 119 3,235.05 4,872.21 1,637.16 50.61 50.61 Tenaris 1/16/06 5/15/06 119 1,477.59 2,151.95 674.36 45.64 45.64 Banca Generali 5/18/09 7/13/09 56 615.45 734.71 119.26 19.38 8/31/09 11/23/09 84 931.67 1,099.07 167.41 17.97 40.83 Unicredit 11/21/22 4/03/23 133 1,928.69 2,585.25 656.56 34.04 34.04 Azimut 9/03/12 11/19/12 77 790.35 941.00 150.65 19.06 1/14/13 3/18/13 63 1,383.37 1,503.18 119.81 8.66 29.37 STMicroel Italy 1/02/17 3/06/17 63 1,326.41 1,731.72 405.31 30.56 5/08/17 7/24/17 77 1,860.78 1,841.92 -18.86 -1.01 12/23/19 1/20/20 28 2,942.74 2,914.19 -28.55 -0.97 27.98 MFE-MediaForEurope 5/20/13 7/08/13 49 1,653.72 2,114.77 461.04 27.88 27.88 CNH Industrial 1/11/21 7/19/21 189 1,399.32 1,667.58 268.26 19.17 19.17 Juventus Football 3/04/19 5/27/19 84 1,564.21 1,774.68 210.48 13.46 13.46 Luxottica 2/06/12 4/09/12 63 2,565.59 2,771.92 206.32 8.04 8.04 Brembo 4/25/16 5/23/16 28 1,182.96 1,257.52 74.56 6.30 6.30 UBI Banca 2/24/14 5/12/14 77 860.84 912.83 51.99 6.04 6.04 DiaSorin 6/01/20 8/24/20 84 21,727.37 20,430.31 -1,297.06 -5.97 -5.97
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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