Assessment - FTSE / Milano Italia Borsa in Japanese yen - 7/01/24 - RS = mixed
⇐
⇓ freshest
⇓ 7/01/24
⇓ 1/01/24
prc diff
⇓
∅-RS
MIB 40
5,533,429.816
8/12/24
0.46
5,843,339.182
-5.30
4,753,758.647
1,089,580.535
22.92
19.10
L
Unipol
1,555.439
8/12/24
0.06
1,635.161
-4.88
808.488
826.673
102.25
71.71
Banca MPS
896.002
8/12/24
2.17
810.908
10.49
506.362
304.546
60.14
61.36
Leonardo
3,797.178
8/12/24
1.20
3,781.581
0.41
2,339.165
1,442.416
61.66
50.06
L
Prysmian
10,235.570
8/12/24
0.58
9,826.564
4.16
6,448.169
3,378.395
52.39
48.60
BPER Banca
825.813
8/12/24
-0.27
865.847
-4.62
473.941
391.906
82.69
59.00
Unicredit
5,991.258
8/12/24
0.38
6,274.616
-4.52
3,847.444
2,427.172
63.09
48.59
Saipem
345.316
8/12/24
0.63
415.593
-16.91
230.236
185.357
80.51
61.42
Intesa Sanpaolo
601.465
8/12/24
0.54
620.703
-3.10
414.033
206.670
49.92
39.52
Pirelli
909.174
8/12/24
0.50
973.298
-6.59
771.682
201.616
26.13
21.15
Ferrari
66,844.896
8/12/24
66,238.318
0.92
47,801.340
18,436.978
38.57
26.47
Poste Italiane
2,060.632
8/12/24
2,119.557
-2.78
1,609.301
510.256
31.71
25.59
Banco BPM
1,002.067
8/12/24
-0.31
1,077.283
-6.98
748.815
328.468
43.87
32.66
Banca Mediolanum
1,772.941
8/12/24
1.29
1,835.332
-3.40
1,336.621
498.711
37.31
27.58
Iveco
1,497.728
8/12/24
-0.21
1,843.131
-18.74
1,275.851
567.280
44.46
22.38
L
Amplifon
4,878.620
8/12/24
1.33
5,757.292
-15.26
4,908.565
848.727
17.29
17.73
Generali
3,890.765
8/12/24
1.35
4,147.260
-6.18
2,992.282
1,154.978
38.60
27.05
Mediobanca
2,431.511
8/12/24
0.94
2,441.910
-0.43
1,754.961
686.949
39.14
24.94
Hera
570.877
8/12/24
0.37
560.825
1.79
465.484
95.341
20.48
18.35
FinecoBank
2,501.701
8/12/24
0.94
2,458.374
1.76
2,127.723
330.651
15.54
17.53
Banca Generali
6,599.569
8/12/24
0.74
6,551.042
0.74
5,268.798
1,282.245
24.34
19.41
Brunello Cucinelli
14,349.902
8/12/24
-1.02
16,230.294
-11.59
13,720.175
2,510.119
18.30
19.46
DiaSorin
17,348.131
8/12/24
0.48
16,166.170
7.31
14,603.529
1,562.642
10.70
10.48
A2A
343.236
8/12/24
0.92
327.465
4.82
291.162
36.303
12.47
15.21
Enel
1,115.757
8/12/24
0.44
1,145.046
-2.56
1,054.073
90.973
8.63
14.95
⇓ freshest
⇓ 7/01/24
⇓ 1/01/24
prc diff
⇓
∅-RS
Azimut
3,622.137
8/12/24
1.41
3,878.633
-6.61
3,702.568
176.065
4.76
6.61
Recordati
8,571.814
8/12/24
0.24
8,457.430
1.35
7,647.901
809.529
10.58
11.31
S
Moncler
9,036.279
8/12/24
-0.50
9,961.744
-9.29
8,723.901
1,237.843
14.19
4.89
Terna
1,313.675
8/12/24
0.53
1,265.842
3.78
1,183.130
82.711
6.99
4.75
S
Stellantis
2,422.846
8/12/24
-0.57
3,229.421
-24.98
3,312.576
-83.155
-2.51
2.05
STMicroel Italy
4,649.854
8/12/24
0.49
6,278.082
-25.94
7,080.926
-802.844
-11.34
-5.59
ERG
4,034.610
8/12/24
4,062.340
-0.68
4,520.140
-457.800
-10.13
0.46
Snam
757.009
8/12/24
0.60
724.254
4.52
729.080
-4.826
-0.66
-0.26
S
Tenaris
2,223.542
8/12/24
0.71
2,468.772
-9.93
2,466.029
2.743
0.11
-0.91
S
Eni
2,505.340
8/12/24
1.09
2,518.512
-0.52
2,403.850
114.662
4.77
7.28
S
Italgas
849.902
8/12/24
0.08
802.416
5.92
811.307
-8.891
-1.10
-2.82
Interpump
6,485.185
8/12/24
1.14
7,105.628
-8.73
7,340.920
-235.292
-3.21
-0.41
L
Campari
1,382.998
8/12/24
0.38
1,505.007
-8.11
1,599.904
-94.897
-5.93
-9.65
S
Inwit
1,788.539
8/12/24
0.58
1,679.355
6.50
1,793.333
-113.979
-6.36
-3.70
Telecom Italia
38.318
8/12/24
0.55
39.168
-2.17
46.078
-6.911
-15.00
-6.20
S
Nexi
983.696
8/12/24
0.46
1,002.760
-1.90
1,159.950
-157.190
-13.55
-4.26
MIB - 40 out of 40 instruments rated - 7/01/24 / 1/01/24 - 30 did rise, Market-Ratio(26) in JPY = 75.00 % Stock Exchange Currency: EUR € Euro
Drawing of market charts for mixed techniques is really a worry to me.
Transactions FTSE / Milano Italia Borsa in Japanese yen * Mixed Straddles L11 - 89/57 (1) - 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 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 8/20/07 56 - cash -
short
8/20/07
7/06/09
686
Unipol
100
4
6,418.356
1,895.214
21,736.488
15,318.132
239
91,222
91
long
5/18/09
7/13/09
56
Banca Generali
100
148
615.453
734.712
119.259
19
108,873
217
7/13/09 8/31/09 49 - cash -
8/31/09
11/23/09
84
Banca Generali
100
116
931.666
1,099.072
167.406
18
128,292
105
11/23/09 5/24/10 182 - cash -
short
5/24/10
8/09/10
77
UnipolSai
100
99
1,285.726
1,349.661
1,221.791
-63.935
-5
121,962
-21
8/09/10 8/23/10 14 - cash -
8/23/10
10/25/10
63
UnipolSai
100
105
1,151.966
1,278.459
1,025.472
-126.494
-11
108,680
-49
10/25/10 11/15/10 21 - cash -
11/15/10
1/10/11
56
UnipolSai
100
100
1,081.671
875.358
1,336.609
254.939
24
134,174
297
1/10/11 2/07/11 28 - cash -
long
2/07/11
4/18/11
70
Fiat Chrysler
100
250
535.770
494.217
-41.553
-8
123,786
-34
4/18/11 7/18/11 91 - cash -
short
7/18/11
4/16/12
273
UnipolSai
100
253
487.648
213.227
1,115.245
627.597
129
282,568
202
long
2/06/12
4/09/12
63
Luxottica
100
110
2,565.593
2,771.917
206.324
8
305,263
57
4/16/12 6/25/12 70 - cash -
short
6/25/12
7/30/12
35
A2A
100
7,330
41.645
33.638
51.558
9.913
24
377,928
827
7/30/12 9/03/12 35 - cash -
long
9/03/12
11/19/12
77
Azimut
100
478
790.353
940.999
150.646
19
449,937
129
short
11/12/12
12/03/12
21
Unipol
100
2,682
167.743
164.506
171.044
3.301
2
458,791
40
12/03/12 1/14/13 42 - cash -
long
1/14/13
3/18/13
63
Azimut
100
331
1,383.372
1,503.182
119.810
9
498,448
62
3/18/13 5/20/13 63 - cash -
5/20/13
7/08/13
49
MFE-MediaForEurope
100
301
1,653.725
2,114.768
461.043
28
637,222
525
7/08/13 9/09/13 63 - cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
196
3,235.054
4,872.212
1,637.159
51
958,105
251
1/06/14 2/24/14 49 - cash -
2/24/14
5/12/14
77
UBI Banca
100
1,112
860.839
912.827
51.988
6
1,015,915
32
5/12/14 10/20/14 161 - cash -
short
10/20/14
1/26/15
98
YOOX Net-a-Porter
100
473
2,143.556
2,534.300
1,752.813
-390.744
-18
831,093
-53
long
1/26/15
6/08/15
133
Fiat Chrysler
100
783
1,060.328
1,300.112
239.785
23
1,018,845
75
6/08/15 12/14/15 189 - cash -
short
12/14/15
5/02/16
140
Saipem
100
17
58,446.948
23,143.319
147,603.969
89,157.021
153
2,534,514
1,019
long
4/25/16
5/23/16
28
Brembo
100
2,142
1,182.959
1,257.517
74.558
6
2,694,217
122
short
5/09/16
10/17/16
161
Banco BPM
100
4,373
615.972
293.687
1,291.925
675.953
110
5,650,161
436
10/17/16 11/21/16 35 - cash -
11/21/16
12/05/16
14
Banco BPM
100
25,774
219.216
245.093
193.339
-25.877
-12
4,983,202
-96
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
12/05/16 1/02/17 28 - cash -
long
1/02/17
3/06/17
63
STMicroel Italy
100
3,756
1,326.409
1,731.721
405.312
31
6,505,554
369
3/06/17 5/08/17 63 - cash -
5/08/17
7/24/17
77
STMicroel Italy
100
3,496
1,860.779
1,841.916
-18.863
-1
6,439,607
-5
7/24/17 3/26/18 245 - cash -
short
3/26/18
4/02/18
7
Leonardo
100
5,256
1,225.117
1,221.334
1,228.911
3.794
0
6,459,548
17
4/02/18 6/11/18 70 - cash -
6/11/18
3/11/19
273
Leonardo
100
5,552
1,163.374
1,101.020
1,229.259
65.885
6
6,825,343
8
long
3/04/19
5/27/19
84
Juventus Football
100
4,363
1,564.207
1,774.683
210.476
13
7,743,649
73
5/27/19 12/23/19 210 - cash -
12/23/19
1/20/20
28
STMicroel Italy
100
2,631
2,942.738
2,914.190
-28.547
-1
7,668,541
-12
1/20/20 3/09/20 49 - cash -
short
3/09/20
11/09/20
245
Juventus Football
100
9,332
821.674
944.280
699.069
-122.606
-15
6,524,385
-21
long
6/01/20
8/24/20
84
DiaSorin
100
300
21,727.365
20,430.306
-1,297.059
-6
6,135,267
-23
11/09/20 1/11/21 63 - cash -
1/11/21
7/19/21
189
CNH Industrial
100
4,384
1,399.320
1,667.584
268.264
19
7,311,338
40
7/19/21 3/07/22 231 - cash -
short
3/07/22
3/28/22
21
Saipem
100
1,327
5,507.945
7,365.088
3,650.802
-1,857.143
-34
4,846,909
-100
3/28/22 4/11/22 14 - cash -
4/11/22
11/14/22
217
Nexi
100
3,891
1,245.427
1,414.351
1,076.504
-168.924
-14
4,189,627
-22
11/14/22 11/21/22 7 - cash -
long
11/21/22
4/03/23
133
Unicredit
100
2,172
1,928.692
2,585.255
656.563
34
5,615,682
123
short
12/12/22
1/02/23
21
Saipem
100
38,399
146.244
165.016
127.472
-18.772
-13
4,894,847
-91
4/03/23 10/30/23 210 - cash -
10/30/23
11/06/23
7
Nexi
100
5,716
856.208
957.534
754.882
-101.326
-12
4,315,667
-100
11/06/23 12/25/23 49 - cash -
long
12/25/23
6/17/24
175
Leonardo
100
1,866
2,312.712
3,683.730
1,371.019
59
6,873,988
164
6/17/24 9/23/26 828 - cash -
accum 1/16/06
6/17/24 4207
days out of 7569 invested (56%)
68,640
6,873,988
76
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 6,418.36 1,895.21 21,736.49 15,318.13 238.66 short 11/12/12 12/03/12 21 167.74 164.51 171.04 3.30 1.97 245.33 Fiat Chrysler long 9/04/06 4/30/07 238 476.80 987.43 510.64 107.10 long 5/21/07 6/25/07 35 969.87 1,007.63 37.76 3.89 long 2/07/11 4/18/11 70 535.77 494.22 -41.55 -7.76 long 1/26/15 6/08/15 133 1,060.33 1,300.11 239.78 22.61 143.36 UnipolSai short 5/24/10 8/09/10 77 1,285.73 1,349.66 1,221.79 -63.94 -4.97 short 8/23/10 10/25/10 63 1,151.97 1,278.46 1,025.47 -126.49 -10.98 short 11/15/10 1/10/11 56 1,081.67 875.36 1,336.61 254.94 23.57 short 7/18/11 4/16/12 273 487.65 213.23 1,115.24 627.60 128.70 139.06 Banco BPM short 5/09/16 10/17/16 161 615.97 293.69 1,291.93 675.95 109.74 short 11/21/16 12/05/16 14 219.22 245.09 193.34 -25.88 -11.80 84.98 Leonardo short 3/26/18 4/02/18 7 1,225.12 1,221.33 1,228.91 3.79 0.31 short 6/11/18 3/11/19 273 1,163.37 1,101.02 1,229.26 65.89 5.66 long 12/25/23 6/17/24 175 2,312.71 3,683.73 1,371.02 59.28 68.82 Saipem short 12/14/15 5/02/16 140 58,446.95 23,143.32 147,603.97 89,157.02 152.54 short 3/07/22 3/28/22 21 5,507.94 7,365.09 3,650.80 -1,857.14 -33.72 short 12/12/22 1/02/23 21 146.24 165.02 127.47 -18.77 -12.84 45.91 Tenaris long 1/16/06 5/15/06 119 1,477.59 2,151.95 674.36 45.64 45.64 Banca Generali long 5/18/09 7/13/09 56 615.45 734.71 119.26 19.38 long 8/31/09 11/23/09 84 931.67 1,099.07 167.41 17.97 40.83 Unicredit long 11/21/22 4/03/23 133 1,928.69 2,585.25 656.56 34.04 34.04 Azimut long 9/03/12 11/19/12 77 790.35 941.00 150.65 19.06 long 1/14/13 3/18/13 63 1,383.37 1,503.18 119.81 8.66 29.37 STMicroel Italy long 1/02/17 3/06/17 63 1,326.41 1,731.72 405.31 30.56 long 5/08/17 7/24/17 77 1,860.78 1,841.92 -18.86 -1.01 long 12/23/19 1/20/20 28 2,942.74 2,914.19 -28.55 -0.97 27.98 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total MFE-MediaForEurope long 5/20/13 7/08/13 49 1,653.72 2,114.77 461.04 27.88 27.88 A2A short 6/25/12 7/30/12 35 41.64 33.64 51.56 9.91 23.80 23.80 YOOX Net-a-Porter long 9/09/13 1/06/14 119 3,235.05 4,872.21 1,637.16 50.61 short 10/20/14 1/26/15 98 2,143.56 2,534.30 1,752.81 -390.74 -18.23 23.15 CNH Industrial long 1/11/21 7/19/21 189 1,399.32 1,667.58 268.26 19.17 19.17 Luxottica long 2/06/12 4/09/12 63 2,565.59 2,771.92 206.32 8.04 8.04 Brembo long 4/25/16 5/23/16 28 1,182.96 1,257.52 74.56 6.30 6.30 UBI Banca long 2/24/14 5/12/14 77 860.84 912.83 51.99 6.04 6.04 Juventus Football long 3/04/19 5/27/19 84 1,564.21 1,774.68 210.48 13.46 short 3/09/20 11/09/20 245 821.67 944.28 699.07 -122.61 -14.92 -3.47 DiaSorin long 6/01/20 8/24/20 84 21,727.37 20,430.31 -1,297.06 -5.97 -5.97 Nexi short 4/11/22 11/14/22 217 1,245.43 1,414.35 1,076.50 -168.92 -13.56 short 10/30/23 11/06/23 7 856.21 957.53 754.88 -101.33 -11.83 -23.79
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)
write an annotation
