Assessment - FTSE / Milano Italia Borsa in Japanese yen - 9/09/19 - RS = 28
⇐
⇓ freshest
⇓ 9/09/19
⇓ 2/25/19
prc diff
Δ28
⇓
MIB 40
3,779,863.724
8/12/24
0.46
2,603,272.624
2,578,515.853
24,756.771
0.96
2.48
Azimut
2,474.267
8/12/24
1.41
2,019.665
1,572.697
446.969
28.42
21.28
L
Amplifon
3,332.566
8/12/24
1.33
2,647.111
2,069.172
577.939
27.93
20.00
Banca Generali
4,508.139
8/12/24
0.74
3,366.898
2,727.774
639.124
23.43
22.26
Ferrari
45,661.480
8/12/24
17,319.872
14,149.853
3,170.018
22.40
20.76
Poste Italiane
1,407.610
8/12/24
1,193.331
985.885
207.446
21.04
20.27
Leonardo
2,593.837
8/12/24
1.20
1,350.784
1,119.119
231.665
20.70
12.89
Enel
762.169
8/12/24
0.44
774.836
664.406
110.430
16.62
16.83
Banca MPS
612.056
8/12/24
2.17
3,956.768
3,401.907
554.861
16.31
10.06
DiaSorin
11,850.439
8/12/24
0.48
12,347.660
10,673.897
1,673.762
15.68
11.84
Hera
389.963
8/12/24
0.37
417.666
373.460
44.206
11.84
12.71
Recordati
5,855.372
8/12/24
0.24
4,524.713
4,138.343
386.370
9.34
8.53
S
Inwit
1,221.744
8/12/24
0.58
1,077.313
991.057
86.255
8.70
18.28
STMicroel Italy
3,176.296
8/12/24
0.49
2,089.513
1,925.339
164.174
8.53
16.79
L
Unipol
1,062.514
8/12/24
0.06
549.074
507.956
41.118
8.09
8.43
Banca Mediolanum
1,211.089
8/12/24
1.29
812.720
751.967
60.753
8.08
10.28
Mediobanca
1,660.956
8/12/24
0.94
1,126.324
1,054.773
71.552
6.78
6.96
L
Prysmian
6,991.877
8/12/24
0.58
2,387.846
2,272.935
114.911
5.06
8.42
Generali
2,657.766
8/12/24
1.35
2,036.239
1,949.311
86.928
4.46
4.25
S
Italgas
580.565
8/12/24
0.08
677.878
669.705
8.173
1.22
2.30
Snam
517.110
8/12/24
0.60
533.684
536.218
-2.534
-0.47
1.78
Saipem
235.884
8/12/24
0.63
25,396.638
25,714.504
-317.866
-1.24
0.19
ERG
2,756.026
8/12/24
2,134.500
2,163.798
-29.299
-1.35
0.01
Terna
897.366
8/12/24
0.53
667.934
690.144
-22.211
-3.22
1.63
A2A
234.463
8/12/24
0.92
193.028
200.356
-7.328
-3.66
0.39
⇓ freshest
⇓ 9/09/19
⇓ 2/25/19
prc diff
Δ28
⇓
L
Campari
944.720
8/12/24
0.38
1,003.321
1,044.679
-41.358
-3.96
-0.08
S
Moncler
6,172.646
8/12/24
-0.50
4,201.519
4,422.223
-220.704
-4.99
-0.56
Intesa Sanpaolo
410.859
8/12/24
0.54
248.788
262.999
-14.211
-5.40
-2.49
Iveco
1,023.092
8/12/24
-0.21
-na-
S
Nexi
671.959
8/12/24
0.46
1,147.871
-na-
Banco BPM
684.508
8/12/24
-0.31
228.485
245.020
-16.535
-6.75
-2.28
BPER Banca
564.109
8/12/24
-0.27
409.142
441.465
-32.323
-7.32
-7.90
Interpump
4,430.004
8/12/24
1.14
3,305.337
3,633.667
-328.330
-9.04
-3.18
FinecoBank
1,708.902
8/12/24
0.94
1,168.943
1,291.340
-122.396
-9.48
-6.05
S
Stellantis
1,655.036
8/12/24
-0.57
1,505.870
1,665.431
-159.561
-9.58
-8.73
Unicredit
4,092.604
8/12/24
0.38
1,294.906
1,446.654
-151.748
-10.49
-6.60
Telecom Italia
26.175
8/12/24
0.55
59.169
67.627
-8.457
-12.51
-5.83
S
Eni
1,711.388
8/12/24
1.09
1,648.170
1,919.283
-271.113
-14.13
-10.16
Pirelli
621.053
8/12/24
0.50
633.602
764.332
-130.730
-17.10
-12.48
S
Tenaris
1,518.892
8/12/24
0.71
1,217.600
1,517.182
-299.582
-19.75
-15.81
Brunello Cucinelli
9,802.361
8/12/24
-1.02
3,414.252
4,434.840
-1,020.588
-23.01
-10.46
MIB - 38 out of 40 instruments rated - 9/09/19 / 2/25/19 - 19 did rise, Market-Ratio(28) in JPY = 50.00 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Japanese yen * A28 - 75/50 (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 1/09/06 7 - cash -
long
1/09/06
9/18/06
252
Tenaris
100
7
1,422.261
2,051.836
629.575
44
14,407
70
short
9/18/06
11/27/06
70
MFE-MediaForEurope
100
2
6,252.059
6,778.048
5,726.070
-525.989
-8
13,355
-37
long
11/27/06
7/30/07
245
Fiat Chrysler
100
22
587.374
965.292
377.918
64
21,669
110
short
7/30/07
8/17/09
749
Telecom Italia
100
69
313.717
139.394
706.049
392.331
125
48,740
48
long
8/17/09
4/26/10
252
Banca Generali
100
54
896.487
1,045.528
149.042
17
56,788
25
short
4/26/10
12/20/10
238
Unipol
100
31
1,802.860
1,029.882
3,155.997
1,353.137
75
98,736
136
long
12/20/10
6/27/11
189
Exor
100
38
2,583.564
2,308.850
-274.714
-11
88,296
-20
short
6/27/11
11/05/12
497
UnipolSai
100
150
585.487
96.548
3,550.509
2,965.022
506
533,050
276
long
11/05/12
8/04/14
637
Azimut
100
554
960.731
2,541.204
1,580.473
165
1,408,632
75
short
8/04/14
1/26/15
175
YOOX Net-a-Porter
100
554
2,542.580
2,534.300
2,550.887
8.307
0
1,413,234
1
long
1/26/15
9/21/15
238
Fiat Chrysler
100
1,332
1,060.328
1,144.964
84.636
8
1,525,970
12
short
9/21/15
12/26/16
462
Saipem
100
23
65,337.446
29,908.424
142,735.099
77,397.654
118
3,306,116
85
long
12/26/16
11/27/17
336
STMicroel Italy
100
2,511
1,316.144
2,671.135
1,354.991
103
6,708,499
116
short
11/27/17
1/08/18
42
Leonardo
100
4,966
1,350.767
1,430.882
1,270.652
-80.115
-6
6,310,649
-41
long
1/08/18
2/12/18
35
Fiat Chrysler
100
2,573
2,452.399
2,350.861
-101.538
-4
6,049,391
-36
short
2/12/18
4/29/19
441
Leonardo
100
5,258
1,150.399
1,302.594
998.204
-152.195
-13
5,249,150
-11
long
4/29/19
3/02/20
308
Azimut
100
2,334
2,248.115
2,239.946
-8.169
0
5,230,084
0
short
3/02/20
9/28/20
210
Juventus Football
100
4,673
1,119.130
1,063.752
1,177.390
58.261
5
5,502,336
9
long
9/28/20
2/01/21
126
DiaSorin
100
261
21,014.207
22,805.280
1,791.073
9
5,969,806
27
short
2/01/21
2/08/21
7
BPER Banca
100
30,736
194.225
241.983
146.467
-47.758
-25
4,501,905
-100
long
2/08/21
1/24/22
350
CNH Industrial
100
2,987
1,506.772
1,691.156
184.384
12
5,052,660
13
short
1/24/22
1/31/22
7
Nexi
100
3,031
1,666.675
1,667.417
1,665.933
-0.742
0
5,050,410
-2
long
1/31/22
2/07/22
7
Unicredit
100
2,795
1,806.906
1,945.737
138.831
8
5,438,442
4,646
short
2/07/22
2/06/23
364
Saipem
100
719
7,561.315
194.557
293,865.031
286,303.716
3,786
211m
3,826
long
2/06/23
10/23/23
259
Unicredit
100
81,174
2,602.910
3,623.003
1,020.093
39
294m
59
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
10/23/23
1/08/24
77
CNH Industrial
100
174,583
1,684.561
1,748.779
1,620.343
-64.218
-4
283m
-17
long
1/08/24
8/12/24
217
Leonardo
100
109,487
2,583.710
3,797.178
1,213.468
47
416m
91
accum 1/09/06
8/12/24 7313
days out of 7320 invested (100%)
4,157,335
416m
70
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Saipem short 9/21/15 12/26/16 462 65,337.45 29,908.42 142,735.10 77,397.65 118.46 short 2/07/22 2/06/23 364 7,561.32 194.56 293,865.03 286,303.72 3,786.43 8,390.22 UnipolSai short 6/27/11 11/05/12 497 585.49 96.55 3,550.51 2,965.02 506.42 506.42 Azimut long 11/05/12 8/04/14 637 960.73 2,541.20 1,580.47 164.51 long 4/29/19 3/02/20 308 2,248.12 2,239.95 -8.17 -0.36 163.55 Telecom Italia short 7/30/07 8/17/09 749 313.72 139.39 706.05 392.33 125.06 125.06 STMicroel Italy long 12/26/16 11/27/17 336 1,316.14 2,671.14 1,354.99 102.95 102.95 Unipol short 4/26/10 12/20/10 238 1,802.86 1,029.88 3,156.00 1,353.14 75.06 75.06 Fiat Chrysler long 11/27/06 7/30/07 245 587.37 965.29 377.92 64.34 long 1/26/15 9/21/15 238 1,060.33 1,144.96 84.64 7.98 long 1/08/18 2/12/18 35 2,452.40 2,350.86 -101.54 -4.14 70.11 Unicredit long 1/31/22 2/07/22 7 1,806.91 1,945.74 138.83 7.68 long 2/06/23 10/23/23 259 2,602.91 3,623.00 1,020.09 39.19 49.88 Tenaris long 1/09/06 9/18/06 252 1,422.26 2,051.84 629.58 44.27 44.27 Leonardo short 11/27/17 1/08/18 42 1,350.77 1,430.88 1,270.65 -80.11 -5.93 short 2/12/18 4/29/19 441 1,150.40 1,302.59 998.20 -152.19 -13.23 long 1/08/24 8/12/24 217 2,583.71 3,797.18 1,213.47 46.97 19.96 Banca Generali long 8/17/09 4/26/10 252 896.49 1,045.53 149.04 16.63 16.63 DiaSorin long 9/28/20 2/01/21 126 21,014.21 22,805.28 1,791.07 8.52 8.52 CNH Industrial long 2/08/21 1/24/22 350 1,506.77 1,691.16 184.38 12.24 short 10/23/23 1/08/24 77 1,684.56 1,748.78 1,620.34 -64.22 -3.81 7.96 Juventus Football short 3/02/20 9/28/20 210 1,119.13 1,063.75 1,177.39 58.26 5.21 5.21 YOOX Net-a-Porter short 8/04/14 1/26/15 175 2,542.58 2,534.30 2,550.89 8.31 0.33 0.33 Nexi short 1/24/22 1/31/22 7 1,666.67 1,667.42 1,665.93 -0.74 -0.04 -0.04 MFE-MediaForEurope short 9/18/06 11/27/06 70 6,252.06 6,778.05 5,726.07 -525.99 -8.41 -8.41 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Exor long 12/20/10 6/27/11 189 2,583.56 2,308.85 -274.71 -10.63 -10.63 BPER Banca short 2/01/21 2/08/21 7 194.22 241.98 146.47 -47.76 -24.59 -24.59
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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