Assessment - FTSE / Milano Italia Borsa in Dollar - 7/01/24 - RS = 11
⇐
⇓ freshest
⇓ 7/01/24
⇓ 4/15/24
prc diff
⇓
∅-RS
MIB 40
34,246.933
8/12/24
0.46
36,164.992
-5.30
36,086.970
78.023
0.22
9.38
L
Unipol
9.627
8/12/24
0.06
10.120
-4.88
8.566
1.554
18.14
57.14
Banca MPS
5.545
8/12/24
2.17
5.019
10.49
4.277
0.742
17.35
47.69
Leonardo
23.501
8/12/24
1.20
23.405
0.41
24.051
-0.647
-2.69
37.22
L
Prysmian
63.349
8/12/24
0.58
60.818
4.16
53.884
6.933
12.87
36.22
BPER Banca
5.111
8/12/24
-0.27
5.359
-4.62
4.536
0.823
18.14
45.61
Unicredit
37.080
8/12/24
0.38
38.834
-4.52
36.508
2.327
6.37
36.10
Saipem
2.137
8/12/24
0.63
2.572
-16.91
2.548
0.025
0.97
47.89
Intesa Sanpaolo
3.723
8/12/24
0.54
3.842
-3.10
3.535
0.306
8.66
27.94
Pirelli
5.627
8/12/24
0.50
6.024
-6.59
6.217
-0.194
-3.11
11.18
Ferrari
413.710
8/12/24
409.955
0.92
414.390
-4.434
-1.07
16.02
Poste Italiane
12.753
8/12/24
13.118
-2.78
12.392
0.726
5.86
15.32
Banco BPM
6.202
8/12/24
-0.31
6.667
-6.98
6.547
0.120
1.84
21.62
Banca Mediolanum
10.973
8/12/24
1.29
11.359
-3.40
10.724
0.635
5.92
17.11
Iveco
9.270
8/12/24
-0.21
11.407
-18.74
13.391
-1.984
-14.82
12.21
L
Amplifon
30.194
8/12/24
1.33
35.632
-15.26
32.777
2.855
8.71
8.24
Generali
24.080
8/12/24
1.35
25.668
-6.18
24.083
1.585
6.58
16.62
Mediobanca
15.049
8/12/24
0.94
15.113
-0.43
14.539
0.574
3.95
14.69
Hera
3.533
8/12/24
0.37
3.471
1.79
3.363
0.108
3.22
8.68
FinecoBank
15.483
8/12/24
0.94
15.215
1.76
14.975
0.240
1.60
8.04
Banca Generali
40.845
8/12/24
0.74
40.545
0.74
37.666
2.879
7.64
9.69
Brunello Cucinelli
88.813
8/12/24
-1.02
100.451
-11.59
106.706
-6.255
-5.86
9.67
DiaSorin
107.369
8/12/24
0.48
100.054
7.31
93.038
7.016
7.54
1.60
A2A
2.124
8/12/24
0.92
2.027
4.82
1.791
0.236
13.17
5.93
Enel
6.906
8/12/24
0.44
7.087
-2.56
6.217
0.869
13.98
5.73
⇓ freshest
⇓ 7/01/24
⇓ 4/15/24
prc diff
⇓
∅-RS
Azimut
22.418
8/12/24
1.41
24.005
-6.61
25.911
-1.906
-7.36
-2.08
Recordati
53.052
8/12/24
0.24
52.344
1.35
53.119
-0.775
-1.46
2.29
S
Moncler
55.926
8/12/24
-0.50
61.654
-9.29
68.976
-7.322
-10.62
-3.55
Terna
8.130
8/12/24
0.53
7.834
3.78
7.844
-0.009
-0.12
-3.65
S
Stellantis
14.995
8/12/24
-0.57
19.987
-24.98
26.570
-6.583
-24.78
-6.32
STMicroel Italy
28.778
8/12/24
0.49
38.856
-25.94
41.248
-2.392
-5.80
-13.02
ERG
24.971
8/12/24
25.142
-0.68
25.337
-0.195
-0.77
-7.51
Snam
4.685
8/12/24
0.60
4.482
4.52
4.522
-0.040
-0.88
-8.18
S
Tenaris
13.762
8/12/24
0.71
15.279
-9.93
19.290
-4.011
-20.79
-8.93
S
Eni
15.506
8/12/24
1.09
15.587
-0.52
16.505
-0.918
-5.56
-1.36
S
Italgas
5.260
8/12/24
0.08
4.966
5.92
5.399
-0.433
-8.02
-10.57
Interpump
40.137
8/12/24
1.14
43.977
-8.73
44.957
-0.979
-2.18
-8.28
L
Campari
8.560
8/12/24
0.38
9.315
-8.11
9.491
-0.176
-1.86
-16.71
S
Inwit
11.069
8/12/24
0.58
10.394
6.50
10.554
-0.160
-1.52
-11.28
Telecom Italia
0.237
8/12/24
0.55
0.242
-2.17
0.240
0.002
0.88
-13.59
S
Nexi
6.088
8/12/24
0.46
6.206
-1.90
5.824
0.382
6.56
-11.73
MIB - 40 out of 40 instruments rated - 7/01/24 / 4/15/24 - 21 did rise, Market-Ratio(11) in USD = 52.50 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Dollar * 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
772
12.941
19.557
6.616
51
15,108
255
5/15/06 9/04/06 112 - cash -
9/04/06
4/30/07
238
Fiat Chrysler
100
3,710
4.072
8.256
4.184
103
30,631
196
4/30/07 5/21/07 21 - cash -
5/21/07
6/25/07
35
Fiat Chrysler
100
3,825
8.008
8.134
0.126
2
31,113
18
6/25/07 5/18/09 693 - cash -
5/18/09
7/13/09
56
Banca Generali
100
4,811
6.467
7.937
1.470
23
38,186
280
7/13/09 8/31/09 49 - cash -
8/31/09
11/23/09
84
Banca Generali
100
3,835
9.955
12.367
2.412
24
47,436
157
11/23/09 2/07/11 441 - cash -
2/07/11
4/18/11
70
Fiat Chrysler
100
7,277
6.518
5.945
-0.573
-9
43,263
-38
4/18/11 2/06/12 294 - cash -
2/06/12
4/09/12
63
Luxottica
100
1,291
33.496
33.958
0.462
1
43,860
8
4/09/12 9/03/12 147 - cash -
9/03/12
11/19/12
77
Azimut
100
4,349
10.084
11.574
1.490
15
50,339
92
11/19/12 1/14/13 56 - cash -
1/14/13
3/18/13
63
Azimut
100
3,245
15.511
15.778
0.266
2
51,203
10
3/18/13 5/20/13 63 - cash -
5/20/13
7/08/13
49
MFE-MediaForEurope
100
3,195
16.023
20.900
4.877
30
66,785
624
7/08/13 9/09/13 63 - cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
2,056
32.477
46.754
14.277
44
96,139
206
1/06/14 2/24/14 49 - cash -
2/24/14
5/12/14
77
UBI Banca
100
11,446
8.399
8.936
0.537
6
102,284
34
5/12/14 1/26/15 259 - cash -
1/26/15
6/08/15
133
Fiat Chrysler
100
11,423
8.954
10.441
1.487
17
119,270
52
6/08/15 4/25/16 322 - cash -
4/25/16
5/23/16
28
Brembo
100
11,213
10.637
11.511
0.874
8
129,071
180
5/23/16 1/02/17 224 - cash -
1/02/17
3/06/17
63
STMicroel Italy
100
11,412
11.309
15.353
4.043
36
175,212
488
3/06/17 5/08/17 63 - cash -
5/08/17
7/24/17
77
STMicroel Italy
100
10,663
16.431
16.578
0.147
1
176,779
4
7/24/17 3/04/19 588 - cash -
3/04/19
5/27/19
84
Juventus Football
100
12,617
14.010
16.211
2.201
16
204,548
89
5/27/19 12/23/19 210 - cash -
12/23/19
1/20/20
28
STMicroel Italy
100
7,599
26.916
26.903
-0.013
0
204,452
-1
1/20/20 6/01/20 133 - cash -
6/01/20
8/24/20
84
DiaSorin
100
1,011
202.048
193.035
-9.013
-4
195,340
-18
8/24/20 1/11/21 140 - cash -
1/11/21
7/19/21
189
CNH Industrial
100
14,539
13.436
15.250
1.815
14
221,724
28
7/19/21 11/21/22 490 - cash -
11/21/22
4/03/23
133
Unicredit
100
16,331
13.576
19.534
5.957
44
319,015
171
4/03/23 12/25/23 266 - cash -
12/25/23
6/17/24
175
Leonardo
100
19,636
16.246
23.342
7.096
44
458,353
113
6/17/24 7/13/25 391 - cash -
accum 1/16/06
6/17/24 2044
days out of 7132 invested (29%)
4,484
458,353
98
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 4.07 8.26 4.18 102.75 5/21/07 6/25/07 35 8.01 8.13 0.13 1.57 2/07/11 4/18/11 70 6.52 5.94 -0.57 -8.80 1/26/15 6/08/15 133 8.95 10.44 1.49 16.61 119.02 Banca Generali 5/18/09 7/13/09 56 6.47 7.94 1.47 22.73 8/31/09 11/23/09 84 9.95 12.37 2.41 24.23 52.47 Tenaris 1/16/06 5/15/06 119 12.94 19.56 6.62 51.13 51.13 YOOX Net-a-Porter 9/09/13 1/06/14 119 32.48 46.75 14.28 43.96 43.96 Unicredit 11/21/22 4/03/23 133 13.58 19.53 5.96 43.88 43.88 Leonardo 12/25/23 6/17/24 175 16.25 23.34 7.10 43.68 43.68 STMicroel Italy 1/02/17 3/06/17 63 11.31 15.35 4.04 35.75 5/08/17 7/24/17 77 16.43 16.58 0.15 0.89 12/23/19 1/20/20 28 26.92 26.90 -0.01 -0.05 36.90 MFE-MediaForEurope 5/20/13 7/08/13 49 16.02 20.90 4.88 30.44 30.44 Azimut 9/03/12 11/19/12 77 10.08 11.57 1.49 14.77 1/14/13 3/18/13 63 15.51 15.78 0.27 1.72 16.74 Juventus Football 3/04/19 5/27/19 84 14.01 16.21 2.20 15.71 15.71 CNH Industrial 1/11/21 7/19/21 189 13.44 15.25 1.81 13.51 13.51 Brembo 4/25/16 5/23/16 28 10.64 11.51 0.87 8.22 8.22 UBI Banca 2/24/14 5/12/14 77 8.40 8.94 0.54 6.39 6.39 Luxottica 2/06/12 4/09/12 63 33.50 33.96 0.46 1.38 1.38 DiaSorin 6/01/20 8/24/20 84 202.05 193.03 -9.01 -4.46 -4.46
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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