Assessment - FTSE / Milano Italia Borsa - 3/27/23 - RS = 11
⇐
instrument
freshest
⇓ 3/27/23
⇓ 1/09/23
prc diff
⇓
⇓
MIB 40
27,113.900
Fri
0.34
26,206.700
3.46
25,385.100
821.600
3.24
10.93
L
A2A
1.470
Fri
1.14
1.438
2.23
1.323
0.115
8.69
10.80
L
Amplifon
31.940
Fri
-0.22
30.660
4.17
27.840
2.820
10.13
5.39
Azimut
19.700
Fri
-0.20
19.335
1.89
21.800
-2.465
-11.31
3.74
S
Banca Generali
29.380
Fri
0.07
28.840
1.87
33.620
-4.780
-14.22
-4.51
Banca Mediolanum
8.358
Fri
-0.14
8.156
2.48
8.284
-0.128
-1.55
11.60
Banco BPM
3.605
Fri
-1.37
3.438
4.86
3.622
-0.184
-5.08
13.63
BPER Banca
2.273
Fri
-0.74
2.236
1.65
2.093
0.143
6.83
25.42
L
Buzzi Unicem
22.360
Fri
-1.80
21.880
2.19
19.515
2.365
12.12
23.80
L
Campari
11.250
Fri
1.35
11.090
1.44
9.990
1.100
11.01
11.27
CNH Industrial
14.080
Fri
0.43
13.615
3.42
15.695
-2.080
-13.25
1.09
DiaSorin
97.060
Fri
-1.40
98.000
-0.96
127.600
-29.600
-23.20
-22.12
L
Enel
5.627
Fri
0.30
5.464
2.98
5.599
-0.135
-2.41
4.65
S
Eni
12.906
Fri
0.12
12.308
4.86
13.944
-1.636
-11.73
-4.14
S
ERG
27.960
Fri
2.19
26.940
3.79
27.600
-0.660
-2.39
-10.94
L
Ferrari
249.300
Fri
1.18
247.000
0.93
216.000
31.000
14.35
21.87
FinecoBank
14.140
Fri
-1.87
13.790
2.54
16.635
-2.845
-17.10
3.09
L
Generali
18.380
Fri
0.44
17.840
3.03
17.180
0.660
3.84
8.27
Hera
2.602
Fri
0.62
2.521
3.21
2.640
-0.119
-4.51
-7.21
L
Interpump
51.650
Fri
0.49
49.620
4.09
47.620
2.000
4.20
20.87
Intesa Sanpaolo
2.368
Fri
0.11
2.272
4.23
2.229
0.043
1.93
14.71
L
Inwit
12.120
Fri
-0.16
11.990
1.08
9.784
2.206
22.55
22.14
Italgas
5.625
Fri
0.27
5.550
1.35
5.365
0.185
3.45
1.07
Iveco
8.725
Fri
-0.51
8.853
-1.45
6.176
2.677
43.35
48.81
L
Leonardo
10.820
Fri
-0.55
10.975
-1.41
8.078
2.897
35.86
24.12
instrument
freshest
⇓ 3/27/23
⇓ 1/09/23
prc diff
⇓
⇓
Mediobanca
9.268
Fri
0.09
8.950
3.55
9.356
-0.406
-4.34
-0.56
L
Moncler
63.540
Fri
1.79
60.700
4.68
52.680
8.020
15.22
27.82
S
Nexi
7.486
Fri
2.69
7.100
5.44
7.862
-0.762
-9.69
-15.72
Pirelli
4.622
Fri
1.38
4.394
5.19
4.552
-0.158
-3.47
4.33
Poste Italiane
9.412
Fri
0.02
9.354
0.62
9.588
-0.234
-2.44
3.17
Prysmian
38.700
Fri
0.81
36.560
5.85
35.010
1.550
4.43
14.97
L
Recordati
38.960
Fri
-0.76
39.960
-2.50
39.340
0.620
1.58
-2.16
L
Saipem
1.383
Fri
1.39
1.290
7.25
1.261
0.029
2.30
0.32
Snam
4.889
Fri
-0.43
4.819
1.45
4.797
0.022
0.46
-0.65
L
Stellantis
16.736
Fri
0.94
16.230
3.12
14.554
1.676
11.52
17.83
L
STMicroel Italy
48.950
Fri
0.74
45.835
6.80
37.295
8.540
22.90
26.99
L
Telecom Italia
0.304
Fri
0.80
0.288
5.52
0.249
0.040
15.92
19.98
S
Tenaris
13.100
Fri
0.23
12.945
1.20
15.835
-2.890
-18.25
-11.25
Terna
7.566
Fri
-0.58
7.596
-0.39
7.234
0.362
5.00
4.15
Unicredit
17.410
Fri
-0.29
16.430
5.96
14.612
1.818
12.44
45.15
Unipol
4.741
Fri
-0.57
4.643
2.11
4.746
-0.103
-2.17
1.56
MIB - 40 out of 40 instruments rated - 3/27/23 / 1/09/23 - 23 did rise, Market-Ratio(11) = 57.50 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * 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
938
10.657
15.129
4.472
42
14,195
193
5/15/06 9/04/06 112 - cash -
9/04/06
4/30/07
238
Fiat Chrysler
100
4,474
3.172
6.047
2.875
91
27,057
169
4/30/07 5/21/07 21 - cash -
5/21/07
6/25/07
35
Fiat Chrysler
100
4,564
5.928
6.039
0.111
2
27,564
21
6/25/07 5/18/09 693 - cash -
5/18/09
7/13/09
56
Banca Generali
100
5,751
4.793
5.695
0.903
19
32,754
208
7/13/09 8/31/09 49 - cash -
8/31/09
11/23/09
84
Banca Generali
100
4,706
6.960
8.320
1.360
20
39,155
117
11/23/09 2/07/11 441 - cash -
2/07/11
4/18/11
70
Fiat Chrysler
100
8,156
4.800
4.120
-0.681
-14
33,604
-55
4/18/11 2/06/12 294 - cash -
2/06/12
4/09/12
63
Luxottica
100
1,319
25.470
25.930
0.460
2
34,211
11
4/09/12 9/03/12 147 - cash -
9/03/12
11/19/12
77
Azimut
100
4,266
8.019
9.083
1.064
13
38,750
81
11/19/12 1/14/13 56 - cash -
1/14/13
3/18/13
63
Azimut
100
3,333
11.624
12.066
0.442
4
40,223
24
3/18/13 5/20/13 63 - cash -
5/20/13
7/08/13
49
MFE-MediaForEurope
100
16,115
2.496
3.258
0.762
31
52,503
628
7/08/13 9/09/13 63 - cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
2,142
24.500
34.300
9.800
40
73,494
181
1/06/14 2/24/14 49 - cash -
2/24/14
5/12/14
77
UBI Banca
100
12,018
6.115
6.495
0.380
6
78,061
33
5/12/14 1/26/15 259 - cash -
1/26/15
6/08/15
133
Fiat Chrysler
100
9,799
7.966
9.247
1.281
16
90,614
51
6/08/15 4/25/16 322 - cash -
4/25/16
5/23/16
28
Brembo
100
9,600
9.438
10.260
0.822
9
98,505
197
5/23/16 1/02/17 224 - cash -
1/02/17
3/06/17
63
STMicroel Italy
100
9,112
10.810
14.500
3.690
34
132,128
448
3/06/17 5/08/17 63 - cash -
5/08/17
7/24/17
77
STMicroel Italy
100
8,785
15.040
14.240
-0.800
-5
125,100
-23
7/24/17 3/04/19 588 - cash -
3/04/19
5/27/19
84
Juventus Football
100
101,213
1.236
1.448
0.212
17
146,557
99
5/27/19 12/23/19 210 - cash -
12/23/19
1/20/20
28
STMicroel Italy
100
6,038
24.270
24.030
-0.240
-1
145,108
-12
1/20/20 6/01/20 133 - cash -
6/01/20
8/24/20
84
DiaSorin
100
799
181.500
163.500
-18.000
-10
130,726
-36
8/24/20 1/11/21 140 - cash -
1/11/21
7/19/21
189
CNH Industrial
100
11,841
11.040
12.920
1.880
17
152,987
35
7/19/21 11/21/22 490 - cash -
11/21/22
3/31/23
130
Unicredit
100
11,534
13.264
17.410
4.146
31
200,807
115
accum 1/16/06
3/31/23 1868
days out of 6299 invested (30%)
1,908
200,807
80
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 3.17 6.05 2.87 90.62 5/21/07 6/25/07 35 5.93 6.04 0.11 1.88 2/07/11 4/18/11 70 4.80 4.12 -0.68 -14.18 1/26/15 6/08/15 133 7.97 9.25 1.28 16.08 93.47 Banca Generali 5/18/09 7/13/09 56 4.79 5.70 0.90 18.83 8/31/09 11/23/09 84 6.96 8.32 1.36 19.54 42.05 Tenaris 1/16/06 5/15/06 119 10.66 15.13 4.47 41.96 41.96 YOOX Net-a-Porter 9/09/13 1/06/14 119 24.50 34.30 9.80 40.00 40.00 Unicredit 11/21/22 3/31/23 130 13.26 17.41 4.15 31.26 31.26 MFE-MediaForEurope 5/20/13 7/08/13 49 2.50 3.26 0.76 30.53 30.53 STMicroel Italy 1/02/17 3/06/17 63 10.81 14.50 3.69 34.14 5/08/17 7/24/17 77 15.04 14.24 -0.80 -5.32 12/23/19 1/20/20 28 24.27 24.03 -0.24 -0.99 25.74 Azimut 9/03/12 11/19/12 77 8.02 9.08 1.06 13.27 1/14/13 3/18/13 63 11.62 12.07 0.44 3.80 17.58 Juventus Football 3/04/19 5/27/19 84 1.24 1.45 0.21 17.15 17.15 CNH Industrial 1/11/21 7/19/21 189 11.04 12.92 1.88 17.03 17.03 Brembo 4/25/16 5/23/16 28 9.44 10.26 0.82 8.71 8.71 UBI Banca 2/24/14 5/12/14 77 6.12 6.50 0.38 6.21 6.21 Luxottica 2/06/12 4/09/12 63 25.47 25.93 0.46 1.81 1.81 DiaSorin 6/01/20 8/24/20 84 181.50 163.50 -18.00 -9.92 -9.92
Annotations
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
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