Assessment - FTSE / Milano Italia Borsa - 4/15/24 - RS = 36
⇐
⇓ freshest
⇓ 4/15/24
⇓ 8/07/23
prc diff
⇓
∅-RS
L
MIB 40
33,922.200
Fri
0.12
33,954.300
-0.09
28,547.600
5,406.700
18.94
15.98
L
Leonardo
21.680
Fri
-1.32
22.630
-4.20
13.310
9.320
70.02
64.86
L
Saipem
2.240
Fri
-2.10
2.397
-6.55
1.396
1.001
71.70
63.61
L
Unipol
8.240
Fri
1.35
8.060
2.23
4.997
3.063
61.30
49.18
L
Banca MPS
4.163
Fri
-0.88
4.024
3.45
2.770
1.254
45.27
47.08
L
Unicredit
35.275
Fri
0.56
34.350
2.69
22.625
11.725
51.82
46.75
L
Iveco
12.360
Fri
-1.51
12.600
-1.90
9.406
3.194
33.96
44.53
L
BPER Banca
4.411
Fri
-0.11
4.268
3.35
2.843
1.425
50.12
39.80
L
Stellantis
24.230
Fri
-0.49
25.000
-3.08
17.804
7.196
40.42
35.74
L
Banco BPM
6.390
Fri
0.63
6.160
3.73
4.401
1.759
39.97
33.28
L
Prysmian
50.400
Fri
0.36
50.700
-0.59
35.830
14.870
41.50
31.90
L
Intesa Sanpaolo
3.377
Fri
0.82
3.327
1.52
2.560
0.767
29.94
28.67
L
Ferrari
387.200
Fri
-1.12
389.900
-0.69
281.900
108.000
38.31
27.89
L
Tenaris
17.700
Fri
-0.95
18.150
-2.48
14.875
3.275
22.02
22.66
Pirelli
5.816
Fri
-0.92
5.850
-0.58
4.672
1.178
25.21
22.10
Brunello Cucinelli
97.150
Fri
-0.87
100.400
-3.24
72.400
28.000
38.67
21.10
L
Mediobanca
13.495
Fri
-0.63
13.680
-1.35
11.885
1.795
15.10
19.49
L
Banca Mediolanum
10.170
Fri
-0.10
10.090
0.79
8.416
1.674
19.89
17.62
L
Generali
22.670
Fri
0.62
22.660
0.04
18.790
3.870
20.60
16.22
L
Poste Italiane
11.650
Fri
11.660
-0.09
10.075
1.585
15.73
15.77
Azimut
24.010
Fri
-0.62
24.380
-1.52
20.670
3.710
17.95
12.08
Hera
3.214
Fri
0.44
3.164
1.58
2.596
0.568
21.88
10.57
L
FinecoBank
14.140
Fri
1.43
14.090
0.35
13.570
0.520
3.83
10.45
L
Moncler
65.440
Fri
-0.30
64.900
0.83
62.060
2.840
4.58
9.01
Recordati
49.860
Fri
0.24
49.980
-0.24
43.320
6.660
15.37
8.66
⇓ freshest
⇓ 4/15/24
⇓ 8/07/23
prc diff
⇓
∅-RS
Eni
15.258
Fri
0.18
15.530
-1.75
13.678
1.852
13.54
8.43
Banca Generali
35.340
Fri
-0.90
35.440
-0.28
33.140
2.300
6.94
8.16
Amplifon
31.340
Fri
1.06
30.840
1.62
29.890
0.950
3.18
0.68
S
A2A
1.730
Fri
1.38
1.685
2.64
1.646
0.040
2.40
-1.80
S
Terna
7.426
Fri
2.15
7.380
0.62
7.214
0.166
2.30
-2.37
Italgas
5.070
Fri
0.80
5.080
-0.20
5.090
-0.010
-0.20
-3.10
DiaSorin
91.180
Fri
1.79
87.540
4.16
95.060
-7.520
-7.91
-4.35
S
Enel
5.955
Fri
1.45
5.850
1.79
5.932
-0.082
-1.38
-4.44
S
ERG
24.300
Fri
1.00
23.840
1.93
24.260
-0.420
-1.73
-6.46
S
STMicroel Italy
36.710
Fri
-2.29
38.810
-5.41
44.965
-6.155
-13.69
-7.52
S
Interpump
40.760
Fri
-0.88
42.300
-3.64
45.810
-3.510
-7.66
-7.85
S
Snam
4.284
Fri
0.80
4.255
0.68
4.547
-0.292
-6.42
-8.08
S
Inwit
9.945
Fri
0.96
9.930
0.15
11.185
-1.255
-11.22
-11.55
S
Telecom Italia
0.222
Fri
1.28
0.226
-1.90
0.249
-0.023
-9.23
-15.00
S
Campari
9.476
Fri
1.02
8.930
6.11
12.015
-3.085
-25.68
-17.68
S
Nexi
5.408
Fri
-0.77
5.480
-1.31
7.098
-1.618
-22.80
-19.70
MIB - 40 out of 40 instruments rated - 4/15/24 / 8/07/23 - 29 did rise, Market-Ratio(36) = 72.50 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * 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 8/20/07 595 - cash -
short
8/20/07
7/06/09
686
Unipol
100
240
41.656
14.116
122.926
81.270
195
29,505
78
7/06/09 5/24/10 322 - cash -
5/24/10
8/09/10
77
UnipolSai
100
2,597
11.358
11.885
10.831
-0.527
-5
28,136
-20
8/09/10 8/23/10 14 - cash -
8/23/10
10/25/10
63
UnipolSai
100
2,658
10.585
11.259
9.911
-0.674
-6
26,345
-32
10/25/10 11/15/10 21 - cash -
11/15/10
1/10/11
56
UnipolSai
100
2,751
9.574
8.155
11.240
1.666
17
30,928
185
1/10/11 7/18/11 189 - cash -
7/18/11
4/16/12
273
UnipolSai
100
7,103
4.354
2.015
9.408
5.054
116
66,827
180
4/16/12 6/25/12 70 - cash -
6/25/12
7/30/12
35
A2A
100
162,201
0.412
0.348
0.488
0.076
18
79,122
482
7/30/12 11/12/12 105 - cash -
11/12/12
12/03/12
21
Unipol
100
47,663
1.660
1.536
1.794
0.134
8
85,509
285
12/03/12 10/20/14 686 - cash -
10/20/14
1/26/15
98
YOOX Net-a-Porter
100
5,460
15.660
19.040
12.280
-3.380
-22
67,054
-60
1/26/15 12/14/15 322 - cash -
12/14/15
5/02/16
140
Saipem
100
152
439.048
188.571
1,022.231
583.183
133
155,698
806
5/02/16 5/09/16 7 - cash -
5/09/16
10/17/16
161
Banco BPM
100
31,164
4.996
2.570
9.712
4.716
94
302,670
351
10/17/16 11/21/16 35 - cash -
11/21/16
12/05/16
14
Banco BPM
100
162,725
1.860
2.006
1.714
-0.146
-8
278,912
-88
12/05/16 3/26/18 476 - cash -
3/26/18
4/02/18
7
Leonardo
100
29,874
9.336
9.378
9.294
-0.042
0
277,658
-21
4/02/18 6/11/18 70 - cash -
6/11/18
3/11/19
273
Leonardo
100
30,960
8.968
8.700
9.244
0.276
3
286,212
4
3/11/19 3/09/20 364 - cash -
3/09/20
11/09/20
245
Juventus Football
100
40,782
7.018
7.576
6.460
-0.558
-8
263,455
-12
11/09/20 3/07/22 483 - cash -
3/07/22
3/28/22
21
Saipem
100
6,001
43.895
54.310
33.480
-10.415
-24
200,955
-99
3/28/22 4/11/22 14 - cash -
4/11/22
11/14/22
217
Nexi
100
22,034
9.120
9.760
8.480
-0.640
-7
186,853
-12
11/14/22 12/12/22 28 - cash -
12/12/22
1/02/23
21
Saipem
100
185,094
1.010
1.184
0.835
-0.175
-17
154,554
-96
1/02/23 10/30/23 301 - cash -
10/30/23
11/06/23
7
Nexi
100
28,547
5.414
5.952
4.876
-0.538
-10
139,196
-100
11/06/23 4/20/24 166 - cash -
accum 8/20/07
11/06/23 2415
days out of 6683 invested (36%)
1,292
139,196
49
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 41.66 14.12 122.93 81.27 195.10 11/12/12 12/03/12 21 1.66 1.54 1.79 0.13 8.07 218.92 UnipolSai 5/24/10 8/09/10 77 11.36 11.89 10.83 -0.53 -4.64 8/23/10 10/25/10 63 10.59 11.26 9.91 -0.67 -6.37 11/15/10 1/10/11 56 9.57 8.16 11.24 1.67 17.40 7/18/11 4/16/12 273 4.35 2.02 9.41 5.05 116.08 126.50 Banco BPM 5/09/16 10/17/16 161 5.00 2.57 9.71 4.72 94.40 11/21/16 12/05/16 14 1.86 2.01 1.71 -0.15 -7.85 79.14 Saipem 12/14/15 5/02/16 140 439.05 188.57 1,022.23 583.18 132.83 3/07/22 3/28/22 21 43.90 54.31 33.48 -10.42 -23.73 12/12/22 1/02/23 21 1.01 1.18 0.84 -0.17 -17.29 46.89 A2A 6/25/12 7/30/12 35 0.41 0.35 0.49 0.08 18.40 18.40 Leonardo 3/26/18 4/02/18 7 9.34 9.38 9.29 -0.04 -0.45 6/11/18 3/11/19 273 8.97 8.70 9.24 0.28 3.08 2.62 Juventus Football 3/09/20 11/09/20 245 7.02 7.58 6.46 -0.56 -7.95 -7.95 Nexi 4/11/22 11/14/22 217 9.12 9.76 8.48 -0.64 -7.02 10/30/23 11/06/23 7 5.41 5.95 4.88 -0.54 -9.94 -16.26 YOOX Net-a-Porter 10/20/14 1/26/15 98 15.66 19.04 12.28 -3.38 -21.58 -21.58
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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