Assessment - FTSE / Milano Italia Borsa - 1/23/23 - RS = 28
⇐
⇓ freshest
⇓ 1/23/23
⇓ 7/11/22
prc diff
⇓
∅-RS
L
MIB 40
26,336.000
Mon
-0.38
25,821.400
1.99
21,567.700
4,253.700
19.72
10.41
L
Unicredit
15.926
Mon
0.23
15.030
5.96
9.278
5.752
62.00
39.95
L
BPER Banca
2.430
Mon
-0.04
2.307
5.33
1.442
0.866
60.04
36.63
L
Banco BPM
4.020
Mon
-0.37
3.860
4.15
2.501
1.359
54.34
34.19
Iveco
7.453
Mon
-1.55
7.270
2.52
5.036
2.234
44.36
23.46
L
Azimut
22.920
Mon
-0.61
22.980
-0.26
16.765
6.215
37.07
23.44
L
FinecoBank
16.335
Mon
-0.52
16.230
0.65
11.850
4.380
36.96
22.67
L
Prysmian
37.130
Mon
-0.99
37.170
-0.11
26.400
10.770
40.80
21.62
L
Interpump
47.660
Mon
-2.22
49.400
-3.52
38.000
11.400
30.00
21.29
L
Moncler
57.320
Mon
-0.80
56.220
1.96
40.830
15.390
37.69
20.02
L
CNH Industrial
16.270
Mon
0.62
15.785
3.07
11.055
4.730
42.79
19.42
L
Banca Mediolanum
8.768
Mon
0.78
8.536
2.72
6.258
2.278
36.40
19.03
Tenaris
16.215
Mon
-1.55
16.245
-0.18
12.755
3.490
27.36
17.49
L
Ferrari
232.400
Mon
-0.13
224.100
3.70
191.000
33.100
17.33
14.92
L
Intesa Sanpaolo
2.344
Mon
-0.30
2.240
4.67
1.732
0.508
29.30
13.58
L
Buzzi Unicem
20.580
Mon
0.44
19.570
5.16
16.885
2.685
15.90
13.51
L
Eni
14.170
Mon
-0.84
14.400
-1.60
11.200
3.200
28.57
12.79
L
Banca Generali
34.000
Mon
34.060
-0.18
26.110
7.950
30.45
12.26
L
STMicroel Italy
43.595
Mon
-0.15
39.060
11.61
30.765
8.295
26.96
10.80
L
Leonardo
9.616
Mon
0.69
9.218
4.32
10.005
-0.787
-7.87
10.70
L
Generali
18.010
Mon
0.39
17.840
0.95
15.170
2.670
17.60
8.48
L
Mediobanca
9.938
Mon
0.38
9.624
3.26
8.344
1.280
15.34
7.76
Pirelli
4.550
Mon
-0.74
4.603
-1.15
4.065
0.538
13.23
7.36
L
Inwit
10.115
Mon
0.95
10.150
-0.34
9.948
0.202
2.03
5.96
L
Unipol
4.840
Mon
-0.33
4.793
0.98
4.175
0.618
14.80
5.79
⇓ freshest
⇓ 1/23/23
⇓ 7/11/22
prc diff
⇓
∅-RS
L
Telecom Italia
0.266
Mon
4.64
0.260
2.31
0.260
-0.000
-0.04
5.57
L
Poste Italiane
9.744
Mon
-0.37
9.628
1.20
8.524
1.104
12.95
5.22
L
A2A
1.388
Mon
-1.35
1.373
1.09
1.242
0.131
10.55
3.87
L
Enel
5.433
Mon
-1.04
5.466
-0.60
5.242
0.224
4.27
2.26
L
Stellantis
14.024
Mon
-1.24
14.016
0.06
12.200
1.816
14.89
1.85
L
Terna
7.306
Mon
0.22
7.334
-0.38
7.476
-0.142
-1.90
1.57
L
Campari
9.664
Mon
0.15
9.976
-3.13
10.405
-0.429
-4.12
0.52
L
Italgas
5.410
Mon
-1.46
5.495
-1.55
5.455
0.040
0.73
-0.42
L
Recordati
41.250
Mon
1.20
41.430
-0.43
43.810
-2.380
-5.43
-0.75
DiaSorin
120.500
Mon
-3.17
125.300
-3.83
136.200
-10.900
-8.00
-2.28
L
Snam
4.710
Mon
-0.63
4.753
-0.90
5.010
-0.257
-5.13
-2.46
L
Hera
2.653
Mon
-2.07
2.684
-1.15
2.800
-0.116
-4.14
-5.62
S
ERG
27.600
Mon
-0.93
27.660
-0.22
30.980
-3.320
-10.72
-7.61
L
Saipem
1.408
Mon
1.15
1.387
1.55
3.789
-2.403
-63.41
-9.09
L
Nexi
8.056
Mon
-0.91
8.148
-1.13
8.112
0.036
0.44
-9.51
L
Amplifon
25.540
Mon
-0.78
25.860
-1.24
31.320
-5.460
-17.43
-14.95
MIB - 40 out of 40 instruments rated - 1/23/23 / 7/11/22 - 29 did rise, Market-Ratio(28) = 72.50 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * 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
978
10.224
13.792
3.568
35
13,490
54
short
9/18/06
11/27/06
70
MFE-MediaForEurope
100
1,604
8.405
8.932
7.878
-0.527
-6
12,644
-29
long
11/27/06
7/30/07
245
Fiat Chrysler
100
3,267
3.870
5.969
2.099
54
19,502
91
short
7/30/07
8/17/09
749
Telecom Italia
100
10,052
1.940
1.034
3.640
1.700
88
36,588
36
long
8/17/09
4/26/10
252
Banca Generali
100
5,502
6.650
8.315
1.665
25
45,749
38
short
4/26/10
12/20/10
238
Unipol
100
3,190
14.338
9.300
22.105
7.767
54
70,527
94
long
12/20/10
6/27/11
189
Exor
100
3,023
23.330
20.230
-3.100
-13
61,155
-24
short
6/27/11
11/05/12
497
UnipolSai
100
11,921
5.130
0.935
28.146
23.016
449
335,534
249
long
11/05/12
8/04/14
637
Azimut
100
36,063
9.304
18.460
9.156
98
665,727
48
short
8/04/14
1/26/15
175
YOOX Net-a-Porter
100
36,043
18.470
19.040
17.900
-0.570
-3
645,182
-6
long
1/26/15
9/21/15
238
Fiat Chrysler
100
80,990
7.966
8.487
0.520
7
687,329
10
short
9/21/15
12/26/16
462
Saipem
100
1,419
484.286
244.286
960.075
475.789
98
1,362,474
72
long
12/26/16
11/27/17
336
STMicroel Italy
100
126,741
10.750
20.210
9.460
88
2,561,444
99
short
11/27/17
1/08/18
42
Leonardo
100
250,630
10.220
10.570
9.870
-0.350
-3
2,473,724
-26
long
1/08/18
2/12/18
35
Fiat Chrysler
100
136,549
18.116
17.656
-0.460
-3
2,410,911
-24
short
2/12/18
4/29/19
441
Leonardo
100
279,040
8.640
10.415
6.865
-1.775
-21
1,915,615
-17
long
4/29/19
3/02/20
308
Azimut
100
106,571
17.975
18.590
0.615
3
1,981,156
4
short
3/02/20
9/28/20
210
Juventus Football
100
2,133,027
0.929
0.865
0.998
0.069
7
2,128,335
13
long
9/28/20
2/01/21
126
DiaSorin
100
12,460
170.800
180.000
9.200
5
2,242,967
16
short
2/01/21
2/08/21
7
BPER Banca
100
1,463,122
1.533
1.910
1.157
-0.377
-25
1,692,102
-100
long
2/08/21
1/24/22
350
CNH Industrial
100
142,313
11.890
13.125
1.235
10
1,867,858
11
short
1/24/22
1/31/22
7
Nexi
100
144,403
12.935
12.910
12.960
0.025
0
1,871,468
11
long
1/31/22
2/07/22
7
Unicredit
100
133,771
13.990
14.784
0.794
6
1,977,682
1,679
short
2/07/22
1/30/23
357
Saipem
100
34,423
57.452
1.408
2,344.270
2,286.818
3,980
80,696,822
4,334
accum 1/09/06
1/30/23 6231
days out of 6238 invested (100%)
806,868
80,696,822
69
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 12/26/16 462 484.29 244.29 960.08 475.79 98.25 short 2/07/22 1/30/23 357 57.45 1.41 2,344.27 2,286.82 3,980.40 7,989.20 UnipolSai short 6/27/11 11/05/12 497 5.13 0.94 28.15 23.02 448.66 448.66 Azimut long 11/05/12 8/04/14 637 9.30 18.46 9.16 98.41 long 4/29/19 3/02/20 308 17.98 18.59 0.61 3.42 105.20 STMicroel Italy long 12/26/16 11/27/17 336 10.75 20.21 9.46 88.00 88.00 Telecom Italia short 7/30/07 8/17/09 749 1.94 1.03 3.64 1.70 87.62 87.62 Fiat Chrysler long 11/27/06 7/30/07 245 3.87 5.97 2.10 54.24 long 1/26/15 9/21/15 238 7.97 8.49 0.52 6.53 long 1/08/18 2/12/18 35 18.12 17.66 -0.46 -2.54 60.14 Unipol short 4/26/10 12/20/10 238 14.34 9.30 22.11 7.77 54.17 54.17 Tenaris long 1/09/06 9/18/06 252 10.22 13.79 3.57 34.90 34.90 Banca Generali long 8/17/09 4/26/10 252 6.65 8.32 1.67 25.04 25.04 CNH Industrial long 2/08/21 1/24/22 350 11.89 13.13 1.24 10.39 10.39 Juventus Football short 3/02/20 9/28/20 210 0.93 0.86 1.00 0.07 7.43 7.43 Unicredit long 1/31/22 2/07/22 7 13.99 14.78 0.79 5.68 5.68 DiaSorin long 9/28/20 2/01/21 126 170.80 180.00 9.20 5.39 5.39 Nexi short 1/24/22 1/31/22 7 12.94 12.91 12.96 0.03 0.19 0.19 YOOX Net-a-Porter short 8/04/14 1/26/15 175 18.47 19.04 17.90 -0.57 -3.09 -3.09 MFE-MediaForEurope short 9/18/06 11/27/06 70 8.41 8.93 7.88 -0.53 -6.27 -6.27 Exor long 12/20/10 6/27/11 189 23.33 20.23 -3.10 -13.29 -13.29 Leonardo short 11/27/17 1/08/18 42 10.22 10.57 9.87 -0.35 -3.42 short 2/12/18 4/29/19 441 8.64 10.42 6.87 -1.78 -20.54 -23.27 BPER Banca short 2/01/21 2/08/21 7 1.53 1.91 1.16 -0.38 -24.56 -24.56
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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