Assessment - FTSE / Milano Italia Borsa in Pound sterling - 7/01/24 - RS = 11
⇐
⇓ freshest
⇓ 7/01/24
⇓ 4/15/24
prc diff
⇓
∅-RS
MIB 40
27,090.205
8/12/24
0.46
28,607.439
-5.30
28,975.581
-368.142
-1.27
8.95
L
Unipol
7.615
8/12/24
0.06
8.005
-4.88
6.878
1.127
16.39
56.50
Banca MPS
4.387
8/12/24
2.17
3.970
10.49
3.434
0.536
15.61
47.03
Leonardo
18.590
8/12/24
1.20
18.514
0.41
19.312
-0.798
-4.13
36.72
L
Prysmian
50.111
8/12/24
0.58
48.108
4.16
43.266
4.842
11.19
35.65
BPER Banca
4.043
8/12/24
-0.27
4.239
-4.62
3.642
0.597
16.39
45.03
Unicredit
29.332
8/12/24
0.38
30.719
-4.52
29.313
1.406
4.80
35.56
Saipem
1.691
8/12/24
0.63
2.035
-16.91
2.046
-0.011
-0.53
47.32
Intesa Sanpaolo
2.945
8/12/24
0.54
3.039
-3.10
2.839
0.200
7.05
27.42
Pirelli
4.451
8/12/24
0.50
4.765
-6.59
4.992
-0.227
-4.55
10.72
Ferrari
327.255
8/12/24
324.285
0.92
332.729
-8.444
-2.54
15.56
Poste Italiane
10.088
8/12/24
10.377
-2.78
9.950
0.426
4.29
14.85
Banco BPM
4.906
8/12/24
-0.31
5.274
-6.98
5.257
0.017
0.33
21.18
Banca Mediolanum
8.680
8/12/24
1.29
8.985
-3.40
8.611
0.375
4.35
16.62
Iveco
7.332
8/12/24
-0.21
9.023
-18.74
10.752
-1.729
-16.08
11.74
L
Amplifon
23.884
8/12/24
1.33
28.186
-15.26
26.318
1.868
7.10
7.76
Generali
19.048
8/12/24
1.35
20.304
-6.18
19.337
0.967
5.00
16.18
Mediobanca
11.904
8/12/24
0.94
11.955
-0.43
11.674
0.281
2.41
14.27
Hera
2.795
8/12/24
0.37
2.746
1.79
2.700
0.046
1.69
8.23
FinecoBank
12.248
8/12/24
0.94
12.036
1.76
12.024
0.012
0.10
7.54
Banca Generali
32.310
8/12/24
0.74
32.072
0.74
30.243
1.829
6.05
9.27
Brunello Cucinelli
70.253
8/12/24
-1.02
79.459
-11.59
85.678
-6.219
-7.26
9.20
DiaSorin
84.932
8/12/24
0.48
79.145
7.31
74.704
4.441
5.95
1.19
A2A
1.680
8/12/24
0.92
1.603
4.82
1.438
0.165
11.49
5.54
Enel
5.462
8/12/24
0.44
5.606
-2.56
4.992
0.614
12.29
5.31
⇓ freshest
⇓ 7/01/24
⇓ 4/15/24
prc diff
⇓
∅-RS
Azimut
17.733
8/12/24
1.41
18.989
-6.61
20.805
-1.816
-8.73
-2.47
Recordati
41.965
8/12/24
0.24
41.405
1.35
42.651
-1.246
-2.92
1.91
S
Moncler
44.239
8/12/24
-0.50
48.770
-9.29
55.384
-6.614
-11.94
-3.97
Terna
6.431
8/12/24
0.53
6.197
3.78
6.298
-0.101
-1.60
-4.02
S
Stellantis
11.862
8/12/24
-0.57
15.810
-24.98
21.334
-5.524
-25.89
-6.67
STMicroel Italy
22.764
8/12/24
0.49
30.736
-25.94
33.119
-2.383
-7.20
-13.38
ERG
19.752
8/12/24
19.888
-0.68
20.344
-0.456
-2.24
-7.91
Snam
3.706
8/12/24
0.60
3.546
4.52
3.631
-0.085
-2.35
-8.53
S
Tenaris
10.886
8/12/24
0.71
12.086
-9.93
15.489
-3.402
-21.97
-9.24
S
Eni
12.265
8/12/24
1.09
12.330
-0.52
13.253
-0.923
-6.96
-1.67
S
Italgas
4.161
8/12/24
0.08
3.928
5.92
4.335
-0.407
-9.38
-10.92
Interpump
31.750
8/12/24
1.14
34.787
-8.73
36.098
-1.310
-3.63
-8.66
L
Campari
6.771
8/12/24
0.38
7.368
-8.11
7.621
-0.252
-3.31
-17.02
S
Inwit
8.756
8/12/24
0.58
8.222
6.50
8.474
-0.252
-2.98
-11.61
Telecom Italia
0.188
8/12/24
0.55
0.192
-2.17
0.193
-0.001
-0.62
-13.89
S
Nexi
4.816
8/12/24
0.46
4.909
-1.90
4.676
0.233
4.98
-12.14
MIB - 40 out of 40 instruments rated - 7/01/24 / 4/15/24 - 19 did rise, Market-Ratio(11) in GBP = 47.50 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Pound sterling * 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
1,373
7.281
10.324
3.043
42
14,178
192
5/15/06 9/04/06 112 - cash -
9/04/06
4/30/07
238
Fiat Chrysler
100
6,634
2.137
4.133
1.995
93
27,416
175
4/30/07 5/21/07 21 - cash -
5/21/07
6/25/07
35
Fiat Chrysler
100
6,761
4.054
4.068
0.014
0
27,510
4
6/25/07 5/18/09 693 - cash -
5/18/09
7/13/09
56
Banca Generali
100
6,457
4.260
4.895
0.635
15
31,612
147
7/13/09 8/31/09 49 - cash -
8/31/09
11/23/09
84
Banca Generali
100
5,166
6.119
7.492
1.373
22
38,705
141
11/23/09 2/07/11 441 - cash -
2/07/11
4/18/11
70
Fiat Chrysler
100
9,563
4.047
3.641
-0.406
-10
34,821
-42
4/18/11 2/06/12 294 - cash -
2/06/12
4/09/12
63
Luxottica
100
1,643
21.186
21.392
0.206
1
35,160
6
4/09/12 9/03/12 147 - cash -
9/03/12
11/19/12
77
Azimut
100
5,530
6.357
7.287
0.930
15
40,302
91
11/19/12 1/14/13 56 - cash -
1/14/13
3/18/13
63
Azimut
100
4,190
9.617
10.438
0.822
9
43,746
61
3/18/13 5/20/13 63 - cash -
5/20/13
7/08/13
49
MFE-MediaForEurope
100
4,141
10.562
14.039
3.477
33
58,143
733
7/08/13 9/09/13 63 - cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
2,809
20.693
28.479
7.787
38
80,016
166
1/06/14 2/24/14 49 - cash -
2/24/14
5/12/14
77
UBI Banca
100
15,870
5.042
5.297
0.256
5
84,071
26
5/12/14 1/26/15 259 - cash -
1/26/15
6/08/15
133
Fiat Chrysler
100
14,161
5.936
6.803
0.867
15
96,345
45
6/08/15 4/25/16 322 - cash -
4/25/16
5/23/16
28
Brembo
100
13,119
7.344
7.949
0.606
8
104,291
181
5/23/16 1/02/17 224 - cash -
1/02/17
3/06/17
63
STMicroel Italy
100
11,324
9.209
12.338
3.129
34
139,724
444
3/06/17 5/08/17 63 - cash -
5/08/17
7/24/17
77
STMicroel Italy
100
11,006
12.695
12.726
0.031
0
140,066
1
7/24/17 3/04/19 588 - cash -
3/04/19
5/27/19
84
Juventus Football
100
13,183
10.624
12.779
2.155
20
168,472
123
5/27/19 12/23/19 210 - cash -
12/23/19
1/20/20
28
STMicroel Italy
100
8,099
20.801
20.439
-0.362
-2
165,539
-20
1/20/20 6/01/20 133 - cash -
6/01/20
8/24/20
84
DiaSorin
100
1,021
162.029
147.636
-14.393
-9
150,844
-33
8/24/20 1/11/21 140 - cash -
1/11/21
7/19/21
189
CNH Industrial
100
15,187
9.932
11.153
1.221
12
169,383
25
7/19/21 11/21/22 490 - cash -
11/21/22
4/03/23
133
Unicredit
100
14,719
11.507
15.743
4.235
37
231,720
136
4/03/23 12/25/23 266 - cash -
12/25/23
6/17/24
175
Leonardo
100
18,103
12.799
18.429
5.629
44
333,629
114
6/17/24 1/28/25 225 - cash -
accum 1/16/06
6/17/24 2044
days out of 6966 invested (29%)
3,236
333,629
87
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 2.14 4.13 2.00 93.37 5/21/07 6/25/07 35 4.05 4.07 0.01 0.34 2/07/11 4/18/11 70 4.05 3.64 -0.41 -10.03 1/26/15 6/08/15 133 5.94 6.80 0.87 14.60 100.05 Leonardo 12/25/23 6/17/24 175 12.80 18.43 5.63 43.98 43.98 Tenaris 1/16/06 5/15/06 119 7.28 10.32 3.04 41.80 41.80 Banca Generali 5/18/09 7/13/09 56 4.26 4.90 0.64 14.91 8/31/09 11/23/09 84 6.12 7.49 1.37 22.44 40.70 YOOX Net-a-Porter 9/09/13 1/06/14 119 20.69 28.48 7.79 37.63 37.63 Unicredit 11/21/22 4/03/23 133 11.51 15.74 4.24 36.80 36.80 MFE-MediaForEurope 5/20/13 7/08/13 49 10.56 14.04 3.48 32.92 32.92 STMicroel Italy 1/02/17 3/06/17 63 9.21 12.34 3.13 33.98 5/08/17 7/24/17 77 12.70 12.73 0.03 0.24 12/23/19 1/20/20 28 20.80 20.44 -0.36 -1.74 31.97 Azimut 9/03/12 11/19/12 77 6.36 7.29 0.93 14.63 1/14/13 3/18/13 63 9.62 10.44 0.82 8.55 24.42 Juventus Football 3/04/19 5/27/19 84 10.62 12.78 2.15 20.28 20.28 CNH Industrial 1/11/21 7/19/21 189 9.93 11.15 1.22 12.29 12.29 Brembo 4/25/16 5/23/16 28 7.34 7.95 0.61 8.25 8.25 UBI Banca 2/24/14 5/12/14 77 5.04 5.30 0.26 5.07 5.07 Luxottica 2/06/12 4/09/12 63 21.19 21.39 0.21 0.97 0.97 DiaSorin 6/01/20 8/24/20 84 162.03 147.64 -14.39 -8.88 -8.88
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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