Assessment - FTSE / Milano Italia Borsa - 7/01/24 - RS = 11
⇐
⇓ freshest
⇓ 7/01/24
⇓ 4/15/24
prc diff
⇓
∅-RS
MIB 40
31,928.300
8/12/24
0.46
33,716.500
-5.30
33,954.300
-237.800
-0.70
8.06
L
Unipol
8.975
8/12/24
0.06
9.435
-4.88
8.060
1.375
17.06
55.74
Banca MPS
5.170
8/12/24
2.17
4.679
10.49
4.024
0.655
16.28
41.38
Leonardo
21.910
8/12/24
1.20
21.820
0.41
22.630
-0.810
-3.58
40.38
L
Prysmian
59.060
8/12/24
0.58
56.700
4.16
50.700
6.000
11.83
38.34
BPER Banca
4.765
8/12/24
-0.27
4.996
-4.62
4.268
0.728
17.06
31.96
Unicredit
34.570
8/12/24
0.38
36.205
-4.52
34.350
1.855
5.40
27.09
Saipem
1.993
8/12/24
0.63
2.398
-16.91
2.397
0.001
0.04
26.87
Intesa Sanpaolo
3.471
8/12/24
0.54
3.582
-3.10
3.327
0.255
7.67
22.08
Pirelli
5.246
8/12/24
0.50
5.616
-6.59
5.850
-0.234
-4.00
19.13
Ferrari
385.700
8/12/24
382.200
0.92
389.900
-7.700
-1.97
18.71
Poste Italiane
11.890
8/12/24
12.230
-2.78
11.660
0.570
4.89
18.16
Banco BPM
5.782
8/12/24
-0.31
6.216
-6.98
6.160
0.056
0.91
18.12
Banca Mediolanum
10.230
8/12/24
1.29
10.590
-3.40
10.090
0.500
4.96
16.83
Iveco
8.642
8/12/24
-0.21
10.635
-18.74
12.600
-1.965
-15.60
13.05
L
Amplifon
28.150
8/12/24
1.33
33.220
-15.26
30.840
2.380
7.72
12.85
Generali
22.450
8/12/24
1.35
23.930
-6.18
22.660
1.270
5.60
12.54
Mediobanca
14.030
8/12/24
0.94
14.090
-0.43
13.680
0.410
3.00
12.29
Hera
3.294
8/12/24
0.37
3.236
1.79
3.164
0.072
2.28
10.33
FinecoBank
14.435
8/12/24
0.94
14.185
1.76
14.090
0.095
0.67
8.57
Banca Generali
38.080
8/12/24
0.74
37.800
0.74
35.440
2.360
6.66
8.56
Brunello Cucinelli
82.800
8/12/24
-1.02
93.650
-11.59
100.400
-6.750
-6.72
7.85
DiaSorin
100.100
8/12/24
0.48
93.280
7.31
87.540
5.740
6.56
6.70
A2A
1.981
8/12/24
0.92
1.890
4.82
1.685
0.205
12.14
4.14
Enel
6.438
8/12/24
0.44
6.607
-2.56
5.850
0.757
12.94
2.05
⇓ freshest
⇓ 7/01/24
⇓ 4/15/24
prc diff
⇓
∅-RS
Azimut
20.900
8/12/24
1.41
22.380
-6.61
24.380
-2.000
-8.20
0.56
Recordati
49.460
8/12/24
0.24
48.800
1.35
49.980
-1.180
-2.36
0.41
S
Moncler
52.140
8/12/24
-0.50
57.480
-9.29
64.900
-7.420
-11.43
-0.10
Terna
7.580
8/12/24
0.53
7.304
3.78
7.380
-0.076
-1.03
-0.60
S
Stellantis
13.980
8/12/24
-0.57
18.634
-24.98
25.000
-6.366
-25.46
-3.30
STMicroel Italy
26.830
8/12/24
0.49
36.225
-25.94
38.810
-2.585
-6.66
-3.97
ERG
23.280
8/12/24
23.440
-0.68
23.840
-0.400
-1.68
-6.32
Snam
4.368
8/12/24
0.60
4.179
4.52
4.255
-0.076
-1.79
-6.44
S
Tenaris
12.830
8/12/24
0.71
14.245
-9.93
18.150
-3.905
-21.52
-6.88
S
Eni
14.456
8/12/24
1.09
14.532
-0.52
15.530
-0.998
-6.43
-7.22
S
Italgas
4.904
8/12/24
0.08
4.630
5.92
5.080
-0.450
-8.86
-7.48
Interpump
37.420
8/12/24
1.14
41.000
-8.73
42.300
-1.300
-3.07
-8.09
L
Campari
7.980
8/12/24
0.38
8.684
-8.11
8.930
-0.246
-2.75
-8.30
S
Inwit
10.320
8/12/24
0.58
9.690
6.50
9.930
-0.240
-2.42
-11.06
Telecom Italia
0.221
8/12/24
0.55
0.226
-2.17
0.226
-0.000
-0.04
-12.95
S
Nexi
5.676
8/12/24
0.46
5.786
-1.90
5.480
0.306
5.58
-14.88
MIB - 40 out of 40 instruments rated - 7/01/24 / 4/15/24 - 20 did rise, Market-Ratio(11) = 50.00 % 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
3,223
12.480
16.290
3.810
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
10,121
12.360
14.480
2.120
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
4/03/23
133
Unicredit
100
11,533
13.264
17.930
4.666
35
206,800
129
4/03/23 12/25/23 266 - cash -
12/25/23
6/17/24
175
Leonardo
100
14,020
14.750
21.790
7.040
48
305,500
126
6/17/24 5/11/25 328 - cash -
accum 1/16/06
6/17/24 2044
days out of 7069 invested (29%)
2,955
305,500
84
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 Leonardo 12/25/23 6/17/24 175 14.75 21.79 7.04 47.73 47.73 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 4/03/23 133 13.26 17.93 4.67 35.18 35.18 MFE-MediaForEurope 5/20/13 7/08/13 49 12.48 16.29 3.81 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 12.36 14.48 2.12 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
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)
write an annotation
