Assessment - FTSE / Milano Italia Borsa in Japanese yen - 7/01/24 - RS = 36
⇐
⇓ freshest
⇓ 7/01/24
⇓ 10/23/23
prc diff
⇓
∅-RS
MIB 40
5,533,429.816
8/12/24
0.46
5,843,339.182
-5.30
4,400,423.831
1,442,915.351
32.79
19.10
L
Unipol
1,555.439
8/12/24
0.06
1,635.161
-4.88
815.295
819.866
100.56
71.71
Banca MPS
896.002
8/12/24
2.17
810.908
10.49
384.016
426.892
111.17
61.36
Leonardo
3,797.178
8/12/24
1.20
3,781.581
0.41
2,183.542
1,598.039
73.19
50.06
L
Prysmian
10,235.570
8/12/24
0.58
9,826.564
4.16
5,558.252
4,268.312
76.79
48.60
BPER Banca
825.813
8/12/24
-0.27
865.847
-4.62
475.988
389.859
81.91
59.00
Unicredit
5,991.258
8/12/24
0.38
6,274.616
-4.52
3,623.003
2,651.613
73.19
48.59
Saipem
345.316
8/12/24
0.63
415.593
-16.91
228.014
187.578
82.27
61.42
Intesa Sanpaolo
601.465
8/12/24
0.54
620.703
-3.10
384.176
236.527
61.57
39.52
Pirelli
909.174
8/12/24
0.50
973.298
-6.59
664.244
309.054
46.53
21.15
Ferrari
66,844.896
8/12/24
66,238.318
0.92
45,682.731
20,555.586
45.00
26.47
Poste Italiane
2,060.632
8/12/24
2,119.557
-2.78
1,463.572
655.985
44.82
25.59
Banco BPM
1,002.067
8/12/24
-0.31
1,077.283
-6.98
756.855
320.428
42.34
32.66
Banca Mediolanum
1,772.941
8/12/24
1.29
1,835.332
-3.40
1,233.322
602.010
48.81
27.58
Iveco
1,497.728
8/12/24
-0.21
1,843.131
-18.74
1,252.164
590.967
47.20
22.38
L
Amplifon
4,878.620
8/12/24
1.33
5,757.292
-15.26
4,320.778
1,436.513
33.25
17.73
Generali
3,890.765
8/12/24
1.35
4,147.260
-6.18
2,914.849
1,232.412
42.28
27.05
Mediobanca
2,431.511
8/12/24
0.94
2,441.910
-0.43
1,781.962
659.948
37.03
24.94
Hera
570.877
8/12/24
0.37
560.825
1.79
405.891
154.933
38.17
18.35
FinecoBank
2,501.701
8/12/24
0.94
2,458.374
1.76
1,751.624
706.750
40.35
17.53
Banca Generali
6,599.569
8/12/24
0.74
6,551.042
0.74
4,900.395
1,650.647
33.68
19.41
Brunello Cucinelli
14,349.902
8/12/24
-1.02
16,230.294
-11.59
12,151.191
4,079.103
33.57
19.46
DiaSorin
17,348.131
8/12/24
0.48
16,166.170
7.31
13,361.520
2,804.650
20.99
10.48
A2A
343.236
8/12/24
0.92
327.465
4.82
271.047
56.419
20.82
15.21
Enel
1,115.757
8/12/24
0.44
1,145.046
-2.56
908.705
236.341
26.01
14.95
⇓ freshest
⇓ 7/01/24
⇓ 10/23/23
prc diff
⇓
∅-RS
Azimut
3,622.137
8/12/24
1.41
3,878.633
-6.61
3,119.232
759.401
24.35
6.61
Recordati
8,571.814
8/12/24
0.24
8,457.430
1.35
7,030.446
1,426.984
20.30
11.31
S
Moncler
9,036.279
8/12/24
-0.50
9,961.744
-9.29
8,421.207
1,540.537
18.29
4.89
Terna
1,313.675
8/12/24
0.53
1,265.842
3.78
1,150.611
115.231
10.01
4.75
S
Stellantis
2,422.846
8/12/24
-0.57
3,229.421
-24.98
2,877.645
351.776
12.22
2.05
STMicroel Italy
4,649.854
8/12/24
0.49
6,278.082
-25.94
6,038.871
239.212
3.96
-5.59
ERG
4,034.610
8/12/24
4,062.340
-0.68
3,586.278
476.061
13.27
0.46
Snam
757.009
8/12/24
0.60
724.254
4.52
697.296
26.958
3.87
-0.26
S
Tenaris
2,223.542
8/12/24
0.71
2,468.772
-9.93
2,458.181
10.591
0.43
-0.91
S
Eni
2,505.340
8/12/24
1.09
2,518.512
-0.52
2,464.728
53.784
2.18
7.28
S
Italgas
849.902
8/12/24
0.08
802.416
5.92
762.603
39.813
5.22
-2.82
Interpump
6,485.185
8/12/24
1.14
7,105.628
-8.73
6,422.088
683.540
10.64
-0.41
L
Campari
1,382.998
8/12/24
0.38
1,505.007
-8.11
1,750.027
-245.020
-14.00
-9.65
S
Inwit
1,788.539
8/12/24
0.58
1,679.355
6.50
1,612.707
66.647
4.13
-3.70
Telecom Italia
38.318
8/12/24
0.55
39.168
-2.17
39.998
-0.831
-2.08
-6.20
S
Nexi
983.696
8/12/24
0.46
1,002.760
-1.90
1,026.704
-23.944
-2.33
-4.26
MIB - 40 out of 40 instruments rated - 7/01/24 / 10/23/23 - 37 did rise, Market-Ratio(36) in JPY = 92.50 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa in Japanese yen * 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
1
6,418.356
1,895.214
21,736.488
15,318.132
239
25,318
91
7/06/09 5/24/10 322 - cash -
5/24/10
8/09/10
77
UnipolSai
100
19
1,285.726
1,349.661
1,221.791
-63.935
-5
24,103
-21
8/09/10 8/23/10 14 - cash -
8/23/10
10/25/10
63
UnipolSai
100
20
1,151.966
1,278.459
1,025.472
-126.494
-11
21,573
-49
10/25/10 11/15/10 21 - cash -
11/15/10
1/10/11
56
UnipolSai
100
19
1,081.671
875.358
1,336.609
254.939
24
26,417
297
1/10/11 7/18/11 189 - cash -
7/18/11
4/16/12
273
UnipolSai
100
54
487.648
213.227
1,115.245
627.597
129
60,308
202
4/16/12 6/25/12 70 - cash -
6/25/12
7/30/12
35
A2A
100
1,448
41.645
33.638
51.558
9.913
24
74,662
827
7/30/12 11/12/12 105 - cash -
11/12/12
12/03/12
21
Unipol
100
445
167.743
164.506
171.044
3.301
2
76,131
40
12/03/12 10/20/14 686 - cash -
10/20/14
1/26/15
98
YOOX Net-a-Porter
100
35
2,143.556
2,534.300
1,752.813
-390.744
-18
62,455
-53
1/26/15 12/14/15 322 - cash -
12/14/15
5/02/16
140
Saipem
100
1
58,446.948
23,143.319
147,603.969
89,157.021
153
151,612
1,019
5/02/16 5/09/16 7 - cash -
5/09/16
10/17/16
161
Banco BPM
100
246
615.972
293.687
1,291.925
675.953
110
317,897
436
10/17/16 11/21/16 35 - cash -
11/21/16
12/05/16
14
Banco BPM
100
1,450
219.216
245.093
193.339
-25.877
-12
280,375
-96
12/05/16 3/26/18 476 - cash -
3/26/18
4/02/18
7
Leonardo
100
228
1,225.117
1,221.334
1,228.911
3.794
0
281,240
17
4/02/18 6/11/18 70 - cash -
6/11/18
3/11/19
273
Leonardo
100
241
1,163.374
1,101.020
1,229.259
65.885
6
297,118
8
3/11/19 3/09/20 364 - cash -
3/09/20
11/09/20
245
Juventus Football
100
361
821.674
944.280
699.069
-122.606
-15
252,857
-21
11/09/20 3/07/22 483 - cash -
3/07/22
3/28/22
21
Saipem
100
45
5,507.945
7,365.088
3,650.802
-1,857.143
-34
169,286
-100
3/28/22 4/11/22 14 - cash -
4/11/22
11/14/22
217
Nexi
100
135
1,245.427
1,414.351
1,076.504
-168.924
-14
146,481
-22
11/14/22 12/12/22 28 - cash -
12/12/22
1/02/23
21
Saipem
100
1,001
146.244
165.016
127.472
-18.772
-13
127,690
-91
1/02/23 10/30/23 301 - cash -
10/30/23
11/06/23
7
Nexi
100
149
856.208
957.534
754.882
-101.326
-12
112,593
-100
11/06/23 9/23/26 1052 - cash -
accum 8/20/07
11/06/23 2415
days out of 7569 invested (32%)
1,026
112,593
44
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 6,418.36 1,895.21 21,736.49 15,318.13 238.66 11/12/12 12/03/12 21 167.74 164.51 171.04 3.30 1.97 245.33 UnipolSai 5/24/10 8/09/10 77 1,285.73 1,349.66 1,221.79 -63.94 -4.97 8/23/10 10/25/10 63 1,151.97 1,278.46 1,025.47 -126.49 -10.98 11/15/10 1/10/11 56 1,081.67 875.36 1,336.61 254.94 23.57 7/18/11 4/16/12 273 487.65 213.23 1,115.24 627.60 128.70 139.06 Banco BPM 5/09/16 10/17/16 161 615.97 293.69 1,291.93 675.95 109.74 11/21/16 12/05/16 14 219.22 245.09 193.34 -25.88 -11.80 84.98 Saipem 12/14/15 5/02/16 140 58,446.95 23,143.32 147,603.97 89,157.02 152.54 3/07/22 3/28/22 21 5,507.94 7,365.09 3,650.80 -1,857.14 -33.72 12/12/22 1/02/23 21 146.24 165.02 127.47 -18.77 -12.84 45.91 A2A 6/25/12 7/30/12 35 41.64 33.64 51.56 9.91 23.80 23.80 Leonardo 3/26/18 4/02/18 7 1,225.12 1,221.33 1,228.91 3.79 0.31 6/11/18 3/11/19 273 1,163.37 1,101.02 1,229.26 65.89 5.66 5.99 Juventus Football 3/09/20 11/09/20 245 821.67 944.28 699.07 -122.61 -14.92 -14.92 YOOX Net-a-Porter 10/20/14 1/26/15 98 2,143.56 2,534.30 1,752.81 -390.74 -18.23 -18.23 Nexi 4/11/22 11/14/22 217 1,245.43 1,414.35 1,076.50 -168.92 -13.56 10/30/23 11/06/23 7 856.21 957.53 754.88 -101.33 -11.83 -23.79
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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