Assessment - FTSE / Milano Italia Borsa - 7/01/24 - RS = 36
⇐
⇓ freshest
⇓ 7/01/24
⇓ 10/23/23
prc diff
⇓
∅-RS
MIB 40
31,928.300
8/12/24
0.46
33,716.500
-5.30
27,558.800
6,157.700
22.34
8.06
L
Unipol
8.975
8/12/24
0.06
9.435
-4.88
5.106
4.329
84.78
55.74
Banca MPS
5.170
8/12/24
2.17
4.679
10.49
2.405
2.274
94.55
41.38
Leonardo
21.910
8/12/24
1.20
21.820
0.41
13.675
8.145
59.56
40.38
L
Prysmian
59.060
8/12/24
0.58
56.700
4.16
34.810
21.890
62.88
38.34
BPER Banca
4.765
8/12/24
-0.27
4.996
-4.62
2.981
2.015
67.59
31.96
Unicredit
34.570
8/12/24
0.38
36.205
-4.52
22.690
13.515
59.56
27.09
Saipem
1.993
8/12/24
0.63
2.398
-16.91
1.428
0.970
67.93
26.87
Intesa Sanpaolo
3.471
8/12/24
0.54
3.582
-3.10
2.406
1.176
48.86
22.08
Pirelli
5.246
8/12/24
0.50
5.616
-6.59
4.160
1.456
35.00
19.13
Ferrari
385.700
8/12/24
382.200
0.92
286.100
96.100
33.59
18.71
Poste Italiane
11.890
8/12/24
12.230
-2.78
9.166
3.064
33.43
18.16
Banco BPM
5.782
8/12/24
-0.31
6.216
-6.98
4.740
1.476
31.14
18.12
Banca Mediolanum
10.230
8/12/24
1.29
10.590
-3.40
7.724
2.866
37.11
16.83
Iveco
8.642
8/12/24
-0.21
10.635
-18.74
7.842
2.793
35.62
13.05
L
Amplifon
28.150
8/12/24
1.33
33.220
-15.26
27.060
6.160
22.76
12.85
Generali
22.450
8/12/24
1.35
23.930
-6.18
18.255
5.675
31.09
12.54
Mediobanca
14.030
8/12/24
0.94
14.090
-0.43
11.160
2.930
26.25
12.29
Hera
3.294
8/12/24
0.37
3.236
1.79
2.542
0.694
27.30
10.33
FinecoBank
14.435
8/12/24
0.94
14.185
1.76
10.970
3.215
29.31
8.57
Banca Generali
38.080
8/12/24
0.74
37.800
0.74
30.690
7.110
23.17
8.56
Brunello Cucinelli
82.800
8/12/24
-1.02
93.650
-11.59
76.100
17.550
23.06
7.85
DiaSorin
100.100
8/12/24
0.48
93.280
7.31
83.680
9.600
11.47
6.70
A2A
1.981
8/12/24
0.92
1.890
4.82
1.698
0.192
11.31
4.14
Enel
6.438
8/12/24
0.44
6.607
-2.56
5.691
0.916
16.10
2.05
⇓ freshest
⇓ 7/01/24
⇓ 10/23/23
prc diff
⇓
∅-RS
Azimut
20.900
8/12/24
1.41
22.380
-6.61
19.535
2.845
14.56
0.56
Recordati
49.460
8/12/24
0.24
48.800
1.35
44.030
4.770
10.83
0.41
S
Moncler
52.140
8/12/24
-0.50
57.480
-9.29
52.740
4.740
8.99
-0.10
Terna
7.580
8/12/24
0.53
7.304
3.78
7.206
0.098
1.36
-0.60
S
Stellantis
13.980
8/12/24
-0.57
18.634
-24.98
18.022
0.612
3.40
-3.30
STMicroel Italy
26.830
8/12/24
0.49
36.225
-25.94
37.820
-1.595
-4.22
-3.97
ERG
23.280
8/12/24
23.440
-0.68
22.460
0.980
4.36
-6.32
Snam
4.368
8/12/24
0.60
4.179
4.52
4.367
-0.188
-4.31
-6.44
S
Tenaris
12.830
8/12/24
0.71
14.245
-9.93
15.395
-1.150
-7.47
-6.88
S
Eni
14.456
8/12/24
1.09
14.532
-0.52
15.436
-0.904
-5.86
-7.22
S
Italgas
4.904
8/12/24
0.08
4.630
5.92
4.776
-0.146
-3.06
-7.48
Interpump
37.420
8/12/24
1.14
41.000
-8.73
40.220
0.780
1.94
-8.09
L
Campari
7.980
8/12/24
0.38
8.684
-8.11
10.960
-2.276
-20.77
-8.30
S
Inwit
10.320
8/12/24
0.58
9.690
6.50
10.100
-0.410
-4.06
-11.06
Telecom Italia
0.221
8/12/24
0.55
0.226
-2.17
0.251
-0.025
-9.78
-12.95
S
Nexi
5.676
8/12/24
0.46
5.786
-1.90
6.430
-0.644
-10.02
-14.88
MIB - 40 out of 40 instruments rated - 7/01/24 / 10/23/23 - 31 did rise, Market-Ratio(36) = 77.50 % 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 1/28/25 449 - cash -
accum 8/20/07
11/06/23 2415
days out of 6966 invested (35%)
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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