Assessment - FTSE / Milano Italia Borsa in Pound sterling - 7/01/24 - RS = mixed
⇐
⇓ freshest
⇓ 7/01/24
⇓ 1/01/24
prc diff
⇓
∅-RS
MIB 40
27,090.205
8/12/24
0.46
28,607.439
-5.30
26,383.735
2,223.703
8.43
8.95
L
Unipol
7.615
8/12/24
0.06
8.005
-4.88
4.487
3.518
78.40
56.50
Banca MPS
4.387
8/12/24
2.17
3.970
10.49
2.810
1.160
41.26
47.03
Leonardo
18.590
8/12/24
1.20
18.514
0.41
12.983
5.531
42.60
36.72
L
Prysmian
50.111
8/12/24
0.58
48.108
4.16
35.788
12.320
34.43
35.65
BPER Banca
4.043
8/12/24
-0.27
4.239
-4.62
2.630
1.609
61.15
45.03
Unicredit
29.332
8/12/24
0.38
30.719
-4.52
21.354
9.365
43.86
35.56
Saipem
1.691
8/12/24
0.63
2.035
-16.91
1.278
0.757
59.23
47.32
Intesa Sanpaolo
2.945
8/12/24
0.54
3.039
-3.10
2.298
0.741
32.24
27.42
Pirelli
4.451
8/12/24
0.50
4.765
-6.59
4.283
0.482
11.26
10.72
Ferrari
327.255
8/12/24
324.285
0.92
265.301
58.984
22.23
15.56
Poste Italiane
10.088
8/12/24
10.377
-2.78
8.932
1.445
16.18
14.85
Banco BPM
4.906
8/12/24
-0.31
5.274
-6.98
4.156
1.118
26.90
21.18
Banca Mediolanum
8.680
8/12/24
1.29
8.985
-3.40
7.418
1.567
21.12
16.62
Iveco
7.332
8/12/24
-0.21
9.023
-18.74
7.081
1.942
27.43
11.74
L
Amplifon
23.884
8/12/24
1.33
28.186
-15.26
27.243
0.943
3.46
7.76
Generali
19.048
8/12/24
1.35
20.304
-6.18
16.607
3.696
22.26
16.18
Mediobanca
11.904
8/12/24
0.94
11.955
-0.43
9.740
2.215
22.74
14.27
Hera
2.795
8/12/24
0.37
2.746
1.79
2.583
0.162
6.28
8.23
FinecoBank
12.248
8/12/24
0.94
12.036
1.76
11.809
0.227
1.92
7.54
Banca Generali
32.310
8/12/24
0.74
32.072
0.74
29.242
2.830
9.68
9.27
Brunello Cucinelli
70.253
8/12/24
-1.02
79.459
-11.59
76.148
3.311
4.35
9.20
DiaSorin
84.932
8/12/24
0.48
79.145
7.31
81.051
-1.905
-2.35
1.19
A2A
1.680
8/12/24
0.92
1.603
4.82
1.616
-0.013
-0.79
5.54
Enel
5.462
8/12/24
0.44
5.606
-2.56
5.850
-0.244
-4.18
5.31
⇓ freshest
⇓ 7/01/24
⇓ 1/01/24
prc diff
⇓
∅-RS
Azimut
17.733
8/12/24
1.41
18.989
-6.61
20.550
-1.561
-7.60
-2.47
Recordati
41.965
8/12/24
0.24
41.405
1.35
42.446
-1.041
-2.45
1.91
S
Moncler
44.239
8/12/24
-0.50
48.770
-9.29
48.418
0.352
0.73
-3.97
Terna
6.431
8/12/24
0.53
6.197
3.78
6.566
-0.369
-5.62
-4.02
S
Stellantis
11.862
8/12/24
-0.57
15.810
-24.98
18.385
-2.575
-14.00
-6.67
STMicroel Italy
22.764
8/12/24
0.49
30.736
-25.94
39.300
-8.564
-21.79
-13.38
ERG
19.752
8/12/24
19.888
-0.68
25.087
-5.199
-20.72
-7.91
Snam
3.706
8/12/24
0.60
3.546
4.52
4.046
-0.501
-12.37
-8.53
S
Tenaris
10.886
8/12/24
0.71
12.086
-9.93
13.687
-1.600
-11.69
-9.24
S
Eni
12.265
8/12/24
1.09
12.330
-0.52
13.342
-1.012
-7.58
-1.67
S
Italgas
4.161
8/12/24
0.08
3.928
5.92
4.503
-0.574
-12.76
-10.92
Interpump
31.750
8/12/24
1.14
34.787
-8.73
40.743
-5.955
-14.62
-8.66
L
Campari
6.771
8/12/24
0.38
7.368
-8.11
8.880
-1.511
-17.02
-17.02
S
Inwit
8.756
8/12/24
0.58
8.222
6.50
9.953
-1.731
-17.40
-11.61
Telecom Italia
0.188
8/12/24
0.55
0.192
-2.17
0.256
-0.064
-25.02
-13.89
S
Nexi
4.816
8/12/24
0.46
4.909
-1.90
6.438
-1.529
-23.74
-12.14
MIB - 40 out of 40 instruments rated - 7/01/24 / 1/01/24 - 22 did rise, Market-Ratio(26) in GBP = 55.00 % Stock Exchange Currency: EUR € Euro
Drawing of market charts for mixed techniques is really a worry to me.
Transactions FTSE / Milano Italia Borsa in Pound sterling * Mixed Straddles L11 - 89/57 (1) - 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 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 8/20/07 56 - cash -
short
8/20/07
7/06/09
686
Unipol
100
970
28.334
12.082
66.450
38.115
135
64,482
57
long
5/18/09
7/13/09
56
Banca Generali
100
15,136
4.260
4.895
0.635
15
74,098
147
7/13/09 8/31/09 49 - cash -
8/31/09
11/23/09
84
Banca Generali
100
12,109
6.119
7.492
1.373
22
90,723
141
11/23/09 5/24/10 182 - cash -
short
5/24/10
8/09/10
77
UnipolSai
100
9,199
9.862
9.900
9.824
-0.038
0
90,373
-2
8/09/10 8/23/10 14 - cash -
8/23/10
10/25/10
63
UnipolSai
100
10,433
8.662
10.021
7.303
-1.359
-16
76,197
-63
10/25/10 11/15/10 21 - cash -
11/15/10
1/10/11
56
UnipolSai
100
9,368
8.133
6.770
9.770
1.637
20
91,534
230
1/10/11 2/07/11 28 - cash -
long
2/07/11
4/18/11
70
Fiat Chrysler
100
22,616
4.047
3.641
-0.406
-10
82,350
-42
4/18/11 7/18/11 91 - cash -
short
7/18/11
4/16/12
273
UnipolSai
100
21,558
3.820
1.663
8.776
4.956
130
189,195
204
long
2/06/12
4/09/12
63
Luxottica
100
8,930
21.186
21.392
0.206
1
191,037
6
4/16/12 6/25/12 70 - cash -
short
6/25/12
7/30/12
35
A2A
100
574,930
0.332
0.272
0.406
0.073
22
233,192
700
7/30/12 9/03/12 35 - cash -
long
9/03/12
11/19/12
77
Azimut
100
36,680
6.357
7.287
0.930
15
267,298
91
short
11/12/12
12/03/12
21
Unipol
100
201,379
1.327
1.246
1.414
0.087
7
284,791
201
12/03/12 1/14/13 42 - cash -
long
1/14/13
3/18/13
63
Azimut
100
29,614
9.617
10.438
0.822
9
309,126
61
3/18/13 5/20/13 63 - cash -
5/20/13
7/08/13
49
MFE-MediaForEurope
100
29,268
10.562
14.039
3.477
33
410,888
733
7/08/13 9/09/13 63 - cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
19,856
20.693
28.479
7.787
38
565,499
166
1/06/14 2/24/14 49 - cash -
2/24/14
5/12/14
77
UBI Banca
100
112,161
5.042
5.297
0.256
5
594,156
26
5/12/14 10/20/14 161 - cash -
short
10/20/14
1/26/15
98
YOOX Net-a-Porter
100
47,917
12.400
14.189
10.611
-1.789
-14
508,433
-44
long
1/26/15
6/08/15
133
Fiat Chrysler
100
85,646
5.936
6.803
0.867
15
582,667
45
6/08/15 12/14/15 189 - cash -
short
12/14/15
5/02/16
140
Saipem
100
1,827
318.793
148.179
685.851
367.059
115
1,253,283
637
long
4/25/16
5/23/16
28
Brembo
100
170,660
7.344
7.949
0.606
8
1,356,658
181
short
5/09/16
10/17/16
161
Banco BPM
100
343,776
3.946
2.319
6.714
2.768
70
2,308,251
234
10/17/16 11/21/16 35 - cash -
11/21/16
12/05/16
14
Banco BPM
100
1,458,792
1.582
1.696
1.469
-0.113
-7
2,142,821
-86
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
12/05/16 1/02/17 28 - cash -
long
1/02/17
3/06/17
63
STMicroel Italy
100
232,686
9.209
12.338
3.129
34
2,870,898
444
3/06/17 5/08/17 63 - cash -
5/08/17
7/24/17
77
STMicroel Italy
100
226,139
12.695
12.726
0.031
0
2,877,913
1
7/24/17 3/26/18 245 - cash -
short
3/26/18
4/02/18
7
Leonardo
100
352,156
8.172
8.217
8.127
-0.045
-1
2,862,081
-25
4/02/18 6/11/18 70 - cash -
6/11/18
3/11/19
273
Leonardo
100
362,349
7.899
7.478
8.343
0.444
6
3,022,937
8
long
3/04/19
5/27/19
84
Juventus Football
100
284,527
10.624
12.779
2.155
20
3,636,028
123
5/27/19 12/23/19 210 - cash -
12/23/19
1/20/20
28
STMicroel Italy
100
174,801
20.801
20.439
-0.362
-2
3,572,727
-20
1/20/20 3/09/20 49 - cash -
short
3/09/20
11/09/20
245
Juventus Football
100
582,685
6.131
6.812
5.451
-0.680
-11
3,176,335
-16
long
6/01/20
8/24/20
84
DiaSorin
100
19,603
162.029
147.636
-14.393
-9
2,894,187
-33
11/09/20 1/11/21 63 - cash -
1/11/21
7/19/21
189
CNH Industrial
100
291,405
9.932
11.153
1.221
12
3,249,916
25
7/19/21 3/07/22 231 - cash -
short
3/07/22
3/28/22
21
Saipem
100
89,299
36.393
45.582
27.205
-9.189
-25
2,429,389
-99
3/28/22 4/11/22 14 - cash -
4/11/22
11/14/22
217
Nexi
100
319,003
7.616
8.578
6.653
-0.962
-13
2,122,391
-20
11/14/22 11/21/22 7 - cash -
long
11/21/22
4/03/23
133
Unicredit
100
184,436
11.507
15.743
4.235
37
2,903,495
136
short
12/12/22
1/02/23
21
Saipem
100
3,354,057
0.866
1.047
0.684
-0.182
-21
2,294,175
-98
4/03/23 10/30/23 210 - cash -
10/30/23
11/06/23
7
Nexi
100
485,404
4.726
5.165
4.288
-0.439
-9
2,081,270
-99
11/06/23 12/25/23 49 - cash -
long
12/25/23
6/17/24
175
Leonardo
100
162,606
12.799
18.429
5.629
44
2,996,650
114
6/17/24 1/29/25 226 - cash -
accum 1/16/06
6/17/24 4207
days out of 6967 invested (60%)
29,866
2,996,650
64
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 28.33 12.08 66.45 38.12 134.52 short 11/12/12 12/03/12 21 1.33 1.25 1.41 0.09 6.54 149.87 UnipolSai short 5/24/10 8/09/10 77 9.86 9.90 9.82 -0.04 -0.39 short 8/23/10 10/25/10 63 8.66 10.02 7.30 -1.36 -15.69 short 11/15/10 1/10/11 56 8.13 6.77 9.77 1.64 20.13 short 7/18/11 4/16/12 273 3.82 1.66 8.78 4.96 129.75 131.80 Fiat Chrysler long 9/04/06 4/30/07 238 2.14 4.13 2.00 93.37 long 5/21/07 6/25/07 35 4.05 4.07 0.01 0.34 long 2/07/11 4/18/11 70 4.05 3.64 -0.41 -10.03 long 1/26/15 6/08/15 133 5.94 6.80 0.87 14.60 100.05 Banco BPM short 5/09/16 10/17/16 161 3.95 2.32 6.71 2.77 70.14 short 11/21/16 12/05/16 14 1.58 1.70 1.47 -0.11 -7.17 57.95 Leonardo short 3/26/18 4/02/18 7 8.17 8.22 8.13 -0.04 -0.55 short 6/11/18 3/11/19 273 7.90 7.48 8.34 0.44 5.62 long 12/25/23 6/17/24 175 12.80 18.43 5.63 43.98 51.24 Tenaris long 1/16/06 5/15/06 119 7.28 10.32 3.04 41.80 41.80 Banca Generali long 5/18/09 7/13/09 56 4.26 4.90 0.64 14.91 long 8/31/09 11/23/09 84 6.12 7.49 1.37 22.44 40.70 Unicredit long 11/21/22 4/03/23 133 11.51 15.74 4.24 36.80 36.80 MFE-MediaForEurope long 5/20/13 7/08/13 49 10.56 14.04 3.48 32.92 32.92 STMicroel Italy long 1/02/17 3/06/17 63 9.21 12.34 3.13 33.98 long 5/08/17 7/24/17 77 12.70 12.73 0.03 0.24 long 12/23/19 1/20/20 28 20.80 20.44 -0.36 -1.74 31.97 Saipem short 12/14/15 5/02/16 140 318.79 148.18 685.85 367.06 115.14 short 3/07/22 3/28/22 21 36.39 45.58 27.20 -9.19 -25.25 short 12/12/22 1/02/23 21 0.87 1.05 0.68 -0.18 -20.99 27.07 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Azimut long 9/03/12 11/19/12 77 6.36 7.29 0.93 14.63 long 1/14/13 3/18/13 63 9.62 10.44 0.82 8.55 24.42 A2A short 6/25/12 7/30/12 35 0.33 0.27 0.41 0.07 22.07 22.07 YOOX Net-a-Porter long 9/09/13 1/06/14 119 20.69 28.48 7.79 37.63 short 10/20/14 1/26/15 98 12.40 14.19 10.61 -1.79 -14.43 17.77 CNH Industrial long 1/11/21 7/19/21 189 9.93 11.15 1.22 12.29 12.29 Brembo long 4/25/16 5/23/16 28 7.34 7.95 0.61 8.25 8.25 Juventus Football long 3/04/19 5/27/19 84 10.62 12.78 2.15 20.28 short 3/09/20 11/09/20 245 6.13 6.81 5.45 -0.68 -11.09 6.94 UBI Banca long 2/24/14 5/12/14 77 5.04 5.30 0.26 5.07 5.07 Luxottica long 2/06/12 4/09/12 63 21.19 21.39 0.21 0.97 0.97 DiaSorin long 6/01/20 8/24/20 84 162.03 147.64 -14.39 -8.88 -8.88 Nexi short 4/11/22 11/14/22 217 7.62 8.58 6.65 -0.96 -12.64 short 10/30/23 11/06/23 7 4.73 5.16 4.29 -0.44 -9.28 -20.74
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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