Assessment - FTSE / Milano Italia Borsa - 7/01/24 - RS = 14
⇐
⇓ freshest
⇓ 7/01/24
⇓ 3/25/24
prc diff
⇓
∅-RS
MIB 40
31,928.300
8/12
0.46
33,716.500
-5.30
34,639.400
-922.900
-2.66
8.06
L
Unipol
8.975
8/12
0.06
9.435
-4.88
7.714
1.721
22.31
55.74
Banca MPS
5.170
8/12
2.17
4.679
10.49
4.209
0.470
11.17
41.38
Leonardo
21.910
8/12
1.20
21.820
0.41
22.970
-1.150
-5.01
40.38
L
Prysmian
59.060
8/12
0.58
56.700
4.16
49.780
6.920
13.90
38.34
BPER Banca
4.765
8/12
-0.27
4.996
-4.62
4.322
0.674
15.59
31.96
Unicredit
34.570
8/12
0.38
36.205
-4.52
34.080
2.125
6.24
27.09
Saipem
1.993
8/12
0.63
2.398
-16.91
2.148
0.250
11.64
26.87
Intesa Sanpaolo
3.471
8/12
0.54
3.582
-3.10
3.322
0.260
7.83
22.08
Pirelli
5.246
8/12
0.50
5.616
-6.59
5.654
-0.038
-0.67
19.13
Ferrari
385.700
8/12
382.200
0.92
406.000
-23.800
-5.86
18.71
Poste Italiane
11.890
8/12
12.230
-2.78
11.455
0.775
6.77
18.16
Banco BPM
5.782
8/12
-0.31
6.216
-6.98
6.122
0.094
1.54
18.12
Banca Mediolanum
10.230
8/12
1.29
10.590
-3.40
10.350
0.240
2.32
16.83
Iveco
8.642
8/12
-0.21
10.635
-18.74
13.925
-3.290
-23.63
13.05
L
Amplifon
28.150
8/12
1.33
33.220
-15.26
33.150
0.070
0.21
12.85
Generali
22.450
8/12
1.35
23.930
-6.18
23.460
0.470
2.00
12.54
Mediobanca
14.030
8/12
0.94
14.090
-0.43
13.565
0.525
3.87
12.29
Hera
3.294
8/12
0.37
3.236
1.79
3.320
-0.084
-2.53
10.33
FinecoBank
14.435
8/12
0.94
14.185
1.76
13.960
0.225
1.61
8.57
Banca Generali
38.080
8/12
0.74
37.800
0.74
36.930
0.870
2.36
8.56
Brunello Cucinelli
82.800
8/12
-1.02
93.650
-11.59
101.300
-7.650
-7.55
7.85
DiaSorin
100.100
8/12
0.48
93.280
7.31
87.700
5.580
6.36
6.70
A2A
1.981
8/12
0.92
1.890
4.82
1.639
0.251
15.32
4.14
Enel
6.438
8/12
0.44
6.607
-2.56
6.067
0.540
8.90
2.05
⇓ freshest
⇓ 7/01/24
⇓ 3/25/24
prc diff
⇓
∅-RS
Azimut
20.900
8/12
1.41
22.380
-6.61
24.920
-2.540
-10.19
0.56
Recordati
49.460
8/12
0.24
48.800
1.35
52.000
-3.200
-6.15
0.41
S
Moncler
52.140
8/12
-0.50
57.480
-9.29
68.160
-10.680
-15.67
-0.10
Terna
7.580
8/12
0.53
7.304
3.78
7.778
-0.474
-6.09
-0.60
S
Stellantis
13.980
8/12
-0.57
18.634
-24.98
27.155
-8.521
-31.38
-3.30
STMicroel Italy
26.830
8/12
0.49
36.225
-25.94
39.880
-3.655
-9.16
-3.97
ERG
23.280
8/12
23.440
-0.68
23.340
0.100
0.43
-6.32
Snam
4.368
8/12
0.60
4.179
4.52
4.410
-0.231
-5.24
-6.44
S
Tenaris
12.830
8/12
0.71
14.245
-9.93
18.285
-4.040
-22.09
-6.88
S
Eni
14.456
8/12
1.09
14.532
-0.52
14.554
-0.022
-0.15
-7.22
S
Italgas
4.904
8/12
0.08
4.630
5.92
5.335
-0.705
-13.21
-7.48
Interpump
37.420
8/12
1.14
41.000
-8.73
44.190
-3.190
-7.22
-8.09
L
Campari
7.980
8/12
0.38
8.684
-8.11
9.126
-0.442
-4.84
-8.30
S
Inwit
10.320
8/12
0.58
9.690
6.50
10.565
-0.875
-8.28
-11.06
Telecom Italia
0.221
8/12
0.55
0.226
-2.17
0.224
0.002
0.80
-12.95
S
Nexi
5.676
8/12
0.46
5.786
-1.90
5.958
-0.172
-2.89
-14.88
MIB - 40 out of 40 instruments rated - 7/01/24 / 3/25/24 - 20 did rise, Market-Ratio(14) = 50.00 % Stock Exchange Currency: EUR € Euro
Technical Chart
Transactions FTSE / Milano Italia Borsa * L14 - 45 ex 7 (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
5/22/06
126
Tenaris
100
938
10.657
12.508
1.851
17
11,736
59
5/22/06 5/29/06 7 - cash -
5/29/06
6/05/06
7
Tenaris
100
785
14.933
14.431
-0.502
-3
11,342
-83
6/05/06 8/28/06 84 - cash -
8/28/06
6/04/07
280
Stellantis
100
3,613
3.139
5.883
2.744
87
21,257
127
6/04/07 6/11/07 7 - cash -
6/11/07
7/09/07
28
Stellantis
100
3,764
5.647
6.639
0.993
18
24,993
726
7/09/07 4/28/08 294 - cash -
4/28/08
5/12/08
14
Saipem
100
14
1,762.380
1,767.140
4.760
0
25,059
7
5/12/08 5/19/08 7 - cash -
5/19/08
5/26/08
7
Tenaris
100
1,325
18.907
18.658
-0.249
-1
24,729
-50
5/26/08 6/16/08 21 - cash -
6/16/08
6/23/08
7
Tenaris
100
1,241
19.921
21.675
1.754
9
26,906
8,046
6/23/08 4/27/09 308 - cash -
4/27/09
1/18/10
266
Amplifon
100
16,111
1.670
3.123
1.453
87
50,307
136
1/18/10 3/08/10 49 - cash -
3/08/10
4/19/10
42
Amplifon
100
13,415
3.750
3.955
0.205
5
53,058
59
4/19/10 5/03/10 14 - cash -
5/03/10
5/10/10
7
Amplifon
100
13,449
3.945
3.723
-0.223
-6
50,065
-95
5/10/10 8/23/10 105 - cash -
8/23/10
10/25/10
63
DiaSorin
100
1,602
31.240
29.520
-1.720
-6
47,310
-28
10/25/10
5/16/11
203
Stellantis
100
13,902
3.403
4.720
1.317
39
65,622
80
5/16/11 11/14/11 182 - cash -
11/14/11
11/21/11
7
Campari
100
24,716
2.655
2.535
-0.120
-5
62,656
-91
11/21/11 12/05/11 14 - cash -
12/05/11
1/09/12
35
Eni
100
3,879
16.150
16.250
0.100
1
63,044
7
1/09/12 2/06/12 28 - cash -
2/06/12
4/23/12
77
Interpump
100
10,631
5.930
6.315
0.385
6
67,137
35
4/23/12 4/30/12 7 - cash -
4/30/12
5/07/12
7
Interpump
100
9,960
6.740
6.275
-0.465
-7
62,506
-98
5/07/12 7/30/12 84 - cash -
7/30/12
8/06/12
7
Azimut
100
8,535
7.323
7.384
0.061
1
63,026
54
8/06/12 8/13/12 7 - cash -
8/13/12
10/08/12
56
Tenaris
100
3,812
16.530
15.780
-0.750
-5
60,167
-26
10/08/12
4/14/14
553
Azimut
100
6,814
8.829
21.826
12.997
147
148,729
82
4/14/14
6/30/14
77
Banco BPM
100
10,131
14.680
12.030
-2.650
-18
121,882
-61
6/30/14 8/25/14 56 - cash -
8/25/14
9/01/14
7
Leonardo
100
17,082
7.135
7.160
0.025
0
122,309
20
9/01/14 11/17/14 77 - cash -
11/17/14
12/15/14
28
Stellantis
100
18,368
6.658
6.085
-0.574
-9
111,770
-69
12/15/14 12/29/14 14 - cash -
12/29/14
1/05/15
7
Stellantis
100
17,226
6.488
6.315
-0.173
-3
108,781
-76
1/05/15 1/19/15 14 - cash -
1/19/15
7/06/15
168
Stellantis
100
15,425
7.052
8.460
1.408
20
130,496
49
7/06/15 7/13/15 7 - cash -
7/13/15
7/27/15
14
Recordati
100
6,412
20.350
20.800
0.450
2
133,382
77
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
7/27/15 8/03/15 7 - cash -
8/03/15
8/24/15
21
Recordati
100
5,637
23.660
20.120
-3.540
-15
113,427
-94
8/24/15 10/12/15 49 - cash -
10/12/15
10/19/15
7
A2A
100
94,997
1.194
1.249
0.055
5
118,651
947
10/19/15 11/02/15 14 - cash -
11/02/15
11/09/15
7
Recordati
100
5,190
22.860
22.150
-0.710
-3
114,967
-81
11/09/15 11/30/15 21 - cash -
11/30/15
1/18/16
49
Recordati
100
4,885
23.530
21.830
-1.700
-7
106,662
-43
1/18/16 4/18/16 91 - cash -
4/18/16
6/13/16
56
DiaSorin
100
2,093
50.950
53.250
2.300
5
111,476
33
6/13/16 9/19/16 98 - cash -
9/19/16
9/26/16
7
STMicroel Italy
100
15,891
7.015
7.130
0.115
2
113,303
133
9/26/16 10/03/16 7 - cash -
10/03/16
11/21/16
49
STMicroel Italy
100
15,758
7.190
8.990
1.800
25
141,668
428
11/21/16 12/05/16 14 - cash -
12/05/16
2/12/18
434
STMicroel Italy
100
14,635
9.680
17.470
7.790
80
255,674
64
2/12/18 2/19/18 7 - cash -
2/19/18
3/05/18
14
Stellantis
100
14,404
17.750
16.156
-1.594
-9
232,714
-91
3/05/18 3/12/18 7 - cash -
3/12/18
5/28/18
77
ERG
100
12,076
19.270
17.530
-1.740
-9
211,702
-36
5/28/18
6/04/18
7
Moncler
100
5,362
39.480
39.840
0.360
1
213,633
61
6/04/18 6/11/18 7 - cash -
6/11/18
6/25/18
14
Moncler
100
5,227
40.870
38.830
-2.040
-5
202,969
-74
6/25/18 9/10/18 77 - cash -
9/10/18
9/24/18
14
Amplifon
100
10,610
19.130
19.540
0.410
2
207,320
74
9/24/18 10/01/18 7 - cash -
10/01/18
10/08/18
7
Saipem
100
806
257.048
240.286
-16.762
-7
193,809
-97
10/08/18 1/21/19 105 - cash -
1/21/19
6/03/19
133
Campari
100
24,440
7.930
8.740
0.810
10
213,606
31
6/03/19
6/17/19
14
Recordati
100
5,693
37.520
35.970
-1.550
-4
204,782
-67
6/17/19
8/05/19
49
Azimut
100
12,640
16.200
16.365
0.165
1
206,867
8
8/05/19 8/12/19 7 - cash -
8/12/19
10/21/19
70
Inwit
100
22,497
9.195
9.270
0.075
1
208,555
4
10/21/19
2/24/20
126
Azimut
100
11,459
18.200
20.720
2.520
14
237,431
46
2/24/20
3/02/20
7
STMicroel Italy
100
9,031
26.290
24.310
-1.980
-8
219,550
-98
3/02/20 6/15/20 105 - cash -
6/15/20
9/07/20
84
DiaSorin
100
1,292
169.900
144.500
-25.400
-15
186,733
-51
9/07/20
9/14/20
7
Nexi
100
12,281
15.205
16.355
1.150
8
200,856
4,378
9/14/20 9/21/20 7 - cash -
9/21/20
9/28/20
7
Nexi
100
11,881
16.905
16.840
-0.065
0
200,084
-18
9/28/20 10/05/20 7 - cash -
10/05/20
10/19/20
14
DiaSorin
100
1,087
184.000
193.600
9.600
5
210,519
277
10/19/20 11/09/20 21 - cash -
11/09/20
2/22/21
105
Amplifon
100
6,191
34.000
34.890
0.890
3
216,029
9
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/22/21
9/20/21
210
Banco BPM
100
100,806
2.143
2.548
0.405
19
256,856
35
9/20/21
11/29/21
70
Interpump
100
4,478
57.350
59.800
2.450
4
267,827
24
11/29/21 12/06/21 7 - cash -
12/06/21
1/24/22
49
Brunello Cucinelli
100
4,706
56.900
52.250
-4.650
-8
245,944
-47
1/24/22 8/15/22 203 - cash -
8/15/22
8/22/22
7
ERG
100
7,083
34.720
34.000
-0.720
-2
240,844
-66
8/22/22 10/24/22 63 - cash -
10/24/22
1/16/23
84
Tenaris
100
15,886
15.160
16.025
0.865
6
254,585
27
1/16/23
5/22/23
126
Unicredit
100
17,215
14.788
19.102
4.314
29
328,851
110
5/22/23 6/19/23 28 - cash -
6/19/23
10/09/23
112
Unicredit
100
16,696
19.696
22.140
2.444
12
369,656
46
10/09/23 10/16/23 7 - cash -
10/16/23
10/23/23
7
Leonardo
100
25,904
14.270
13.675
-0.595
-4
354,243
-89
10/23/23 11/13/23 21 - cash -
11/13/23
12/25/23
42
BPER Banca
100
100,380
3.529
3.045
-0.484
-14
305,659
-72
12/25/23
8/12/24
231
Banca MPS
100
97,999
3.119
5.170
2.051
66
506,655
122
accum 1/16/06
8/12/24 4511
days out of 6898 invested (65%)
4,967
506,655
37
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total Stellantis long 8/28/06 6/04/07 280 3.14 5.88 2.74 87.42 6/11/07 7/09/07 28 5.65 6.64 0.99 17.58 10/25/10 5/16/11 203 3.40 4.72 1.32 38.71 11/17/14 12/15/14 28 6.66 6.08 -0.57 -8.62 12/29/14 1/05/15 7 6.49 6.31 -0.17 -2.67 1/19/15 7/06/15 168 7.05 8.46 1.41 19.96 2/19/18 3/05/18 14 17.75 16.16 -1.59 -8.98 196.84 Azimut 7/30/12 8/06/12 7 7.32 7.38 0.06 0.83 10/08/12 4/14/14 553 8.83 21.83 13.00 147.21 6/17/19 8/05/19 49 16.20 16.37 0.16 1.02 10/21/19 2/24/20 126 18.20 20.72 2.52 13.85 186.67 STMicroel Italy 9/19/16 9/26/16 7 7.02 7.13 0.12 1.64 10/03/16 11/21/16 49 7.19 8.99 1.80 25.03 12/05/16 2/12/18 434 9.68 17.47 7.79 80.48 2/24/20 3/02/20 7 26.29 24.31 -1.98 -7.53 112.08 Amplifon 4/27/09 1/18/10 266 1.67 3.12 1.45 86.98 3/08/10 4/19/10 42 3.75 3.96 0.21 5.47 5/03/10 5/10/10 7 3.95 3.72 -0.22 -5.64 9/10/18 9/24/18 14 19.13 19.54 0.41 2.14 11/09/20 2/22/21 105 34.00 34.89 0.89 2.62 95.04 Banca MPS 12/25/23 8/12/24 231 3.12 5.17 2.05 65.76 65.76 Unicredit 1/16/23 5/22/23 126 14.79 19.10 4.31 29.17 6/19/23 10/09/23 112 19.70 22.14 2.44 12.41 45.20 Tenaris 1/16/06 5/22/06 126 10.66 12.51 1.85 17.37 5/29/06 6/05/06 7 14.93 14.43 -0.50 -3.36 5/19/08 5/26/08 7 18.91 18.66 -0.25 -1.32 6/16/08 6/23/08 7 19.92 21.68 1.75 8.80 8/13/12 10/08/12 56 16.53 15.78 -0.75 -4.54 10/24/22 1/16/23 84 15.16 16.03 0.86 5.71 22.89 instrument L/S date buy date sell days prc buy prc sell prc diff d % total Nexi 9/07/20 9/14/20 7 15.21 16.36 1.15 7.56 9/21/20 9/28/20 7 16.91 16.84 -0.07 -0.38 7.15 Campari 11/14/11 11/21/11 7 2.66 2.54 -0.12 -4.52 1/21/19 6/03/19 133 7.93 8.74 0.81 10.21 5.23 A2A 10/12/15 10/19/15 7 1.19 1.25 0.06 4.61 4.61 Interpump 2/06/12 4/23/12 77 5.93 6.32 0.39 6.49 4/30/12 5/07/12 7 6.74 6.28 -0.47 -6.90 9/20/21 11/29/21 70 57.35 59.80 2.45 4.27 3.38 Inwit 8/12/19 10/21/19 70 9.20 9.27 0.07 0.82 0.82 Eni 12/05/11 1/09/12 35 16.15 16.25 0.10 0.62 0.62 Banco BPM 4/14/14 6/30/14 77 14.68 12.03 -2.65 -18.05 2/22/21 9/20/21 210 2.14 2.55 0.41 18.90 -2.56 Leonardo 8/25/14 9/01/14 7 7.14 7.16 0.03 0.35 10/16/23 10/23/23 7 14.27 13.68 -0.59 -4.17 -3.83 Moncler 5/28/18 6/04/18 7 39.48 39.84 0.36 0.91 6/11/18 6/25/18 14 40.87 38.83 -2.04 -4.99 -4.13 Saipem 4/28/08 5/12/08 14 1,762.38 1,767.14 4.76 0.27 10/01/18 10/08/18 7 257.05 240.29 -16.76 -6.52 -6.27 Brunello Cucinelli 12/06/21 1/24/22 49 56.90 52.25 -4.65 -8.17 -8.17 ERG 3/12/18 5/28/18 77 19.27 17.53 -1.74 -9.03 8/15/22 8/22/22 7 34.72 34.00 -0.72 -2.07 -10.92 DiaSorin 8/23/10 10/25/10 63 31.24 29.52 -1.72 -5.51 4/18/16 6/13/16 56 50.95 53.25 2.30 4.51 6/15/20 9/07/20 84 169.90 144.50 -25.40 -14.95 10/05/20 10/19/20 14 184.00 193.60 9.60 5.22 -11.62 instrument L/S date buy date sell days prc buy prc sell prc diff d % total BPER Banca 11/13/23 12/25/23 42 3.53 3.05 -0.48 -13.71 -13.71 Recordati 7/13/15 7/27/15 14 20.35 20.80 0.45 2.21 8/03/15 8/24/15 21 23.66 20.12 -3.54 -14.96 11/02/15 11/09/15 7 22.86 22.15 -0.71 -3.11 11/30/15 1/18/16 49 23.53 21.83 -1.70 -7.22 6/03/19 6/17/19 14 37.52 35.97 -1.55 -4.13 -25.09
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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