Assessment - FTSE / Milano Italia Borsa in Japanese yen - 3/13/06 - RS = mixed
⇐
⇓ freshest
⇓ 3/13/06
⇓ 9/12/05
prc diff
⇓
∅-RS
MIB 40
4,521,685.846
8/12/24
0.46
5,409,175.900
4,641,566.560
767,609.340
16.54
16.73
S
Tenaris
1,816.985
8/12/24
0.71
2,052.499
1,263.273
789.226
62.47
101.62
Azimut
2,959.858
8/12/24
1.41
1,248.239
913.612
334.627
36.63
63.35
Saipem
282.178
8/12/24
0.63
152,410.028
109,907.580
42,502.448
38.67
51.30
Banca MPS
732.175
8/12/24
2.17
113,450,365.800
76,818,413.900
36,631,951.900
47.69
42.68
S
Stellantis
1,979.848
8/12/24
-0.57
358.110
292.437
65.673
22.46
40.17
L
Amplifon
3,986.603
8/12/24
1.33
981.427
808.700
172.726
21.36
32.92
Banca Mediolanum
1,448.773
8/12/24
1.29
990.915
764.434
226.481
29.63
32.52
Unicredit
4,895.803
8/12/24
0.38
24,186.997
17,918.792
6,268.205
34.98
30.66
Intesa Sanpaolo
491.492
8/12/24
0.54
666.464
490.852
175.612
35.78
29.33
Generali
3,179.369
8/12/24
1.35
4,122.417
3,278.391
844.026
25.75
25.35
Mediobanca
1,986.929
8/12/24
0.94
2,435.581
2,138.711
296.870
13.88
24.52
ERG
3,296.914
8/12/24
2,835.232
2,735.828
99.405
3.63
24.08
Leonardo
3,102.894
8/12/24
1.20
2,407.398
1,876.228
531.170
28.31
23.08
L
Campari
1,130.128
8/12/24
0.38
251.446
224.511
26.935
12.00
21.53
Interpump
5,299.420
8/12/24
1.14
873.795
775.670
98.125
12.65
20.36
Recordati
7,004.525
8/12/24
0.24
931.152
844.709
86.443
10.23
15.28
Hera
466.496
8/12/24
0.37
344.406
312.163
32.242
10.33
12.62
BPER Banca
674.819
8/12/24
-0.27
1,897.708
1,690.636
207.072
12.25
11.09
S
Eni
2,047.259
8/12/24
1.09
3,320.989
3,255.649
65.340
2.01
7.68
Terna
1,073.480
8/12/24
0.53
310.998
292.399
18.598
6.36
7.53
A2A
280.478
8/12/24
0.92
237.638
227.828
9.811
4.31
6.46
Snam
618.596
8/12/24
0.60
350.864
336.841
14.022
4.16
6.26
STMicroel Italy
3,799.665
8/12/24
0.49
1,994.859
1,923.472
71.387
3.71
5.52
Enel
911.750
8/12/24
0.44
868.414
839.023
29.391
3.50
3.87
⇓ freshest
⇓ 3/13/06
⇓ 9/12/05
prc diff
⇓
∅-RS
Telecom Italia
31.312
8/12/24
0.55
345.978
349.525
-3.548
-1.01
-1.14
L
Unipol
1,271.040
8/12/24
0.06
6,672.001
7,452.525
-780.523
-10.47
-3.66
Banca Generali
5,392.890
8/12/24
0.74
-na-
Banco BPM
818.847
8/12/24
-0.31
-na-
Brunello Cucinelli
11,726.136
8/12/24
-1.02
-na-
DiaSorin
14,176.162
8/12/24
0.48
-na-
Ferrari
54,622.834
8/12/24
-na-
FinecoBank
2,044.285
8/12/24
0.94
-na-
S
Inwit
1,461.518
8/12/24
0.58
-na-
S
Italgas
694.504
8/12/24
0.08
-na-
Iveco
1,223.880
8/12/24
-0.21
-na-
S
Moncler
7,384.067
8/12/24
-0.50
-na-
S
Nexi
803.835
8/12/24
0.46
-na-
Pirelli
742.939
8/12/24
0.50
-na-
Poste Italiane
1,683.862
8/12/24
-na-
L
Prysmian
8,364.077
8/12/24
0.58
-na-
MIB - 26 out of 40 instruments rated - 3/13/06 / 9/12/05 - 24 did rise, Market-Ratio(26) in JPY = 92.31 % Stock Exchange Currency: EUR € Euro
Drawing of market charts for mixed techniques is really a worry to me.
Transactions FTSE / Milano Italia Borsa in Japanese yen * Mixed Cut 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
6
1,477.593
2,151.949
674.356
46
14,046
217
5/15/06 9/04/06 112 - cash -
9/04/06
4/30/07
238
Fiat Chrysler
100
29
476.798
987.434
510.636
107
28,855
205
4/30/07 5/21/07 21 - cash -
5/21/07
6/25/07
35
Fiat Chrysler
100
29
969.869
1,007.631
37.762
4
29,950
49
6/25/07 8/20/07 56 - cash -
short
8/20/07
7/06/09
686
Unipol
100
4
6,418.356
1,895.214
21,736.488
15,318.132
239
91,222
91
7/06/09 8/31/09 56 - cash -
long
8/31/09
11/23/09
84
Banca Generali
100
97
931.666
1,099.072
167.406
18
107,461
105
11/23/09 5/24/10 182 - cash -
short
5/24/10
8/09/10
77
UnipolSai
100
83
1,285.726
1,349.661
1,221.791
-63.935
-5
102,154
-21
8/09/10 8/23/10 14 - cash -
8/23/10
10/25/10
63
UnipolSai
100
88
1,151.966
1,278.459
1,025.472
-126.494
-11
91,023
-49
10/25/10 11/15/10 21 - cash -
11/15/10
1/10/11
56
UnipolSai
100
84
1,081.671
875.358
1,336.609
254.939
24
112,437
297
1/10/11 2/07/11 28 - cash -
long
2/07/11
4/18/11
70
Fiat Chrysler
100
209
535.770
494.217
-41.553
-8
103,753
-34
4/18/11 7/18/11 91 - cash -
short
7/18/11
4/16/12
273
UnipolSai
100
212
487.648
213.227
1,115.245
627.597
129
236,803
202
4/16/12 6/25/12 70 - cash -
6/25/12
7/30/12
35
A2A
100
5,686
41.645
33.638
51.558
9.913
24
293,170
827
7/30/12 9/03/12 35 - cash -
long
9/03/12
11/19/12
77
Azimut
100
370
790.353
940.999
150.646
19
348,910
129
11/19/12 1/14/13 56 - cash -
1/14/13
3/18/13
63
Azimut
100
252
1,383.372
1,503.182
119.810
9
379,102
62
3/18/13 5/20/13 63 - cash -
5/20/13
7/08/13
49
MFE-MediaForEurope
100
229
1,653.725
2,114.768
461.043
28
484,681
525
7/08/13 9/09/13 63 - cash -
9/09/13
1/06/14
119
YOOX Net-a-Porter
100
149
3,235.054
4,872.212
1,637.159
51
728,617
251
1/06/14 2/24/14 49 - cash -
2/24/14
5/12/14
77
UBI Banca
100
846
860.839
912.827
51.988
6
772,599
32
5/12/14 10/20/14 161 - cash -
short
10/20/14
1/26/15
98
YOOX Net-a-Porter
100
360
2,143.556
2,534.300
1,752.813
-390.744
-18
631,931
-53
long
1/26/15
6/08/15
133
Fiat Chrysler
100
595
1,060.328
1,300.112
239.785
23
774,603
75
6/08/15 12/14/15 189 - cash -
short
12/14/15
5/02/16
140
Saipem
100
13
58,446.948
23,143.319
147,603.969
89,157.021
153
1,933,644
1,019
5/02/16 5/09/16 7 - cash -
5/09/16
10/17/16
161
Banco BPM
100
3,139
615.972
293.687
1,291.925
675.953
110
4,055,461
436
10/17/16 11/21/16 35 - cash -
11/21/16
12/05/16
14
Banco BPM
100
18,499
219.216
245.093
193.339
-25.877
-12
3,576,759
-96
12/05/16 1/02/17 28 - cash -
long
1/02/17
3/06/17
63
STMicroel Italy
100
2,696
1,326.409
1,731.721
405.312
31
4,669,480
369
3/06/17 5/08/17 63 - cash -
5/08/17
7/24/17
77
STMicroel Italy
100
2,509
1,860.779
1,841.916
-18.863
-1
4,622,152
-5
7/24/17 3/26/18 245 - cash -
short
3/26/18
4/02/18
7
Leonardo
100
3,772
1,225.117
1,221.334
1,228.911
3.794
0
4,636,463
17
4/02/18 6/11/18 70 - cash -
6/11/18
3/11/19
273
Leonardo
100
3,985
1,163.374
1,101.020
1,229.259
65.885
6
4,899,016
8
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
3/11/19 12/23/19 287 - cash -
long
12/23/19
1/20/20
28
STMicroel Italy
100
1,664
2,942.738
2,914.190
-28.547
-1
4,851,513
-12
1/20/20 3/09/20 49 - cash -
short
3/09/20
11/09/20
245
Juventus Football
100
5,904
821.674
944.280
699.069
-122.606
-15
4,127,649
-21
11/09/20 1/11/21 63 - cash -
long
1/11/21
7/19/21
189
CNH Industrial
100
2,949
1,399.320
1,667.584
268.264
19
4,918,760
40
7/19/21 3/07/22 231 - cash -
short
3/07/22
3/28/22
21
Saipem
100
893
5,507.945
7,365.088
3,650.802
-1,857.143
-34
3,260,331
-100
3/28/22 4/11/22 14 - cash -
4/11/22
11/14/22
217
Nexi
100
2,617
1,245.427
1,414.351
1,076.504
-168.924
-14
2,818,258
-22
11/14/22 11/21/22 7 - cash -
long
11/21/22
4/03/23
133
Unicredit
100
1,461
1,928.692
2,585.255
656.563
34
3,777,497
123
4/03/23 10/30/23 210 - cash -
short
10/30/23
11/06/23
7
Nexi
100
4,411
856.208
957.534
754.882
-101.326
-12
3,330,548
-100
11/06/23 12/25/23 49 - cash -
long
12/25/23
6/17/24
175
Leonardo
100
1,440
2,312.712
3,683.730
1,371.019
59
5,304,815
164
6/17/24 12/06/25 537 - cash -
accum 1/16/06
6/17/24 4102
days out of 7278 invested (56%)
52,948
5,304,815
75
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 15,318.13 238.66 238.66 Fiat Chrysler long 9/04/06 4/30/07 238 476.80 987.43 510.64 107.10 long 5/21/07 6/25/07 35 969.87 1,007.63 37.76 3.89 long 2/07/11 4/18/11 70 535.77 494.22 -41.55 -7.76 long 1/26/15 6/08/15 133 1,060.33 1,300.11 239.78 22.61 143.36 UnipolSai short 5/24/10 8/09/10 77 1,285.73 1,349.66 1,221.79 -63.94 -4.97 short 8/23/10 10/25/10 63 1,151.97 1,278.46 1,025.47 -126.49 -10.98 short 11/15/10 1/10/11 56 1,081.67 875.36 1,336.61 254.94 23.57 short 7/18/11 4/16/12 273 487.65 213.23 1,115.24 627.60 128.70 139.06 Banco BPM short 5/09/16 10/17/16 161 615.97 293.69 1,291.93 675.95 109.74 short 11/21/16 12/05/16 14 219.22 245.09 193.34 -25.88 -11.80 84.98 Leonardo short 3/26/18 4/02/18 7 1,225.12 1,221.33 1,228.91 3.79 0.31 short 6/11/18 3/11/19 273 1,163.37 1,101.02 1,229.26 65.89 5.66 long 12/25/23 6/17/24 175 2,312.71 3,683.73 1,371.02 59.28 68.82 Saipem short 12/14/15 5/02/16 140 58,446.95 23,143.32 147,603.97 89,157.02 152.54 short 3/07/22 3/28/22 21 5,507.94 7,365.09 3,650.80 -1,857.14 -33.72 67.39 Tenaris long 1/16/06 5/15/06 119 1,477.59 2,151.95 674.36 45.64 45.64 Unicredit long 11/21/22 4/03/23 133 1,928.69 2,585.25 656.56 34.04 34.04 Azimut long 9/03/12 11/19/12 77 790.35 941.00 150.65 19.06 long 1/14/13 3/18/13 63 1,383.37 1,503.18 119.81 8.66 29.37 STMicroel Italy long 1/02/17 3/06/17 63 1,326.41 1,731.72 405.31 30.56 long 5/08/17 7/24/17 77 1,860.78 1,841.92 -18.86 -1.01 long 12/23/19 1/20/20 28 2,942.74 2,914.19 -28.55 -0.97 27.98 MFE-MediaForEurope long 5/20/13 7/08/13 49 1,653.72 2,114.77 461.04 27.88 27.88 A2A short 6/25/12 7/30/12 35 41.64 33.64 51.56 9.91 23.80 23.80 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total YOOX Net-a-Porter long 9/09/13 1/06/14 119 3,235.05 4,872.21 1,637.16 50.61 short 10/20/14 1/26/15 98 2,143.56 2,534.30 1,752.81 -390.74 -18.23 23.15 CNH Industrial long 1/11/21 7/19/21 189 1,399.32 1,667.58 268.26 19.17 19.17 Banca Generali long 8/31/09 11/23/09 84 931.67 1,099.07 167.41 17.97 17.97 UBI Banca long 2/24/14 5/12/14 77 860.84 912.83 51.99 6.04 6.04 Juventus Football short 3/09/20 11/09/20 245 821.67 944.28 699.07 -122.61 -14.92 -14.92 Nexi short 4/11/22 11/14/22 217 1,245.43 1,414.35 1,076.50 -168.92 -13.56 short 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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