Why the FTSE MIB Is Overvalued – How Big and Brutal the Next Correction Could Be скачать в хорошем качестве

Why the FTSE MIB Is Overvalued – How Big and Brutal the Next Correction Could Be

🔍 Is the Italian stock market heading for a crash? In this in-depth analysis, we explore why the FTSE MIB Index — Italy’s leading stock index — is showing dangerous signs of overvaluation , extreme volatility , and systemic risk . Using advanced financial modeling techniques like Value at Risk (VaR) , Extreme Value Theory (EVT) , Jump-Diffusion Models , and GARCH volatility forecasting , we assess how deep and severe the next correction could be. 📌 Timestamps 00:00:00 – Introduction & Market Overview 00:01:00 – Technical Analysis of FTSE MIB 00:08:00– Volatility and Seasonality trends in Stock Markets 00:11:00 – Jump Diffusion Model a Measure of Stocks' Volatility and Market Risk 00:14:00 – Volatility Parameters Summary Excel Data 00:40:00 – Value at Risk, EVT and POT Threshold , Market Tail risk extreme volatility event parameters. How to identify and manage tail risks. 01:09:00 – Stocks P/E Ratios and potential stock prices corrections 01:22:00 – Volatility Charts and GARCH Models Charts for Stocks 01:26:00 - Volatility Moving Average and Volumes how to identify tail risk 01:31:00 - Rolling Standard Deviations and Average Stock Drifts Charts 01:36:00 - Portfolio Construction: Equal Weighted, Risk Parity, Max Sharpe Ratio 📊 Based on our comprehensive backtesting and stress testing: The FTSE MIB has historically experienced corrections of 25–75% during major market crashes Current volatility levels are below median , suggesting a potential mean reversion Many stocks show fat tails, high jump intensity , and negative skewness , indicating vulnerability to sudden drops 🔴 We analyze the top 10 most vulnerable stocks , including: Campari (CPR.MI) – High volatility, negative jumps Banca Monte dei Paschi di Siena (BMPS.MI) – Frequent drawdowns and poor capital preservation Saipem (SPM.MI) – Energy exposure + extreme historical losses UniCredit (UCG.MI) – Macro-sensitive banking risk 💡 This video is essential for: Investors currently holding Italian equities Portfolio managers assessing European risk Traders looking to short or hedge exposure Quant analysts interested in volatility modeling and crash prediction 📈 You’ll learn: What drives market crashes in the FTSE MIB How to estimate the probability and magnitude of a correction Which stocks are most likely to drag down the index How to protect your portfolio using risk parity , volatility targeting , and defensive utilities 🛠️ We use real-world data, Python-based simulations, and statistical models to build a bearish case for the Italian market based on: Historical max drawdowns Jump-diffusion parameters Tail risk metrics (EVT VaR and Expected Shortfall) Market cap-weighted contagion effects Fire sale scenarios and liquidity crunches 📌 If you're investing in Italian stocks or ETFs tracking the FTSE MIB Index, now is the time to reassess your exposure before the next big move. ⭐ Subscribe for More 🔔 Don’t forget to subscribe and hit the bell icon to get notified when we release new videos on: European market risks Quantitative finance and algorithmic trading Portfolio optimization and risk management Stock-by-stock breakdowns of global equities 🧠 Tags #FTSEMIB, #ItalyStockMarket, #MarketCrash, #ValueAtRisk, #EVT, #JumpDiffusion, #GARCH, #PortfolioRisk, #ItalianBanks, #StockMarketAnalysis, #FinancialModeling, #QuantitativeFinance, #MarketCorrection, #StockMarketCrashPrediction #stockmarket #οικονομικά Listen for Free to The Podcast : //open.spotify.com/show/7puiUZxpDb7DT5rYOnIkmk?si=efcc3ea01f304b19 Read for Free and enjoy the Journal with the latest most important facts you need to know about economics and global markets: https://capitalmarketjournal.com/