RS Chart
Assessment - FTSE / Milano Italia Borsa - 5/06/24 - RS = 28
 ⇐ 
  ⇓instrument freshest ⇓ Δday 5/06/24 ⇓ Δwk 10/23/23  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note MIB 40 34,815.900  15:35 0.46 33,986.900 2.44 27,558.800 6,428.100 23.33   14.71 
real-time RS chart chart L add note Banca MPS 4.745  15:35 0.23 4.613 2.86 2.405 2.208 91.81   62.35 
real-time RS chart chart add note Leonardo 22.000  15:35 -3.34 22.460 -2.05 13.675 8.785 64.24   57.92 
real-time RS chart chart L add note BPER Banca 4.758  15:39 0.34 4.840 -1.69 2.981 1.859 62.36   53.97 
real-time RS chart chart L add note Unipol 8.795  15:35 2.63 8.415 4.52 5.106 3.309 64.81   52.07 
real-time RS chart chart L add note Saipem 2.131  15:36 -1.21 2.179 -2.20 1.428 0.751 52.59   45.27 
real-time RS chart chart add note Unicredit 35.880  15:37 -0.42 34.840 2.99 22.690 12.150 53.55   43.86 
real-time RS chart chart L add note Intesa Sanpaolo 3.627  15:39 0.72 3.563 1.78 2.406 1.157 48.09   35.40 
real-time RS chart chart L add note Prysmian 55.940  15:38 -0.11 52.040 7.49 34.810 17.230 49.50   33.29 
real-time RS chart chart L add note Banco BPM 6.226  15:35 -0.06 6.222 0.06 4.740 1.482 31.27   31.33 
real-time RS chart chart add note Iveco 11.375  15:38 -3.11 11.505 -1.13 7.842 3.663 46.71   29.36 
real-time RS chart chart add note Ferrari 378.100  15:37 0.96 397.600 -4.90 286.100 111.500 38.97   27.29 
real-time RS chart chart add note Pirelli 6.200  15:35 -0.48 6.142 0.94 4.160 1.982 47.64   26.64 
real-time RS chart chart L add note Hera 3.564  15:35 1.83 3.456 3.13 2.542 0.914 35.96   19.53 
real-time RS chart chart L add note Banca Mediolanum 10.910  15:36 1.11 10.280 6.13 7.724 2.556 33.09   18.69 
real-time RS chart chart L add note Poste Italiane 12.295  15:35 -0.12 12.090 1.70 9.166 2.924 31.90   18.61 
real-time RS chart chart L add note Generali 24.490  15:35 0.37 23.340 4.93 18.255 5.085 27.86   18.50 
real-time RS chart chart L add note Mediobanca 14.610  15:36 1.11 13.680 6.80 11.160 2.520 22.58   17.15 
real-time RS chart chart add note Brunello Cucinelli 95.150  15:35 96.600 -1.50 76.100 20.500 26.94   15.89 
real-time RS chart chart add note Azimut 25.750  15:35 0.51 25.250 1.98 19.535 5.715 29.26   14.84 
real-time RS chart chart L add note FinecoBank 15.125  15:35 -0.17 14.590 3.67 10.970 3.620 33.00   14.32 
real-time RS chart chart L add note Banca Generali 40.580  15:37 1.55 37.160 9.20 30.690 6.470 21.08   12.25 
real-time RS chart chart add note A2A 1.967  15:35 2.21 1.880 4.66 1.698 0.182 10.72   8.77 
real-time RS chart chart add note Recordati 50.500  15:35 -0.59 50.350 0.30 44.030 6.320 14.35   8.22 
real-time RS chart chart add note Moncler 62.300  15:35 -1.80 64.280 -3.08 52.740 11.540 21.88   8.10 
  ⇓instrument freshest ⇓ Δday 5/06/24 ⇓ Δwk 10/23/23  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart L add note Amplifon 33.530  15:35 -2.73 33.000 1.61 27.060 5.940 21.95   8.04 
real-time RS chart chart add note Stellantis 21.030  15:38 3.70 20.230 3.95 18.022 2.208 12.25   7.26 
real-time RS chart chart add note Tenaris 16.020  15:35 0.38 15.870 0.95 15.395 0.475 3.09   5.67 
real-time RS chart chart add note Enel 6.752  15:37 -0.12 6.325 6.75 5.691 0.634 11.14   3.26 
real-time RS chart chart add note Eni 15.238  15:35 0.38 14.854 2.59 15.436 -0.582 -3.77   3.07 
real-time RS chart chart add note DiaSorin 101.350  15:35 2.85 92.980 9.00 83.680 9.300 11.11   1.91 
real-time RS chart chart add note ERG 26.720  15:35 -0.60 25.760 3.73 22.460 3.300 14.69   1.75 
real-time RS chart chart L add note Italgas 5.385  15:37 1.22 5.290 1.80 4.776 0.514 10.76   1.69 
real-time RS chart chart add note Terna 7.882  15:35 0.15 7.460 5.66 7.206 0.254 3.52   -1.10 
real-time RS chart chart add note Snam 4.472  15:38 1.04 4.344 2.95 4.367 -0.023 -0.53   -5.31 
real-time RS chart chart S add note Inwit 10.230  15:35 -1.35 10.170 0.59 10.100 0.070 0.69   -8.28 
real-time RS chart chart S add note Interpump 43.080  15:35 -0.05 41.480 3.86 40.220 1.260 3.13   -8.68 
real-time RS chart chart S add note STMicroel Italy 37.800  15:35 0.35 37.240 1.50 37.820 -0.580 -1.53   -10.70 
real-time RS chart chart L add note Campari 9.760  15:35 -0.61 9.436 3.43 10.960 -1.524 -13.91   -11.81 
real-time RS chart chart S add note Telecom Italia 0.232  15:35 2.74 0.226 2.88 0.251 -0.025 -9.82   -13.96 
real-time RS chart chart S add note Nexi 6.324  15:35 1.67 5.642 12.09 6.430 -0.788 -12.26   -15.71 
 MIB - 40 out of 40 instruments rated - 5/06/24 / 10/23/23 - 34 did rise, Market-Ratio(28) = 85.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
1/06/20 scale up chart 5/06/24
 


Transactions FTSE / Milano Italia Borsa * A28 - 75/50 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 1/09/06 7    - cash -
long 1/09/06   9/18/06 252  RT RS QC  Tenaris 100  978   10.224  13.792    3.568 35  13,490 54  
short 9/18/06  11/27/06 70  RT RS QC  MFE-MediaForEurope 100  320   42.025  44.660 39.390  -2.635 -6  12,646 -29  
long 11/27/06   7/30/07 245  RT RS QC  Fiat Chrysler 100  3,267   3.870  5.969    2.099 54  19,504 91  
short 7/30/07   8/17/09 749  RT RS QC  Telecom Italia 100  10,053   1.940  1.034 3.640  1.700 88  36,592 36  
long 8/17/09   4/26/10 252  RT RS QC  Banca Generali 100  5,502   6.650  8.315    1.665 25  45,753 38  
short 4/26/10  12/20/10 238  RT RS QC  Unipol 100  3,191   14.338  9.300 22.105  7.767 54  70,538 94  
long 12/20/10   6/27/11 189  RT RS QC  Exor 100  3,023   23.330  20.230    -3.100 -13  61,167 -24  
short 6/27/11  11/05/12 497  RT RS QC  UnipolSai 100  11,923   5.130  0.935 28.146  23.016 449  335,591 249  
long 11/05/12   8/04/14 637  RT RS QC  Azimut 100  36,069   9.304  18.460    9.156 98  665,839 48  
short 8/04/14   1/26/15 175  RT RS QC  YOOX Net-a-Porter 100  36,049   18.470  19.040 17.900  -0.570 -3  645,291 -6  
long 1/26/15   9/21/15 238  RT RS QC  Fiat Chrysler 100  81,004   7.966  8.487    0.520 7  687,446 10  
short 9/21/15  12/26/16 462  RT RS QC  Saipem 100  1,419   484.286  244.286 960.075  475.789 98  1,362,591 72  
long 12/26/16  11/27/17 336  RT RS QC  STMicroel Italy 100  126,752   10.750  20.210    9.460 88  2,561,665 99  
short 11/27/17   1/08/18 42  RT RS QC  Leonardo 100  250,652   10.220  10.570 9.870  -0.350 -3  2,473,936 -26  
long 1/08/18   2/12/18 35  RT RS QC  Fiat Chrysler 100  136,560   18.116  17.656    -0.460 -3  2,411,119 -24  
short 2/12/18   4/29/19 441  RT RS QC  Leonardo 100  279,064   8.640  10.415 6.865  -1.775 -21  1,915,780 -17  
long 4/29/19   3/02/20 308  RT RS QC  Azimut 100  106,580   17.975  18.590    0.615 3  1,981,327 4  
short 3/02/20   9/28/20 210  RT RS QC  Juventus Football 100  213,321   9.288  8.646 9.978  0.690 7  2,128,454 13  
long 9/28/20   2/01/21 126  RT RS QC  DiaSorin 100  12,461   170.800  180.000    9.200 5  2,243,096 16  
short 2/01/21   2/08/21 7  RT RS QC  BPER Banca 100  1,463,206   1.533  1.910 1.157  -0.377 -25  1,692,198 -100  
long 2/08/21   1/24/22 350  RT RS QC  CNH Industrial 100  142,321   11.890  13.125    1.235 10  1,867,965 11  
short 1/24/22   1/31/22 7  RT RS QC  Nexi 100  144,411   12.935  12.910 12.960  0.025 0  1,871,575 11  
long 1/31/22   2/07/22 7  RT RS QC  Unicredit 100  133,779   13.990  14.784    0.794 6  1,977,796 1,679  
short 2/07/22   2/06/23 364  RT RS QC  Saipem 100  34,425   57.452  1.368 2,412.816  2,355.364 4,100  83,061,201 4,143  
long 2/06/23  10/23/23 259  RT RS QC  Unicredit 100  4,538,367   18.302  22.690    4.388 24  103m 35  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 10/23/23   1/08/24 77  RT RS QC  CNH Industrial 100  9,760,716   10.550  11.080 10.020  -0.530 -5  97,802,376 -22  
long 1/08/24   5/13/24 126  RT RS QC  Leonardo 100  5,974,488   16.370  22.000    5.630 34  131m 135  
accum 1/09/06 5/13/246699 days out of 6706 invested (100%) 1,314,287 131m 68  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Saipemshort  9/21/15 12/26/16462484.29244.29960.08475.79 98.25 
 short  2/07/22  2/06/2336457.451.372,412.822,355.36 4,099.718,225.73 
 UnipolSaishort  6/27/11 11/05/124975.130.9428.1523.02 448.66448.66 
 Azimutlong 11/05/12  8/04/146379.3018.469.16 98.41 
 long  4/29/19  3/02/2030817.9818.590.61 3.42105.20 
 STMicroel Italylong 12/26/16 11/27/1733610.7520.219.46 88.0088.00 
 Telecom Italiashort  7/30/07  8/17/097491.941.033.641.70 87.6287.62 
 Fiat Chryslerlong 11/27/06  7/30/072453.875.972.10 54.24 
 long  1/26/15  9/21/152387.978.490.52 6.53 
 long  1/08/18  2/12/183518.1217.66-0.46 -2.5460.14 
 Unipolshort  4/26/10 12/20/1023814.349.3022.117.77 54.1754.17 
 Tenarislong  1/09/06  9/18/0625210.2213.793.57 34.9034.90 
 Unicreditlong  1/31/22  2/07/22713.9914.780.79 5.68 
 long  2/06/23 10/23/2325918.3022.694.39 23.9831.01 
 Banca Generalilong  8/17/09  4/26/102526.658.321.67 25.0425.04 
 Juventus Footballshort  3/02/20  9/28/202109.298.659.980.69 7.437.43 
 DiaSorinlong  9/28/20  2/01/21126170.80180.009.20 5.395.39 
 CNH Industriallong  2/08/21  1/24/2235011.8913.131.24 10.39 
 short 10/23/23  1/08/247710.5511.0810.02-0.53 -5.024.84 
 Leonardoshort 11/27/17  1/08/184210.2210.579.87-0.35 -3.42 
 short  2/12/18  4/29/194418.6410.426.87-1.78 -20.54 
 long  1/08/24  5/13/2412616.3722.005.63 34.393.13 
 Nexishort  1/24/22  1/31/22712.9412.9112.960.03 0.190.19 
 YOOX Net-a-Porter short  8/04/14  1/26/1517518.4719.0417.90-0.57 -3.09-3.09 
 MFE-MediaForEuropeshort  9/18/06 11/27/067042.0344.6639.39-2.64 -6.27-6.27 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Exorlong 12/20/10  6/27/1118923.3320.23-3.10 -13.29-13.29 
 BPER Bancashort  2/01/21  2/08/2171.531.911.16-0.38 -24.56-24.56 


Annotations
2/21/24MIBComponent update: BMPS and Brunello Cucinelli replace Buzzi Unicem and CNH Industrial
6/13/22Saipemreverse split 10:1 (one for ten)
6/22/18Pirellireturns
6/15/18YOOX Net-a-Pdrops out due to acquisition by Richemont
5/22/17Saipemreverse stock split 10:1 (one for ten)
ISIN changes from IT0000068525 to IT0005252140
5/08/17Davide Camparistock split 1:2 (two for one)
4/17/17MIBMachine Learning processed for all techniques.
The exchanging short technique is biased by the recently slumping Banco BPM,
but there was no "smoother" technique detected which performs almost as good.
4/12/17MIBThe market needs to be re-learned, because the BMPS price development generated biased techniques.
3/20/17MIBBanca Generali replaces Banca Monte dei Paschi di Siena
1/23/17Unicreditreverse stock split 10:1 (one for ten)
1/01/17MIBresult of merger of Popolare and Popolare di Milano
11/07/16Snamspin-off Italgas 5:1 (one new Italgas for five Snam)
10/06/16MIBBrembo replaces Italcementi (acquired by HeidelbergCement)
6/20/16MIBRecordati replaces Anima
5/06/16Finmeccanicagot granted a really big name: Leonardo
4/05/16MIBEGP was replaced by FinecoBank
1/25/16Saipemex capital increase: strike new shares EUR 0.362 - ratio 1:22
12/21/15MIBPoste Italiane replaces Ansaldo STS
11/18/15MIBcomplete analysis
11/02/15Pirellidrops out due to acquisition by CNCC
9/21/15Unipolre-joins the MIB as replacement for Autogrill
8/29/15MIBcomplete analysis
5/18/15Banca MPSreverse stock split 20:1 (one for twenty)