RS Chart
Assessment - FTSE / Milano Italia Borsa in Swiss Franc - 14/10/19 - RS = 28
 ⇐ 
  instrument freshest Δday 14/10/19 Δwk 1/04/19  prc diff Δ28   ∅-RS
real-time RS chart chart L add note MIB 40 24,543.712  Fri -0.24 24,297.525 1.01 24,093.370 204.155 0.85   6.14 
real-time RS chart chart add note Banca Generali 31.205  Fri 0.50 29.094 7.26 25.078 4.015 16.01   15.46 
real-time RS chart chart L add note BPER Banca 4.306  Fri 2.22 4.044 6.47 4.132 -0.088 -2.13   2.66 
real-time RS chart chart L add note Unicredit 12.645  Fri 0.56 11.950 5.82 13.348 -1.398 -10.47   -2.32 
real-time RS chart chart L add note Banco BPM 2.362  Fri -0.09 2.235 5.66 2.123 0.112 5.28   7.62 
real-time RS chart chart L add note Mediobanca 11.677  Fri 0.38 11.111 5.10 10.470 0.641 6.12   16.46 
real-time RS chart chart L add note FinecoBank 11.056  Fri -0.05 10.551 4.78 13.278 -2.727 -20.54   -4.22 
real-time RS chart chart L add note UBI Banca 3.156  Fri -0.10 3.019 4.52 2.736 0.283 10.35   8.08 
real-time RS chart chart add note Azimut 19.159  Fri 1.04 18.362 4.34 17.090 1.272 7.44   20.59 
real-time RS chart chart L add note UnipolSai 2.768  Fri 1.78 2.667 3.75 2.715 -0.047 -1.75   7.56 
real-time RS chart chart L add note Intesa Sanpaolo 2.457  Fri 0.13 2.397 2.50 2.469 -0.072 -2.92   5.19 
real-time RS chart chart L add note Buzzi Unicem 24.146  Fri 0.73 23.574 2.43 21.037 2.537 12.06   19.14 
real-time RS chart chart L add note Unipol 5.504  Fri 0.66 5.380 2.31 5.002 0.378 7.55   16.20 
real-time RS chart chart add note Atlantia 24.487  Fri -0.76 24.080 1.69 25.929 -1.849 -7.13   2.16 
real-time RS chart chart L add note Poste Italiane 11.837  Fri 0.56 11.650 1.60 9.684 1.965 20.29   26.45 
real-time RS chart chart add note Amplifon 24.432  Fri 0.18 24.058 1.55 19.749 4.309 21.82   20.17 
real-time RS chart chart L add note Generali 20.006  Fri 0.52 19.753 1.28 18.669 1.084 5.81   11.13 
real-time RS chart chart add note Terna 6.397  Fri 0.97 6.318 1.25 6.252 0.066 1.06   5.19 
real-time RS chart chart L add note Prysmian 22.211  Fri -1.03 21.963 1.13 18.697 3.266 17.47   11.41 
real-time RS chart chart add note Exor 67.732  Fri -0.68 67.226 0.75 66.682 0.544 0.82   6.71 
real-time RS chart chart S add note Saipem 4.564  Fri 4.540 0.53 5.402 -0.862 -15.96   -3.87 
real-time RS chart chart L add note Telecom Italia 0.589  Fri -0.58 0.586 0.49 0.610 -0.024 -3.99   4.13 
real-time RS chart chart add note Eni 15.152  Fri 0.26 15.112 0.26 17.723 -2.611 -14.73   -7.02 
real-time RS chart chart add note DiaSorin 109.459  Fri -0.45 109.459 101.377 8.082 7.97   9.05 
real-time RS chart chart L add note CNH Industrial 10.624  Fri -0.37 10.626 -0.02 10.486 0.140 1.34   6.31 
  instrument freshest Δday 14/10/19 Δwk 1/04/19  prc diff Δ28   ∅-RS
real-time RS chart chart add note Juventus Football 1.582  Fri 1.23 1.583 -0.03 1.701 -0.118 -6.93   6.93 
real-time RS chart chart L add note STMicroel Italy 20.891  Fri -0.11 20.908 -0.08 15.349 5.558 36.21   28.99 
real-time RS chart chart add note Ferrari 153.991  Fri -1.86 154.210 -0.14 135.244 18.966 14.02   17.93 
real-time RS chart chart add note Enel 7.442  Fri -0.03 7.454 -0.16 6.335 1.119 17.67   20.86 
real-time RS chart chart add note Recordati 41.068  Fri -0.93 41.200 -0.32 39.129 2.071 5.29   7.66 
real-time RS chart chart add note Brembo 9.786  Fri -2.94 9.819 -0.34 11.509 -1.690 -14.69   -10.06 
real-time RS chart chart add note Pirelli 5.944  Fri -2.59 5.968 -0.41 6.525 -0.557 -8.53   -6.05 
real-time RS chart chart add note Snam 4.999  Fri -0.53 5.020 -0.44 5.107 -0.087 -1.70   4.70 
real-time RS chart chart L add note Fiat Chrysler 13.036  Fri -2.37 13.124 -0.67 15.215 -2.091 -13.74   -9.59 
real-time RS chart chart add note Tenaris 10.226  Fri -0.53 10.314 -0.85 14.386 -4.073 -28.31   -17.87 
real-time RS chart chart add note Italgas 6.243  Fri 0.07 6.311 -1.08 6.084 0.228 3.74   4.30 
real-time RS chart chart L add note A2A 1.842  Fri -0.06 1.862 -1.09 1.819 0.043 2.38   7.22 
real-time RS chart chart S add note Salvatore Ferragamo 17.681  Fri -0.34 17.912 -1.29 21.938 -4.026 -18.35   -15.85 
real-time RS chart chart add note Leonardo 11.265  Fri -3.26 11.430 -1.44 11.660 -0.231 -1.98   5.97 
real-time RS chart chart add note Campari 8.895  Fri -2.29 9.335 -4.71 9.729 -0.394 -4.05   2.45 
real-time RS chart chart add note Moncler 35.372  Fri -3.42 37.604 -5.94 41.133 -3.529 -8.58   0.27 
 MIB - 40 out of 40 instruments rated - 14/10/19 / 1/04/19 - 21 did rise, Market-Ratio(28) in CHF = 52.50 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
5/01/15 scale up chart 14/10/19
 


Transactions FTSE / Milano Italia Borsa in Swiss Franc * A28 - 75/50 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 9/01/06 7    - cash -
long 9/01/06  18/09/06 252  RT RS QC  Tenaris 100  633   15.779  21.927    6.148 39  13,892 61  
short 18/09/06  27/11/06 70  RT RS QC  Mediaset 100  1,039   13.362  14.146 12.579  -0.783 -6  13,078 -27  
long 27/11/06  30/07/07 245  RT RS QC  Fiat Chrysler 100  2,133   6.129  9.834    3.705 60  20,981 102  
short 30/07/07  17/08/09 749  RT RS QC  Telecom Italia 100  6,564   3.196  1.574 6.489  3.293 103  42,595 41  
long 17/08/09  26/04/10 252  RT RS QC  Banca Generali 100  4,207   10.125  11.936    1.812 18  50,216 27  
short 26/04/10  20/12/10 238  RT RS QC  Unipol 100  2,439   20.582  11.887 35.637  15.055 73  86,935 132  
long 20/12/10  27/06/11 189  RT RS QC  Exor 100  2,915   29.820  23.932    -5.888 -20  69,771 -35  
short 27/06/11   5/11/12 497  RT RS QC  UnipolSai 100  11,496   6.069  1.129 32.630  26.561 438  375,115 244  
long 5/11/12   4/08/14 637  RT RS QC  Azimut 100  33,397   11.232  22.466    11.234 100  750,298 49  
short 4/08/14  26/01/15 175  RT RS QC  YOOX Net-a-Porter 100  33,379   22.478  19.308 26.168  3.690 16  873,460 37  
long 26/01/15  21/09/15 238  RT RS QC  Fiat Chrysler 100  108,121   8.078  9.228    1.150 14  997,778 23  
short 21/09/15  26/12/16 462  RT RS QC  Saipem 100  90,224   11.059  5.507 22.210  11.151 101  2,003,843 73  
long 26/12/16  27/11/17 336  RT RS QC  STMicroel Italy 100  173,657   11.539  23.614    12.075 105  4,100,807 118  
short 27/11/17   8/01/18 42  RT RS QC  Leonardo 100  343,406   11.942  12.366 11.517  -0.424 -4  3,955,114 -27  
long 8/01/18  12/02/18 35  RT RS QC  Fiat Chrysler 100  186,615   21.194  20.327    -0.867 -4  3,793,303 -35  
short 12/02/18  29/04/19 441  RT RS QC  Leonardo 100  381,352   9.947  11.874 8.020  -1.927 -19  3,058,524 -16  
long 29/04/19  18/10/19 172  RT RS QC  Azimut 100  149,250   20.493  19.159    -1.333 -7  2,859,560 -13  
accum 9/01/06 18/10/195033 days out of 5040 invested (100%) 28,496 2,859,560 51  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 UnipolSaishort 27/06/11  5/11/124976.071.1332.6326.56 437.66437.66 
 STMicroel Italylong 26/12/16 27/11/1733611.5423.6112.08 104.65104.65 
 Telecom Italiashort 30/07/07 17/08/097493.201.576.493.29 103.03103.03 
 Saipemshort 21/09/15 26/12/1646211.065.5122.2111.15 100.83100.83 
 Azimutlong  5/11/12  4/08/1463711.2322.4711.23 100.02 
 long 29/04/19 18/10/1917220.4919.16-1.33 -6.5187.01 
 Fiat Chryslerlong 27/11/06 30/07/072456.139.833.71 60.45 
 long 26/01/15 21/09/152388.089.231.15 14.23 
 long  8/01/18 12/02/183521.1920.33-0.87 -4.0975.79 
 Unipolshort 26/04/10 20/12/1023820.5811.8935.6415.05 73.1573.15 
 Tenarislong  9/01/06 18/09/0625215.7821.936.15 38.9638.96 
 Banca Generalilong 17/08/09 26/04/1025210.1211.941.81 17.8917.89 
 YOOX Net-a-Porter short  4/08/14 26/01/1517522.4819.3126.173.69 16.4216.42 
 Mediasetshort 18/09/06 27/11/067013.3614.1512.58-0.78 -5.86-5.86 
 Exorlong 20/12/10 27/06/1118929.8223.93-5.89 -19.75-19.75 
 Leonardoshort 27/11/17  8/01/184211.9412.3711.52-0.42 -3.55 
 short 12/02/18 29/04/194419.9511.878.02-1.93 -19.37-22.24 


Annotations
22/06/18Pirellireturns
15/06/18YOOX Net-a-Pdrops out due to acquisition by Richemont
24/05/17Brembostock split 1:5 (five for one)
22/05/17Saipemreverse stock split 10:1 (one for ten)
ISIN changes from IT0000068525 to IT0005252140
8/05/17Davide Camparistock split 1:2 (two for one)
17/04/17MIBMachine 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.
12/04/17MIBThe market needs to be re-learned, because the BMPS price development generated biased techniques.
20/03/17MIBBanca Generali replaces Banca Monte dei Paschi di Siena
23/01/17Unicreditreverse stock split 10:1 (one for ten)
1/01/17MIBresult of merger of Popolare and Popolare di Milano
7/11/16Snamspin-off Italgas 5:1 (one new Italgas for five Snam)
6/10/16MIBBrembo replaces Italcementi (acquired by HeidelbergCement)
20/06/16MIBRecordati replaces Anima
6/05/16Finmeccanicagot granted a really big name: Leonardo
5/04/16MIBEGP was replaced by FinecoBank
25/01/16Saipemex capital increase: strike new shares EUR 0.362 - ratio 1:22
4/01/16Fiat Chryslerspin-off Ferrari
21/12/15MIBPoste Italiane replaces Ansaldo STS
18/11/15MIBcomplete analysis
2/11/15Pirellidrops out due to acquisition by CNCC
21/09/15Unipolre-joins the MIB as replacement for Autogrill
29/08/15MIBcomplete analysis