Fri, May 10th, 2024, 11:54UTC
 
RS Chart
Assessment - FTSE / Milano Italia Borsa - 10/30/17 - RS = 28
historical assessment - show freshest
 ⇐ 
  ⇓instrument freshest ⇓ Δday 10/30/17 ⇓ Δwk 4/17/17  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note MIB 40 34,339.300  Thu 0.55 22,752.900 19,773.700 2,979.200 15.07   13.27 
real-time RS chart chart S add note STMicroel Italy 37.600  Thu 0.35 20.360 13.900 6.460 46.47   57.69 
real-time RS chart chart add note Stellantis 20.230  Thu 2.17 14.840 9.150 5.690 62.19   50.49 
real-time RS chart chart add note Ferrari 377.700  Thu -0.18 100.900 66.850 34.050 50.93   46.66 
real-time RS chart chart S add note Interpump 42.420  Thu -0.61 28.900 22.020 6.880 31.24   40.27 
real-time RS chart chart L add note FinecoBank 14.990  Thu 2.60 8.035 6.410 1.625 25.35   29.05 
real-time RS chart chart add note Brunello Cucinelli 96.050  Thu -0.41 28.350 22.890 5.460 23.85   28.39 
real-time RS chart chart add note Recordati 50.350  Thu -1.66 40.110 33.330 6.780 20.34   26.14 
real-time RS chart chart L add note Campari 9.910  Thu 0.41 6.780 5.325 1.455 27.32   25.99 
real-time RS chart chart add note ERG 26.580  Thu 0.45 14.310 11.600 2.710 23.36   25.62 
real-time RS chart chart add note Moncler 63.440  Thu 0.35 24.250 21.390 2.860 13.37   22.77 
real-time RS chart chart add note DiaSorin 93.320  Thu 1.21 78.000 65.050 12.950 19.91   22.29 
real-time RS chart chart S add note Inwit 10.310  Thu 1.58 5.810 4.950 0.860 17.37   20.42 
real-time RS chart chart add note Enel 6.508  Thu 0.90 5.320 4.330 0.990 22.86   19.73 
real-time RS chart chart L add note Amplifon 33.820  Thu 1.38 12.980 11.640 1.340 11.51   19.19 
real-time RS chart chart L add note Mediobanca 14.110  Thu 0.79 9.480 7.790 1.690 21.69   15.97 
real-time RS chart chart add note Unicredit 35.995  Thu 0.07 16.710 12.890 3.820 29.64   15.91 
real-time RS chart chart L add note Prysmian 54.820  Thu 3.75 29.360 25.130 4.230 16.83   15.82 
real-time RS chart chart L add note Intesa Sanpaolo 3.580  Thu -0.39 2.912 2.440 0.472 19.34   15.01 
real-time RS chart chart L add note Hera 3.468  Thu -0.12 2.780 2.644 0.136 5.14   12.01 
real-time RS chart chart L add note Banca Generali 38.820  Thu 1.68 28.180 25.000 3.180 12.72   11.93 
real-time RS chart chart add note Terna 7.724  Thu 0.18 5.160 4.650 0.510 10.97   11.58 
real-time RS chart chart add note Snam 4.422  Thu -0.11 4.378 4.090 0.288 7.04   11.28 
real-time RS chart chart L add note Generali 24.080  Thu 0.75 15.740 14.050 1.690 12.03   9.96 
real-time RS chart chart L add note Banco BPM 6.138  Thu -1.48 2.992 2.400 0.592 24.67   9.69 
  ⇓instrument freshest ⇓ Δday 10/30/17 ⇓ Δwk 4/17/17  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart L add note Unipol 8.555  Thu -0.98 3.894 3.680 0.214 5.82   8.07 
real-time RS chart chart add note A2A 1.919  Thu 0.37 1.452 1.350 0.102 7.56   7.73 
real-time RS chart chart add note Leonardo 22.100  Thu 0.23 14.740 13.190 1.550 11.75   7.17 
real-time RS chart chart L add note Banca Mediolanum 10.520  Thu 0.38 7.310 6.760 0.550 8.14   4.76 
real-time RS chart chart L add note Poste Italiane 12.265  Thu -0.37 6.260 6.110 0.150 2.45   1.78 
real-time RS chart chart add note Azimut 25.540  Thu -0.82 16.950 16.990 -0.040 -0.24   -0.60 
real-time RS chart chart add note Eni 15.032  Thu 0.62 13.840 14.990 -1.150 -7.67   -1.61 
real-time RS chart chart L add note Saipem 2.148  Thu 1.66 171.048 194.762 -23.714 -12.18   -7.37 
real-time RS chart chart S add note Telecom Italia 0.225  Thu 1.26 0.745 0.800 -0.055 -6.88   -7.72 
real-time RS chart chart L add note BPER Banca 4.760  Thu -2.98 4.204 4.360 -0.156 -3.58   -9.60 
real-time RS chart chart add note Tenaris 15.970  Thu 1.98 11.690 15.610 -3.920 -25.11   -16.45 
real-time RS chart chart L add note Banca MPS 4.682  Thu 0.71 97.351 314.222 -216.872 -69.02   -73.57 
real-time RS chart chart L add note Italgas 5.270  Thu -0.19 5.030 4.220 0.810 19.19   -na- 
real-time RS chart chart add note Iveco 11.720  Thu 0.60       -na- 
real-time RS chart chart S add note Nexi 6.066  Thu 6.42       -na- 
real-time RS chart chart add note Pirelli 6.068  Thu 0.80 6.610     -na- 
 MIB - 37 out of 40 instruments rated - 10/30/17 / 4/17/17 - 30 did rise, Market-Ratio(28) = 81.08 % 
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   5/09/24 122  RT RS QC  Leonardo 100  5,974,488   16.370  22.100    5.730 35  132m 145  
accum 1/09/06 5/09/246696 days out of 6703 invested (100%) 1,320,262 132m 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  5/09/2412216.3722.105.73 35.003.59 
 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)