RS Chart
Assessment - FTSE / Milano Italia Borsa - 3/25/24 - RS = 26
 ⇐ 
  instrument freshest Δday 3/25/24 Δwk 9/25/23  prc diff Δ26   ∅-RS
real-time RS chart chart L add note MIB 40 34,750.400  Thu -0.03 34,639.400 0.32 28,382.200 6,257.200 22.05   19.98 
real-time RS chart chart L add note Leonardo 23.280  Thu 1.39 22.970 1.35 13.625 9.345 68.59   73.63 
real-time RS chart chart L add note Iveco 13.800  Thu -2.06 13.925 -0.90 9.194 4.731 51.46   63.62 
real-time RS chart chart L add note Banca MPS 4.200  Thu 0.02 4.209 -0.21 2.675 1.534 57.35   60.64 
real-time RS chart chart L add note Unicredit 35.175  Thu 2.19 34.080 3.21 23.115 10.965 47.44   51.19 
real-time RS chart chart L add note Stellantis 26.345  Thu -1.26 27.155 -2.98 18.068 9.087 50.29   51.00 
real-time RS chart chart L add note Saipem 2.262  Thu 3.10 2.148 5.31 1.463 0.686 46.87   49.96 
real-time RS chart chart L add note BPER Banca 4.380  Thu 0.92 4.322 1.34 2.961 1.361 45.96   46.74 
real-time RS chart chart L add note Unipol 7.766  Thu 0.73 7.714 0.67 5.196 2.518 48.46   46.43 
real-time RS chart chart L add note Ferrari 404.000  Thu -0.54 406.000 -0.49 272.700 133.300 48.88   36.76 
real-time RS chart chart L add note Banco BPM 6.168  Thu 0.62 6.122 0.75 4.724 1.398 29.59   36.64 
real-time RS chart chart L add note Prysmian 48.390  Thu -0.60 49.780 -2.79 36.910 12.870 34.87   31.37 
real-time RS chart chart L add note Intesa Sanpaolo 3.363  Thu 0.45 3.322 1.25 2.460 0.862 35.05   30.98 
real-time RS chart chart L add note Tenaris 18.315  Thu -0.46 18.285 0.16 14.710 3.575 24.30   25.88 
real-time RS chart chart L add note Brunello Cucinelli 106.000  Thu 2.51 101.300 4.64 70.000 31.300 44.71   23.14 
real-time RS chart chart L add note Banca Mediolanum 10.180  Thu -0.68 10.350 -1.64 8.238 2.112 25.64   21.98 
real-time RS chart chart L add note Generali 23.460  Thu -0.89 23.460 19.505 3.955 20.28   21.94 
real-time RS chart chart L add note Mediobanca 13.810  Thu 0.22 13.565 1.81 12.255 1.310 10.69   21.25 
real-time RS chart chart add note Pirelli 5.676  Thu 0.11 5.654 0.39 4.713 0.941 19.97   19.55 
real-time RS chart chart L add note Hera 3.266  Thu -0.67 3.320 -1.63 2.686 0.634 23.60   17.46 
real-time RS chart chart add note Azimut 25.180  Thu 0.20 24.920 1.04 20.870 4.050 19.41   16.16 
real-time RS chart chart L add note Poste Italiane 11.605  Thu 0.39 11.455 1.31 10.015 1.440 14.38   15.13 
real-time RS chart chart L add note Moncler 69.180  Thu 0.96 68.160 1.50 56.280 11.880 21.11   14.97 
real-time RS chart chart add note Recordati 51.240  Thu -0.97 52.000 -1.46 44.790 7.210 16.10   14.76 
real-time RS chart chart L add note Banca Generali 36.820  Thu -0.32 36.930 -0.30 33.470 3.460 10.34   14.21 
  instrument freshest Δday 3/25/24 Δwk 9/25/23  prc diff Δ26   ∅-RS
real-time RS chart chart L add note FinecoBank 13.885  Thu 0.04 13.960 -0.54 11.675 2.285 19.57   9.50 
real-time RS chart chart L add note Amplifon 33.800  Thu -0.73 33.150 1.96 28.000 5.150 18.39   8.48 
real-time RS chart chart add note Terna 7.660  Thu -0.91 7.778 -1.52 7.300 0.478 6.55   2.85 
real-time RS chart chart add note Eni 14.648  Thu 0.54 14.554 0.65 15.218 -0.664 -4.36   2.40 
real-time RS chart chart L add note Italgas 5.400  Thu 5.335 1.22 5.060 0.275 5.43   1.37 
real-time RS chart chart add note Enel 6.119  Thu -0.83 6.067 0.86 5.975 0.092 1.54   -0.49 
real-time RS chart chart S add note A2A 1.674  Thu 0.21 1.639 2.14 1.735 -0.097 -5.56   -3.82 
real-time RS chart chart add note Interpump 45.190  Thu 1.23 44.190 2.26 43.220 0.970 2.24   -4.25 
real-time RS chart chart add note DiaSorin 89.500  Thu 0.67 87.700 2.05 86.000 1.700 1.98   -4.75 
real-time RS chart chart S add note Snam 4.376  Thu -0.84 4.410 -0.77 4.557 -0.147 -3.23   -5.45 
real-time RS chart chart S add note STMicroel Italy 39.935  Thu -1.27 39.880 0.14 40.345 -0.465 -1.15   -5.85 
real-time RS chart chart S add note Inwit 10.530  Thu -0.66 10.565 -0.33 11.340 -0.775 -6.83   -6.80 
real-time RS chart chart S add note ERG 23.280  Thu -0.68 23.340 -0.26 23.420 -0.080 -0.34   -9.33 
real-time RS chart chart S add note Nexi 5.874  Thu -0.44 5.958 -1.41 5.878 0.080 1.36   -13.89 
real-time RS chart chart S add note Campari 9.314  Thu 0.80 9.126 2.06 11.215 -2.089 -18.63   -16.97 
real-time RS chart chart S add note Telecom Italia 0.225  Thu 0.27 0.224 0.40 0.314 -0.090 -28.69   -17.11 
 MIB - 40 out of 40 instruments rated - 3/25/24 / 9/25/23 - 32 did rise, Market-Ratio(26) = 80.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 26 - B/S = 60/40
Market Chart
1/06/20 scale up chart 3/25/24
 


Transactions FTSE / Milano Italia Borsa * 26 - 60/40 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 7/17/06 196    - cash -
short 7/17/06   7/24/06 7  RT RS QC  STMicroel Italy 100  857   11.660  12.086 11.234  -0.426 -4  9,635 -86  
long 7/24/06   8/28/06 35  RT RS QC  Fiat Chrysler 100  3,229   2.983  3.139    0.156 5  10,138 70  
short 8/28/06  10/16/06 49  RT RS QC  Recordati 100  1,860   5.450  5.640 5.260  -0.190 -3  9,784 -23  
long 10/16/06   7/30/07 287  RT RS QC  Fiat Chrysler 100  2,702   3.620  5.969    2.349 65  16,132 89  
short 7/30/07   5/18/09 658  RT RS QC  Telecom Italia 100  8,315   1.940  1.018 3.697  1.757 91  30,742 43  
long 5/18/09   4/19/10 336  RT RS QC  Banca Generali 100  6,414   4.793  8.405    3.613 75  53,913 84  
short 4/19/10  11/15/10 210  RT RS QC  Unipol 100  3,725   14.471  10.600 19.756  5.285 37  73,598 72  
long 11/15/10   6/20/11 217  RT RS QC  Exor 100  3,553   20.710  21.090    0.380 2  74,948 3  
short 6/20/11   2/13/12 238  RT RS QC  UBI Banca 100  19,775   3.790  3.750 3.830  0.040 1  75,747 2  
long 2/13/12   4/09/12 56  RT RS QC  Luxottica 100  3,021   25.070  25.930    0.860 3  78,345 25  
short 4/09/12  10/08/12 182  RT RS QC  Unicredit 100  5,142   15.234  17.128 13.340  -1.894 -12  68,606 -23  
long 10/08/12   8/11/14 672  RT RS QC  Azimut 100  7,770   8.829  17.430    8.601 97  135,436 45  
short 8/11/14   1/26/15 168  RT RS QC  YOOX Net-a-Porter 100  7,421   18.250  19.040 17.460  -0.790 -4  129,574 -9  
long 1/26/15   9/14/15 231  RT RS QC  Fiat Chrysler 100  16,265   7.966  8.473    0.507 6  137,821 10  
short 9/14/15   8/08/16 329  RT RS QC  Saipem 100  300   458.571  187.619 1,120.821  662.250 144  336,496 170  
long 8/08/16   9/12/16 35  RT RS QC  Brembo 100  32,324   10.410  10.380    -0.030 0  335,526 -3  
short 9/12/16  12/12/16 91  RT RS QC  Banco BPM 100  147,419   2.276  2.234 2.319  0.043 2  341,836 8  
long 12/12/16   3/26/18 469  RT RS QC  STMicroel Italy 100  34,598   9.880  18.605    8.725 88  643,703 64  
short 3/26/18   4/23/18 28  RT RS QC  Leonardo 100  68,948   9.336  9.984 8.688  -0.648 -7  599,025 -61  
long 4/23/18   6/04/18 42  RT RS QC  Fiat Chrysler 100  30,438   19.680  17.850    -1.830 -9  543,323 -57  
short 6/04/18   4/08/19 308  RT RS QC  Leonardo 100  61,545   8.828  10.500 7.156  -1.672 -19  440,420 -22  
long 4/08/19   3/02/20 329  RT RS QC  Juventus Football 100  27,431   16.055  9.288    -6.767 -42  254,795 -46  
short 3/02/20   9/07/20 189  RT RS QC  Juventus Football 100  27,432   9.288  8.944 9.645  0.357 4  264,593 8  
long 9/07/20   2/07/22 518  RT RS QC  Amplifon 100  9,187   28.800  36.070    7.270 25  331,383 17  
short 2/07/22  12/12/22 308  RT RS QC  Saipem 100  5,767   57.452  1.010 3,269.670  3,212.218 5,591  18,856,246 11,923  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 12/12/22  10/23/23 315  RT RS QC  Unicredit 100  1,484,510   12.702  22.690    9.988 79  33,683,532 96  
short 10/23/23  12/04/23 42  RT RS QC  CNH Industrial 100  3,192,751   10.550  10.060 11.064  0.514 5  35,324,287 51  
long 12/04/23   3/28/24 115  RT RS QC  Unicredit 100  1,395,665   25.310  35.175    9.865 39  49,092,522 184  
accum 7/17/06 3/28/246465 days out of 6661 invested (97%) 490,825 49,092,522 62  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Saipemshort  9/14/15  8/08/16329458.57187.621,120.82662.25 144.42 
 short  2/07/22 12/12/2230857.451.013,269.673,212.22 5,591.1313,810.05 
 Unicreditshort  4/09/12 10/08/1218215.2317.1313.34-1.89 -12.43 
 long 12/12/22 10/23/2331512.7022.699.99 78.63 
 long 12/04/23  3/28/2411525.3135.189.87 38.98117.39 
 Azimutlong 10/08/12  8/11/146728.8317.438.60 97.4297.42 
 Telecom Italiashort  7/30/07  5/18/096581.941.023.701.76 90.5790.57 
 STMicroel Italyshort  7/17/06  7/24/06711.6612.0911.23-0.43 -3.65 
 long 12/12/16  3/26/184699.8818.618.73 88.3181.43 
 Banca Generalilong  5/18/09  4/19/103364.798.413.61 75.3875.38 
 Fiat Chryslerlong  7/24/06  8/28/06352.983.140.16 5.22 
 long 10/16/06  7/30/072873.625.972.35 64.90 
 long  1/26/15  9/14/152317.978.470.51 6.37 
 long  4/23/18  6/04/184219.6817.85-1.83 -9.3067.39 
 Unipolshort  4/19/10 11/15/1021014.4710.6019.765.28 36.5236.52 
 Amplifonlong  9/07/20  2/07/2251828.8036.077.27 25.2425.24 
 CNH Industrialshort 10/23/23 12/04/234210.5510.0611.060.51 4.874.87 
 Luxotticalong  2/13/12  4/09/125625.0725.930.86 3.433.43 
 Banco BPMshort  9/12/16 12/12/16912.282.232.320.04 1.881.88 
 Exorlong 11/15/10  6/20/1121720.7121.090.38 1.831.83 
 UBI Bancashort  6/20/11  2/13/122383.793.753.830.04 1.071.07 
 Brembolong  8/08/16  9/12/163510.4110.38-0.03 -0.29-0.29 
 Recordatishort  8/28/06 10/16/06495.455.645.26-0.19 -3.49-3.49 
 YOOX Net-a-Porter short  8/11/14  1/26/1516818.2519.0417.46-0.79 -4.33-4.33 
 Leonardoshort  3/26/18  4/23/18289.349.988.69-0.65 -6.94 
 short  6/04/18  4/08/193088.8310.507.16-1.67 -18.94-24.57 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Juventus Footballlong  4/08/19  3/02/2032916.069.29-6.77 -42.15 
 short  3/02/20  9/07/201899.298.949.650.36 3.85-39.92 


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)