RS Chart
Assessment - FTSE / Milano Italia Borsa - 3/01/21 - RS = 28
 ⇐ 
  instrument freshest Δday 3/01/21 Δwk 8/17/20  prc diff Δ28   ∅-RS
real-time RS chart chart L add note MIB 40 23,014.200  09:05 -0.14 23,046.800 -0.14 19,950.300 3,096.500 15.52   17.63 
real-time RS chart chart L add note CNH Industrial 12.400  09:06 -0.68 12.485 -0.68 6.506 5.979 91.90   77.01 
real-time RS chart chart L add note Tenaris 8.976  09:04 0.07 8.970 0.07 5.160 3.810 73.84   58.80 
real-time RS chart chart L add note Banco BPM 2.196  09:06 -0.68 2.211 -0.68 1.390 0.822 59.12   51.51 
real-time RS chart chart L add note Stellantis 13.724  09:06 -1.04 13.868 -1.04 9.650 4.218 43.71   42.77 
real-time RS chart chart L add note Moncler 51.040  09:06 -1.28 51.700 -1.28 32.950 18.750 56.90   40.77 
real-time RS chart chart L add note Mediobanca 9.004  09:06 0.60 8.950 0.60 7.014 1.936 27.60   35.94 
real-time RS chart chart L add note Exor 68.400  09:05 -0.61 68.820 -0.61 51.860 16.960 32.70   31.47 
real-time RS chart chart add note Interpump 39.200  09:06 0.05 39.180 0.05 29.080 10.100 34.73   29.82 
real-time RS chart chart L add note Intesa Sanpaolo 2.193  09:06 -0.48 2.203 -0.48 1.824 0.379 20.75   29.59 
real-time RS chart chart L add note FinecoBank 14.305  09:06 -1.41 14.510 -1.41 12.780 1.730 13.54   26.55 
real-time RS chart chart add note Pirelli 4.801  09:06 -1.62 4.880 -1.62 3.719 1.161 31.22   26.11 
real-time RS chart chart L add note Unipol 4.512  09:06 -0.18 4.520 -0.18 3.988 0.532 13.34   25.32 
real-time RS chart chart add note Prysmian 26.900  09:06 -0.66 27.080 -0.66 22.570 4.510 19.98   23.58 
real-time RS chart chart L add note Poste Italiane 9.920  09:06 -0.30 9.950 -0.30 7.884 2.066 26.20   23.55 
real-time RS chart chart L add note Azimut 19.505  09:05 -0.38 19.580 -0.38 16.770 2.810 16.76   22.47 
real-time RS chart chart L add note Generali 16.005  09:06 -0.16 16.030 -0.16 12.910 3.120 24.17   21.04 
real-time RS chart chart L add note Eni 9.670  09:06 0.10 9.660 0.10 8.100 1.560 19.26   19.12 
real-time RS chart chart L add note Banca Mediolanum 7.490  09:04 -0.20 7.505 -0.20 6.645 0.860 12.94   18.91 
real-time RS chart chart add note STMicroel Italy 29.670  09:06 -2.27 30.360 -2.27 25.100 5.260 20.96   18.57 
real-time RS chart chart L add note Leonardo 6.838  09:05 -0.18 6.850 -0.18 5.840 1.010 17.29   18.14 
real-time RS chart chart L add note Unicredit 8.951  09:06 -0.95 9.037 -0.95 8.135 0.902 11.09   16.81 
real-time RS chart chart add note Amplifon 31.540  09:06 0.48 31.390 0.48 28.570 2.820 9.87   16.46 
real-time RS chart chart L add note Banca Generali 29.060  09:04 -0.07 29.080 -0.07 25.540 3.540 13.86   15.75 
real-time RS chart chart add note Campari 9.394  09:05 0.26 9.370 0.26 8.602 0.768 8.93   14.81 
  instrument freshest Δday 3/01/21 Δwk 8/17/20  prc diff Δ28   ∅-RS
real-time RS chart chart L add note Buzzi Unicem 21.700  09:04 -0.64 21.840 -0.64 21.250 0.590 2.78   14.28 
real-time RS chart chart L add note Atlantia 15.515  09:05 -0.58 15.605 -0.58 14.040 1.565 11.15   11.50 
real-time RS chart chart L add note A2A 1.394  09:06 0.40 1.389 0.40 1.280 0.109 8.48   10.95 
real-time RS chart chart L add note Saipem 2.219  09:06 0.68 2.204 0.68 1.910 0.294 15.39   7.85 
real-time RS chart chart L add note Telecom Italia 0.398  09:06 2.65 0.388 2.65 0.370 0.018 4.98   6.77 
real-time RS chart chart add note Enel 7.799  09:06 2.27 7.626 2.27 7.808 -0.182 -2.33   3.04 
real-time RS chart chart add note Ferrari 158.450  09:06 -1.43 160.750 -1.43 166.850 -6.100 -3.66   2.32 
real-time RS chart chart add note Nexi 14.795  09:06 -1.56 15.030 -1.56 15.045 -0.015 -0.10   1.96 
real-time RS chart chart add note DiaSorin 161.400  09:05 -0.25 161.800 -0.25 162.800 -1.000 -0.61   1.36 
real-time RS chart chart L add note BPER Banca 1.860  09:06 -0.16 1.863 -0.16 2.316 -0.454 -19.58   1.02 
real-time RS chart chart add note Recordati 43.000  09:06 -0.02 43.010 -0.02 45.890 -2.880 -6.28   -0.18 
real-time RS chart chart S add note Snam 4.278  09:06 1.42 4.218 1.42 4.421 -0.203 -4.59   -2.49 
real-time RS chart chart S add note Italgas 4.956  09:05 1.64 4.876 1.64 5.655 -0.779 -13.78   -4.91 
real-time RS chart chart S add note Terna 5.712  09:06 0.92 5.660 0.92 6.330 -0.670 -10.58   -5.32 
real-time RS chart chart L add note Hera 2.934  09:05 0.82 2.910 0.82 3.326 -0.416 -12.51   -8.12 
real-time RS chart chart add note Inwit 8.460  09:06 0.89 8.385 0.89 8.450 -0.065 -0.77   -10.03 
 MIB - 40 out of 40 instruments rated - 3/01/21 / 8/17/20 - 29 did rise, Market-Ratio(28) = 72.50 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
1/02/17 scale up chart 3/01/21
 


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  Mediaset 100  1,604   8.405  8.932 7.878  -0.527 -6  12,644 -29  
long 11/27/06   7/30/07 245  RT RS QC  Fiat Chrysler 100  3,267   3.870  5.969    2.099 54  19,502 91  
short 7/30/07   8/17/09 749  RT RS QC  Telecom Italia 100  10,052   1.940  1.034 3.640  1.700 88  36,588 36  
long 8/17/09   4/26/10 252  RT RS QC  Banca Generali 100  5,502   6.650  8.315    1.665 25  45,749 38  
short 4/26/10  12/20/10 238  RT RS QC  Unipol 100  3,190   14.338  9.300 22.105  7.767 54  70,527 94  
long 12/20/10   6/27/11 189  RT RS QC  Exor 100  3,023   23.330  20.230    -3.100 -13  61,155 -24  
short 6/27/11  11/05/12 497  RT RS QC  UnipolSai 100  11,921   5.130  0.935 28.146  23.016 449  335,534 249  
long 11/05/12   8/04/14 637  RT RS QC  Azimut 100  36,063   9.304  18.460    9.156 98  665,727 48  
short 8/04/14   1/26/15 175  RT RS QC  YOOX Net-a-Porter 100  36,043   18.470  19.040 17.900  -0.570 -3  645,182 -6  
long 1/26/15   9/21/15 238  RT RS QC  Fiat Chrysler 100  80,990   7.966  8.487    0.520 7  687,329 10  
short 9/21/15  12/26/16 462  RT RS QC  Saipem 100  67,584   10.170  5.130 20.162  9.992 98  1,362,602 72  
long 12/26/16  11/27/17 336  RT RS QC  STMicroel Italy 100  126,753   10.750  20.210    9.460 88  2,561,685 99  
short 11/27/17   1/08/18 42  RT RS QC  Leonardo 100  250,654   10.220  10.570 9.870  -0.350 -3  2,473,956 -26  
long 1/08/18   2/12/18 35  RT RS QC  Fiat Chrysler 100  136,561   18.116  17.656    -0.460 -3  2,411,138 -24  
short 2/12/18   4/29/19 441  RT RS QC  Leonardo 100  279,066   8.640  10.415 6.865  -1.775 -21  1,915,796 -17  
long 4/29/19   3/02/20 308  RT RS QC  Azimut 100  106,581   17.975  18.590    0.615 3  1,981,343 4  
short 3/02/20   9/28/20 210  RT RS QC  Juventus Football 100  2,133,229   0.929  0.865 0.998  0.069 7  2,128,536 13  
long 9/28/20   2/01/21 126  RT RS QC  DiaSorin 100  12,462   170.800  180.000    9.200 5  2,243,186 16  
short 2/01/21   2/08/21 7  RT RS QC  BPER Banca 100  1,463,265   1.533  1.910 1.157  -0.377 -25  1,692,267 -100  
long 2/08/21   3/04/21 24  RT RS QC  CNH Industrial 100  142,326   11.890  12.400    0.510 4  1,764,853 89  
accum 1/09/06 3/04/215533 days out of 5540 invested (100%) 17,549 1,764,853 41  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 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 
 Saipemshort  9/21/15 12/26/1646210.175.1320.169.99 98.2598.25 
 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 
 Banca Generalilong  8/17/09  4/26/102526.658.321.67 25.0425.04 
 Juventus Footballshort  3/02/20  9/28/202100.930.861.000.07 7.437.43 
 DiaSorinlong  9/28/20  2/01/21126170.80180.009.20 5.395.39 
 CNH Industriallong  2/08/21  3/04/212411.8912.400.51 4.294.29 
 YOOX Net-a-Porter short  8/04/14  1/26/1517518.4719.0417.90-0.57 -3.09-3.09 
 Mediasetshort  9/18/06 11/27/06708.418.937.88-0.53 -6.27-6.27 
 Exorlong 12/20/10  6/27/1118923.3320.23-3.10 -13.29-13.29 
 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 -20.54-23.27 
 BPER Bancashort  2/01/21  2/08/2171.531.911.16-0.38 -24.56-24.56 


Annotations
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