RS Chart
Assessment - FTSE / Milano Italia Borsa - 10/07/19 - RS = 28
 ⇐ 
  ⇓instrument freshest ⇓ Δday 10/07/19 ⇓ Δwk 3/25/19  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart L add note MIB 40 22,165.300  Fri 1.88 21,652.200 2.37 21,059.600 592.600 2.81   6.22 
real-time RS chart chart L add note Poste Italiane 10.580  Fri 3.22 10.265 3.07 8.590 1.675 19.50   26.26 
real-time RS chart chart L add note Banca Generali 27.020  Fri -1.67 28.080 -3.77 21.880 6.200 28.34   25.74 
real-time RS chart chart L add note Enel 6.800  Fri 0.49 6.845 -0.66 5.620 1.225 21.80   25.67 
real-time RS chart chart add note Amplifon 21.340  Fri -0.28 22.260 -4.13 17.400 4.860 27.93   25.37 
real-time RS chart chart L add note STMicroel Italy 19.200  Fri 7.11 17.900 7.26 13.955 3.945 28.27   24.26 
real-time RS chart chart add note Azimut 16.795  Fri 0.72 16.545 1.51 14.685 1.860 12.67   22.58 
real-time RS chart chart add note DiaSorin 99.250  Fri -0.05 106.000 -6.37 88.550 17.450 19.71   19.07 
real-time RS chart chart add note Ferrari 139.900  Fri 2.57 136.550 2.45 115.900 20.650 17.82   17.64 
real-time RS chart chart add note Unipol 4.950  Fri 2.08 4.767 3.84 4.319 0.448 10.37   16.07 
real-time RS chart chart L add note Mediobanca 10.090  Fri 1.82 9.804 2.92 8.862 0.942 10.63   15.73 
real-time RS chart chart L add note Buzzi Unicem 21.440  Fri 3.42 20.110 6.61 17.525 2.585 14.75   14.21 
real-time RS chart chart L add note Generali 18.065  Fri 1.09 17.770 1.66 16.340 1.430 8.75   12.55 
real-time RS chart chart add note Italgas 5.756  Fri 0.98 5.946 -3.20 5.508 0.438 7.95   10.82 
real-time RS chart chart add note Recordati 37.300  Fri 0.81 37.330 -0.08 35.750 1.580 4.42   9.92 
real-time RS chart chart add note Terna 5.692  Fri -0.21 5.842 -2.57 5.608 0.234 4.17   9.64 
real-time RS chart chart add note Snam 4.546  Fri -0.13 4.645 -2.13 4.590 0.055 1.20   9.20 
real-time RS chart chart L add note A2A 1.698  Fri 1.52 1.688 0.62 1.614 0.074 4.59   9.19 
real-time RS chart chart add note UnipolSai 2.444  Fri 1.83 2.371 3.08 2.385 -0.014 -0.59   7.60 
real-time RS chart chart add note Prysmian 19.935  Fri 1.74 18.855 5.73 16.815 2.040 12.13   7.26 
real-time RS chart chart add note Leonardo 10.450  Fri 5.39 10.295 1.51 10.095 0.200 1.98   7.10 
real-time RS chart chart add note Exor 61.160  Fri 2.76 58.920 3.80 57.200 1.720 3.01   5.01 
real-time RS chart chart L add note Intesa Sanpaolo 2.186  Fri 1.70 2.108 3.70 2.149 -0.041 -1.91   3.72 
real-time RS chart chart add note Campari 8.485  Fri 0.18 8.395 1.07 8.740 -0.345 -3.95   3.69 
real-time RS chart chart L add note UBI Banca 2.742  Fri 3.59 2.560 7.11 2.316 0.244 10.54   2.33 
  ⇓instrument freshest ⇓ Δday 10/07/19 ⇓ Δwk 3/25/19  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart L add note CNH Industrial 9.818  Fri 5.73 9.122 7.63 9.172 -0.050 -0.55   2.07 
real-time RS chart chart add note Atlantia 21.980  Fri 2.42 21.190 3.73 22.270 -1.080 -4.85   1.22 
real-time RS chart chart L add note Telecom Italia 0.536  Fri 0.68 0.505 6.24 0.527 -0.023 -4.27   0.53 
real-time RS chart chart L add note Banco BPM 2.003  Fri 3.86 1.860 7.69 1.860 -0.000 -0.02   0.32 
real-time RS chart chart S add note Juventus Football 1.385  Fri 4.77 1.314 5.44 1.450 -0.137 -9.41   -0.14 
real-time RS chart chart L add note BPER Banca 3.638  Fri 3.65 3.499 3.97 3.634 -0.135 -3.71   -0.55 
real-time RS chart chart L add note FinecoBank 9.798  Fri 2.92 9.678 1.24 11.350 -1.672 -14.73   -1.79 
real-time RS chart chart S add note Moncler 34.480  Fri 1.95 32.740 5.31 34.800 -2.060 -5.92   -2.25 
real-time RS chart chart add note Saipem 4.180  Fri 1.46 4.118 1.51 4.596 -0.478 -10.40   -2.65 
real-time RS chart chart add note Unicredit 10.924  Fri 3.41 10.286 6.20 11.396 -1.110 -9.74   -6.10 
real-time RS chart chart add note Eni 13.836  Fri 1.13 13.652 1.35 15.624 -1.972 -12.62   -6.19 
real-time RS chart chart add note Pirelli 5.406  Fri 1.43 5.122 5.54 5.846 -0.724 -12.38   -10.19 
real-time RS chart chart add note Fiat Chrysler 11.862  Fri 2.10 11.344 4.57 13.034 -1.690 -12.97   -12.97 
real-time RS chart chart add note Brembo 8.950  Fri 4.50 8.490 5.42 10.080 -1.590 -15.77   -13.34 
real-time RS chart chart S add note Salvatore Ferragamo 16.415  Fri 1.52 16.300 0.71 18.615 -2.315 -12.44   -14.53 
real-time RS chart chart add note Tenaris 9.634  Fri 3.48 9.336 3.19 12.760 -3.424 -26.83   -17.47 
 MIB - 40 out of 40 instruments rated - 10/07/19 / 3/25/19 - 21 did rise, Market-Ratio(28) = 52.50 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
1/05/15 scale up chart 10/07/19
 


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  10/11/19 165  RT RS QC  Azimut 100  106,581   17.975  16.795    -1.180 -7  1,790,030 -14  
accum 1/09/06 10/11/195026 days out of 5033 invested (100%) 17,800 1,790,030 46  

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 
 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 
 Azimutlong 11/05/12  8/04/146379.3018.469.16 98.41 
 long  4/29/19 10/11/1916517.9816.80-1.18 -6.5685.38 
 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 
 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 


Annotations
6/22/18Pirellireturns
6/15/18YOOX Net-a-Pdrops out due to acquisition by Richemont
5/24/17Brembostock split 1:5 (five for one)
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
1/04/16Fiat Chryslerspin-off Ferrari
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