RS Chart
Assessment - FTSE / Milano Italia Borsa - 2/24/20 - RS = 28
 ⇐ 
  ⇓instrument freshest ⇓ Δday 2/24/20 ⇓ Δwk 8/12/19  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note MIB 40 22,799.400  16:35 -2.66 23,427.200 -2.68 20,773.300 2,653.900 12.78   6.69 
real-time RS chart chart L add note UBI Banca 3.820  16:35 -3.83 3.938 -3.00 2.294 1.644 71.67   51.65 
real-time RS chart chart add note STMicroel Italy 24.860  16:39 -6.86 26.290 -5.44 15.125 11.165 73.82   49.35 
real-time RS chart chart add note Amplifon 25.100  16:35 -5.00 27.200 -7.72 21.400 5.800 27.10   27.56 
real-time RS chart chart L add note Enel 7.916  16:38 -0.49 8.030 -1.42 6.124 1.906 31.12   26.65 
real-time RS chart chart add note Azimut 19.680  16:35 -5.20 20.720 -5.02 16.365 4.355 26.61   18.69 
real-time RS chart chart L add note Prysmian 21.290  16:35 -4.40 22.050 -3.45 18.745 3.305 17.63   17.01 
real-time RS chart chart L add note Banco BPM 2.065  16:37 -4.22 2.222 -7.07 1.692 0.531 31.36   16.51 
real-time RS chart chart add note Banca Generali 28.400  16:39 -3.92 29.620 -4.12 26.220 3.400 12.97   12.42 
real-time RS chart chart L add note Terna 6.296  16:35 -1.32 6.374 -1.22 5.570 0.804 14.43   11.52 
real-time RS chart chart add note Intesa Sanpaolo 2.289  16:41 -3.88 2.377 -3.70 1.968 0.409 20.77   10.64 
real-time RS chart chart add note Ferrari 144.500  16:40 -3.76 151.300 -4.49 140.850 10.450 7.42   10.24 
real-time RS chart chart add note Unicredit 12.002  16:35 -4.38 12.640 -5.05 10.364 2.276 21.96   9.83 
real-time RS chart chart add note Poste Italiane 10.085  16:35 -4.32 10.495 -3.91 9.488 1.007 10.61   8.99 
real-time RS chart chart add note DiaSorin 106.200  16:35 -0.93 110.600 -3.98 103.900 6.700 6.45   8.57 
real-time RS chart chart add note Exor 65.680  16:41 -3.84 67.500 -2.70 59.880 7.620 12.73   8.08 
real-time RS chart chart L add note A2A 1.656  16:35 -2.76 1.736 -4.58 1.594 0.142 8.88   7.54 
real-time RS chart chart add note Unipol 4.676  16:35 -4.08 4.925 -5.06 4.513 0.412 9.13   6.19 
real-time RS chart chart L add note Snam 4.750  16:35 -1.23 4.790 -0.84 4.449 0.341 7.66   5.04 
real-time RS chart chart add note Buzzi Unicem 19.955  16:35 -1.16 20.560 -2.94 17.630 2.930 16.62   4.14 
real-time RS chart chart add note Recordati 39.810  16:35 0.05 38.490 3.43 38.830 -0.340 -0.88   3.29 
real-time RS chart chart L add note Italgas 5.800  16:35 -0.07 5.868 -1.16 5.816 0.052 0.89   2.99 
real-time RS chart chart add note UnipolSai 2.326  16:35 -3.49 2.444 -4.83 2.307 0.137 5.94   1.77 
real-time RS chart chart add note Generali 16.900  16:40 -2.11 17.435 -3.07 16.440 0.995 6.05   1.20 
real-time RS chart chart add note Telecom Italia 0.527  16:35 -0.25 0.513 2.73 0.488 0.025 5.06   0.74 
  ⇓instrument freshest ⇓ Δday 2/24/20 ⇓ Δwk 8/12/19  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note BPER Banca 3.778  16:36 -3.75 3.836 -1.51 3.458 0.378 10.93   0.05 
real-time RS chart chart S add note Leonardo 9.636  16:36 -4.31 10.290 -6.36 10.425 -0.135 -1.29   -2.18 
real-time RS chart chart S add note FinecoBank 9.826  16:35 -1.25 10.060 -2.33 8.706 1.354 15.55   -2.66 
real-time RS chart chart S add note Moncler 35.260  16:36 -1.23 35.160 0.28 34.410 0.750 2.18   -3.56 
real-time RS chart chart S add note Brembo 9.240  16:41 -2.84 9.570 -3.45 8.860 0.710 8.01   -4.78 
real-time RS chart chart add note Atlantia 20.370  16:35 -2.72 21.110 -3.51 22.520 -1.410 -6.26   -4.85 
real-time RS chart chart add note Campari 7.770  16:35 -4.37 8.080 -3.84 8.130 -0.050 -0.62   -4.91 
real-time RS chart chart add note Mediobanca 8.548  16:35 -2.40 8.848 -3.39 8.836 0.012 0.14   -5.65 
real-time RS chart chart S add note Fiat Chrysler 11.562  16:41 -1.82 11.340 1.96 11.672 -0.332 -2.84   -10.14 
real-time RS chart chart S add note CNH Industrial 8.434  16:38 0.89 8.086 4.30 8.352 -0.266 -3.18   -12.57 
real-time RS chart chart S add note Eni 11.758  16:41 -2.54 12.168 -3.37 13.480 -1.312 -9.73   -14.12 
real-time RS chart chart S add note Tenaris 8.416  16:35 -4.36 8.900 -5.44 10.470 -1.570 -15.00   -16.45 
real-time RS chart chart add note Pirelli 4.320  16:35 -3.05 4.459 -3.12 4.850 -0.391 -8.06   -16.71 
real-time RS chart chart S add note Saipem 3.465  16:39 -3.64 3.467 -0.06 4.137 -0.670 -16.20   -19.16 
real-time RS chart chart S add note Salvatore Ferragamo 14.325  16:39 -3.79 14.540 -1.48 18.210 -3.670 -20.15   -21.14 
real-time RS chart chart S add note Juventus Football 0.978  16:39 -6.08 1.006 -2.76 1.497 -0.491 -32.80   -26.86 
 MIB - 40 out of 40 instruments rated - 2/24/20 / 8/12/19 - 28 did rise, Market-Ratio(28) = 70.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
1/04/16 scale up chart 2/24/20
 


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   2/27/20 304  RT RS QC  Azimut 100  106,581   17.975  19.680    1.705 9  2,097,516 11  
accum 1/09/06 2/27/205162 days out of 5169 invested (100%) 20,875 2,097,516 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 
 Azimutlong 11/05/12  8/04/146379.3018.469.16 98.41 
 long  4/29/19  2/27/2030417.9819.681.71 9.49117.23 
 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 
 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