Mon, Aug 2nd, 2021, 3:58UTC
 
RS Chart
Assessment - FTSE / Milano Italia Borsa in Swiss Franc - 7/26/21 - RS = 28
 ⇐ 
  ⇓instrument freshest Δday 7/26/21 ⇓ Δwk 1/11/21  prc diff ⇓ Δ28   ⇓∅-RS
real-time RS chart chart add note MIB 40 27,419.939  Fri -0.60 27,347.938 0.26 24,581.796 2,766.142 11.25   13.59 
real-time RS chart chart add note Amplifon 45.060  Fri 3.30 44.087 2.21 36.437 7.651 21.00   21.96 
real-time RS chart chart add note Unicredit 10.928  Fri 2.80 10.614 2.95 8.694 1.920 22.09   16.64 
real-time RS chart chart add note Ferrari 198.760  Fri 1.60 194.057 2.42 194.463 -0.405 -0.21   5.56 
real-time RS chart chart L add note Recordati 56.412  Fri 1.36 54.812 2.92 46.346 8.465 18.27   10.78 
real-time RS chart chart S add note BPER Banca 1.780  Fri 1.26 1.772 0.46 1.800 -0.028 -1.54   -4.54 
real-time RS chart chart add note Leonardo 7.174  Fri 1.13 7.010 2.34 6.357 0.653 10.27   6.58 
real-time RS chart chart add note Prysmian 32.671  Fri 0.53 32.325 1.07 33.040 -0.715 -2.16   12.00 
real-time RS chart chart L add note Campari 12.822  Fri 0.21 12.303 4.22 9.434 2.869 30.41   18.59 
real-time RS chart chart add note Generali 18.217  Fri 0.21 18.211 0.03 15.600 2.611 16.74   14.38 
real-time RS chart chart L add note Moncler 62.704  Fri 0.14 64.801 -3.24 51.929 12.872 24.79   34.85 
real-time RS chart chart add note Eni 10.837  Fri 0.10 10.666 1.60 9.713 0.953 9.81   13.49 
real-time RS chart chart L add note Interpump 56.920  Fri 0.10 56.758 0.29 43.750 13.008 29.73   36.77 
real-time RS chart chart add note Italgas 6.177  Fri 0.04 6.071 1.75 5.544 0.527 9.50   4.87 
real-time RS chart chart S add note Telecom Italia 0.401  Fri 0.03 0.403 -0.51 0.420 -0.017 -3.93   -4.21 
real-time RS chart chart add note Atlantia 16.541  Fri 16.427 0.69 15.070 1.357 9.01   1.61 
real-time RS chart chart L add note Snam 5.518  Fri -0.16 5.412 1.96 5.024 0.388 7.72   8.94 
real-time RS chart chart add note Poste Italiane 12.076  Fri -0.18 12.216 -1.15 9.233 2.984 32.32   23.64 
real-time RS chart chart add note CNH Industrial 15.200  Fri -0.21 14.908 1.96 11.944 2.965 24.82   42.38 
real-time RS chart chart L add note Terna 7.248  Fri -0.27 7.213 0.48 6.720 0.493 7.33   7.53 
real-time RS chart chart add note Mediobanca 10.688  Fri -0.44 10.838 -1.39 8.103 2.735 33.75   24.17 
real-time RS chart chart add note Buzzi Unicem 24.109  Fri -0.49 23.849 1.09 23.152 0.697 3.01   3.50 
real-time RS chart chart add note Exor 75.007  Fri -0.49 73.493 2.06 71.402 2.091 2.93   12.70 
real-time RS chart chart L add note Banca Generali 37.849  Fri -0.51 38.239 -1.02 29.188 9.050 31.01   21.98 
real-time RS chart chart add note Pirelli 5.511  Fri -0.51 5.509 0.04 4.751 0.758 15.95   16.59 
  ⇓instrument freshest Δday 7/26/21 ⇓ Δwk 1/11/21  prc diff ⇓ Δ28   ⇓∅-RS
real-time RS chart chart add note Azimut 23.481  Fri -0.64 24.011 -2.21 19.284 4.727 24.51   21.65 
real-time RS chart chart add note Intesa Sanpaolo 2.521  Fri -0.66 2.527 -0.26 2.102 0.425 20.23   17.48 
real-time RS chart chart add note DiaSorin 185.030  Fri -0.75 182.652 1.30 172.555 10.097 5.85   4.30 
real-time RS chart chart add note Unipol 4.854  Fri -0.75 4.861 -0.13 4.436 0.425 9.58   8.37 
real-time RS chart chart L add note Hera 3.879  Fri -0.77 3.799 2.11 3.354 0.445 13.28   10.11 
real-time RS chart chart add note Stellantis 17.503  Fri -1.00 17.174 1.91 15.557 1.617 10.40   23.97 
real-time RS chart chart add note Banca Mediolanum 8.977  Fri -1.10 9.107 -1.42 7.659 1.448 18.90   15.82 
real-time RS chart chart L add note Inwit 10.312  Fri -1.12 10.480 -1.61 10.332 0.149 1.44   3.40 
real-time RS chart chart add note A2A 1.936  Fri -1.38 1.910 1.33 1.440 0.470 32.62   26.57 
real-time RS chart chart add note FinecoBank 16.341  Fri -1.40 15.800 3.42 14.859 0.941 6.33   8.91 
real-time RS chart chart add note STMicroel Italy 37.325  Fri -1.47 36.038 3.57 36.069 -0.030 -0.08   11.61 
real-time RS chart chart add note Tenaris 9.272  Fri -2.28 9.496 -2.37 7.523 1.973 26.23   32.84 
real-time RS chart chart add note Enel 8.411  Fri -2.93 8.736 -3.72 9.680 -0.944 -9.75   0.24 
real-time RS chart chart add note Banco BPM 2.740  Fri -3.72 2.863 -4.31 2.078 0.785 37.79   37.77 
real-time RS chart chart L add note Nexi 19.546  Fri -4.11 20.163 -3.06 17.001 3.161 18.59   17.74 
real-time RS chart chart add note Saipem 2.093  Fri -4.44 2.185 -4.21 2.593 -0.408 -15.74   0.68 
 MIB - 40 out of 40 instruments rated - 7/26/21 / 1/11/21 - 33 did rise, Market-Ratio(28) in CHF = 82.50 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
1/02/17 scale up chart 7/26/21
 


Transactions FTSE / Milano Italia Borsa in Swiss Franc * 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  633   15.779  21.927    6.148 39  13,892 61  
short 9/18/06  11/27/06 70  RT RS QC  Mediaset 100  1,039   13.362  14.146 12.579  -0.783 -6  13,078 -27  
long 11/27/06   7/30/07 245  RT RS QC  Fiat Chrysler 100  2,133   6.129  9.834    3.705 60  20,981 102  
short 7/30/07   8/17/09 749  RT RS QC  Telecom Italia 100  6,564   3.196  1.574 6.489  3.293 103  42,595 41  
long 8/17/09   4/26/10 252  RT RS QC  Banca Generali 100  4,207   10.125  11.936    1.812 18  50,216 27  
short 4/26/10  12/20/10 238  RT RS QC  Unipol 100  2,439   20.582  11.887 35.637  15.055 73  86,935 132  
long 12/20/10   6/27/11 189  RT RS QC  Exor 100  2,915   29.820  23.932    -5.888 -20  69,771 -35  
short 6/27/11  11/05/12 497  RT RS QC  UnipolSai 100  11,496   6.069  1.129 32.630  26.561 438  375,115 244  
long 11/05/12   8/04/14 637  RT RS QC  Azimut 100  33,397   11.232  22.466    11.234 100  750,298 49  
short 8/04/14   1/26/15 175  RT RS QC  YOOX Net-a-Porter 100  33,379   22.478  19.308 26.168  3.690 16  873,460 37  
long 1/26/15   9/21/15 238  RT RS QC  Fiat Chrysler 100  108,121   8.078  9.228    1.150 14  997,778 23  
short 9/21/15  12/26/16 462  RT RS QC  Saipem 100  90,224   11.059  5.507 22.210  11.151 101  2,003,843 73  
long 12/26/16  11/27/17 336  RT RS QC  STMicroel Italy 100  173,657   11.539  23.614    12.075 105  4,100,807 118  
short 11/27/17   1/08/18 42  RT RS QC  Leonardo 100  343,406   11.942  12.366 11.517  -0.424 -4  3,955,114 -27  
long 1/08/18   2/12/18 35  RT RS QC  Fiat Chrysler 100  186,615   21.194  20.327    -0.867 -4  3,793,303 -35  
short 2/12/18   4/29/19 441  RT RS QC  Leonardo 100  381,352   9.947  11.874 8.020  -1.927 -19  3,058,524 -16  
long 4/29/19   3/02/20 308  RT RS QC  Azimut 100  149,250   20.493  19.860    -0.633 -3  2,964,122 -4  
short 3/02/20   9/28/20 210  RT RS QC  Juventus Football 100  2,987,256   0.992  0.932 1.057  0.064 6  3,156,634 12  
long 9/28/20   2/01/21 126  RT RS QC  DiaSorin 100  17,150   184.057  194.751    10.694 6  3,340,028 18  
short 2/01/21   2/08/21 7  RT RS QC  BPER Banca 100  2,013,727   1.659  2.067 1.250  -0.409 -25  2,517,361 -100  
long 2/08/21   7/30/21 172  RT RS QC  CNH Industrial 100  195,574   12.872  15.200    2.329 18  2,972,780 42  
accum 1/09/06 7/30/215684 days out of 5691 invested (100%) 29,628 2,972,780 44  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 UnipolSaishort  6/27/11 11/05/124976.071.1332.6326.56 437.66437.66 
 STMicroel Italylong 12/26/16 11/27/1733611.5423.6112.08 104.65104.65 
 Telecom Italiashort  7/30/07  8/17/097493.201.576.493.29 103.03103.03 
 Saipemshort  9/21/15 12/26/1646211.065.5122.2111.15 100.83100.83 
 Azimutlong 11/05/12  8/04/1463711.2322.4711.23 100.02 
 long  4/29/19  3/02/2030820.4919.86-0.63 -3.0993.85 
 Fiat Chryslerlong 11/27/06  7/30/072456.139.833.71 60.45 
 long  1/26/15  9/21/152388.089.231.15 14.23 
 long  1/08/18  2/12/183521.1920.33-0.87 -4.0975.79 
 Unipolshort  4/26/10 12/20/1023820.5811.8935.6415.05 73.1573.15 
 Tenarislong  1/09/06  9/18/0625215.7821.936.15 38.9638.96 
 CNH Industriallong  2/08/21  7/30/2117212.8715.202.33 18.0918.09 
 Banca Generalilong  8/17/09  4/26/1025210.1211.941.81 17.8917.89 
 YOOX Net-a-Porter short  8/04/14  1/26/1517522.4819.3126.173.69 16.4216.42 
 Juventus Footballshort  3/02/20  9/28/202100.990.931.060.06 6.496.49 
 DiaSorinlong  9/28/20  2/01/21126184.06194.7510.69 5.815.81 
 Mediasetshort  9/18/06 11/27/067013.3614.1512.58-0.78 -5.86-5.86 
 Exorlong 12/20/10  6/27/1118929.8223.93-5.89 -19.75-19.75 
 Leonardoshort 11/27/17  1/08/184211.9412.3711.52-0.42 -3.55 
 short  2/12/18  4/29/194419.9511.878.02-1.93 -19.37-22.24 
 BPER Bancashort  2/01/21  2/08/2171.662.071.25-0.41 -24.63-24.63 


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