RS Chart
Assessment - FTSE / Milano Italia Borsa - 7/01/24 - RS = 28
 ⇐ 
  ⇓instrument freshest ⇓ Δday 7/01/24 ⇓ Δwk 12/18/23  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note MIB 40 31,928.300  8/12/24 0.46 33,716.500 -5.30 30,426.600 3,289.900 10.81   8.06 
real-time RS chart chart L add note Unipol 8.975  8/12/24 0.06 9.435 -4.88 5.262 4.173 79.30   55.74 
real-time RS chart chart add note Banca MPS 5.170  8/12/24 2.17 4.679 10.49 2.999 1.680 56.02   41.38 
real-time RS chart chart add note Leonardo 21.910  8/12/24 1.20 21.820 0.41 13.815 8.005 57.94   40.38 
real-time RS chart chart L add note Prysmian 59.060  8/12/24 0.58 56.700 4.16 38.800 17.900 46.13   38.34 
real-time RS chart chart add note BPER Banca 4.765  8/12/24 -0.27 4.996 -4.62 3.381 1.615 47.77   31.96 
real-time RS chart chart add note Unicredit 34.570  8/12/24 0.38 36.205 -4.52 25.300 10.905 43.10   27.09 
real-time RS chart chart add note Saipem 1.993  8/12/24 0.63 2.398 -16.91 1.406 0.992 70.55   26.87 
real-time RS chart chart add note Intesa Sanpaolo 3.471  8/12/24 0.54 3.582 -3.10 2.691 0.891 33.09   22.08 
real-time RS chart chart add note Pirelli 5.246  8/12/24 0.50 5.616 -6.59 4.820 0.796 16.51   19.13 
real-time RS chart chart add note Ferrari 385.700  8/12/24 382.200 0.92 343.800 38.400 11.17   18.71 
real-time RS chart chart add note Poste Italiane 11.890  8/12/24 12.230 -2.78 10.085 2.145 21.27   18.16 
real-time RS chart chart add note Banco BPM 5.782  8/12/24 -0.31 6.216 -6.98 5.028 1.188 23.63   18.12 
real-time RS chart chart add note Banca Mediolanum 10.230  8/12/24 1.29 10.590 -3.40 8.378 2.212 26.40   16.83 
real-time RS chart chart add note Iveco 8.642  8/12/24 -0.21 10.635 -18.74 7.900 2.735 34.62   13.05 
real-time RS chart chart L add note Amplifon 28.150  8/12/24 1.33 33.220 -15.26 28.740 4.480 15.59   12.85 
real-time RS chart chart add note Generali 22.450  8/12/24 1.35 23.930 -6.18 19.145 4.785 24.99   12.54 
real-time RS chart chart add note Mediobanca 14.030  8/12/24 0.94 14.090 -0.43 11.095 2.995 26.99   12.29 
real-time RS chart chart add note Hera 3.294  8/12/24 0.37 3.236 1.79 2.934 0.302 10.29   10.33 
real-time RS chart chart add note FinecoBank 14.435  8/12/24 0.94 14.185 1.76 13.610 0.575 4.22   8.57 
real-time RS chart chart add note Banca Generali 38.080  8/12/24 0.74 37.800 0.74 33.660 4.140 12.30   8.56 
real-time RS chart chart add note Brunello Cucinelli 82.800  8/12/24 -1.02 93.650 -11.59 84.400 9.250 10.96   7.85 
real-time RS chart chart add note DiaSorin 100.100  8/12/24 0.48 93.280 7.31 89.740 3.540 3.94   6.70 
real-time RS chart chart add note A2A 1.981  8/12/24 0.92 1.890 4.82 1.950 -0.060 -3.08   4.14 
real-time RS chart chart add note Enel 6.438  8/12/24 0.44 6.607 -2.56 6.517 0.090 1.38   2.05 
  ⇓instrument freshest ⇓ Δday 7/01/24 ⇓ Δwk 12/18/23  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note Azimut 20.900  8/12/24 1.41 22.380 -6.61 22.640 -0.260 -1.15   0.56 
real-time RS chart chart add note Recordati 49.460  8/12/24 0.24 48.800 1.35 46.650 2.150 4.61   0.41 
real-time RS chart chart S add note Moncler 52.140  8/12/24 -0.50 57.480 -9.29 54.300 3.180 5.86   -0.10 
real-time RS chart chart add note Terna 7.580  8/12/24 0.53 7.304 3.78 7.550 -0.246 -3.26   -0.60 
real-time RS chart chart S add note Stellantis 13.980  8/12/24 -0.57 18.634 -24.98 21.010 -2.376 -11.31   -3.30 
real-time RS chart chart add note STMicroel Italy 26.830  8/12/24 0.49 36.225 -25.94 44.510 -8.285 -18.61   -3.97 
real-time RS chart chart add note ERG 23.280  8/12/24 23.440 -0.68 26.480 -3.040 -11.48   -6.32 
real-time RS chart chart add note Snam 4.368  8/12/24 0.60 4.179 4.52 4.681 -0.502 -10.72   -6.44 
real-time RS chart chart S add note Tenaris 12.830  8/12/24 0.71 14.245 -9.93 15.510 -1.265 -8.16   -6.88 
real-time RS chart chart S add note Eni 14.456  8/12/24 1.09 14.532 -0.52 14.984 -0.452 -3.02   -7.22 
real-time RS chart chart S add note Italgas 4.904  8/12/24 0.08 4.630 5.92 5.200 -0.570 -10.96   -7.48 
real-time RS chart chart add note Interpump 37.420  8/12/24 1.14 41.000 -8.73 45.060 -4.060 -9.01   -8.09 
real-time RS chart chart L add note Campari 7.980  8/12/24 0.38 8.684 -8.11 10.165 -1.481 -14.57   -8.30 
real-time RS chart chart S add note Inwit 10.320  8/12/24 0.58 9.690 6.50 11.445 -1.755 -15.33   -11.06 
real-time RS chart chart add note Telecom Italia 0.221  8/12/24 0.55 0.226 -2.17 0.263 -0.037 -14.17   -12.95 
real-time RS chart chart S add note Nexi 5.676  8/12/24 0.46 5.786 -1.90 7.434 -1.648 -22.17   -14.88 
 MIB - 40 out of 40 instruments rated - 7/01/24 / 12/18/23 - 25 did rise, Market-Ratio(28) = 62.50 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
1/04/21 scale up chart 7/01/24
 


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  MFE-MediaForEurope 100  320   42.025  44.660 39.390  -2.635 -6  12,646 -29  
long 11/27/06   7/30/07 245  RT RS QC  Fiat Chrysler 100  3,267   3.870  5.969    2.099 54  19,504 91  
short 7/30/07   8/17/09 749  RT RS QC  Telecom Italia 100  10,053   1.940  1.034 3.640  1.700 88  36,592 36  
long 8/17/09   4/26/10 252  RT RS QC  Banca Generali 100  5,502   6.650  8.315    1.665 25  45,753 38  
short 4/26/10  12/20/10 238  RT RS QC  Unipol 100  3,191   14.338  9.300 22.105  7.767 54  70,538 94  
long 12/20/10   6/27/11 189  RT RS QC  Exor 100  3,023   23.330  20.230    -3.100 -13  61,167 -24  
short 6/27/11  11/05/12 497  RT RS QC  UnipolSai 100  11,923   5.130  0.935 28.146  23.016 449  335,591 249  
long 11/05/12   8/04/14 637  RT RS QC  Azimut 100  36,069   9.304  18.460    9.156 98  665,839 48  
short 8/04/14   1/26/15 175  RT RS QC  YOOX Net-a-Porter 100  36,049   18.470  19.040 17.900  -0.570 -3  645,291 -6  
long 1/26/15   9/21/15 238  RT RS QC  Fiat Chrysler 100  81,004   7.966  8.487    0.520 7  687,446 10  
short 9/21/15  12/26/16 462  RT RS QC  Saipem 100  1,419   484.286  244.286 960.075  475.789 98  1,362,591 72  
long 12/26/16  11/27/17 336  RT RS QC  STMicroel Italy 100  126,752   10.750  20.210    9.460 88  2,561,665 99  
short 11/27/17   1/08/18 42  RT RS QC  Leonardo 100  250,652   10.220  10.570 9.870  -0.350 -3  2,473,936 -26  
long 1/08/18   2/12/18 35  RT RS QC  Fiat Chrysler 100  136,560   18.116  17.656    -0.460 -3  2,411,119 -24  
short 2/12/18   4/29/19 441  RT RS QC  Leonardo 100  279,064   8.640  10.415 6.865  -1.775 -21  1,915,780 -17  
long 4/29/19   3/02/20 308  RT RS QC  Azimut 100  106,580   17.975  18.590    0.615 3  1,981,327 4  
short 3/02/20   9/28/20 210  RT RS QC  Juventus Football 100  213,321   9.288  8.646 9.978  0.690 7  2,128,454 13  
long 9/28/20   2/01/21 126  RT RS QC  DiaSorin 100  12,461   170.800  180.000    9.200 5  2,243,096 16  
short 2/01/21   2/08/21 7  RT RS QC  BPER Banca 100  1,463,206   1.533  1.910 1.157  -0.377 -25  1,692,198 -100  
long 2/08/21   1/24/22 350  RT RS QC  CNH Industrial 100  142,321   11.890  13.125    1.235 10  1,867,965 11  
short 1/24/22   1/31/22 7  RT RS QC  Nexi 100  144,411   12.935  12.910 12.960  0.025 0  1,871,575 11  
long 1/31/22   2/07/22 7  RT RS QC  Unicredit 100  133,779   13.990  14.784    0.794 6  1,977,796 1,679  
short 2/07/22   2/06/23 364  RT RS QC  Saipem 100  34,425   57.452  1.368 2,412.816  2,355.364 4,100  83,061,201 4,143  
long 2/06/23  10/23/23 259  RT RS QC  Unicredit 100  4,538,367   18.302  22.690    4.388 24  103m 35  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 10/23/23   1/08/24 77  RT RS QC  CNH Industrial 100  9,760,716   10.550  11.080 10.020  -0.530 -5  97,802,376 -22  
long 1/08/24   8/12/24 217  RT RS QC  Leonardo 100  5,974,488   16.370  21.910    5.540 34  131m 63  
accum 1/09/06 8/12/247069 days out of 7076 invested (100%) 1,308,910 131m 63  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Saipemshort  9/21/15 12/26/16462484.29244.29960.08475.79 98.25 
 short  2/07/22  2/06/2336457.451.372,412.822,355.36 4,099.718,225.73 
 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 
 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 
 Unicreditlong  1/31/22  2/07/22713.9914.780.79 5.68 
 long  2/06/23 10/23/2325918.3022.694.39 23.9831.01 
 Banca Generalilong  8/17/09  4/26/102526.658.321.67 25.0425.04 
 Juventus Footballshort  3/02/20  9/28/202109.298.659.980.69 7.437.43 
 DiaSorinlong  9/28/20  2/01/21126170.80180.009.20 5.395.39 
 CNH Industriallong  2/08/21  1/24/2235011.8913.131.24 10.39 
 short 10/23/23  1/08/247710.5511.0810.02-0.53 -5.024.84 
 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 
 long  1/08/24  8/12/2421716.3721.915.54 33.842.70 
 Nexishort  1/24/22  1/31/22712.9412.9112.960.03 0.190.19 
 YOOX Net-a-Porter short  8/04/14  1/26/1517518.4719.0417.90-0.57 -3.09-3.09 
 MFE-MediaForEuropeshort  9/18/06 11/27/067042.0344.6639.39-2.64 -6.27-6.27 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Exorlong 12/20/10  6/27/1118923.3320.23-3.10 -13.29-13.29 
 BPER Bancashort  2/01/21  2/08/2171.531.911.16-0.38 -24.56-24.56 


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)