RS Chart
Assessment - FTSE / Milano Italia Borsa - 3/18/24 - RS = 28
 ⇐ 
  instrument freshest Δday 3/18/24 Δwk 9/04/23  prc diff Δ28   ∅-RS
real-time RS chart chart L add note MIB 40 33,941.000  Mon 33,941.000 28,647.300 5,293.700 18.48   18.16 
real-time RS chart chart L add note Leonardo 21.760  Mon 2.26 21.760 13.375 8.385 62.69   66.53 
real-time RS chart chart L add note Banca MPS 4.256  Mon 1.82 4.256 2.442 1.814 74.28   64.76 
real-time RS chart chart L add note Iveco 13.065  Mon -2.50 13.065 9.052 4.013 44.33   54.54 
real-time RS chart chart L add note Unicredit 33.170  Mon 0.82 33.170 22.430 10.740 47.88   49.15 
real-time RS chart chart L add note Saipem 2.112  Mon 0.33 2.112 1.467 0.646 44.02   48.81 
real-time RS chart chart L add note Stellantis 26.150  Mon 0.46 26.150 16.816 9.334 55.51   46.66 
real-time RS chart chart L add note Unipol 7.534  Mon -1.00 7.534 5.106 2.428 47.55   44.27 
real-time RS chart chart L add note BPER Banca 4.099  Mon 1.99 4.099 2.741 1.358 49.54   40.72 
real-time RS chart chart L add note Ferrari 393.600  Mon 1.39 393.600 283.500 110.100 38.84   33.77 
real-time RS chart chart L add note Banco BPM 5.802  Mon 1.79 5.802 4.320 1.482 34.31   30.62 
real-time RS chart chart L add note Brunello Cucinelli 105.000  Mon -2.33 105.000 74.700 30.300 40.56   28.25 
real-time RS chart chart L add note Intesa Sanpaolo 3.229  Mon 0.05 3.229 2.455 0.775 31.55   28.14 
real-time RS chart chart L add note Prysmian 47.960  Mon 0.74 47.960 37.310 10.650 28.54   27.21 
real-time RS chart chart L add note Tenaris 17.680  Mon -0.34 17.680 14.840 2.840 19.14   22.35 
real-time RS chart chart L add note Poste Italiane 11.780  Mon 0.51 11.780 10.155 1.625 16.00   18.96 
real-time RS chart chart L add note Generali 22.750  Mon 0.09 22.750 19.010 3.740 19.67   18.81 
real-time RS chart chart L add note Banca Mediolanum 10.035  Mon -1.13 10.035 8.440 1.595 18.90   18.71 
real-time RS chart chart L add note Mediobanca 13.100  Mon 13.100 12.080 1.020 8.44   17.98 
real-time RS chart chart L add note Hera 3.310  Mon -1.90 3.310 2.772 0.538 19.41   17.75 
real-time RS chart chart add note Pirelli 5.530  Mon -0.18 5.530 4.645 0.885 19.05   17.40 
real-time RS chart chart L add note Moncler 69.220  Mon -0.06 69.220 62.640 6.580 10.50   17.07 
real-time RS chart chart add note Azimut 24.830  Mon -0.72 24.830 21.350 3.480 16.30   16.26 
real-time RS chart chart L add note Recordati 51.860  Mon -1.85 51.860 45.570 6.290 13.80   15.11 
real-time RS chart chart L add note Banca Generali 36.140  Mon 0.14 36.140 33.470 2.670 7.98   12.25 
  instrument freshest Δday 3/18/24 Δwk 9/04/23  prc diff Δ28   ∅-RS
real-time RS chart chart L add note Amplifon 31.720  Mon -2.07 31.720 29.360 2.360 8.04   3.92 
real-time RS chart chart L add note FinecoBank 13.155  Mon -1.24 13.155 12.820 0.335 2.61   3.17 
real-time RS chart chart add note DiaSorin 93.480  Mon 1.92 93.480 96.360 -2.880 -2.99   1.38 
real-time RS chart chart add note Eni 14.216  Mon -0.38 14.216 14.602 -0.386 -2.64   0.34 
real-time RS chart chart L add note Italgas 5.285  Mon -0.84 5.285 5.230 0.055 1.05   0.32 
real-time RS chart chart add note Terna 7.580  Mon 1.47 7.580 7.580 0.000 0.00   0.29 
real-time RS chart chart add note Enel 6.009  08:06 -1.00 6.074 -1.07 6.149 -0.075 -1.22   -0.13 
real-time RS chart chart add note A2A 1.652  Mon -1.23 1.652 1.734 -0.082 -4.73   -2.80 
real-time RS chart chart S add note STMicroel Italy 41.235  Mon -0.33 41.235 43.490 -2.255 -5.19   -2.86 
real-time RS chart chart add note Interpump 43.460  Mon -1.36 43.460 47.020 -3.560 -7.57   -6.08 
real-time RS chart chart S add note ERG 24.060  Mon -0.41 24.060 24.880 -0.820 -3.30   -6.77 
real-time RS chart chart S add note Snam 4.329  Mon -0.76 4.329 4.743 -0.414 -8.73   -7.36 
real-time RS chart chart S add note Inwit 10.370  Mon -0.96 10.370 11.495 -1.125 -9.79   -8.69 
real-time RS chart chart S add note Nexi 6.076  Mon -3.25 6.076 6.612 -0.536 -8.11   -12.46 
real-time RS chart chart S add note Campari 9.450  Mon -1.05 9.450 12.075 -2.625 -21.74   -14.27 
real-time RS chart chart S add note Telecom Italia 0.219  Mon 0.14 0.219 0.305 -0.086 -28.27   -19.68 
 MIB - 40 out of 40 instruments rated - 3/18/24 / 9/04/23 - 27 did rise, Market-Ratio(28) = 67.50 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
1/06/20 scale up chart 3/18/24
 


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   3/18/24 70  RT RS QC  Leonardo 100  5,974,488   16.370  21.760    5.390 33  130m 341  
accum 1/09/06 3/18/246644 days out of 6651 invested (100%) 1,299,949 130m 68  

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  3/18/247016.3721.765.39 32.932.00 
 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)