Fri, May 14th, 2021, 11:12UTC
 
RS Chart
Assessment - FTSE / Milano Italia Borsa in Swiss Franc - 5/10/21 - RS = 28
 ⇐ 
  ⇓instrument freshest Δday 5/10/21 ⇓ Δwk 10/26/20  prc diff ⇓ Δ28   ⇓∅-RS
real-time RS chart chart add note MIB 40 26,753.918  Thu 0.23 27,136.853 -1.41 20,309.147 6,827.706 33.62   20.15 
real-time RS chart chart L add note Tenaris 10.812  Thu 3.37 10.713 0.92 4.622 6.091 131.77   63.08 
real-time RS chart chart L add note Unicredit 11.160  Thu 2.93 10.781 3.51 7.343 3.438 46.82   24.99 
real-time RS chart chart L add note Eni 11.442  Thu 2.07 11.387 0.48 6.695 4.693 70.10   25.69 
real-time RS chart chart add note Prysmian 29.311  Thu 1.71 29.497 -0.63 25.867 3.630 14.03   11.89 
real-time RS chart chart add note Telecom Italia 0.475  Thu 1.45 0.468 1.54 0.339 0.128 37.75   15.51 
real-time RS chart chart L add note Banco BPM 2.826  Thu 1.14 2.767 2.14 1.769 0.998 56.43   56.50 
real-time RS chart chart add note FinecoBank 15.372  Thu 1.04 15.492 -0.78 12.076 3.416 28.29   12.54 
real-time RS chart chart L add note Inwit 10.455  Thu 1.01 10.409 0.44 9.862 0.547 5.54   3.88 
real-time RS chart chart L add note Campari 11.116  Thu 0.94 11.204 -0.78 9.702 1.502 15.48   17.63 
real-time RS chart chart L add note CNH Industrial 14.858  Thu 0.82 15.345 -3.17 7.577 7.768 102.52   76.29 
real-time RS chart chart add note Moncler 55.733  Thu 0.79 56.609 -1.55 39.557 17.052 43.11   31.46 
real-time RS chart chart L add note Leonardo 7.508  Thu 0.76 7.626 -1.55 4.954 2.672 53.94   19.50 
real-time RS chart chart add note Exor 74.136  Thu 0.74 75.668 -2.02 51.713 23.955 46.32   24.75 
real-time RS chart chart add note Ferrari 179.104  Thu 0.74 180.800 -0.94 167.607 13.193 7.87   1.53 
real-time RS chart chart L add note Unipol 5.382  Thu 0.57 5.367 0.29 3.619 1.747 48.29   28.02 
real-time RS chart chart L add note Buzzi Unicem 25.285  Thu 0.52 25.460 -0.69 21.258 4.202 19.77   15.89 
real-time RS chart chart L add note A2A 1.828  Thu 0.45 1.855 -1.45 1.222 0.633 51.79   31.41 
real-time RS chart chart L add note Italgas 6.026  Thu 0.44 6.088 -1.01 5.408 0.679 12.56   7.68 
real-time RS chart chart add note Stellantis 16.107  Thu 0.41 16.521 -2.50 11.985 4.536 37.85   38.21 
real-time RS chart chart L add note Generali 19.125  Thu 0.40 19.212 -0.46 12.730 6.482 50.92   27.62 
real-time RS chart chart add note Pirelli 5.027  Thu 0.31 5.093 -1.29 4.227 0.866 20.49   13.98 
real-time RS chart chart add note Azimut 22.254  Thu 0.15 22.363 -0.49 16.444 5.919 35.99   20.82 
real-time RS chart chart add note Saipem 2.232  Thu 0.10 2.243 -0.49 1.547 0.696 44.99   1.85 
real-time RS chart chart L add note Intesa Sanpaolo 2.607  Thu 0.08 2.614 -0.29 1.637 0.977 59.71   31.85 
  ⇓instrument freshest Δday 5/10/21 ⇓ Δwk 10/26/20  prc diff ⇓ Δ28   ⇓∅-RS
real-time RS chart chart L add note Hera 3.695  Thu 0.06 3.782 -2.31 3.023 0.759 25.12   11.11 
real-time RS chart chart add note Recordati 47.801  Thu -0.21 49.016 -2.48 51.167 -2.151 -4.20   1.13 
real-time RS chart chart L add note Snam 5.209  Thu -0.50 5.270 -1.16 4.596 0.675 14.68   9.41 
real-time RS chart chart add note Terna 6.670  Thu -0.52 6.766 -1.42 6.372 0.394 6.18   2.36 
real-time RS chart chart add note Mediobanca 10.523  Thu -0.58 10.562 -0.37 7.007 3.556 50.75   33.37 
real-time RS chart chart add note Enel 8.744  Thu -0.89 9.053 -3.41 8.040 1.013 12.59   6.99 
real-time RS chart chart add note Interpump 46.543  Thu -0.89 48.294 -3.62 35.033 13.261 37.85   32.10 
real-time RS chart chart add note Atlantia 17.467  Thu -1.02 17.670 -1.15 15.196 2.474 16.28   12.12 
real-time RS chart chart L add note Banca Generali 35.558  Thu -1.10 36.127 -1.57 27.893 8.234 29.52   23.22 
real-time RS chart chart add note Amplifon 36.554  Thu -1.12 38.556 -5.19 34.218 4.338 12.68   19.07 
real-time RS chart chart add note Nexi 16.587  Thu -1.21 16.849 -1.56 15.335 1.514 9.87   1.64 
real-time RS chart chart L add note Poste Italiane 12.073  Thu -1.25 12.281 -1.69 8.008 4.273 53.37   33.88 
real-time RS chart chart L add note BPER Banca 2.177  Thu -1.29 2.186 -0.40 1.277 0.909 71.14   14.88 
real-time RS chart chart add note STMicroel Italy 31.215  Thu -2.04 32.976 -5.34 29.973 3.003 10.02   9.02 
real-time RS chart chart add note DiaSorin 147.704  Thu -2.35 156.073 -5.36 202.608 -46.535 -22.97   -13.28 
real-time RS chart chart add note Banca Mediolanum 8.622  Thu -2.43 8.871 -2.81 6.711 2.160 32.19   20.01 
 MIB - 40 out of 40 instruments rated - 5/10/21 / 10/26/20 - 38 did rise, Market-Ratio(28) in CHF = 95.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
1/02/17 scale up chart 5/10/21
 


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   5/13/21 94  RT RS QC  CNH Industrial 100  195,574   12.872  14.858    1.986 15  2,905,818 75  
accum 1/09/06 5/13/215604 days out of 5611 invested (100%) 28,958 2,905,818 45  

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 
 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 
 CNH Industriallong  2/08/21  5/13/219412.8714.861.99 15.4315.43 
 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