Fri, 24th Jan 2020, 8:57UTC
 
RS Chart
Assessment - FTSE / Milano Italia Borsa - 13/01/20 - RS = 28
 ⇐ 
  ⇓instrument freshest ⇓ Δday 13/01/20 ⇓ Δwk 1/07/19  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note MIB 40 23,707.100  Thu 23,581.300 0.53 21,254.000 2,327.300 10.95   10.27 
real-time RS chart chart L add note STMicroel Italy 25.340  Thu 0.96 24.030 5.45 16.255 7.775 47.83   48.16 
real-time RS chart chart add note Azimut 24.270  Thu 2.66 21.080 15.13 16.990 4.090 24.07   33.90 
real-time RS chart chart L add note Amplifon 26.820  Thu -0.59 25.740 4.20 20.600 5.140 24.95   29.54 
real-time RS chart chart L add note BPER Banca 4.459  Thu -0.87 4.498 -0.87 3.564 0.934 26.21   22.36 
real-time RS chart chart add note Enel 7.620  Thu 0.98 7.226 5.45 6.126 1.100 17.96   20.01 
real-time RS chart chart add note DiaSorin 114.100  Thu -0.17 114.800 -0.61 102.900 11.900 11.56   18.50 
real-time RS chart chart L add note Unicredit 12.556  Thu -0.11 13.082 -4.02 10.664 2.418 22.67   16.77 
real-time RS chart chart add note Buzzi Unicem 21.330  Thu -1.20 21.890 -2.56 17.900 3.990 22.29   15.45 
real-time RS chart chart add note Prysmian 20.580  Thu -1.77 21.190 -2.88 18.290 2.900 15.86   14.70 
real-time RS chart chart add note Ferrari 155.300  Thu -0.80 148.200 4.79 144.050 4.150 2.88   14.47 
real-time RS chart chart L add note Moncler 40.340  Thu -2.77 40.070 0.67 38.000 2.070 5.45   13.22 
real-time RS chart chart add note Banca Generali 30.400  Thu 0.80 28.340 7.27 25.500 2.840 11.14   13.15 
real-time RS chart chart add note Exor 72.380  Thu 0.28 68.100 6.28 62.080 6.020 9.70   12.94 
real-time RS chart chart add note UBI Banca 2.793  Thu -1.10 2.832 -1.38 2.361 0.471 19.95   11.97 
real-time RS chart chart add note Unipol 4.809  Thu -2.34 5.010 -4.01 4.343 0.667 15.36   11.32 
real-time RS chart chart add note Intesa Sanpaolo 2.268  Thu -1.56 2.340 -3.08 1.868 0.472 25.29   11.16 
real-time RS chart chart L add note Telecom Italia 0.494  Thu -1.04 0.553 -10.57 0.483 0.070 14.46   9.18 
real-time RS chart chart add note Generali 17.935  Thu -1.75 18.280 -1.89 16.630 1.650 9.92   8.80 
real-time RS chart chart add note Poste Italiane 10.260  Thu -0.15 9.978 2.83 9.244 0.734 7.94   8.59 
real-time RS chart chart add note UnipolSai 2.465  Thu -2.03 2.553 -3.45 2.298 0.255 11.10   8.48 
real-time RS chart chart add note Mediobanca 9.594  Thu -1.15 9.824 -2.34 8.950 0.874 9.77   7.80 
real-time RS chart chart add note CNH Industrial 9.474  Thu -0.67 9.910 -4.40 9.144 0.766 8.38   7.78 
real-time RS chart chart add note Leonardo 10.910  Thu -0.68 10.875 0.32 11.285 -0.410 -3.63   7.75 
real-time RS chart chart L add note Brembo 10.610  Thu -2.84 10.600 0.09 10.390 0.210 2.02   6.27 
  ⇓instrument freshest ⇓ Δday 13/01/20 ⇓ Δwk 1/07/19  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note Recordati 40.320  Thu 1.87 37.760 6.78 36.790 0.970 2.64   4.50 
real-time RS chart chart add note FinecoBank 10.965  Thu -1.31 10.640 3.05 9.860 0.780 7.91   4.43 
real-time RS chart chart add note Terna 6.222  Thu 1.67 5.848 6.40 5.568 0.280 5.03   4.37 
real-time RS chart chart add note Snam 4.851  Thu 1.21 4.646 4.41 4.350 0.296 6.80   4.09 
real-time RS chart chart add note A2A 1.795  Thu 1.24 1.656 8.36 1.524 0.133 8.70   3.95 
real-time RS chart chart add note Saipem 4.158  Thu -6.08 4.429 -6.12 4.479 -0.050 -1.12   3.50 
real-time RS chart chart add note Banco BPM 1.975  Thu -4.52 1.954 1.05 1.772 0.182 10.27   3.33 
real-time RS chart chart add note Fiat Chrysler 12.046  Thu -2.30 12.900 -6.62 12.348 0.552 4.47   0.69 
real-time RS chart chart L add note Salvatore Ferragamo 17.495  Thu -2.81 18.555 -5.71 21.200 -2.645 -12.48   0.29 
real-time RS chart chart L add note Eni 13.558  Thu -1.14 14.316 -5.29 14.640 -0.324 -2.21   -0.08 
real-time RS chart chart add note Italgas 5.776  Thu 1.33 5.480 5.40 5.898 -0.418 -7.09   -2.46 
real-time RS chart chart S add note Campari 8.630  Thu -0.35 8.150 5.89 8.720 -0.570 -6.54   -3.07 
real-time RS chart chart L add note Tenaris 10.105  Thu -0.49 10.295 -1.85 11.800 -1.505 -12.75   -4.71 
real-time RS chart chart add note Pirelli 4.912  Thu -3.31 5.146 -4.55 5.306 -0.160 -3.02   -6.69 
real-time RS chart chart S add note Atlantia 20.700  Thu 1.27 20.200 2.48 22.170 -1.970 -8.89   -8.21 
real-time RS chart chart S add note Juventus Football 1.219  Thu -1.54 1.271 -4.09 1.498 -0.228 -15.19   -9.09 
 MIB - 40 out of 40 instruments rated - 13/01/20 / 1/07/19 - 30 did rise, Market-Ratio(28) = 75.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
4/01/16 scale up chart 13/01/20
 


Transactions FTSE / Milano Italia Borsa * A28 - 75/50 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 9/01/06 7    - cash -
long 9/01/06  18/09/06 252  RT RS QC  Tenaris 100  978   10.224  13.792    3.568 35  13,490 54  
short 18/09/06  27/11/06 70  RT RS QC  Mediaset 100  1,604   8.405  8.932 7.878  -0.527 -6  12,644 -29  
long 27/11/06  30/07/07 245  RT RS QC  Fiat Chrysler 100  3,267   3.870  5.969    2.099 54  19,502 91  
short 30/07/07  17/08/09 749  RT RS QC  Telecom Italia 100  10,052   1.940  1.034 3.640  1.700 88  36,588 36  
long 17/08/09  26/04/10 252  RT RS QC  Banca Generali 100  5,502   6.650  8.315    1.665 25  45,749 38  
short 26/04/10  20/12/10 238  RT RS QC  Unipol 100  3,190   14.338  9.300 22.105  7.767 54  70,527 94  
long 20/12/10  27/06/11 189  RT RS QC  Exor 100  3,023   23.330  20.230    -3.100 -13  61,155 -24  
short 27/06/11   5/11/12 497  RT RS QC  UnipolSai 100  11,921   5.130  0.935 28.146  23.016 449  335,534 249  
long 5/11/12   4/08/14 637  RT RS QC  Azimut 100  36,063   9.304  18.460    9.156 98  665,727 48  
short 4/08/14  26/01/15 175  RT RS QC  YOOX Net-a-Porter 100  36,043   18.470  19.040 17.900  -0.570 -3  645,182 -6  
long 26/01/15  21/09/15 238  RT RS QC  Fiat Chrysler 100  80,990   7.966  8.487    0.520 7  687,329 10  
short 21/09/15  26/12/16 462  RT RS QC  Saipem 100  67,584   10.170  5.130 20.162  9.992 98  1,362,602 72  
long 26/12/16  27/11/17 336  RT RS QC  STMicroel Italy 100  126,753   10.750  20.210    9.460 88  2,561,685 99  
short 27/11/17   8/01/18 42  RT RS QC  Leonardo 100  250,654   10.220  10.570 9.870  -0.350 -3  2,473,956 -26  
long 8/01/18  12/02/18 35  RT RS QC  Fiat Chrysler 100  136,561   18.116  17.656    -0.460 -3  2,411,138 -24  
short 12/02/18  29/04/19 441  RT RS QC  Leonardo 100  279,066   8.640  10.415 6.865  -1.775 -21  1,915,796 -17  
long 29/04/19  23/01/20 269  RT RS QC  Azimut 100  106,581   17.975  24.270    6.295 35  2,586,723 50  
accum 9/01/06 23/01/205128 days out of 5135 invested (100%) 25,767 2,586,723 49  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 UnipolSaishort 27/06/11  5/11/124975.130.9428.1523.02 448.66448.66 
 Azimutlong  5/11/12  4/08/146379.3018.469.16 98.41 
 long 29/04/19 23/01/2026917.9824.276.30 35.02167.89 
 Saipemshort 21/09/15 26/12/1646210.175.1320.169.99 98.2598.25 
 STMicroel Italylong 26/12/16 27/11/1733610.7520.219.46 88.0088.00 
 Telecom Italiashort 30/07/07 17/08/097491.941.033.641.70 87.6287.62 
 Fiat Chryslerlong 27/11/06 30/07/072453.875.972.10 54.24 
 long 26/01/15 21/09/152387.978.490.52 6.53 
 long  8/01/18 12/02/183518.1217.66-0.46 -2.5460.14 
 Unipolshort 26/04/10 20/12/1023814.349.3022.117.77 54.1754.17 
 Tenarislong  9/01/06 18/09/0625210.2213.793.57 34.9034.90 
 Banca Generalilong 17/08/09 26/04/102526.658.321.67 25.0425.04 
 YOOX Net-a-Porter short  4/08/14 26/01/1517518.4719.0417.90-0.57 -3.09-3.09 
 Mediasetshort 18/09/06 27/11/06708.418.937.88-0.53 -6.27-6.27 
 Exorlong 20/12/10 27/06/1118923.3320.23-3.10 -13.29-13.29 
 Leonardoshort 27/11/17  8/01/184210.2210.579.87-0.35 -3.42 
 short 12/02/18 29/04/194418.6410.426.87-1.78 -20.54-23.27 


Annotations
22/06/18Pirellireturns
15/06/18YOOX Net-a-Pdrops out due to acquisition by Richemont
24/05/17Brembostock split 1:5 (five for one)
22/05/17Saipemreverse stock split 10:1 (one for ten)
ISIN changes from IT0000068525 to IT0005252140
8/05/17Davide Camparistock split 1:2 (two for one)
17/04/17MIBMachine 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.
12/04/17MIBThe market needs to be re-learned, because the BMPS price development generated biased techniques.
20/03/17MIBBanca Generali replaces Banca Monte dei Paschi di Siena
23/01/17Unicreditreverse stock split 10:1 (one for ten)
1/01/17MIBresult of merger of Popolare and Popolare di Milano
7/11/16Snamspin-off Italgas 5:1 (one new Italgas for five Snam)
6/10/16MIBBrembo replaces Italcementi (acquired by HeidelbergCement)
20/06/16MIBRecordati replaces Anima
6/05/16Finmeccanicagot granted a really big name: Leonardo
5/04/16MIBEGP was replaced by FinecoBank
25/01/16Saipemex capital increase: strike new shares EUR 0.362 - ratio 1:22
4/01/16Fiat Chryslerspin-off Ferrari
21/12/15MIBPoste Italiane replaces Ansaldo STS
18/11/15MIBcomplete analysis
2/11/15Pirellidrops out due to acquisition by CNCC
21/09/15Unipolre-joins the MIB as replacement for Autogrill
29/08/15MIBcomplete analysis