RS Chart
Assessment - FTSE / Milano Italia Borsa in Euro - 21/10/19 - RS = 28
 ⇐ 
  instrument freshest Δday 21/10/19 Δwk 8/04/19  prc diff Δ28   ∅-RS
real-time RS chart chart L add note MIB 40 22,487.100  15:35 0.04 22,478.200 0.04 21,772.000 706.200 3.24   9.81 
real-time RS chart chart add note Brembo 9.335  15:35 3.43 9.025 3.43 11.000 -1.975 -17.95   -7.34 
real-time RS chart chart add note Recordati 37.510  15:35 1.98 36.780 1.98 36.140 0.640 1.77   7.29 
real-time RS chart chart add note Azimut 18.465  15:35 1.46 18.200 1.46 15.950 2.250 14.11   33.38 
real-time RS chart chart add note Italgas 5.718  15:35 1.38 5.640 1.38 5.546 0.094 1.69   4.01 
real-time RS chart chart L add note Poste Italiane 10.945  15:35 1.34 10.800 1.34 8.924 1.876 21.02   30.25 
real-time RS chart chart L add note BPER Banca 4.062  15:35 1.10 4.018 1.10 3.735 0.283 7.58   14.22 
real-time RS chart chart add note Pirelli 5.512  15:29 1.06 5.454 1.06 6.268 -0.814 -12.99   -3.66 
real-time RS chart chart L add note Intesa Sanpaolo 2.275  15:37 0.98 2.253 0.98 2.233 0.020 0.90   10.64 
real-time RS chart chart add note Eni 13.954  15:36 0.84 13.838 0.84 15.814 -1.976 -12.50   -4.39 
real-time RS chart chart add note DiaSorin 97.700  15:29 0.77 96.950 0.77 91.650 5.300 5.78   7.92 
real-time RS chart chart L add note Telecom Italia 0.541  15:36 0.60 0.538 0.60 0.534 0.004 0.73   6.91 
real-time RS chart chart L add note A2A 1.688  15:35 0.54 1.679 0.54 1.528 0.152 9.92   8.07 
real-time RS chart chart add note Ferrari 140.500  15:35 0.36 140.000 0.36 121.550 18.450 15.18   19.40 
real-time RS chart chart L add note Banca Generali 28.720  15:35 0.35 28.620 0.35 23.540 5.080 21.58   26.84 
real-time RS chart chart add note Terna 5.840  15:29 0.34 5.820 0.34 5.590 0.230 4.11   8.09 
real-time RS chart chart add note Enel 6.848  15:35 0.29 6.828 0.29 5.676 1.152 20.30   23.16 
real-time RS chart chart S add note Tenaris 9.392  15:35 0.26 9.368 0.26 12.905 -3.537 -27.41   -15.84 
real-time RS chart chart add note Snam 4.515  15:38 -0.02 4.516 -0.02 4.630 -0.114 -2.46   5.09 
real-time RS chart chart L add note Prysmian 20.640  15:35 -0.05 20.650 -0.05 17.140 3.510 20.48   17.17 
real-time RS chart chart L add note Generali 18.355  15:39 -0.11 18.375 -0.11 16.695 1.680 10.06   15.39 
real-time RS chart chart add note Juventus Football 1.444  15:29 -0.17 1.446 -0.17 1.606 -0.160 -9.93   8.93 
real-time RS chart chart add note Amplifon 21.240  15:35 -0.19 21.280 -0.19 17.400 3.880 22.30   18.64 
real-time RS chart chart L add note UnipolSai 2.515  15:35 -0.20 2.520 -0.20 2.436 0.084 3.45   13.39 
real-time RS chart chart L add note Mediobanca 10.560  15:37 -0.28 10.590 -0.28 9.274 1.316 14.19   23.86 
  instrument freshest Δday 21/10/19 Δwk 8/04/19  prc diff Δ28   ∅-RS
real-time RS chart chart L add note Unipol 4.984  15:35 -0.28 4.998 -0.28 4.608 0.390 8.46   20.36 
real-time RS chart chart L add note UBI Banca 2.898  15:41 -0.48 2.912 -0.48 2.520 0.392 15.56   16.89 
real-time RS chart chart S add note Saipem 4.095  15:35 -0.49 4.115 -0.49 5.032 -0.917 -18.22   -2.01 
real-time RS chart chart L add note Unicredit 11.684  15:36 -0.49 11.742 -0.49 11.914 -0.172 -1.44   7.69 
real-time RS chart chart S add note Salvatore Ferragamo 15.980  15:35 -0.53 16.065 -0.53 19.280 -3.215 -16.68   -15.26 
real-time RS chart chart add note Atlantia 21.940  15:36 -0.54 22.060 -0.54 23.300 -1.240 -5.32   4.47 
real-time RS chart chart L add note Fiat Chrysler 11.920  15:40 -0.68 12.002 -0.68 13.992 -1.990 -14.22   -7.16 
real-time RS chart chart add note Moncler 32.280  15:38 -0.68 32.500 -0.68 36.760 -4.260 -11.59   -3.08 
real-time RS chart chart L add note CNH Industrial 9.776  15:35 -0.79 9.854 -0.79 9.768 0.086 0.88   10.47 
real-time RS chart chart L add note Banco BPM 2.136  15:35 -0.84 2.154 -0.84 1.945 0.209 10.75   16.01 
real-time RS chart chart L add note Buzzi Unicem 21.580  15:36 -1.01 21.800 -1.01 19.030 2.770 14.56   23.11 
real-time RS chart chart add note Leonardo 10.225  15:35 -1.02 10.330 -1.02 10.500 -0.170 -1.62   7.33 
real-time RS chart chart L add note STMicroel Italy 19.020  15:35 -1.09 19.230 -1.09 15.660 3.570 22.80   32.47 
real-time RS chart chart add note Exor 62.260  15:37 -1.11 62.960 -1.11 60.580 2.380 3.93   11.67 
real-time RS chart chart L add note FinecoBank 10.180  15:35 -1.36 10.320 -1.36 11.830 -1.510 -12.76   4.95 
real-time RS chart chart S add note Campari 7.945  15:29 -1.43 8.060 -1.43 8.740 -0.680 -7.78   -1.44 
 MIB - 40 out of 40 instruments rated - 21/10/19 / 8/04/19 - 25 did rise, Market-Ratio(28) in EUR = 62.50 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
5/01/15 scale up chart 21/10/19
 


Transactions FTSE / Milano Italia Borsa in Euro * 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  22/10/19 176  RT RS QC  Azimut 100  106,581   17.975  18.465    0.490 3  1,968,021 6  
accum 9/01/06 22/10/195034 days out of 5041 invested (100%) 19,580 1,968,021 47  

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 22/10/1917617.9818.470.49 2.73103.82 
 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