Wed, 5th Oct 2022, 12:58UTC
 
RS Chart
Assessment - FTSE / Milano Italia Borsa - 3/10/22 - RS = 28
 ⇐ 
  ⇓instrument freshest ⇓ Δday 3/10/22 ⇓ Δwk 21/03/22  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note MIB 40 21,690.700  Tue 3.42 20,972.600 3.42 24,294.700 -3,322.100 -13.67   -13.82 
real-time RS chart chart add note Tenaris 14.445  Tue 1.87 14.180 1.87 13.415 0.765 5.70   19.98 
real-time RS chart chart add note Atlantia 22.800  Tue -0.04 22.810 -0.04 17.520 5.290 30.19   19.35 
real-time RS chart chart add note Banco BPM 2.843  Tue 2.16 2.783 2.16 2.726 0.057 2.09   1.27 
real-time RS chart chart L add note Unicredit 11.050  Tue 3.19 10.708 3.19 9.668 1.040 10.76   0.79 
real-time RS chart chart add note Prysmian 31.530  Tue 5.49 29.890 5.49 31.110 -1.220 -3.92   -1.58 
real-time RS chart chart add note Ferrari 196.400  Tue 3.50 189.750 3.50 188.400 1.350 0.72   -4.31 
real-time RS chart chart add note BPER Banca 1.675  Tue 3.94 1.612 3.94 1.570 0.041 2.64   -4.47 
real-time RS chart chart add note Leonardo 7.504  Tue 1.57 7.388 1.57 9.018 -1.630 -18.07   -5.38 
real-time RS chart chart L add note FinecoBank 13.370  Tue 5.57 12.665 5.57 14.005 -1.340 -9.57   -6.77 
real-time RS chart chart S add note Inwit 9.198  Tue 2.11 9.008 2.11 9.900 -0.892 -9.01   -8.08 
real-time RS chart chart add note Exor 62.100  Mon 0.68 62.100 69.080 -6.980 -10.10   -9.87 
real-time RS chart chart S add note Eni 11.516  08:07 -0.21 11.242 2.44 13.094 -1.852 -14.14   -10.00 
real-time RS chart chart S add note Terna 6.552  Tue 2.34 6.402 2.34 7.040 -0.638 -9.06   -10.19 
real-time RS chart chart add note Mediobanca 8.462  Tue 2.10 8.288 2.10 9.086 -0.798 -8.78   -10.37 
real-time RS chart chart add note CNH Industrial 12.355  Tue 4.09 11.870 4.09 14.630 -2.760 -18.87   -11.91 
real-time RS chart chart add note STMicroel Italy 34.470  Tue 5.41 32.700 5.41 38.770 -6.070 -15.66   -11.97 
real-time RS chart chart L add note Banca Mediolanum 6.788  Tue 3.22 6.576 3.22 7.586 -1.010 -13.31   -12.01 
real-time RS chart chart S add note Unipol 4.167  Tue 3.48 4.027 3.48 4.660 -0.633 -13.58   -13.36 
real-time RS chart chart S add note Italgas 5.005  Tue 2.44 4.886 2.44 5.604 -0.718 -12.81   -13.53 
real-time RS chart chart add note Stellantis 12.930  Tue 3.32 12.514 3.32 14.608 -2.094 -14.33   -14.58 
real-time RS chart chart S add note Snam 4.380  Tue 2.41 4.277 2.41 4.913 -0.636 -12.95   -14.67 
real-time RS chart chart L add note Banca Generali 28.380  Tue 3.35 27.460 3.35 32.780 -5.320 -16.23   -14.77 
real-time RS chart chart add note Moncler 45.790  Tue 8.07 42.370 8.07 50.640 -8.270 -16.33   -16.00 
real-time RS chart chart L add note Intesa Sanpaolo 1.752  08:07 -2.04 1.734 1.01 2.067 -0.333 -16.09   -16.08 
  ⇓instrument freshest ⇓ Δday 3/10/22 ⇓ Δwk 21/03/22  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart S add note Campari 9.198  Tue 2.84 8.944 2.84 9.908 -0.964 -9.73   -16.87 
real-time RS chart chart S add note Buzzi Unicem 15.335  Tue 4.68 14.650 4.68 17.485 -2.835 -16.21   -17.93 
real-time RS chart chart add note DiaSorin 118.750  Tue 4.17 114.000 4.17 132.350 -18.350 -13.86   -18.22 
real-time RS chart chart add note Recordati 38.370  Tue 2.10 37.580 2.10 45.720 -8.140 -17.80   -18.35 
real-time RS chart chart add note Generali 14.490  Tue 3.35 14.020 3.35 18.735 -4.715 -25.17   -18.39 
real-time RS chart chart add note Poste Italiane 8.184  Tue 2.94 7.950 2.94 10.115 -2.165 -21.40   -19.55 
real-time RS chart chart L add note Nexi 8.900  Tue 6.43 8.362 6.43 10.880 -2.518 -23.14   -20.47 
real-time RS chart chart S add note Amplifon 27.580  Tue 4.47 26.400 4.47 37.350 -10.950 -29.32   -24.63 
real-time RS chart chart S add note Interpump 35.580  Tue 5.39 33.760 5.39 46.980 -13.220 -28.14   -25.24 
real-time RS chart chart S add note Azimut 15.600  Tue 4.38 14.945 4.38 20.880 -5.935 -28.42   -26.15 
real-time RS chart chart add note Enel 4.403  08:06 -1.36 4.357 1.06 5.824 -1.467 -25.19   -26.60 
real-time RS chart chart add note Pirelli 3.496  Tue 3.86 3.366 3.86 4.770 -1.404 -29.43   -29.20 
real-time RS chart chart S add note Hera 2.263  Tue 2.96 2.198 2.96 3.371 -1.173 -34.80   -30.99 
real-time RS chart chart S add note A2A 1.050  Tue 2.74 1.022 2.74 1.521 -0.499 -32.82   -31.20 
real-time RS chart chart S add note Telecom Italia 0.203  Tue 3.52 0.196 3.52 0.295 -0.099 -33.49   -33.20 
real-time RS chart chart add note Saipem 0.675  Tue 6.40 0.635 6.40 50.714 -50.079 -98.75   -79.09 
 MIB - 40 out of 40 instruments rated - 3/10/22 / 21/03/22 - 6 did rise, Market-Ratio(28) = 15.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
1/01/18 scale up chart 3/10/22
 


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  MFE-MediaForEurope 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  1,419   484.286  244.286 960.075  475.789 98  1,362,474 72  
long 26/12/16  27/11/17 336  RT RS QC  STMicroel Italy 100  126,741   10.750  20.210    9.460 88  2,561,444 99  
short 27/11/17   8/01/18 42  RT RS QC  Leonardo 100  250,630   10.220  10.570 9.870  -0.350 -3  2,473,724 -26  
long 8/01/18  12/02/18 35  RT RS QC  Fiat Chrysler 100  136,549   18.116  17.656    -0.460 -3  2,410,911 -24  
short 12/02/18  29/04/19 441  RT RS QC  Leonardo 100  279,040   8.640  10.415 6.865  -1.775 -21  1,915,615 -17  
long 29/04/19   2/03/20 308  RT RS QC  Azimut 100  106,571   17.975  18.590    0.615 3  1,981,156 4  
short 2/03/20  28/09/20 210  RT RS QC  Juventus Football 100  2,133,027   0.929  0.865 0.998  0.069 7  2,128,335 13  
long 28/09/20   1/02/21 126  RT RS QC  DiaSorin 100  12,460   170.800  180.000    9.200 5  2,242,967 16  
short 1/02/21   8/02/21 7  RT RS QC  BPER Banca 100  1,463,122   1.533  1.910 1.157  -0.377 -25  1,692,102 -100  
long 8/02/21  24/01/22 350  RT RS QC  CNH Industrial 100  142,313   11.890  13.125    1.235 10  1,867,858 11  
short 24/01/22  31/01/22 7  RT RS QC  Nexi 100  144,403   12.935  12.910 12.960  0.025 0  1,871,468 11  
long 31/01/22   7/02/22 7  RT RS QC  Unicredit 100  133,771   13.990  14.784    0.794 6  1,977,682 1,679  
short 7/02/22   4/10/22 239  RT RS QC  Saipem 100  34,423   57.452  0.675 4,887.078  4,829.626 8,406  168m 88,432  
accum 9/01/06 4/10/226113 days out of 6120 invested (100%) 1,682,179 168m 79  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Saipemshort 21/09/15 26/12/16462484.29244.29960.08475.79 98.25 
 short  7/02/22  4/10/2223957.450.684,887.084,829.63 8,406.3716,763.49 
 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  2/03/2030817.9818.590.61 3.42105.20 
 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 
 CNH Industriallong  8/02/21 24/01/2235011.8913.131.24 10.3910.39 
 Juventus Footballshort  2/03/20 28/09/202100.930.861.000.07 7.437.43 
 Unicreditlong 31/01/22  7/02/22713.9914.780.79 5.685.68 
 DiaSorinlong 28/09/20  1/02/21126170.80180.009.20 5.395.39 
 Nexishort 24/01/22 31/01/22712.9412.9112.960.03 0.190.19 
 YOOX Net-a-Porter short  4/08/14 26/01/1517518.4719.0417.90-0.57 -3.09-3.09 
 MFE-MediaForEuropeshort 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 
 BPER Bancashort  1/02/21  8/02/2171.531.911.16-0.38 -24.56-24.56 


Annotations
13/06/22Saipemreverse split 10:1 (one for ten)
22/06/18Pirellireturns
15/06/18YOOX Net-a-Pdrops out due to acquisition by Richemont
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
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