RS Chart
Assessment - FTSE / Milano Italia Borsa - 6/04/20 - RS = 28
 ⇐ 
  ⇓instrument freshest Δday 6/04/20 ⇓ Δwk 23/09/19  prc diff ⇓ Δ28   ⇓∅-RS
real-time RS chart chart S add note MIB 40 17,411.700  15:35 2.19 17,039.300 2.19 21,899.900 -4,860.600 -22.19   -20.91 
real-time RS chart chart S add note Exor 50.920  15:36 8.27 47.030 8.27 61.040 -14.010 -22.95   -23.53 
real-time RS chart chart S add note CNH Industrial 5.882  15:35 7.30 5.482 7.30 9.656 -4.174 -43.23   -37.31 
real-time RS chart chart S add note Buzzi Unicem 17.980  15:35 6.77 16.840 6.77 20.070 -3.230 -16.09   -13.75 
real-time RS chart chart S add note Fiat Chrysler 7.044  15:39 6.47 6.616 6.47 12.198 -5.582 -45.76   -43.82 
real-time RS chart chart S add note Amplifon 19.670  15:39 6.44 18.480 6.44 22.380 -3.900 -17.43   -15.46 
real-time RS chart chart add note DiaSorin 124.900  15:39 5.76 118.100 5.76 104.400 13.700 13.12   12.88 
real-time RS chart chart S add note Azimut 13.540  15:35 5.17 12.875 5.17 17.270 -4.395 -25.45   -26.80 
real-time RS chart chart add note STMicroel Italy 20.600  15:41 5.13 19.595 5.13 17.635 1.960 11.11   7.15 
real-time RS chart chart S add note Banca Generali 20.600  15:40 4.73 19.670 4.73 28.320 -8.650 -30.54   -24.93 
real-time RS chart chart S add note Tenaris 6.192  15:35 4.59 5.920 4.59 9.746 -3.826 -39.26   -38.60 
real-time RS chart chart S add note Enel 6.375  15:40 3.83 6.140 3.83 6.671 -0.531 -7.96   -5.61 
real-time RS chart chart S add note Unicredit 7.350  15:41 3.42 7.107 3.42 10.786 -3.679 -34.11   -35.63 
real-time RS chart chart S add note Ferrari 136.350  15:41 2.91 132.500 2.91 138.450 -5.950 -4.30   -5.14 
real-time RS chart chart S add note UBI Banca 2.493  15:35 2.59 2.430 2.59 2.509 -0.079 -3.15   -7.34 
real-time RS chart chart S add note UnipolSai 2.300  15:37 2.59 2.242 2.59 2.405 -0.163 -6.78   -5.48 
real-time RS chart chart S add note Leonardo 6.960  15:35 2.56 6.786 2.56 10.885 -4.099 -37.66   -32.07 
real-time RS chart chart S add note Mediobanca 5.556  15:38 2.02 5.446 2.02 9.896 -4.450 -44.97   -38.09 
real-time RS chart chart S add note Generali 12.785  15:39 1.91 12.545 1.91 17.910 -5.365 -29.96   -25.28 
real-time RS chart chart S add note FinecoBank 9.312  15:41 1.73 9.154 1.73 9.632 -0.478 -4.96   -8.28 
real-time RS chart chart S add note Poste Italiane 8.156  15:38 1.44 8.040 1.44 10.065 -2.025 -20.12   -16.49 
real-time RS chart chart S add note Brembo 6.320  15:40 1.28 6.240 1.28 8.975 -2.735 -30.47   -35.44 
real-time RS chart chart S add note Eni 9.428  15:39 1.21 9.315 1.21 14.140 -4.825 -34.12   -28.67 
real-time RS chart chart S add note Juventus Football 0.747  15:35 1.00 0.740 1.00 1.334 -0.594 -44.53   -41.57 
real-time RS chart chart S add note Intesa Sanpaolo 1.469  15:41 0.74 1.458 0.74 2.141 -0.682 -31.88   -29.98 
  ⇓instrument freshest Δday 6/04/20 ⇓ Δwk 23/09/19  prc diff ⇓ Δ28   ⇓∅-RS
real-time RS chart chart S add note Prysmian 14.925  15:38 0.61 14.835 0.61 19.720 -4.885 -24.77   -21.10 
real-time RS chart chart S add note Unipol 3.294  15:35 0.49 3.278 0.49 4.807 -1.529 -31.81   -27.29 
real-time RS chart chart S add note Italgas 4.830  15:41 0.37 4.812 0.37 5.786 -0.974 -16.83   -14.65 
real-time RS chart chart add note Pirelli 3.216  15:35 0.37 3.204 0.37 5.442 -2.238 -41.12   -36.19 
real-time RS chart chart S add note Saipem 2.404  15:35 0.21 2.399 0.21 4.335 -1.936 -44.66   -38.82 
real-time RS chart chart S add note A2A 1.193  15:41 0.08 1.192 0.08 1.614 -0.422 -26.12   -23.77 
real-time RS chart chart S add note Banco BPM 1.216  15:35 1.216 1.842 -0.627 -34.01   -33.40 
real-time RS chart chart S add note Salvatore Ferragamo 12.170  15:35 -0.08 12.180 -0.08 17.085 -4.905 -28.71   -30.18 
real-time RS chart chart S add note BPER Banca 2.725  15:35 -0.40 2.736 -0.40 3.567 -0.831 -23.30   -26.41 
real-time RS chart chart S add note Snam 3.951  15:35 -0.43 3.968 -0.43 4.465 -0.497 -11.13   -12.20 
real-time RS chart chart add note Recordati 37.370  15:35 -0.74 37.650 -0.74 39.800 -2.150 -5.40   0.14 
real-time RS chart chart S add note Moncler 33.000  15:35 -0.75 33.250 -0.75 32.100 1.150 3.58   -7.16 
real-time RS chart chart add note Terna 5.500  15:35 -1.08 5.560 -1.08 5.664 -0.104 -1.84   -2.98 
real-time RS chart chart S add note Campari 6.660  15:35 -1.10 6.734 -1.10 8.230 -1.496 -18.18   -18.38 
real-time RS chart chart S add note Telecom Italia 0.387  15:40 -1.38 0.392 -1.38 0.515 -0.122 -23.75   -19.83 
real-time RS chart chart S add note Atlantia 12.515  15:38 -5.48 13.240 -5.48 21.660 -8.420 -38.87   -36.01 
 MIB - 40 out of 40 instruments rated - 6/04/20 / 23/09/19 - 3 did rise, Market-Ratio(28) = 7.50 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
4/01/16 scale up chart 6/04/20
 


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   2/03/20 308  RT RS QC  Azimut 100  106,581   17.975  18.590    0.615 3  1,981,343 4  
short 2/03/20   7/04/20 36  RT RS QC  Juventus Football 100  2,133,229   0.929  0.747 1.154  0.225 24  2,462,173 805  
accum 9/01/06 7/04/205202 days out of 5209 invested (100%) 24,522 2,462,173 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  2/03/2030817.9818.590.61 3.42105.20 
 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 
 Juventus Footballshort  2/03/20  7/04/20360.930.751.150.23 24.2724.27 
 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