RS Chart
Assessment - FTSE / Milano Italia Borsa in Swiss Franc - 7/01/24 - RS = 28
 ⇐ 
  ⇓instrument freshest Δday 7/01/24 ⇓ Δwk 12/18/23  prc diff ⇓ Δ28   ⇓∅-RS
real-time RS chart chart add note MIB 40 30,946.505  8/12/24 0.46 32,679.718 -5.30 28,766.220 3,913.497 13.60   11.47 
real-time RS chart chart add note Banca MPS 5.011  8/12/24 2.17 4.535 10.49 2.835 1.700 59.95   50.59 
real-time RS chart chart add note Azimut 20.257  8/12/24 1.41 21.692 -6.61 21.405 0.287 1.34   -0.26 
real-time RS chart chart add note Generali 21.760  8/12/24 1.35 23.194 -6.18 18.100 5.094 28.14   18.90 
real-time RS chart chart L add note Amplifon 27.284  8/12/24 1.33 32.198 -15.26 27.172 5.027 18.50   10.26 
real-time RS chart chart add note Banca Mediolanum 9.915  8/12/24 1.29 10.264 -3.40 7.921 2.344 29.59   19.36 
real-time RS chart chart add note Leonardo 21.236  8/12/24 1.20 21.149 0.41 13.061 8.088 61.92   40.01 
real-time RS chart chart add note Interpump 36.269  8/12/24 1.14 39.739 -8.73 42.601 -2.862 -6.72   -6.62 
real-time RS chart chart S add note Eni 14.011  8/12/24 1.09 14.085 -0.52 14.166 -0.081 -0.57   0.50 
real-time RS chart chart add note FinecoBank 13.991  8/12/24 0.94 13.749 1.76 12.867 0.882 6.85   10.03 
real-time RS chart chart add note Mediobanca 13.599  8/12/24 0.94 13.657 -0.43 10.490 3.167 30.19   16.96 
real-time RS chart chart add note A2A 1.920  8/12/24 0.92 1.831 4.82 1.843 -0.012 -0.64   7.90 
real-time RS chart chart add note Banca Generali 36.909  8/12/24 0.74 36.638 0.74 31.823 4.814 15.13   11.79 
real-time RS chart chart S add note Tenaris 12.435  8/12/24 0.71 13.807 -9.93 14.664 -0.857 -5.84   -7.19 
real-time RS chart chart add note Saipem 1.931  8/12/24 0.63 2.324 -16.91 1.329 0.995 74.85   50.94 
real-time RS chart chart add note Snam 4.234  8/12/24 0.60 4.050 4.52 4.426 -0.375 -8.47   -6.50 
real-time RS chart chart S add note Inwit 10.003  8/12/24 0.58 9.392 6.50 10.820 -1.428 -13.20   -9.68 
real-time RS chart chart L add note Prysmian 57.244  8/12/24 0.58 54.956 4.16 36.683 18.274 49.82   38.92 
real-time RS chart chart add note Telecom Italia 0.214  8/12/24 0.55 0.219 -2.17 0.249 -0.030 -12.00   -12.05 
real-time RS chart chart add note Intesa Sanpaolo 3.364  8/12/24 0.54 3.471 -3.10 2.544 0.927 36.45   30.45 
real-time RS chart chart add note Terna 7.347  8/12/24 0.53 7.079 3.78 7.138 -0.059 -0.82   -1.85 
real-time RS chart chart add note Pirelli 5.085  8/12/24 0.50 5.443 -6.59 4.557 0.886 19.45   13.33 
real-time RS chart chart add note STMicroel Italy 26.005  8/12/24 0.49 35.111 -25.94 42.081 -6.970 -16.56   -11.47 
real-time RS chart chart add note DiaSorin 97.022  8/12/24 0.48 90.412 7.31 84.843 5.569 6.56   3.51 
real-time RS chart chart S add note Nexi 5.501  8/12/24 0.46 5.608 -1.90 7.028 -1.420 -20.21   -10.24 
  ⇓instrument freshest Δday 7/01/24 ⇓ Δwk 12/18/23  prc diff ⇓ Δ28   ⇓∅-RS
real-time RS chart chart add note Enel 6.240  8/12/24 0.44 6.404 -2.56 6.161 0.242 3.94   7.68 
real-time RS chart chart L add note Campari 7.735  8/12/24 0.38 8.417 -8.11 9.610 -1.193 -12.42   -15.17 
real-time RS chart chart add note Unicredit 33.507  8/12/24 0.38 35.092 -4.52 23.919 11.172 46.71   38.81 
real-time RS chart chart add note Hera 3.193  8/12/24 0.37 3.136 1.79 2.774 0.363 13.07   10.74 
real-time RS chart chart add note Recordati 47.939  8/12/24 0.24 47.299 1.35 44.104 3.195 7.24   4.21 
real-time RS chart chart S add note Italgas 4.753  8/12/24 0.08 4.488 5.92 4.916 -0.429 -8.72   -8.91 
real-time RS chart chart L add note Unipol 8.699  8/12/24 0.06 9.145 -4.88 4.975 4.170 83.82   60.38 
real-time RS chart chart add note ERG 22.564  8/12/24 22.719 -0.68 25.035 -2.316 -9.25   -5.87 
real-time RS chart chart add note Ferrari 373.840  8/12/24 370.447 0.92 325.039 45.409 13.97   18.28 
real-time RS chart chart add note Poste Italiane 11.524  8/12/24 11.854 -2.78 9.535 2.319 24.32   17.55 
real-time RS chart chart add note Iveco 8.376  8/12/24 -0.21 10.308 -18.74 7.469 2.839 38.01   14.46 
real-time RS chart chart add note BPER Banca 4.618  8/12/24 -0.27 4.842 -4.62 3.196 1.646 51.49   48.55 
real-time RS chart chart add note Banco BPM 5.604  8/12/24 -0.31 6.025 -6.98 4.754 1.271 26.74   24.04 
real-time RS chart chart S add note Moncler 50.537  8/12/24 -0.50 55.712 -9.29 51.337 4.376 8.52   -1.71 
real-time RS chart chart S add note Stellantis 13.550  8/12/24 -0.57 18.061 -24.98 19.863 -1.802 -9.07   -4.54 
real-time RS chart chart add note Brunello Cucinelli 80.254  8/12/24 -1.02 90.770 -11.59 79.794 10.976 13.76   11.74 
 MIB - 40 out of 40 instruments rated - 7/01/24 / 12/18/23 - 26 did rise, Market-Ratio(28) in CHF = 65.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
1/03/22 scale up chart 7/01/24
 


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  MFE-MediaForEurope 100  207   66.811  70.728 62.895  -3.917 -6  13,081 -27  
long 11/27/06   7/30/07 245  RT RS QC  Fiat Chrysler 100  2,134   6.129  9.834    3.705 60  20,988 102  
short 7/30/07   8/17/09 749  RT RS QC  Telecom Italia 100  6,566   3.196  1.574 6.489  3.293 103  42,609 41  
long 8/17/09   4/26/10 252  RT RS QC  Banca Generali 100  4,208   10.125  11.936    1.812 18  50,232 27  
short 4/26/10  12/20/10 238  RT RS QC  Unipol 100  2,440   20.582  11.887 35.637  15.055 73  86,966 132  
long 12/20/10   6/27/11 189  RT RS QC  Exor 100  2,916   29.820  23.932    -5.888 -20  69,795 -35  
short 6/27/11  11/05/12 497  RT RS QC  UnipolSai 100  11,500   6.069  1.129 32.630  26.561 438  375,246 244  
long 11/05/12   8/04/14 637  RT RS QC  Azimut 100  33,409   11.232  22.466    11.234 100  750,563 49  
short 8/04/14   1/26/15 175  RT RS QC  YOOX Net-a-Porter 100  33,391   22.478  19.308 26.168  3.690 16  873,770 37  
long 1/26/15   9/21/15 238  RT RS QC  Fiat Chrysler 100  108,160   8.078  9.228    1.150 14  998,133 23  
short 9/21/15  12/26/16 462  RT RS QC  Saipem 100  1,895   526.613  262.217 1,057.602  530.990 101  2,004,358 73  
long 12/26/16  11/27/17 336  RT RS QC  STMicroel Italy 100  173,702   11.539  23.614    12.075 105  4,101,866 118  
short 11/27/17   1/08/18 42  RT RS QC  Leonardo 100  343,494   11.942  12.366 11.517  -0.424 -4  3,956,135 -27  
long 1/08/18   2/12/18 35  RT RS QC  Fiat Chrysler 100  186,663   21.194  20.327    -0.867 -4  3,794,283 -35  
short 2/12/18   4/29/19 441  RT RS QC  Leonardo 100  381,450   9.947  11.874 8.020  -1.927 -19  3,059,315 -16  
long 4/29/19   3/02/20 308  RT RS QC  Azimut 100  149,288   20.493  19.860    -0.633 -3  2,964,889 -4  
short 3/02/20   9/28/20 210  RT RS QC  Juventus Football 100  298,802   9.923  9.317 10.567  0.645 6  3,157,570 12  
long 9/28/20   2/01/21 126  RT RS QC  DiaSorin 100  17,155   184.057  194.751    10.694 6  3,341,017 18  
short 2/01/21   2/08/21 7  RT RS QC  BPER Banca 100  2,014,323   1.659  2.067 1.250  -0.409 -25  2,518,107 -100  
long 2/08/21   1/24/22 350  RT RS QC  CNH Industrial 100  195,632   12.872  13.575    0.704 5  2,655,743 6  
short 1/24/22   1/31/22 7  RT RS QC  Nexi 100  198,505   13.379  13.469 13.288  -0.090 -1  2,637,804 -30  
long 1/31/22   2/07/22 7  RT RS QC  Unicredit 100  180,723   14.596  15.615    1.019 7  2,822,031 3,279  
short 2/07/22   2/06/23 364  RT RS QC  Saipem 100  46,505   60.682  1.361 2,706.381  2,645.699 4,360  126m 4,407  
long 2/06/23  10/23/23 259  RT RS QC  Unicredit 100  6,914,263   18.203  21.573    3.370 19  149m 27  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 10/23/23   1/08/24 77  RT RS QC  CNH Industrial 100  14,870,582   10.031  10.291 9.770  -0.260 -3  145m -12  
long 1/08/24   8/12/24 217  RT RS QC  Leonardo 100  9,556,058   15.204  21.236    6.032 40  203m 75  
accum 1/09/06 8/12/247328 days out of 7335 invested (100%) 2,029,250 203m 64  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Saipemshort  9/21/15 12/26/16462526.61262.221,057.60530.99 100.83 
 short  2/07/22  2/06/2336460.681.362,706.382,645.70 4,359.948,856.96 
 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 
 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 
 Unicreditlong  1/31/22  2/07/22714.6015.621.02 6.98 
 long  2/06/23 10/23/2325918.2021.573.37 18.5126.79 
 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 
 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 
 long  1/08/24  8/12/2421715.2021.246.03 39.678.62 
 Juventus Footballshort  3/02/20  9/28/202109.929.3210.570.64 6.506.50 
 DiaSorinlong  9/28/20  2/01/21126184.06194.7510.69 5.815.81 
 CNH Industriallong  2/08/21  1/24/2235012.8713.580.70 5.47 
 short 10/23/23  1/08/247710.0310.299.77-0.26 -2.592.73 
 Nexishort  1/24/22  1/31/22713.3813.4713.29-0.09 -0.68-0.68 
 MFE-MediaForEuropeshort  9/18/06 11/27/067066.8170.7362.89-3.92 -5.86-5.86 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Exorlong 12/20/10  6/27/1118929.8223.93-5.89 -19.75-19.75 
 BPER Bancashort  2/01/21  2/08/2171.662.071.25-0.41 -24.63-24.63 


Annotations
2/21/24MIBComponent update: BMPS and Brunello Cucinelli replace Buzzi Unicem and CNH Industrial
6/13/22Saipemreverse split 10:1 (one for ten)
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
5/18/15Banca MPSreverse stock split 20:1 (one for twenty)