Thu, Nov 21st, 2024, 9:24UTC
 
RS Chart
Assessment - FTSE / Milano Italia Borsa - 7/01/24 - RS = 35
 ⇐ 
  ⇓instrument freshest ⇓ Δday 7/01/24 ⇓ Δwk 10/30/23  prc diff ⇓ Δ35   ∅-RS
real-time RS chart chart add note MIB 40 31,928.300  8/12 0.46 33,716.500 -5.30 27,339.900 6,376.600 23.32   8.06 
real-time RS chart chart L add note Unipol 8.975  8/12 0.06 9.435 -4.88 5.074 4.361 85.95   55.74 
real-time RS chart chart add note Banca MPS 5.170  8/12 2.17 4.679 10.49 2.497 2.182 87.38   41.38 
real-time RS chart chart add note Leonardo 21.910  8/12 1.20 21.820 0.41 14.175 7.645 53.93   40.38 
real-time RS chart chart L add note Prysmian 59.060  8/12 0.58 56.700 4.16 34.330 22.370 65.16   38.34 
real-time RS chart chart add note BPER Banca 4.765  8/12 -0.27 4.996 -4.62 2.960 2.036 68.78   31.96 
real-time RS chart chart add note Unicredit 34.570  8/12 0.38 36.205 -4.52 23.490 12.715 54.13   27.09 
real-time RS chart chart add note Saipem 1.993  8/12 0.63 2.398 -16.91 1.432 0.966 67.46   26.87 
real-time RS chart chart add note Intesa Sanpaolo 3.471  8/12 0.54 3.582 -3.10 2.406 1.176 48.86   22.08 
real-time RS chart chart add note Pirelli 5.246  8/12 0.50 5.616 -6.59 4.128 1.488 36.05   19.13 
real-time RS chart chart add note Ferrari 385.700  8/12 382.200 0.92 281.800 100.400 35.63   18.71 
real-time RS chart chart add note Poste Italiane 11.890  8/12 12.230 -2.78 9.198 3.032 32.96   18.16 
real-time RS chart chart add note Banco BPM 5.782  8/12 -0.31 6.216 -6.98 4.723 1.493 31.61   18.12 
real-time RS chart chart add note Banca Mediolanum 10.230  8/12 1.29 10.590 -3.40 7.646 2.944 38.50   16.83 
real-time RS chart chart add note Iveco 8.642  8/12 -0.21 10.635 -18.74 8.048 2.587 32.14   13.05 
real-time RS chart chart L add note Amplifon 28.150  8/12 1.33 33.220 -15.26 25.380 7.840 30.89   12.85 
real-time RS chart chart add note Generali 22.450  8/12 1.35 23.930 -6.18 18.545 5.385 29.04   12.54 
real-time RS chart chart add note Mediobanca 14.030  8/12 0.94 14.090 -0.43 11.050 3.040 27.51   12.29 
real-time RS chart chart add note Hera 3.294  8/12 0.37 3.236 1.79 2.578 0.658 25.52   10.33 
real-time RS chart chart add note FinecoBank 14.435  8/12 0.94 14.185 1.76 11.055 3.130 28.31   8.57 
real-time RS chart chart add note Banca Generali 38.080  8/12 0.74 37.800 0.74 30.450 7.350 24.14   8.56 
real-time RS chart chart add note Brunello Cucinelli 82.800  8/12 -1.02 93.650 -11.59 74.500 19.150 25.70   7.85 
real-time RS chart chart add note DiaSorin 100.100  8/12 0.48 93.280 7.31 82.080 11.200 13.65   6.70 
real-time RS chart chart add note A2A 1.981  8/12 0.92 1.890 4.82 1.758 0.132 7.51   4.14 
real-time RS chart chart add note Enel 6.438  8/12 0.44 6.607 -2.56 5.886 0.721 12.25   2.05 
  ⇓instrument freshest ⇓ Δday 7/01/24 ⇓ Δwk 10/30/23  prc diff ⇓ Δ35   ∅-RS
real-time RS chart chart add note Azimut 20.900  8/12 1.41 22.380 -6.61 19.570 2.810 14.36   0.56 
real-time RS chart chart add note Recordati 49.460  8/12 0.24 48.800 1.35 43.230 5.570 12.88   0.41 
real-time RS chart chart S add note Moncler 52.140  8/12 -0.50 57.480 -9.29 48.760 8.720 17.88   -0.10 
real-time RS chart chart add note Terna 7.580  8/12 0.53 7.304 3.78 7.252 0.052 0.72   -0.60 
real-time RS chart chart S add note Stellantis 13.980  8/12 -0.57 18.634 -24.98 17.040 1.594 9.35   -3.30 
real-time RS chart chart add note STMicroel Italy 26.830  8/12 0.49 36.225 -25.94 35.255 0.970 2.75   -3.97 
real-time RS chart chart add note ERG 23.280  8/12 23.440 -0.68 23.460 -0.020 -0.09   -6.32 
real-time RS chart chart add note Snam 4.368  8/12 0.60 4.179 4.52 4.301 -0.122 -2.84   -6.44 
real-time RS chart chart S add note Tenaris 12.830  8/12 0.71 14.245 -9.93 14.945 -0.700 -4.68   -6.88 
real-time RS chart chart S add note Eni 14.456  8/12 1.09 14.532 -0.52 15.364 -0.832 -5.42   -7.22 
real-time RS chart chart S add note Italgas 4.904  8/12 0.08 4.630 5.92 4.740 -0.110 -2.32   -7.48 
real-time RS chart chart add note Interpump 37.420  8/12 1.14 41.000 -8.73 38.790 2.210 5.70   -8.09 
real-time RS chart chart L add note Campari 7.980  8/12 0.38 8.684 -8.11 10.385 -1.701 -16.38   -8.30 
real-time RS chart chart S add note Inwit 10.320  8/12 0.58 9.690 6.50 10.115 -0.425 -4.20   -11.06 
real-time RS chart chart add note Telecom Italia 0.221  8/12 0.55 0.226 -2.17 0.242 -0.016 -6.50   -12.95 
real-time RS chart chart S add note Nexi 5.676  8/12 0.46 5.786 -1.90 5.414 0.372 6.87   -14.88 
 MIB - 40 out of 40 instruments rated - 7/01/24 / 10/30/23 - 32 did rise, Market-Ratio(35) = 80.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 35 - B/S = 46/46
Market Chart
1/06/20 scale up chart 7/01/24
 


Transactions FTSE / Milano Italia Borsa * S35 - 46 ex 3 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 8/06/07 581    - cash -
short 8/06/07   8/27/07 21  RT RS QC  Telecom Italia 100  5,216   1.917  2.075 1.759  -0.158 -8  9,176 -78  
  8/27/07  11/05/07 70  RT RS QC  Banca Mediolanum 100  1,744   5.259  4.945 5.593  0.334 6  9,758 38  
11/05/07 11/12/07 7    - cash -
  11/12/07   8/18/08 280  RT RS QC  Amplifon 100  2,270   4.298  2.140 8.630  4.333 101  19,593 148  
  8/18/08   9/29/08 42  RT RS QC  Telecom Italia 100  17,022   1.151  1.079 1.228  0.077 7  20,900 75  
  9/29/08  10/06/08 7  RT RS QC  Unicredit 100  251   83.185  81.479 84.927  1.742 2  21,338 195  
  10/06/08  10/20/08 14  RT RS QC  Stellantis 100  9,764   2.185  2.002 2.386  0.200 9  23,293 884  
  10/20/08  10/27/08 7  RT RS QC  Saipem 100  29   780.000  744.762 816.905  36.905 5  24,364 1,014  
  10/27/08  11/10/08 14  RT RS QC  Tenaris 100  3,866   6.301  8.471 4.131  -2.170 -34  15,974 -100  
  11/10/08   1/19/09 70  RT RS QC  Amplifon 100  14,508   1.101  0.767 1.580  0.479 44  22,929 558  
  1/19/09   4/20/09 91  RT RS QC  Banco BPM 100  961   23.840  24.435 23.245  -0.595 -2  22,358 -10  
  4/20/09   6/01/09 42  RT RS QC  Interpump 100  7,546   2.963  3.563 2.363  -0.600 -20  17,830 -86  
  6/01/09   6/08/09 7  RT RS QC  Unipol 100  1,095   16.281  14.994 17.679  1.398 9  19,360 7,226  
6/08/09 6/22/09 14    - cash -
  6/22/09   6/29/09 7  RT RS QC  Unipol 100  1,410   13.726  14.462 12.990  -0.736 -5  18,323 -94  
6/29/09 7/06/09 7    - cash -
  7/06/09   7/20/09 14  RT RS QC  Unipol 100  1,298   14.116  14.169 14.063  -0.053 0  18,254 -9  
7/20/09 5/17/10 301    - cash -
  5/17/10   6/28/10 42  RT RS QC  Banca MPS 100  0   190,370.000  211,650.000 169,090.000  -21,280.000 -11  18,254 0  
  6/28/10   8/02/10 35  RT RS QC  Unipol 100  1,583   11.530  11.720 11.340  -0.190 -2  17,953 -16  
8/02/10 8/09/10 7    - cash -
  8/09/10  10/25/10 77  RT RS QC  Unipol 100  1,504   11.930  11.370 12.518  0.588 5  18,837 26  
10/25/10 11/08/10 14    - cash -
  11/08/10   1/10/11 63  RT RS QC  Banco BPM 100  929   20.255  17.455 23.504  3.249 16  21,855 137  
1/10/11 6/20/11 161    - cash -
  6/20/11   7/04/11 14  RT RS QC  Banco BPM 100  1,780   12.273  12.598 11.948  -0.325 -3  21,277 -50  
7/04/11 7/11/11 7    - cash -
  7/11/11   9/19/11 70  RT RS QC  Banco BPM 100  2,051   10.372  9.138 11.773  1.401 14  24,149 94  
  9/19/11  11/21/11 63  RT RS QC  Unicredit 100  1,029   23.467  24.127 22.807  -0.660 -3  23,470 -15  
  11/21/11   1/23/12 63  RT RS QC  Leonardo 100  7,818   3.002  3.524 2.480  -0.522 -17  19,389 -67  
  1/23/12   5/07/12 105  RT RS QC  Unicredit 100  1,057   18.341  14.282 23.554  5.213 28  24,899 139  
5/07/12 5/21/12 14    - cash -
  5/21/12   7/02/12 42  RT RS QC  Unicredit 100  2,005   12.417  14.723 10.111  -2.306 -19  20,275 -83  
  7/02/12   7/30/12 28  RT RS QC  A2A 100  48,274   0.420  0.348 0.507  0.087 21  24,470 1,061  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
7/30/12 8/06/12 7    - cash -
  8/06/12   8/13/12 7  RT RS QC  Unipol 100  13,291   1.841  2.010 1.672  -0.169 -9  22,224 -99  
8/13/12 10/08/12 56    - cash -
  10/08/12  12/10/12 63  RT RS QC  Unipol 100  12,577   1.767  1.417 2.204  0.437 25  27,714 259  
12/10/12 10/13/14 672    - cash -
  10/13/14  11/10/14 28  RT RS QC  Prysmian 100  2,109   13.140  14.660 11.620  -1.520 -12  24,508 -80  
  11/10/14   1/26/15 77  RT RS QC  Banca MPS 100  0   27,100.000  19,840.000 37,016.633  9,916.633 37  24,508 0  
1/26/15 2/09/15 14    - cash -
  2/09/15   2/16/15 7  RT RS QC  Banca MPS 100  1   17,530.000  20,730.000 14,330.000  -3,200.000 -18  21,308 -100  
2/16/15 12/07/15 294    - cash -
  12/07/15   4/25/16 140  RT RS QC  Banca MPS 100  1   13,450.000  6,620.000 27,326.662  13,876.662 103  35,185 535  
4/25/16 5/09/16 14    - cash -
  5/09/16   5/16/16 7  RT RS QC  Banco BPM 100  7,042   4.996  4.604 5.421  0.425 9  38,181 6,988  
5/16/16 5/23/16 7    - cash -
  5/23/16   5/30/16 7  RT RS QC  Banco BPM 100  8,817   4.330  4.800 3.860  -0.470 -11  34,037 -100  
5/30/16 6/06/16 7    - cash -
  6/06/16  10/10/16 126  RT RS QC  Banco BPM 100  11,050   3.080  2.360 4.020  0.940 31  44,420 116  
10/10/16 11/07/16 28    - cash -
  11/07/16  12/05/16 28  RT RS QC  Banca MPS 100  18   2,431.000  1,890.000 3,126.858  695.858 29  56,946 2,561  
12/05/16 5/28/18 539    - cash -
  5/28/18   6/04/18 7  RT RS QC  Banca MPS 100  1,120   50.842  55.552 46.133  -4.709 -9  51,672 -99  
6/04/18 6/11/18 7    - cash -
  6/11/18   6/18/18 7  RT RS QC  Banca MPS 100  892   57.927  57.406 58.453  0.526 1  52,140 60  
6/18/18 7/02/18 14    - cash -
  7/02/18   2/18/19 231  RT RS QC  Banca MPS 100  1,013   51.426  27.849 94.964  43.538 85  96,244 164  
2/18/19 2/25/19 7    - cash -
  2/25/19   3/04/19 7  RT RS QC  Banca MPS 100  3,569   26.963  28.026 25.900  -1.063 -4  92,451 -88  
3/04/19 5/13/19 70    - cash -
  5/13/19   6/10/19 28  RT RS QC  Banca MPS 100  3,744   24.692  21.525 28.325  3.633 15  106,055 499  
6/10/19 3/09/20 273    - cash -
  3/09/20   3/23/20 14  RT RS QC  Saipem 100  1,001   105.905  104.619 107.207  1.302 1  107,358 38  
  3/23/20   3/30/20 7  RT RS QC  Leonardo 100  23,389   4.590  5.964 3.216  -1.374 -30  75,222 -100  
  3/30/20   4/13/20 14  RT RS QC  Stellantis 100  11,921   6.310  7.479 5.141  -1.169 -19  61,286 -100  
  4/13/20   5/18/20 35  RT RS QC  Saipem 100  534   114.762  113.333 116.209  1.447 1  62,059 14  
  5/18/20   7/13/20 56  RT RS QC  BPER Banca 100  30,331   2.046  2.360 1.732  -0.314 -15  52,535 -66  
  7/13/20  11/09/20 119  RT RS QC  Saipem 100  530   99.048  89.048 110.171  11.123 11  58,430 39  
11/09/20 2/14/22 462    - cash -
  2/14/22   3/21/22 35  RT RS QC  Saipem 100  1,076   54.286  50.714 58.110  3.824 7  62,544 103  
3/21/22 3/28/22 7    - cash -
  3/28/22  11/07/22 224  RT RS QC  Saipem 100  1,151   54.310  0.955 3,087.915  3,033.605 5,586  3,554,223 72,237  
11/07/22 11/21/22 14    - cash -
  11/21/22   1/09/23 49  RT RS QC  Banca MPS 100  1,974,787   1.800  2.218 1.382  -0.418 -23  2,728,367 -86  
1/09/23 10/23/23 287    - cash -
  10/23/23  11/13/23 21  RT RS QC  DiaSorin 100  32,604   83.680  85.140 82.220  -1.460 -2  2,680,765 -26  
11/13/23 11/21/24 374    - cash -
accum 8/06/07 11/13/232632 days out of 6898 invested (38%) 26,708 2,680,765 117  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Saipemshort 10/20/08 10/27/087780.00744.76816.9136.91 4.73 
   3/09/20  3/23/2014105.91104.62107.211.30 1.23 
   4/13/20  5/18/2035114.76113.33116.211.45 1.26 
   7/13/20 11/09/2011999.0589.05110.1711.12 11.23 
   2/14/22  3/21/223554.2950.7158.113.82 7.04 
   3/28/22 11/07/2222454.310.963,087.913,033.60 5,585.727,167.61 
 Banca MPS  5/17/10  6/28/1042190,370.00211,650.00169,090.00-21,280.00 -11.18 
  11/10/14  1/26/157727,100.0019,840.0037,016.639,916.63 36.59 
   2/09/15  2/16/15717,530.0020,730.0014,330.00-3,200.00 -18.25 
  12/07/15  4/25/1614013,450.006,620.0027,326.6613,876.66 103.17 
  11/07/16 12/05/16282,431.001,890.003,126.86695.86 28.62 
   5/28/18  6/04/18750.8455.5546.13-4.71 -9.26 
   6/11/18  6/18/18757.9357.4158.450.53 0.91 
   7/02/18  2/18/1923151.4327.8594.9643.54 84.66 
   2/25/19  3/04/19726.9628.0325.90-1.06 -3.94 
   5/13/19  6/10/192824.6921.5228.333.63 14.71 
  11/21/22  1/09/23491.802.221.38-0.42 -23.24270.68 
 Amplifon 11/12/07  8/18/082804.302.148.634.33 100.82 
  11/10/08  1/19/09701.100.771.580.48 43.54188.26 
 Banco BPM  1/19/09  4/20/099123.8424.4423.25-0.59 -2.50 
  11/08/10  1/10/116320.2617.4623.503.25 16.04 
   6/20/11  7/04/111412.2712.6011.95-0.32 -2.65 
   7/11/11  9/19/117010.379.1411.771.40 13.50 
   5/09/16  5/16/1675.004.605.420.43 8.51 
   5/23/16  5/30/1674.334.803.86-0.47 -10.85 
   6/06/16 10/10/161263.082.364.020.94 30.5157.84 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 A2A  7/02/12  7/30/12280.420.350.510.09 20.6920.69 
 Unipol  6/01/09  6/08/09716.2814.9917.681.40 8.58 
   6/22/09  6/29/09713.7314.4612.99-0.74 -5.36 
   7/06/09  7/20/091414.1214.1714.06-0.05 -0.38 
   6/28/10  8/02/103511.5311.7211.34-0.19 -1.65 
   8/09/10 10/25/107711.9311.3712.520.59 4.93 
   8/06/12  8/13/1271.842.011.67-0.17 -9.18 
  10/08/12 12/10/12631.771.422.200.44 24.7019.65 
 Banca Mediolanum  8/27/07 11/05/07705.264.955.590.33 6.356.35 
 Unicredit  9/29/08 10/06/08783.1981.4884.931.74 2.09 
   9/19/11 11/21/116323.4724.1322.81-0.66 -2.81 
   1/23/12  5/07/1210518.3414.2823.555.21 28.42 
   5/21/12  7/02/124212.4214.7210.11-2.31 -18.573.76 
 DiaSorin 10/23/23 11/13/232183.6885.1482.22-1.46 -1.74-1.74 
 Telecom Italia  8/06/07  8/27/07211.922.081.76-0.16 -8.24 
   8/18/08  9/29/08421.151.081.230.08 6.67-2.12 
 Stellantis 10/06/08 10/20/08142.192.002.390.20 9.17 
   3/30/20  4/13/20146.317.485.14-1.17 -18.53-11.06 
 Prysmian 10/13/14 11/10/142813.1414.6611.62-1.52 -11.57-11.57 
 BPER Banca  5/18/20  7/13/20562.052.361.73-0.31 -15.35-15.35 
 Interpump  4/20/09  6/01/09422.963.562.36-0.60 -20.25-20.25 
 Tenaris 10/27/08 11/10/08146.308.474.13-2.17 -34.44-34.44 
 Leonardo 11/21/11  1/23/12633.003.522.48-0.52 -17.39 
   3/23/20  3/30/2074.595.963.22-1.37 -29.93-42.12 


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)