RS Chart
Assessment - FTSE / Milano Italia Borsa in Swiss Franc - 1/07/24 - RS = 28
 ⇐ 
  ⇓instrument freshest ⇓ Δday 1/07/24 Δwk 18/12/23  prc diff ⇓ Δ28   ⇓∅-RS
real-time RS chart chart add note MIB 40 30,946.505  12/08/24 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  12/08/24 2.17 4.535 10.49 2.835 1.700 59.95   50.59 
real-time RS chart chart add note DiaSorin 97.022  12/08/24 0.48 90.412 7.31 84.843 5.569 6.56   3.51 
real-time RS chart chart S add note Inwit 10.003  12/08/24 0.58 9.392 6.50 10.820 -1.428 -13.20   -9.68 
real-time RS chart chart S add note Italgas 4.753  12/08/24 0.08 4.488 5.92 4.916 -0.429 -8.72   -8.91 
real-time RS chart chart add note A2A 1.920  12/08/24 0.92 1.831 4.82 1.843 -0.012 -0.64   7.90 
real-time RS chart chart add note Snam 4.234  12/08/24 0.60 4.050 4.52 4.426 -0.375 -8.47   -6.50 
real-time RS chart chart L add note Prysmian 57.244  12/08/24 0.58 54.956 4.16 36.683 18.274 49.82   38.92 
real-time RS chart chart add note Terna 7.347  12/08/24 0.53 7.079 3.78 7.138 -0.059 -0.82   -1.85 
real-time RS chart chart add note Hera 3.193  12/08/24 0.37 3.136 1.79 2.774 0.363 13.07   10.74 
real-time RS chart chart add note FinecoBank 13.991  12/08/24 0.94 13.749 1.76 12.867 0.882 6.85   10.03 
real-time RS chart chart add note Recordati 47.939  12/08/24 0.24 47.299 1.35 44.104 3.195 7.24   4.21 
real-time RS chart chart add note Ferrari 373.840  12/08/24 370.447 0.92 325.039 45.409 13.97   18.28 
real-time RS chart chart add note Banca Generali 36.909  12/08/24 0.74 36.638 0.74 31.823 4.814 15.13   11.79 
real-time RS chart chart add note Leonardo 21.236  12/08/24 1.20 21.149 0.41 13.061 8.088 61.92   40.01 
real-time RS chart chart add note Mediobanca 13.599  12/08/24 0.94 13.657 -0.43 10.490 3.167 30.19   16.96 
real-time RS chart chart S add note Eni 14.011  12/08/24 1.09 14.085 -0.52 14.166 -0.081 -0.57   0.50 
real-time RS chart chart add note ERG 22.564  12/08/24 22.719 -0.68 25.035 -2.316 -9.25   -5.87 
real-time RS chart chart S add note Nexi 5.501  12/08/24 0.46 5.608 -1.90 7.028 -1.420 -20.21   -10.24 
real-time RS chart chart add note Telecom Italia 0.214  12/08/24 0.55 0.219 -2.17 0.249 -0.030 -12.00   -12.05 
real-time RS chart chart add note Enel 6.240  12/08/24 0.44 6.404 -2.56 6.161 0.242 3.94   7.68 
real-time RS chart chart add note Poste Italiane 11.524  12/08/24 11.854 -2.78 9.535 2.319 24.32   17.55 
real-time RS chart chart add note Intesa Sanpaolo 3.364  12/08/24 0.54 3.471 -3.10 2.544 0.927 36.45   30.45 
real-time RS chart chart add note Banca Mediolanum 9.915  12/08/24 1.29 10.264 -3.40 7.921 2.344 29.59   19.36 
real-time RS chart chart add note Unicredit 33.507  12/08/24 0.38 35.092 -4.52 23.919 11.172 46.71   38.81 
  ⇓instrument freshest ⇓ Δday 1/07/24 Δwk 18/12/23  prc diff ⇓ Δ28   ⇓∅-RS
real-time RS chart chart add note BPER Banca 4.618  12/08/24 -0.27 4.842 -4.62 3.196 1.646 51.49   48.55 
real-time RS chart chart L add note Unipol 8.699  12/08/24 0.06 9.145 -4.88 4.975 4.170 83.82   60.38 
real-time RS chart chart add note Generali 21.760  12/08/24 1.35 23.194 -6.18 18.100 5.094 28.14   18.90 
real-time RS chart chart add note Pirelli 5.085  12/08/24 0.50 5.443 -6.59 4.557 0.886 19.45   13.33 
real-time RS chart chart add note Azimut 20.257  12/08/24 1.41 21.692 -6.61 21.405 0.287 1.34   -0.26 
real-time RS chart chart add note Banco BPM 5.604  12/08/24 -0.31 6.025 -6.98 4.754 1.271 26.74   24.04 
real-time RS chart chart L add note Campari 7.735  12/08/24 0.38 8.417 -8.11 9.610 -1.193 -12.42   -15.17 
real-time RS chart chart add note Interpump 36.269  12/08/24 1.14 39.739 -8.73 42.601 -2.862 -6.72   -6.62 
real-time RS chart chart S add note Moncler 50.537  12/08/24 -0.50 55.712 -9.29 51.337 4.376 8.52   -1.71 
real-time RS chart chart S add note Tenaris 12.435  12/08/24 0.71 13.807 -9.93 14.664 -0.857 -5.84   -7.19 
real-time RS chart chart add note Brunello Cucinelli 80.254  12/08/24 -1.02 90.770 -11.59 79.794 10.976 13.76   11.74 
real-time RS chart chart L add note Amplifon 27.284  12/08/24 1.33 32.198 -15.26 27.172 5.027 18.50   10.26 
real-time RS chart chart add note Saipem 1.931  12/08/24 0.63 2.324 -16.91 1.329 0.995 74.85   50.94 
real-time RS chart chart add note Iveco 8.376  12/08/24 -0.21 10.308 -18.74 7.469 2.839 38.01   14.46 
real-time RS chart chart S add note Stellantis 13.550  12/08/24 -0.57 18.061 -24.98 19.863 -1.802 -9.07   -4.54 
real-time RS chart chart add note STMicroel Italy 26.005  12/08/24 0.49 35.111 -25.94 42.081 -6.970 -16.56   -11.47 
 MIB - 40 out of 40 instruments rated - 1/07/24 / 18/12/23 - 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
4/01/21 scale up chart 1/07/24
 


Transactions FTSE / Milano Italia Borsa in Swiss Franc * A28 - 75/50 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 9/01/06 7    - cash -
long 9/01/06  18/09/06 252  RT RS QC  Tenaris 100  633   15.779  21.927    6.148 39  13,892 61  
short 18/09/06  27/11/06 70  RT RS QC  MFE-MediaForEurope 100  207   66.811  70.728 62.895  -3.917 -6  13,081 -27  
long 27/11/06  30/07/07 245  RT RS QC  Fiat Chrysler 100  2,134   6.129  9.834    3.705 60  20,988 102  
short 30/07/07  17/08/09 749  RT RS QC  Telecom Italia 100  6,566   3.196  1.574 6.489  3.293 103  42,609 41  
long 17/08/09  26/04/10 252  RT RS QC  Banca Generali 100  4,208   10.125  11.936    1.812 18  50,232 27  
short 26/04/10  20/12/10 238  RT RS QC  Unipol 100  2,440   20.582  11.887 35.637  15.055 73  86,966 132  
long 20/12/10  27/06/11 189  RT RS QC  Exor 100  2,916   29.820  23.932    -5.888 -20  69,795 -35  
short 27/06/11   5/11/12 497  RT RS QC  UnipolSai 100  11,500   6.069  1.129 32.630  26.561 438  375,246 244  
long 5/11/12   4/08/14 637  RT RS QC  Azimut 100  33,409   11.232  22.466    11.234 100  750,563 49  
short 4/08/14  26/01/15 175  RT RS QC  YOOX Net-a-Porter 100  33,391   22.478  19.308 26.168  3.690 16  873,770 37  
long 26/01/15  21/09/15 238  RT RS QC  Fiat Chrysler 100  108,160   8.078  9.228    1.150 14  998,133 23  
short 21/09/15  26/12/16 462  RT RS QC  Saipem 100  1,895   526.613  262.217 1,057.602  530.990 101  2,004,358 73  
long 26/12/16  27/11/17 336  RT RS QC  STMicroel Italy 100  173,702   11.539  23.614    12.075 105  4,101,866 118  
short 27/11/17   8/01/18 42  RT RS QC  Leonardo 100  343,494   11.942  12.366 11.517  -0.424 -4  3,956,135 -27  
long 8/01/18  12/02/18 35  RT RS QC  Fiat Chrysler 100  186,663   21.194  20.327    -0.867 -4  3,794,283 -35  
short 12/02/18  29/04/19 441  RT RS QC  Leonardo 100  381,450   9.947  11.874 8.020  -1.927 -19  3,059,315 -16  
long 29/04/19   2/03/20 308  RT RS QC  Azimut 100  149,288   20.493  19.860    -0.633 -3  2,964,889 -4  
short 2/03/20  28/09/20 210  RT RS QC  Juventus Football 100  298,802   9.923  9.317 10.567  0.645 6  3,157,570 12  
long 28/09/20   1/02/21 126  RT RS QC  DiaSorin 100  17,155   184.057  194.751    10.694 6  3,341,017 18  
short 1/02/21   8/02/21 7  RT RS QC  BPER Banca 100  2,014,323   1.659  2.067 1.250  -0.409 -25  2,518,107 -100  
long 8/02/21  24/01/22 350  RT RS QC  CNH Industrial 100  195,632   12.872  13.575    0.704 5  2,655,743 6  
short 24/01/22  31/01/22 7  RT RS QC  Nexi 100  198,505   13.379  13.469 13.288  -0.090 -1  2,637,804 -30  
long 31/01/22   7/02/22 7  RT RS QC  Unicredit 100  180,723   14.596  15.615    1.019 7  2,822,031 3,279  
short 7/02/22   6/02/23 364  RT RS QC  Saipem 100  46,505   60.682  1.361 2,706.381  2,645.699 4,360  126m 4,407  
long 6/02/23  23/10/23 259  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 23/10/23   8/01/24 77  RT RS QC  CNH Industrial 100  14,870,582   10.031  10.291 9.770  -0.260 -3  145m -12  
long 8/01/24  12/08/24 217  RT RS QC  Leonardo 100  9,556,058   15.204  21.236    6.032 40  203m 75  
accum 9/01/06 12/08/247009 days out of 7016 invested (100%) 2,029,250 203m 68  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Saipemshort 21/09/15 26/12/16462526.61262.221,057.60530.99 100.83 
 short  7/02/22  6/02/2336460.681.362,706.382,645.70 4,359.948,856.96 
 UnipolSaishort 27/06/11  5/11/124976.071.1332.6326.56 437.66437.66 
 STMicroel Italylong 26/12/16 27/11/1733611.5423.6112.08 104.65104.65 
 Telecom Italiashort 30/07/07 17/08/097493.201.576.493.29 103.03103.03 
 Azimutlong  5/11/12  4/08/1463711.2322.4711.23 100.02 
 long 29/04/19  2/03/2030820.4919.86-0.63 -3.0993.85 
 Fiat Chryslerlong 27/11/06 30/07/072456.139.833.71 60.45 
 long 26/01/15 21/09/152388.089.231.15 14.23 
 long  8/01/18 12/02/183521.1920.33-0.87 -4.0975.79 
 Unipolshort 26/04/10 20/12/1023820.5811.8935.6415.05 73.1573.15 
 Tenarislong  9/01/06 18/09/0625215.7821.936.15 38.9638.96 
 Unicreditlong 31/01/22  7/02/22714.6015.621.02 6.98 
 long  6/02/23 23/10/2325918.2021.573.37 18.5126.79 
 Banca Generalilong 17/08/09 26/04/1025210.1211.941.81 17.8917.89 
 YOOX Net-a-Porter short  4/08/14 26/01/1517522.4819.3126.173.69 16.4216.42 
 Leonardoshort 27/11/17  8/01/184211.9412.3711.52-0.42 -3.55 
 short 12/02/18 29/04/194419.9511.878.02-1.93 -19.37 
 long  8/01/24 12/08/2421715.2021.246.03 39.678.62 
 Juventus Footballshort  2/03/20 28/09/202109.929.3210.570.64 6.506.50 
 DiaSorinlong 28/09/20  1/02/21126184.06194.7510.69 5.815.81 
 CNH Industriallong  8/02/21 24/01/2235012.8713.580.70 5.47 
 short 23/10/23  8/01/247710.0310.299.77-0.26 -2.592.73 
 Nexishort 24/01/22 31/01/22713.3813.4713.29-0.09 -0.68-0.68 
 MFE-MediaForEuropeshort 18/09/06 27/11/067066.8170.7362.89-3.92 -5.86-5.86 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Exorlong 20/12/10 27/06/1118929.8223.93-5.89 -19.75-19.75 
 BPER Bancashort  1/02/21  8/02/2171.662.071.25-0.41 -24.63-24.63 


Annotations
21/02/24MIBComponent update: BMPS and Brunello Cucinelli replace Buzzi Unicem and CNH Industrial
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
18/05/15Banca MPSreverse stock split 20:1 (one for twenty)