Tue, 26th Oct 2021, 19:11UTC
 
RS Chart
Assessment - FTSE / Milano Italia Borsa in Euro - 25/10/21 - RS = 28
 ⇐ 
  ⇓instrument freshest ⇓ Δday 25/10/21 ⇓ Δwk 12/04/21  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note MIB 40 26,970.900  15:35 0.58 26,815.800 0.58 24,457.200 2,358.600 9.64   12.60 
real-time RS chart chart add note Interpump 62.400  15:35 2.21 61.050 2.21 42.800 18.250 42.64   36.55 
real-time RS chart chart add note Banco BPM 2.989  15:36 0.81 2.965 0.81 2.355 0.610 25.90   29.85 
real-time RS chart chart add note Banca Generali 40.920  15:35 1.06 40.490 1.06 30.420 10.070 33.10   29.09 
real-time RS chart chart L add note Eni 12.358  15:37 0.65 12.278 0.65 10.162 2.116 20.82   29.04 
real-time RS chart chart add note Tenaris 10.055  15:38 -0.10 10.065 -0.10 9.114 0.951 10.43   28.00 
real-time RS chart chart add note CNH Industrial 15.195  15:35 -0.16 15.220 -0.16 12.945 2.275 17.57   27.31 
real-time RS chart chart L add note Campari 12.395  15:41 -4.21 12.940 -4.21 9.682 3.258 33.65   26.15 
real-time RS chart chart L add note Azimut 25.140  15:35 1.21 24.840 1.21 20.300 4.540 22.36   25.18 
real-time RS chart chart add note A2A 1.914  15:35 0.05 1.913 0.05 1.561 0.352 22.56   24.99 
real-time RS chart chart add note Unicredit 11.500  15:35 1.46 11.334 1.46 8.638 2.696 31.21   24.78 
real-time RS chart chart L add note Poste Italiane 12.675  15:38 1.32 12.510 1.32 10.785 1.725 15.99   24.34 
real-time RS chart chart add note Amplifon 43.270  15:35 -2.85 44.540 -2.85 32.820 11.720 35.71   22.09 
real-time RS chart chart add note Moncler 60.620  15:35 -0.79 61.100 -0.79 50.100 11.000 21.96   20.47 
real-time RS chart chart L add note Exor 79.500  15:36 0.10 79.420 0.10 71.440 7.980 11.17   19.83 
real-time RS chart chart L add note BPER Banca 2.052  15:35 0.24 2.047 0.24 1.900 0.148 7.77   19.69 
real-time RS chart chart L add note FinecoBank 16.855  15:35 0.42 16.785 0.42 14.085 2.700 19.17   18.67 
real-time RS chart chart add note Stellantis 17.572  15:35 0.33 17.514 0.33 14.938 2.576 17.24   18.53 
real-time RS chart chart add note STMicroel Italy 38.835  15:36 1.46 38.275 1.46 32.520 5.755 17.70   17.90 
real-time RS chart chart add note Mediobanca 10.430  15:35 0.34 10.395 0.34 9.380 1.015 10.82   17.85 
real-time RS chart chart L add note Generali 18.820  15:35 0.70 18.690 0.70 17.070 1.620 9.49   16.96 
real-time RS chart chart add note DiaSorin 191.000  15:41 -0.03 191.050 -0.03 153.050 38.000 24.83   15.96 
real-time RS chart chart add note Prysmian 32.680  15:35 0.37 32.560 0.37 26.520 6.040 22.78   14.66 
real-time RS chart chart add note Intesa Sanpaolo 2.482  15:37 0.75 2.463 0.75 2.261 0.203 8.96   14.21 
real-time RS chart chart L add note Ferrari 200.300  15:40 0.40 199.500 0.40 176.100 23.400 13.29   13.64 
  ⇓instrument freshest ⇓ Δday 25/10/21 ⇓ Δwk 12/04/21  prc diff ⇓ Δ28   ∅-RS
real-time RS chart chart add note Unipol 5.014  15:35 0.99 4.965 0.99 4.690 0.275 5.86   13.34 
real-time RS chart chart add note Banca Mediolanum 8.914  15:35 1.50 8.782 1.50 7.936 0.846 10.66   11.98 
real-time RS chart chart add note Recordati 52.420  15:35 -0.57 52.720 -0.57 45.370 7.350 16.20   11.95 
real-time RS chart chart add note Pirelli 5.324  15:38 2.50 5.194 2.50 4.944 0.250 5.06   9.22 
real-time RS chart chart add note Hera 3.602  15:35 1.15 3.561 1.15 3.306 0.255 7.71   8.98 
real-time RS chart chart add note Nexi 17.610  15:38 0.49 17.525 0.49 15.510 2.015 12.99   8.32 
real-time RS chart chart L add note Saipem 2.212  15:40 -2.21 2.262 -2.21 2.279 -0.017 -0.75   7.40 
real-time RS chart chart L add note Atlantia 16.320  15:35 0.74 16.200 0.74 16.260 -0.060 -0.37   5.32 
real-time RS chart chart add note Italgas 5.652  15:35 0.86 5.604 0.86 5.378 0.226 4.20   4.00 
real-time RS chart chart add note Snam 4.905  15:35 0.20 4.895 0.20 4.643 0.252 5.43   3.97 
real-time RS chart chart add note Terna 6.498  15:35 0.74 6.450 0.74 6.106 0.344 5.63   2.65 
real-time RS chart chart add note Leonardo 6.564  15:40 0.46 6.534 0.46 7.048 -0.514 -7.29   1.54 
real-time RS chart chart add note Inwit 9.784  15:35 1.16 9.672 1.16 9.396 0.276 2.94   1.07 
real-time RS chart chart S add note Buzzi Unicem 20.240  15:35 1.35 19.970 1.35 22.230 -2.260 -10.17   -6.59 
real-time RS chart chart S add note Enel 7.145  15:37 1.19 7.061 1.19 8.580 -1.519 -17.70   -11.22 
real-time RS chart chart S add note Telecom Italia 0.340  15:40 1.07 0.336 1.07 0.438 -0.102 -23.22   -13.36 
 MIB - 40 out of 40 instruments rated - 25/10/21 / 12/04/21 - 34 did rise, Market-Ratio(28) in EUR = 85.00 % 
Stock Exchange Currency: EUR € Euro
 
Technical Chart
MIB RS = 28 - B/S = 75/50
Market Chart
2/01/17 scale up chart 25/10/21
 


Transactions FTSE / Milano Italia Borsa in Euro * 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  28/09/20 210  RT RS QC  Juventus Football 100  2,133,229   0.929  0.865 0.998  0.069 7  2,128,536 13  
long 28/09/20   1/02/21 126  RT RS QC  DiaSorin 100  12,462   170.800  180.000    9.200 5  2,243,186 16  
short 1/02/21   8/02/21 7  RT RS QC  BPER Banca 100  1,463,265   1.533  1.910 1.157  -0.377 -25  1,692,267 -100  
long 8/02/21  26/10/21 260  RT RS QC  CNH Industrial 100  142,326   11.890  15.195    3.305 28  2,162,655 41  
accum 9/01/06 26/10/215769 days out of 5776 invested (100%) 21,527 2,162,655 41  

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 
 CNH Industriallong  8/02/21 26/10/2126011.8915.203.31 27.8027.80 
 Banca Generalilong 17/08/09 26/04/102526.658.321.67 25.0425.04 
 Juventus Footballshort  2/03/20 28/09/202100.930.861.000.07 7.437.43 
 DiaSorinlong 28/09/20  1/02/21126170.80180.009.20 5.395.39 
 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 
 BPER Bancashort  1/02/21  8/02/2171.531.911.16-0.38 -24.56-24.56 


Annotations
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