| | |
| | |
Assessment - Dow Jones Transportation Average in Swiss Franc - 7/01/24 - RS = 34
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
11/06/23 |
prc diff |
⇓ Δ34 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
DJTA |
13,779.160 |
8/12/24 |
-0.56 |
13,823.889 |
-0.32 |
13,017.947 |
805.943 |
6.19 |
|
0.91 |
| |  |
 |
 |
 |
|
 |
Uber Technologies |
62.585 |
8/12/24 |
1.05 |
64.248 |
-2.59 |
43.211 |
21.037 |
48.69 |
|
28.45 |
| |  |
 |
 |
 |
|
 |
Matson |
117.589 |
8/12/24 |
0.73 |
116.640 |
0.81 |
81.861 |
34.779 |
42.49 |
|
31.72 |
| |  |
 |
 |
 |
S |
 |
FedEx |
252.248 |
8/12/24 |
0.63 |
269.896 |
-6.54 |
220.209 |
49.687 |
22.56 |
|
19.38 |
| |  |
 |
 |
 |
L |
 |
C.H. Robinson |
89.188 |
8/12/24 |
0.20 |
78.444 |
13.70 |
73.604 |
4.840 |
6.58 |
|
6.20 |
| |  |
 |
 |
 |
|
 |
Southwest Airlines |
22.934 |
8/12/24 |
0.20 |
25.401 |
-9.71 |
21.121 |
4.280 |
20.27 |
|
-2.10 |
| |  |
 |
 |
 |
|
 |
Expeditors Wash |
107.631 |
8/12/24 |
0.03 |
109.222 |
-1.46 |
100.074 |
9.148 |
9.14 |
|
2.91 |
| |  |
 |
 |
 |
L |
 |
Kirby |
105.282 |
8/12/24 |
-0.14 |
109.384 |
-3.75 |
68.882 |
40.502 |
58.80 |
|
44.01 |
| |  |
 |
 |
 |
S |
 |
J.B. Hunt |
147.084 |
8/12/24 |
-0.20 |
143.388 |
2.58 |
156.928 |
-13.540 |
-8.63 |
|
-13.22 |
| |  |
 |
 |
 |
|
 |
Alaska Air Group |
31.257 |
8/12/24 |
-0.26 |
36.226 |
-13.72 |
29.477 |
6.749 |
22.90 |
|
2.67 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
213.934 |
8/12/24 |
-0.32 |
203.190 |
5.29 |
191.279 |
11.911 |
6.23 |
|
0.55 |
| |  |
 |
 |
 |
|
 |
Delta Air Lines |
35.296 |
8/12/24 |
-0.61 |
42.398 |
-16.75 |
29.549 |
12.849 |
43.48 |
|
14.19 |
| |  |
 |
 |
 |
S |
 |
UPS |
112.827 |
8/12/24 |
-0.76 |
122.848 |
-8.16 |
127.702 |
-4.854 |
-3.80 |
|
-10.63 |
| |  |
 |
 |
 |
|
 |
Norfolk Southern |
214.323 |
8/12/24 |
-1.02 |
193.431 |
10.80 |
175.284 |
18.147 |
10.35 |
|
-3.07 |
| |  |
 |
 |
 |
|
 |
Landstar System |
167.271 |
8/12/24 |
-1.04 |
165.725 |
0.93 |
153.248 |
12.478 |
8.14 |
|
0.91 |
| |  |
 |
 |
 |
|
 |
Ryder System |
119.134 |
8/12/24 |
-1.29 |
110.866 |
7.46 |
90.218 |
20.648 |
22.89 |
|
16.53 |
| |  |
 |
 |
 |
S |
 |
Old Dominion FL |
172.250 |
8/12/24 |
-1.35 |
161.478 |
6.67 |
176.846 |
-15.367 |
-8.69 |
|
-8.32 |
| |  |
 |
 |
 |
S |
 |
CSX |
30.272 |
8/12/24 |
-1.47 |
30.353 |
-0.27 |
27.269 |
3.084 |
11.31 |
|
2.53 |
| |  |
 |
 |
 |
|
 |
United Airlines |
36.525 |
8/12/24 |
-2.51 |
43.672 |
-16.37 |
32.996 |
10.676 |
32.36 |
|
9.30 |
| |  |
 |
 |
 |
S |
 |
American Airlines |
8.684 |
8/12/24 |
-2.54 |
9.976 |
-12.95 |
10.466 |
-0.490 |
-4.68 |
|
-19.25 |
| |  |
 |
 |
 |
|
 |
Avis Budget |
75.101 |
8/12/24 |
-4.43 |
91.519 |
-17.94 |
179.916 |
-88.396 |
-49.13 |
|
-33.32 |
| DJTA - 20 out of 20 instruments rated - 7/01/24 / 11/06/23 - 15 did rise, Market-Ratio(34) in CHF = 75.00 % |
| Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Transportation Average in Swiss Franc * L34 - 66/62 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
| 1/02/06 |
8/28/06 |
238 |
|
- cash - |
| long |
8/28/06 |
11/06/06 |
70 |
 |
 |
 |
United Airlines |
100 |
329 |
|
30.350 |
44.728 |
|
14.378 |
47 |
14,730 |
655 |
|
| 11/06/06 |
11/13/06 |
7 |
|
- cash - |
| |
11/13/06 |
11/27/06 |
14 |
 |
 |
 |
United Airlines |
100 |
320 |
|
45.938 |
50.343 |
|
4.405 |
10 |
16,140 |
988 |
|
| 11/27/06 |
1/29/07 |
63 |
|
- cash - |
| |
1/29/07 |
2/19/07 |
21 |
 |
 |
 |
United Airlines |
100 |
285 |
|
56.450 |
55.787 |
|
-0.664 |
-1 |
15,951 |
-19 |
|
| 2/19/07 |
3/12/07 |
21 |
|
- cash - |
| |
3/12/07 |
6/11/07 |
91 |
 |
 |
 |
Kansas City Southern |
100 |
385 |
|
41.430 |
50.219 |
|
8.789 |
21 |
19,335 |
116 |
|
| 6/11/07 |
6/25/07 |
14 |
|
- cash - |
| |
6/25/07 |
9/03/07 |
70 |
 |
 |
 |
Kansas City Southern |
100 |
406 |
|
47.514 |
38.656 |
|
-8.858 |
-19 |
15,738 |
-66 |
|
| 9/03/07 |
9/17/07 |
14 |
|
- cash - |
| |
9/17/07 |
9/24/07 |
7 |
 |
 |
 |
Kirby |
100 |
334 |
|
47.106 |
47.091 |
|
-0.015 |
0 |
15,733 |
-2 |
|
| 9/24/07 |
9/08/08 |
350 |
|
- cash - |
| |
9/08/08 |
9/22/08 |
14 |
 |
 |
 |
Kansas City Southern |
100 |
300 |
|
52.386 |
54.876 |
|
2.490 |
5 |
16,480 |
236 |
|
| 9/22/08 |
7/13/09 |
294 |
|
- cash - |
| |
7/13/09 |
7/20/09 |
7 |
 |
 |
 |
Avis Budget |
100 |
2,415 |
|
6.823 |
7.742 |
|
0.919 |
13 |
18,699 |
72,443 |
|
| 7/20/09 |
8/03/09 |
14 |
|
- cash - |
| |
8/03/09 |
8/24/09 |
21 |
 |
 |
 |
Avis Budget |
100 |
1,980 |
|
9.443 |
11.822 |
|
2.379 |
25 |
23,408 |
4,863 |
|
| 8/24/09 |
8/31/09 |
7 |
|
- cash - |
| |
8/31/09 |
8/16/10 |
350 |
 |
 |
 |
Avis Budget |
100 |
2,270 |
|
10.311 |
10.164 |
|
-0.147 |
-1 |
23,074 |
-1 |
|
| 8/16/10 |
9/06/10 |
21 |
|
- cash - |
| |
9/06/10 |
7/25/11 |
322 |
 |
 |
 |
Alaska Air Group |
100 |
1,974 |
|
11.686 |
12.872 |
|
1.187 |
10 |
25,416 |
12 |
|
| 7/25/11 |
1/30/12 |
189 |
|
- cash - |
| |
1/30/12 |
2/06/12 |
7 |
 |
 |
 |
Kansas City Southern |
100 |
402 |
|
63.173 |
64.083 |
|
0.909 |
1 |
25,782 |
111 |
|
| 2/06/12 |
3/26/12 |
49 |
|
- cash - |
| |
3/26/12 |
8/27/12 |
154 |
 |
 |
 |
Landstar System |
100 |
490 |
|
52.608 |
46.902 |
|
-5.707 |
-11 |
22,986 |
-24 |
|
| 8/27/12 |
12/31/12 |
126 |
|
- cash - |
| |
12/31/12 |
5/11/15 |
861 |
 |
 |
 |
Avis Budget |
100 |
1,269 |
|
18.107 |
49.797 |
|
31.690 |
175 |
63,200 |
54 |
|
| 5/11/15 |
6/08/15 |
28 |
|
- cash - |
| |
6/08/15 |
6/15/15 |
7 |
 |
 |
 |
JetBlue Airways |
100 |
3,582 |
|
17.639 |
18.161 |
|
0.522 |
3 |
65,071 |
358 |
|
| 6/15/15 |
9/05/16 |
448 |
|
- cash - |
| |
9/05/16 |
10/24/16 |
49 |
 |
 |
 |
Norfolk Southern |
100 |
705 |
|
92.251 |
93.814 |
|
1.563 |
2 |
66,172 |
13 |
|
| 10/24/16 |
11/21/16 |
28 |
|
- cash - |
| |
11/21/16 |
7/31/17 |
252 |
 |
 |
 |
United Airlines |
100 |
951 |
|
69.574 |
65.417 |
|
-4.158 |
-6 |
62,219 |
-9 |
|
| 7/31/17 |
10/02/17 |
63 |
|
- cash - |
| |
10/02/17 |
10/30/17 |
28 |
 |
 |
 |
Avis Budget |
100 |
1,634 |
|
38.068 |
41.202 |
|
3.134 |
8 |
67,339 |
180 |
|
| 10/30/17 |
11/06/17 |
7 |
|
- cash - |
| |
11/06/17 |
3/05/18 |
119 |
 |
 |
 |
Avis Budget |
100 |
1,630 |
|
41.307 |
43.047 |
|
1.740 |
4 |
70,175 |
13 |
|
| 3/05/18 |
3/12/18 |
7 |
|
- cash - |
| |
3/12/18 |
4/02/18 |
21 |
 |
 |
 |
Avis Budget |
100 |
1,533 |
|
45.775 |
44.188 |
|
-1.587 |
-3 |
67,741 |
-46 |
|
| 4/02/18 |
4/09/18 |
7 |
|
- cash - |
| |
4/09/18 |
7/02/18 |
84 |
 |
 |
 |
Avis Budget |
100 |
1,473 |
|
45.983 |
32.279 |
|
-13.704 |
-30 |
47,555 |
-79 |
|
| 7/02/18 |
7/09/18 |
7 |
|
- cash - |
| |
7/09/18 |
8/13/18 |
35 |
 |
 |
 |
Matson |
100 |
1,227 |
|
38.742 |
35.422 |
|
-3.320 |
-9 |
43,481 |
-61 |
|
| 8/13/18 |
10/01/18 |
49 |
|
- cash - |
| |
10/01/18 |
10/15/18 |
14 |
 |
 |
 |
CSX |
100 |
1,766 |
|
24.608 |
23.301 |
|
-1.307 |
-5 |
41,173 |
-76 |
|
| 10/15/18 |
6/24/19 |
252 |
|
- cash - |
| |
6/24/19 |
7/08/19 |
14 |
 |
 |
 |
Avis Budget |
100 |
1,215 |
|
33.863 |
34.237 |
|
0.374 |
1 |
41,627 |
33 |
|
| 7/08/19 |
8/12/19 |
35 |
|
- cash - |
| |
8/12/19 |
10/07/19 |
56 |
 |
 |
 |
Avis Budget |
100 |
1,261 |
|
33.007 |
26.218 |
|
-6.790 |
-21 |
33,065 |
-78 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
| 10/07/19 |
10/28/19 |
21 |
|
- cash - |
| |
10/28/19 |
12/02/19 |
35 |
 |
 |
 |
Kansas City Southern |
100 |
231 |
|
142.982 |
150.459 |
|
7.477 |
5 |
34,792 |
70 |
|
| 12/02/19 |
1/20/20 |
49 |
|
- cash - |
| |
1/20/20 |
2/03/20 |
14 |
 |
 |
 |
Kansas City Southern |
100 |
231 |
|
149.994 |
165.596 |
|
15.602 |
10 |
38,397 |
1,220 |
|
| 2/03/20 |
11/09/20 |
280 |
|
- cash - |
| |
11/09/20 |
10/18/21 |
343 |
 |
 |
 |
FedEx |
100 |
159 |
|
240.554 |
210.213 |
|
-30.342 |
-13 |
33,572 |
-13 |
|
| 10/18/21 |
2/06/23 |
476 |
|
- cash - |
| |
2/06/23 |
2/27/23 |
21 |
 |
 |
 |
Old Dominion FL |
100 |
195 |
|
171.509 |
160.278 |
|
-11.231 |
-7 |
31,382 |
-69 |
|
| 2/27/23 |
3/06/23 |
7 |
|
- cash - |
| |
3/06/23 |
3/20/23 |
14 |
 |
 |
 |
United Airlines |
100 |
642 |
|
48.835 |
39.984 |
|
-8.852 |
-18 |
25,699 |
-99 |
|
| 3/20/23 |
5/22/23 |
63 |
|
- cash - |
| |
5/22/23 |
9/11/23 |
112 |
 |
 |
 |
FedEx |
100 |
125 |
|
205.307 |
226.721 |
|
21.414 |
10 |
28,376 |
38 |
|
| 9/11/23 |
12/11/23 |
91 |
|
- cash - |
| |
12/11/23 |
1/15/24 |
35 |
 |
 |
 |
Matson |
100 |
323 |
|
87.840 |
96.895 |
|
9.054 |
10 |
31,301 |
178 |
|
| 1/15/24 |
1/22/24 |
7 |
|
- cash - |
| |
1/22/24 |
2/05/24 |
14 |
 |
 |
 |
Matson |
100 |
297 |
|
105.243 |
98.145 |
|
-7.098 |
-7 |
29,193 |
-84 |
|
| 2/05/24 |
5/27/24 |
112 |
|
- cash - |
| |
5/27/24 |
8/12/24 |
77 |
 |
 |
 |
Kirby |
100 |
261 |
|
111.826 |
105.282 |
|
-6.544 |
-6 |
27,485 |
-25 |
|
| accum | 8/28/06 |
8/12/24 | 3892 |
days out of 7336 invested (53%) |
175 |
27,485 |
10 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
| Avis Budget | long | 7/13/09 | 7/20/09 | 7 | 6.82 | 7.74 | | 0.92 | 13.46 | | | |
| | | 8/03/09 | 8/24/09 | 21 | 9.44 | 11.82 | | 2.38 | 25.19 | | | |
| | | 8/31/09 | 8/16/10 | 350 | 10.31 | 10.16 | | -0.15 | -1.43 | | | |
| | | 12/31/12 | 5/11/15 | 861 | 18.11 | 49.80 | | 31.69 | 175.01 | | | |
| | | 10/02/17 | 10/30/17 | 28 | 38.07 | 41.20 | | 3.13 | 8.23 | | | |
| | | 11/06/17 | 3/05/18 | 119 | 41.31 | 43.05 | | 1.74 | 4.21 | | | |
| | | 3/12/18 | 4/02/18 | 21 | 45.78 | 44.19 | | -1.59 | -3.47 | | | |
| | | 4/09/18 | 7/02/18 | 84 | 45.98 | 32.28 | | -13.70 | -29.80 | | | |
| | | 6/24/19 | 7/08/19 | 14 | 33.86 | 34.24 | | 0.37 | 1.10 | | | |
| | | 8/12/19 | 10/07/19 | 56 | 33.01 | 26.22 | | -6.79 | -20.57 | | | 136.34 |
| United Airlines | | 8/28/06 | 11/06/06 | 70 | 30.35 | 44.73 | | 14.38 | 47.37 | | | |
| | | 11/13/06 | 11/27/06 | 14 | 45.94 | 50.34 | | 4.41 | 9.59 | | | |
| | | 1/29/07 | 2/19/07 | 21 | 56.45 | 55.79 | | -0.66 | -1.18 | | | |
| | | 11/21/16 | 7/31/17 | 252 | 69.57 | 65.42 | | -4.16 | -5.98 | | | |
| | | 3/06/23 | 3/20/23 | 14 | 48.84 | 39.98 | | -8.85 | -18.13 | | | 22.87 |
| Kansas City Southern | | 3/12/07 | 6/11/07 | 91 | 41.43 | 50.22 | | 8.79 | 21.21 | | | |
| | | 6/25/07 | 9/03/07 | 70 | 47.51 | 38.66 | | -8.86 | -18.64 | | | |
| | | 9/08/08 | 9/22/08 | 14 | 52.39 | 54.88 | | 2.49 | 4.75 | | | |
| | | 1/30/12 | 2/06/12 | 7 | 63.17 | 64.08 | | 0.91 | 1.44 | | | |
| | | 10/28/19 | 12/02/19 | 35 | 142.98 | 150.46 | | 7.48 | 5.23 | | | |
| | | 1/20/20 | 2/03/20 | 14 | 149.99 | 165.60 | | 15.60 | 10.40 | | | 21.74 |
| Alaska Air Group | | 9/06/10 | 7/25/11 | 322 | 11.69 | 12.87 | | 1.19 | 10.16 | | | 10.16 |
| JetBlue Airways | | 6/08/15 | 6/15/15 | 7 | 17.64 | 18.16 | | 0.52 | 2.96 | | | 2.96 |
| Norfolk Southern | | 9/05/16 | 10/24/16 | 49 | 92.25 | 93.81 | | 1.56 | 1.69 | | | 1.69 |
| FedEx | | 11/09/20 | 10/18/21 | 343 | 240.55 | 210.21 | | -30.34 | -12.61 | | | |
| | | 5/22/23 | 9/11/23 | 112 | 205.31 | 226.72 | | 21.41 | 10.43 | | | -3.50 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
| CSX | | 10/01/18 | 10/15/18 | 14 | 24.61 | 23.30 | | -1.31 | -5.31 | | | -5.31 |
| Kirby | | 9/17/07 | 9/24/07 | 7 | 47.11 | 47.09 | | -0.01 | -0.03 | | | |
| | | 5/27/24 | 8/12/24 | 77 | 111.83 | 105.28 | | -6.54 | -5.85 | | | -5.88 |
| Matson | | 7/09/18 | 8/13/18 | 35 | 38.74 | 35.42 | | -3.32 | -8.57 | | | |
| | | 12/11/23 | 1/15/24 | 35 | 87.84 | 96.89 | | 9.05 | 10.31 | | | |
| | | 1/22/24 | 2/05/24 | 14 | 105.24 | 98.15 | | -7.10 | -6.74 | | | -5.95 |
| Old Dominion FL | | 2/06/23 | 2/27/23 | 21 | 171.51 | 160.28 | | -11.23 | -6.55 | | | -6.55 |
| Landstar System | | 3/26/12 | 8/27/12 | 154 | 52.61 | 46.90 | | -5.71 | -10.85 | | | -10.85 |
Annotations
| 3/14/24 | DJTA | | | Component update: Uber Technologies replaces JetBlue Airways |
| 1/02/22 | DJTA | | | Old Dominion Freight Line replaces Kansas City Southern (acquired by CP) |
| 6/29/21 | CSX | | | stock split 1:3 (three for one) |
| 10/15/15 | DJTA | | | American Airlines replaces Con-Way |
|
|