Assessment - Dow Jones Utility Average in Dollar - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		DJUA	1,000.910	12/08/24	0.36	898.820	11.36	881.670	17.150	1.95		3.90
						L		PSEG	80.510	12/08/24	0.81	73.630	9.34	61.150	12.480	20.41		15.99
						L		NextEra Energy	77.580	12/08/24	0.15	69.900	10.99	60.740	9.160	15.08		14.55
						L		Southern	87.200	12/08/24	0.46	77.000	13.25	70.120	6.880	9.81		10.63
						L		AEP	97.140	12/08/24	-0.40	87.280	11.30	81.220	6.060	7.46		7.82
						L		Duke Energy	113.370	12/08/24	0.62	99.350	14.11	97.040	2.310	2.38		7.65
						L		AES	16.710	12/08/24	0.30	17.440	-4.19	19.250	-1.810	-9.40		7.05
								Edison International	82.410	12/08/24	0.52	71.190	15.76	71.490	-0.300	-0.42		4.14
						L		Sempra	78.990	12/08/24	0.74	74.970	5.36	74.730	0.240	0.32		3.72
								Dominion Resources	54.720	12/08/24	0.46	48.010	13.98	47.000	1.010	2.15		3.21
								FirstEnergy	42.200	12/08/24	0.55	38.310	10.15	36.660	1.650	4.50		2.36
								Atmos Energy	128.640	12/08/24	0.46	115.980	10.92	115.900	0.080	0.07		1.36
								Consolidated Edison	101.940	12/08/24	0.91	88.810	14.78	90.970	-2.160	-2.37		-0.07
						L		American Water	142.560	12/08/24	0.20	127.760	11.58	131.990	-4.230	-3.20		-0.28
								Exelon	36.900	12/08/24	-0.54	34.550	6.80	35.900	-1.350	-3.76		-7.81
						L		Xcel Energy	58.020	12/08/24	0.10	52.430	10.66	61.910	-9.480	-15.31		-8.41
DJUA - 15 out of 15 instruments rated - 1/07/24 / 1/01/24 - 9 did rise, Market-Ratio(26) in USD = 60.00 %
Stock Exchange Currency: USD $ Dollar

 

 

Transactions Dow Jones Utility Average in Dollar * Mixed Cut L30 - 30/20 (1) - S21 - 32/50 (2)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		23/01/06	21				- cash -
short	23/01/06	6/03/06	42				Duke Energy	50	97		51.418	50.225	52.639	1.221	2	10,118	23
							NiSource	50	610		8.212	7.906	8.531	0.318	4	10,313	39
6/03/06		17/04/06	42				- cash -
long	17/04/06	3/09/07	504				FirstEnergy	100	212		48.450	62.190		13.740	28	13,226	20
3/09/07		10/09/07	7				- cash -
	10/09/07	15/10/07	35				Exelon	100	180		73.390	78.310		4.920	7	14,111	97
15/10/07		22/10/07	7				- cash -
	22/10/07	2/06/08	224				Exelon	100	186		75.780	87.280		11.500	15	16,250	26
2/06/08		23/06/08	21				- cash -
short	23/06/08	4/08/08	42				AES	50	415		19.560	14.960	25.574	6.014	31	18,746	928
							Consolidated Edison	50	204		39.820	39.310	40.337	0.517	1	18,852	12
4/08/08		18/08/08	14				- cash -
long	18/08/08	25/08/08	7				FirstEnergy	100	263		71.590	73.390		1.800	3	19,325	265
25/08/08		1/09/08	7				- cash -
short	1/09/08	13/07/09	315				AES	50	654		14.770	11.460	19.036	4.266	29	22,115	34
							Edison International	50	212		45.410	30.620	67.344	21.934	48	26,765	58
13/07/09		3/05/10	294				- cash -
	3/05/10	5/07/10	63				AES	50	1,109		12.060	8.900	16.342	4.282	36	31,514	481
							FirstEnergy	50	353		37.850	34.980	40.956	3.106	8	32,610	58
5/07/10		19/07/10	14				- cash -
long	19/07/10	8/06/15	1785				NiSource	100	5,209		6.259	17.676		11.417	182	92,078	24
8/06/15		24/08/15	77				- cash -
short	24/08/15	5/10/15	42				AES	50	3,992		11.530	10.270	12.945	1.415	12	97,725	173
							CenterPoint Energy	50	2,490		18.490	18.550	18.430	-0.060	0	97,576	-3
long	5/10/15	30/01/17	483				NiSource	100	5,122		19.050	21.840		2.790	15	111,866	11
30/01/17		27/02/17	28				- cash -
	27/02/17	11/06/18	469				CenterPoint Energy	100	4,175		26.790	25.220		-1.570	-6	105,312	-5
11/06/18		18/06/18	7				- cash -
	18/06/18	16/03/20	637				AES	100	8,057		13.070	10.990		-2.080	-16	88,553	-9
short	16/03/20	10/08/20	147				AES	50	4,028		10.990	17.590	4.390	-6.600	-60	61,968	-90
							CenterPoint Energy	50	3,548		12.480	20.980	3.980	-8.500	-68	31,810	-94
10/08/20		21/09/20	42				- cash -
	21/09/20	28/09/20	7				Edison International	50	320		49.700	51.890	47.510	-2.190	-4	31,110	-90
							FirstEnergy	50	555		28.630	28.450	28.811	0.181	1	31,210	39
28/09/20		5/10/20	7				- cash -
long	5/10/20	10/10/22	735				American Water	100	205		151.890	127.440		-24.450	-16	26,198	-8
10/10/22		28/11/22	49				- cash -
	28/11/22	27/02/23	91				PG & E	100	1,715		15.270	15.750		0.480	3	27,021	13
27/02/23		24/04/23	56				- cash -
	24/04/23	10/07/23	77				Edison International	100	366		73.670	68.310		-5.360	-7	25,059	-30
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/07/23		17/07/23	7				- cash -
	17/07/23	7/08/23	21				Atmos Energy	100	209		119.690	117.990		-1.700	-1	24,704	-22
7/08/23		14/08/23	7				- cash -
short	14/08/23	1/01/24	140				AES	50	649		19.020	19.250	18.790	-0.230	-1	24,555	-3
							Dominion Resources	50	252		48.990	47.000	51.064	2.074	4	25,077	11
1/01/24		5/02/24	35				- cash -
	5/02/24	26/02/24	21				NextEra Energy	50	224		55.970	55.150	56.802	0.832	1	25,264	29
							Exelon	50	372		33.620	35.630	31.610	-2.010	-6	24,516	-66
26/02/24		4/03/24	7				- cash -
long	4/03/24	12/08/24	161				PSEG	100	386		63.360	80.510		17.150	27	31,136	72
accum	23/01/06	12/08/24	6674	days out of 7423 invested (90%)										211		31,136	6

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
NiSource	short	23/01/06	6/03/06	42	8.21	7.91	8.53	0.32	3.88	50	1.94
	long	19/07/10	8/06/15	1785	6.26	17.68		11.42	182.39	100	182.39
	long	5/10/15	30/01/17	483	19.05	21.84		2.79	14.65		14.65	230.03
FirstEnergy	long	17/04/06	3/09/07	504	48.45	62.19		13.74	28.36		28.36
	long	18/08/08	25/08/08	7	71.59	73.39		1.80	2.51		2.51
	short	3/05/10	5/07/10	63	37.85	34.98	40.96	3.11	8.20	50	4.10
	short	21/09/20	28/09/20	7	28.63	28.45	28.81	0.18	0.63		0.32	37.42
PSEG	long	4/03/24	12/08/24	161	63.36	80.51		17.15	27.07	100	27.07	27.07
Exelon	long	10/09/07	15/10/07	35	73.39	78.31		4.92	6.70		6.70
	long	22/10/07	2/06/08	224	75.78	87.28		11.50	15.18		15.18
	short	5/02/24	26/02/24	21	33.62	35.63	31.61	-2.01	-5.98	50	-2.99	19.22
Edison International	short	1/09/08	13/07/09	315	45.41	30.62	67.34	21.93	48.30		24.15
	short	21/09/20	28/09/20	7	49.70	51.89	47.51	-2.19	-4.41		-2.20
	long	24/04/23	10/07/23	77	73.67	68.31		-5.36	-7.28	100	-7.28	12.58
PG & E	long	28/11/22	27/02/23	91	15.27	15.75		0.48	3.14		3.14	3.14
Dominion Resources	short	14/08/23	1/01/24	140	48.99	47.00	51.06	2.07	4.23	50	2.12	2.12
Duke Energy	short	23/01/06	6/03/06	42	51.42	50.23	52.64	1.22	2.38		1.19	1.19
NextEra Energy	short	5/02/24	26/02/24	21	55.97	55.15	56.80	0.83	1.49		0.74	0.74
Consolidated Edison	short	23/06/08	4/08/08	42	39.82	39.31	40.34	0.52	1.30		0.65	0.65
Atmos Energy	long	17/07/23	7/08/23	21	119.69	117.99		-1.70	-1.42	100	-1.42	-1.42
AES	short	23/06/08	4/08/08	42	19.56	14.96	25.57	6.01	30.75	50	15.37
	short	1/09/08	13/07/09	315	14.77	11.46	19.04	4.27	28.88		14.44
	short	3/05/10	5/07/10	63	12.06	8.90	16.34	4.28	35.51		17.75
	short	24/08/15	5/10/15	42	11.53	10.27	12.94	1.41	12.27		6.13
	long	18/06/18	16/03/20	637	13.07	10.99		-2.08	-15.91	100	-15.91
	short	16/03/20	10/08/20	147	10.99	17.59	4.39	-6.60	-60.05	50	-30.03
	short	14/08/23	1/01/24	140	19.02	19.25	18.79	-0.23	-1.21		-0.60	-3.50
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
American Water	long	5/10/20	10/10/22	735	151.89	127.44		-24.45	-16.10	100	-16.10	-16.10
CenterPoint Energy	short	24/08/15	5/10/15	42	18.49	18.55	18.43	-0.06	-0.32	50	-0.16
	long	27/02/17	11/06/18	469	26.79	25.22		-1.57	-5.86	100	-5.86
	short	16/03/20	10/08/20	147	12.48	20.98	3.98	-8.50	-68.11	50	-34.05	-38.02

Annotations

22/08/23

Sempra

stock split 1:2 (two for one)

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