| | |
| | |
Assessment - Dow Jones Utility Average in Euro - 12/05/22 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/05/22 |
⇓ Δwk |
3/07/22 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
|
|
 |
DJUA |
927.860 |
15:13 |
0.13 |
924.240 |
0.39 |
915.994 |
8.246 |
0.90 |
|
1.01 |
| | |
|
|
|
L |
|
PG & E |
14.632 |
15:13 |
-1.35 |
14.594 |
0.26 |
9.662 |
4.932 |
51.05 |
|
27.81 |
| | |
|
|
|
L |
|
AES |
27.378 |
15:13 |
2.72 |
27.025 |
1.30 |
20.105 |
6.920 |
34.42 |
|
23.98 |
| | |
|
|
|
|
|
Consolidated Edison |
92.183 |
15:13 |
0.19 |
92.755 |
-0.62 |
82.866 |
9.889 |
11.93 |
|
8.25 |
| | |
|
|
|
|
|
NextEra Energy |
81.733 |
15:22 |
0.60 |
81.114 |
0.76 |
77.387 |
3.727 |
4.82 |
|
6.60 |
| | |
|
|
|
|
|
CenterPoint Energy |
28.807 |
15:13 |
-0.49 |
29.007 |
-0.69 |
26.412 |
2.595 |
9.83 |
|
4.57 |
| | |
|
|
|
|
|
FirstEnergy |
39.787 |
15:13 |
0.16 |
39.371 |
1.06 |
40.973 |
-1.602 |
-3.91 |
|
2.64 |
| | |
|
|
|
|
|
AEP |
92.578 |
15:13 |
0.53 |
90.040 |
2.82 |
89.411 |
0.628 |
0.70 |
|
1.65 |
| | |
|
|
|
|
|
Edison International |
62.204 |
15:13 |
-0.11 |
62.033 |
0.27 |
60.849 |
1.185 |
1.95 |
|
1.41 |
| | |
|
|
|
|
|
American Water |
146.648 |
15:12 |
0.10 |
145.919 |
0.50 |
146.372 |
-0.452 |
-0.31 |
|
0.98 |
| | |
|
|
|
|
|
NiSource |
26.258 |
15:13 |
-0.38 |
26.206 |
0.20 |
27.680 |
-1.474 |
-5.33 |
|
-2.70 |
| | |
|
|
|
S |
|
Southern |
65.396 |
15:26 |
0.22 |
64.281 |
1.73 |
63.643 |
0.638 |
1.00 |
|
-3.08 |
| | |
|
|
|
|
|
Duke Energy |
95.178 |
15:20 |
0.34 |
94.431 |
0.79 |
98.090 |
-3.659 |
-3.73 |
|
-3.98 |
| | |
|
|
|
S |
|
PSEG |
56.594 |
15:13 |
|
57.413 |
-1.43 |
62.246 |
-4.833 |
-7.76 |
|
-5.43 |
| | |
|
|
|
|
|
Exelon |
40.228 |
15:28 |
-0.19 |
39.771 |
1.15 |
40.293 |
-0.522 |
-1.30 |
|
-6.97 |
| | |
|
|
|
S |
|
Dominion Resources |
55.179 |
15:13 |
-0.13 |
56.461 |
-2.27 |
76.624 |
-20.163 |
-26.31 |
|
-22.76 |
| DJUA - 15 out of 15 instruments rated - 12/05/22 / 3/07/22 - 8 did rise, Market-Ratio(39) in EUR = 53.33 % |
| Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Utility Average in Euro * A39 - 36/20 (2)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
4/10/06 |
98 |
|
- cash - |
| short |
4/10/06 |
4/17/06 |
7 |
|
|
|
NextEra Energy |
50 |
604 |
|
8.273 |
7.961 |
8.598 |
0.325 |
4 |
10,196 |
643 |
|
| |
|
|
|
|
|
|
NiSource |
50 |
761 |
|
6.567 |
6.527 |
6.607 |
0.040 |
1 |
10,226 |
37 |
|
| 100 |
2 |
221 | |
| long |
4/17/06 |
1/21/08 |
644 |
|
|
|
FirstEnergy |
50 |
127 |
|
40.002 |
46.963 |
|
6.961 |
17 |
11,110 |
10 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
120 |
|
42.660 |
50.021 |
|
7.360 |
17 |
11,994 |
9 |
|
| 100 |
17 |
9 | |
| short |
1/21/08 |
3/17/08 |
56 |
|
|
|
AES |
50 |
495 |
|
12.100 |
10.253 |
14.279 |
2.179 |
18 |
13,072 |
194 |
|
| |
|
|
|
|
|
|
NiSource |
50 |
1,275 |
|
4.706 |
4.317 |
5.130 |
0.424 |
9 |
13,613 |
75 |
|
| 100 |
14 |
128 | |
| long |
3/17/08 |
7/28/08 |
133 |
|
|
|
FirstEnergy |
50 |
156 |
|
43.508 |
46.056 |
|
2.548 |
6 |
14,010 |
17 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
134 |
|
50.654 |
50.576 |
|
-0.078 |
0 |
14,000 |
0 |
|
| 100 |
3 |
8 | |
| short |
7/28/08 |
7/06/09 |
343 |
|
|
|
AES |
50 |
669 |
|
10.453 |
7.955 |
13.735 |
3.282 |
31 |
16,196 |
34 |
|
| |
|
|
|
|
|
|
Edison International |
50 |
230 |
|
30.460 |
22.462 |
41.306 |
10.846 |
36 |
18,690 |
38 |
|
| 100 |
34 |
36 | |
| long |
7/06/09 |
8/31/15 |
2247 |
|
|
|
NextEra Energy |
50 |
937 |
|
9.963 |
21.941 |
|
11.978 |
120 |
29,914 |
14 |
|
| |
|
|
|
|
|
|
PG & E |
50 |
339 |
|
27.520 |
44.217 |
|
16.697 |
61 |
35,574 |
8 |
|
| 100 |
90 |
11 | |
| short |
8/31/15 |
12/07/15 |
98 |
|
|
|
CenterPoint Energy |
50 |
1,071 |
|
16.606 |
15.137 |
18.217 |
1.611 |
10 |
37,299 |
41 |
|
| |
|
|
|
|
|
|
FirstEnergy |
50 |
624 |
|
28.503 |
29.960 |
27.045 |
-1.458 |
-5 |
36,390 |
-18 |
|
| 100 |
2 |
9 | |
| long |
12/07/15 |
3/16/20 |
1561 |
|
|
|
NiSource |
50 |
1,030 |
|
17.655 |
18.760 |
|
1.105 |
6 |
37,528 |
1 |
|
| |
|
|
|
|
|
|
American Water |
50 |
337 |
|
53.870 |
106.442 |
|
52.572 |
98 |
55,245 |
17 |
|
| 100 |
52 |
10 | |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
3/16/20 |
12/07/20 |
266 |
|
|
|
AES |
50 |
2,805 |
|
9.846 |
17.212 |
2.480 |
-7.366 |
-75 |
34,584 |
-85 |
|
| |
|
|
|
|
|
|
CenterPoint Energy |
50 |
2,470 |
|
11.181 |
19.084 |
3.278 |
-7.903 |
-71 |
15,064 |
-81 |
|
| 100 |
-73 |
-83 | |
| long |
12/07/20 |
10/10/22 |
672 |
|
|
|
AES |
50 |
437 |
|
17.212 |
25.674 |
|
8.463 |
49 |
18,762 |
24 |
|
| |
|
|
|
|
|
|
PG & E |
50 |
729 |
|
10.334 |
14.575 |
|
4.242 |
41 |
21,854 |
21 |
|
| 100 |
45 |
22 | |
| short |
10/10/22 |
11/14/22 |
35 |
|
|
|
American Water |
50 |
83 |
|
131.454 |
140.016 |
122.893 |
-8.562 |
-7 |
21,144 |
-50 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
280 |
|
39.001 |
36.815 |
41.317 |
2.315 |
6 |
21,792 |
82 |
|
| 100 |
0 |
-3 | |
| long |
11/14/22 |
12/08/22 |
24 |
|
|
|
AES |
50 |
409 |
|
26.630 |
27.378 |
|
0.748 |
3 |
22,098 |
52 |
|
| |
|
|
|
|
|
|
PG & E |
50 |
779 |
|
13.987 |
14.632 |
|
0.645 |
5 |
22,600 |
98 |
|
| 100 |
4 |
74 | |
| accum | 4/10/06 |
12/08/22 | 6086 |
days out of 6184 invested (98%) |
126 |
22,600 |
5 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
| NextEra Energy | short | 4/10/06 | 4/17/06 | 7 | 8.27 | 7.96 | 8.60 | 0.32 | 3.92 | 50 | 1.96 | |
| | long | 7/06/09 | 8/31/15 | 2247 | 9.96 | 21.94 | | 11.98 | 120.22 | | 60.11 | 63.25 |
| PG & E | long | 7/06/09 | 8/31/15 | 2247 | 27.52 | 44.22 | | 16.70 | 60.67 | | 30.34 | |
| | long | 12/07/20 | 10/10/22 | 672 | 10.33 | 14.58 | | 4.24 | 41.05 | | 20.52 | |
| | long | 11/14/22 | 12/08/22 | 24 | 13.99 | 14.63 | | 0.64 | 4.61 | | 2.31 | 60.71 |
| American Water | long | 12/07/15 | 3/16/20 | 1561 | 53.87 | 106.44 | | 52.57 | 97.59 | | 48.80 | |
| | short | 10/10/22 | 11/14/22 | 35 | 131.45 | 140.02 | 122.89 | -8.56 | -6.51 | | -3.26 | 43.95 |
| Edison International | short | 7/28/08 | 7/06/09 | 343 | 30.46 | 22.46 | 41.31 | 10.85 | 35.61 | | 17.80 | 17.80 |
| Exelon | long | 4/17/06 | 1/21/08 | 644 | 42.66 | 50.02 | | 7.36 | 17.25 | | 8.63 | |
| | long | 3/17/08 | 7/28/08 | 133 | 50.65 | 50.58 | | -0.08 | -0.15 | | -0.08 | |
| | short | 10/10/22 | 11/14/22 | 35 | 39.00 | 36.82 | 41.32 | 2.32 | 5.94 | | 2.97 | 11.77 |
| FirstEnergy | long | 4/17/06 | 1/21/08 | 644 | 40.00 | 46.96 | | 6.96 | 17.40 | | 8.70 | |
| | long | 3/17/08 | 7/28/08 | 133 | 43.51 | 46.06 | | 2.55 | 5.86 | | 2.93 | |
| | short | 8/31/15 | 12/07/15 | 98 | 28.50 | 29.96 | 27.04 | -1.46 | -5.11 | | -2.56 | 9.02 |
| NiSource | short | 4/10/06 | 4/17/06 | 7 | 6.57 | 6.53 | 6.61 | 0.04 | 0.61 | | 0.30 | |
| | short | 1/21/08 | 3/17/08 | 56 | 4.71 | 4.32 | 5.13 | 0.42 | 9.01 | | 4.50 | |
| | long | 12/07/15 | 3/16/20 | 1561 | 17.66 | 18.76 | | 1.10 | 6.26 | | 3.13 | 8.10 |
| AES | short | 1/21/08 | 3/17/08 | 56 | 12.10 | 10.25 | 14.28 | 2.18 | 18.01 | | 9.00 | |
| | short | 7/28/08 | 7/06/09 | 343 | 10.45 | 7.95 | 13.73 | 3.28 | 31.40 | | 15.70 | |
| | short | 3/16/20 | 12/07/20 | 266 | 9.85 | 17.21 | 2.48 | -7.37 | -74.81 | | -37.40 | |
| | long | 12/07/20 | 10/10/22 | 672 | 17.21 | 25.67 | | 8.46 | 49.17 | | 24.58 | |
| | long | 11/14/22 | 12/08/22 | 24 | 26.63 | 27.38 | | 0.75 | 2.81 | | 1.40 | -0.27 |
| CenterPoint Energy | short | 8/31/15 | 12/07/15 | 98 | 16.61 | 15.14 | 18.22 | 1.61 | 9.70 | | 4.85 | |
| | short | 3/16/20 | 12/07/20 | 266 | 11.18 | 19.08 | 3.28 | -7.90 | -70.68 | | -35.34 | -32.20 |
Annotations
| 7/01/15 | NiSource | | | company split (CPGX) by a ratio of 1.000:2.545 |
|
