| |
| |
Assessment - Dow Jones Utility Average - 10/05/20 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
10/05/20 |
Δwk |
1/06/20 |
prc diff |
⇓ Δ39 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
DJUA |
921.100 |
20:20 |
-0.67 |
844.570 |
|
870.030 |
-25.460 |
-2.93 |
|
2.65 |
| |  |
 |
 |
 |
|
 |
AES |
28.320 |
20:00 |
-0.25 |
18.580 |
|
20.030 |
-1.450 |
-7.24 |
|
16.26 |
| |  |
 |
 |
 |
L |
 |
Exelon |
45.080 |
20:00 |
-1.31 |
36.790 |
|
45.635 |
-8.845 |
-19.38 |
|
-8.59 |
| |  |
 |
 |
 |
L |
 |
FirstEnergy |
36.350 |
20:04 |
-1.20 |
29.910 |
|
47.550 |
-17.640 |
-37.10 |
|
-25.68 |
| |  |
 |
 |
 |
L |
 |
CenterPoint Energy |
24.170 |
20:00 |
-0.49 |
20.190 |
|
26.750 |
-6.560 |
-24.52 |
|
-2.18 |
| |  |
 |
 |
 |
L |
 |
NiSource |
25.900 |
20:04 |
-0.50 |
21.990 |
|
27.390 |
-5.400 |
-19.72 |
|
-12.96 |
| |  |
 |
 |
 |
L |
 |
Southern |
65.100 |
20:03 |
-0.96 |
57.170 |
|
62.810 |
-5.640 |
-8.98 |
|
-1.09 |
| |  |
 |
 |
 |
L |
 |
Edison International |
59.480 |
20:00 |
-2.73 |
52.610 |
|
75.130 |
-22.520 |
-29.97 |
|
-13.90 |
| |  |
 |
 |
 |
L |
 |
PSEG |
62.920 |
20:04 |
-0.99 |
56.320 |
|
58.130 |
-1.810 |
-3.11 |
|
4.99 |
| |  |
 |
 |
 |
|
 |
PG & E |
10.990 |
20:00 |
-1.43 |
9.940 |
|
10.380 |
-0.440 |
-4.24 |
|
2.56 |
| |  |
 |
 |
 |
L |
 |
Duke Energy |
100.080 |
20:02 |
-1.00 |
91.740 |
|
90.840 |
0.900 |
0.99 |
|
5.77 |
| |  |
 |
 |
 |
|
 |
NextEra Energy |
78.320 |
20:00 |
0.45 |
71.978 |
|
60.380 |
11.598 |
19.21 |
|
16.34 |
| |  |
 |
 |
 |
|
 |
American Water |
161.430 |
20:00 |
0.27 |
151.890 |
|
120.750 |
31.140 |
25.79 |
|
18.68 |
| |  |
 |
 |
 |
L |
 |
AEP |
87.950 |
20:00 |
-1.57 |
87.050 |
|
93.670 |
-6.620 |
-7.07 |
|
0.19 |
| |  |
 |
 |
 |
L |
 |
Dominion Resources |
79.420 |
20:02 |
-0.97 |
80.090 |
|
82.390 |
-2.300 |
-2.79 |
|
0.18 |
| |  |
 |
 |
 |
L |
 |
Consolidated Edison |
78.110 |
20:05 |
-0.32 |
79.930 |
|
88.340 |
-8.410 |
-9.52 |
|
-1.20 |
DJUA - 15 out of 15 instruments rated - 10/05/20 / 1/06/20 - 3 did rise, Market-Ratio(39) = 20.00 % |
Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Utility Average * 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 |
499 |
|
10.005 |
9.643 |
10.381 |
0.376 |
4 |
10,188 |
585 |
|
|
|
|
|
 |
 |
 |
NiSource |
50 |
630 |
|
7.941 |
7.906 |
7.977 |
0.036 |
0 |
10,210 |
26 |
|
100 |
2 |
196 | |
long |
4/17/06 |
1/21/08 |
644 |
 |
 |
 |
FirstEnergy |
50 |
105 |
|
48.450 |
68.660 |
|
20.210 |
42 |
12,332 |
22 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
99 |
|
51.670 |
73.130 |
|
21.460 |
42 |
14,457 |
22 |
|
100 |
42 |
22 | |
short |
1/21/08 |
3/17/08 |
56 |
 |
 |
 |
AES |
50 |
408 |
|
17.690 |
16.070 |
19.473 |
1.783 |
10 |
15,184 |
87 |
|
|
|
|
|
 |
 |
 |
NiSource |
50 |
1,052 |
|
6.880 |
6.766 |
6.996 |
0.116 |
2 |
15,306 |
12 |
|
100 |
6 |
45 | |
long |
3/17/08 |
7/28/08 |
133 |
 |
 |
 |
FirstEnergy |
50 |
112 |
|
68.190 |
72.350 |
|
4.160 |
6 |
15,772 |
18 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
96 |
|
79.390 |
79.450 |
|
0.060 |
0 |
15,778 |
0 |
|
100 |
3 |
9 | |
short |
7/28/08 |
7/06/09 |
343 |
 |
 |
 |
AES |
50 |
480 |
|
16.420 |
11.120 |
24.246 |
7.826 |
48 |
19,534 |
51 |
|
|
|
|
|
 |
 |
 |
Edison International |
50 |
165 |
|
47.850 |
31.400 |
72.918 |
25.068 |
52 |
23,671 |
57 |
|
100 |
50 |
54 | |
long |
7/06/09 |
8/31/15 |
2247 |
 |
 |
 |
NextEra Energy |
50 |
849 |
|
13.928 |
24.603 |
|
10.675 |
77 |
32,734 |
10 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
307 |
|
38.470 |
49.580 |
|
11.110 |
29 |
36,144 |
4 |
|
100 |
53 |
7 | |
short |
8/31/15 |
12/07/15 |
98 |
 |
 |
 |
CenterPoint Energy |
50 |
970 |
|
18.620 |
16.410 |
21.128 |
2.508 |
13 |
38,577 |
60 |
|
|
|
|
|
 |
 |
 |
FirstEnergy |
50 |
565 |
|
31.960 |
32.480 |
31.440 |
-0.520 |
-2 |
38,283 |
-6 |
|
100 |
6 |
24 | |
long |
12/07/15 |
3/16/20 |
1561 |
 |
 |
 |
NiSource |
50 |
1,000 |
|
19.140 |
20.940 |
|
1.800 |
9 |
40,083 |
2 |
|
|
|
|
|
 |
 |
 |
American Water |
50 |
327 |
|
58.400 |
118.810 |
|
60.410 |
103 |
59,837 |
18 |
|
100 |
56 |
11 | |
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 |
2,722 |
|
10.990 |
20.870 |
1.110 |
-9.880 |
-90 |
32,944 |
-96 |
|
|
|
|
|
 |
 |
 |
CenterPoint Energy |
50 |
2,397 |
|
12.480 |
23.140 |
1.820 |
-10.660 |
-85 |
7,392 |
-93 |
|
100 |
-88 |
-94 | |
long |
12/07/20 |
4/22/21 |
136 |
 |
 |
 |
AES |
50 |
177 |
|
20.870 |
28.320 |
|
7.450 |
36 |
8,710 |
127 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
295 |
|
12.530 |
10.990 |
|
-1.540 |
-12 |
8,256 |
-30 |
|
100 |
12 |
35 | |
accum | 4/10/06 |
4/22/21 | 5491 |
days out of 5589 invested (98%) |
-17 |
8,256 |
-1 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
American Water | long | 12/07/15 | 3/16/20 | 1561 | 58.40 | 118.81 | | 60.41 | 103.44 | 50 | 51.72 | 51.72 |
NextEra Energy | short | 4/10/06 | 4/17/06 | 7 | 10.01 | 9.64 | 10.38 | 0.38 | 3.76 | | 1.88 | |
| long | 7/06/09 | 8/31/15 | 2247 | 13.93 | 24.60 | | 10.68 | 76.65 | | 38.32 | 40.92 |
Edison International | short | 7/28/08 | 7/06/09 | 343 | 47.85 | 31.40 | 72.92 | 25.07 | 52.39 | | 26.19 | 26.19 |
FirstEnergy | long | 4/17/06 | 1/21/08 | 644 | 48.45 | 68.66 | | 20.21 | 41.71 | | 20.86 | |
| long | 3/17/08 | 7/28/08 | 133 | 68.19 | 72.35 | | 4.16 | 6.10 | | 3.05 | |
| short | 8/31/15 | 12/07/15 | 98 | 31.96 | 32.48 | 31.44 | -0.52 | -1.63 | | -0.81 | 23.53 |
Exelon | long | 4/17/06 | 1/21/08 | 644 | 51.67 | 73.13 | | 21.46 | 41.53 | | 20.77 | |
| long | 3/17/08 | 7/28/08 | 133 | 79.39 | 79.45 | | 0.06 | 0.08 | | 0.04 | 20.81 |
PG & E | long | 7/06/09 | 8/31/15 | 2247 | 38.47 | 49.58 | | 11.11 | 28.88 | | 14.44 | |
| long | 12/07/20 | 4/22/21 | 136 | 12.53 | 10.99 | | -1.54 | -12.29 | | -6.15 | 7.41 |
NiSource | short | 4/10/06 | 4/17/06 | 7 | 7.94 | 7.91 | 7.98 | 0.04 | 0.45 | | 0.22 | |
| short | 1/21/08 | 3/17/08 | 56 | 6.88 | 6.77 | 7.00 | 0.12 | 1.68 | | 0.84 | |
| long | 12/07/15 | 3/16/20 | 1561 | 19.14 | 20.94 | | 1.80 | 9.40 | | 4.70 | 5.82 |
AES | short | 1/21/08 | 3/17/08 | 56 | 17.69 | 16.07 | 19.47 | 1.78 | 10.08 | | 5.04 | |
| short | 7/28/08 | 7/06/09 | 343 | 16.42 | 11.12 | 24.25 | 7.83 | 47.66 | | 23.83 | |
| short | 3/16/20 | 12/07/20 | 266 | 10.99 | 20.87 | 1.11 | -9.88 | -89.90 | | -44.95 | |
| long | 12/07/20 | 4/22/21 | 136 | 20.87 | 28.32 | | 7.45 | 35.70 | | 17.85 | -15.61 |
CenterPoint Energy | short | 8/31/15 | 12/07/15 | 98 | 18.62 | 16.41 | 21.13 | 2.51 | 13.47 | | 6.73 | |
| short | 3/16/20 | 12/07/20 | 266 | 12.48 | 23.14 | 1.82 | -10.66 | -85.42 | | -42.71 | -38.85 |
Annotations
7/01/15 | NiSource | | | company split (CPGX) by a ratio of 1.000:2.545 |
|