Assessment - Dow Jones Transportation Average in Renminbi yuán - 15/11/21 - RS = 21

 ⇐ 

								⇓instrument	freshest		⇓ Δday	15/11/21	Δwk	21/06/21	prc diff	⇓ Δ21		⇓∅-RS
						S		DJTA	97,242.678	12/08/24	-0.56	107,006.038		96,362.081	10,643.957	11.05		16.68
						L		Kirby	742.997	12/08/24	-0.14	372.296		410.978	-38.683	-9.41		-0.02
								Uber Technologies	441.679	12/08/24	1.05	278.106		311.046	-32.940	-10.59		-13.10
								Ryder System	840.759	12/08/24	-1.29	556.913		477.751	79.162	16.57		17.31
								Matson	829.854	12/08/24	0.73	594.028		406.454	187.574	46.15		34.11
						S		FedEx	1,780.171	12/08/24	0.63	1,608.946		1,894.974	-286.028	-15.09		-7.70
						S		Old Dominion FL	1,215.605	12/08/24	-1.35	1,146.860		812.519	334.341	41.15		44.76
						L		C.H. Robinson	629.421	12/08/24	0.20	609.780		609.874	-0.095	-0.02		0.47
								Landstar System	1,180.467	12/08/24	-1.04	1,145.266		1,021.887	123.379	12.07		12.70
						S		Union Pacific	1,509.781	12/08/24	-0.32	1,539.818		1,405.975	133.842	9.52		10.32
						S		CSX	213.633	12/08/24	-1.47	224.411		206.437	17.973	8.71		8.92
								Expeditors Wash	759.578	12/08/24	0.03	821.946		797.975	23.971	3.00		16.06
								Delta Air Lines	249.090	12/08/24	-0.61	270.262		295.855	-25.593	-8.65		-2.46
								Norfolk Southern	1,512.524	12/08/24	-1.02	1,756.257		1,711.397	44.860	2.62		4.61
						S		J.B. Hunt	1,038.003	12/08/24	-0.20	1,271.277		1,032.229	239.048	23.16		22.22
								United Airlines	257.763	12/08/24	-2.51	321.917		359.978	-38.061	-10.57		1.78
								Alaska Air Group	220.584	12/08/24	-0.26	355.014		420.286	-65.273	-15.53		-6.81
						S		UPS	796.246	12/08/24	-0.76	1,348.887		1,314.252	34.635	2.64		13.59
								Southwest Airlines	161.851	12/08/24	0.20	313.308		363.921	-50.613	-13.91		-7.51
						S		American Airlines	61.284	12/08/24	-2.54	129.583		145.116	-15.533	-10.70		2.94
								Avis Budget	530.002	12/08/24	-4.43	1,746.755		538.124	1,208.631	224.60		315.54
DJTA - 20 out of 20 instruments rated - 15/11/21 / 21/06/21 - 11 did rise, Market-Ratio(21) in CNY = 55.00 %
Stock Exchange Currency: USD $ Dollar

 

Technical Chart

	DJTA RS = 21 - B/S = 24/21
4/01/21	scale up chart	1/07/24

 

Transactions Dow Jones Transportation Average in Renminbi yuán * A21 - 24/21 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		7/08/06	217				- cash -
short	7/08/06	14/08/06	7				JetBlue Airways	100	116		86.160	80.256	92.498	6.338	7	10,735	3,950
long	14/08/06	21/08/06	7				C.H. Robinson	100	29		359.876	382.654		22.778	6	11,396	2,353
short	21/08/06	11/09/06	21				JetBlue Airways	100	141		80.471	77.174	83.909	3.438	4	11,881	107
long	11/09/06	25/09/06	14				United Airlines	100	59		199.570	225.230		25.660	13	13,394	2,242
short	25/09/06	2/10/06	7				JetBlue Airways	100	173		77.109	73.299	81.117	4.008	5	14,088	1,305
long	2/10/06	5/11/07	399				United Airlines	100	63		220.607	337.961		117.353	53	21,481	48
short	5/11/07	17/12/07	42				JetBlue Airways	100	336		63.745	50.793	79.999	16.254	25	26,942	620
long	17/12/07	31/12/07	14				Kirby	100	76		352.163	339.483		-12.680	-4	25,979	-62
short	31/12/07	21/01/08	21				JetBlue Airways	100	602		43.093	34.039	54.555	11.462	27	32,879	5,931
long	21/01/08	22/09/08	245				CSX	100	941		34.915	42.748		7.833	22	40,250	35
short	22/09/08	1/12/08	70				Avis Budget	100	853		47.161	4.300	517.224	470.063	997	441,213	> 999,999
long	1/12/08	26/01/09	56				Alaska Air Group	100	12,214		36.122	44.677		8.555	24	545,706	300
short	26/01/09	6/04/09	70				Avis Budget	100	100,993		5.403	5.468	5.338	-0.065	-1	539,145	-6
long	6/04/09	1/08/11	847				Alaska Air Group	100	15,649		34.450	96.588		62.138	180	1,511,541	56
short	1/08/11	24/10/11	84				Delta Air Lines	100	30,128		50.169	56.808	43.530	-6.639	-13	1,311,530	-46
long	24/10/11	21/11/11	28				Kansas City Southern	100	3,342		392.356	419.782		27.425	7	1,403,185	141
short	21/11/11	5/12/11	14				JetBlue Airways	100	61,480		22.823	29.841	15.806	-7.018	-31	971,749	-100
long	5/12/11	25/06/12	203				Kirby	100	2,379		408.310	286.869		-121.441	-30	682,841	-47
short	25/06/12	2/07/12	7				Ryder System	100	3,150		216.745	222.898	210.593	-6.152	-3	663,461	-78
long	2/07/12	17/09/12	77				Delta Air Lines	100	9,451		70.196	58.343		-11.853	-17	551,438	-58
short	17/09/12	24/09/12	7				Expeditors Wash	100	2,267		243.233	233.226	253.669	10.436	4	575,096	794
long	24/09/12	20/07/15	1029				Avis Budget	100	5,638		101.997	261.571		159.574	156	1,474,775	40
short	20/07/15	3/08/15	14				Avis Budget	100	5,638		261.571	268.816	254.326	-7.245	-3	1,433,929	-52
long	3/08/15	24/08/15	21				JetBlue Airways	100	9,786		146.519	135.892		-10.627	-7	1,329,929	-73
short	24/08/15	31/08/15	7				Norfolk Southern	100	2,778		478.632	496.670	460.594	-18.038	-4	1,279,820	-87
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	31/08/15	4/01/16	126				JetBlue Airways	100	8,994		142.288	142.987		0.698	0	1,286,101	1
short	4/01/16	22/02/16	49				Ryder System	100	3,458		371.844	382.174	361.513	-10.331	-3	1,250,377	-19
long	22/02/16	7/03/16	14				Delta Air Lines	100	3,921		318.827	315.418		-3.409	-1	1,237,011	-24
short	7/03/16	14/03/16	7				Avis Budget	100	6,741		183.489	175.640	191.688	8.199	4	1,292,281	877
long	14/03/16	29/10/18	959				Alaska Air Group	100	2,490		518.858	424.464		-94.394	-18	1,057,240	-7
short	29/10/18	5/11/18	7				Avis Budget	100	5,483		192.818	214.914	170.722	-22.096	-11	936,086	-100
long	5/11/18	17/12/18	42				United Airlines	100	1,511		619.271	594.372		-24.899	-4	898,464	-30
short	17/12/18	11/03/19	84				Avis Budget	100	5,169		173.810	244.482	103.137	-70.672	-41	533,159	-90
long	11/03/19	9/03/20	364				Union Pacific	100	475		1,121.682	943.414		-178.267	-16	448,482	-16
short	9/03/20	8/06/20	91				American Airlines	100	4,378		102.439	143.532	61.347	-41.093	-40	268,578	-87
long	8/06/20	15/06/20	7				Avis Budget	100	1,177		228.125	186.704		-41.421	-18	219,826	-100
short	15/06/20	6/07/20	21				United Airlines	100	795		276.336	246.932	309.241	32.905	12	245,986	607
long	6/07/20	4/10/21	455				J.B. Hunt	100	290		847.465	1,066.148		218.683	26	309,404	20
short	4/10/21	18/10/21	14				FedEx	100	220		1,403.684	1,465.074	1,342.295	-61.390	-4	295,898	-69
long	18/10/21	11/04/22	175				Avis Budget	100	290		1,017.416	1,633.648		616.232	61	474,605	169
short	11/04/22	18/04/22	7				JetBlue Airways	100	6,196		76.598	80.577	72.620	-3.979	-5	449,954	-94
long	18/04/22	6/06/22	49				Avis Budget	100	265		1,696.058	1,274.011		-422.047	-25	338,111	-88
short	6/06/22	1/08/22	56				JetBlue Airways	100	4,755		71.092	58.111	86.974	15.882	22	413,629	272
long	1/08/22	15/08/22	14				C.H. Robinson	100	557		742.111	797.921		55.810	8	444,716	562
short	15/08/22	29/08/22	14				JetBlue Airways	100	7,165		62.066	54.931	70.127	8.062	13	502,477	2,314
long	29/08/22	19/09/22	21				C.H. Robinson	100	632		794.806	741.917		-52.889	-7	469,051	-70
short	19/09/22	7/11/22	49				JetBlue Airways	100	8,210		57.130	55.329	58.989	1.859	3	484,313	27
long	7/11/22	2/01/23	56				Avis Budget	100	280		1,729.550	1,129.260		-600.289	-35	316,232	-94
short	2/01/23	9/01/23	7				JetBlue Airways	100	7,084		44.639	49.459	39.819	-4.820	-11	282,087	-100
long	9/01/23	12/08/24	581				Landstar System	100	242		1,161.026	1,348.071		187.045	16	327,352	10
accum	7/08/06	12/08/24	7063	days out of 7280 invested (97%)										3,174		327,352	20

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Avis Budget	short	22/09/08	1/12/08	70	47.16	4.30	517.22	470.06	996.72
	short	26/01/09	6/04/09	70	5.40	5.47	5.34	-0.06	-1.20
	long	24/09/12	20/07/15	1029	102.00	261.57		159.57	156.45
	short	20/07/15	3/08/15	14	261.57	268.82	254.33	-7.24	-2.77
	short	7/03/16	14/03/16	7	183.49	175.64	191.69	8.20	4.47
	short	29/10/18	5/11/18	7	192.82	214.91	170.72	-22.10	-11.46
	short	17/12/18	11/03/19	84	173.81	244.48	103.14	-70.67	-40.66
	long	8/06/20	15/06/20	7	228.12	186.70		-41.42	-18.16
	long	18/10/21	11/04/22	175	1,017.42	1,633.65		616.23	60.57
	long	18/04/22	6/06/22	49	1,696.06	1,274.01		-422.05	-24.88
	long	7/11/22	2/01/23	56	1,729.55	1,129.26		-600.29	-34.71			855.76
Alaska Air Group	long	1/12/08	26/01/09	56	36.12	44.68		8.56	23.68
	long	6/04/09	1/08/11	847	34.45	96.59		62.14	180.37
	long	14/03/16	29/10/18	959	518.86	424.46		-94.39	-18.19			183.69
United Airlines	long	11/09/06	25/09/06	14	199.57	225.23		25.66	12.86
	long	2/10/06	5/11/07	399	220.61	337.96		117.35	53.20
	long	5/11/18	17/12/18	42	619.27	594.37		-24.90	-4.02
	short	15/06/20	6/07/20	21	276.34	246.93	309.24	32.91	11.91			85.70
JetBlue Airways	short	7/08/06	14/08/06	7	86.16	80.26	92.50	6.34	7.36
	short	21/08/06	11/09/06	21	80.47	77.17	83.91	3.44	4.27
	short	25/09/06	2/10/06	7	77.11	73.30	81.12	4.01	5.20
	short	5/11/07	17/12/07	42	63.75	50.79	80.00	16.25	25.50
	short	31/12/07	21/01/08	21	43.09	34.04	54.56	11.46	26.60
	short	21/11/11	5/12/11	14	22.82	29.84	15.81	-7.02	-30.75
	long	3/08/15	24/08/15	21	146.52	135.89		-10.63	-7.25
	long	31/08/15	4/01/16	126	142.29	142.99		0.70	0.49
	short	11/04/22	18/04/22	7	76.60	80.58	72.62	-3.98	-5.19
	short	6/06/22	1/08/22	56	71.09	58.11	86.97	15.88	22.34
	short	15/08/22	29/08/22	14	62.07	54.93	70.13	8.06	12.99
	short	19/09/22	7/11/22	49	57.13	55.33	58.99	1.86	3.25
	short	2/01/23	9/01/23	7	44.64	49.46	39.82	-4.82	-10.80			45.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
J.B. Hunt	long	6/07/20	4/10/21	455	847.46	1,066.15		218.68	25.80			25.80
CSX	long	21/01/08	22/09/08	245	34.91	42.75		7.83	22.43			22.43
Landstar System	long	9/01/23	12/08/24	581	1,161.03	1,348.07		187.04	16.11			16.11
Kansas City Southern	long	24/10/11	21/11/11	28	392.36	419.78		27.43	6.99			6.99
C.H. Robinson	long	14/08/06	21/08/06	7	359.88	382.65		22.78	6.33
	long	1/08/22	15/08/22	14	742.11	797.92		55.81	7.52
	long	29/08/22	19/09/22	21	794.81	741.92		-52.89	-6.65			6.72
Expeditors Wash	short	17/09/12	24/09/12	7	243.23	233.23	253.67	10.44	4.29			4.29
Norfolk Southern	short	24/08/15	31/08/15	7	478.63	496.67	460.59	-18.04	-3.77			-3.77
FedEx	short	4/10/21	18/10/21	14	1,403.68	1,465.07	1,342.29	-61.39	-4.37			-4.37
Ryder System	short	25/06/12	2/07/12	7	216.75	222.90	210.59	-6.15	-2.84
	short	4/01/16	22/02/16	49	371.84	382.17	361.51	-10.33	-2.78			-5.54
Union Pacific	long	11/03/19	9/03/20	364	1,121.68	943.41		-178.27	-15.89			-15.89
Delta Air Lines	short	1/08/11	24/10/11	84	50.17	56.81	43.53	-6.64	-13.23
	long	2/07/12	17/09/12	77	70.20	58.34		-11.85	-16.89
	long	22/02/16	7/03/16	14	318.83	315.42		-3.41	-1.07			-28.65
Kirby	long	17/12/07	31/12/07	14	352.16	339.48		-12.68	-3.60
	long	5/12/11	25/06/12	203	408.31	286.87		-121.44	-29.74			-32.27
American Airlines	short	9/03/20	8/06/20	91	102.44	143.53	61.35	-41.09	-40.11			-40.11

Annotations

14/03/24	DJTA			Component update: Uber Technologies replaces JetBlue Airways
2/01/22	DJTA			Old Dominion Freight Line replaces Kansas City Southern (acquired by CP)
29/06/21	CSX			stock split 1:3 (three for one)
15/10/15	DJTA			American Airlines replaces Con-Way

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