| |
| |
Assessment - Dow Jones Composite Average - 13/03/23 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
13/03/23 |
⇓ Δwk |
12/09/22 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
DJCA |
10,804.700 |
Mon |
0.81 |
10,715.100 |
0.84 |
11,151.100 |
-436.000 |
-3.91 |
|
-2.79 |
| |  |
 |
 |
 |
|
 |
Boeing |
204.770 |
Mon |
1.85 |
203.370 |
0.69 |
158.720 |
44.650 |
28.13 |
|
25.99 |
| |  |
 |
 |
 |
L |
 |
United Airlines |
43.090 |
Mon |
0.12 |
48.830 |
-11.76 |
39.220 |
9.610 |
24.50 |
|
18.44 |
| |  |
 |
 |
 |
L |
 |
Old Dominion FL |
333.430 |
Mon |
0.56 |
329.220 |
1.28 |
276.000 |
53.220 |
19.28 |
|
15.51 |
| |  |
 |
 |
 |
|
 |
Landstar System |
171.720 |
Mon |
-0.18 |
175.280 |
-2.03 |
147.970 |
27.310 |
18.46 |
|
12.01 |
| |  |
 |
 |
 |
|
 |
Merck (MSD) |
105.850 |
Mon |
1.68 |
105.730 |
0.11 |
88.160 |
17.570 |
19.93 |
|
11.80 |
| |  |
 |
 |
 |
|
 |
Ryder System |
84.260 |
Mon |
1.37 |
86.460 |
-2.54 |
79.680 |
6.780 |
8.51 |
|
8.24 |
| |  |
 |
 |
 |
L |
 |
salesforce.com |
185.250 |
Mon |
0.22 |
175.510 |
5.55 |
165.630 |
9.880 |
5.97 |
|
7.57 |
| |  |
 |
 |
 |
|
 |
Caterpillar |
220.310 |
Mon |
2.47 |
224.700 |
-1.95 |
192.400 |
32.300 |
16.79 |
|
7.04 |
| |  |
 |
 |
 |
|
 |
Nike |
121.200 |
Mon |
0.67 |
116.860 |
3.71 |
112.380 |
4.480 |
3.99 |
|
5.05 |
| |  |
 |
 |
 |
|
 |
JP Morgan Chase |
127.140 |
Mon |
1.06 |
131.250 |
-3.13 |
120.580 |
10.670 |
8.85 |
|
4.85 |
| |  |
 |
 |
 |
|
 |
Expeditors Wash |
105.320 |
Mon |
-1.04 |
107.750 |
-2.26 |
104.580 |
3.170 |
3.03 |
|
4.66 |
| |  |
 |
 |
 |
L |
 |
Kirby |
67.360 |
Mon |
3.55 |
68.860 |
-2.18 |
69.660 |
-0.800 |
-1.15 |
|
4.43 |
| |  |
 |
 |
 |
L |
 |
Cisco Systems |
50.940 |
Mon |
1.49 |
48.410 |
5.23 |
46.400 |
2.010 |
4.33 |
|
3.73 |
| |  |
 |
 |
 |
|
 |
Visa |
218.150 |
Mon |
0.35 |
214.470 |
1.72 |
206.630 |
7.840 |
3.79 |
|
3.46 |
| |  |
 |
 |
 |
|
 |
Delta Air Lines |
33.140 |
Mon |
0.55 |
35.680 |
-7.12 |
33.150 |
2.530 |
7.63 |
|
3.13 |
| |  |
 |
 |
 |
|
 |
Edison International |
69.000 |
Mon |
1.83 |
67.390 |
2.39 |
71.120 |
-3.730 |
-5.24 |
|
3.04 |
| |  |
 |
 |
 |
|
 |
McDonald´s |
270.740 |
Mon |
1.32 |
263.080 |
2.91 |
260.370 |
2.710 |
1.04 |
|
2.87 |
| |  |
 |
 |
 |
L |
 |
FedEx |
216.240 |
Mon |
-1.85 |
197.390 |
9.55 |
213.840 |
-16.450 |
-7.69 |
|
1.24 |
| |  |
 |
 |
 |
L |
 |
Apple |
157.400 |
Mon |
1.55 |
150.470 |
4.61 |
163.430 |
-12.960 |
-7.93 |
|
0.93 |
| |  |
 |
 |
 |
|
 |
American Airlines |
13.960 |
Mon |
-0.14 |
14.850 |
-5.99 |
14.470 |
0.380 |
2.63 |
|
0.82 |
| |  |
 |
 |
 |
|
 |
American Express |
158.740 |
Mon |
1.42 |
157.630 |
0.70 |
162.450 |
-4.820 |
-2.97 |
|
0.25 |
| |  |
 |
 |
 |
L |
 |
C.H. Robinson |
95.970 |
Mon |
0.06 |
101.290 |
-5.25 |
113.550 |
-12.260 |
-10.80 |
|
-0.33 |
| |  |
 |
 |
 |
|
 |
Honeywell |
189.880 |
Mon |
2.84 |
193.100 |
-1.67 |
192.030 |
1.070 |
0.56 |
|
-0.41 |
| |  |
 |
 |
 |
L |
 |
UPS |
183.490 |
Mon |
-1.77 |
182.230 |
0.69 |
200.170 |
-17.940 |
-8.96 |
|
-0.58 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
13/03/23 |
⇓ Δwk |
12/09/22 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Walmart |
140.900 |
Mon |
1.08 |
137.370 |
2.57 |
138.070 |
-0.700 |
-0.51 |
|
-0.63 |
| |  |
 |
 |
 |
S |
 |
Consolidated Edison |
96.910 |
Mon |
1.34 |
92.790 |
4.44 |
101.920 |
-9.130 |
-8.96 |
|
-1.05 |
| |  |
 |
 |
 |
L |
 |
Microsoft |
272.230 |
Mon |
-2.58 |
253.920 |
7.21 |
266.650 |
-12.730 |
-4.77 |
|
-1.31 |
| |  |
 |
 |
 |
S |
 |
Travelers Companies |
168.710 |
Mon |
2.23 |
172.220 |
-2.04 |
165.330 |
6.890 |
4.17 |
|
-1.56 |
| |  |
 |
 |
 |
|
 |
J.B. Hunt |
165.660 |
Mon |
-1.10 |
173.550 |
-4.55 |
174.560 |
-1.010 |
-0.58 |
|
-1.74 |
| |  |
 |
 |
 |
S |
 |
Atmos Energy |
114.880 |
Mon |
0.17 |
110.530 |
3.94 |
119.440 |
-8.910 |
-7.46 |
|
-2.30 |
| |  |
 |
 |
 |
|
 |
Avis Budget |
175.110 |
Mon |
1.00 |
188.470 |
-7.09 |
175.580 |
12.890 |
7.34 |
|
-2.36 |
| |  |
 |
 |
 |
S |
 |
Coca-Cola |
60.600 |
Mon |
0.97 |
59.810 |
1.32 |
62.500 |
-2.690 |
-4.30 |
|
-2.95 |
| |  |
 |
 |
 |
|
 |
Chevron |
154.580 |
Mon |
1.47 |
158.710 |
-2.60 |
162.500 |
-3.790 |
-2.33 |
|
-3.56 |
| |  |
 |
 |
 |
|
 |
Exelon |
41.820 |
Mon |
-0.76 |
41.390 |
1.04 |
46.110 |
-4.720 |
-10.24 |
|
-4.05 |
| |  |
 |
 |
 |
S |
 |
Procter & Gamble |
145.130 |
Mon |
1.54 |
138.140 |
5.06 |
141.100 |
-2.960 |
-2.10 |
|
-4.13 |
| |  |
 |
 |
 |
|
 |
Dow |
51.260 |
Mon |
2.48 |
52.400 |
-2.18 |
50.930 |
1.470 |
2.89 |
|
-4.16 |
| |  |
 |
 |
 |
|
 |
FirstEnergy |
40.320 |
Mon |
1.36 |
38.800 |
3.92 |
41.760 |
-2.960 |
-7.09 |
|
-4.33 |
| |  |
 |
 |
 |
|
 |
Alaska Air Group |
39.270 |
Mon |
-0.05 |
44.080 |
-10.91 |
46.820 |
-2.740 |
-5.85 |
|
-4.58 |
| |  |
 |
 |
 |
S |
 |
Goldman Sachs |
309.530 |
Mon |
1.97 |
315.510 |
-1.90 |
342.580 |
-27.070 |
-7.90 |
|
-5.00 |
| |  |
 |
 |
 |
S |
 |
Home Depot |
289.260 |
Mon |
0.30 |
286.520 |
0.96 |
297.540 |
-11.020 |
-3.70 |
|
-5.20 |
| |  |
 |
 |
 |
S |
 |
AES |
22.650 |
Mon |
1.16 |
22.900 |
-1.09 |
27.590 |
-4.690 |
-17.00 |
|
-5.43 |
| |  |
 |
 |
 |
S |
 |
AEP |
91.760 |
Mon |
1.17 |
89.380 |
2.66 |
105.180 |
-15.800 |
-15.02 |
|
-6.27 |
| |  |
 |
 |
 |
S |
 |
Amgen |
234.720 |
Mon |
2.15 |
233.180 |
0.66 |
237.620 |
-4.440 |
-1.87 |
|
-6.62 |
| |  |
 |
 |
 |
S |
 |
IBM |
125.940 |
Mon |
1.82 |
125.580 |
0.29 |
130.660 |
-5.080 |
-3.89 |
|
-6.75 |
| |  |
 |
 |
 |
S |
 |
Xcel Energy |
67.390 |
Mon |
0.76 |
65.300 |
3.20 |
77.410 |
-12.110 |
-15.64 |
|
-6.77 |
| |  |
 |
 |
 |
S |
 |
CSX |
29.180 |
Mon |
0.93 |
29.060 |
0.41 |
32.840 |
-3.780 |
-11.51 |
|
-7.57 |
| |  |
 |
 |
 |
S |
 |
Southern |
68.550 |
Mon |
0.96 |
65.150 |
5.22 |
80.150 |
-15.000 |
-18.71 |
|
-7.86 |
| |  |
 |
 |
 |
S |
 |
NextEra Energy |
75.970 |
Mon |
0.40 |
73.290 |
3.66 |
90.810 |
-17.520 |
-19.29 |
|
-8.29 |
| |  |
 |
 |
 |
S |
 |
American Water |
142.560 |
Mon |
0.53 |
136.370 |
4.54 |
156.870 |
-20.500 |
-13.07 |
|
-8.68 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
13/03/23 |
⇓ Δwk |
12/09/22 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Duke Energy |
97.310 |
Mon |
0.95 |
94.170 |
3.33 |
110.880 |
-16.710 |
-15.07 |
|
-9.00 |
| |  |
 |
 |
 |
S |
 |
Sempra |
147.510 |
Mon |
1.49 |
143.970 |
2.46 |
175.650 |
-31.680 |
-18.04 |
|
-9.07 |
| |  |
 |
 |
 |
S |
 |
UnitedHealth |
476.960 |
Mon |
1.59 |
463.680 |
2.86 |
531.250 |
-67.570 |
-12.72 |
|
-9.36 |
| |  |
 |
 |
 |
|
 |
PSEG |
59.320 |
Mon |
1.35 |
57.070 |
3.94 |
69.180 |
-12.110 |
-17.51 |
|
-9.49 |
| |  |
 |
 |
 |
|
 |
Union Pacific |
189.690 |
Mon |
-0.17 |
195.100 |
-2.77 |
234.160 |
-39.060 |
-16.68 |
|
-10.43 |
| |  |
 |
 |
 |
S |
 |
Johnson & Johnson |
153.890 |
Mon |
0.99 |
153.060 |
0.54 |
165.640 |
-12.580 |
-7.59 |
|
-10.90 |
| |  |
 |
 |
 |
|
 |
Walt Disney |
94.220 |
Mon |
1.09 |
92.600 |
1.75 |
116.390 |
-23.790 |
-20.44 |
|
-11.53 |
| |  |
 |
 |
 |
S |
 |
Walgreens Boots |
33.190 |
Mon |
0.85 |
33.570 |
-1.13 |
36.630 |
-3.060 |
-8.35 |
|
-13.63 |
| |  |
 |
 |
 |
S |
 |
Norfolk Southern |
205.330 |
Mon |
0.70 |
207.630 |
-1.11 |
250.580 |
-42.950 |
-17.14 |
|
-14.31 |
| |  |
 |
 |
 |
|
 |
Verizon |
37.430 |
Mon |
1.74 |
36.540 |
2.44 |
42.760 |
-6.220 |
-14.55 |
|
-15.51 |
| |  |
 |
 |
 |
|
 |
JetBlue Airways |
6.810 |
Mon |
-1.59 |
7.090 |
-3.95 |
8.390 |
-1.300 |
-15.49 |
|
-17.27 |
| |  |
 |
 |
 |
S |
 |
Southwest Airlines |
30.080 |
Mon |
0.17 |
31.060 |
-3.16 |
38.770 |
-7.710 |
-19.89 |
|
-18.20 |
| |  |
 |
 |
 |
L |
 |
Intel |
29.160 |
Mon |
-2.18 |
26.950 |
8.20 |
31.560 |
-4.610 |
-14.61 |
|
-18.47 |
| |  |
 |
 |
 |
|
 |
Matson |
60.580 |
Mon |
0.97 |
60.130 |
0.75 |
75.450 |
-15.320 |
-20.30 |
|
-19.42 |
| |  |
 |
 |
 |
S |
 |
3M |
104.310 |
Mon |
1.25 |
103.500 |
0.78 |
124.250 |
-20.750 |
-16.70 |
|
-19.99 |
| |  |
 |
 |
 |
S |
 |
Dominion Resources |
55.620 |
Mon |
0.40 |
54.200 |
2.62 |
84.200 |
-30.000 |
-35.63 |
|
-24.11 |
DJCA - 65 out of 65 instruments rated - 13/03/23 / 12/09/22 - 20 did rise, Market-Ratio(26) = 30.77 % |
Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Composite Average * 26 - 60/40 (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 |
5/11/07 |
672 |
|
- cash - |
short |
5/11/07 |
28/01/08 |
84 |
 |
 |
 |
JetBlue Airways |
50 |
584 |
|
8.550 |
4.940 |
14.798 |
6.248 |
73 |
13,649 |
984 |
|
|
|
|
|
 |
 |
 |
Alaska Air Group |
50 |
840 |
|
5.955 |
5.937 |
5.973 |
0.018 |
0 |
13,664 |
1 |
|
100 |
37 |
288 | |
long |
28/01/08 |
18/02/08 |
21 |
 |
 |
 |
Kirby |
50 |
158 |
|
42.980 |
48.640 |
|
5.660 |
13 |
14,558 |
759 |
|
|
|
|
|
 |
 |
 |
J.B. Hunt |
50 |
246 |
|
27.900 |
29.470 |
|
1.570 |
6 |
14,945 |
159 |
|
100 |
9 |
375 | |
short |
18/02/08 |
20/07/09 |
518 |
 |
 |
 |
JetBlue Airways |
50 |
1,222 |
|
6.110 |
4.750 |
7.859 |
1.749 |
29 |
17,082 |
19 |
|
|
|
|
|
 |
 |
 |
Avis Budget |
50 |
612 |
|
12.210 |
7.190 |
20.735 |
8.525 |
70 |
22,300 |
45 |
|
100 |
49 |
33 | |
long |
20/07/09 |
7/06/10 |
322 |
 |
 |
 |
Avis Budget |
50 |
1,550 |
|
7.190 |
10.390 |
|
3.200 |
45 |
27,260 |
52 |
|
|
|
|
|
 |
 |
 |
Goldman Sachs |
50 |
69 |
|
160.030 |
138.680 |
|
-21.350 |
-13 |
25,786 |
-15 |
|
100 |
16 |
18 | |
short |
7/06/10 |
19/07/10 |
42 |
 |
 |
 |
Exxon Mobil |
50 |
217 |
|
59.300 |
58.430 |
60.183 |
0.883 |
1 |
25,978 |
14 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
342 |
|
37.730 |
41.820 |
33.640 |
-4.090 |
-11 |
24,579 |
-63 |
|
100 |
-5 |
-34 | |
long |
19/07/10 |
1/08/11 |
378 |
 |
 |
 |
United Airlines |
50 |
580 |
|
21.180 |
17.990 |
|
-3.190 |
-15 |
22,729 |
-15 |
|
|
|
|
|
 |
 |
 |
Alaska Air Group |
50 |
1,031 |
|
11.925 |
15.017 |
|
3.092 |
26 |
25,917 |
25 |
|
100 |
5 |
5 | |
short |
1/08/11 |
19/12/11 |
140 |
 |
 |
 |
Cisco Systems |
50 |
818 |
|
15.830 |
17.690 |
13.970 |
-1.860 |
-12 |
24,395 |
-28 |
|
|
|
|
|
 |
 |
 |
Delta Air Lines |
50 |
1,662 |
|
7.800 |
8.510 |
7.090 |
-0.710 |
-9 |
23,215 |
-22 |
|
100 |
-10 |
-25 | |
long |
19/12/11 |
8/06/15 |
1267 |
 |
 |
 |
Kirby |
50 |
184 |
|
62.800 |
76.580 |
|
13.780 |
22 |
25,751 |
6 |
|
|
|
|
|
 |
 |
 |
Visa |
50 |
473 |
|
24.645 |
67.680 |
|
43.035 |
175 |
46,107 |
34 |
|
100 |
99 |
22 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
8/06/15 |
22/02/16 |
259 |
 |
 |
 |
Kirby |
50 |
301 |
|
76.580 |
55.290 |
106.068 |
29.488 |
39 |
54,982 |
58 |
|
|
|
|
|
 |
 |
 |
Kansas City Southern |
50 |
247 |
|
93.120 |
83.010 |
104.461 |
11.341 |
12 |
57,784 |
18 |
|
100 |
25 |
38 | |
long |
22/02/16 |
24/12/18 |
1036 |
 |
 |
 |
NiSource |
50 |
1,318 |
|
21.910 |
24.890 |
|
2.980 |
14 |
61,711 |
5 |
|
|
|
|
|
 |
 |
 |
American Water |
50 |
436 |
|
66.270 |
86.310 |
|
20.040 |
30 |
70,449 |
10 |
|
100 |
22 |
7 | |
short |
24/12/18 |
15/04/19 |
112 |
 |
 |
 |
PG & E |
50 |
1,521 |
|
23.150 |
23.720 |
22.580 |
-0.570 |
-2 |
69,582 |
-8 |
|
|
|
|
|
 |
 |
 |
Avis Budget |
50 |
1,574 |
|
22.380 |
35.400 |
9.360 |
-13.020 |
-58 |
49,088 |
-94 |
|
100 |
-30 |
-69 | |
long |
15/04/19 |
9/03/20 |
329 |
 |
 |
 |
Procter & Gamble |
50 |
232 |
|
105.730 |
116.060 |
|
10.330 |
10 |
51,485 |
11 |
|
|
|
|
|
 |
 |
 |
AES |
50 |
1,357 |
|
18.090 |
14.580 |
|
-3.510 |
-19 |
46,722 |
-21 |
|
100 |
-5 |
-5 | |
short |
9/03/20 |
7/09/20 |
182 |
 |
 |
 |
United Airlines |
50 |
499 |
|
46.780 |
38.210 |
57.272 |
10.492 |
22 |
51,957 |
50 |
|
|
|
|
|
 |
 |
 |
American Airlines |
50 |
1,584 |
|
14.750 |
13.610 |
15.986 |
1.236 |
8 |
53,914 |
18 |
|
100 |
15 |
33 | |
long |
7/09/20 |
9/05/22 |
609 |
 |
 |
 |
Apple |
50 |
222 |
|
120.960 |
152.060 |
|
31.100 |
26 |
60,819 |
15 |
|
|
|
|
|
 |
 |
 |
FedEx |
50 |
119 |
|
226.120 |
208.430 |
|
-17.690 |
-8 |
58,713 |
-5 |
|
100 |
9 |
5 | |
short |
9/05/22 |
12/12/22 |
217 |
 |
 |
 |
Boeing |
50 |
220 |
|
133.310 |
186.270 |
80.350 |
-52.960 |
-40 |
47,062 |
-57 |
|
|
|
|
|
 |
 |
 |
JetBlue Airways |
50 |
2,974 |
|
9.880 |
7.690 |
12.694 |
2.814 |
28 |
55,430 |
52 |
|
100 |
-6 |
-9 | |
long |
12/12/22 |
13/03/23 |
91 |
 |
 |
 |
AES |
50 |
952 |
|
29.110 |
22.900 |
|
-6.210 |
-21 |
49,518 |
-62 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
1,731 |
|
16.010 |
15.760 |
|
-0.250 |
-2 |
49,086 |
-6 |
|
100 |
-11 |
-39 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
13/03/23 |
20/03/23 |
7 |
 |
 |
 |
3M |
50 |
237 |
|
103.500 |
104.310 |
102.690 |
-0.810 |
-1 |
48,894 |
-34 |
|
|
|
|
|
 |
 |
 |
Dominion Resources |
50 |
453 |
|
54.200 |
55.620 |
52.780 |
-1.420 |
-3 |
48,250 |
-75 |
|
100 |
-2 |
-59 | |
accum | 5/11/07 |
20/03/23 | 5615 |
days out of 6287 invested (89%) |
383 |
48,250 |
11 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Visa | long | 19/12/11 | 8/06/15 | 1267 | 24.65 | 67.68 | | 43.04 | 174.62 | 50 | 87.31 | 87.31 |
JetBlue Airways | short | 5/11/07 | 28/01/08 | 84 | 8.55 | 4.94 | 14.80 | 6.25 | 73.08 | | 36.54 | |
| short | 18/02/08 | 20/07/09 | 518 | 6.11 | 4.75 | 7.86 | 1.75 | 28.63 | | 14.32 | |
| short | 9/05/22 | 12/12/22 | 217 | 9.88 | 7.69 | 12.69 | 2.81 | 28.48 | | 14.24 | 78.31 |
Kirby | long | 28/01/08 | 18/02/08 | 21 | 42.98 | 48.64 | | 5.66 | 13.17 | | 6.58 | |
| long | 19/12/11 | 8/06/15 | 1267 | 62.80 | 76.58 | | 13.78 | 21.94 | | 10.97 | |
| short | 8/06/15 | 22/02/16 | 259 | 76.58 | 55.29 | 106.07 | 29.49 | 38.51 | | 19.25 | 41.05 |
Avis Budget | short | 18/02/08 | 20/07/09 | 518 | 12.21 | 7.19 | 20.73 | 8.52 | 69.82 | | 34.91 | |
| long | 20/07/09 | 7/06/10 | 322 | 7.19 | 10.39 | | 3.20 | 44.51 | | 22.25 | |
| short | 24/12/18 | 15/04/19 | 112 | 22.38 | 35.40 | 9.36 | -13.02 | -58.18 | | -29.09 | 16.96 |
American Water | long | 22/02/16 | 24/12/18 | 1036 | 66.27 | 86.31 | | 20.04 | 30.24 | | 15.12 | 15.12 |
Alaska Air Group | short | 5/11/07 | 28/01/08 | 84 | 5.96 | 5.94 | 5.97 | 0.02 | 0.30 | | 0.15 | |
| long | 19/07/10 | 1/08/11 | 378 | 11.93 | 15.02 | | 3.09 | 25.93 | | 12.96 | 13.14 |
Apple | long | 7/09/20 | 9/05/22 | 609 | 120.96 | 152.06 | | 31.10 | 25.71 | | 12.86 | 12.86 |
NiSource | long | 22/02/16 | 24/12/18 | 1036 | 21.91 | 24.89 | | 2.98 | 13.60 | | 6.80 | 6.80 |
Kansas City Southern | short | 8/06/15 | 22/02/16 | 259 | 93.12 | 83.01 | 104.46 | 11.34 | 12.18 | | 6.09 | 6.09 |
Procter & Gamble | long | 15/04/19 | 9/03/20 | 329 | 105.73 | 116.06 | | 10.33 | 9.77 | | 4.89 | 4.89 |
American Airlines | short | 9/03/20 | 7/09/20 | 182 | 14.75 | 13.61 | 15.99 | 1.24 | 8.38 | | 4.19 | 4.19 |
United Airlines | long | 19/07/10 | 1/08/11 | 378 | 21.18 | 17.99 | | -3.19 | -15.06 | | -7.53 | |
| short | 9/03/20 | 7/09/20 | 182 | 46.78 | 38.21 | 57.27 | 10.49 | 22.43 | | 11.21 | 2.84 |
J.B. Hunt | long | 28/01/08 | 18/02/08 | 21 | 27.90 | 29.47 | | 1.57 | 5.63 | | 2.81 | 2.81 |
Exxon Mobil | short | 7/06/10 | 19/07/10 | 42 | 59.30 | 58.43 | 60.18 | 0.88 | 1.49 | | 0.74 | 0.74 |
3M | short | 13/03/23 | 20/03/23 | 7 | 103.50 | 104.31 | 102.69 | -0.81 | -0.78 | | -0.39 | -0.39 |
Dominion Resources | short | 13/03/23 | 20/03/23 | 7 | 54.20 | 55.62 | 52.78 | -1.42 | -2.62 | | -1.31 | -1.31 |
PG & E | short | 24/12/18 | 15/04/19 | 112 | 23.15 | 23.72 | 22.58 | -0.57 | -2.46 | | -1.23 | |
| long | 12/12/22 | 13/03/23 | 91 | 16.01 | 15.76 | | -0.25 | -1.56 | | -0.78 | -2.00 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
FedEx | long | 7/09/20 | 9/05/22 | 609 | 226.12 | 208.43 | | -17.69 | -7.82 | | -3.91 | -3.91 |
Delta Air Lines | short | 1/08/11 | 19/12/11 | 140 | 7.80 | 8.51 | 7.09 | -0.71 | -9.10 | | -4.55 | -4.55 |
Exelon | short | 7/06/10 | 19/07/10 | 42 | 37.73 | 41.82 | 33.64 | -4.09 | -10.84 | | -5.42 | -5.42 |
Cisco Systems | short | 1/08/11 | 19/12/11 | 140 | 15.83 | 17.69 | 13.97 | -1.86 | -11.75 | | -5.87 | -5.87 |
Goldman Sachs | long | 20/07/09 | 7/06/10 | 322 | 160.03 | 138.68 | | -21.35 | -13.34 | | -6.67 | -6.67 |
AES | long | 15/04/19 | 9/03/20 | 329 | 18.09 | 14.58 | | -3.51 | -19.40 | | -9.70 | |
| long | 12/12/22 | 13/03/23 | 91 | 29.11 | 22.90 | | -6.21 | -21.33 | | -10.67 | -19.33 |
Boeing | short | 9/05/22 | 12/12/22 | 217 | 133.31 | 186.27 | 80.35 | -52.96 | -39.73 | | -19.86 | -19.86 |
Annotations
29/06/21 | CSX | | | stock split 1:3 (three for one) |
24/12/15 | Nike | | | stock split 1:2 (two for one) |
15/10/15 | DJCA | | | American Airlines replaces Con-Way |
19/03/15 | Visa | | | forward stock split 1:4 (four for one) |
18/03/15 | DJIA | | | Apple replaces AT&T |
|
|