| |
| |
Assessment - Dow Jones Utility Average - 2/06/23 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/06/23 |
⇓ Δwk |
5/09/22 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
DJUA |
941.580 |
Wed |
-1.73 |
961.090 |
-2.03 |
998.050 |
-36.960 |
-3.70 |
|
-1.23 |
| |  |
 |
 |
 |
|
 |
AES |
26.160 |
Wed |
-0.98 |
26.210 |
-0.19 |
20.060 |
6.150 |
30.66 |
|
10.16 |
| |  |
 |
 |
 |
L |
 |
Atmos Energy |
116.450 |
Wed |
-0.38 |
117.640 |
-1.01 |
113.630 |
4.010 |
3.53 |
|
4.64 |
| |  |
 |
 |
 |
L |
 |
Edison International |
66.810 |
Wed |
-0.74 |
67.810 |
-1.47 |
70.060 |
-2.250 |
-3.21 |
|
4.59 |
| |  |
 |
 |
 |
L |
 |
American Water |
150.690 |
Wed |
-3.07 |
156.410 |
-3.66 |
145.790 |
10.620 |
7.28 |
|
4.40 |
| |  |
 |
 |
 |
|
 |
Sempra |
154.420 |
Wed |
-1.71 |
157.640 |
-2.04 |
162.030 |
-4.390 |
-2.71 |
|
0.62 |
| |  |
 |
 |
 |
|
 |
Consolidated Edison |
91.770 |
Wed |
-1.59 |
93.550 |
-1.90 |
94.380 |
-0.830 |
-0.88 |
|
0.49 |
| |  |
 |
 |
 |
|
 |
Xcel Energy |
67.850 |
Wed |
-1.50 |
68.800 |
-1.38 |
73.650 |
-4.850 |
-6.59 |
|
-1.89 |
| |  |
 |
 |
 |
L |
 |
Duke Energy |
99.180 |
Wed |
-1.63 |
101.810 |
-2.58 |
110.800 |
-8.990 |
-8.11 |
|
-1.97 |
| |  |
 |
 |
 |
|
 |
FirstEnergy |
39.370 |
Wed |
-1.75 |
39.710 |
-0.86 |
42.170 |
-2.460 |
-5.83 |
|
-2.47 |
| |  |
 |
 |
 |
|
 |
AEP |
90.380 |
Wed |
-2.06 |
92.500 |
-2.29 |
99.690 |
-7.190 |
-7.21 |
|
-2.85 |
| |  |
 |
 |
 |
L |
 |
PSEG |
60.140 |
Wed |
-1.43 |
61.280 |
-1.86 |
69.060 |
-7.780 |
-11.27 |
|
-3.46 |
| |  |
 |
 |
 |
|
 |
Southern |
66.450 |
Wed |
-1.90 |
67.900 |
-2.14 |
74.230 |
-6.330 |
-8.53 |
|
-3.96 |
| |  |
 |
 |
 |
L |
 |
Exelon |
40.240 |
Wed |
-1.42 |
40.960 |
-1.76 |
46.730 |
-5.770 |
-12.35 |
|
-5.30 |
| |  |
 |
 |
 |
|
 |
NextEra Energy |
75.030 |
Wed |
-1.38 |
75.510 |
-0.64 |
70.710 |
4.800 |
6.79 |
|
-5.84 |
| |  |
 |
 |
 |
L |
 |
Dominion Resources |
59.570 |
Wed |
-3.30 |
61.740 |
-3.51 |
83.770 |
-22.030 |
-26.30 |
|
-16.34 |
DJUA - 15 out of 15 instruments rated - 2/06/23 / 5/09/22 - 4 did rise, Market-Ratio(39) = 26.67 % |
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 |
10/10/22 |
672 |
 |
 |
 |
AES |
50 |
177 |
|
20.870 |
24.890 |
|
4.020 |
19 |
8,103 |
10 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
295 |
|
12.530 |
14.130 |
|
1.600 |
13 |
8,575 |
7 |
|
100 |
16 |
8 | |
short |
10/10/22 |
11/14/22 |
35 |
 |
 |
 |
American Water |
50 |
33 |
|
127.440 |
144.750 |
110.130 |
-17.310 |
-14 |
8,004 |
-78 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
115 |
|
37.810 |
38.060 |
37.560 |
-0.250 |
-1 |
7,975 |
-7 |
|
100 |
-7 |
-53 | |
long |
11/14/22 |
1/02/23 |
49 |
 |
 |
 |
AES |
50 |
144 |
|
27.530 |
28.760 |
|
1.230 |
4 |
8,152 |
38 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
277 |
|
14.460 |
16.260 |
|
1.800 |
12 |
8,651 |
140 |
|
100 |
8 |
83 | |
short |
1/02/23 |
2/08/23 |
37 |
 |
 |
 |
Dominion Resources |
50 |
70 |
|
61.320 |
59.570 |
63.121 |
1.801 |
3 |
8,777 |
33 |
|
|
|
2/06/23 |
35 |
 |
 |
 |
NiSource |
50 |
158 |
|
27.420 |
27.270 |
27.571 |
0.151 |
1 |
8,801 |
6 |
|
100 |
2 |
19 | |
accum | 4/10/06 |
2/06/23 | 6149 |
days out of 6247 invested (98%) |
-12 |
8,801 |
-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 | |
| short | 10/10/22 | 11/14/22 | 35 | 127.44 | 144.75 | 110.13 | -17.31 | -13.58 | | -6.79 | 41.42 |
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 |
PG & E | long | 7/06/09 | 8/31/15 | 2247 | 38.47 | 49.58 | | 11.11 | 28.88 | | 14.44 | |
| long | 12/07/20 | 10/10/22 | 672 | 12.53 | 14.13 | | 1.60 | 12.77 | | 6.38 | |
| long | 11/14/22 | 1/02/23 | 49 | 14.46 | 16.26 | | 1.80 | 12.45 | | 6.22 | 29.32 |
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 | |
| short | 10/10/22 | 11/14/22 | 35 | 37.81 | 38.06 | 37.56 | -0.25 | -0.66 | | -0.33 | 20.41 |
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 | |
| short | 1/02/23 | 2/06/23 | 35 | 27.42 | 27.27 | 27.57 | 0.15 | 0.55 | | 0.27 | 6.11 |
Dominion Resources | short | 1/02/23 | 2/08/23 | 37 | 61.32 | 59.57 | 63.12 | 1.80 | 2.94 | | 1.47 | 1.47 |
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 | 10/10/22 | 672 | 20.87 | 24.89 | | 4.02 | 19.26 | | 9.63 | |
| long | 11/14/22 | 1/02/23 | 49 | 27.53 | 28.76 | | 1.23 | 4.47 | | 2.23 | -19.74 |
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
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