Share-o-matic - Assessment DJUA (Dow Jones Utility Average) - best alternating

Assessment - Dow Jones Utility Average - 22/11/21 - RS = 39

								⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	22/02/21	prc diff	⇓ Δ39		∅-RS
								DJUA	906.950	Fri	-1.72	921.500	-1.58	830.380	91.120	10.97		3.95
						L		Exelon	53.540	Fri	-0.07	53.960	-0.78	40.600	13.360	32.91		19.31
						L		PG & E	12.100	Fri	-2.97	12.240	-1.14	11.410	0.830	7.27		13.69
						L		NextEra Energy	87.600	Fri	-0.21	87.360	0.27	75.100	12.260	16.32		12.27
								CenterPoint Energy	26.420	Fri	-1.05	26.620	-0.75	20.670	5.950	28.79		11.80
								FirstEnergy	38.610	Fri	-1.20	38.730	-0.31	33.880	4.850	14.32		10.80
						L		Edison International	64.600	Fri	0.22	64.890	-0.45	55.350	9.540	17.24		10.29
								American Water	171.490	Fri	0.43	174.570	-1.76	151.810	22.760	14.99		9.22
						L		Consolidated Edison	77.660	Fri	0.21	78.570	-1.16	67.970	10.600	15.60		6.05
								NiSource	25.120	Fri	-0.67	25.470	-1.37	22.380	3.090	13.81		5.33
								PSEG	62.400	Fri	-0.10	63.440	-1.64	57.090	6.350	11.12		4.99
								Duke Energy	98.370	Fri	-0.63	100.250	-1.88	88.350	11.900	13.47		2.56
								Southern	61.630	Fri	-0.87	63.120	-2.36	59.290	3.830	6.46		1.18
								AES	24.470	Fri	-1.13	24.940	-1.88	27.000	-2.060	-7.63		0.12
								AEP	82.820	Fri	-0.50	84.300	-1.76	76.770	7.530	9.81		0.03
								Dominion Resources	75.190	Fri	-0.21	74.040	1.55	71.170	2.870	4.03		-1.74
DJUA - 15 out of 15 instruments rated - 22/11/21 / 22/02/21 - 14 did rise, Market-Ratio(39) = 93.33 %
Stock Exchange Currency: USD $ Dollar

Technical Chart

	DJUA RS = 39 - B/S = 36/20

2/01/17	scale up chart	22/11/21

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
2/01/06		10/04/06	98				- cash -
short	10/04/06	17/04/06	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	17/04/06	21/01/08	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	21/01/08	17/03/08	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	17/03/08	28/07/08	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	28/07/08	6/07/09	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	6/07/09	31/08/15	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	31/08/15	7/12/15	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	7/12/15	16/03/20	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	16/03/20	7/12/20	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	7/12/20	26/11/21	354				AES	50	177		20.870	24.470		3.600	17	8,029	18
							PG & E	50	295		12.530	12.100		-0.430	-3	7,902	-4
100									7							7
accum	10/04/06	26/11/21	5710	days out of 5808 invested (98%)										-21		7,902	-1

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
American Water	long	7/12/15	16/03/20	1561	58.40	118.81		60.41	103.44	50	51.72	51.72
NextEra Energy	short	10/04/06	17/04/06	7	10.01	9.64	10.38	0.38	3.76		1.88
	long	6/07/09	31/08/15	2247	13.93	24.60		10.68	76.65		38.32	40.92
Edison International	short	28/07/08	6/07/09	343	47.85	31.40	72.92	25.07	52.39		26.19	26.19
FirstEnergy	long	17/04/06	21/01/08	644	48.45	68.66		20.21	41.71		20.86
	long	17/03/08	28/07/08	133	68.19	72.35		4.16	6.10		3.05
	short	31/08/15	7/12/15	98	31.96	32.48	31.44	-0.52	-1.63		-0.81	23.53
Exelon	long	17/04/06	21/01/08	644	51.67	73.13		21.46	41.53		20.77
	long	17/03/08	28/07/08	133	79.39	79.45		0.06	0.08		0.04	20.81
PG & E	long	6/07/09	31/08/15	2247	38.47	49.58		11.11	28.88		14.44
	long	7/12/20	26/11/21	354	12.53	12.10		-0.43	-3.43		-1.72	12.48
NiSource	short	10/04/06	17/04/06	7	7.94	7.91	7.98	0.04	0.45		0.22
	short	21/01/08	17/03/08	56	6.88	6.77	7.00	0.12	1.68		0.84
	long	7/12/15	16/03/20	1561	19.14	20.94		1.80	9.40		4.70	5.82
AES	short	21/01/08	17/03/08	56	17.69	16.07	19.47	1.78	10.08		5.04
	short	28/07/08	6/07/09	343	16.42	11.12	24.25	7.83	47.66		23.83
	short	16/03/20	7/12/20	266	10.99	20.87	1.11	-9.88	-89.90		-44.95
	long	7/12/20	26/11/21	354	20.87	24.47		3.60	17.25		8.62	-22.22
CenterPoint Energy	short	31/08/15	7/12/15	98	18.62	16.41	21.13	2.51	13.47		6.73
	short	16/03/20	7/12/20	266	12.48	23.14	1.82	-10.66	-85.42		-42.71	-38.85

Annotations

1/07/15

NiSource

company split (CPGX) by a ratio of 1.000:2.545