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

Assessment - Dow Jones Utility Average - 2/22/21 - RS = 39

								⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	5/25/20	prc diff	⇓ Δ39		∅-RS
								DJUA	795.610	Fri	-2.31	830.380	-4.19	763.930	66.450	8.70		1.30
						L		AES	26.560	Fri	0.80	27.000	-1.63	12.240	14.760	120.59		59.97
								NextEra Energy	73.480	Fri	-0.78	75.100	-2.16	58.463	16.638	28.46		10.96
								American Water	141.880	Fri	-2.58	151.810	-6.54	120.710	31.100	25.76		8.84
								PSEG	53.830	Fri	-3.70	57.090	-5.71	48.120	8.970	18.64		7.47
								PG & E	10.510	Fri	-3.40	11.410	-7.89	11.700	-0.290	-2.48		7.43
								CenterPoint Energy	19.440	Fri	-1.57	20.670	-5.95	16.920	3.750	22.16		6.86
								Southern	56.720	Fri	-1.80	59.290	-4.33	54.580	4.710	8.63		4.53
								Exelon	38.600	Fri	-0.82	40.600	-4.93	36.850	3.750	10.18		4.32
								Duke Energy	85.590	Fri	-1.76	88.350	-3.12	83.230	5.120	6.15		1.97
						L		FirstEnergy	33.140	Fri	-1.10	33.880	-2.18	40.640	-6.760	-16.63		0.40
						S		Edison International	53.990	Fri	-3.00	55.350	-2.46	56.430	-1.080	-1.91		-3.23
								NiSource	21.600	Fri	-2.31	22.380	-3.49	23.090	-0.710	-3.07		-5.01
						S		AEP	74.850	Fri	-1.90	76.770	-2.50	78.780	-2.010	-2.55		-7.99
						S		Dominion Resources	68.320	Fri	-3.27	71.170	-4.00	80.510	-9.340	-11.60		-8.60
								Consolidated Edison	65.650	Fri	-2.23	67.970	-3.41	70.180	-2.210	-3.15		-10.13
DJUA - 15 out of 15 instruments rated - 2/22/21 / 5/25/20 - 8 did rise, Market-Ratio(39) = 53.33 %
Stock Exchange Currency: USD $ Dollar

Technical Chart

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

1/02/17	scale up chart	2/22/21

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
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	2/26/21	81				AES	50	177		20.870	26.560		5.690	27	8,399	196
							PG & E	50	295		12.530	10.510		-2.020	-16	7,803	-55
100									6							28
accum	4/10/06	2/26/21	5438	days out of 5536 invested (98%)										-22		7,803	-2

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	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
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
PG & E	long	7/06/09	8/31/15	2247	38.47	49.58		11.11	28.88		14.44
	long	12/07/20	2/26/21	81	12.53	10.51		-2.02	-16.12		-8.06	5.22
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	2/26/21	81	20.87	26.56		5.69	27.26		13.63	-18.63
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