| |
| |
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
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 | di % | 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 |
|