| | |
| | |
Assessment - Dow Jones Utility Average - 2/24/20 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/24/20 |
⇓ Δwk |
5/27/19 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
|
L |
 |
DJUA |
898.140 |
15:26 |
-0.97 |
935.910 |
-4.04 |
804.710 |
131.200 |
16.30 |
|
12.80 |
| | |
|
|
|
L |
|
PG & E |
15.420 |
15:26 |
-7.78 |
17.250 |
-10.61 |
18.830 |
-1.580 |
-8.39 |
|
37.88 |
| | |
|
|
|
L |
|
NextEra Energy |
268.645 |
15:27 |
0.21 |
273.940 |
-1.93 |
203.370 |
70.570 |
34.70 |
|
26.75 |
| | |
|
|
|
L |
|
Southern |
65.319 |
15:28 |
-1.32 |
67.800 |
-3.66 |
54.350 |
13.450 |
24.75 |
|
17.48 |
| | |
|
|
|
L |
|
American Water |
133.080 |
15:26 |
0.03 |
136.530 |
-2.53 |
113.690 |
22.840 |
20.09 |
|
17.07 |
| | |
|
|
|
|
|
AES |
18.400 |
15:25 |
-1.55 |
20.250 |
-9.14 |
16.500 |
3.750 |
22.73 |
|
16.47 |
| | |
|
|
|
L |
|
Dominion Resources |
84.120 |
15:25 |
-1.99 |
89.800 |
-6.33 |
77.720 |
12.080 |
15.54 |
|
14.01 |
| | |
|
|
|
L |
|
Duke Energy |
97.881 |
15:26 |
-1.07 |
102.300 |
-4.32 |
88.810 |
13.490 |
15.19 |
|
12.80 |
| | |
|
|
|
|
|
FirstEnergy |
47.575 |
15:26 |
-1.50 |
50.630 |
-6.03 |
42.860 |
7.770 |
18.13 |
|
12.49 |
| | |
|
|
|
|
|
Edison International |
73.310 |
15:25 |
-1.35 |
76.320 |
-3.94 |
60.890 |
15.430 |
25.34 |
|
11.78 |
| | |
|
|
|
L |
|
AEP |
96.240 |
15:25 |
-1.22 |
100.040 |
-3.80 |
88.290 |
11.750 |
13.31 |
|
11.28 |
| | |
|
|
|
L |
|
NiSource |
28.370 |
15:26 |
2.23 |
29.250 |
-3.01 |
28.510 |
0.740 |
2.60 |
|
3.84 |
| | |
|
|
|
L |
|
Exelon |
46.410 |
15:29 |
-1.36 |
48.820 |
-4.94 |
49.560 |
-0.740 |
-1.49 |
|
3.12 |
| | |
|
|
|
|
|
Consolidated Edison |
86.590 |
15:26 |
-1.25 |
88.890 |
-2.59 |
88.140 |
0.750 |
0.85 |
|
1.10 |
| | |
|
|
|
|
|
PSEG |
54.210 |
15:26 |
-2.45 |
59.110 |
-8.29 |
61.160 |
-2.050 |
-3.35 |
|
-0.81 |
| | |
|
|
|
S |
|
CenterPoint Energy |
25.080 |
15:25 |
4.15 |
25.220 |
-0.56 |
29.390 |
-4.170 |
-14.19 |
|
-11.31 |
| DJUA - 15 out of 15 instruments rated - 2/24/20 / 5/27/19 - 11 did rise, Market-Ratio(39) = 73.33 % |
| 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 |
124 |
|
40.020 |
38.570 |
41.525 |
1.505 |
4 |
10,187 |
585 |
|
| |
|
|
|
|
|
|
NiSource |
50 |
634 |
|
7.941 |
7.906 |
7.977 |
0.036 |
0 |
10,209 |
26 |
|
| 100 |
2 |
194 | |
| long |
4/17/06 |
1/21/08 |
644 |
|
|
|
FirstEnergy |
50 |
105 |
|
48.450 |
68.660 |
|
20.210 |
42 |
12,331 |
22 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
99 |
|
51.670 |
73.130 |
|
21.460 |
42 |
14,456 |
22 |
|
| 100 |
42 |
22 | |
| short |
1/21/08 |
3/17/08 |
56 |
|
|
|
AES |
50 |
408 |
|
17.690 |
16.070 |
19.473 |
1.783 |
10 |
15,183 |
87 |
|
| |
|
|
|
|
|
|
NiSource |
50 |
1,052 |
|
6.880 |
6.766 |
6.996 |
0.116 |
2 |
15,305 |
12 |
|
| 100 |
6 |
45 | |
| long |
3/17/08 |
7/28/08 |
133 |
|
|
|
FirstEnergy |
50 |
112 |
|
68.190 |
72.350 |
|
4.160 |
6 |
15,771 |
18 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
96 |
|
79.390 |
79.450 |
|
0.060 |
0 |
15,777 |
0 |
|
| 100 |
3 |
9 | |
| short |
7/28/08 |
7/06/09 |
343 |
|
|
|
AES |
50 |
480 |
|
16.420 |
11.120 |
24.246 |
7.826 |
48 |
19,533 |
51 |
|
| |
|
|
|
|
|
|
Edison International |
50 |
165 |
|
47.850 |
31.400 |
72.918 |
25.068 |
52 |
23,670 |
57 |
|
| 100 |
50 |
54 | |
| long |
7/06/09 |
8/31/15 |
2247 |
|
|
|
NextEra Energy |
50 |
212 |
|
55.710 |
98.410 |
|
42.700 |
77 |
32,722 |
10 |
|
| |
|
|
|
|
|
|
PG & E |
50 |
308 |
|
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 |
38,576 |
60 |
|
| |
|
|
|
|
|
|
FirstEnergy |
50 |
565 |
|
31.960 |
32.480 |
31.440 |
-0.520 |
-2 |
38,282 |
-6 |
|
| 100 |
6 |
24 | |
| long |
12/07/15 |
2/27/20 |
1543 |
|
|
|
NiSource |
50 |
1,000 |
|
19.140 |
28.370 |
|
9.230 |
48 |
47,512 |
10 |
|
| |
|
|
|
|
|
|
American Water |
50 |
327 |
|
58.400 |
133.080 |
|
74.680 |
128 |
71,933 |
22 |
|
| 100 |
88 |
16 | |
| accum | 4/10/06 |
2/27/20 | 5071 |
days out of 5169 invested (98%) |
619 |
71,933 |
15 |
|
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 | 2/27/20 | 1543 | 58.40 | 133.08 | | 74.68 | 127.88 | 50 | 63.94 | 63.94 |
| NextEra Energy | short | 4/10/06 | 4/17/06 | 7 | 40.02 | 38.57 | 41.52 | 1.50 | 3.76 | | 1.88 | |
| | long | 7/06/09 | 8/31/15 | 2247 | 55.71 | 98.41 | | 42.70 | 76.65 | | 38.32 | 40.92 |
| 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 | 30.07 |
| Edison International | short | 7/28/08 | 7/06/09 | 343 | 47.85 | 31.40 | 72.92 | 25.07 | 52.39 | | 26.19 | 26.19 |
| 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 | 2/27/20 | 1543 | 19.14 | 28.37 | | 9.23 | 48.22 | | 24.11 | 25.44 |
| 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 |
| PG & E | long | 7/06/09 | 8/31/15 | 2247 | 38.47 | 49.58 | | 11.11 | 28.88 | | 14.44 | 14.44 |
| CenterPoint Energy | short | 8/31/15 | 12/07/15 | 98 | 18.62 | 16.41 | 21.13 | 2.51 | 13.47 | | 6.73 | 6.73 |
Annotations
| 7/01/15 | NiSource | | | company split (CPGX) by a ratio of 1.000:2.545 |
|
