| |
| |
Assessment - Dow Jones Transportation Average - 3/25/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
|
|
DJTA |
16,211.600 |
Thu |
1.14 |
15,909.100 |
1.90 |
15,101.400 |
807.700 |
5.35 |
|
5.31 |
| | |
|
|
|
L |
|
Uber Technologies |
76.990 |
Thu |
-1.43 |
79.410 |
-3.05 |
44.910 |
34.500 |
76.82 |
|
68.32 |
| | |
|
|
|
|
|
Matson |
112.400 |
Thu |
1.11 |
109.750 |
2.41 |
88.680 |
21.070 |
23.76 |
|
27.19 |
| | |
|
|
|
L |
|
Kirby |
95.320 |
Thu |
0.31 |
92.470 |
3.08 |
84.080 |
8.390 |
9.98 |
|
18.74 |
| | |
|
|
|
|
|
Ryder System |
120.190 |
Thu |
1.33 |
115.000 |
4.51 |
104.660 |
10.340 |
9.88 |
|
17.92 |
| | |
|
|
|
L |
|
Delta Air Lines |
47.870 |
Thu |
1.18 |
45.420 |
5.39 |
37.560 |
7.860 |
20.93 |
|
17.67 |
| | |
|
|
|
|
|
FedEx |
289.740 |
Thu |
0.65 |
282.570 |
2.54 |
266.430 |
16.140 |
6.06 |
|
15.01 |
| | |
|
|
|
L |
|
Old Dominion FL |
219.310 |
Thu |
2.49 |
435.030 |
-49.59 |
408.510 |
26.520 |
6.49 |
|
14.76 |
| | |
|
|
|
|
|
Norfolk Southern |
254.870 |
Thu |
1.25 |
248.030 |
2.76 |
202.880 |
45.150 |
22.25 |
|
13.33 |
| | |
|
|
|
|
|
CSX |
37.070 |
Thu |
0.62 |
36.840 |
0.62 |
31.150 |
5.690 |
18.27 |
|
13.13 |
| | |
|
|
|
|
|
Union Pacific |
245.930 |
Thu |
0.53 |
243.850 |
0.85 |
208.480 |
35.370 |
16.97 |
|
11.95 |
| | |
|
|
|
L |
|
American Airlines |
15.350 |
Thu |
0.33 |
14.920 |
2.88 |
12.910 |
2.010 |
15.57 |
|
5.63 |
| | |
|
|
|
|
|
J.B. Hunt |
199.250 |
Thu |
2.07 |
192.000 |
3.78 |
190.460 |
1.540 |
0.81 |
|
2.76 |
| | |
|
|
|
|
|
Expeditors Wash |
121.570 |
Thu |
0.27 |
120.060 |
1.26 |
115.870 |
4.190 |
3.62 |
|
1.65 |
| | |
|
|
|
L |
|
United Airlines |
47.880 |
Thu |
1.35 |
44.890 |
6.66 |
42.930 |
1.960 |
4.57 |
|
1.63 |
| | |
|
|
|
|
|
Landstar System |
192.760 |
Thu |
2.91 |
183.420 |
5.09 |
183.510 |
-0.090 |
-0.05 |
|
-0.59 |
| | |
|
|
|
L |
|
Alaska Air Group |
42.990 |
Thu |
2.33 |
39.680 |
8.34 |
37.360 |
2.320 |
6.21 |
|
-1.10 |
| | |
|
|
|
L |
|
UPS |
148.630 |
Thu |
0.88 |
156.570 |
-5.07 |
154.310 |
2.260 |
1.46 |
|
-4.15 |
| | |
|
|
|
|
|
Southwest Airlines |
29.190 |
Thu |
-0.27 |
28.510 |
2.39 |
27.500 |
1.010 |
3.67 |
|
-4.63 |
| | |
|
|
|
S |
|
C.H. Robinson |
76.140 |
Thu |
2.45 |
74.820 |
1.76 |
85.590 |
-10.770 |
-12.58 |
|
-14.77 |
| | |
|
|
|
S |
|
Avis Budget |
122.460 |
Thu |
-0.62 |
118.470 |
3.37 |
180.840 |
-62.370 |
-34.49 |
|
-32.72 |
DJTA - 20 out of 20 instruments rated - 3/25/24 / 9/25/23 - 17 did rise, Market-Ratio(26) = 85.00 % |
Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Transportation Average * 26 - 60/40 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
8/21/06 |
231 |
|
- cash - |
short |
8/21/06 |
1/15/07 |
147 |
|
|
|
JetBlue Airways |
100 |
991 |
|
10.090 |
16.620 |
3.560 |
-6.530 |
-65 |
3,529 |
-92 |
|
long |
1/15/07 |
8/13/07 |
210 |
|
|
|
United Airlines |
100 |
68 |
|
51.210 |
42.460 |
|
-8.750 |
-17 |
2,934 |
-28 |
|
short |
8/13/07 |
1/28/08 |
168 |
|
|
|
Alaska Air Group |
100 |
476 |
|
6.155 |
5.937 |
6.381 |
0.226 |
4 |
3,041 |
8 |
|
long |
1/28/08 |
9/22/08 |
238 |
|
|
|
Kirby |
100 |
70 |
|
42.980 |
41.200 |
|
-1.780 |
-4 |
2,917 |
-6 |
|
short |
9/22/08 |
7/13/09 |
294 |
|
|
|
Avis Budget |
100 |
422 |
|
6.900 |
6.280 |
7.581 |
0.681 |
10 |
3,204 |
12 |
|
long |
7/13/09 |
7/05/10 |
357 |
|
|
|
Avis Budget |
100 |
510 |
|
6.280 |
8.710 |
|
2.430 |
39 |
4,444 |
40 |
|
short |
7/05/10 |
7/12/10 |
7 |
|
|
|
Con-Way |
100 |
154 |
|
28.810 |
31.600 |
26.020 |
-2.790 |
-10 |
4,014 |
-100 |
|
long |
7/12/10 |
8/01/11 |
385 |
|
|
|
Alaska Air Group |
100 |
342 |
|
11.725 |
15.017 |
|
3.292 |
28 |
5,140 |
26 |
|
short |
8/01/11 |
1/30/12 |
182 |
|
|
|
Delta Air Lines |
100 |
658 |
|
7.800 |
10.770 |
4.830 |
-2.970 |
-38 |
3,185 |
-62 |
|
long |
1/30/12 |
7/30/12 |
182 |
|
|
|
Kansas City Southern |
100 |
46 |
|
69.210 |
73.570 |
|
4.360 |
6 |
3,386 |
13 |
|
short |
7/30/12 |
12/17/12 |
140 |
|
|
|
Ryder System |
100 |
86 |
|
39.280 |
48.820 |
29.740 |
-9.540 |
-24 |
2,566 |
-52 |
|
long |
12/17/12 |
5/25/15 |
889 |
|
|
|
Avis Budget |
100 |
134 |
|
19.130 |
54.270 |
|
35.140 |
184 |
7,274 |
53 |
|
short |
5/25/15 |
7/11/16 |
413 |
|
|
|
Kansas City Southern |
100 |
77 |
|
93.910 |
90.390 |
97.567 |
3.657 |
4 |
7,556 |
3 |
|
long |
7/11/16 |
9/19/16 |
70 |
|
|
|
Landstar System |
100 |
107 |
|
70.400 |
66.260 |
|
-4.140 |
-6 |
7,113 |
-27 |
|
short |
9/19/16 |
10/10/16 |
21 |
|
|
|
JetBlue Airways |
100 |
413 |
|
17.220 |
17.840 |
16.600 |
-0.620 |
-4 |
6,857 |
-47 |
|
long |
10/10/16 |
8/21/17 |
315 |
|
|
|
CSX |
100 |
667 |
|
10.277 |
16.233 |
|
5.957 |
58 |
10,830 |
70 |
|
short |
8/21/17 |
9/11/17 |
21 |
|
|
|
Matson |
100 |
459 |
|
23.580 |
26.000 |
21.160 |
-2.420 |
-10 |
9,719 |
-85 |
|
long |
9/11/17 |
7/16/18 |
308 |
|
|
|
CSX |
100 |
559 |
|
17.357 |
21.333 |
|
3.977 |
23 |
11,942 |
28 |
|
short |
7/16/18 |
8/06/18 |
21 |
|
|
|
American Airlines |
100 |
320 |
|
37.280 |
38.410 |
36.150 |
-1.130 |
-3 |
11,580 |
-41 |
|
long |
8/06/18 |
10/29/18 |
84 |
|
|
|
CSX |
100 |
481 |
|
24.050 |
21.897 |
|
-2.153 |
-9 |
10,545 |
-33 |
|
short |
10/29/18 |
4/22/19 |
175 |
|
|
|
Avis Budget |
100 |
380 |
|
27.710 |
35.800 |
19.620 |
-8.090 |
-29 |
7,471 |
-51 |
|
long |
4/22/19 |
5/27/19 |
35 |
|
|
|
Norfolk Southern |
100 |
37 |
|
201.490 |
199.280 |
|
-2.210 |
-1 |
7,389 |
-11 |
|
short |
5/27/19 |
6/17/19 |
21 |
|
|
|
FedEx |
100 |
46 |
|
159.930 |
163.720 |
156.140 |
-3.790 |
-2 |
7,214 |
-34 |
|
long |
6/17/19 |
8/12/19 |
56 |
|
|
|
Norfolk Southern |
100 |
37 |
|
190.770 |
179.930 |
|
-10.840 |
-6 |
6,813 |
-32 |
|
short |
8/12/19 |
9/16/19 |
35 |
|
|
|
Ryder System |
100 |
141 |
|
48.230 |
53.590 |
42.870 |
-5.360 |
-11 |
6,058 |
-71 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
9/16/19 |
3/02/20 |
168 |
|
|
|
Kansas City Southern |
100 |
45 |
|
132.750 |
155.060 |
|
22.310 |
17 |
7,062 |
40 |
|
short |
3/02/20 |
8/31/20 |
182 |
|
|
|
American Airlines |
100 |
374 |
|
18.860 |
13.050 |
27.257 |
8.397 |
45 |
10,202 |
109 |
|
long |
8/31/20 |
9/13/21 |
378 |
|
|
|
FedEx |
100 |
46 |
|
219.840 |
261.860 |
|
42.020 |
19 |
12,135 |
18 |
|
short |
9/13/21 |
1/17/22 |
126 |
|
|
|
C.H. Robinson |
100 |
136 |
|
89.130 |
108.290 |
69.970 |
-19.160 |
-21 |
9,529 |
-50 |
|
long |
1/17/22 |
4/18/22 |
91 |
|
|
|
Avis Budget |
100 |
48 |
|
195.310 |
266.480 |
|
71.170 |
36 |
12,945 |
248 |
|
short |
4/18/22 |
12/12/22 |
238 |
|
|
|
FedEx |
100 |
63 |
|
203.260 |
177.370 |
232.929 |
29.669 |
15 |
14,814 |
23 |
|
long |
12/12/22 |
5/15/23 |
154 |
|
|
|
Landstar System |
100 |
86 |
|
171.960 |
177.570 |
|
5.610 |
3 |
15,297 |
8 |
|
short |
5/15/23 |
6/12/23 |
28 |
|
|
|
Southwest Airlines |
100 |
526 |
|
29.050 |
31.460 |
26.640 |
-2.410 |
-8 |
14,029 |
-68 |
|
long |
6/12/23 |
10/23/23 |
133 |
|
|
|
United Airlines |
100 |
273 |
|
51.310 |
35.380 |
|
-15.930 |
-31 |
9,680 |
-64 |
|
short |
10/23/23 |
12/04/23 |
42 |
|
|
|
JetBlue Airways |
100 |
2,170 |
|
4.460 |
4.840 |
4.080 |
-0.380 |
-9 |
8,856 |
-54 |
|
long |
12/04/23 |
12/18/23 |
14 |
|
|
|
Matson |
100 |
89 |
|
99.470 |
99.850 |
|
0.380 |
0 |
8,890 |
10 |
|
short |
12/18/23 |
2/26/24 |
70 |
|
|
|
Alaska Air Group |
100 |
248 |
|
35.750 |
37.710 |
33.790 |
-1.960 |
-5 |
8,403 |
-25 |
|
long |
2/26/24 |
3/28/24 |
31 |
|
|
|
Matson |
100 |
74 |
|
113.510 |
112.400 |
|
-1.110 |
-1 |
8,321 |
-11 |
|
accum | 8/21/06 |
3/28/24 | 6430 |
days out of 6661 invested (97%) |
-17 |
8,321 |
-1 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Avis Budget | short | 9/22/08 | 7/13/09 | 294 | 6.90 | 6.28 | 7.58 | 0.68 | 9.87 | | | |
| long | 7/13/09 | 7/05/10 | 357 | 6.28 | 8.71 | | 2.43 | 38.69 | | | |
| long | 12/17/12 | 5/25/15 | 889 | 19.13 | 54.27 | | 35.14 | 183.69 | | | |
| short | 10/29/18 | 4/22/19 | 175 | 27.71 | 35.80 | 19.62 | -8.09 | -29.20 | | | |
| long | 1/17/22 | 4/18/22 | 91 | 195.31 | 266.48 | | 71.17 | 36.44 | | | 317.63 |
CSX | long | 10/10/16 | 8/21/17 | 315 | 10.28 | 16.23 | | 5.96 | 57.96 | | | |
| long | 9/11/17 | 7/16/18 | 308 | 17.36 | 21.33 | | 3.98 | 22.91 | | | |
| long | 8/06/18 | 10/29/18 | 84 | 24.05 | 21.90 | | -2.15 | -8.95 | | | 76.77 |
American Airlines | short | 7/16/18 | 8/06/18 | 21 | 37.28 | 38.41 | 36.15 | -1.13 | -3.03 | | | |
| short | 3/02/20 | 8/31/20 | 182 | 18.86 | 13.05 | 27.26 | 8.40 | 44.52 | | | 40.14 |
FedEx | short | 5/27/19 | 6/17/19 | 21 | 159.93 | 163.72 | 156.14 | -3.79 | -2.37 | | | |
| long | 8/31/20 | 9/13/21 | 378 | 219.84 | 261.86 | | 42.02 | 19.11 | | | |
| short | 4/18/22 | 12/12/22 | 238 | 203.26 | 177.37 | 232.93 | 29.67 | 14.60 | | | 33.27 |
Kansas City Southern | long | 1/30/12 | 7/30/12 | 182 | 69.21 | 73.57 | | 4.36 | 6.30 | | | |
| short | 5/25/15 | 7/11/16 | 413 | 93.91 | 90.39 | 97.57 | 3.66 | 3.89 | | | |
| long | 9/16/19 | 3/02/20 | 168 | 132.75 | 155.06 | | 22.31 | 16.81 | | | 29.00 |
Alaska Air Group | short | 8/13/07 | 1/28/08 | 168 | 6.16 | 5.94 | 6.38 | 0.23 | 3.67 | | | |
| long | 7/12/10 | 8/01/11 | 385 | 11.73 | 15.02 | | 3.29 | 28.08 | | | |
| short | 12/18/23 | 2/26/24 | 70 | 35.75 | 37.71 | 33.79 | -1.96 | -5.48 | | | 25.50 |
Landstar System | long | 7/11/16 | 9/19/16 | 70 | 70.40 | 66.26 | | -4.14 | -5.88 | | | |
| long | 12/12/22 | 5/15/23 | 154 | 171.96 | 177.57 | | 5.61 | 3.26 | | | -2.81 |
Kirby | long | 1/28/08 | 9/22/08 | 238 | 42.98 | 41.20 | | -1.78 | -4.14 | | | -4.14 |
Norfolk Southern | long | 4/22/19 | 5/27/19 | 35 | 201.49 | 199.28 | | -2.21 | -1.10 | | | |
| long | 6/17/19 | 8/12/19 | 56 | 190.77 | 179.93 | | -10.84 | -5.68 | | | -6.72 |
Southwest Airlines | short | 5/15/23 | 6/12/23 | 28 | 29.05 | 31.46 | 26.64 | -2.41 | -8.30 | | | -8.30 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Con-Way | short | 7/05/10 | 7/12/10 | 7 | 28.81 | 31.60 | 26.02 | -2.79 | -9.68 | | | -9.68 |
Matson | short | 8/21/17 | 9/11/17 | 21 | 23.58 | 26.00 | 21.16 | -2.42 | -10.26 | | | |
| long | 12/04/23 | 12/18/23 | 14 | 99.47 | 99.85 | | 0.38 | 0.38 | | | |
| long | 2/26/24 | 3/28/24 | 31 | 113.51 | 112.40 | | -1.11 | -0.98 | | | -10.80 |
C.H. Robinson | short | 9/13/21 | 1/17/22 | 126 | 89.13 | 108.29 | 69.97 | -19.16 | -21.50 | | | -21.50 |
Ryder System | short | 7/30/12 | 12/17/12 | 140 | 39.28 | 48.82 | 29.74 | -9.54 | -24.29 | | | |
| short | 8/12/19 | 9/16/19 | 35 | 48.23 | 53.59 | 42.87 | -5.36 | -11.11 | | | -32.70 |
Delta Air Lines | short | 8/01/11 | 1/30/12 | 182 | 7.80 | 10.77 | 4.83 | -2.97 | -38.08 | | | -38.08 |
United Airlines | long | 1/15/07 | 8/13/07 | 210 | 51.21 | 42.46 | | -8.75 | -17.09 | | | |
| long | 6/12/23 | 10/23/23 | 133 | 51.31 | 35.38 | | -15.93 | -31.05 | | | -42.83 |
JetBlue Airways | short | 8/21/06 | 1/15/07 | 147 | 10.09 | 16.62 | 3.56 | -6.53 | -64.72 | | | |
| short | 9/19/16 | 10/10/16 | 21 | 17.22 | 17.84 | 16.60 | -0.62 | -3.60 | | | |
| short | 10/23/23 | 12/04/23 | 42 | 4.46 | 4.84 | 4.08 | -0.38 | -8.52 | | | -68.89 |
Annotations
3/14/24 | DJTA | | | Component update: Uber Technologies replaces JetBlue Airways |
1/02/22 | DJTA | | | Old Dominion Freight Line replaces Kansas City Southern (acquired by CP) |
6/29/21 | CSX | | | stock split 1:3 (three for one) |
10/15/15 | DJTA | | | American Airlines replaces Con-Way |
|