| |
| |
Assessment - Dow Jones Transportation Average - 16/05/22 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/22 |
⇓ Δwk |
20/12/21 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
DJTA |
13,491.000 |
Fri |
0.39 |
14,334.800 |
-5.89 |
15,585.300 |
-1,250.500 |
-8.02 |
|
-6.18 |
| |  |
 |
 |
 |
|
 |
Avis Budget |
174.680 |
Fri |
-2.80 |
207.470 |
-15.80 |
212.840 |
-5.370 |
-2.52 |
|
54.15 |
| |  |
 |
 |
 |
L |
 |
C.H. Robinson |
101.920 |
Fri |
0.72 |
106.860 |
-4.62 |
100.750 |
6.110 |
6.06 |
|
10.15 |
| |  |
 |
 |
 |
|
 |
Matson |
84.690 |
Fri |
0.11 |
87.700 |
-3.43 |
78.990 |
8.710 |
11.03 |
|
8.07 |
| |  |
 |
 |
 |
|
 |
Ryder System |
79.400 |
Fri |
0.11 |
83.190 |
-4.56 |
75.790 |
7.400 |
9.76 |
|
6.87 |
| |  |
 |
 |
 |
|
 |
Kirby |
62.900 |
Fri |
-0.47 |
64.100 |
-1.87 |
56.940 |
7.160 |
12.57 |
|
6.56 |
| |  |
 |
 |
 |
S |
 |
CSX |
30.940 |
Fri |
|
33.260 |
-6.98 |
35.310 |
-2.050 |
-5.81 |
|
-1.95 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
213.580 |
Fri |
-1.35 |
227.890 |
-6.28 |
240.640 |
-12.750 |
-5.30 |
|
-2.00 |
| |  |
 |
 |
 |
S |
 |
J.B. Hunt |
164.380 |
Fri |
2.34 |
173.480 |
-5.25 |
190.770 |
-17.290 |
-9.06 |
|
-4.49 |
| |  |
 |
 |
 |
|
 |
Expeditors Wash |
105.440 |
Fri |
1.69 |
111.250 |
-5.22 |
127.030 |
-15.780 |
-12.42 |
|
-5.57 |
| |  |
 |
 |
 |
L |
 |
Delta Air Lines |
38.640 |
Fri |
-1.53 |
38.170 |
1.23 |
36.370 |
1.800 |
4.95 |
|
-5.63 |
| |  |
 |
 |
 |
|
 |
Landstar System |
145.650 |
Fri |
2.27 |
152.100 |
-4.24 |
167.780 |
-15.680 |
-9.35 |
|
-5.85 |
| |  |
 |
 |
 |
L |
 |
United Airlines |
43.550 |
Fri |
-1.49 |
43.540 |
0.02 |
41.100 |
2.440 |
5.94 |
|
-6.15 |
| |  |
 |
 |
 |
S |
 |
Norfolk Southern |
228.860 |
Fri |
0.36 |
247.100 |
-7.38 |
281.450 |
-34.350 |
-12.20 |
|
-8.11 |
| |  |
 |
 |
 |
L |
 |
Southwest Airlines |
42.650 |
Fri |
-2.11 |
43.180 |
-1.23 |
39.360 |
3.820 |
9.71 |
|
-9.66 |
| |  |
 |
 |
 |
S |
 |
Old Dominion FL |
243.180 |
Fri |
1.98 |
262.480 |
-7.35 |
333.850 |
-71.370 |
-21.38 |
|
-10.64 |
| |  |
 |
 |
 |
S |
 |
UPS |
171.040 |
Fri |
2.18 |
179.770 |
-4.86 |
202.430 |
-22.660 |
-11.19 |
|
-11.12 |
| |  |
 |
 |
 |
L |
 |
American Airlines |
16.260 |
Fri |
-2.93 |
16.550 |
-1.75 |
17.300 |
-0.750 |
-4.34 |
|
-12.85 |
| |  |
 |
 |
 |
|
 |
FedEx |
200.900 |
Fri |
0.93 |
209.720 |
-4.21 |
245.550 |
-35.830 |
-14.59 |
|
-15.18 |
| |  |
 |
 |
 |
S |
 |
Alaska Air Group |
46.100 |
Fri |
-1.41 |
45.600 |
1.10 |
49.340 |
-3.740 |
-7.58 |
|
-18.86 |
| |  |
 |
 |
 |
S |
 |
JetBlue Airways |
10.190 |
Fri |
-0.59 |
9.450 |
7.83 |
13.650 |
-4.200 |
-30.77 |
|
-36.19 |
DJTA - 20 out of 20 instruments rated - 16/05/22 / 20/12/21 - 7 did rise, Market-Ratio(21) = 35.00 % |
Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Transportation Average * A21 - 24/21 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
2/01/06 |
7/08/06 |
217 |
|
- cash - |
short |
7/08/06 |
14/08/06 |
7 |
 |
 |
 |
JetBlue Airways |
100 |
925 |
|
10.800 |
10.060 |
11.594 |
0.794 |
7 |
10,735 |
3,948 |
|
long |
14/08/06 |
21/08/06 |
7 |
 |
 |
 |
C.H. Robinson |
100 |
237 |
|
45.110 |
47.980 |
|
2.870 |
6 |
11,415 |
2,393 |
|
short |
21/08/06 |
11/09/06 |
21 |
 |
 |
 |
JetBlue Airways |
100 |
1,131 |
|
10.090 |
9.710 |
10.485 |
0.395 |
4 |
11,862 |
95 |
|
long |
11/09/06 |
25/09/06 |
14 |
 |
 |
 |
United Airlines |
100 |
472 |
|
25.110 |
28.450 |
|
3.340 |
13 |
13,438 |
2,494 |
|
short |
25/09/06 |
2/10/06 |
7 |
 |
 |
 |
JetBlue Airways |
100 |
1,379 |
|
9.740 |
9.270 |
10.234 |
0.494 |
5 |
14,119 |
1,218 |
|
long |
2/10/06 |
5/11/07 |
399 |
 |
 |
 |
United Airlines |
100 |
506 |
|
27.900 |
45.330 |
|
17.430 |
62 |
22,939 |
56 |
|
short |
5/11/07 |
17/12/07 |
42 |
 |
 |
 |
JetBlue Airways |
100 |
2,682 |
|
8.550 |
6.890 |
10.610 |
2.060 |
24 |
28,463 |
553 |
|
long |
17/12/07 |
31/12/07 |
14 |
 |
 |
 |
Kirby |
100 |
595 |
|
47.770 |
46.480 |
|
-1.290 |
-3 |
27,696 |
-51 |
|
short |
31/12/07 |
21/01/08 |
21 |
 |
 |
 |
JetBlue Airways |
100 |
4,694 |
|
5.900 |
4.700 |
7.406 |
1.506 |
26 |
34,767 |
5,105 |
|
long |
21/01/08 |
22/09/08 |
245 |
 |
 |
 |
CSX |
100 |
7,211 |
|
4.821 |
6.254 |
|
1.433 |
30 |
45,102 |
47 |
|
short |
22/09/08 |
1/12/08 |
70 |
 |
 |
 |
Avis Budget |
100 |
6,536 |
|
6.900 |
0.630 |
75.571 |
68.671 |
995 |
493,939 |
> 999,999 |
|
long |
1/12/08 |
26/01/09 |
56 |
 |
 |
 |
Alaska Air Group |
100 |
93,336 |
|
5.292 |
6.532 |
|
1.240 |
23 |
609,675 |
294 |
|
short |
26/01/09 |
6/04/09 |
70 |
 |
 |
 |
Avis Budget |
100 |
771,740 |
|
0.790 |
0.800 |
0.780 |
-0.010 |
-1 |
601,958 |
-6 |
|
long |
6/04/09 |
1/08/11 |
847 |
 |
 |
 |
Alaska Air Group |
100 |
119,436 |
|
5.040 |
15.017 |
|
9.977 |
198 |
1,793,571 |
60 |
|
short |
1/08/11 |
24/10/11 |
84 |
 |
 |
 |
Delta Air Lines |
100 |
229,944 |
|
7.800 |
8.900 |
6.700 |
-1.100 |
-14 |
1,540,632 |
-48 |
|
long |
24/10/11 |
21/11/11 |
28 |
 |
 |
 |
Kansas City Southern |
100 |
25,063 |
|
61.470 |
66.030 |
|
4.560 |
7 |
1,654,920 |
154 |
|
short |
21/11/11 |
5/12/11 |
14 |
 |
 |
 |
JetBlue Airways |
100 |
460,980 |
|
3.590 |
4.700 |
2.480 |
-1.110 |
-31 |
1,143,232 |
-100 |
|
long |
5/12/11 |
25/06/12 |
203 |
 |
 |
 |
Kirby |
100 |
17,776 |
|
64.310 |
45.450 |
|
-18.860 |
-29 |
807,977 |
-46 |
|
short |
25/06/12 |
2/07/12 |
7 |
 |
 |
 |
Ryder System |
100 |
23,528 |
|
34.340 |
35.310 |
33.370 |
-0.970 |
-3 |
785,154 |
-78 |
|
long |
2/07/12 |
17/09/12 |
77 |
 |
 |
 |
Delta Air Lines |
100 |
70,607 |
|
11.120 |
9.230 |
|
-1.890 |
-17 |
651,707 |
-59 |
|
short |
17/09/12 |
24/09/12 |
7 |
 |
 |
 |
Expeditors Wash |
100 |
16,936 |
|
38.480 |
36.860 |
40.171 |
1.691 |
4 |
680,349 |
842 |
|
long |
24/09/12 |
20/07/15 |
1029 |
 |
 |
 |
Avis Budget |
100 |
42,205 |
|
16.120 |
42.130 |
|
26.010 |
161 |
1,778,101 |
41 |
|
short |
20/07/15 |
3/08/15 |
14 |
 |
 |
 |
Avis Budget |
100 |
42,205 |
|
42.130 |
43.280 |
40.980 |
-1.150 |
-3 |
1,729,566 |
-51 |
|
long |
3/08/15 |
24/08/15 |
21 |
 |
 |
 |
JetBlue Airways |
100 |
73,317 |
|
23.590 |
21.220 |
|
-2.370 |
-10 |
1,555,804 |
-84 |
|
short |
24/08/15 |
31/08/15 |
7 |
 |
 |
 |
Norfolk Southern |
100 |
20,816 |
|
74.740 |
77.910 |
71.570 |
-3.170 |
-4 |
1,489,818 |
-90 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
31/08/15 |
4/01/16 |
126 |
 |
 |
 |
JetBlue Airways |
100 |
66,748 |
|
22.320 |
21.880 |
|
-0.440 |
-2 |
1,460,448 |
-6 |
|
short |
4/01/16 |
22/02/16 |
49 |
 |
 |
 |
Ryder System |
100 |
25,666 |
|
56.900 |
58.520 |
55.280 |
-1.620 |
-3 |
1,418,870 |
-19 |
|
long |
22/02/16 |
7/03/16 |
14 |
 |
 |
 |
Delta Air Lines |
100 |
29,063 |
|
48.820 |
48.390 |
|
-0.430 |
-1 |
1,406,372 |
-21 |
|
short |
7/03/16 |
14/03/16 |
7 |
 |
 |
 |
Avis Budget |
100 |
49,959 |
|
28.150 |
27.010 |
29.338 |
1.188 |
4 |
1,465,729 |
763 |
|
long |
14/03/16 |
29/10/18 |
959 |
 |
 |
 |
Alaska Air Group |
100 |
18,369 |
|
79.790 |
61.000 |
|
-18.790 |
-24 |
1,120,575 |
-10 |
|
short |
29/10/18 |
5/11/18 |
7 |
 |
 |
 |
Avis Budget |
100 |
40,439 |
|
27.710 |
31.050 |
24.370 |
-3.340 |
-12 |
985,509 |
-100 |
|
long |
5/11/18 |
17/12/18 |
42 |
 |
 |
 |
United Airlines |
100 |
11,014 |
|
89.470 |
86.210 |
|
-3.260 |
-4 |
949,603 |
-28 |
|
short |
17/12/18 |
11/03/19 |
84 |
 |
 |
 |
Avis Budget |
100 |
37,667 |
|
25.210 |
36.480 |
13.940 |
-11.270 |
-45 |
525,096 |
-92 |
|
long |
11/03/19 |
9/03/20 |
364 |
 |
 |
 |
Union Pacific |
100 |
3,137 |
|
167.370 |
135.840 |
|
-31.530 |
-19 |
426,187 |
-19 |
|
short |
9/03/20 |
8/06/20 |
91 |
 |
 |
 |
American Airlines |
100 |
28,894 |
|
14.750 |
20.310 |
9.190 |
-5.560 |
-38 |
265,536 |
-85 |
|
long |
8/06/20 |
15/06/20 |
7 |
 |
 |
 |
Avis Budget |
100 |
8,226 |
|
32.280 |
26.350 |
|
-5.930 |
-18 |
216,756 |
-100 |
|
short |
15/06/20 |
6/07/20 |
21 |
 |
 |
 |
United Airlines |
100 |
5,557 |
|
39.000 |
35.210 |
43.198 |
4.198 |
11 |
240,084 |
491 |
|
long |
6/07/20 |
4/10/21 |
455 |
 |
 |
 |
J.B. Hunt |
100 |
1,986 |
|
120.840 |
165.480 |
|
44.640 |
37 |
328,739 |
29 |
|
short |
4/10/21 |
18/10/21 |
14 |
 |
 |
 |
FedEx |
100 |
1,508 |
|
217.870 |
227.980 |
207.760 |
-10.110 |
-5 |
313,493 |
-71 |
|
long |
18/10/21 |
11/04/22 |
175 |
 |
 |
 |
Avis Budget |
100 |
1,980 |
|
158.320 |
256.570 |
|
98.250 |
62 |
508,028 |
174 |
|
short |
11/04/22 |
18/04/22 |
7 |
 |
 |
 |
JetBlue Airways |
100 |
42,230 |
|
12.030 |
12.660 |
11.400 |
-0.630 |
-5 |
481,423 |
-94 |
|
long |
18/04/22 |
20/05/22 |
32 |
 |
 |
 |
Avis Budget |
100 |
1,806 |
|
266.480 |
174.680 |
|
-91.800 |
-34 |
315,633 |
-99 |
|
accum | 7/08/06 |
20/05/22 | 5766 |
days out of 5983 invested (96%) |
3,056 |
315,633 |
24 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Avis Budget | short | 22/09/08 | 1/12/08 | 70 | 6.90 | 0.63 | 75.57 | 68.67 | 995.24 | | | |
| short | 26/01/09 | 6/04/09 | 70 | 0.79 | 0.80 | 0.78 | -0.01 | -1.27 | | | |
| long | 24/09/12 | 20/07/15 | 1029 | 16.12 | 42.13 | | 26.01 | 161.35 | | | |
| short | 20/07/15 | 3/08/15 | 14 | 42.13 | 43.28 | 40.98 | -1.15 | -2.73 | | | |
| short | 7/03/16 | 14/03/16 | 7 | 28.15 | 27.01 | 29.34 | 1.19 | 4.22 | | | |
| short | 29/10/18 | 5/11/18 | 7 | 27.71 | 31.05 | 24.37 | -3.34 | -12.05 | | | |
| short | 17/12/18 | 11/03/19 | 84 | 25.21 | 36.48 | 13.94 | -11.27 | -44.70 | | | |
| long | 8/06/20 | 15/06/20 | 7 | 32.28 | 26.35 | | -5.93 | -18.37 | | | |
| long | 18/10/21 | 11/04/22 | 175 | 158.32 | 256.57 | | 98.25 | 62.06 | | | |
| long | 18/04/22 | 20/05/22 | 32 | 266.48 | 174.68 | | -91.80 | -34.45 | | | 1,108.21 |
Alaska Air Group | long | 1/12/08 | 26/01/09 | 56 | 5.29 | 6.53 | | 1.24 | 23.43 | | | |
| long | 6/04/09 | 1/08/11 | 847 | 5.04 | 15.02 | | 9.98 | 197.96 | | | |
| long | 14/03/16 | 29/10/18 | 959 | 79.79 | 61.00 | | -18.79 | -23.55 | | | 181.16 |
United Airlines | long | 11/09/06 | 25/09/06 | 14 | 25.11 | 28.45 | | 3.34 | 13.30 | | | |
| long | 2/10/06 | 5/11/07 | 399 | 27.90 | 45.33 | | 17.43 | 62.47 | | | |
| long | 5/11/18 | 17/12/18 | 42 | 89.47 | 86.21 | | -3.26 | -3.64 | | | |
| short | 15/06/20 | 6/07/20 | 21 | 39.00 | 35.21 | 43.20 | 4.20 | 10.76 | | | 96.47 |
J.B. Hunt | long | 6/07/20 | 4/10/21 | 455 | 120.84 | 165.48 | | 44.64 | 36.94 | | | 36.94 |
CSX | long | 21/01/08 | 22/09/08 | 245 | 4.82 | 6.25 | | 1.43 | 29.73 | | | 29.73 |
Kansas City Southern | long | 24/10/11 | 21/11/11 | 28 | 61.47 | 66.03 | | 4.56 | 7.42 | | | 7.42 |
C.H. Robinson | long | 14/08/06 | 21/08/06 | 7 | 45.11 | 47.98 | | 2.87 | 6.36 | | | 6.36 |
JetBlue Airways | short | 7/08/06 | 14/08/06 | 7 | 10.80 | 10.06 | 11.59 | 0.79 | 7.36 | | | |
| short | 21/08/06 | 11/09/06 | 21 | 10.09 | 9.71 | 10.48 | 0.39 | 3.91 | | | |
| short | 25/09/06 | 2/10/06 | 7 | 9.74 | 9.27 | 10.23 | 0.49 | 5.07 | | | |
| short | 5/11/07 | 17/12/07 | 42 | 8.55 | 6.89 | 10.61 | 2.06 | 24.09 | | | |
| short | 31/12/07 | 21/01/08 | 21 | 5.90 | 4.70 | 7.41 | 1.51 | 25.53 | | | |
| short | 21/11/11 | 5/12/11 | 14 | 3.59 | 4.70 | 2.48 | -1.11 | -30.92 | | | |
| long | 3/08/15 | 24/08/15 | 21 | 23.59 | 21.22 | | -2.37 | -10.05 | | | |
| long | 31/08/15 | 4/01/16 | 126 | 22.32 | 21.88 | | -0.44 | -1.97 | | | |
| short | 11/04/22 | 18/04/22 | 7 | 12.03 | 12.66 | 11.40 | -0.63 | -5.24 | | | 5.40 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Expeditors Wash | short | 17/09/12 | 24/09/12 | 7 | 38.48 | 36.86 | 40.17 | 1.69 | 4.40 | | | 4.40 |
Norfolk Southern | short | 24/08/15 | 31/08/15 | 7 | 74.74 | 77.91 | 71.57 | -3.17 | -4.24 | | | -4.24 |
FedEx | short | 4/10/21 | 18/10/21 | 14 | 217.87 | 227.98 | 207.76 | -10.11 | -4.64 | | | -4.64 |
Ryder System | short | 25/06/12 | 2/07/12 | 7 | 34.34 | 35.31 | 33.37 | -0.97 | -2.82 | | | |
| short | 4/01/16 | 22/02/16 | 49 | 56.90 | 58.52 | 55.28 | -1.62 | -2.85 | | | -5.59 |
Union Pacific | long | 11/03/19 | 9/03/20 | 364 | 167.37 | 135.84 | | -31.53 | -18.84 | | | -18.84 |
Delta Air Lines | short | 1/08/11 | 24/10/11 | 84 | 7.80 | 8.90 | 6.70 | -1.10 | -14.10 | | | |
| long | 2/07/12 | 17/09/12 | 77 | 11.12 | 9.23 | | -1.89 | -17.00 | | | |
| long | 22/02/16 | 7/03/16 | 14 | 48.82 | 48.39 | | -0.43 | -0.88 | | | -29.33 |
Kirby | long | 17/12/07 | 31/12/07 | 14 | 47.77 | 46.48 | | -1.29 | -2.70 | | | |
| long | 5/12/11 | 25/06/12 | 203 | 64.31 | 45.45 | | -18.86 | -29.33 | | | -31.24 |
American Airlines | short | 9/03/20 | 8/06/20 | 91 | 14.75 | 20.31 | 9.19 | -5.56 | -37.69 | | | -37.69 |
Annotations
2/01/22 | DJTA | | | Old Dominion Freight Line replaces Kansas City Southern (acquired by CP) |
29/06/21 | CSX | | | stock split 1:3 (three for one) |
15/10/15 | DJTA | | | American Airlines replaces Con-Way |
|
|