| | |
| | |
Assessment - Dow Jones Utility Average - 1/20/20 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/20/20 |
⇓ Δwk |
4/22/19 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
|
|
 |
DJUA |
927.760 |
15:25 |
-0.45 |
870.030 |
6.64 |
770.940 |
99.090 |
12.85 |
|
7.40 |
| | |
|
|
|
L |
|
AES |
20.095 |
15:25 |
-1.40 |
20.030 |
0.32 |
17.690 |
2.340 |
13.23 |
|
17.49 |
| | |
|
|
|
|
|
NextEra Energy |
264.610 |
15:28 |
0.34 |
241.520 |
9.56 |
190.380 |
51.140 |
26.86 |
|
15.96 |
| | |
|
|
|
|
|
Edison International |
76.540 |
15:26 |
-0.49 |
75.130 |
1.88 |
63.020 |
12.110 |
19.22 |
|
13.27 |
| | |
|
|
|
|
|
Southern |
69.370 |
15:28 |
-0.10 |
62.810 |
10.44 |
51.930 |
10.880 |
20.95 |
|
12.52 |
| | |
|
|
|
|
|
FirstEnergy |
50.065 |
15:25 |
-0.80 |
47.550 |
5.29 |
40.590 |
6.960 |
17.15 |
|
8.31 |
| | |
|
|
|
|
|
American Water |
135.035 |
15:25 |
-0.55 |
120.750 |
11.83 |
104.930 |
15.820 |
15.08 |
|
6.98 |
| | |
|
|
|
|
|
AEP |
101.630 |
15:25 |
-0.52 |
93.670 |
8.50 |
82.930 |
10.740 |
12.95 |
|
6.79 |
| | |
|
|
|
|
|
Dominion Resources |
83.410 |
15:26 |
-0.70 |
82.390 |
1.24 |
74.700 |
7.690 |
10.29 |
|
6.41 |
| | |
|
|
|
|
|
Consolidated Edison |
93.450 |
15:25 |
-0.17 |
88.340 |
5.78 |
83.860 |
4.480 |
5.34 |
|
2.29 |
| | |
|
|
|
|
|
Duke Energy |
95.770 |
15:27 |
-0.53 |
90.840 |
5.43 |
88.730 |
2.110 |
2.38 |
|
1.15 |
| | |
|
|
|
|
|
PSEG |
61.090 |
15:25 |
-0.92 |
58.130 |
5.09 |
58.440 |
-0.310 |
-0.53 |
|
-1.68 |
| | |
|
|
|
|
|
NiSource |
28.955 |
15:25 |
-0.43 |
27.390 |
5.71 |
27.310 |
0.080 |
0.29 |
|
-1.90 |
| | |
|
|
|
|
|
Exelon |
47.430 |
15:29 |
-0.63 |
45.635 |
3.93 |
49.480 |
-3.845 |
-7.77 |
|
-3.49 |
| | |
|
|
|
|
|
CenterPoint Energy |
26.210 |
15:25 |
-0.94 |
26.750 |
-2.02 |
30.480 |
-3.730 |
-12.24 |
|
-7.11 |
| | |
|
|
|
L |
|
PG & E |
14.175 |
15:26 |
3.24 |
10.380 |
36.56 |
21.400 |
-11.020 |
-51.50 |
|
-15.37 |
| DJUA - 15 out of 15 instruments rated - 1/20/20 / 4/22/19 - 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 |
1/27/20 |
1512 |
|
|
|
NiSource |
50 |
1,000 |
|
19.140 |
28.955 |
|
9.815 |
51 |
48,097 |
11 |
|
| |
|
|
|
|
|
|
American Water |
50 |
327 |
|
58.400 |
135.035 |
|
76.635 |
131 |
73,157 |
22 |
|
| 100 |
91 |
17 | |
| accum | 4/10/06 |
1/27/20 | 5040 |
days out of 5138 invested (98%) |
632 |
73,157 |
16 |
|
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 | 1/27/20 | 1512 | 58.40 | 135.04 | | 76.64 | 131.22 | 50 | 65.61 | 65.61 |
| 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 |
| 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 | 1/27/20 | 1512 | 19.14 | 28.96 | | 9.82 | 51.28 | | 25.64 | 26.98 |
| 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 |
| 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 |
|
