| |
| |
Assessment - Dow Jones Utility Average in Pound sterling - 8/15/22 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
11/15/21 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
DJUA |
873.664 |
Fri |
-0.11 |
869.163 |
0.52 |
684.376 |
184.787 |
27.00 |
|
19.30 |
| |  |
 |
 |
 |
|
 |
Consolidated Edison |
83.184 |
Fri |
-0.38 |
82.969 |
0.26 |
58.621 |
24.348 |
41.53 |
|
28.02 |
| |  |
 |
 |
 |
|
 |
CenterPoint Energy |
27.011 |
Fri |
0.18 |
27.044 |
-0.12 |
20.056 |
6.988 |
34.84 |
|
26.09 |
| |  |
 |
 |
 |
|
 |
Southern |
66.315 |
Fri |
0.55 |
64.834 |
2.28 |
46.289 |
18.545 |
40.06 |
|
24.92 |
| |  |
 |
 |
 |
|
 |
AEP |
86.815 |
Fri |
0.55 |
86.501 |
0.36 |
61.680 |
24.822 |
40.24 |
|
24.75 |
| |  |
 |
 |
 |
|
 |
NiSource |
26.093 |
Fri |
-0.54 |
25.944 |
0.57 |
19.007 |
6.937 |
36.50 |
|
23.30 |
| |  |
 |
 |
 |
L |
 |
NextEra Energy |
74.216 |
Fri |
-0.59 |
75.283 |
-1.42 |
64.999 |
10.284 |
15.82 |
|
21.66 |
| |  |
 |
 |
 |
|
 |
Edison International |
59.184 |
Fri |
-0.35 |
59.068 |
0.20 |
48.061 |
11.008 |
22.90 |
|
21.75 |
| |  |
 |
 |
 |
|
 |
PG & E |
10.035 |
Fri |
-0.57 |
10.250 |
-2.10 |
9.213 |
1.037 |
11.25 |
|
20.42 |
| |  |
 |
 |
 |
L |
 |
AES |
21.162 |
Fri |
-1.69 |
20.831 |
1.59 |
18.627 |
2.204 |
11.83 |
|
19.87 |
| |  |
 |
 |
 |
|
 |
Dominion Resources |
70.832 |
Fri |
-0.04 |
70.030 |
1.15 |
56.470 |
13.560 |
24.01 |
|
16.46 |
| |  |
 |
 |
 |
|
 |
PSEG |
57.414 |
Fri |
0.01 |
56.942 |
0.83 |
47.138 |
9.804 |
20.80 |
|
14.87 |
| |  |
 |
 |
 |
|
 |
Duke Energy |
93.682 |
Fri |
0.59 |
91.812 |
2.04 |
74.867 |
16.945 |
22.63 |
|
14.71 |
| |  |
 |
 |
 |
|
 |
FirstEnergy |
34.142 |
Fri |
0.19 |
34.092 |
0.15 |
29.359 |
4.734 |
16.12 |
|
11.16 |
| |  |
 |
 |
 |
L |
 |
American Water |
130.554 |
Fri |
-0.59 |
131.737 |
-0.90 |
128.509 |
3.228 |
2.51 |
|
6.19 |
| |  |
 |
 |
 |
|
 |
Exelon |
38.171 |
Fri |
-0.37 |
38.634 |
-1.20 |
40.760 |
-2.126 |
-5.22 |
|
4.40 |
DJUA - 15 out of 15 instruments rated - 8/15/22 / 11/15/21 - 14 did rise, Market-Ratio(39) in GBP = 93.33 % |
Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Utility Average in Pound sterling * 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 |
870 |
|
5.743 |
5.505 |
5.990 |
0.248 |
4 |
10,215 |
804 |
|
|
|
|
|
 |
 |
 |
NiSource |
50 |
1,097 |
|
4.558 |
4.514 |
4.603 |
0.045 |
1 |
10,265 |
67 |
|
100 |
3 |
291 | |
long |
4/17/06 |
1/21/08 |
644 |
 |
 |
 |
FirstEnergy |
50 |
185 |
|
27.661 |
35.110 |
|
7.448 |
27 |
11,643 |
14 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
174 |
|
29.500 |
37.395 |
|
7.896 |
27 |
13,017 |
14 |
|
100 |
27 |
14 | |
short |
1/21/08 |
3/17/08 |
56 |
 |
 |
 |
AES |
50 |
719 |
|
9.046 |
7.957 |
10.284 |
1.238 |
14 |
13,907 |
131 |
|
|
|
|
|
 |
 |
 |
NiSource |
50 |
1,851 |
|
3.518 |
3.350 |
3.695 |
0.177 |
5 |
14,234 |
38 |
|
100 |
9 |
79 | |
long |
3/17/08 |
7/28/08 |
133 |
 |
 |
 |
FirstEnergy |
50 |
210 |
|
33.762 |
36.329 |
|
2.567 |
8 |
14,773 |
22 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
181 |
|
39.307 |
39.894 |
|
0.587 |
1 |
14,879 |
4 |
|
100 |
5 |
13 | |
short |
7/28/08 |
7/06/09 |
343 |
 |
 |
 |
AES |
50 |
902 |
|
8.245 |
6.809 |
9.985 |
1.740 |
21 |
16,448 |
23 |
|
|
|
|
|
 |
 |
 |
Edison International |
50 |
309 |
|
24.027 |
19.225 |
30.028 |
6.001 |
25 |
18,302 |
27 |
|
100 |
23 |
25 | |
long |
7/06/09 |
8/31/15 |
2247 |
 |
 |
 |
NextEra Energy |
50 |
1,073 |
|
8.527 |
16.032 |
|
7.505 |
88 |
26,355 |
11 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
388 |
|
23.554 |
32.309 |
|
8.755 |
37 |
29,752 |
5 |
|
100 |
63 |
8 | |
short |
8/31/15 |
12/07/15 |
98 |
 |
 |
 |
CenterPoint Energy |
50 |
1,225 |
|
12.134 |
10.900 |
13.507 |
1.373 |
11 |
31,434 |
49 |
|
|
|
|
|
 |
 |
 |
FirstEnergy |
50 |
714 |
|
20.827 |
21.574 |
20.079 |
-0.748 |
-4 |
30,901 |
-13 |
|
100 |
4 |
15 | |
long |
12/07/15 |
3/16/20 |
1561 |
 |
 |
 |
NiSource |
50 |
1,215 |
|
12.714 |
17.117 |
|
4.404 |
35 |
36,251 |
7 |
|
|
|
|
|
 |
 |
 |
American Water |
50 |
398 |
|
38.791 |
97.121 |
|
58.330 |
150 |
59,467 |
24 |
|
100 |
92 |
17 | |
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 |
3,309 |
|
8.984 |
15.650 |
2.317 |
-6.667 |
-74 |
37,407 |
-84 |
|
|
|
|
|
 |
 |
 |
CenterPoint Energy |
50 |
2,915 |
|
10.202 |
17.353 |
3.051 |
-7.151 |
-70 |
16,562 |
-81 |
|
100 |
-72 |
-83 | |
long |
12/07/20 |
8/19/22 |
620 |
 |
 |
 |
AES |
50 |
529 |
|
15.650 |
21.162 |
|
5.512 |
35 |
19,478 |
19 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
881 |
|
9.396 |
10.035 |
|
0.639 |
7 |
20,040 |
4 |
|
100 |
21 |
12 | |
accum | 4/10/06 |
8/19/22 | 5976 |
days out of 6074 invested (98%) |
100 |
20,040 |
4 |
|
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 | 38.79 | 97.12 | | 58.33 | 150.37 | 50 | 75.18 | 75.18 |
NextEra Energy | short | 4/10/06 | 4/17/06 | 7 | 5.74 | 5.51 | 5.99 | 0.25 | 4.31 | | 2.16 | |
| long | 7/06/09 | 8/31/15 | 2247 | 8.53 | 16.03 | | 7.50 | 88.01 | | 44.00 | 47.11 |
PG & E | long | 7/06/09 | 8/31/15 | 2247 | 23.55 | 32.31 | | 8.75 | 37.17 | | 18.58 | |
| long | 12/07/20 | 8/19/22 | 620 | 9.40 | 10.03 | | 0.64 | 6.80 | | 3.40 | 22.61 |
NiSource | short | 4/10/06 | 4/17/06 | 7 | 4.56 | 4.51 | 4.60 | 0.04 | 0.98 | | 0.49 | |
| short | 1/21/08 | 3/17/08 | 56 | 3.52 | 3.35 | 3.69 | 0.18 | 5.02 | | 2.51 | |
| long | 12/07/15 | 3/16/20 | 1561 | 12.71 | 17.12 | | 4.40 | 34.64 | | 17.32 | 20.86 |
FirstEnergy | long | 4/17/06 | 1/21/08 | 644 | 27.66 | 35.11 | | 7.45 | 26.93 | | 13.46 | |
| long | 3/17/08 | 7/28/08 | 133 | 33.76 | 36.33 | | 2.57 | 7.60 | | 3.80 | |
| short | 8/31/15 | 12/07/15 | 98 | 20.83 | 21.57 | 20.08 | -0.75 | -3.59 | | -1.79 | 15.66 |
Exelon | long | 4/17/06 | 1/21/08 | 644 | 29.50 | 37.40 | | 7.90 | 26.77 | | 13.38 | |
| long | 3/17/08 | 7/28/08 | 133 | 39.31 | 39.89 | | 0.59 | 1.49 | | 0.75 | 14.23 |
Edison International | short | 7/28/08 | 7/06/09 | 343 | 24.03 | 19.23 | 30.03 | 6.00 | 24.98 | | 12.49 | 12.49 |
AES | short | 1/21/08 | 3/17/08 | 56 | 9.05 | 7.96 | 10.28 | 1.24 | 13.69 | | 6.85 | |
| short | 7/28/08 | 7/06/09 | 343 | 8.25 | 6.81 | 9.98 | 1.74 | 21.10 | | 10.55 | |
| short | 3/16/20 | 12/07/20 | 266 | 8.98 | 15.65 | 2.32 | -6.67 | -74.21 | | -37.10 | |
| long | 12/07/20 | 8/19/22 | 620 | 15.65 | 21.16 | | 5.51 | 35.22 | | 17.61 | -12.63 |
CenterPoint Energy | short | 8/31/15 | 12/07/15 | 98 | 12.13 | 10.90 | 13.51 | 1.37 | 11.32 | | 5.66 | |
| short | 3/16/20 | 12/07/20 | 266 | 10.20 | 17.35 | 3.05 | -7.15 | -70.09 | | -35.05 | -31.37 |
Annotations
7/01/15 | NiSource | | | company split (CPGX) by a ratio of 1.000:2.545 |
|