| | |
| | |
Assessment - Dow Jones Utility Average in Swiss Franc - 12/05/22 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/05/22 |
⇓ Δwk |
3/07/22 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
|
|
 |
DJUA |
917.830 |
15:13 |
0.13 |
914.249 |
0.39 |
922.699 |
-8.450 |
-0.92 |
|
-1.08 |
| | |
|
|
|
L |
|
PG & E |
14.474 |
15:13 |
-1.35 |
14.436 |
0.26 |
9.733 |
4.703 |
48.33 |
|
25.08 |
| | |
|
|
|
L |
|
AES |
27.082 |
15:13 |
2.72 |
26.733 |
1.30 |
20.252 |
6.481 |
32.00 |
|
21.26 |
| | |
|
|
|
|
|
Consolidated Edison |
91.186 |
15:13 |
0.19 |
91.752 |
-0.62 |
83.473 |
8.279 |
9.92 |
|
5.94 |
| | |
|
|
|
|
|
NextEra Energy |
80.849 |
15:22 |
0.60 |
80.237 |
0.76 |
77.953 |
2.283 |
2.93 |
|
4.34 |
| | |
|
|
|
|
|
CenterPoint Energy |
28.495 |
15:13 |
-0.49 |
28.693 |
-0.69 |
26.605 |
2.088 |
7.85 |
|
2.35 |
| | |
|
|
|
|
|
FirstEnergy |
39.357 |
15:13 |
0.16 |
38.945 |
1.06 |
41.273 |
-2.328 |
-5.64 |
|
0.61 |
| | |
|
|
|
|
|
AEP |
91.578 |
15:13 |
0.53 |
89.066 |
2.82 |
90.066 |
-1.000 |
-1.11 |
|
-0.49 |
| | |
|
|
|
|
|
Edison International |
61.531 |
15:13 |
-0.11 |
61.363 |
0.27 |
61.294 |
0.069 |
0.11 |
|
-0.65 |
| | |
|
|
|
|
|
American Water |
145.063 |
15:12 |
0.10 |
144.342 |
0.50 |
147.443 |
-3.101 |
-2.10 |
|
-0.98 |
| | |
|
|
|
|
|
NiSource |
25.975 |
15:13 |
-0.38 |
25.923 |
0.20 |
27.883 |
-1.960 |
-7.03 |
|
-4.67 |
| | |
|
|
|
S |
|
Southern |
64.689 |
15:26 |
0.22 |
63.586 |
1.73 |
64.109 |
-0.523 |
-0.82 |
|
-5.12 |
| | |
|
|
|
|
|
Duke Energy |
94.149 |
15:20 |
0.34 |
93.410 |
0.79 |
98.808 |
-5.397 |
-5.46 |
|
-5.92 |
| | |
|
|
|
S |
|
PSEG |
55.982 |
15:13 |
|
56.792 |
-1.43 |
62.702 |
-5.909 |
-9.42 |
|
-7.29 |
| | |
|
|
|
|
|
Exelon |
39.793 |
15:28 |
-0.19 |
39.341 |
1.15 |
40.588 |
-1.247 |
-3.07 |
|
-8.69 |
| | |
|
|
|
S |
|
Dominion Resources |
54.583 |
15:13 |
-0.13 |
55.850 |
-2.27 |
77.185 |
-21.335 |
-27.64 |
|
-24.27 |
| DJUA - 15 out of 15 instruments rated - 12/05/22 / 3/07/22 - 6 did rise, Market-Ratio(39) in CHF = 40.00 % |
| Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Utility Average in Swiss Franc * 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 |
383 |
|
13.021 |
12.517 |
13.546 |
0.525 |
4 |
10,201 |
684 |
|
| |
|
|
|
|
|
|
NiSource |
50 |
485 |
|
10.335 |
10.263 |
10.409 |
0.073 |
1 |
10,236 |
44 |
|
| 100 |
2 |
238 | |
| long |
4/17/06 |
1/21/08 |
644 |
|
|
|
FirstEnergy |
50 |
81 |
|
62.895 |
75.427 |
|
12.533 |
20 |
11,252 |
11 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
76 |
|
67.075 |
80.338 |
|
13.263 |
20 |
12,260 |
11 |
|
| 100 |
20 |
11 | |
| short |
1/21/08 |
3/17/08 |
56 |
|
|
|
AES |
50 |
315 |
|
19.434 |
16.043 |
23.540 |
4.107 |
21 |
13,553 |
249 |
|
| |
|
|
|
|
|
|
NiSource |
50 |
812 |
|
7.558 |
6.755 |
8.457 |
0.899 |
12 |
14,283 |
108 |
|
| 100 |
17 |
171 | |
| long |
3/17/08 |
7/28/08 |
133 |
|
|
|
FirstEnergy |
50 |
104 |
|
68.077 |
74.980 |
|
6.903 |
10 |
15,001 |
30 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
90 |
|
79.258 |
82.338 |
|
3.080 |
4 |
15,278 |
11 |
|
| 100 |
7 |
20 | |
| short |
7/28/08 |
7/06/09 |
343 |
|
|
|
AES |
50 |
448 |
|
17.017 |
12.084 |
23.963 |
6.946 |
41 |
18,390 |
44 |
|
| |
|
|
|
|
|
|
Edison International |
50 |
154 |
|
49.589 |
34.122 |
72.067 |
22.478 |
45 |
21,852 |
49 |
|
| 100 |
43 |
46 | |
| long |
7/06/09 |
8/31/15 |
2247 |
|
|
|
NextEra Energy |
50 |
721 |
|
15.135 |
23.802 |
|
8.667 |
57 |
28,100 |
8 |
|
| |
|
|
|
|
|
|
PG & E |
50 |
261 |
|
41.805 |
47.966 |
|
6.161 |
15 |
29,708 |
2 |
|
| 100 |
36 |
5 | |
| short |
8/31/15 |
12/07/15 |
98 |
|
|
|
CenterPoint Energy |
50 |
824 |
|
18.014 |
16.412 |
19.773 |
1.759 |
10 |
31,157 |
41 |
|
| |
|
|
|
|
|
|
FirstEnergy |
50 |
480 |
|
30.920 |
32.483 |
29.356 |
-1.563 |
-5 |
30,407 |
-18 |
|
| 100 |
2 |
9 | |
| long |
12/07/15 |
3/16/20 |
1561 |
|
|
|
NiSource |
50 |
794 |
|
19.142 |
19.823 |
|
0.681 |
4 |
30,948 |
1 |
|
| |
|
|
|
|
|
|
American Water |
50 |
260 |
|
58.405 |
112.471 |
|
54.066 |
93 |
45,005 |
17 |
|
| 100 |
48 |
10 | |
| 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 |
2,162 |
|
10.404 |
18.574 |
2.234 |
-8.170 |
-79 |
27,341 |
-88 |
|
| |
|
|
|
|
|
|
CenterPoint Energy |
50 |
1,905 |
|
11.814 |
20.594 |
3.035 |
-8.780 |
-74 |
10,616 |
-85 |
|
| 100 |
-76 |
-86 | |
| long |
12/07/20 |
10/10/22 |
672 |
|
|
|
AES |
50 |
285 |
|
18.574 |
24.896 |
|
6.322 |
34 |
12,418 |
17 |
|
| |
|
|
|
|
|
|
PG & E |
50 |
477 |
|
11.151 |
14.133 |
|
2.982 |
27 |
13,840 |
14 |
|
| 100 |
30 |
15 | |
| short |
10/10/22 |
11/14/22 |
35 |
|
|
|
American Water |
50 |
54 |
|
127.469 |
136.357 |
118.580 |
-8.889 |
-7 |
13,360 |
-53 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
183 |
|
37.819 |
35.853 |
39.891 |
2.073 |
5 |
13,740 |
74 |
|
| 100 |
-1 |
-7 | |
| long |
11/14/22 |
12/08/22 |
24 |
|
|
|
AES |
50 |
264 |
|
25.934 |
27.082 |
|
1.148 |
4 |
14,043 |
93 |
|
| |
|
|
|
|
|
|
PG & E |
50 |
506 |
|
13.622 |
14.474 |
|
0.852 |
6 |
14,474 |
152 |
|
| 100 |
5 |
121 | |
| accum | 4/10/06 |
12/08/22 | 6086 |
days out of 6184 invested (98%) |
45 |
14,474 |
2 |
|
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 | 58.41 | 112.47 | | 54.07 | 92.57 | 50 | 46.29 | |
| | short | 10/10/22 | 11/14/22 | 35 | 127.47 | 136.36 | 118.58 | -8.89 | -6.97 | | -3.49 | 41.18 |
| NextEra Energy | short | 4/10/06 | 4/17/06 | 7 | 13.02 | 12.52 | 13.55 | 0.52 | 4.03 | | 2.01 | |
| | long | 7/06/09 | 8/31/15 | 2247 | 15.14 | 23.80 | | 8.67 | 57.26 | | 28.63 | 31.22 |
| PG & E | long | 7/06/09 | 8/31/15 | 2247 | 41.81 | 47.97 | | 6.16 | 14.74 | | 7.37 | |
| | long | 12/07/20 | 10/10/22 | 672 | 11.15 | 14.13 | | 2.98 | 26.74 | | 13.37 | |
| | long | 11/14/22 | 12/08/22 | 24 | 13.62 | 14.47 | | 0.85 | 6.26 | | 3.13 | 25.53 |
| Edison International | short | 7/28/08 | 7/06/09 | 343 | 49.59 | 34.12 | 72.07 | 22.48 | 45.33 | | 22.66 | 22.66 |
| Exelon | long | 4/17/06 | 1/21/08 | 644 | 67.07 | 80.34 | | 13.26 | 19.77 | | 9.89 | |
| | long | 3/17/08 | 7/28/08 | 133 | 79.26 | 82.34 | | 3.08 | 3.89 | | 1.94 | |
| | short | 10/10/22 | 11/14/22 | 35 | 37.82 | 35.85 | 39.89 | 2.07 | 5.48 | | 2.74 | 15.09 |
| FirstEnergy | long | 4/17/06 | 1/21/08 | 644 | 62.89 | 75.43 | | 12.53 | 19.93 | | 9.96 | |
| | long | 3/17/08 | 7/28/08 | 133 | 68.08 | 74.98 | | 6.90 | 10.14 | | 5.07 | |
| | short | 8/31/15 | 12/07/15 | 98 | 30.92 | 32.48 | 29.36 | -1.56 | -5.06 | | -2.53 | 12.62 |
| NiSource | short | 4/10/06 | 4/17/06 | 7 | 10.34 | 10.26 | 10.41 | 0.07 | 0.71 | | 0.35 | |
| | short | 1/21/08 | 3/17/08 | 56 | 7.56 | 6.75 | 8.46 | 0.90 | 11.89 | | 5.95 | |
| | long | 12/07/15 | 3/16/20 | 1561 | 19.14 | 19.82 | | 0.68 | 3.56 | | 1.78 | 8.21 |
| AES | short | 1/21/08 | 3/17/08 | 56 | 19.43 | 16.04 | 23.54 | 4.11 | 21.13 | | 10.57 | |
| | short | 7/28/08 | 7/06/09 | 343 | 17.02 | 12.08 | 23.96 | 6.95 | 40.82 | | 20.41 | |
| | short | 3/16/20 | 12/07/20 | 266 | 10.40 | 18.57 | 2.23 | -8.17 | -78.53 | | -39.26 | |
| | long | 12/07/20 | 10/10/22 | 672 | 18.57 | 24.90 | | 6.32 | 34.04 | | 17.02 | |
| | long | 11/14/22 | 12/08/22 | 24 | 25.93 | 27.08 | | 1.15 | 4.43 | | 2.21 | -3.29 |
| CenterPoint Energy | short | 8/31/15 | 12/07/15 | 98 | 18.01 | 16.41 | 19.77 | 1.76 | 9.76 | | 4.88 | |
| | short | 3/16/20 | 12/07/20 | 266 | 11.81 | 20.59 | 3.03 | -8.78 | -74.31 | | -37.16 | -34.09 |
Annotations
| 7/01/15 | NiSource | | | company split (CPGX) by a ratio of 1.000:2.545 |
|
