Share-o-matic - Portfolio

Wed, 18th Sep 2024, 5:34UTC

Assessment - Dow Jones Utility Average in Swiss Franc - 1/07/24 - RS = 39

		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	2/10/23	prc diff	⇓ Δ39	⇓∅-RS
	L	DJUA	904.451	12/08	0.36	812.199	11.36	718.552	93.648	13.03	4.73
		Edison International	74.468	12/08	0.52	64.329	15.76	56.010	8.319	14.85	5.56
		Consolidated Edison	92.116	12/08	0.91	80.251	14.78	74.894	5.357	7.15	-0.20
	L	Duke Energy	102.444	12/08	0.62	89.775	14.11	78.399	11.376	14.51	7.92
		Dominion Resources	49.447	12/08	0.46	43.383	13.98	38.824	4.560	11.74	2.24
	L	Southern	78.796	12/08	0.46	69.579	13.25	57.542	12.037	20.92	11.60
	L	American Water	128.821	12/08	0.20	115.448	11.58	109.882	5.565	5.06	1.06
	L	AEP	87.778	12/08	-0.40	78.869	11.30	65.920	12.949	19.64	9.22
	L	NextEra Energy	70.103	12/08	0.15	63.164	10.99	47.853	15.311	32.00	12.94
		Atmos Energy	116.243	12/08	0.46	104.803	10.92	94.292	10.511	11.15	3.00
	L	Xcel Energy	52.429	12/08	0.10	47.377	10.66	50.495	-3.118	-6.18	-7.84
		FirstEnergy	38.133	12/08	0.55	34.618	10.15	29.914	4.704	15.73	4.53
	L	PSEG	72.751	12/08	0.81	66.534	9.34	50.183	16.351	32.58	18.83
		Exelon	33.344	12/08	-0.54	31.220	6.80	33.593	-2.373	-7.06	-7.42
	L	Sempra	71.378	12/08	0.74	67.745	5.36	59.892	7.853	13.11	5.83
	L	AES	15.100	12/08	0.30	15.759	-4.19	12.993	2.766	21.29	1.11
DJUA - 15 out of 15 instruments rated - 1/07/24 / 2/10/23 - 13 did rise, Market-Ratio(39) in CHF = 86.67 %
Stock Exchange Currency: USD $ Dollar

Technical Chart

	DJUA RS = 39 - B/S = 36/20

6/01/20	scale up chart	1/07/24

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
2/01/06		10/04/06	98		- cash -
short	10/04/06	17/04/06	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	17/04/06	21/01/08	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	21/01/08	17/03/08	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	17/03/08	28/07/08	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	28/07/08	6/07/09	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	6/07/09	31/08/15	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	31/08/15	7/12/15	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	7/12/15	16/03/20	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	16/03/20	7/12/20	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	7/12/20	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	14/11/22	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	14/11/22	2/01/23	49		AES	50	264	25.934	26.604		0.670	3	13,917	21
					PG & E	50	506	13.622	15.041		1.420	10	14,635	109
100							7						60
short	2/01/23	20/03/23	77		Dominion Resources	50	129	56.724	51.610	62.343	5.620	10	15,360	56
					NiSource	50	288	25.365	25.815	24.915	-0.450	-2	15,230	-8
100							4						21
long	20/03/23	15/05/23	56		Consolidated Edison	50	84	89.924	88.043		-1.881	-2	15,072	-13
					Edison International	50	119	64.026	64.584		0.558	1	15,139	6
100							-1						-4
short	15/05/23	3/07/23	49		AES	50	385	19.660	18.875	20.477	0.818	4	15,454	35
					Dominion Resources	50	154	48.966	47.128	50.875	1.909	4	15,748	33
100							4						34
long	3/07/23	4/09/23	63		Edison International	50	127	61.891	60.474		-1.417	-2	15,568	-13
					Atmos Energy	50	75	105.077	102.075		-3.003	-3	15,342	-15
100							-3						-14
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/09/23	11/12/23	98		AES	50	485	15.815	15.879	15.750	-0.064	0	15,311	-2
					Dominion Resources	50	181	42.326	41.919	42.736	0.411	1	15,386	4
100							0						1
long	11/12/23	15/01/24	35		PSEG	50	138	55.405	51.618		-3.787	-7	14,863	-52
					Southern	50	123	62.777	61.116		-1.661	-3	14,659	-24
100							-5						-40
short	15/01/24	6/05/24	112		NextEra Energy	50	140	52.234	64.534	39.934	-12.300	-24	12,937	-58
					Exelon	50	237	30.866	34.010	27.722	-3.144	-10	12,192	-30
100							-17						-45
long	6/05/24	12/08/24	98		NextEra Energy	50	94	64.534	70.103		5.570	9	12,715	36
					PSEG	50	94	64.615	72.751		8.136	13	13,480	56
100							11						46
accum	10/04/06	12/08/24	6736	days out of 6834 invested (99%)							35		13,480	2

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
American Water	long	7/12/15	16/03/20	1561	58.41	112.47		54.07	92.57	50	46.29
	short	10/10/22	14/11/22	35	127.47	136.36	118.58	-8.89	-6.97		-3.49	41.18
PG & E	long	6/07/09	31/08/15	2247	41.81	47.97		6.16	14.74		7.37
	long	7/12/20	10/10/22	672	11.15	14.13		2.98	26.74		13.37
	long	14/11/22	2/01/23	49	13.62	15.04		1.42	10.42		5.21	28.07
Edison International	short	28/07/08	6/07/09	343	49.59	34.12	72.07	22.48	45.33		22.66
	long	20/03/23	15/05/23	56	64.03	64.58		0.56	0.87		0.44
	long	3/07/23	4/09/23	63	61.89	60.47		-1.42	-2.29		-1.14	21.79
NextEra Energy	short	10/04/06	17/04/06	7	13.02	12.52	13.55	0.52	4.03		2.01
	long	6/07/09	31/08/15	2247	15.14	23.80		8.67	57.26		28.63
	short	15/01/24	6/05/24	112	52.23	64.53	39.93	-12.30	-23.55		-11.77
	long	6/05/24	12/08/24	98	64.53	70.10		5.57	8.63		4.32	20.77
FirstEnergy	long	17/04/06	21/01/08	644	62.89	75.43		12.53	19.93		9.96
	long	17/03/08	28/07/08	133	68.08	74.98		6.90	10.14		5.07
	short	31/08/15	7/12/15	98	30.92	32.48	29.36	-1.56	-5.06		-2.53	12.62
Exelon	long	17/04/06	21/01/08	644	67.07	80.34		13.26	19.77		9.89
	long	17/03/08	28/07/08	133	79.26	82.34		3.08	3.89		1.94
	short	10/10/22	14/11/22	35	37.82	35.85	39.89	2.07	5.48		2.74
	short	15/01/24	6/05/24	112	30.87	34.01	27.72	-3.14	-10.19		-5.09	9.23
Dominion Resources	short	2/01/23	20/03/23	77	56.72	51.61	62.34	5.62	9.91		4.95
	short	15/05/23	3/07/23	49	48.97	47.13	50.87	1.91	3.90		1.95
	short	4/09/23	11/12/23	98	42.33	41.92	42.74	0.41	0.97		0.49	7.52
NiSource	short	10/04/06	17/04/06	7	10.34	10.26	10.41	0.07	0.71		0.35
	short	21/01/08	17/03/08	56	7.56	6.75	8.46	0.90	11.89		5.95
	long	7/12/15	16/03/20	1561	19.14	19.82		0.68	3.56		1.78
	short	2/01/23	20/03/23	77	25.36	25.81	24.91	-0.45	-1.77		-0.89	7.25
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
PSEG	long	11/12/23	15/01/24	35	55.40	51.62		-3.79	-6.84		-3.42
	long	6/05/24	12/08/24	98	64.62	72.75		8.14	12.59		6.30	2.66
Consolidated Edison	long	20/03/23	15/05/23	56	89.92	88.04		-1.88	-2.09		-1.05	-1.05
Southern	long	11/12/23	15/01/24	35	62.78	61.12		-1.66	-2.65		-1.32	-1.32
Atmos Energy	long	3/07/23	4/09/23	63	105.08	102.07		-3.00	-2.86		-1.43	-1.43
AES	short	21/01/08	17/03/08	56	19.43	16.04	23.54	4.11	21.13		10.57
	short	28/07/08	6/07/09	343	17.02	12.08	23.96	6.95	40.82		20.41
	short	16/03/20	7/12/20	266	10.40	18.57	2.23	-8.17	-78.53		-39.26
	long	7/12/20	10/10/22	672	18.57	24.90		6.32	34.04		17.02
	long	14/11/22	2/01/23	49	25.93	26.60		0.67	2.59		1.29
	short	15/05/23	3/07/23	49	19.66	18.87	20.48	0.82	4.16		2.08
	short	4/09/23	11/12/23	98	15.81	15.88	15.75	-0.06	-0.41		-0.20	-2.36
CenterPoint Energy	short	31/08/15	7/12/15	98	18.01	16.41	19.77	1.76	9.76		4.88
	short	16/03/20	7/12/20	266	11.81	20.59	3.03	-8.78	-74.31		-37.16	-34.09

Annotations

22/08/23

Sempra

stock split 1:2 (two for one)


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