Assessment - Dow Jones Utility Average in Pound sterling - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		DJUA	791.745	12/08/24	0.36	710.990	11.36	692.224	18.766	2.71		2.40
						L		AES	13.218	12/08/24	0.30	13.795	-4.19	15.114	-1.318	-8.72		-1.19
						L		AEP	76.840	12/08/24	-0.40	69.041	11.30	63.768	5.273	8.27		6.75
						L		American Water	112.769	12/08/24	0.20	101.061	11.58	103.629	-2.568	-2.48		-1.16
								Atmos Energy	101.758	12/08/24	0.46	91.743	10.92	90.996	0.747	0.82		0.72
								Consolidated Edison	80.637	12/08/24	0.91	70.251	14.78	71.423	-1.172	-1.64		-2.41
								Dominion Resources	43.285	12/08/24	0.46	37.977	13.98	36.901	1.076	2.92		-0.08
						L		Duke Energy	89.679	12/08/24	0.62	78.588	14.11	76.189	2.400	3.15		5.53
								Edison International	65.188	12/08/24	0.52	56.313	15.76	56.129	0.184	0.33		3.20
								Exelon	29.189	12/08/24	-0.54	27.330	6.80	28.186	-0.856	-3.04		-9.46
								FirstEnergy	33.381	12/08/24	0.55	30.304	10.15	28.783	1.521	5.29		2.19
						L		NextEra Energy	61.368	12/08/24	0.15	55.293	10.99	47.689	7.604	15.95		10.32
						L		PSEG	63.685	12/08/24	0.81	58.243	9.34	48.011	10.233	21.31		16.12
						L		Sempra	62.483	12/08/24	0.74	59.303	5.36	58.673	0.631	1.07		3.49
						L		Southern	68.977	12/08/24	0.46	60.909	13.25	55.053	5.856	10.64		9.10
						L		Xcel Energy	45.895	12/08/24	0.10	41.473	10.66	48.607	-7.134	-14.68		-9.81
DJUA - 15 out of 15 instruments rated - 1/07/24 / 1/01/24 - 10 did rise, Market-Ratio(26) in GBP = 66.67 %
Stock Exchange Currency: USD $ Dollar

 

 

Transactions Dow Jones Utility Average in Pound sterling * Mixed Cut L30 - 30/20 (1) - S21 - 32/50 (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		23/01/06	21				- cash -
short	23/01/06	6/03/06	42				Duke Energy	50	172		29.044	28.621	29.473	0.429	1	10,074	14
							NiSource	50	1,078		4.639	4.505	4.776	0.138	3	10,222	29
6/03/06		17/04/06	42				- cash -
long	17/04/06	3/09/07	504				FirstEnergy	100	369		27.661	30.830		3.169	11	11,391	8
3/09/07		10/09/07	7				- cash -
	10/09/07	15/10/07	35				Exelon	100	314		36.178	38.465		2.287	6	12,109	89
15/10/07		22/10/07	7				- cash -
	22/10/07	2/06/08	224				Exelon	100	327		36.934	44.033		7.099	19	14,431	33
2/06/08		23/06/08	21				- cash -
short	23/06/08	4/08/08	42				AES	50	728		9.898	7.574	12.936	3.037	31	16,642	924
							Consolidated Edison	50	358		20.151	19.903	20.403	0.252	1	16,732	11
4/08/08		18/08/08	14				- cash -
long	18/08/08	25/08/08	7				FirstEnergy	100	436		38.369	39.610		1.241	3	17,273	426
25/08/08		1/09/08	7				- cash -
short	1/09/08	13/07/09	315				AES	50	1,064		8.112	7.068	9.310	1.198	15	18,548	17
							Edison International	50	346		24.941	18.886	32.937	7.996	32	21,315	38
13/07/09		3/05/10	294				- cash -
	3/05/10	5/07/10	63				AES	50	1,350		7.892	5.850	10.647	2.755	35	25,034	467
							FirstEnergy	50	430		24.768	22.992	26.682	1.913	8	25,856	54
5/07/10		19/07/10	14				- cash -
long	19/07/10	8/06/15	1785				NiSource	100	6,319		4.091	11.517		7.426	182	72,781	24
8/06/15		24/08/15	77				- cash -
short	24/08/15	5/10/15	42				AES	50	4,979		7.308	6.782	7.876	0.567	8	75,606	92
							CenterPoint Energy	50	3,105		11.720	12.249	11.190	-0.530	-5	73,962	-33
long	5/10/15	30/01/17	483				NiSource	100	5,879		12.580	17.496		4.916	39	102,863	28
30/01/17		27/02/17	28				- cash -
	27/02/17	11/06/18	469				CenterPoint Energy	100	4,777		21.530	18.843		-2.687	-12	90,029	-10
11/06/18		18/06/18	7				- cash -
	18/06/18	16/03/20	637				AES	100	9,126		9.865	8.984		-0.881	-9	81,987	-5
short	16/03/20	10/08/20	147				AES	50	4,563		8.984	13.440	4.528	-4.456	-50	61,654	-82
							CenterPoint Energy	50	4,018		10.202	16.030	4.374	-5.828	-57	38,237	-88
10/08/20		21/09/20	42				- cash -
	21/09/20	28/09/20	7				Edison International	50	492		38.851	40.354	37.349	-1.502	-4	37,498	-87
							FirstEnergy	50	854		22.381	22.125	22.639	0.259	1	37,719	82
28/09/20		5/10/20	7				- cash -
long	5/10/20	10/10/22	735				American Water	100	322		116.988	115.530		-1.458	-1	37,249	-1
10/10/22		28/11/22	49				- cash -
	28/11/22	27/02/23	91				PG & E	100	2,916		12.772	13.054		0.282	2	38,073	9
27/02/23		24/04/23	56				- cash -
	24/04/23	10/07/23	77				Edison International	100	645		58.970	53.156		-5.814	-10	34,323	-39
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/07/23		17/07/23	7				- cash -
	17/07/23	7/08/23	21				Atmos Energy	100	375		91.513	92.332		0.819	1	34,630	17
7/08/23		14/08/23	7				- cash -
short	14/08/23	1/01/24	140				AES	50	1,156		14.975	15.114	14.836	-0.139	-1	34,469	-2
							Dominion Resources	50	449		38.570	36.901	40.315	1.745	5	35,252	12
1/01/24		5/02/24	35				- cash -
	5/02/24	26/02/24	21				NextEra Energy	50	394		44.635	43.461	45.840	1.205	3	35,727	59
							Exelon	50	658		26.811	28.078	25.544	-1.267	-5	34,893	-57
26/02/24		4/03/24	7				- cash -
long	4/03/24	12/08/24	161				PSEG	100	699		49.891	63.685		13.794	28	44,535	74
accum	23/01/06	12/08/24	6733	days out of 7482 invested (90%)										345		44,535	8

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
NiSource	short	23/01/06	6/03/06	42	4.64	4.51	4.78	0.14	2.97	50	1.48
	long	19/07/10	8/06/15	1785	4.09	11.52		7.43	181.51	100	181.51
	long	5/10/15	30/01/17	483	12.58	17.50		4.92	39.08		39.08	297.33
PSEG	long	4/03/24	12/08/24	161	49.89	63.69		13.79	27.65		27.65	27.65
Exelon	long	10/09/07	15/10/07	35	36.18	38.46		2.29	6.32		6.32
	long	22/10/07	2/06/08	224	36.93	44.03		7.10	19.22		19.22
	short	5/02/24	26/02/24	21	26.81	28.08	25.54	-1.27	-4.73	50	-2.36	23.76
FirstEnergy	long	17/04/06	3/09/07	504	27.66	30.83		3.17	11.46	100	11.46
	long	18/08/08	25/08/08	7	38.37	39.61		1.24	3.23		3.23
	short	3/05/10	5/07/10	63	24.77	22.99	26.68	1.91	7.72	50	3.86
	short	21/09/20	28/09/20	7	22.38	22.12	22.64	0.26	1.16		0.58	20.20
AES	short	23/06/08	4/08/08	42	9.90	7.57	12.94	3.04	30.69		15.34
	short	1/09/08	13/07/09	315	8.11	7.07	9.31	1.20	14.77		7.38
	short	3/05/10	5/07/10	63	7.89	5.85	10.65	2.75	34.90		17.45
	short	24/08/15	5/10/15	42	7.31	6.78	7.88	0.57	7.76		3.88
	long	18/06/18	16/03/20	637	9.87	8.98		-0.88	-8.93	100	-8.93
	short	16/03/20	10/08/20	147	8.98	13.44	4.53	-4.46	-49.60	50	-24.80
	short	14/08/23	1/01/24	140	14.97	15.11	14.84	-0.14	-0.93		-0.46	3.01
Edison International	short	1/09/08	13/07/09	315	24.94	18.89	32.94	8.00	32.06		16.03
	short	21/09/20	28/09/20	7	38.85	40.35	37.35	-1.50	-3.87		-1.93
	long	24/04/23	10/07/23	77	58.97	53.16		-5.81	-9.86	100	-9.86	2.57
Dominion Resources	short	14/08/23	1/01/24	140	38.57	36.90	40.32	1.74	4.52	50	2.26	2.26
PG & E	long	28/11/22	27/02/23	91	12.77	13.05		0.28	2.21	100	2.21	2.21
NextEra Energy	short	5/02/24	26/02/24	21	44.63	43.46	45.84	1.21	2.70	50	1.35	1.35
Atmos Energy	long	17/07/23	7/08/23	21	91.51	92.33		0.82	0.89	100	0.89	0.89
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Duke Energy	short	23/01/06	6/03/06	42	29.04	28.62	29.47	0.43	1.48	50	0.74	0.74
Consolidated Edison	short	23/06/08	4/08/08	42	20.15	19.90	20.40	0.25	1.25		0.62	0.62
American Water	long	5/10/20	10/10/22	735	116.99	115.53		-1.46	-1.25	100	-1.25	-1.25
CenterPoint Energy	short	24/08/15	5/10/15	42	11.72	12.25	11.19	-0.53	-4.52	50	-2.26
	long	27/02/17	11/06/18	469	21.53	18.84		-2.69	-12.48	100	-12.48
	short	16/03/20	10/08/20	147	10.20	16.03	4.37	-5.83	-57.13	50	-28.56	-38.89

Annotations

22/08/23

Sempra

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