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

 ⇐ 

								⇓instrument	freshest		Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		DJTA	12,062.113	12/08/24	-0.56	12,101.269	-0.32	12,482.591	-381.322	-3.05		-1.30
								Uber Technologies	54.786	12/08/24	1.05	56.242	-2.59	45.836	10.406	22.70		25.53
								Matson	102.936	12/08/24	0.73	102.106	0.81	86.050	16.056	18.66		28.80
						S		FedEx	220.815	12/08/24	0.63	236.264	-6.54	198.614	37.650	18.96		16.74
						L		C.H. Robinson	78.074	12/08/24	0.20	68.669	13.70	67.827	0.842	1.24		3.89
								Southwest Airlines	20.076	12/08/24	0.20	22.236	-9.71	22.674	-0.439	-1.94		-4.29
								Expeditors Wash	94.219	12/08/24	0.03	95.611	-1.46	99.868	-4.257	-4.26		0.67
						L		Kirby	92.162	12/08/24	-0.14	95.754	-3.75	61.617	34.137	55.40		40.62
						S		J.B. Hunt	128.755	12/08/24	-0.20	125.520	2.58	156.821	-31.301	-19.96		-15.06
								Alaska Air Group	27.362	12/08/24	-0.26	31.712	-13.72	30.675	1.037	3.38		0.29
						S		Union Pacific	187.275	12/08/24	-0.32	177.870	5.29	192.843	-14.973	-7.76		-1.66
								Delta Air Lines	30.897	12/08/24	-0.61	37.115	-16.75	31.586	5.529	17.51		11.49
						S		UPS	98.767	12/08/24	-0.76	107.540	-8.16	123.446	-15.906	-12.88		-12.57
								Norfolk Southern	187.615	12/08/24	-1.02	169.327	10.80	185.589	-16.262	-8.76		-5.23
								Landstar System	146.427	12/08/24	-1.04	145.074	0.93	152.040	-6.966	-4.58		-1.29
								Ryder System	104.289	12/08/24	-1.29	97.051	7.46	90.337	6.714	7.43		13.95
						S		Old Dominion FL	150.785	12/08/24	-1.35	141.356	6.67	159.118	-17.762	-11.16		-10.29
						S		CSX	26.499	12/08/24	-1.47	26.571	-0.27	27.220	-0.650	-2.39		0.26
								United Airlines	31.973	12/08/24	-2.51	38.230	-16.37	32.394	5.836	18.02		6.73
						S		American Airlines	7.602	12/08/24	-2.54	8.733	-12.95	10.788	-2.055	-19.05		-21.05
								Avis Budget	65.742	12/08/24	-4.43	80.115	-17.94	139.172	-59.057	-42.43		-34.63
DJTA - 20 out of 20 instruments rated - 1/07/24 / 1/01/24 - 9 did rise, Market-Ratio(26) in GBP = 45.00 %
Stock Exchange Currency: USD $ Dollar

 

 

Transactions Dow Jones Transportation Average in Pound sterling * Mixed Cut L34 - 66/62 (1) - S21 - 21/35 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		7/08/06	217				- cash -
short	7/08/06	14/08/06	7				JetBlue Airways	100	1,766		5.660	5.324	6.017	0.357	6	10,630	2,327
14/08/06		21/08/06	7				- cash -
	21/08/06	2/10/06	42				JetBlue Airways	100	1,982		5.363	4.950	5.811	0.447	8	11,517	101
2/10/06		13/11/06	42				- cash -
long	13/11/06	27/11/06	14				United Airlines	100	594		19.366	21.540		2.174	11	12,809	1,502
27/11/06		29/01/07	63				- cash -
	29/01/07	19/02/07	21				United Airlines	100	557		22.984	23.180		0.196	1	12,918	16
19/02/07		12/03/07	21				- cash -
	12/03/07	11/06/07	91				Kansas City Southern	100	743		17.367	20.639		3.271	19	15,348	100
11/06/07		25/06/07	14				- cash -
	25/06/07	3/09/07	70				Kansas City Southern	100	793		19.332	15.859		-3.473	-18	12,594	-64
3/09/07		17/09/07	14				- cash -
	17/09/07	24/09/07	7				Kirby	100	638		19.727	19.879		0.152	1	12,691	49
24/09/07		5/11/07	42				- cash -
short	5/11/07	24/12/07	49				JetBlue Airways	100	3,100		4.094	3.176	5.277	1.183	29	16,358	563
24/12/07		31/12/07	7				- cash -
	31/12/07	21/01/08	21				JetBlue Airways	100	5,536		2.955	2.403	3.633	0.678	23	20,111	3,525
21/01/08		8/09/08	231				- cash -
long	8/09/08	22/09/08	14				Kansas City Southern	100	758		26.503	27.098		0.595	2	20,563	78
short	22/09/08	13/04/09	203				Avis Budget	100	5,459		3.767	0.627	22.630	18.864	501	123,539	2,413
13/04/09		13/07/09	91				- cash -
long	13/07/09	20/07/09	7				Avis Budget	100	31,894		3.873	4.402		0.528	14	140,387	78,448
20/07/09		3/08/09	14				- cash -
	3/08/09	24/08/09	21				Avis Budget	100	26,546		5.288	6.766		1.478	28	179,609	7,142
24/08/09		31/08/09	7				- cash -
	31/08/09	16/08/10	350				Avis Budget	100	30,029		5.981	6.202		0.221	4	186,232	4
16/08/10		6/09/10	21				- cash -
	6/09/10	25/07/11	322				Alaska Air Group	100	25,031		7.440	9.646		2.206	30	241,450	34
25/07/11		1/08/11	7				- cash -
short	1/08/11	19/12/11	140				Delta Air Lines	100	50,847		4.748	5.475	4.022	-0.726	-15	204,531	-35
19/12/11		30/01/12	42				- cash -
long	30/01/12	6/02/12	7				Kansas City Southern	100	4,647		44.006	44.129		0.124	0	205,107	16
6/02/12		26/03/12	49				- cash -
	26/03/12	27/08/12	154				Landstar System	100	5,619		36.500	30.905		-5.595	-15	173,667	-33
27/08/12		17/09/12	21				- cash -
short	17/09/12	15/10/12	28				Expeditors Wash	100	7,320		23.724	21.776	25.845	2.122	9	189,197	205
15/10/12		31/12/12	77				- cash -
long	31/12/12	11/05/15	861				Avis Budget	100	15,425		12.265	34.203		21.938	179	527,597	54
11/05/15		8/06/15	28				- cash -
	8/06/15	15/06/15	7				JetBlue Airways	100	42,583		12.390	12.524		0.134	1	533,303	75
15/06/15		20/07/15	35				- cash -
short	20/07/15	5/10/15	77				Avis Budget	100	19,703		27.066	30.733	23.399	-3.667	-14	461,054	-50
5/10/15		4/01/16	91				- cash -
	4/01/16	22/02/16	49				Ryder System	100	11,925		38.660	41.466	35.854	-2.806	-7	427,593	-43
22/02/16		7/03/16	14				- cash -
	7/03/16	21/03/16	14				Avis Budget	100	21,672		19.730	20.183	19.276	-0.454	-2	417,764	-45
21/03/16		5/09/16	168				- cash -
long	5/09/16	24/10/16	49				Norfolk Southern	100	5,904		70.759	77.812		7.053	10	459,403	103
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
24/10/16		21/11/16	28				- cash -
	21/11/16	31/07/17	252				United Airlines	100	8,319		55.217	51.219		-3.998	-7	426,143	-10
31/07/17		2/10/17	63				- cash -
	2/10/17	30/10/17	28				Avis Budget	100	14,486		29.416	31.373		1.957	7	454,491	132
30/10/17		6/11/17	7				- cash -
	6/11/17	5/03/18	119				Avis Budget	100	14,442		31.469	33.075		1.607	5	477,695	17
5/03/18		12/03/18	7				- cash -
	12/03/18	2/04/18	21				Avis Budget	100	13,746		34.751	32.973		-1.777	-5	453,264	-60
2/04/18		9/04/18	7				- cash -
	9/04/18	2/07/18	84				Avis Budget	100	13,323		34.021	24.704		-9.317	-27	329,132	-75
2/07/18		9/07/18	7				- cash -
	9/07/18	13/08/18	35				Matson	100	11,165		29.478	27.939		-1.539	-5	311,948	-43
13/08/18		1/10/18	49				- cash -
	1/10/18	15/10/18	14				CSX	100	16,272		19.171	17.935		-1.235	-6	291,847	-82
15/10/18		29/10/18	14				- cash -
short	29/10/18	19/11/18	21				Avis Budget	100	13,487		21.639	22.134	21.144	-0.495	-2	285,168	-33
19/11/18		17/12/18	28				- cash -
	17/12/18	11/03/19	84				Avis Budget	100	14,271		19.981	27.664	12.299	-7.682	-38	175,535	-88
11/03/19		24/06/19	105				- cash -
long	24/06/19	8/07/19	14				Avis Budget	100	6,425		27.320	27.540		0.221	1	176,954	23
8/07/19		12/08/19	35				- cash -
	12/08/19	7/10/19	56				Avis Budget	100	6,341		27.903	21.399		-6.503	-23	135,717	-82
7/10/19		28/10/19	21				- cash -
	28/10/19	2/12/19	35				Kansas City Southern	100	1,214		111.718	117.280		5.562	5	142,469	66
2/12/19		20/01/20	49				- cash -
	20/01/20	3/02/20	14				Kansas City Southern	100	1,210		117.672	131.888		14.216	12	159,670	1,856
3/02/20		9/03/20	35				- cash -
short	9/03/20	20/07/20	133				American Airlines	100	14,207		11.239	9.062	13.937	2.699	24	198,010	81
20/07/20		9/11/20	112				- cash -
long	9/11/20	18/10/21	343				FedEx	100	986		200.675	165.964		-34.711	-17	163,785	-18
18/10/21		11/04/22	175				- cash -
short	11/04/22	25/04/22	14				JetBlue Airways	100	17,747		9.229	10.253	8.205	-1.024	-11	145,609	-95
25/04/22		6/06/22	42				- cash -
	6/06/22	1/08/22	56				JetBlue Airways	100	17,079		8.525	6.995	10.391	1.866	22	177,471	263
1/08/22		15/08/22	14				- cash -
	15/08/22	5/09/22	21				JetBlue Airways	100	23,393		7.586	6.622	8.691	1.105	15	203,315	962
5/09/22		19/09/22	14				- cash -
	19/09/22	7/11/22	49				JetBlue Airways	100	28,456		7.145	6.664	7.660	0.515	7	217,970	68
7/11/22		2/01/23	56				- cash -
	2/01/23	16/01/23	14				JetBlue Airways	100	40,548		5.376	6.756	3.996	-1.380	-26	162,015	-100
16/01/23		6/02/23	21				- cash -
long	6/02/23	27/02/23	21				Old Dominion FL	100	1,053		153.785	141.896		-11.889	-8	149,495	-75
27/02/23		6/03/23	7				- cash -
	6/03/23	20/03/23	14				United Airlines	100	3,433		43.542	35.108		-8.434	-19	120,541	-100
20/03/23		22/05/23	63				- cash -
	22/05/23	11/09/23	112				FedEx	100	655		184.028	203.354		19.326	11	133,200	38
11/09/23		11/12/23	91				- cash -
	11/12/23	15/01/24	35				Matson	100	1,673		79.598	88.925		9.327	12	148,804	218
15/01/24		22/01/24	7				- cash -
	22/01/24	5/02/24	14				Matson	100	1,562		95.251	89.979		-5.272	-6	140,570	-77
5/02/24		23/10/25	626				- cash -
accum	7/08/06	5/02/24	4228	days out of 7234 invested (58%)										1,306		140,570	26

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Avis Budget	short	22/09/08	13/04/09	203	3.77	0.63	22.63	18.86	500.80
	long	13/07/09	20/07/09	7	3.87	4.40		0.53	13.64
	long	3/08/09	24/08/09	21	5.29	6.77		1.48	27.94
	long	31/08/09	16/08/10	350	5.98	6.20		0.22	3.69
	long	31/12/12	11/05/15	861	12.27	34.20		21.94	178.87
	short	20/07/15	5/10/15	77	27.07	30.73	23.40	-3.67	-13.55
	short	7/03/16	21/03/16	14	19.73	20.18	19.28	-0.45	-2.30
	long	2/10/17	30/10/17	28	29.42	31.37		1.96	6.65
	long	6/11/17	5/03/18	119	31.47	33.08		1.61	5.11
	long	12/03/18	2/04/18	21	34.75	32.97		-1.78	-5.11
	long	9/04/18	2/07/18	84	34.02	24.70		-9.32	-27.39
	short	29/10/18	19/11/18	21	21.64	22.13	21.14	-0.50	-2.29
	short	17/12/18	11/03/19	84	19.98	27.66	12.30	-7.68	-38.45
	long	24/06/19	8/07/19	14	27.32	27.54		0.22	0.81
	long	12/08/19	7/10/19	56	27.90	21.40		-6.50	-23.31			666.17
JetBlue Airways	short	7/08/06	14/08/06	7	5.66	5.32	6.02	0.36	6.31
	short	21/08/06	2/10/06	42	5.36	4.95	5.81	0.45	8.34
	short	5/11/07	24/12/07	49	4.09	3.18	5.28	1.18	28.90
	short	31/12/07	21/01/08	21	2.95	2.40	3.63	0.68	22.95
	long	8/06/15	15/06/15	7	12.39	12.52		0.13	1.08
	short	11/04/22	25/04/22	14	9.23	10.25	8.20	-1.02	-11.10
	short	6/06/22	1/08/22	56	8.53	6.99	10.39	1.87	21.88
	short	15/08/22	5/09/22	21	7.59	6.62	8.69	1.10	14.56
	short	19/09/22	7/11/22	49	7.14	6.66	7.66	0.52	7.21
	short	2/01/23	16/01/23	14	5.38	6.76	4.00	-1.38	-25.67			82.51
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Alaska Air Group	long	6/09/10	25/07/11	322	7.44	9.65		2.21	29.65			29.65
American Airlines	short	9/03/20	20/07/20	133	11.24	9.06	13.94	2.70	24.01			24.01
Kansas City Southern	long	12/03/07	11/06/07	91	17.37	20.64		3.27	18.84
	long	25/06/07	3/09/07	70	19.33	15.86		-3.47	-17.97
	long	8/09/08	22/09/08	14	26.50	27.10		0.60	2.25
	long	30/01/12	6/02/12	7	44.01	44.13		0.12	0.28
	long	28/10/19	2/12/19	35	111.72	117.28		5.56	4.98
	long	20/01/20	3/02/20	14	117.67	131.89		14.22	12.08			17.61
Norfolk Southern	long	5/09/16	24/10/16	49	70.76	77.81		7.05	9.97			9.97
Expeditors Wash	short	17/09/12	15/10/12	28	23.72	21.78	25.85	2.12	8.94			8.94
Kirby	long	17/09/07	24/09/07	7	19.73	19.88		0.15	0.77			0.77
Matson	long	9/07/18	13/08/18	35	29.48	27.94		-1.54	-5.22
	long	11/12/23	15/01/24	35	79.60	88.93		9.33	11.72
	long	22/01/24	5/02/24	14	95.25	89.98		-5.27	-5.53			0.02
CSX	long	1/10/18	15/10/18	14	19.17	17.94		-1.24	-6.44			-6.44
Ryder System	short	4/01/16	22/02/16	49	38.66	41.47	35.85	-2.81	-7.26			-7.26
Old Dominion FL	long	6/02/23	27/02/23	21	153.79	141.90		-11.89	-7.73			-7.73
FedEx	long	9/11/20	18/10/21	343	200.67	165.96		-34.71	-17.30
	long	22/05/23	11/09/23	112	184.03	203.35		19.33	10.50			-8.61
Delta Air Lines	short	1/08/11	19/12/11	140	4.75	5.47	4.02	-0.73	-15.29			-15.29
Landstar System	long	26/03/12	27/08/12	154	36.50	30.90		-5.60	-15.33			-15.33
United Airlines	long	13/11/06	27/11/06	14	19.37	21.54		2.17	11.23
	long	29/01/07	19/02/07	21	22.98	23.18		0.20	0.85
	long	21/11/16	31/07/17	252	55.22	51.22		-4.00	-7.24
	long	6/03/23	20/03/23	14	43.54	35.11		-8.43	-19.37			-16.10

Annotations

14/03/24	DJTA			Component update: Uber Technologies replaces JetBlue Airways
2/01/22	DJTA			Old Dominion Freight Line replaces Kansas City Southern (acquired by CP)
29/06/21	CSX			stock split 1:3 (three for one)
15/10/15	DJTA			American Airlines replaces Con-Way

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