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 Straddles 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
short	2/07/07	29/10/07	119				Consolidated Edison	50	250		22.706	22.664	22.748	0.042	0	11,402	1
							NiSource	50	1,383		4.131	3.791	4.502	0.371	9	11,915	30
long	10/09/07	15/10/07	35				Exelon	100	329		36.178	38.465		2.287	6	12,667	89
	22/10/07	2/06/08	224				Exelon	100	342		36.934	44.033		7.099	19	15,095	33
short	4/02/08	9/06/08	126				NiSource	50	1,916		3.939	3.475	4.464	0.525	13	16,101	44
							PG & E	50	354		21.319	19.921	22.816	1.496	7	16,631	22
9/06/08		23/06/08	14				- cash -
	23/06/08	4/08/08	42				AES	50	840		9.898	7.574	12.936	3.037	31	19,183	924
							Consolidated Edison	50	412		20.151	19.903	20.403	0.252	1	19,286	11
4/08/08		18/08/08	14				- cash -
long	18/08/08	25/08/08	7				FirstEnergy	100	502		38.369	39.610		1.241	3	19,909	426
25/08/08		1/09/08	7				- cash -
short	1/09/08	13/07/09	315				AES	50	1,227		8.112	7.068	9.310	1.198	15	21,379	17
							Edison International	50	399		24.941	18.886	32.937	7.996	32	24,570	38
long	8/09/08	6/10/08	28				Southern	100	1,142		21.506	20.394		-1.112	-5	23,300	-50
	4/05/09	22/06/09	49				NextEra Energy	100	2,414		9.650	8.667		-0.983	-10	20,926	-55
	29/06/09	5/07/10	371				PG & E	100	902		23.189	27.206		4.017	17	24,549	17
short	3/05/10		63				AES	50	1,555		7.892	5.850	10.647	2.755	35	28,833	467
							FirstEnergy	50	495		24.768	22.992	26.682	1.913	8	29,780	54
5/07/10		19/07/10	14				- cash -
long	19/07/10	8/06/15	1785				NiSource	100	7,278		4.091	11.517		7.426	182	83,826	24
short	5/11/12	11/02/13	98				AES	50	6,475		6.472	7.087	5.858	-0.614	-9	79,849	-31
							Exelon	50	2,098		19.979	19.880	20.077	0.099	0	80,056	2
	19/08/13	21/10/13	63				FirstEnergy	50	1,721		23.248	23.534	22.961	-0.287	-1	79,563	-7
							Exelon	50	2,099		19.076	17.700	20.558	1.482	8	82,674	54
	9/12/13	13/01/14	35				FirstEnergy	50	2,090		19.771	19.501	20.044	0.273	1	83,245	15
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Exelon	50	2,386		17.330	16.463	18.243	0.913	5	85,423	71
	29/09/14	6/10/14	7				FirstEnergy	50	2,042		20.916	20.984	20.849	-0.067	0	85,286	-15
							Southern	50	1,589		26.864	27.408	26.321	-0.544	-2	84,422	-66
	27/04/15	3/08/15	98				CenterPoint Energy	50	3,089		13.662	12.331	15.137	1.475	11	88,977	46
							Exelon	50	1,927		21.907	20.819	23.053	1.146	5	91,185	21
3/08/15		24/08/15	21				- cash -
	24/08/15	5/10/15	42				AES	50	6,238		7.308	6.782	7.876	0.567	8	94,725	92
							CenterPoint Energy	50	3,890		11.720	12.249	11.190	-0.530	-5	92,665	-33
long	5/10/15	30/01/17	483				NiSource	100	7,366		12.580	17.496		4.916	39	128,876	28
short	11/01/16	25/01/16	14				AES	50	10,377		6.209	6.135	6.284	0.075	1	129,651	37
							Exelon	50	3,339		19.295	19.066	19.526	0.231	1	130,424	36
	10/10/16	17/10/16	7				FirstEnergy	50	2,541		25.663	26.443	24.883	-0.780	-3	128,441	-80
							PSEG	50	1,973		33.047	34.106	31.989	-1.059	-3	126,352	-82
	14/11/16	27/02/17	105				PSEG	50	1,836		34.395	36.654	32.136	-2.259	-7	122,205	-21
							AEP	50	1,192		52.999	53.603	52.395	-0.604	-1	121,484	-4
long	27/02/17	11/06/18	469				CenterPoint Energy	100	5,642		21.530	18.843		-2.687	-12	106,327	-10
short	15/01/18	25/06/18	161				Edison International	50	1,194		44.501	46.901	42.102	-2.399	-5	103,462	-12
							PG & E	50	1,675		31.749	31.832	31.667	-0.082	0	103,324	-1
long	18/06/18	16/03/20	637				AES	100	10,473		9.865	8.984		-0.881	-9	94,094	-5
short	16/03/20	10/08/20	147				AES	50	5,236		8.984	13.440	4.528	-4.456	-50	70,762	-82
							CenterPoint Energy	50	4,612		10.202	16.030	4.374	-5.828	-57	43,883	-88
long	8/06/20	6/07/20	28				PG & E	100	4,435		9.894	7.322		-2.572	-26	32,475	-98
10/08/20		21/09/20	42				- cash -
short	21/09/20	28/09/20	7				Edison International	50	417		38.851	40.354	37.349	-1.502	-4	31,849	-87
							FirstEnergy	50	727		22.381	22.125	22.639	0.259	1	32,037	82
28/09/20		5/10/20	7				- cash -
long	5/10/20	10/10/22	735				American Water	100	273		116.988	115.530		-1.458	-1	31,639	-1
short	27/09/21	25/10/21	28				PG & E	50	2,176		7.270	8.471	6.069	-1.201	-17	29,025	-91
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							AEP	50	266		59.323	61.509	57.137	-2.186	-4	28,444	-39
	20/06/22	4/07/22	14				AES	50	905		15.702	17.739	13.664	-2.038	-13	26,600	-97
							American Water	50	132		107.538	126.711	88.365	-19.173	-18	24,069	-99
	3/10/22	14/11/22	42				American Water	50	100		119.189	123.059	115.320	-3.869	-3	23,682	-25
							Exelon	50	355		34.138	32.357	36.017	1.879	6	24,349	59
14/11/22		28/11/22	14				- cash -
long	28/11/22	27/02/23	91				PG & E	100	1,906		12.772	13.054		0.282	2	24,887	9
short	26/12/22	20/02/23	56				Dominion Resources	50	247		50.350	48.747	52.006	1.656	3	25,296	23
							PSEG	50	246		50.590	51.678	49.502	-1.088	-2	25,029	-13
27/02/23		24/04/23	56				- cash -
long	24/04/23	10/07/23	77				Edison International	100	424		58.970	53.156		-5.814	-10	22,564	-39
short	22/05/23	24/07/23	63				AES	50	662		17.028	16.844	17.215	0.187	1	22,687	7
							Dominion Resources	50	268		41.975	41.985	41.966	-0.009	0	22,685	0
long	17/07/23	7/08/23	21				Atmos Energy	100	247		91.513	92.332		0.819	1	22,887	17
7/08/23		14/08/23	7				- cash -
short	14/08/23	1/01/24	140				AES	50	764		14.975	15.114	14.836	-0.139	-1	22,781	-2
							Dominion Resources	50	296		38.570	36.901	40.315	1.745	5	23,297	12
long	18/12/23	22/01/24	35				Southern	100	409		56.887	54.085		-2.801	-5	22,151	-41
22/01/24		5/02/24	14				- cash -
short	5/02/24	26/02/24	21				NextEra Energy	50	248		44.635	43.461	45.840	1.205	3	22,450	59
							Exelon	50	413		26.811	28.078	25.544	-1.267	-5	21,927	-57
26/02/24		4/03/24	7				- cash -
long	4/03/24	12/08/24	161				PSEG	100	439		49.891	63.685		13.794	28	27,983	74
accum	23/01/06	12/08/24	7202	days out of 7482 invested (96%)										180		27,983	5

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
	short	2/07/07	29/10/07	119	4.13	3.79	4.50	0.37	8.97		4.49
	short	4/02/08	9/06/08	126	3.94	3.48	4.46	0.53	13.34		6.67
	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	342.84
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	5/11/12	11/02/13	98	19.98	19.88	20.08	0.10	0.49	50	0.25
	short	19/08/13	21/10/13	63	19.08	17.70	20.56	1.48	7.77		3.89
	short	9/12/13	13/01/14	35	17.33	16.46	18.24	0.91	5.27		2.63
	short	27/04/15	3/08/15	98	21.91	20.82	23.05	1.15	5.23		2.62
	short	11/01/16	25/01/16	14	19.29	19.07	19.53	0.23	1.20		0.60
	short	3/10/22	14/11/22	42	34.14	32.36	36.02	1.88	5.50		2.75
	short	5/02/24	26/02/24	21	26.81	28.08	25.54	-1.27	-4.73		-2.36	40.31
PSEG	short	10/10/16	17/10/16	7	33.05	34.11	31.99	-1.06	-3.20		-1.60
	short	14/11/16	27/02/17	105	34.40	36.65	32.14	-2.26	-6.57		-3.28
	short	26/12/22	20/02/23	56	50.59	51.68	49.50	-1.09	-2.15		-1.08
	long	4/03/24	12/08/24	161	49.89	63.69		13.79	27.65	100	27.65	20.17
FirstEnergy	long	17/04/06	3/09/07	504	27.66	30.83		3.17	11.46		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	19/08/13	21/10/13	63	23.25	23.53	22.96	-0.29	-1.23		-0.62
	short	9/12/13	13/01/14	35	19.77	19.50	20.04	0.27	1.38		0.69
	short	29/09/14	6/10/14	7	20.92	20.98	20.85	-0.07	-0.32		-0.16
	short	10/10/16	17/10/16	7	25.66	26.44	24.88	-0.78	-3.04		-1.52
	short	21/09/20	28/09/20	7	22.38	22.12	22.64	0.26	1.16		0.58	18.26
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Dominion Resources	short	26/12/22	20/02/23	56	50.35	48.75	52.01	1.66	3.29		1.64
	short	22/05/23	24/07/23	63	41.98	41.98	41.97	-0.01	-0.02		-0.01
	short	14/08/23	1/01/24	140	38.57	36.90	40.32	1.74	4.52		2.26	3.93
Atmos Energy	long	17/07/23	7/08/23	21	91.51	92.33		0.82	0.89	100	0.89	0.89
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	2/07/07	29/10/07	119	22.71	22.66	22.75	0.04	0.19		0.09
	short	23/06/08	4/08/08	42	20.15	19.90	20.40	0.25	1.25		0.62	0.72
Edison International	short	1/09/08	13/07/09	315	24.94	18.89	32.94	8.00	32.06		16.03
	short	15/01/18	25/06/18	161	44.50	46.90	42.10	-2.40	-5.39		-2.70
	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	-0.20
AEP	short	14/11/16	27/02/17	105	53.00	53.60	52.39	-0.60	-1.14	50	-0.57
	short	27/09/21	25/10/21	28	59.32	61.51	57.14	-2.19	-3.69		-1.84	-2.40
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	5/11/12	11/02/13	98	6.47	7.09	5.86	-0.61	-9.49		-4.75
	short	24/08/15	5/10/15	42	7.31	6.78	7.88	0.57	7.76		3.88
	short	11/01/16	25/01/16	14	6.21	6.14	6.28	0.07	1.20		0.60
	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	20/06/22	4/07/22	14	15.70	17.74	13.66	-2.04	-12.98		-6.49
	short	22/05/23	24/07/23	63	17.03	16.84	17.22	0.19	1.10		0.55
	short	14/08/23	1/01/24	140	14.97	15.11	14.84	-0.14	-0.93		-0.46	-7.19
NextEra Energy	long	4/05/09	22/06/09	49	9.65	8.67		-0.98	-10.19	100	-10.19
	short	5/02/24	26/02/24	21	44.63	43.46	45.84	1.21	2.70	50	1.35	-8.98
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Southern	long	8/09/08	6/10/08	28	21.51	20.39		-1.11	-5.17	100	-5.17
	short	29/09/14	6/10/14	7	26.86	27.41	26.32	-0.54	-2.02	50	-1.01
	long	18/12/23	22/01/24	35	56.89	54.09		-2.80	-4.92	100	-4.92	-10.75
American Water	long	5/10/20	10/10/22	735	116.99	115.53		-1.46	-1.25		-1.25
	short	20/06/22	4/07/22	14	107.54	126.71	88.36	-19.17	-17.83	50	-8.91
	short	3/10/22	14/11/22	42	119.19	123.06	115.32	-3.87	-3.25		-1.62	-11.51
PG & E	short	4/02/08	9/06/08	126	21.32	19.92	22.82	1.50	7.02		3.51
	long	29/06/09	5/07/10	371	23.19	27.21		4.02	17.32	100	17.32
	short	15/01/18	25/06/18	161	31.75	31.83	31.67	-0.08	-0.26	50	-0.13
	long	8/06/20	6/07/20	28	9.89	7.32		-2.57	-26.00	100	-26.00
	short	27/09/21	25/10/21	28	7.27	8.47	6.07	-1.20	-16.52	50	-8.26
	long	28/11/22	27/02/23	91	12.77	13.05		0.28	2.21	100	2.21	-15.84
CenterPoint Energy	short	27/04/15	3/08/15	98	13.66	12.33	15.14	1.47	10.79	50	5.40
	short	24/08/15	5/10/15	42	11.72	12.25	11.19	-0.53	-4.52		-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	-35.59

Annotations

22/08/23

Sempra

stock split 1:2 (two for one)

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