| |
| |
Assessment - Dow Jones Utility Average in Japanese yen - 1/07/24 - RS = 39
⇐
| |
|
instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
2/10/23 |
prc diff |
⇓ Δ39 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
DJUA |
161,721.489 |
12/08/24 |
0.36 |
145,226.353 |
11.36 |
117,280.811 |
27,945.542 |
23.83 |
|
11.77 |
| |  |
 |
 |
 |
L |
 |
AES |
2,699.909 |
12/08/24 |
0.30 |
2,817.859 |
-4.19 |
2,120.724 |
697.135 |
32.87 |
|
7.89 |
| |  |
 |
 |
 |
L |
 |
AEP |
15,695.343 |
12/08/24 |
-0.40 |
14,102.219 |
11.30 |
10,759.378 |
3,342.841 |
31.07 |
|
16.60 |
| |  |
 |
 |
 |
L |
 |
American Water |
23,034.054 |
12/08/24 |
0.20 |
20,642.753 |
11.58 |
17,934.792 |
2,707.960 |
15.10 |
|
7.78 |
| |  |
 |
 |
 |
|
 |
Atmos Energy |
20,784.938 |
12/08/24 |
0.46 |
18,739.405 |
10.92 |
15,390.223 |
3,349.182 |
21.76 |
|
9.91 |
| |  |
 |
 |
 |
|
 |
Consolidated Edison |
16,470.900 |
12/08/24 |
0.91 |
14,349.427 |
14.78 |
12,224.115 |
2,125.313 |
17.39 |
|
6.51 |
| |  |
 |
 |
 |
|
 |
Dominion Resources |
8,841.354 |
12/08/24 |
0.46 |
7,757.190 |
13.98 |
6,336.710 |
1,420.479 |
22.42 |
|
9.11 |
| |  |
 |
 |
 |
L |
 |
Duke Energy |
18,317.696 |
12/08/24 |
0.62 |
16,052.422 |
14.11 |
12,796.231 |
3,256.191 |
25.45 |
|
15.25 |
| |  |
 |
 |
 |
|
 |
Edison International |
13,315.351 |
12/08/24 |
0.52 |
11,502.486 |
15.76 |
9,141.877 |
2,360.609 |
25.82 |
|
12.68 |
| |  |
 |
 |
 |
|
 |
Exelon |
5,962.097 |
12/08/24 |
-0.54 |
5,582.397 |
6.80 |
5,483.029 |
99.368 |
1.81 |
|
-1.29 |
| |  |
 |
 |
 |
|
 |
FirstEnergy |
6,818.442 |
12/08/24 |
0.55 |
6,189.917 |
10.15 |
4,882.457 |
1,307.460 |
26.78 |
|
11.57 |
| |  |
 |
 |
 |
L |
 |
NextEra Energy |
12,534.946 |
12/08/24 |
0.15 |
11,294.054 |
10.99 |
7,810.434 |
3,483.621 |
44.60 |
|
20.50 |
| |  |
 |
 |
 |
L |
 |
PSEG |
13,008.359 |
12/08/24 |
0.81 |
11,896.727 |
9.34 |
8,190.846 |
3,705.881 |
45.24 |
|
26.90 |
| |  |
 |
 |
 |
L |
 |
Sempra |
12,762.766 |
12/08/24 |
0.74 |
12,113.237 |
5.36 |
9,775.398 |
2,337.839 |
23.92 |
|
12.96 |
| |  |
 |
 |
 |
L |
 |
Southern |
14,089.293 |
12/08/24 |
0.46 |
12,441.233 |
13.25 |
9,391.990 |
3,049.243 |
32.47 |
|
19.15 |
| |  |
 |
 |
 |
L |
 |
Xcel Energy |
9,374.550 |
12/08/24 |
0.10 |
8,471.349 |
10.66 |
8,241.767 |
229.582 |
2.79 |
|
-1.71 |
DJUA - 15 out of 15 instruments rated - 1/07/24 / 2/10/23 - 15 did rise, Market-Ratio(39) in JPY = 100.00 % |
Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Utility Average in Japanese yen * 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 |
4 |
|
1,183.507 |
1,144.012 |
1,224.366 |
40.859 |
3 |
10,163 |
487 |
|
|
|
|
|
 |
 |
 |
NiSource |
50 |
5 |
|
939.365 |
937.953 |
940.779 |
1.414 |
0 |
10,171 |
8 |
|
100 |
2 |
155 | |
long |
17/04/06 |
21/01/08 |
644 |
 |
 |
 |
FirstEnergy |
50 |
0 |
|
5,748.237 |
7,335.630 |
|
1,587.393 |
28 |
10,171 |
0 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
1 |
|
6,130.267 |
7,813.205 |
|
1,682.938 |
27 |
11,853 |
15 |
|
100 |
27 |
15 | |
short |
21/01/08 |
17/03/08 |
56 |
 |
 |
 |
AES |
50 |
3 |
|
1,889.999 |
1,592.030 |
2,243.735 |
353.737 |
19 |
12,915 |
206 |
|
|
|
|
|
 |
 |
 |
NiSource |
50 |
8 |
|
735.080 |
670.317 |
806.100 |
71.020 |
10 |
13,483 |
82 |
|
100 |
14 |
136 | |
long |
17/03/08 |
28/07/08 |
133 |
 |
 |
 |
FirstEnergy |
50 |
0 |
|
6,755.479 |
7,802.415 |
|
1,046.936 |
15 |
13,483 |
0 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
1 |
|
7,865.046 |
8,568.098 |
|
703.052 |
9 |
14,186 |
26 |
|
100 |
9 |
26 | |
short |
28/07/08 |
6/07/09 |
343 |
 |
 |
 |
AES |
50 |
4 |
|
1,770.776 |
1,068.010 |
2,935.973 |
1,165.197 |
66 |
18,847 |
71 |
|
|
|
|
|
 |
 |
 |
Edison International |
50 |
1 |
|
5,160.270 |
3,015.784 |
8,829.676 |
3,669.405 |
71 |
22,516 |
77 |
|
100 |
68 |
74 | |
long |
6/07/09 |
31/08/15 |
2247 |
 |
 |
 |
NextEra Energy |
50 |
8 |
|
1,337.654 |
2,983.215 |
|
1,645.561 |
123 |
35,681 |
14 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
3 |
|
3,694.815 |
6,011.901 |
|
2,317.086 |
63 |
42,632 |
8 |
|
100 |
92 |
11 | |
short |
31/08/15 |
7/12/15 |
98 |
 |
 |
 |
CenterPoint Energy |
50 |
9 |
|
2,257.797 |
2,024.390 |
2,518.117 |
260.319 |
12 |
44,975 |
50 |
|
|
|
|
|
 |
 |
 |
FirstEnergy |
50 |
5 |
|
3,875.360 |
4,006.836 |
3,743.885 |
-131.475 |
-3 |
44,317 |
-12 |
|
100 |
4 |
17 | |
long |
7/12/15 |
16/03/20 |
1561 |
 |
 |
 |
NiSource |
50 |
9 |
|
2,361.171 |
2,219.074 |
|
-142.097 |
-6 |
43,038 |
-1 |
|
|
|
|
|
 |
 |
 |
American Water |
50 |
3 |
|
7,204.409 |
12,590.646 |
|
5,386.237 |
75 |
59,197 |
14 |
|
100 |
35 |
7 | |
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 |
25 |
|
1,164.643 |
2,170.562 |
158.724 |
-1,005.919 |
-86 |
34,049 |
-94 |
|
|
|
|
|
 |
 |
 |
CenterPoint Energy |
50 |
22 |
|
1,322.542 |
2,406.651 |
238.434 |
-1,084.108 |
-82 |
10,199 |
-90 |
|
100 |
-84 |
-92 | |
long |
7/12/20 |
10/10/22 |
672 |
 |
 |
 |
AES |
50 |
2 |
|
2,170.562 |
3,627.305 |
|
1,456.743 |
67 |
13,112 |
32 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
4 |
|
1,303.169 |
2,059.213 |
|
756.044 |
58 |
16,136 |
28 |
|
100 |
62 |
30 | |
short |
10/10/22 |
14/11/22 |
35 |
 |
 |
 |
American Water |
50 |
0 |
|
18,572.266 |
20,290.146 |
16,854.387 |
-1,717.879 |
-9 |
16,136 |
0 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
2 |
|
5,510.180 |
5,335.012 |
5,691.101 |
180.920 |
3 |
16,498 |
40 |
|
100 |
3 |
40 | |
long |
14/11/22 |
2/01/23 |
49 |
 |
 |
 |
AES |
50 |
2 |
|
3,858.982 |
3,759.004 |
|
-99.978 |
-3 |
16,298 |
-18 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
4 |
|
2,026.912 |
2,125.223 |
|
98.311 |
5 |
16,692 |
42 |
|
100 |
1 |
9 | |
short |
2/01/23 |
20/03/23 |
77 |
 |
 |
 |
Dominion Resources |
50 |
1 |
|
8,014.677 |
7,319.112 |
8,776.345 |
761.668 |
10 |
17,453 |
54 |
|
|
|
|
|
 |
 |
 |
NiSource |
50 |
2 |
|
3,583.863 |
3,660.872 |
3,506.853 |
-77.009 |
-2 |
17,299 |
-10 |
|
100 |
4 |
20 | |
long |
20/03/23 |
15/05/23 |
56 |
 |
 |
 |
Consolidated Edison |
50 |
0 |
|
12,752.520 |
13,397.710 |
|
645.191 |
5 |
17,299 |
0 |
|
|
|
|
|
 |
 |
 |
Edison International |
50 |
1 |
|
9,079.805 |
9,827.890 |
|
748.085 |
8 |
18,047 |
68 |
|
100 |
8 |
68 | |
short |
15/05/23 |
3/07/23 |
49 |
 |
 |
 |
AES |
50 |
3 |
|
2,991.629 |
3,047.252 |
2,936.007 |
-55.623 |
-2 |
17,880 |
-13 |
|
|
|
|
|
 |
 |
 |
Dominion Resources |
50 |
1 |
|
7,451.184 |
7,608.729 |
7,293.639 |
-157.545 |
-2 |
17,723 |
-15 |
|
100 |
-2 |
-14 | |
long |
3/07/23 |
4/09/23 |
63 |
 |
 |
 |
Edison International |
50 |
0 |
|
9,992.152 |
10,017.622 |
|
25.470 |
0 |
17,723 |
0 |
|
|
|
|
|
 |
 |
 |
Atmos Energy |
50 |
1 |
|
16,964.531 |
16,908.856 |
|
-55.675 |
0 |
17,667 |
-2 |
|
100 |
0 |
-2 | |
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 |
3 |
|
2,619.723 |
2,642.728 |
2,596.718 |
-23.005 |
-1 |
17,598 |
-3 |
|
|
|
|
|
 |
 |
 |
Dominion Resources |
50 |
1 |
|
7,011.311 |
6,976.509 |
7,046.285 |
34.975 |
0 |
17,633 |
2 |
|
100 |
0 |
-1 | |
long |
11/12/23 |
15/01/24 |
35 |
 |
 |
 |
PSEG |
50 |
0 |
|
9,220.998 |
8,791.060 |
|
-429.938 |
-5 |
17,633 |
0 |
|
|
|
|
|
 |
 |
 |
Southern |
50 |
1 |
|
10,447.926 |
10,408.778 |
|
-39.148 |
0 |
17,594 |
-4 |
|
100 |
0 |
-4 | |
short |
15/01/24 |
6/05/24 |
112 |
 |
 |
 |
NextEra Energy |
50 |
0 |
|
8,895.993 |
10,960.847 |
6,831.139 |
-2,064.854 |
-23 |
17,594 |
0 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
3 |
|
5,256.856 |
5,776.559 |
4,737.152 |
-519.703 |
-10 |
16,035 |
-29 |
|
100 |
-10 |
-29 | |
long |
6/05/24 |
12/08/24 |
98 |
 |
 |
 |
NextEra Energy |
50 |
0 |
|
10,960.847 |
12,534.946 |
|
1,574.099 |
14 |
16,035 |
0 |
|
|
|
|
|
 |
 |
 |
PSEG |
50 |
1 |
|
10,974.693 |
13,008.359 |
|
2,033.667 |
19 |
18,069 |
88 |
|
100 |
19 |
88 | |
accum | 10/04/06 |
12/08/24 | 7024 |
days out of 7122 invested (99%) |
81 |
18,069 |
3 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
PG & E | long | 6/07/09 | 31/08/15 | 2247 | 3,694.82 | 6,011.90 | | 2,317.09 | 62.71 | 50 | 31.36 | |
| long | 7/12/20 | 10/10/22 | 672 | 1,303.17 | 2,059.21 | | 756.04 | 58.02 | | 29.01 | |
| long | 14/11/22 | 2/01/23 | 49 | 2,026.91 | 2,125.22 | | 98.31 | 4.85 | | 2.43 | 73.57 |
NextEra Energy | short | 10/04/06 | 17/04/06 | 7 | 1,183.51 | 1,144.01 | 1,224.37 | 40.86 | 3.45 | | 1.73 | |
| long | 6/07/09 | 31/08/15 | 2247 | 1,337.65 | 2,983.21 | | 1,645.56 | 123.02 | | 61.51 | |
| short | 15/01/24 | 6/05/24 | 112 | 8,895.99 | 10,960.85 | 6,831.14 | -2,064.85 | -23.21 | | -11.61 | |
| long | 6/05/24 | 12/08/24 | 98 | 10,960.85 | 12,534.95 | | 1,574.10 | 14.36 | | 7.18 | 55.66 |
Edison International | short | 28/07/08 | 6/07/09 | 343 | 5,160.27 | 3,015.78 | 8,829.68 | 3,669.41 | 71.11 | | 35.55 | |
| long | 20/03/23 | 15/05/23 | 56 | 9,079.80 | 9,827.89 | | 748.09 | 8.24 | | 4.12 | |
| long | 3/07/23 | 4/09/23 | 63 | 9,992.15 | 10,017.62 | | 25.47 | 0.25 | | 0.13 | 41.32 |
American Water | long | 7/12/15 | 16/03/20 | 1561 | 7,204.41 | 12,590.65 | | 5,386.24 | 74.76 | | 37.38 | |
| short | 10/10/22 | 14/11/22 | 35 | 18,572.27 | 20,290.15 | 16,854.39 | -1,717.88 | -9.25 | | -4.62 | 31.03 |
FirstEnergy | long | 17/04/06 | 21/01/08 | 644 | 5,748.24 | 7,335.63 | | 1,587.39 | 27.62 | | 13.81 | |
| long | 17/03/08 | 28/07/08 | 133 | 6,755.48 | 7,802.42 | | 1,046.94 | 15.50 | | 7.75 | |
| short | 31/08/15 | 7/12/15 | 98 | 3,875.36 | 4,006.84 | 3,743.88 | -131.48 | -3.39 | | -1.70 | 20.55 |
Exelon | long | 17/04/06 | 21/01/08 | 644 | 6,130.27 | 7,813.20 | | 1,682.94 | 27.45 | | 13.73 | |
| long | 17/03/08 | 28/07/08 | 133 | 7,865.05 | 8,568.10 | | 703.05 | 8.94 | | 4.47 | |
| short | 10/10/22 | 14/11/22 | 35 | 5,510.18 | 5,335.01 | 5,691.10 | 180.92 | 3.28 | | 1.64 | |
| short | 15/01/24 | 6/05/24 | 112 | 5,256.86 | 5,776.56 | 4,737.15 | -519.70 | -9.89 | | -4.94 | 14.79 |
AES | short | 21/01/08 | 17/03/08 | 56 | 1,890.00 | 1,592.03 | 2,243.74 | 353.74 | 18.72 | | 9.36 | |
| short | 28/07/08 | 6/07/09 | 343 | 1,770.78 | 1,068.01 | 2,935.97 | 1,165.20 | 65.80 | | 32.90 | |
| short | 16/03/20 | 7/12/20 | 266 | 1,164.64 | 2,170.56 | 158.72 | -1,005.92 | -86.37 | | -43.19 | |
| long | 7/12/20 | 10/10/22 | 672 | 2,170.56 | 3,627.30 | | 1,456.74 | 67.11 | | 33.56 | |
| long | 14/11/22 | 2/01/23 | 49 | 3,858.98 | 3,759.00 | | -99.98 | -2.59 | | -1.30 | |
| short | 15/05/23 | 3/07/23 | 49 | 2,991.63 | 3,047.25 | 2,936.01 | -55.62 | -1.86 | | -0.93 | |
| short | 4/09/23 | 11/12/23 | 98 | 2,619.72 | 2,642.73 | 2,596.72 | -23.00 | -0.88 | | -0.44 | 7.37 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
PSEG | long | 11/12/23 | 15/01/24 | 35 | 9,221.00 | 8,791.06 | | -429.94 | -4.66 | | -2.33 | |
| long | 6/05/24 | 12/08/24 | 98 | 10,974.69 | 13,008.36 | | 2,033.67 | 18.53 | | 9.27 | 6.72 |
Dominion Resources | short | 2/01/23 | 20/03/23 | 77 | 8,014.68 | 7,319.11 | 8,776.35 | 761.67 | 9.50 | | 4.75 | |
| short | 15/05/23 | 3/07/23 | 49 | 7,451.18 | 7,608.73 | 7,293.64 | -157.55 | -2.11 | | -1.06 | |
| short | 4/09/23 | 11/12/23 | 98 | 7,011.31 | 6,976.51 | 7,046.29 | 34.97 | 0.50 | | 0.25 | 3.90 |
Consolidated Edison | long | 20/03/23 | 15/05/23 | 56 | 12,752.52 | 13,397.71 | | 645.19 | 5.06 | | 2.53 | 2.53 |
NiSource | short | 10/04/06 | 17/04/06 | 7 | 939.37 | 937.95 | 940.78 | 1.41 | 0.15 | | 0.08 | |
| short | 21/01/08 | 17/03/08 | 56 | 735.08 | 670.32 | 806.10 | 71.02 | 9.66 | | 4.83 | |
| long | 7/12/15 | 16/03/20 | 1561 | 2,361.17 | 2,219.07 | | -142.10 | -6.02 | | -3.01 | |
| short | 2/01/23 | 20/03/23 | 77 | 3,583.86 | 3,660.87 | 3,506.85 | -77.01 | -2.15 | | -1.07 | 0.66 |
Atmos Energy | long | 3/07/23 | 4/09/23 | 63 | 16,964.53 | 16,908.86 | | -55.67 | -0.33 | | -0.16 | -0.16 |
Southern | long | 11/12/23 | 15/01/24 | 35 | 10,447.93 | 10,408.78 | | -39.15 | -0.37 | | -0.19 | -0.19 |
CenterPoint Energy | short | 31/08/15 | 7/12/15 | 98 | 2,257.80 | 2,024.39 | 2,518.12 | 260.32 | 11.53 | | 5.76 | |
| short | 16/03/20 | 7/12/20 | 266 | 1,322.54 | 2,406.65 | 238.43 | -1,084.11 | -81.97 | | -40.99 | -37.58 |
Annotations
22/08/23 | Sempra | | | stock split 1:2 (two for one) |
|
|