| | |
| | |
Assessment - Dow Jones Utility Average - 12/05/22 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/05/22 |
⇓ Δwk |
3/07/22 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
|
|
 |
DJUA |
974.030 |
15:13 |
0.13 |
970.230 |
0.39 |
996.400 |
-26.170 |
-2.63 |
|
0.12 |
| | |
|
|
|
L |
|
PG & E |
15.360 |
15:13 |
-1.35 |
15.320 |
0.26 |
10.510 |
4.810 |
45.77 |
|
26.48 |
| | |
|
|
|
L |
|
AES |
28.740 |
15:13 |
2.72 |
28.370 |
1.30 |
21.870 |
6.500 |
29.72 |
|
22.72 |
| | |
|
|
|
|
|
Consolidated Edison |
96.770 |
15:13 |
0.19 |
97.370 |
-0.62 |
90.140 |
7.230 |
8.02 |
|
7.12 |
| | |
|
|
|
|
|
NextEra Energy |
85.800 |
15:22 |
0.60 |
85.150 |
0.76 |
84.180 |
0.970 |
1.15 |
|
5.69 |
| | |
|
|
|
|
|
CenterPoint Energy |
30.240 |
15:13 |
-0.49 |
30.450 |
-0.69 |
28.730 |
1.720 |
5.99 |
|
3.51 |
| | |
|
|
|
|
|
FirstEnergy |
41.767 |
15:13 |
0.16 |
41.330 |
1.06 |
44.570 |
-3.240 |
-7.27 |
|
1.90 |
| | |
|
|
|
|
|
AEP |
97.185 |
15:13 |
0.53 |
94.520 |
2.82 |
97.260 |
-2.740 |
-2.82 |
|
0.65 |
| | |
|
|
|
|
|
Edison International |
65.299 |
15:13 |
-0.11 |
65.120 |
0.27 |
66.190 |
-1.070 |
-1.62 |
|
0.58 |
| | |
|
|
|
|
|
American Water |
153.945 |
15:12 |
0.10 |
153.180 |
0.50 |
159.220 |
-6.040 |
-3.79 |
|
0.37 |
| | |
|
|
|
|
|
NiSource |
27.565 |
15:13 |
-0.38 |
27.510 |
0.20 |
30.110 |
-2.600 |
-8.64 |
|
-3.50 |
| | |
|
|
|
S |
|
Southern |
68.650 |
15:26 |
0.22 |
67.480 |
1.73 |
69.230 |
-1.750 |
-2.53 |
|
-4.04 |
| | |
|
|
|
|
|
Duke Energy |
99.914 |
15:20 |
0.34 |
99.130 |
0.79 |
106.700 |
-7.570 |
-7.09 |
|
-4.76 |
| | |
|
|
|
S |
|
PSEG |
59.410 |
15:13 |
|
60.270 |
-1.43 |
67.710 |
-7.440 |
-10.99 |
|
-6.11 |
| | |
|
|
|
|
|
Exelon |
42.230 |
15:28 |
-0.19 |
41.750 |
1.15 |
43.830 |
-2.080 |
-4.75 |
|
-7.42 |
| | |
|
|
|
S |
|
Dominion Resources |
57.925 |
15:13 |
-0.13 |
59.270 |
-2.27 |
83.350 |
-24.080 |
-28.89 |
|
-23.31 |
| DJUA - 15 out of 15 instruments rated - 12/05/22 / 3/07/22 - 5 did rise, Market-Ratio(39) = 33.33 % |
| Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Utility Average * 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 | |
| 1/02/06 |
4/10/06 |
98 |
|
- cash - |
| short |
4/10/06 |
4/17/06 |
7 |
|
|
|
NextEra Energy |
50 |
499 |
|
10.005 |
9.643 |
10.381 |
0.376 |
4 |
10,188 |
585 |
|
| |
|
|
|
|
|
|
NiSource |
50 |
630 |
|
7.941 |
7.906 |
7.977 |
0.036 |
0 |
10,210 |
26 |
|
| 100 |
2 |
196 | |
| long |
4/17/06 |
1/21/08 |
644 |
|
|
|
FirstEnergy |
50 |
105 |
|
48.450 |
68.660 |
|
20.210 |
42 |
12,332 |
22 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
99 |
|
51.670 |
73.130 |
|
21.460 |
42 |
14,457 |
22 |
|
| 100 |
42 |
22 | |
| short |
1/21/08 |
3/17/08 |
56 |
|
|
|
AES |
50 |
408 |
|
17.690 |
16.070 |
19.473 |
1.783 |
10 |
15,184 |
87 |
|
| |
|
|
|
|
|
|
NiSource |
50 |
1,052 |
|
6.880 |
6.766 |
6.996 |
0.116 |
2 |
15,306 |
12 |
|
| 100 |
6 |
45 | |
| long |
3/17/08 |
7/28/08 |
133 |
|
|
|
FirstEnergy |
50 |
112 |
|
68.190 |
72.350 |
|
4.160 |
6 |
15,772 |
18 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
96 |
|
79.390 |
79.450 |
|
0.060 |
0 |
15,778 |
0 |
|
| 100 |
3 |
9 | |
| short |
7/28/08 |
7/06/09 |
343 |
|
|
|
AES |
50 |
480 |
|
16.420 |
11.120 |
24.246 |
7.826 |
48 |
19,534 |
51 |
|
| |
|
|
|
|
|
|
Edison International |
50 |
165 |
|
47.850 |
31.400 |
72.918 |
25.068 |
52 |
23,671 |
57 |
|
| 100 |
50 |
54 | |
| long |
7/06/09 |
8/31/15 |
2247 |
|
|
|
NextEra Energy |
50 |
849 |
|
13.928 |
24.603 |
|
10.675 |
77 |
32,734 |
10 |
|
| |
|
|
|
|
|
|
PG & E |
50 |
307 |
|
38.470 |
49.580 |
|
11.110 |
29 |
36,144 |
4 |
|
| 100 |
53 |
7 | |
| short |
8/31/15 |
12/07/15 |
98 |
|
|
|
CenterPoint Energy |
50 |
970 |
|
18.620 |
16.410 |
21.128 |
2.508 |
13 |
38,577 |
60 |
|
| |
|
|
|
|
|
|
FirstEnergy |
50 |
565 |
|
31.960 |
32.480 |
31.440 |
-0.520 |
-2 |
38,283 |
-6 |
|
| 100 |
6 |
24 | |
| long |
12/07/15 |
3/16/20 |
1561 |
|
|
|
NiSource |
50 |
1,000 |
|
19.140 |
20.940 |
|
1.800 |
9 |
40,083 |
2 |
|
| |
|
|
|
|
|
|
American Water |
50 |
327 |
|
58.400 |
118.810 |
|
60.410 |
103 |
59,837 |
18 |
|
| 100 |
56 |
11 | |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
3/16/20 |
12/07/20 |
266 |
|
|
|
AES |
50 |
2,722 |
|
10.990 |
20.870 |
1.110 |
-9.880 |
-90 |
32,944 |
-96 |
|
| |
|
|
|
|
|
|
CenterPoint Energy |
50 |
2,397 |
|
12.480 |
23.140 |
1.820 |
-10.660 |
-85 |
7,392 |
-93 |
|
| 100 |
-88 |
-94 | |
| long |
12/07/20 |
10/10/22 |
672 |
|
|
|
AES |
50 |
177 |
|
20.870 |
24.890 |
|
4.020 |
19 |
8,103 |
10 |
|
| |
|
|
|
|
|
|
PG & E |
50 |
295 |
|
12.530 |
14.130 |
|
1.600 |
13 |
8,575 |
7 |
|
| 100 |
16 |
8 | |
| short |
10/10/22 |
11/14/22 |
35 |
|
|
|
American Water |
50 |
33 |
|
127.440 |
144.750 |
110.130 |
-17.310 |
-14 |
8,004 |
-78 |
|
| |
|
|
|
|
|
|
Exelon |
50 |
115 |
|
37.810 |
38.060 |
37.560 |
-0.250 |
-1 |
7,975 |
-7 |
|
| 100 |
-7 |
-53 | |
| long |
11/14/22 |
12/08/22 |
24 |
|
|
|
AES |
50 |
144 |
|
27.530 |
28.740 |
|
1.210 |
4 |
8,150 |
92 |
|
| |
|
|
|
|
|
|
PG & E |
50 |
277 |
|
14.460 |
15.360 |
|
0.900 |
6 |
8,399 |
150 |
|
| 100 |
5 |
120 | |
| accum | 4/10/06 |
12/08/22 | 6086 |
days out of 6184 invested (98%) |
-16 |
8,399 |
-1 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
| American Water | long | 12/07/15 | 3/16/20 | 1561 | 58.40 | 118.81 | | 60.41 | 103.44 | 50 | 51.72 | |
| | short | 10/10/22 | 11/14/22 | 35 | 127.44 | 144.75 | 110.13 | -17.31 | -13.58 | | -6.79 | 41.42 |
| NextEra Energy | short | 4/10/06 | 4/17/06 | 7 | 10.01 | 9.64 | 10.38 | 0.38 | 3.76 | | 1.88 | |
| | long | 7/06/09 | 8/31/15 | 2247 | 13.93 | 24.60 | | 10.68 | 76.65 | | 38.32 | 40.92 |
| Edison International | short | 7/28/08 | 7/06/09 | 343 | 47.85 | 31.40 | 72.92 | 25.07 | 52.39 | | 26.19 | 26.19 |
| PG & E | long | 7/06/09 | 8/31/15 | 2247 | 38.47 | 49.58 | | 11.11 | 28.88 | | 14.44 | |
| | long | 12/07/20 | 10/10/22 | 672 | 12.53 | 14.13 | | 1.60 | 12.77 | | 6.38 | |
| | long | 11/14/22 | 12/08/22 | 24 | 14.46 | 15.36 | | 0.90 | 6.22 | | 3.11 | 25.54 |
| FirstEnergy | long | 4/17/06 | 1/21/08 | 644 | 48.45 | 68.66 | | 20.21 | 41.71 | | 20.86 | |
| | long | 3/17/08 | 7/28/08 | 133 | 68.19 | 72.35 | | 4.16 | 6.10 | | 3.05 | |
| | short | 8/31/15 | 12/07/15 | 98 | 31.96 | 32.48 | 31.44 | -0.52 | -1.63 | | -0.81 | 23.53 |
| Exelon | long | 4/17/06 | 1/21/08 | 644 | 51.67 | 73.13 | | 21.46 | 41.53 | | 20.77 | |
| | long | 3/17/08 | 7/28/08 | 133 | 79.39 | 79.45 | | 0.06 | 0.08 | | 0.04 | |
| | short | 10/10/22 | 11/14/22 | 35 | 37.81 | 38.06 | 37.56 | -0.25 | -0.66 | | -0.33 | 20.41 |
| NiSource | short | 4/10/06 | 4/17/06 | 7 | 7.94 | 7.91 | 7.98 | 0.04 | 0.45 | | 0.22 | |
| | short | 1/21/08 | 3/17/08 | 56 | 6.88 | 6.77 | 7.00 | 0.12 | 1.68 | | 0.84 | |
| | long | 12/07/15 | 3/16/20 | 1561 | 19.14 | 20.94 | | 1.80 | 9.40 | | 4.70 | 5.82 |
| AES | short | 1/21/08 | 3/17/08 | 56 | 17.69 | 16.07 | 19.47 | 1.78 | 10.08 | | 5.04 | |
| | short | 7/28/08 | 7/06/09 | 343 | 16.42 | 11.12 | 24.25 | 7.83 | 47.66 | | 23.83 | |
| | short | 3/16/20 | 12/07/20 | 266 | 10.99 | 20.87 | 1.11 | -9.88 | -89.90 | | -44.95 | |
| | long | 12/07/20 | 10/10/22 | 672 | 20.87 | 24.89 | | 4.02 | 19.26 | | 9.63 | |
| | long | 11/14/22 | 12/08/22 | 24 | 27.53 | 28.74 | | 1.21 | 4.40 | | 2.20 | -19.77 |
| CenterPoint Energy | short | 8/31/15 | 12/07/15 | 98 | 18.62 | 16.41 | 21.13 | 2.51 | 13.47 | | 6.73 | |
| | short | 3/16/20 | 12/07/20 | 266 | 12.48 | 23.14 | 1.82 | -10.66 | -85.42 | | -42.71 | -38.85 |
Annotations
| 7/01/15 | NiSource | | | company split (CPGX) by a ratio of 1.000:2.545 |
|
