| |
| |
Assessment - Dow Jones Utility Average - 16/05/22 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/22 |
⇓ Δwk |
16/08/21 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
DJUA |
1,000.160 |
14:06 |
-0.15 |
993.800 |
0.64 |
944.540 |
49.260 |
5.22 |
|
6.11 |
| |  |
 |
 |
 |
L |
 |
Consolidated Edison |
95.270 |
14:05 |
-0.24 |
95.040 |
0.24 |
78.250 |
16.790 |
21.46 |
|
17.89 |
| |  |
 |
 |
 |
L |
 |
CenterPoint Energy |
31.025 |
14:06 |
-0.56 |
30.970 |
0.18 |
26.790 |
4.180 |
15.60 |
|
14.89 |
| |  |
 |
 |
 |
|
 |
NiSource |
30.735 |
14:06 |
-0.05 |
30.430 |
1.00 |
25.640 |
4.790 |
18.68 |
|
14.38 |
| |  |
 |
 |
 |
L |
 |
Southern |
74.460 |
14:30 |
0.42 |
74.250 |
0.28 |
66.380 |
7.870 |
11.86 |
|
12.68 |
| |  |
 |
 |
 |
L |
 |
AEP |
100.220 |
14:05 |
-0.18 |
99.390 |
0.84 |
90.300 |
9.090 |
10.07 |
|
12.38 |
| |  |
 |
 |
 |
|
 |
PG & E |
12.220 |
14:06 |
0.99 |
11.790 |
3.65 |
9.170 |
2.620 |
28.57 |
|
8.36 |
| |  |
 |
 |
 |
|
 |
Edison International |
66.610 |
14:05 |
-0.08 |
66.590 |
0.03 |
57.280 |
9.310 |
16.25 |
|
8.11 |
| |  |
 |
 |
 |
|
 |
Dominion Resources |
83.475 |
14:06 |
-0.92 |
83.690 |
-0.26 |
78.460 |
5.230 |
6.67 |
|
7.50 |
| |  |
 |
 |
 |
L |
 |
Duke Energy |
110.195 |
14:10 |
0.77 |
110.030 |
0.15 |
107.810 |
2.220 |
2.06 |
|
6.06 |
| |  |
 |
 |
 |
|
 |
PSEG |
68.410 |
14:06 |
-0.35 |
68.060 |
0.51 |
64.820 |
3.240 |
5.00 |
|
5.89 |
| |  |
 |
 |
 |
|
 |
FirstEnergy |
42.665 |
14:06 |
-0.15 |
41.750 |
2.19 |
38.830 |
2.920 |
7.52 |
|
4.81 |
| |  |
 |
 |
 |
|
 |
Exelon |
47.775 |
14:26 |
0.49 |
46.870 |
1.93 |
48.580 |
-1.710 |
-3.52 |
|
-3.41 |
| |  |
 |
 |
 |
S |
 |
American Water |
146.660 |
14:06 |
0.17 |
145.970 |
0.47 |
181.500 |
-35.530 |
-19.58 |
|
-11.94 |
| |  |
 |
 |
 |
S |
 |
NextEra Energy |
71.810 |
14:14 |
-0.29 |
70.120 |
2.41 |
83.950 |
-13.830 |
-16.47 |
|
-12.66 |
| |  |
 |
 |
 |
S |
 |
AES |
20.615 |
14:05 |
-0.70 |
20.060 |
2.77 |
24.360 |
-4.300 |
-17.65 |
|
-15.52 |
DJUA - 15 out of 15 instruments rated - 16/05/22 / 16/08/21 - 11 did rise, Market-Ratio(39) = 73.33 % |
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 | |
2/01/06 |
10/04/06 |
98 |
|
- cash - |
short |
10/04/06 |
17/04/06 |
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 |
17/04/06 |
21/01/08 |
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 |
21/01/08 |
17/03/08 |
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 |
17/03/08 |
28/07/08 |
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 |
28/07/08 |
6/07/09 |
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 |
6/07/09 |
31/08/15 |
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 |
31/08/15 |
7/12/15 |
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 |
7/12/15 |
16/03/20 |
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 |
16/03/20 |
7/12/20 |
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 |
7/12/20 |
18/05/22 |
527 |
 |
 |
 |
AES |
50 |
177 |
|
20.870 |
20.615 |
|
-0.255 |
-1 |
7,347 |
-1 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
295 |
|
12.530 |
12.220 |
|
-0.310 |
-2 |
7,255 |
-2 |
|
100 |
-2 |
-1 | |
accum | 10/04/06 |
18/05/22 | 5882 |
days out of 5980 invested (98%) |
-27 |
7,255 |
-2 |
|
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 | 7/12/15 | 16/03/20 | 1561 | 58.40 | 118.81 | | 60.41 | 103.44 | 50 | 51.72 | 51.72 |
NextEra Energy | short | 10/04/06 | 17/04/06 | 7 | 10.01 | 9.64 | 10.38 | 0.38 | 3.76 | | 1.88 | |
| long | 6/07/09 | 31/08/15 | 2247 | 13.93 | 24.60 | | 10.68 | 76.65 | | 38.32 | 40.92 |
Edison International | short | 28/07/08 | 6/07/09 | 343 | 47.85 | 31.40 | 72.92 | 25.07 | 52.39 | | 26.19 | 26.19 |
FirstEnergy | long | 17/04/06 | 21/01/08 | 644 | 48.45 | 68.66 | | 20.21 | 41.71 | | 20.86 | |
| long | 17/03/08 | 28/07/08 | 133 | 68.19 | 72.35 | | 4.16 | 6.10 | | 3.05 | |
| short | 31/08/15 | 7/12/15 | 98 | 31.96 | 32.48 | 31.44 | -0.52 | -1.63 | | -0.81 | 23.53 |
Exelon | long | 17/04/06 | 21/01/08 | 644 | 51.67 | 73.13 | | 21.46 | 41.53 | | 20.77 | |
| long | 17/03/08 | 28/07/08 | 133 | 79.39 | 79.45 | | 0.06 | 0.08 | | 0.04 | 20.81 |
PG & E | long | 6/07/09 | 31/08/15 | 2247 | 38.47 | 49.58 | | 11.11 | 28.88 | | 14.44 | |
| long | 7/12/20 | 18/05/22 | 527 | 12.53 | 12.22 | | -0.31 | -2.47 | | -1.24 | 13.02 |
NiSource | short | 10/04/06 | 17/04/06 | 7 | 7.94 | 7.91 | 7.98 | 0.04 | 0.45 | | 0.22 | |
| short | 21/01/08 | 17/03/08 | 56 | 6.88 | 6.77 | 7.00 | 0.12 | 1.68 | | 0.84 | |
| long | 7/12/15 | 16/03/20 | 1561 | 19.14 | 20.94 | | 1.80 | 9.40 | | 4.70 | 5.82 |
AES | short | 21/01/08 | 17/03/08 | 56 | 17.69 | 16.07 | 19.47 | 1.78 | 10.08 | | 5.04 | |
| short | 28/07/08 | 6/07/09 | 343 | 16.42 | 11.12 | 24.25 | 7.83 | 47.66 | | 23.83 | |
| short | 16/03/20 | 7/12/20 | 266 | 10.99 | 20.87 | 1.11 | -9.88 | -89.90 | | -44.95 | |
| long | 7/12/20 | 18/05/22 | 527 | 20.87 | 20.62 | | -0.26 | -1.22 | | -0.61 | -28.83 |
CenterPoint Energy | short | 31/08/15 | 7/12/15 | 98 | 18.62 | 16.41 | 21.13 | 2.51 | 13.47 | | 6.73 | |
| short | 16/03/20 | 7/12/20 | 266 | 12.48 | 23.14 | 1.82 | -10.66 | -85.42 | | -42.71 | -38.85 |
Annotations
1/07/15 | NiSource | | | company split (CPGX) by a ratio of 1.000:2.545 |
|