AEE/EVRG

AEE — Ameren Corporation

Utilities - Regulated Electric · Utilities

Ameren Corporation, together with its subsidiaries, operates as a public utility holding company in the United States. The company operates through four segments: Ameren Missouri, Ameren Illinois Electric Distribution, Ameren Illinois Natural Gas, and Ameren Transmission. It engages in the rate-regulated electric generation, transmission, and distribution business and natural gas transmission and distribution business. The company also generates electricity through coal, nuclear, and natural gas, as well as renewable energy, including hydroelectric, wind, methane gas, and solar energy centers. It serves residential, commercial, and industrial customers. Ameren Corporation was founded in […]

Mkt cap: $29.1B Dipendenti: 8,913 Paese: United States sito ↗

EVRG — Evergy, Inc.

Utilities - Regulated Electric · Utilities

Evergy, Inc., together with its subsidiaries, engages in the generation, transmission, distribution, and sale of electricity in the United States. The company generates electricity through coal, landfill gas, uranium, and natural gas and oil sources, as well as solar, wind, and other renewable sources. It serves residences, commercial firms, industrials, municipalities, and other electric utilities. The company was incorporated in 2017 and is headquartered in Kansas City, Missouri.

Mkt cap: $18.9B Dipendenti: 4,691 Paese: United States sito ↗

Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(AEE) − β·ln(EVRG). La riga orizzontale al centro e’ il suo valore medio (μ), la banda grigia l’oscillazione normale (±σ e ±2σ). Come leggerlo: finche’ la linea resta nella banda le due azioni sono in equilibrio. Quando esce in alto, AEE e’ diventata cara rispetto a EVRG; quando esce in basso, il contrario. Piu’ e’ lontana dal centro (z elevato), piu’ ci si aspetta che rientri: e’ li’ che nasce il segnale di pair trading.

Setup contrarian: RSI(14) < 30 (ipervenduto) o > 70 (ipercomprato) sullo spread daily, in concomitanza con volume aggregato min(V_AEE, V_EVRG) < SMA(20). Volume basso in fase estrema = forza del movimento in esaurimento ⇒ mean reversion più probabile. Le zone gialle sul grafico evidenziano i giorni triggered.

Setup volatilità: %b > 1 (spread sopra banda superiore ⇒ short spread) o %b < 0 (sotto banda inferiore ⇒ long spread), in concomitanza con BandWidth in pendenza piatta o negativa su 5 giorni (volatilità non in espansione ⇒ movimento esaurito). Bande di Bollinger SMA(20) ± 2σ rolling. Le zone gialle evidenziano i giorni triggered.

AEE — Ameren Corporation

EVRG — Evergy, Inc.

Ultime notizie

AEE

EVRG

Registra trade — AEE / EVRG