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LNT/AEE

Utilities
z today -0.21
p-value (EG) 0.0396
β (log) 1.211
μ spread -1.4068
σ spread 0.0166
half-life 8.6 d
corr 18m 0.870
setup 1Y 1
bollinger 1Y 19
%b today 0.18

LNT — Alliant Energy Corporation

Utilities - Regulated Electric · Utilities
Alliant Energy Corporation operates as a utility holding company that provides regulated electric and natural gas services in the United States. It operates through IPL and WPL segments. The company's IPL segment engages primarily in the generation and distribution of electricity and the distribution and transportation of natural gas to retail customers in select markets in Iowa. This segment also sells electricity to wholesale customers in Minnesota, Illinois and Iowa; and generates and distributes steam for two customers in Cedar Rapids, Iowa. Its WPL segment generates and distributes electricity, and distributes and transports natural gas to retail customers in select markets in […]
Mkt cap: $19.2B Dipendenti: 2,948 Paese: United States sito ↗

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: $31.5B Dipendenti: 8,913 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(LNT) − β·ln(AEE). 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, LNT e’ diventata cara rispetto a AEE; 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(VLNT, VAEE) < 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.

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Registra trade — LNT / AEE

z attuale -0.21 · prezzi di carico presi alla chiusura piu' recente disponibile.

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