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Seasonal Analysis of YPF (YPF Sociedad Anónima)


Seasonal Analysis

Using data from 6/30/1993 to 4/12/2021 for YPF (YPF Sociedad Anónima), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy YPF is October
Historically, the best month to sell YPF is May

In January, YPF is historically up by 0.29%
In February, YPF is historically up by 0.74%
In March, YPF is historically down by -1.80%
In April, YPF is historically up by 0.41%
In May, YPF is historically up by 2.92%
In June, YPF is historically up by 2.06%
In July, YPF is historically up by 2.13%
In August, YPF is historically down by -2.77%
In September, YPF is historically down by -2.80%
In October, YPF is historically down by -3.66%
In November, YPF is historically down by -0.23%
In December, YPF is historically up by 2.71%

Right click on the graph above to see the menu of operations (download, full screen, etc.)

See Also: Fourier Analysis of YPF
 
 
General Statistics
Number of Data Points1451
Start Date of Data6/30/1993
End Date of Data4/12/2021
Minimum Value of Adjusted Close3.19
Maximum Value of Adjusted Close44.95
Average Value of Adjusted Close17.18
Median Value of Adjusted Close14.85
Standard Deviation of Adjusted Close10.39
Coefficient of Variation for Adjusted Close 60.47%
  Notes: "Adjusted Close" means closing price was adjusted for splits and dividends; Weekly (not daily) Adjusted close price was used for calculations; 
The average ("mean") and median are measures of central tendency.

For the given time period, the price of YPF tends towards a value in the vicinity of 17.18 (the mean) and 14.85 (the median).

Standard Deviation and Coefficient Of Variation are measures of dispersion. These can be used to measure the volatility (risk) of a security, and also to estimate the expected ranges of the price.

Assuming a normal distribution, we expect to see 68% of values within one Standard Deviation of the mean (average), 95% of the values within two standard deviations of the mean, and 99% of the values within three standard deviations of the mean.

If the price of YPF goes above 27.57 (mean + 1 standard deviation) or below 6.79 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of YPF goes above 37.96 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.


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