Back to list of Stocks    See Also: Fourier Analysis of XTNGenetic Algorithms Stock Portfolio Generator, and Best Months to Buy/Sell Stocks

Seasonal Analysis of XTN (SPDR S&P Transportation ETF)


Seasonal Analysis

Using data from 1/27/2011 to 7/26/2021 for XTN (SPDR S&P Transportation ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy XTN is January
Historically, the best month to sell XTN is December

In January, XTN is historically down by -6.09%
In February, XTN is historically down by -3.65%
In March, XTN is historically down by -4.09%
In April, XTN is historically down by -0.87%
In May, XTN is historically down by -2.88%
In June, XTN is historically up by 0.38%
In July, XTN is historically down by -0.11%
In August, XTN is historically down by -0.17%
In September, XTN is historically up by 2.09%
In October, XTN is historically down by -1.08%
In November, XTN is historically up by 3.76%
In December, XTN is historically up by 12.69%

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

See Also: Fourier Analysis of XTN
 
 
General Statistics
Number of Data Points549
Start Date of Data1/27/2011
End Date of Data7/26/2021
Minimum Value of Adjusted Close17.97
Maximum Value of Adjusted Close91.48
Average Value of Adjusted Close46.54
Median Value of Adjusted Close46.25
Standard Deviation of Adjusted Close16.64
Coefficient of Variation for Adjusted Close 35.75%
  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 XTN tends towards a value in the vicinity of 46.54 (the mean) and 46.25 (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 XTN goes above 63.18 (mean + 1 standard deviation) or below 29.90 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of XTN goes above 79.82 (mean + 2 standard deviations) or below 13.26 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



Back to list of Stocks