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Seasonal Analysis of XLE (Energy Select Sector SPDR Fund)


Seasonal Analysis

Using data from 12/22/1998 to 7/26/2021 for XLE (Energy Select Sector SPDR Fund), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy XLE is February
Historically, the best month to sell XLE is September

In January, XLE is historically down by -3.63%
In February, XLE is historically down by -4.14%
In March, XLE is historically down by -3.14%
In April, XLE is historically up by 0.50%
In May, XLE is historically up by 2.39%
In June, XLE is historically up by 2.74%
In July, XLE is historically up by 0.30%
In August, XLE is historically down by -0.64%
In September, XLE is historically up by 2.92%
In October, XLE is historically up by 0.46%
In November, XLE is historically up by 0.44%
In December, XLE is historically up by 1.81%

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

See Also: Fourier Analysis of XLE
 
 
General Statistics
Number of Data Points1180
Start Date of Data12/22/1998
End Date of Data7/26/2021
Minimum Value of Adjusted Close12.90
Maximum Value of Adjusted Close77.10
Average Value of Adjusted Close40.82
Median Value of Adjusted Close42.51
Standard Deviation of Adjusted Close17.18
Coefficient of Variation for Adjusted Close 42.08%
  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 XLE tends towards a value in the vicinity of 40.82 (the mean) and 42.51 (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 XLE goes above 58.00 (mean + 1 standard deviation) or below 23.64 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of XLE goes above 75.18 (mean + 2 standard deviations) or below 6.47 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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