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Seasonal Analysis of XLV (Health Care Select Sector SPDR Fund)


Seasonal Analysis

Using data from 12/22/1998 to 4/12/2021 for XLV (Health Care Select Sector SPDR Fund), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy XLV is January
Historically, the best month to sell XLV is July

In January, XLV is historically down by -4.43%
In February, XLV is historically down by -4.04%
In March, XLV is historically down by -3.85%
In April, XLV is historically down by -0.34%
In May, XLV is historically up by 0.41%
In June, XLV is historically up by 1.27%
In July, XLV is historically up by 2.93%
In August, XLV is historically up by 1.94%
In September, XLV is historically up by 1.23%
In October, XLV is historically up by 0.31%
In November, XLV is historically up by 1.76%
In December, XLV is historically up by 2.81%

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

See Also: Fourier Analysis of XLV
 
 
General Statistics
Number of Data Points1165
Start Date of Data12/22/1998
End Date of Data4/12/2021
Minimum Value of Adjusted Close16.08
Maximum Value of Adjusted Close121.48
Average Value of Adjusted Close42.22
Median Value of Adjusted Close26.61
Standard Deviation of Adjusted Close26.90
Coefficient of Variation for Adjusted Close 63.71%
  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 XLV tends towards a value in the vicinity of 42.22 (the mean) and 26.61 (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 XLV goes above 69.12 (mean + 1 standard deviation) or below 15.32 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of XLV goes above 96.03 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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