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Seasonal Analysis of WMC (Western Asset Mortgage Capital Corporation)


Seasonal Analysis

Using data from 5/10/2012 to 4/12/2021 for WMC (Western Asset Mortgage Capital Corporation), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy WMC is January
Historically, the best month to sell WMC is November

In January, WMC is historically down by -7.31%
In February, WMC is historically down by -3.11%
In March, WMC is historically up by 0.05%
In April, WMC is historically down by -1.10%
In May, WMC is historically down by -1.55%
In June, WMC is historically down by -1.04%
In July, WMC is historically down by -0.07%
In August, WMC is historically up by 0.87%
In September, WMC is historically up by 1.72%
In October, WMC is historically up by 3.15%
In November, WMC is historically up by 5.25%
In December, WMC is historically up by 3.15%

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

See Also: Fourier Analysis of WMC
 
 
General Statistics
Number of Data Points467
Start Date of Data5/10/2012
End Date of Data4/12/2021
Minimum Value of Adjusted Close1.36
Maximum Value of Adjusted Close10.52
Average Value of Adjusted Close6.48
Median Value of Adjusted Close6.64
Standard Deviation of Adjusted Close1.78
Coefficient of Variation for Adjusted Close 27.46%
  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 WMC tends towards a value in the vicinity of 6.48 (the mean) and 6.64 (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 WMC goes above 8.26 (mean + 1 standard deviation) or below 4.70 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of WMC goes above 10.05 (mean + 2 standard deviations) or below 2.92 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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