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Seasonal Analysis of YCL (ProShares Ultra Yen)


Seasonal Analysis

Using data from 11/25/2008 to 4/12/2021 for YCL (ProShares Ultra Yen), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy YCL is December
Historically, the best month to sell YCL is August

In January, YCL is historically up by 0.91%
In February, YCL is historically up by 0.75%
In March, YCL is historically down by -2.28%
In April, YCL is historically up by 1.43%
In May, YCL is historically down by -0.98%
In June, YCL is historically down by -0.10%
In July, YCL is historically up by 0.54%
In August, YCL is historically up by 3.17%
In September, YCL is historically up by 1.27%
In October, YCL is historically up by 2.21%
In November, YCL is historically down by -2.54%
In December, YCL is historically down by -4.38%

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

See Also: Fourier Analysis of YCL
 
 
General Statistics
Number of Data Points646
Start Date of Data11/25/2008
End Date of Data4/12/2021
Minimum Value of Adjusted Close50.92
Maximum Value of Adjusted Close151.44
Average Value of Adjusted Close83.57
Median Value of Adjusted Close70.02
Standard Deviation of Adjusted Close30.88
Coefficient of Variation for Adjusted Close 36.95%
  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 YCL tends towards a value in the vicinity of 83.57 (the mean) and 70.02 (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 YCL goes above 114.45 (mean + 1 standard deviation) or below 52.69 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of YCL goes above 145.34 (mean + 2 standard deviations) or below 21.81 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.


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