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Seasonal Analysis of XLU (Utilities Select Sector SPDR Fund)


Seasonal Analysis

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

In January, XLU is historically down by -5.41%
In February, XLU is historically down by -5.52%
In March, XLU is historically down by -4.24%
In April, XLU is historically down by -2.37%
In May, XLU is historically down by -1.10%
In June, XLU is historically up by 0.24%
In July, XLU is historically up by 1.17%
In August, XLU is historically up by 2.13%
In September, XLU is historically up by 2.85%
In October, XLU is historically up by 3.40%
In November, XLU is historically up by 4.48%
In December, XLU is historically up by 4.38%

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

See Also: Fourier Analysis of XLU
 
 
General Statistics
Number of Data Points1180
Start Date of Data12/22/1998
End Date of Data7/26/2021
Minimum Value of Adjusted Close8.35
Maximum Value of Adjusted Close66.93
Average Value of Adjusted Close28.03
Median Value of Adjusted Close23.19
Standard Deviation of Adjusted Close15.32
Coefficient of Variation for Adjusted Close 54.67%
  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 XLU tends towards a value in the vicinity of 28.03 (the mean) and 23.19 (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 XLU goes above 43.35 (mean + 1 standard deviation) or below 12.70 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of XLU goes above 58.67 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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