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Seasonal Analysis of AGQ (ProShares Ultra Silver)


Seasonal Analysis

Using data from 12/4/2008 to 6/18/2018 for AGQ (ProShares Ultra Silver), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy AGQ is December
Historically, the best month to sell AGQ is February

In January, AGQ is historically down by -4.17%
In February, AGQ is historically up by 13.94%
In March, AGQ is historically up by 8.73%
In April, AGQ is historically up by 4.75%
In May, AGQ is historically up by 3.14%
In June, AGQ is historically up by 0.89%
In July, AGQ is historically down by -11.08%
In August, AGQ is historically up by 4.05%
In September, AGQ is historically up by 8.63%
In October, AGQ is historically down by -3.69%
In November, AGQ is historically down by -10.65%
In December, AGQ is historically down by -14.53%

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

See Also: Fourier Analysis of AGQ
 
 
General Statistics
Number of Data Points499
Start Date of Data12/4/2008
End Date of Data6/18/2018
Minimum Value of Adjusted Close27.08
Maximum Value of Adjusted Close717.92
Average Value of Adjusted Close114.35
Median Value of Adjusted Close70.64
Standard Deviation of Adjusted Close107.38
Coefficient of Variation for Adjusted Close 93.90%
  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 AGQ tends towards a value in the vicinity of 114.35 (the mean) and 70.64 (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 AGQ goes above 221.73 (mean + 1 standard deviation) or below 6.96 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of AGQ goes above 329.11 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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