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Seasonal Analysis of ALV (Autoliv Inc)


Seasonal Analysis

Using data from 1/3/2000 to 2/20/2018 for ALV (Autoliv Inc), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy ALV is January
Historically, the best month to sell ALV is December

In January, ALV is historically down by -6.05%
In February, ALV is historically down by -3.22%
In March, ALV is historically down by -2.37%
In April, ALV is historically up by 1.96%
In May, ALV is historically up by 1.10%
In June, ALV is historically up by 3.22%
In July, ALV is historically up by 1.19%
In August, ALV is historically up by 0.65%
In September, ALV is historically down by -1.45%
In October, ALV is historically down by -3.10%
In November, ALV is historically up by 2.37%
In December, ALV is historically up by 5.70%

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

See Also: Fourier Analysis of ALV
 
 
General Statistics
Number of Data Points947
Start Date of Data1/3/2000
End Date of Data2/20/2018
Minimum Value of Adjusted Close10.27
Maximum Value of Adjusted Close145.81
Average Value of Adjusted Close52.26
Median Value of Adjusted Close42.94
Standard Deviation of Adjusted Close33.72
Coefficient of Variation for Adjusted Close 64.53%
  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 ALV tends towards a value in the vicinity of 52.26 (the mean) and 42.94 (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 ALV goes above 85.98 (mean + 1 standard deviation) or below 18.53 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of ALV goes above 119.71 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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