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Seasonal Analysis of BTI (British American Tobacco p.l.c)


Seasonal Analysis

Using data from 1/3/2000 to 4/16/2018 for BTI (British American Tobacco p.l.c), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy BTI is January
Historically, the best month to sell BTI is December

In January, BTI is historically down by -12.74%
In February, BTI is historically down by -8.59%
In March, BTI is historically down by -5.81%
In April, BTI is historically down by -2.50%
In May, BTI is historically down by -0.84%
In June, BTI is historically up by 0.53%
In July, BTI is historically up by 1.77%
In August, BTI is historically up by 2.95%
In September, BTI is historically up by 4.98%
In October, BTI is historically up by 5.95%
In November, BTI is historically up by 5.67%
In December, BTI is historically up by 8.62%

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

See Also: Fourier Analysis of BTI
 
 
General Statistics
Number of Data Points955
Start Date of Data1/3/2000
End Date of Data4/16/2018
Minimum Value of Adjusted Close1.80
Maximum Value of Adjusted Close70.65
Average Value of Adjusted Close27.10
Median Value of Adjusted Close22.75
Standard Deviation of Adjusted Close19.45
Coefficient of Variation for Adjusted Close 71.76%
  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 BTI tends towards a value in the vicinity of 27.10 (the mean) and 22.75 (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 BTI goes above 46.54 (mean + 1 standard deviation) or below 7.65 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of BTI goes above 65.99 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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