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Seasonal Analysis of CGMFX (CGM FOCUS FUND CGM FOCUS FUND)


Seasonal Analysis

Using data from 1/3/2000 to 11/6/2017 for CGMFX (CGM FOCUS FUND CGM FOCUS FUND), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy CGMFX is January
Historically, the best month to sell CGMFX is December

In January, CGMFX is historically down by -6.97%
In February, CGMFX is historically down by -5.43%
In March, CGMFX is historically down by -1.71%
In April, CGMFX is historically down by -3.18%
In May, CGMFX is historically down by -2.16%
In June, CGMFX is historically up by 0.45%
In July, CGMFX is historically up by 0.86%
In August, CGMFX is historically up by 1.31%
In September, CGMFX is historically up by 0.87%
In October, CGMFX is historically up by 2.07%
In November, CGMFX is historically up by 6.04%
In December, CGMFX is historically up by 7.85%

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

See Also: Fourier Analysis of CGMFX
 
 
General Statistics
Number of Data Points932
Start Date of Data1/3/2000
End Date of Data11/6/2017
Minimum Value of Adjusted Close4.97
Maximum Value of Adjusted Close60.39
Average Value of Adjusted Close28.11
Median Value of Adjusted Close28.31
Standard Deviation of Adjusted Close12.45
Coefficient of Variation for Adjusted Close 44.30%
  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 CGMFX tends towards a value in the vicinity of 28.11 (the mean) and 28.31 (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 CGMFX goes above 40.56 (mean + 1 standard deviation) or below 15.66 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of CGMFX goes above 53.01 (mean + 2 standard deviations) or below 3.20 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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