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Seasonal Analysis of CRMMX (CRM MID CAP VALUE FUND INVESTOR)


Seasonal Analysis

Using data from 9/19/2000 to 11/6/2017 for CRMMX (CRM MID CAP VALUE FUND INVESTOR), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy CRMMX is January
Historically, the best month to sell CRMMX is December

In January, CRMMX is historically down by -5.93%
In February, CRMMX is historically down by -4.21%
In March, CRMMX is historically down by -2.67%
In April, CRMMX is historically down by -0.31%
In May, CRMMX is historically down by -0.35%
In June, CRMMX is historically up by 2.60%
In July, CRMMX is historically up by 0.72%
In August, CRMMX is historically down by -0.53%
In September, CRMMX is historically up by 1.13%
In October, CRMMX is historically up by 1.19%
In November, CRMMX is historically up by 3.78%
In December, CRMMX is historically up by 4.57%

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

See Also: Fourier Analysis of CRMMX
 
 
General Statistics
Number of Data Points895
Start Date of Data9/19/2000
End Date of Data11/6/2017
Minimum Value of Adjusted Close4.55
Maximum Value of Adjusted Close24.73
Average Value of Adjusted Close11.97
Median Value of Adjusted Close11.23
Standard Deviation of Adjusted Close5.15
Coefficient of Variation for Adjusted Close 43.00%
  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 CRMMX tends towards a value in the vicinity of 11.97 (the mean) and 11.23 (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 CRMMX goes above 17.11 (mean + 1 standard deviation) or below 6.82 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of CRMMX goes above 22.26 (mean + 2 standard deviations) or below 1.67 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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