Back to list of Stocks    See Also: Fourier Analysis of DFIHXGenetic Algorithms Stock Portfolio Generator, and Best Months to Buy/Sell Stocks

Seasonal Analysis of DFIHX (DFA ONE-YEAR FIXED INCOME PORTFOLIO DFA ONE-YEAR FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS)


Seasonal Analysis

Using data from 1/3/2000 to 5/21/2018 for DFIHX (DFA ONE-YEAR FIXED INCOME PORTFOLIO DFA ONE-YEAR FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy DFIHX is January
Historically, the best month to sell DFIHX is December

In January, DFIHX is historically down by -0.62%
In February, DFIHX is historically down by -0.53%
In March, DFIHX is historically down by -0.47%
In April, DFIHX is historically down by -0.31%
In May, DFIHX is historically down by -0.24%
In June, DFIHX is historically up by 0.06%
In July, DFIHX is historically up by 0.11%
In August, DFIHX is historically up by 0.11%
In September, DFIHX is historically up by 0.36%
In October, DFIHX is historically up by 0.50%
In November, DFIHX is historically up by 0.39%
In December, DFIHX is historically up by 0.64%

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

See Also: Fourier Analysis of DFIHX
 
 
General Statistics
Number of Data Points960
Start Date of Data1/3/2000
End Date of Data5/21/2018
Minimum Value of Adjusted Close6.78
Maximum Value of Adjusted Close10.26
Average Value of Adjusted Close9.09
Median Value of Adjusted Close9.56
Standard Deviation of Adjusted Close1.04
Coefficient of Variation for Adjusted Close 11.44%
  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 DFIHX tends towards a value in the vicinity of 9.09 (the mean) and 9.56 (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 DFIHX goes above 10.13 (mean + 1 standard deviation) or below 8.05 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of DFIHX goes above 11.17 (mean + 2 standard deviations) or below 7.01 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



Back to list of Stocks