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Seasonal Analysis of DFIVX (DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS)


Seasonal Analysis

Using data from 1/3/2000 to 4/16/2018 for DFIVX (DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy DFIVX is February
Historically, the best month to sell DFIVX is December

In January, DFIVX is historically down by -5.01%
In February, DFIVX is historically down by -5.17%
In March, DFIVX is historically down by -4.11%
In April, DFIVX is historically down by -1.14%
In May, DFIVX is historically down by -0.36%
In June, DFIVX is historically up by 0.75%
In July, DFIVX is historically up by 0.42%
In August, DFIVX is historically up by 0.13%
In September, DFIVX is historically up by 1.59%
In October, DFIVX is historically up by 2.28%
In November, DFIVX is historically up by 3.28%
In December, DFIVX is historically up by 7.34%

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

See Also: Fourier Analysis of DFIVX
 
 
General Statistics
Number of Data Points955
Start Date of Data1/3/2000
End Date of Data4/16/2018
Minimum Value of Adjusted Close4.83
Maximum Value of Adjusted Close22.17
Average Value of Adjusted Close12.41
Median Value of Adjusted Close13.17
Standard Deviation of Adjusted Close4.32
Coefficient of Variation for Adjusted Close 34.75%
  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 DFIVX tends towards a value in the vicinity of 12.41 (the mean) and 13.17 (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 DFIVX goes above 16.73 (mean + 1 standard deviation) or below 8.10 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of DFIVX goes above 21.04 (mean + 2 standard deviations) or below 3.78 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.


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