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Seasonal Analysis of DVYA (iShares Asia/Pacific Dividend ETF)


Seasonal Analysis

Using data from 2/24/2012 to 5/20/2019 for DVYA (iShares Asia/Pacific Dividend ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy DVYA is January
Historically, the best month to sell DVYA is April

In January, DVYA is historically down by -4.86%
In February, DVYA is historically down by -1.26%
In March, DVYA is historically up by 0.77%
In April, DVYA is historically up by 2.00%
In May, DVYA is historically up by 1.23%
In June, DVYA is historically up by 0.33%
In July, DVYA is historically up by 0.28%
In August, DVYA is historically up by 0.36%
In September, DVYA is historically up by 0.97%
In October, DVYA is historically up by 1.36%
In November, DVYA is historically up by 0.99%
In December, DVYA is historically down by -2.17%

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

See Also: Fourier Analysis of DVYA
 
 
General Statistics
Number of Data Points379
Start Date of Data2/24/2012
End Date of Data5/20/2019
Minimum Value of Adjusted Close29.84
Maximum Value of Adjusted Close47.88
Average Value of Adjusted Close40.56
Median Value of Adjusted Close41.00
Standard Deviation of Adjusted Close3.81
Coefficient of Variation for Adjusted Close 9.39%
  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 DVYA tends towards a value in the vicinity of 40.56 (the mean) and 41.00 (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 DVYA goes above 44.37 (mean + 1 standard deviation) or below 36.75 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of DVYA goes above 48.18 (mean + 2 standard deviations) or below 32.93 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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