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Seasonal Analysis of EPSRX (MAINSTAY EPOCH GLOBAL EQUITY YIELD FUND CLASS R6)


Seasonal Analysis

Using data from 6/24/2013 to 8/19/2019 for EPSRX (MAINSTAY EPOCH GLOBAL EQUITY YIELD FUND CLASS R6), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy EPSRX is January
Historically, the best month to sell EPSRX is December

In January, EPSRX is historically down by -6.22%
In February, EPSRX is historically down by -3.20%
In March, EPSRX is historically down by -1.08%
In April, EPSRX is historically up by 0.39%
In May, EPSRX is historically up by 1.30%
In June, EPSRX is historically up by 0.16%
In July, EPSRX is historically up by 0.76%
In August, EPSRX is historically up by 0.36%
In September, EPSRX is historically up by 1.55%
In October, EPSRX is historically up by 1.03%
In November, EPSRX is historically up by 1.90%
In December, EPSRX is historically up by 3.04%

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

See Also: Fourier Analysis of EPSRX
 
 
General Statistics
Number of Data Points322
Start Date of Data6/24/2013
End Date of Data8/19/2019
Minimum Value of Adjusted Close12.29
Maximum Value of Adjusted Close18.55
Average Value of Adjusted Close15.66
Median Value of Adjusted Close15.25
Standard Deviation of Adjusted Close1.50
Coefficient of Variation for Adjusted Close 9.60%
  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 EPSRX tends towards a value in the vicinity of 15.66 (the mean) and 15.25 (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 EPSRX goes above 17.16 (mean + 1 standard deviation) or below 14.16 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of EPSRX goes above 18.67 (mean + 2 standard deviations) or below 12.65 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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