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Seasonal Analysis of FRUGX (FRANKLIN U.S. GOVERNMENT SECURITIES FUND CLASS C)


Seasonal Analysis

Using data from 1/3/2000 to 11/6/2017 for FRUGX (FRANKLIN U.S. GOVERNMENT SECURITIES FUND CLASS C), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy FRUGX is January
Historically, the best month to sell FRUGX is December

In January, FRUGX is historically down by -1.48%
In February, FRUGX is historically down by -1.20%
In March, FRUGX is historically down by -1.02%
In April, FRUGX is historically down by -0.88%
In May, FRUGX is historically down by -0.68%
In June, FRUGX is historically down by -0.55%
In July, FRUGX is historically down by -0.32%
In August, FRUGX is historically up by 0.10%
In September, FRUGX is historically up by 0.98%
In October, FRUGX is historically up by 1.16%
In November, FRUGX is historically up by 1.82%
In December, FRUGX is historically up by 2.06%

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

See Also: Fourier Analysis of FRUGX
 
 
General Statistics
Number of Data Points932
Start Date of Data1/3/2000
End Date of Data11/6/2017
Minimum Value of Adjusted Close3.18
Maximum Value of Adjusted Close6.16
Average Value of Adjusted Close4.96
Median Value of Adjusted Close4.96
Standard Deviation of Adjusted Close0.91
Coefficient of Variation for Adjusted Close 18.28%
  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 FRUGX tends towards a value in the vicinity of 4.96 (the mean) and 4.96 (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 FRUGX goes above 5.87 (mean + 1 standard deviation) or below 4.06 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of FRUGX goes above 6.78 (mean + 2 standard deviations) or below 3.15 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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