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

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Seasonal Analysis of GEDFX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS VI)

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Seasonal Analysis

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Notes: "Adjusted Close" means closing price was adjusted for splits
and dividends; Weekly (not daily) Adjusted close price was used for calculations;

Using data from 9/22/2011 to 1/13/2020 for GEDFX (GMO EMERGING DOMESTIC OPPORTUNITIES FUND CLASS VI), this program was able to calculate the following historical seasonal cycles for this stock:

Historically, the best month to buy GEDFX is January

Historically, the best month to sell GEDFX is June

In January, GEDFX is historically down by -4.05%

In February, GEDFX is historically down by -1.64%

In March, GEDFX is historically up by 0.88%

In April, GEDFX is historically up by 1.63%

In May, GEDFX is historically up by 1.21%

In June, GEDFX is historically up by 2.20%

In July, GEDFX is historically up by 2.11%

In August, GEDFX is historically up by 1.82%

In September, GEDFX is historically down by -2.59%

In October, GEDFX is historically down by -0.07%

In November, GEDFX is historically down by -0.38%

In December, GEDFX is historically down by -1.11%

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

See Also: Fourier Analysis of GEDFXGeneral Statistics | |

Number of Data Points | 342 |

Start Date of Data | 9/22/2011 |

End Date of Data | 1/13/2020 |

Minimum Value of Adjusted Close | 16.51 |

Maximum Value of Adjusted Close | 24.20 |

Average Value of Adjusted Close | 21.61 |

Median Value of Adjusted Close | 22.12 |

Standard Deviation of Adjusted Close | 1.77 |

Coefficient of Variation for Adjusted Close | 8.20% |

The average ("mean") and median are measures of central tendency.

For the given time period, the price of GEDFX tends towards a value in the vicinity of 21.61 (the mean) and 22.12 (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 GEDFX goes above 23.39 (mean + 1 standard deviation) or below 19.84 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of GEDFX goes above 25.16 (mean + 2 standard deviations) or below 18.07 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.

For the given time period, the price of GEDFX tends towards a value in the vicinity of 21.61 (the mean) and 22.12 (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 GEDFX goes above 23.39 (mean + 1 standard deviation) or below 19.84 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of GEDFX goes above 25.16 (mean + 2 standard deviations) or below 18.07 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.

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