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Seasonal Analysis of GRSRX (Cohen & Steers Global Realty Shares Inc)


Seasonal Analysis

Using data from 10/1/2014 to 10/14/2019 for GRSRX (Cohen & Steers Global Realty Shares Inc), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy GRSRX is January
Historically, the best month to sell GRSRX is October

In January, GRSRX is historically down by -4.95%
In February, GRSRX is historically down by -3.70%
In March, GRSRX is historically down by -0.67%
In April, GRSRX is historically up by 0.49%
In May, GRSRX is historically up by 1.28%
In June, GRSRX is historically up by 0.79%
In July, GRSRX is historically up by 0.75%
In August, GRSRX is historically up by 1.15%
In September, GRSRX is historically up by 1.91%
In October, GRSRX is historically up by 2.13%
In November, GRSRX is historically down by -0.32%
In December, GRSRX is historically up by 1.13%

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

See Also: Fourier Analysis of GRSRX
 
 
General Statistics
Number of Data Points264
Start Date of Data10/1/2014
End Date of Data10/14/2019
Minimum Value of Adjusted Close39.65
Maximum Value of Adjusted Close60.21
Average Value of Adjusted Close48.11
Median Value of Adjusted Close47.99
Standard Deviation of Adjusted Close4.65
Coefficient of Variation for Adjusted Close 9.66%
  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 GRSRX tends towards a value in the vicinity of 48.11 (the mean) and 47.99 (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 GRSRX goes above 52.76 (mean + 1 standard deviation) or below 43.46 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of GRSRX goes above 57.41 (mean + 2 standard deviations) or below 38.80 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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