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Seasonal Analysis of IEUR (iShares Core MSCI Europe ETF)


Seasonal Analysis

Using data from 6/16/2014 to 8/5/2019 for IEUR (iShares Core MSCI Europe ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy IEUR is January
Historically, the best month to sell IEUR is July

In January, IEUR is historically down by -4.95%
In February, IEUR is historically down by -3.36%
In March, IEUR is historically down by -0.30%
In April, IEUR is historically up by 2.13%
In May, IEUR is historically up by 2.72%
In June, IEUR is historically up by 3.32%
In July, IEUR is historically up by 3.80%
In August, IEUR is historically up by 2.77%
In September, IEUR is historically up by 2.72%
In October, IEUR is historically down by -1.38%
In November, IEUR is historically down by -3.14%
In December, IEUR is historically down by -4.33%

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

See Also: Fourier Analysis of IEUR
 
 
General Statistics
Number of Data Points269
Start Date of Data6/16/2014
End Date of Data8/5/2019
Minimum Value of Adjusted Close33.44
Maximum Value of Adjusted Close50.72
Average Value of Adjusted Close41.49
Median Value of Adjusted Close40.93
Standard Deviation of Adjusted Close4.06
Coefficient of Variation for Adjusted Close 9.78%
  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 IEUR tends towards a value in the vicinity of 41.49 (the mean) and 40.93 (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 IEUR goes above 45.55 (mean + 1 standard deviation) or below 37.43 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of IEUR goes above 49.60 (mean + 2 standard deviations) or below 33.37 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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