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Seasonal Analysis of IYT (iShares Transportation Average ETF)


Seasonal Analysis

Using data from 10/10/2003 to 6/18/2018 for IYT (iShares Transportation Average ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy IYT is February
Historically, the best month to sell IYT is December

In January, IYT is historically down by -4.63%
In February, IYT is historically down by -5.19%
In March, IYT is historically down by -2.45%
In April, IYT is historically up by 0.34%
In May, IYT is historically down by -0.77%
In June, IYT is historically down by -0.99%
In July, IYT is historically up by 0.93%
In August, IYT is historically down by -1.58%
In September, IYT is historically up by 2.35%
In October, IYT is historically up by 0.36%
In November, IYT is historically up by 2.93%
In December, IYT is historically up by 8.68%

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

See Also: Fourier Analysis of IYT
 
 
General Statistics
Number of Data Points768
Start Date of Data10/10/2003
End Date of Data6/18/2018
Minimum Value of Adjusted Close35.13
Maximum Value of Adjusted Close204.61
Average Value of Adjusted Close97.27
Median Value of Adjusted Close82.45
Standard Deviation of Adjusted Close41.42
Coefficient of Variation for Adjusted Close 42.58%
  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 IYT tends towards a value in the vicinity of 97.27 (the mean) and 82.45 (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 IYT goes above 138.69 (mean + 1 standard deviation) or below 55.85 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of IYT goes above 180.11 (mean + 2 standard deviations) or below 14.43 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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