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Seasonal Analysis of JOAMX (JOHCM ASIA EX-JAPAN EQUITY FUND INSTITUTIONAL SHARES)


Seasonal Analysis

Using data from 4/7/2014 to 11/11/2019 for JOAMX (JOHCM ASIA EX-JAPAN EQUITY FUND INSTITUTIONAL SHARES), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy JOAMX is January
Historically, the best month to sell JOAMX is November

In January, JOAMX is historically down by -6.33%
In February, JOAMX is historically down by -3.77%
In March, JOAMX is historically down by -2.07%
In April, JOAMX is historically up by 0.25%
In May, JOAMX is historically up by 1.34%
In June, JOAMX is historically up by 2.04%
In July, JOAMX is historically up by 3.36%
In August, JOAMX is historically up by 2.16%
In September, JOAMX is historically up by 0.23%
In October, JOAMX is historically up by 3.08%
In November, JOAMX is historically up by 3.93%
In December, JOAMX is historically down by -4.21%

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

See Also: Fourier Analysis of JOAMX
 
 
General Statistics
Number of Data Points293
Start Date of Data4/7/2014
End Date of Data11/11/2019
Minimum Value of Adjusted Close6.92
Maximum Value of Adjusted Close11.00
Average Value of Adjusted Close8.55
Median Value of Adjusted Close8.45
Standard Deviation of Adjusted Close0.81
Coefficient of Variation for Adjusted Close 9.50%
  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 JOAMX tends towards a value in the vicinity of 8.55 (the mean) and 8.45 (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 JOAMX goes above 9.37 (mean + 1 standard deviation) or below 7.74 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of JOAMX goes above 10.18 (mean + 2 standard deviations) or below 6.93 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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