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Seasonal Analysis of JVASX (JPMORGAN VALUE ADVANTAGE FUND SELECT CLASS)


Seasonal Analysis

Using data from 2/28/2005 to 11/6/2017 for JVASX (JPMORGAN VALUE ADVANTAGE FUND SELECT CLASS), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy JVASX is January
Historically, the best month to sell JVASX is December

In January, JVASX is historically down by -5.27%
In February, JVASX is historically down by -4.16%
In March, JVASX is historically down by -3.60%
In April, JVASX is historically down by -0.46%
In May, JVASX is historically up by 0.31%
In June, JVASX is historically up by 0.20%
In July, JVASX is historically up by 0.12%
In August, JVASX is historically up by 0.53%
In September, JVASX is historically up by 1.24%
In October, JVASX is historically up by 1.49%
In November, JVASX is historically up by 3.25%
In December, JVASX is historically up by 6.34%

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

See Also: Fourier Analysis of JVASX
 
 
General Statistics
Number of Data Points663
Start Date of Data2/28/2005
End Date of Data11/6/2017
Minimum Value of Adjusted Close6.97
Maximum Value of Adjusted Close35.26
Average Value of Adjusted Close19.47
Median Value of Adjusted Close16.36
Standard Deviation of Adjusted Close7.36
Coefficient of Variation for Adjusted Close 37.80%
  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 JVASX tends towards a value in the vicinity of 19.47 (the mean) and 16.36 (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 JVASX goes above 26.83 (mean + 1 standard deviation) or below 12.11 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of JVASX goes above 34.19 (mean + 2 standard deviations) or below 4.75 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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