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Seasonal Analysis of KGDZX (DEUTSCHE GLOBAL SMALL CAP FUND CLASS R6)


Seasonal Analysis

Using data from 8/28/2014 to 9/16/2019 for KGDZX (DEUTSCHE GLOBAL SMALL CAP FUND CLASS R6), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy KGDZX is January
Historically, the best month to sell KGDZX is August

In January, KGDZX is historically down by -5.18%
In February, KGDZX is historically down by -1.47%
In March, KGDZX is historically up by 0.14%
In April, KGDZX is historically up by 2.04%
In May, KGDZX is historically up by 1.73%
In June, KGDZX is historically down by -0.38%
In July, KGDZX is historically up by 1.59%
In August, KGDZX is historically up by 3.57%
In September, KGDZX is historically up by 2.74%
In October, KGDZX is historically down by -0.55%
In November, KGDZX is historically down by -2.07%
In December, KGDZX is historically down by -2.16%

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See Also: Fourier Analysis of KGDZX
 
 
General Statistics
Number of Data Points265
Start Date of Data8/28/2014
End Date of Data9/16/2019
Minimum Value of Adjusted Close22.93
Maximum Value of Adjusted Close35.20
Average Value of Adjusted Close28.88
Median Value of Adjusted Close28.48
Standard Deviation of Adjusted Close2.56
Coefficient of Variation for Adjusted Close 8.86%
  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 KGDZX tends towards a value in the vicinity of 28.88 (the mean) and 28.48 (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 KGDZX goes above 31.44 (mean + 1 standard deviation) or below 26.32 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of KGDZX goes above 34.00 (mean + 2 standard deviations) or below 23.76 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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