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Seasonal Analysis of LMWDX (WESTERN ASSET EMERGING MARKETS DEBT FUND CLASS FI)


Seasonal Analysis

Using data from 12/8/2011 to 2/24/2020 for LMWDX (WESTERN ASSET EMERGING MARKETS DEBT FUND CLASS FI), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy LMWDX is January
Historically, the best month to sell LMWDX is September

In January, LMWDX is historically down by -4.83%
In February, LMWDX is historically down by -1.65%
In March, LMWDX is historically down by -0.85%
In April, LMWDX is historically down by -0.36%
In May, LMWDX is historically up by 0.55%
In June, LMWDX is historically down by -0.41%
In July, LMWDX is historically up by 1.82%
In August, LMWDX is historically up by 2.04%
In September, LMWDX is historically up by 2.15%
In October, LMWDX is historically up by 1.99%
In November, LMWDX is historically up by 1.46%
In December, LMWDX is historically down by -1.91%

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

See Also: Fourier Analysis of LMWDX
 
 
General Statistics
Number of Data Points430
Start Date of Data12/8/2011
End Date of Data2/24/2020
Minimum Value of Adjusted Close3.50
Maximum Value of Adjusted Close5.12
Average Value of Adjusted Close4.11
Median Value of Adjusted Close4.03
Standard Deviation of Adjusted Close0.38
Coefficient of Variation for Adjusted Close 9.15%
  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 LMWDX tends towards a value in the vicinity of 4.11 (the mean) and 4.03 (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 LMWDX goes above 4.49 (mean + 1 standard deviation) or below 3.73 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of LMWDX goes above 4.86 (mean + 2 standard deviations) or below 3.36 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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