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Seasonal Analysis of MHNC (Maiden Holdings North America)


Seasonal Analysis

Using data from 12/2/2013 to 2/24/2020 for MHNC (Maiden Holdings North America), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy MHNC is February
Historically, the best month to sell MHNC is November

In January, MHNC is historically down by -5.01%
In February, MHNC is historically down by -5.56%
In March, MHNC is historically down by -3.45%
In April, MHNC is historically down by -3.71%
In May, MHNC is historically down by -0.60%
In June, MHNC is historically up by 0.94%
In July, MHNC is historically up by 4.27%
In August, MHNC is historically up by 2.31%
In September, MHNC is historically up by 1.42%
In October, MHNC is historically up by 0.27%
In November, MHNC is historically up by 6.86%
In December, MHNC is historically up by 2.27%

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

See Also: Fourier Analysis of MHNC
 
 
General Statistics
Number of Data Points326
Start Date of Data12/2/2013
End Date of Data2/24/2020
Minimum Value of Adjusted Close12.52
Maximum Value of Adjusted Close23.22
Average Value of Adjusted Close18.76
Median Value of Adjusted Close18.75
Standard Deviation of Adjusted Close2.02
Coefficient of Variation for Adjusted Close 10.74%
  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 MHNC tends towards a value in the vicinity of 18.76 (the mean) and 18.75 (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 MHNC goes above 20.78 (mean + 1 standard deviation) or below 16.75 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of MHNC goes above 22.79 (mean + 2 standard deviations) or below 14.73 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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