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Seasonal Analysis of N (PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES - CONSERVATIVE PORTFOLIO PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES - CONSERVATIVE PORTFOLIO)


Seasonal Analysis

Using data from 12/20/2007 to 11/7/2016 for N (PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES - CONSERVATIVE PORTFOLIO PROTECTIVE LIFE DYNAMIC ALLOCATION SERIES - CONSERVATIVE PORTFOLIO), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy N is February
Historically, the best month to sell N is September

In January, N is historically down by -7.00%
In February, N is historically down by -13.68%
In March, N is historically down by -8.90%
In April, N is historically down by -11.88%
In May, N is historically down by -5.45%
In June, N is historically down by -5.94%
In July, N is historically up by 0.92%
In August, N is historically up by 4.96%
In September, N is historically up by 13.67%
In October, N is historically up by 10.41%
In November, N is historically up by 11.07%
In December, N is historically up by 11.80%

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

See Also: Fourier Analysis of N
 
 
General Statistics
Number of Data Points465
Start Date of Data12/20/2007
End Date of Data11/7/2016
Minimum Value of Adjusted Close6.63
Maximum Value of Adjusted Close115.57
Average Value of Adjusted Close54.45
Median Value of Adjusted Close49.47
Standard Deviation of Adjusted Close34.67
Coefficient of Variation for Adjusted Close 63.66%
  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 N tends towards a value in the vicinity of 54.45 (the mean) and 49.47 (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 N goes above 89.11 (mean + 1 standard deviation) or below 19.78 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of N goes above 123.78 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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