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Seasonal Analysis of NFRA (FlexShares STOXX Global Broad Infrastructure Index Fund)


Seasonal Analysis

Using data from 10/14/2013 to 10/14/2019 for NFRA (FlexShares STOXX Global Broad Infrastructure Index Fund), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy NFRA is January
Historically, the best month to sell NFRA is September

In January, NFRA is historically down by -7.28%
In February, NFRA is historically down by -4.20%
In March, NFRA is historically down by -1.88%
In April, NFRA is historically down by -0.01%
In May, NFRA is historically down by -0.41%
In June, NFRA is historically up by 2.16%
In July, NFRA is historically up by 3.16%
In August, NFRA is historically up by 1.89%
In September, NFRA is historically up by 3.46%
In October, NFRA is historically up by 0.60%
In November, NFRA is historically down by -0.02%
In December, NFRA is historically up by 2.54%

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

See Also: Fourier Analysis of NFRA
 
 
General Statistics
Number of Data Points313
Start Date of Data10/14/2013
End Date of Data10/14/2019
Minimum Value of Adjusted Close34.58
Maximum Value of Adjusted Close52.06
Average Value of Adjusted Close42.09
Median Value of Adjusted Close41.12
Standard Deviation of Adjusted Close4.21
Coefficient of Variation for Adjusted Close 9.99%
  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 NFRA tends towards a value in the vicinity of 42.09 (the mean) and 41.12 (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 NFRA goes above 46.29 (mean + 1 standard deviation) or below 37.88 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of NFRA goes above 50.50 (mean + 2 standard deviations) or below 33.67 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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