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Seasonal Analysis of QEFA (SPDR MSCI EAFE StrategicFactors ETF)


Seasonal Analysis

Using data from 6/9/2014 to 10/14/2019 for QEFA (SPDR MSCI EAFE StrategicFactors ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy QEFA is January
Historically, the best month to sell QEFA is July

In January, QEFA is historically down by -5.79%
In February, QEFA is historically down by -3.37%
In March, QEFA is historically down by -0.59%
In April, QEFA is historically up by 1.96%
In May, QEFA is historically up by 1.49%
In June, QEFA is historically up by 2.25%
In July, QEFA is historically up by 3.08%
In August, QEFA is historically up by 1.84%
In September, QEFA is historically up by 2.02%
In October, QEFA is historically up by 1.80%
In November, QEFA is historically down by -1.59%
In December, QEFA is historically down by -3.09%

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

See Also: Fourier Analysis of QEFA
 
 
General Statistics
Number of Data Points278
Start Date of Data6/9/2014
End Date of Data10/14/2019
Minimum Value of Adjusted Close45.06
Maximum Value of Adjusted Close65.60
Average Value of Adjusted Close55.23
Median Value of Adjusted Close53.75
Standard Deviation of Adjusted Close5.36
Coefficient of Variation for Adjusted Close 9.70%
  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 QEFA tends towards a value in the vicinity of 55.23 (the mean) and 53.75 (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 QEFA goes above 60.59 (mean + 1 standard deviation) or below 49.87 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of QEFA goes above 65.95 (mean + 2 standard deviations) or below 44.50 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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