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Seasonal Analysis of QRHRX (AQR RISK PARITY II HV FUND CLASS R6)


Seasonal Analysis

Using data from 9/3/2014 to 9/16/2019 for QRHRX (AQR RISK PARITY II HV FUND CLASS R6), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy QRHRX is January
Historically, the best month to sell QRHRX is June

In January, QRHRX is historically down by -5.01%
In February, QRHRX is historically down by -1.98%
In March, QRHRX is historically down by -1.79%
In April, QRHRX is historically up by 1.19%
In May, QRHRX is historically up by 0.92%
In June, QRHRX is historically up by 4.99%
In July, QRHRX is historically up by 2.50%
In August, QRHRX is historically up by 2.87%
In September, QRHRX is historically up by 2.51%
In October, QRHRX is historically down by -1.71%
In November, QRHRX is historically down by -1.13%
In December, QRHRX is historically down by -3.38%

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

See Also: Fourier Analysis of QRHRX
 
 
General Statistics
Number of Data Points264
Start Date of Data9/3/2014
End Date of Data9/16/2019
Minimum Value of Adjusted Close5.92
Maximum Value of Adjusted Close9.38
Average Value of Adjusted Close7.40
Median Value of Adjusted Close7.27
Standard Deviation of Adjusted Close0.74
Coefficient of Variation for Adjusted Close 9.95%
  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 QRHRX tends towards a value in the vicinity of 7.40 (the mean) and 7.27 (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 QRHRX goes above 8.14 (mean + 1 standard deviation) or below 6.67 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of QRHRX goes above 8.88 (mean + 2 standard deviations) or below 5.93 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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