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Seasonal Analysis of SDS (ProShares UltraShort S&P500)


Seasonal Analysis

Using data from 7/13/2006 to 5/14/2018 for SDS (ProShares UltraShort S&P500), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy SDS is December
Historically, the best month to sell SDS is January

In January, SDS is historically up by 15.48%
In February, SDS is historically up by 8.88%
In March, SDS is historically up by 3.79%
In April, SDS is historically up by 1.06%
In May, SDS is historically up by 4.12%
In June, SDS is historically up by 0.79%
In July, SDS is historically down by -0.87%
In August, SDS is historically down by -0.95%
In September, SDS is historically down by -2.93%
In October, SDS is historically down by -7.33%
In November, SDS is historically down by -10.52%
In December, SDS is historically down by -11.52%

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

See Also: Fourier Analysis of SDS
 
 
General Statistics
Number of Data Points619
Start Date of Data7/13/2006
End Date of Data5/14/2018
Minimum Value of Adjusted Close35.59
Maximum Value of Adjusted Close1790.43
Average Value of Adjusted Close380.22
Median Value of Adjusted Close246.96
Standard Deviation of Adjusted Close347.42
Coefficient of Variation for Adjusted Close 91.37%
  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 SDS tends towards a value in the vicinity of 380.22 (the mean) and 246.96 (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 SDS goes above 727.65 (mean + 1 standard deviation) or below 32.80 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of SDS goes above 1,075.07 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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