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Seasonal Analysis of SEP (Spectra Energy Partners)


Seasonal Analysis

Using data from 7/26/2007 to 12/17/2018 for SEP (Spectra Energy Partners), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy SEP is November
Historically, the best month to sell SEP is August

In January, SEP is historically down by -1.62%
In February, SEP is historically down by -0.16%
In March, SEP is historically up by 0.80%
In April, SEP is historically up by 0.45%
In May, SEP is historically up by 0.56%
In June, SEP is historically up by 2.63%
In July, SEP is historically up by 0.08%
In August, SEP is historically up by 2.77%
In September, SEP is historically up by 1.27%
In October, SEP is historically down by -2.37%
In November, SEP is historically down by -3.35%
In December, SEP is historically down by -1.06%

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

See Also: Fourier Analysis of SEP
 
 
General Statistics
Number of Data Points342
Start Date of Data7/26/2007
End Date of Data12/17/2018
Minimum Value of Adjusted Close7.97
Maximum Value of Adjusted Close40.25
Average Value of Adjusted Close19.38
Median Value of Adjusted Close19.68
Standard Deviation of Adjusted Close6.99
Coefficient of Variation for Adjusted Close 36.09%
  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 SEP tends towards a value in the vicinity of 19.38 (the mean) and 19.68 (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 SEP goes above 26.38 (mean + 1 standard deviation) or below 12.39 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of SEP goes above 33.37 (mean + 2 standard deviations) or below 5.39 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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