Back to list of Stocks    See Also: Fourier Analysis of SEPGenetic Algorithms Stock Portfolio Generator, and Best Months to Buy/Sell Stocks

Seasonal Analysis of SEP (Spectra Energy Partners)


Seasonal Analysis

Using data from 7/26/2007 to 4/16/2018 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 -1.75%
In February, SEP is historically down by -2.21%
In March, SEP is historically down by -3.43%
In April, SEP is historically down by -0.06%
In May, SEP is historically up by 0.43%
In June, SEP is historically up by 1.94%
In July, SEP is historically up by 3.21%
In August, SEP is historically up by 4.42%
In September, SEP is historically up by 1.16%
In October, SEP is historically down by -1.65%
In November, SEP is historically down by -3.58%
In December, SEP is historically up by 1.53%

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 Points561
Start Date of Data7/26/2007
End Date of Data4/16/2018
Minimum Value of Adjusted Close8.42
Maximum Value of Adjusted Close46.92
Average Value of Adjusted Close28.20
Median Value of Adjusted Close23.34
Standard Deviation of Adjusted Close11.46
Coefficient of Variation for Adjusted Close 40.62%
  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 28.20 (the mean) and 23.34 (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 39.65 (mean + 1 standard deviation) or below 16.74 (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 51.11 (mean + 2 standard deviations) or below 5.29 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



Back to list of Stocks