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Seasonal Analysis of SSEMX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS N)


Seasonal Analysis

Using data from 1/3/2000 to 11/6/2017 for SSEMX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS N), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy SSEMX is January
Historically, the best month to sell SSEMX is December

In January, SSEMX is historically down by -3.66%
In February, SSEMX is historically down by -0.75%
In March, SSEMX is historically down by -0.09%
In April, SSEMX is historically down by -0.03%
In May, SSEMX is historically down by -0.32%
In June, SSEMX is historically up by 0.00%
In July, SSEMX is historically up by 1.46%
In August, SSEMX is historically up by 0.76%
In September, SSEMX is historically up by 0.84%
In October, SSEMX is historically up by 0.15%
In November, SSEMX is historically down by -2.14%
In December, SSEMX is historically up by 3.77%

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

See Also: Fourier Analysis of SSEMX
 
 
General Statistics
Number of Data Points932
Start Date of Data1/3/2000
End Date of Data11/6/2017
Minimum Value of Adjusted Close2.35
Maximum Value of Adjusted Close13.82
Average Value of Adjusted Close6.89
Median Value of Adjusted Close7.53
Standard Deviation of Adjusted Close2.51
Coefficient of Variation for Adjusted Close 36.43%
  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 SSEMX tends towards a value in the vicinity of 6.89 (the mean) and 7.53 (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 SSEMX goes above 9.40 (mean + 1 standard deviation) or below 4.38 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of SSEMX goes above 11.91 (mean + 2 standard deviations) or below 1.87 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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