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Seasonal Analysis of TGREX (TCW GLOBAL REAL ESTATE FUND CLASS I)


Seasonal Analysis

Using data from 12/1/2014 to 7/27/2020 for TGREX (TCW GLOBAL REAL ESTATE FUND CLASS I), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy TGREX is March
Historically, the best month to sell TGREX is July

In January, TGREX is historically up by 1.02%
In February, TGREX is historically down by -3.04%
In March, TGREX is historically down by -3.11%
In April, TGREX is historically down by -0.92%
In May, TGREX is historically up by 0.49%
In June, TGREX is historically up by 1.04%
In July, TGREX is historically up by 2.61%
In August, TGREX is historically up by 1.37%
In September, TGREX is historically up by 0.58%
In October, TGREX is historically up by 0.13%
In November, TGREX is historically down by -1.18%
In December, TGREX is historically up by 0.99%

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

See Also: Fourier Analysis of TGREX
 
 
General Statistics
Number of Data Points296
Start Date of Data12/1/2014
End Date of Data7/27/2020
Minimum Value of Adjusted Close7.56
Maximum Value of Adjusted Close11.96
Average Value of Adjusted Close9.29
Median Value of Adjusted Close9.12
Standard Deviation of Adjusted Close0.80
Coefficient of Variation for Adjusted Close 8.59%
  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 TGREX tends towards a value in the vicinity of 9.29 (the mean) and 9.12 (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 TGREX goes above 10.08 (mean + 1 standard deviation) or below 8.49 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of TGREX goes above 10.88 (mean + 2 standard deviations) or below 7.69 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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