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Seasonal Analysis of TOLZ (ProShares DJ Brookfield Global Infrastructure ETF)


Seasonal Analysis

Using data from 3/31/2014 to 10/14/2019 for TOLZ (ProShares DJ Brookfield Global Infrastructure ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy TOLZ is January
Historically, the best month to sell TOLZ is June

In January, TOLZ is historically down by -7.55%
In February, TOLZ is historically down by -4.20%
In March, TOLZ is historically down by -1.50%
In April, TOLZ is historically down by -0.03%
In May, TOLZ is historically up by 0.18%
In June, TOLZ is historically up by 2.94%
In July, TOLZ is historically up by 2.39%
In August, TOLZ is historically up by 2.59%
In September, TOLZ is historically up by 2.76%
In October, TOLZ is historically up by 1.29%
In November, TOLZ is historically up by 1.39%
In December, TOLZ is historically down by -0.26%

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

See Also: Fourier Analysis of TOLZ
 
 
General Statistics
Number of Data Points290
Start Date of Data3/31/2014
End Date of Data10/14/2019
Minimum Value of Adjusted Close28.95
Maximum Value of Adjusted Close45.72
Average Value of Adjusted Close38.01
Median Value of Adjusted Close37.66
Standard Deviation of Adjusted Close3.42
Coefficient of Variation for Adjusted Close 8.99%
  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 TOLZ tends towards a value in the vicinity of 38.01 (the mean) and 37.66 (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 TOLZ goes above 41.43 (mean + 1 standard deviation) or below 34.59 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of TOLZ goes above 44.85 (mean + 2 standard deviations) or below 31.17 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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