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Seasonal Analysis of VDC (Vanguard Consumer Staples ETF)


Seasonal Analysis

Using data from 1/30/2004 to 6/18/2018 for VDC (Vanguard Consumer Staples ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy VDC is January
Historically, the best month to sell VDC is December

In January, VDC is historically down by -5.73%
In February, VDC is historically down by -4.61%
In March, VDC is historically down by -2.76%
In April, VDC is historically down by -1.34%
In May, VDC is historically down by -0.29%
In June, VDC is historically down by -0.06%
In July, VDC is historically up by 0.97%
In August, VDC is historically up by 0.84%
In September, VDC is historically up by 2.25%
In October, VDC is historically up by 2.91%
In November, VDC is historically up by 2.51%
In December, VDC is historically up by 5.31%

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

See Also: Fourier Analysis of VDC
 
 
General Statistics
Number of Data Points752
Start Date of Data1/30/2004
End Date of Data6/18/2018
Minimum Value of Adjusted Close37.17
Maximum Value of Adjusted Close150.27
Average Value of Adjusted Close77.64
Median Value of Adjusted Close63.69
Standard Deviation of Adjusted Close34.63
Coefficient of Variation for Adjusted Close 44.60%
  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 VDC tends towards a value in the vicinity of 77.64 (the mean) and 63.69 (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 VDC goes above 112.27 (mean + 1 standard deviation) or below 43.00 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of VDC goes above 146.90 (mean + 2 standard deviations) or below 8.37 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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