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Seasonal Analysis of VDIPX (VANGUARD DEVELOPED MARKETS INDEX FUND INSTITUTIONAL PLUS SHARES)


Seasonal Analysis

Using data from 2/3/2014 to 9/16/2019 for VDIPX (VANGUARD DEVELOPED MARKETS INDEX FUND INSTITUTIONAL PLUS SHARES), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy VDIPX is January
Historically, the best month to sell VDIPX is June

In January, VDIPX is historically down by -5.13%
In February, VDIPX is historically down by -1.41%
In March, VDIPX is historically down by -0.94%
In April, VDIPX is historically up by 1.55%
In May, VDIPX is historically up by 1.96%
In June, VDIPX is historically up by 4.09%
In July, VDIPX is historically up by 3.30%
In August, VDIPX is historically up by 2.50%
In September, VDIPX is historically up by 2.81%
In October, VDIPX is historically down by -1.27%
In November, VDIPX is historically down by -2.52%
In December, VDIPX is historically down by -4.94%

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

See Also: Fourier Analysis of VDIPX
 
 
General Statistics
Number of Data Points294
Start Date of Data2/3/2014
End Date of Data9/16/2019
Minimum Value of Adjusted Close14.74
Maximum Value of Adjusted Close23.00
Average Value of Adjusted Close18.65
Median Value of Adjusted Close18.20
Standard Deviation of Adjusted Close1.86
Coefficient of Variation for Adjusted Close 9.98%
  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 VDIPX tends towards a value in the vicinity of 18.65 (the mean) and 18.20 (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 VDIPX goes above 20.52 (mean + 1 standard deviation) or below 16.79 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of VDIPX goes above 22.38 (mean + 2 standard deviations) or below 14.93 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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