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Seasonal Analysis of VEUSX (VANGUARD EUROPEAN STOCK INDEX FUND ADMIRAL SHARES)


Seasonal Analysis

Using data from 8/13/2001 to 6/4/2018 for VEUSX (VANGUARD EUROPEAN STOCK INDEX FUND ADMIRAL SHARES), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy VEUSX is January
Historically, the best month to sell VEUSX is December

In January, VEUSX is historically down by -5.61%
In February, VEUSX is historically down by -2.99%
In March, VEUSX is historically down by -3.43%
In April, VEUSX is historically down by -1.00%
In May, VEUSX is historically up by 0.90%
In June, VEUSX is historically up by 0.68%
In July, VEUSX is historically up by 0.92%
In August, VEUSX is historically up by 0.28%
In September, VEUSX is historically up by 2.03%
In October, VEUSX is historically up by 0.54%
In November, VEUSX is historically up by 3.60%
In December, VEUSX is historically up by 4.09%

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

See Also: Fourier Analysis of VEUSX
 
 
General Statistics
Number of Data Points878
Start Date of Data8/13/2001
End Date of Data6/4/2018
Minimum Value of Adjusted Close19.87
Maximum Value of Adjusted Close78.94
Average Value of Adjusted Close47.67
Median Value of Adjusted Close47.91
Standard Deviation of Adjusted Close14.33
Coefficient of Variation for Adjusted Close 30.06%
  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 VEUSX tends towards a value in the vicinity of 47.67 (the mean) and 47.91 (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 VEUSX goes above 62.00 (mean + 1 standard deviation) or below 33.34 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of VEUSX goes above 76.33 (mean + 2 standard deviations) or below 19.01 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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