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Seasonal Analysis of VSNGX (JPMORGAN MID CAP EQUITY FUND SELECT CLASS)


Seasonal Analysis

Using data from 1/3/2000 to 2/12/2018 for VSNGX (JPMORGAN MID CAP EQUITY FUND SELECT CLASS), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy VSNGX is January
Historically, the best month to sell VSNGX is December

In January, VSNGX is historically down by -6.71%
In February, VSNGX is historically down by -4.93%
In March, VSNGX is historically down by -1.59%
In April, VSNGX is historically down by -0.39%
In May, VSNGX is historically down by -0.05%
In June, VSNGX is historically up by 0.31%
In July, VSNGX is historically up by 1.25%
In August, VSNGX is historically down by -0.14%
In September, VSNGX is historically up by 1.33%
In October, VSNGX is historically up by 2.54%
In November, VSNGX is historically up by 3.18%
In December, VSNGX is historically up by 5.19%

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

See Also: Fourier Analysis of VSNGX
 
 
General Statistics
Number of Data Points946
Start Date of Data1/3/2000
End Date of Data2/12/2018
Minimum Value of Adjusted Close9.16
Maximum Value of Adjusted Close53.47
Average Value of Adjusted Close22.65
Median Value of Adjusted Close19.12
Standard Deviation of Adjusted Close11.36
Coefficient of Variation for Adjusted Close 50.13%
  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 VSNGX tends towards a value in the vicinity of 22.65 (the mean) and 19.12 (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 VSNGX goes above 34.01 (mean + 1 standard deviation) or below 11.30 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of VSNGX goes above 45.36 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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