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Seasonal Analysis of VTWSX (VANGUARD TOTAL WORLD STOCK INDEX FUND INVESTOR SHARES)


Seasonal Analysis

Using data from 6/26/2008 to 2/12/2018 for VTWSX (VANGUARD TOTAL WORLD STOCK INDEX FUND INVESTOR SHARES), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy VTWSX is February
Historically, the best month to sell VTWSX is December

In January, VTWSX is historically down by -5.14%
In February, VTWSX is historically down by -6.17%
In March, VTWSX is historically down by -2.58%
In April, VTWSX is historically down by -1.00%
In May, VTWSX is historically down by -2.11%
In June, VTWSX is historically up by 0.45%
In July, VTWSX is historically up by 0.42%
In August, VTWSX is historically down by -0.15%
In September, VTWSX is historically up by 2.94%
In October, VTWSX is historically up by 3.13%
In November, VTWSX is historically up by 3.78%
In December, VTWSX is historically up by 6.44%

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

See Also: Fourier Analysis of VTWSX
 
 
General Statistics
Number of Data Points504
Start Date of Data6/26/2008
End Date of Data2/12/2018
Minimum Value of Adjusted Close8.41
Maximum Value of Adjusted Close32.45
Average Value of Adjusted Close19.42
Median Value of Adjusted Close19.09
Standard Deviation of Adjusted Close5.02
Coefficient of Variation for Adjusted Close 25.86%
  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 VTWSX tends towards a value in the vicinity of 19.42 (the mean) and 19.09 (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 VTWSX goes above 24.45 (mean + 1 standard deviation) or below 14.40 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of VTWSX goes above 29.47 (mean + 2 standard deviations) or below 9.37 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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