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Seasonal Analysis of WDIV (SPDR S&P Global Dividend ETF)


Seasonal Analysis

Using data from 6/24/2013 to 8/5/2019 for WDIV (SPDR S&P Global Dividend ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy WDIV is January
Historically, the best month to sell WDIV is October

In January, WDIV is historically down by -4.68%
In February, WDIV is historically down by -3.76%
In March, WDIV is historically down by -0.59%
In April, WDIV is historically up by 0.10%
In May, WDIV is historically up by 1.99%
In June, WDIV is historically down by -0.62%
In July, WDIV is historically up by 0.69%
In August, WDIV is historically down by -0.11%
In September, WDIV is historically up by 0.13%
In October, WDIV is historically up by 2.71%
In November, WDIV is historically up by 2.70%
In December, WDIV is historically up by 1.43%

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

See Also: Fourier Analysis of WDIV
 
 
General Statistics
Number of Data Points320
Start Date of Data6/24/2013
End Date of Data8/5/2019
Minimum Value of Adjusted Close45.72
Maximum Value of Adjusted Close69.87
Average Value of Adjusted Close58.07
Median Value of Adjusted Close57.01
Standard Deviation of Adjusted Close5.80
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 WDIV tends towards a value in the vicinity of 58.07 (the mean) and 57.01 (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 WDIV goes above 63.87 (mean + 1 standard deviation) or below 52.28 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of WDIV goes above 69.67 (mean + 2 standard deviations) or below 46.48 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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