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Seasonal Analysis of XAR (SPDR S&P Aerospace & Defense ETF)


Seasonal Analysis

Using data from 9/29/2011 to 12/2/2019 for XAR (SPDR S&P Aerospace & Defense ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy XAR is January
Historically, the best month to sell XAR is August

In January, XAR is historically down by -6.69%
In February, XAR is historically down by -4.51%
In March, XAR is historically down by -3.78%
In April, XAR is historically down by -3.04%
In May, XAR is historically down by -2.36%
In June, XAR is historically down by -0.10%
In July, XAR is historically up by 2.82%
In August, XAR is historically up by 5.24%
In September, XAR is historically up by 4.78%
In October, XAR is historically up by 3.94%
In November, XAR is historically up by 0.71%
In December, XAR is historically up by 3.00%

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

See Also: Fourier Analysis of XAR
 
 
General Statistics
Number of Data Points427
Start Date of Data9/29/2011
End Date of Data12/2/2019
Minimum Value of Adjusted Close22.83
Maximum Value of Adjusted Close112.61
Average Value of Adjusted Close58.54
Median Value of Adjusted Close52.63
Standard Deviation of Adjusted Close23.96
Coefficient of Variation for Adjusted Close 40.93%
  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 XAR tends towards a value in the vicinity of 58.54 (the mean) and 52.63 (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 XAR goes above 82.50 (mean + 1 standard deviation) or below 34.58 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of XAR goes above 106.46 (mean + 2 standard deviations) or below 10.61 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.


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