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Seasonal Analysis of XBI (SPDR S&P Biotech ETF)


Seasonal Analysis

Using data from 2/6/2006 to 11/23/2020 for XBI (SPDR S&P Biotech ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy XBI is March
Historically, the best month to sell XBI is December

In January, XBI is historically down by -5.39%
In February, XBI is historically down by -4.63%
In March, XBI is historically down by -6.57%
In April, XBI is historically down by -2.96%
In May, XBI is historically down by -4.38%
In June, XBI is historically down by -1.16%
In July, XBI is historically up by 4.48%
In August, XBI is historically up by 3.26%
In September, XBI is historically up by 5.44%
In October, XBI is historically up by 2.24%
In November, XBI is historically up by 2.88%
In December, XBI is historically up by 6.79%

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

See Also: Fourier Analysis of XBI
 
 
General Statistics
Number of Data Points773
Start Date of Data2/6/2006
End Date of Data11/23/2020
Minimum Value of Adjusted Close13.51
Maximum Value of Adjusted Close126.49
Average Value of Adjusted Close46.81
Median Value of Adjusted Close36.19
Standard Deviation of Adjusted Close30.50
Coefficient of Variation for Adjusted Close 65.15%
  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 XBI tends towards a value in the vicinity of 46.81 (the mean) and 36.19 (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 XBI goes above 77.31 (mean + 1 standard deviation) or below 16.31 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of XBI goes above 107.81 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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