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Seasonal Analysis of XLI (Industrial Select Sector SPDR Fund)


Seasonal Analysis

Using data from 12/22/1998 to 8/3/2020 for XLI (Industrial Select Sector SPDR Fund), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy XLI is February
Historically, the best month to sell XLI is December

In January, XLI is historically down by -4.47%
In February, XLI is historically down by -5.36%
In March, XLI is historically down by -2.93%
In April, XLI is historically up by 0.22%
In May, XLI is historically down by -0.39%
In June, XLI is historically up by 0.20%
In July, XLI is historically up by 1.90%
In August, XLI is historically up by 1.14%
In September, XLI is historically up by 1.49%
In October, XLI is historically up by 0.74%
In November, XLI is historically up by 3.15%
In December, XLI is historically up by 4.31%

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

See Also: Fourier Analysis of XLI
 
 
General Statistics
Number of Data Points1129
Start Date of Data12/22/1998
End Date of Data8/3/2020
Minimum Value of Adjusted Close12.15
Maximum Value of Adjusted Close83.62
Average Value of Adjusted Close34.90
Median Value of Adjusted Close27.20
Standard Deviation of Adjusted Close18.97
Coefficient of Variation for Adjusted Close 54.36%
  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 XLI tends towards a value in the vicinity of 34.90 (the mean) and 27.20 (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 XLI goes above 53.87 (mean + 1 standard deviation) or below 15.93 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of XLI goes above 72.83 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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