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Seasonal Analysis of XNCR (Xencor)


Seasonal Analysis

Using data from 12/2/2013 to 8/3/2020 for XNCR (Xencor), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy XNCR is April
Historically, the best month to sell XNCR is July

In January, XNCR is historically down by -3.11%
In February, XNCR is historically down by -3.06%
In March, XNCR is historically down by -4.97%
In April, XNCR is historically down by -9.28%
In May, XNCR is historically down by -6.88%
In June, XNCR is historically down by -4.86%
In July, XNCR is historically up by 12.92%
In August, XNCR is historically up by 4.50%
In September, XNCR is historically up by 6.89%
In October, XNCR is historically down by -0.58%
In November, XNCR is historically up by 5.07%
In December, XNCR is historically up by 3.36%

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

See Also: Fourier Analysis of XNCR
 
 
General Statistics
Number of Data Points349
Start Date of Data12/2/2013
End Date of Data8/3/2020
Minimum Value of Adjusted Close5.50
Maximum Value of Adjusted Close47.65
Average Value of Adjusted Close23.57
Median Value of Adjusted Close22.35
Standard Deviation of Adjusted Close10.18
Coefficient of Variation for Adjusted Close 43.19%
  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 XNCR tends towards a value in the vicinity of 23.57 (the mean) and 22.35 (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 XNCR goes above 33.75 (mean + 1 standard deviation) or below 13.39 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of XNCR goes above 43.93 (mean + 2 standard deviations) or below 3.21 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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