Back to list of Stocks    See Also: Fourier Analysis of XSDGenetic Algorithms Stock Portfolio Generator, and Best Months to Buy/Sell Stocks

Seasonal Analysis of XSD (SPDR S&P Semiconductor ETF)


Seasonal Analysis

Using data from 2/6/2006 to 8/3/2020 for XSD (SPDR S&P Semiconductor ETF), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy XSD is January
Historically, the best month to sell XSD is December

In January, XSD is historically down by -6.25%
In February, XSD is historically down by -6.03%
In March, XSD is historically down by -3.05%
In April, XSD is historically down by -1.34%
In May, XSD is historically down by -1.51%
In June, XSD is historically up by 1.97%
In July, XSD is historically up by 1.84%
In August, XSD is historically up by 1.59%
In September, XSD is historically up by 4.15%
In October, XSD is historically down by -1.91%
In November, XSD is historically up by 2.74%
In December, XSD is historically up by 7.79%

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

See Also: Fourier Analysis of XSD
 
 
General Statistics
Number of Data Points757
Start Date of Data2/6/2006
End Date of Data8/3/2020
Minimum Value of Adjusted Close9.62
Maximum Value of Adjusted Close125.95
Average Value of Adjusted Close39.43
Median Value of Adjusted Close27.05
Standard Deviation of Adjusted Close25.02
Coefficient of Variation for Adjusted Close 63.45%
  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 XSD tends towards a value in the vicinity of 39.43 (the mean) and 27.05 (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 XSD goes above 64.45 (mean + 1 standard deviation) or below 14.41 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of XSD goes above 89.47 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



Back to list of Stocks