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Seasonal Analysis of Y (Alleghany Corporation)


Seasonal Analysis

Using data from 3/17/1980 to 7/27/2020 for Y (Alleghany Corporation), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy Y is January
Historically, the best month to sell Y is November

In January, Y is historically down by -7.82%
In February, Y is historically down by -4.30%
In March, Y is historically down by -1.73%
In April, Y is historically down by -1.10%
In May, Y is historically down by -2.09%
In June, Y is historically down by -0.75%
In July, Y is historically up by 1.93%
In August, Y is historically up by 2.34%
In September, Y is historically up by 2.16%
In October, Y is historically up by 2.72%
In November, Y is historically up by 4.44%
In December, Y is historically up by 4.19%

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

See Also: Fourier Analysis of Y
 
 
General Statistics
Number of Data Points2103
Start Date of Data3/17/1980
End Date of Data7/27/2020
Minimum Value of Adjusted Close3.92
Maximum Value of Adjusted Close807.63
Average Value of Adjusted Close196.06
Median Value of Adjusted Close139.52
Standard Deviation of Adjusted Close190.83
Coefficient of Variation for Adjusted Close 97.33%
  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 Y tends towards a value in the vicinity of 196.06 (the mean) and 139.52 (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 Y goes above 386.89 (mean + 1 standard deviation) or below 5.23 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of Y goes above 577.72 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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