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Seasonal Analysis of YAFFX (AMG YACKTMAN FOCUSED FUND CLASS N)


Seasonal Analysis

Using data from 6/25/1997 to 8/3/2020 for YAFFX (AMG YACKTMAN FOCUSED FUND CLASS N), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy YAFFX is February
Historically, the best month to sell YAFFX is December

In January, YAFFX is historically down by -3.15%
In February, YAFFX is historically down by -3.92%
In March, YAFFX is historically down by -2.67%
In April, YAFFX is historically down by -1.48%
In May, YAFFX is historically down by -0.09%
In June, YAFFX is historically down by -0.20%
In July, YAFFX is historically up by 0.19%
In August, YAFFX is historically up by 0.67%
In September, YAFFX is historically up by 0.94%
In October, YAFFX is historically up by 0.61%
In November, YAFFX is historically up by 2.99%
In December, YAFFX is historically up by 6.11%

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

See Also: Fourier Analysis of YAFFX
 
 
General Statistics
Number of Data Points1207
Start Date of Data6/25/1997
End Date of Data8/3/2020
Minimum Value of Adjusted Close1.53
Maximum Value of Adjusted Close18.78
Average Value of Adjusted Close6.64
Median Value of Adjusted Close4.52
Standard Deviation of Adjusted Close4.61
Coefficient of Variation for Adjusted Close 69.40%
  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 YAFFX tends towards a value in the vicinity of 6.64 (the mean) and 4.52 (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 YAFFX goes above 11.25 (mean + 1 standard deviation) or below 2.03 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of YAFFX goes above 15.85 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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