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Seasonal Analysis of ZIV (VelocityShares Daily Inverse VIX Medium-Term ETN)


Seasonal Analysis

Using data from 12/1/2010 to 8/3/2020 for ZIV (VelocityShares Daily Inverse VIX Medium-Term ETN), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy ZIV is January
Historically, the best month to sell ZIV is July

In January, ZIV is historically down by -9.93%
In February, ZIV is historically down by -5.25%
In March, ZIV is historically down by -3.25%
In April, ZIV is historically down by -1.90%
In May, ZIV is historically down by -1.81%
In June, ZIV is historically up by 4.90%
In July, ZIV is historically up by 6.24%
In August, ZIV is historically up by 5.36%
In September, ZIV is historically up by 4.16%
In October, ZIV is historically up by 0.01%
In November, ZIV is historically up by 3.26%
In December, ZIV is historically down by -1.76%

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

See Also: Fourier Analysis of ZIV
 
 
General Statistics
Number of Data Points503
Start Date of Data12/1/2010
End Date of Data8/3/2020
Minimum Value of Adjusted Close10.75
Maximum Value of Adjusted Close93.87
Average Value of Adjusted Close44.46
Median Value of Adjusted Close41.75
Standard Deviation of Adjusted Close21.52
Coefficient of Variation for Adjusted Close 48.39%
  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 ZIV tends towards a value in the vicinity of 44.46 (the mean) and 41.75 (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 ZIV goes above 65.98 (mean + 1 standard deviation) or below 22.94 (mean - 1 standard deviation), then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of ZIV goes above 87.50 (mean + 2 standard deviations) or below 1.43 (mean - 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



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