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

Seasonal Analysis of ZTR (Virtus Total Return Fund Inc)


Seasonal Analysis

Using data from 9/26/1988 to 12/9/2019 for ZTR (Virtus Total Return Fund Inc), this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy ZTR is January
Historically, the best month to sell ZTR is December

In January, ZTR is historically down by -9.91%
In February, ZTR is historically down by -8.71%
In March, ZTR is historically down by -6.43%
In April, ZTR is historically down by -3.87%
In May, ZTR is historically down by -1.82%
In June, ZTR is historically up by 0.30%
In July, ZTR is historically up by 2.90%
In August, ZTR is historically up by 3.86%
In September, ZTR is historically up by 4.48%
In October, ZTR is historically up by 5.46%
In November, ZTR is historically up by 5.12%
In December, ZTR is historically up by 8.62%

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

See Also: Fourier Analysis of ZTR
 
 
General Statistics
Number of Data Points1629
Start Date of Data9/26/1988
End Date of Data12/9/2019
Minimum Value of Adjusted Close0.00
Maximum Value of Adjusted Close11.48
Average Value of Adjusted Close2.32
Median Value of Adjusted Close0.27
Standard Deviation of Adjusted Close3.32
Coefficient of Variation for Adjusted Close 143.55%
  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 ZTR tends towards a value in the vicinity of 2.32 (the mean) and 0.27 (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 ZTR goes above 5.64 (mean + 1 standard deviation) , then the reader is urged to investigate further for a possible buying or selling opportunity.

If the price of ZTR goes above 8.96 (mean + 2 standard deviations), then the reader is urged to investigate further as this would be an unusual event.



Back to list of Stocks