Major US Indices October Monthly Seasonality Since 1990.
Below the details of historical average returns of 26 Major US Indices during the month of October since 1990 , to get an idea about October month Seasonality of various major indices.
We’ve also included the percentage of times that the Index had positive returns during the month of October , as a result, investors can get a good idea of which areas of the market October has been good.
As shown in the table below
- NASDAQ Transportation ( Code: IXTR) is the best performing index in the October month , with a win rate of 74% and with average gains of 2.57% in October.
- the 4 largest stocks in the Nasdaq Transportation Index as on October 1st 2013 were ->
- UPS (United Parcel Service, Inc.) , gained 62% times in October , with avg gains of 1.8% : $UPS Seasonality
UNP ,( Union Pacific Corporation) , gained 70% of the times in October , with avg gains of 4.9% : $UNP seasonality
CNI ( Canadian National Railway Company) ,
gained 75% times in October, with avg gains of 5.6% : $CNI Seasonality
FDX ( FedEx Corporation) , gained 70% times in October, with avg gains of 4.9% : $FDX Seasonality
- Best performing index in terms average for October is NYSE ARCA NETWORKING INDEX
- 13-WEEK TREASURY BILL( Code:IRX) is the worst performing asset in the October with an average loss of -8.43%,
- PHLX Gold/Silver Sector ( Code : XAU) is the worst performing sector in October , from percentage wins perspective.
- S&P 500 Index average returns in OCtober month are 1.35% , with 15/23 , i.e 65% times giving positive returns , despite the meltdown of -17% loss in October 2008.
Below the big table with October Month Seasonality of 26 Major Indices since 1990
- # : Total number of instances
- Avg % : Average October Monthly Returns in percentage
- Max % : Best October Monthly returns in percentage
- Min % Worst October Monthly returns in percentage
- # Wins : Number of winning October Months ( i’e number of months when returns are positive)
- Avg % if Win : Average % change if the returns in October month are positive
- #Loss : Number of loosing October Months ( i’e number of months when returns are negative)
- Avg % if Loss : Average % change if the returns in October month are negative
- % Wins : percentage times that October Month had given positive returns.
- Avg Win / Avg Loss “: Ratio of Average Win % divided by Average Loss% , A.k.a Pay-off Ratio.
check out Day of Month Seasonality for October from MarketSci
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