S&P 500 Stocks July Seasonality Excel Sheet

S&P 500 Stocks July Seasonality Excel Sheet

Stocks Seasonality

 “Just as the seasons change, so does investment sentiment toward various stocks and industries. The patterns and trends, which would seemingly be widely known and acted upon, repeat over and over and can be exploited by confident investors willing to research when stocks tend to rally and falter.”

S&P 500 Stocks July Seasonality Excel Sheet 

Contains July Month Seasonality for all the S&P 500 Stocks since 1990 , with the following columns as shown below

Sample First 10 Columns ( in alphabetical order)  in the S&P  500 Stocks July  Seasonality Excel Sheet

Symbol Company Name # Avg Max Min # Wins Avg if Win # Loss Avg if Loss % Wins Avg Win/ Avg Loss
A Agilent Technologies Inc. 13 -6.7 14.31 -44.74 4 10.22 9 -14.21 31 0.72
AA Alcoa, Inc. 23 2.18 17.46 -17.92 13 8.29 10 -5.78 57 1.44
AAPL Apple Inc. 23 5 27.15 -29.76 14 14.15 9 -9.25 61 1.53
ABC AmerisourceBergen Corporation 18 0.77 15.92 -11.85 10 7.01 8 -7.04 56 1
ABT Abbott Laboratories 23 0.96 12.11 -9.84 11 6.08 12 -3.74 48 1.63
ACE ACE Limited 20 -0.56 28.32 -17.73 9 7.09 11 -6.81 45 1.04
ACN Accenture plc 12 0.29 10.46 -13.14 7 4.49 5 -5.61 58 0.8
ACT Actavis, Inc. 20 0.93 17.65 -16.62 9 8.34 11 -5.13 45 1.63
ADBE Adobe Systems Inc. 23 -2.99 23.77 -23.8 11 8.2 12 -13.25 48 0.62
ADI Analog Devices Inc. 23 -2.52 18.28 -18.86 11 7.53 12 -11.73 48 0.64

Definitions

  • # : Total number of instances
  • Avg: Average July Monthly Returns in percentage
  • Max : Best July Monthly returns in percentage
  • Min:  Worst July  Monthly returns in percentage
  • # Wins : Number of winning July  Months ( i’e number of months when returns are positive)
  • Avg if Win : Average % change if the returns in July month are positive
  • # Loss: Number of loosing July Months ( i’e number of months when returns are negative)
  • Avg if Loss : Average % change if the returns in July month are negative
  • % Wins:  Percentage times that July Month had given positive returns.
  • Avg Win/ Avg Loss: Ratio of Average Win % divided by Average Loss% , a.k.a Pay-off Ratio.

warning ! Seasonality alone never justifies a trade all by itself, but it deserves as yet another tool in trader’s toolbox for market timing .

download the S&P 500 Stocks July Seasonality Excel Sheet

check out Day of Month Seasonality for July from MarketSci

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One thought on “S&P 500 Stocks July Seasonality Excel Sheet

  1. Pingback: Daily Quant Ideas from Paststat » Blog Archive Amgen Inc ($AMGN) Stock July Seasonality Since 1990

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