The UK Stock Market Almanac 2014: Seasonality analysis and studies of market anomalies to give you an edge in the year ahead by Stephen Eckett

Author:Stephen Eckett [Eckett, Stephen]
Language: eng
Format: epub
ISBN: 9780857193278
Publisher: Harriman House
Published: 2013-10-21T00:00:00+00:00

Week 42

Market behaviour – by month

The table below ranks the 12 months by their historic performance since 1984.

The best month of the whole year – when the market has historically increased most often – is December. The proportion of years when the market has increased in December is 86%. On average the market increases 2.5% in this month with a low-ish standard deviation.

Surprisingly, perhaps, the fourth strongest month is October; but note the very high standard deviation indicating the volatility of the market in this month.

The month with the worst record is September. The market has only risen in September in 48% of all years and the average return for the month is -1%.

The performance figures below are ranked by the final column (Positive x Avg Change).

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