Equity Clock

Arithmetic Average Seasonal Chart

Geometric Average Seasonal Chart

VLUE Relative to the S&P 500

Seasonal Chart Analysis

Analysis of the iShares MSCI USA Value Factor ETF (AMEX:VLUE) seasonal charts above shows that a Buy Date of October 2 and a Sell Date of January 6 has resulted in a geometric average return of 1.53% above the benchmark rate of the S&P 500 Total Return Index over the past 9 years. This seasonal timeframe has shown positive results compared to the benchmark in 7 of those periods. This is a good rate of success and the return strongly outperforms the relative buy-and-hold performance of the stock over the past 9 years by an average of 4.28% per year.

A word of caution: Only 9 years of data is available for shares of VLUE, perhaps insufficient to create a seasonal profile that accurately gauges the seasonal tendencies influencing the investment. Ideally, while 20 years is preferred, at least 10 years of data is required to perform a seasonal analysis that is considered to be reliable for future seasonal periods.

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Stocks mentioned in this post: VLUE