Search Results for: seasonal

VIX Seasonality Historically, the VIX has tended to rise in the months preceding U.S. presidential elections, likely due to heightened uncertainty. Will this seasonal pattern repeat this year? Image: Topdown Charts

S&P 500 Seasonality Seasonality analysis suggests that the second half of July can be a relatively weak time for U.S. stocks in years with a presidential election. Image: Goldman Sachs Global Investment Research

Seasonality Trends in MSCI AC World Index (Global Equities) July has historically been a strong month for global equities, offering opportunities for investors to capture potential gains. Image: BofA Global Quantitative Strategy

Seasonality – S&P 500 Index Average Monthly Returns Seasonality has been a tailwind for U.S. stocks in July, which has averaged a 2.3% gain over the past 20 years. This makes July a month of potential profitability and market momentum. Image: Carson Investment Research

Risk Appetite in Flows After Adjusting for Seasonality and Cyclical Growth Market sentiment is currently robust, with risk appetite in flows at the 85th percentile, falling short of extreme levels. Image: Deutsche Bank Asset Allocation

Seasonality – S&P 500 Index Returns in June The U.S. stock market has historically tended to be weak, and often negative, in the second half of June compared to other months of the year. Image: Carson Investment Research

S&P 500 Day of Month Seasonality Returns Considering seasonality, it would not be surprising to see a bounce-back in the S&P 500 in early June, as historically, this period has demonstrated a trend of positive returns. Image: BofA Global Research

Seasonality – S&P 500 Index Returns in May The middle of May is historically a period of weakness for U.S. stocks, while the end of May typically exhibits strength. Image: Carson Investment Research

S&P 500 3-Month Seasonality Returns Since 1928, June to August has been the second strongest 3-month period, with the S&P 500 up 65% of the time and an average return of 3.2%. Image: BofA Global Research

S&P 500 3-Month Seasonal Returns and Presidential Cycle Year 4 June to August historically shines during election years, as it represents the strongest 3-month period in the fourth year of the presidential cycle, up 75% of the time with an average return of 7.27% since 1928. Image: BofA Global Research