Seasonality – Monthly Return Stats for the S&P 500 Why do U.S. stocks love December? Because they know it’s time for their annual Santa Claus rally, with an average monthly return of 1.3% since 1964! Image: Topdown Charts
Seasonality – S&P 500 Index Average Monthly Returns Bulls are grinning wider than a kid in a candy store, as December historically shines as one of the most promising months for U.S. stocks in presidential election years, boasting an average return of 1.3% since 1950. Image: Carson Investment Research
S&P 500 Seasonality From Election Day in November to the end of the year, the S&P 500 index has historically seen a median return of 4%, reflecting a seasonal pattern where investor optimism and holiday spending boost market performance. Image: Goldman Sachs Global Investment Research
S&P 500 3-Month Seasonality Returns Will the U.S. stock market keep investors smiling? The three-month period of November through January has traditionally been the strongest for U.S. stock market performance. Image: Carson Investment Research
VIX Seasonality As the 2024 U.S. presidential election approaches, market volatility is expected to remain elevated but should decline after the election results are known. Image: Topdown Charts
Seasonality – Average Daily Performance of the S&P 500 Although the S&P 500 benefits from robust earnings growth and positive expectations for monetary policy, U.S. stocks often experience weakness in September and October. Image: Deutsche Bank
Seasonality of Market Performance – MSCI USA August and September have historically been less favorable months for U.S. equities, with lower average performance compared to other months. Image: BofA Global Quantitative Strategy
Seasonality – Average Annualized S&P 500 Price Return by Month BofA’s strategists are cautioning investors about the potential for significant market corrections in the near term, driven by weak seasonal patterns and the uncertainties surrounding the U.S. election. Image: BofA US Equity & Quant Strategy
S&P 500 Seasonality Since 1928 The seasonal trends observed since 1928 indicate a pattern where July and August typically see positive stock performance, followed by a dip in late summer and a rally into the year-end. Image: BofA Global 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
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