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Technology Stocks : Semi Equipment Analysis -- Ignore unavailable to you. Want to Upgrade?

To: Return to Sender who wrote (56145)	5/3/2012 7:54:27 AM
From: Sam	2 Recommendations Read Replies (1) \| Respond to of 95422

Data Drop: Historical Dow Returns and 'Sell in May' Syndrome Despite the old adage, DJIA components consistently end May in positive territory by Chris Prybal 5/2/2012 1 schaeffersresearch.com With all the talk about "Sell in May and go away," I wanted to look at the Dow Jones Industrial Average (DJIA) components to see how they have fared historically in the month of May. Below I have two tables analyzing the "average monthly return" of all current Dow components going back to 1975. The header row for each column represents the months of the calendar year, whereby 1 = January, 2 = February, 3 = March, and so on. In the first table (click to enlarge), I compare each DJIA component versus one another on a month by month basis. Each month is color-coded: the green cells represent the best-performing DJIA member for that month, and the red cells represent the worst-performing DJIA component for that month, based on the average monthly return for each ticker. The May standout is Home Depot (HD), up an average of 5.21% in May. HD also has a streak of trading higher for 17 straight weeks! Cisco Systems (CSCO), Boeing (BA), and Wal-Mart Stores (WMT) also have been historically strong in May. Caterpillar (CAT), 3M Company (MMM), and Exxon Mobil (XOM) have historically had the worst performance in the month of May. In the grid below (click to enlarge), I have the same data, but the cells are shaded differently. Cells shaded green are up 1%, on average, for that month, while cells shaded red are down on average at least 1%. Cells with returns that fell between +1% and -1% do not have any shading. This is a different look at seasonality, based upon the absolute movement of each particular DJIA component. Despite the "sell in May" adage, every DJIA stock has averaged a gain in May. September is by far the weakest of all months, based upon this analysis. Summer months are lackluster, on average, as the majority of the red- and white-shaded cells fall within this time frame. permanent link